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

20 Dec '18

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

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

19 Dec '18

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

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

17 Dec '18

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

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

17 Dec '18

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

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

14 Dec '18

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

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

13 Dec '18

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

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Seminario SESIA
by Matteo Ruggiero 13 Dec '18

13 Dec '18

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

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Fwd: Postdocs in probability or statistics
by Francesco Caravenna 13 Dec '18

13 Dec '18

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

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assegno di ricerca
by Sara Pasquali 13 Dec '18

13 Dec '18

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

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

12 Dec '18

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

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avviso seminario Mauro Mariani
by Franco Flandoli 12 Dec '18

12 Dec '18

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

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

11 Dec '18

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

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

10 Dec '18

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

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

10 Dec '18

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

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

10 Dec '18

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

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

10 Dec '18

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

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Postdoc position at Sussex
by Enrico Scalas 06 Dec '18

06 Dec '18

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

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

06 Dec '18

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

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Seminario ROSNER
by Matteo Ruggiero 05 Dec '18

05 Dec '18

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

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4th Conference "Energy Finance Italia" - Call for papers
by Tiziano Vargiolu 04 Dec '18

04 Dec '18

(apologies for cross-postings) CALL FOR PAPERS CONFERENCE NAME: Energy Finance Italia (EFI-4) DATES: February 4-5, 2019 LOCATION: University of Milano - Bicocca, Milano, Italy WEBSITE: http://www.ief.unimib.it/ JOURNAL ISSUES: - To be announced IMPORTANT DATES: - January 4, 2019: Extended Deadline of submissions - January 13,2019: Notification for acceptance/ rejection - January 20, 2019: Deadline for the payment of fees - February 4-5, 2019: Workshop Days ABSTRACT SUBMISSION: Extended abstracts can be submitted via the conference website. SCIENTIFIC COMMITTEE: - Federico Boffa, University of Bolzano - Rita D'Ecclesia, University of Roma ?La Sapienza? - Enrico Moretto, University of Insubria - Fulvio Fontini, University of Padova - Helyette Geman, Birkbeck ? University of London and Johns Hopkins University - Michele Governatori, Axpo Italia - Carlo Lucheroni, University of Camerino - Carlo Mari, University of Chieti ? Pescara ?G. D?Annunzio? - Carlo Menchini, ENI - Alessandro Sapio, University of Napoli ?Parthenope? - Elisa Scarpa, Edison - Silvana Stefani, University of Milano ? Bicocca - Stefan Trueck, Macquarie University - Tiziano Vargiolu, University of Padova - Rafal Weron, Wroclaw University of Science and Technology ORGANIZING COMMITTEE: - Silvana Stefani (University of Milano - Bicocca) - Tiziano Vargiolu (University of Padova) - Carlo Mari (University of Chieti - Pescara) - Carlo Lucheroni (University of Camerino) - Enrico Moretto (Univeristy of Insubria) - Gleda Kutrolli (University of Milano - Bicocca) -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Final Announcement QFW2019 ETH Zurich
by Maria Elvira Mancino 03 Dec '18

03 Dec '18

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

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Minicorso PAPASPILIOPOULOS
by Matteo Ruggiero 03 Dec '18

03 Dec '18

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

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

03 Dec '18

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

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

03 Dec '18

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

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

01 Dec '18

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

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

30 Nov '18

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

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

30 Nov '18

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

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

30 Nov '18

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

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

30 Nov '18

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

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

29 Nov '18

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

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

29 Nov '18

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

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

29 Nov '18

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

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

28 Nov '18

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

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

26 Nov '18

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

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

26 Nov '18

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

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

22 Nov '18

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

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

20 Nov '18

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

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

20 Nov '18

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

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Post-Doc Announcement
by Giovanni Peccati 20 Nov '18

20 Nov '18

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

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

19 Nov '18

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

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

19 Nov '18

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

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

19 Nov '18

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

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

18 Nov '18

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

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

18 Nov '18

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

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

16 Nov '18

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

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

16 Nov '18

> Buongiorno Prof. Vargiolu,le scrivo la presente in quanto vorrei essere > inserito nella random mail list se possibile. > Resto a disposizione per qualunque informazione a tal fine a lei utile. Carissimo, quella che gestisco io non e' RANDOM, ma una mailing list di finanza matematica/finanza quantitativa, in cui ti ho inserito. Se vuoi farti inserire anche su RANDOM (che non gestisco io), allora l'indirizzo giusto e' questo: Mailing list RANDOM <random(a)mail.dm.unipi.it> Cordiali saluti Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Seminario MATECHOU
by Matteo Ruggiero 16 Nov '18

16 Nov '18

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

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Kolmogorov meets Turing
by Marco Scarsini 16 Nov '18

16 Nov '18

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

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Seminar announcement
by Marco Scarsini 16 Nov '18

16 Nov '18

*Department of Economics and Finance* *LUISS* Viale Romania 32 Room 207 November 22th, 2018, 12:00 noon *Speaker: *Georgios Piliouras, Singapore University of Technology and Design *Title: * *“Multiplicative Weights Updates in Zero-Sum and Potential Games”* *Abstract: **We revisit some classic questions in game theory, such the behavior of multiplicative weights updates (and other learning dynamics) in zero-sum and potential games. We establish new and exciting connections with the work of Poincaré on celestial mechanics, the latest developments in artificial intelligence (such as understanding Generative Adversarial Networks) as well as with chaos theory. A host of new open questions emerges.* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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de Finetti risk seminar - November 2018
by Emanuela Rosazza 15 Nov '18

15 Nov '18

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

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

14 Nov '18

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

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

14 Nov '18

Dear Colleague, Dublin City University has an Assistant/Associate Professor position in Statistics (5 years fixed term/permanent): https://www.dcu.ie/sites/default/files/hr/assistant-associate_professor_in_… The closing date for the application is January 6th, 2019. With best regards, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://www4.dcu.ie/iss/seanadh-riomhphoist.shtml>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://www4.dcu.ie/iss/email-disclaimer.shtml>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DublinCityUni> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 13 Nov '18

13 Nov '18

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

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

13 Nov '18

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

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

13 Nov '18

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

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

12 Nov '18

Dear friends and colleagues, I am currently advertising a postdoctoral position in Probability to be held in Ceremade, University Paris Dauphine. The position is funded by my European project MALIG, whose aim is to develop a mathematical approach to the liquid-glass transition and other jamming transitions. Main areas of research include interacting particle systems, bootstrap percolation cellular automata and glassy dynamics. The position is for two years. The expected starting date is September 2019, but a different date may be arranged. The successful candidate will not have teaching duties and will have substantial fundings for travel. I would be grateful if you would bring this announcement to the attention of potential candidates and distribute it via local mailing lists and I apologise if you receive this email more than once. Candidates can contact me directly for any additional information at toninelli(a)ceremade.dauphine.fr or visit the postdoc announcement on my website https://www.ceremade.dauphine.fr/~toninelli/postdoc.html Best regards, Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: B617 --------------------------------------------------------------------------------------------

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7 Marie Curie PhD positions available in Milan, Eindhoven, Lisbon, Novi Sad (Project BIGMATH)
by Alessandra Micheletti 12 Nov '18

12 Nov '18

I am happy to announce that 7 open PhD positions are available in the framework of the Marie Curie EID (European Industrial Doctorate) BIGMATH – “Big Data Challenges for Mathematics”, at Università degli Studi di Milano (Italy), TU Eindhoven (The Netherlands), IST Lisbon University (Portugal), University of Novi Sad (Serbia). The PhD students will spend at least 18 months in an industry in a country different from the enrollment center. Applicants to each position must have not spent more than 12 months in the last 3 years in the country of the recruting center. Salaries comply with the EU Marie Skłodowska-Curie Actions-ITN general standards. The calls for recruitment in TU Eindhoven (2 positions – deadline Dec 5 2018) and University of Milan (2 positions – deadline Dec 31 2018) have already been published. The other calls will follow soon. The mathematical fields of research involved in the project are mainly: Statistics, Optimization, Large Scale Linear Algebra. For information and requirements of the specific calls please visit the web page http://itn-bigmath.unimi.it -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Politecnico di Milano - Seminario Fiserova
by Alessandra Menafoglio 09 Nov '18

09 Nov '18

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

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Seminar announcement
by Marco Scarsini 09 Nov '18

09 Nov '18

Department of Economics and Finance LUISS Viale Romania 32 00196 Roma November 15, 2018, 12:00 noon Room 207 *Speaker: *Mathias Staudigl / Maastricht University *Title: * *“Learning in Time Varying Games”* *Abstract:* *“In this paper, we examine the long-term behavior of regret minimizing agents in time-varying games with continuous action spaces. In its most basic form, (external) regret minimization guarantees that an agent’s cumulative payoff is no worse in the long run than that of the agent’s best fixed action in hindsight. Going beyond this worst-case guarantee, we consider a dynamic regret variant that compares the agent’s accrued rewards to those of any sequence of play. Specializing to a wide class of no-regret strategies based on mirror descent, we derive explicit rates of regret minimization relying only on imperfect gradient observations. We then leverage these results to show that players are able to stay close to Nash equilibrium in time-varying monotone games – and even converge to Nash equilibrium if the sequence of stage games admits a limit.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Concorso Prof. Ordinario - DSE Univ. Verona
by Alessandro Gnoatto 08 Nov '18

08 Nov '18

Si segnala il bando seguente e si invitano tutti gli interessati a presentare domanda. Professore ordinario - 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale - IV Serie Speciale 86 del 30 ottobre Settore scientifico-disciplinare SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie presso il Dipartimento di Scienze Economiche dell’Università di Verona Scadenza: 29 novembre 2018 Link al bando: https://docs.univr.it/documenti/Concorso/bando/bando993006.pdf Cordiali Saluti, Alessandro Gnoatto -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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posizione presso INRIA Bordeaux
by Marco Alessandro Fuhrman 08 Nov '18

08 Nov '18

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

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

08 Nov '18

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

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

08 Nov '18

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

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Call for PostDoc position at University of Oslo
by Giulia Di Nunno 07 Nov '18

07 Nov '18

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

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

06 Nov '18

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

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

06 Nov '18

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

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

01 Nov '18

The Bernoulli Society welcomes applications to the New Researcher Award 2020. Each awardee shall deliver a talk at a special invited session during the World Congress in Probability and Statistics 2020, and will receive a funding up to 1000€ to offset travel and other expenses. Bernoulli News will publish their pictures and a paragraph about their work. Eligible candidates are active researchers in Probability Theory who obtained the PhD degree on or after Jan 1st 2014 and who are regular members of the Bernoulli Society. Female candidates get 1 extra year for each child born since receiving the PhD. Candidates should apply through the web form https://goo.gl/forms/v8zDJaFUKj5IGEG73 and send the required documents to the e-mail address indicated there. Deadline: March 15th, 2019 Link: http://bernoulli-society.org/index.php/prizes/267-bernoulli-society-new-res… -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Avviso di seminario
by Alessandro Ramponi 01 Nov '18

01 Nov '18

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

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

01 Nov '18

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

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

31 Oct '18

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

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

31 Oct '18

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

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

30 Oct '18

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

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

29 Oct '18

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

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

26 Oct '18

Martedi` 30 Ottobre alle ore 14 in Aula di Consiglio, Dipartimento di Matematica, Universita` La Sapienza, ci sara' il seguente seminario: Speaker: Giacomo di Gesu' (Universita' di Vienna) Title: Small noise asymptotics for stochastic Allen-Cahn equations in finite volume Abstract: We consider lattice approximations of the Allen-Cahn equation on the torus perturbed by small space-time white noise and discuss metastable transition times between the two stable phases. Grazie per l'attenzione ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Assegno di Ricerca - UNIMI
by Giacomo Aletti 25 Oct '18

25 Oct '18

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

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

23 Oct '18

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

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

22 Oct '18

Dear colleagues, we are pleased to announce that the (mini) “Workshop in Financial Mathematics” will be held the 12 November 2018 at the Department of Mathematics of the University of Padova. The Workshop will start at 2.30 pm (in “Sala Riunioni” VII floor, stairs B) and it will finish at 6pm. The list of invited speakers is available at the conference website: https://events.math.unipd.it/WFM2018/node/1 There is no registration fee, but all participants are kindly requested to register to the Workshop via the online form available here: https://events.math.unipd.it/WFM2018/node/27 See you in Padova! The organising committee Giorgia Callegaro Martino Grasselli Wolfgang Runggaldier Tiziano Vargiolu -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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(senza oggetto)
by Massimo Campanino 22 Oct '18

22 Oct '18

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

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

22 Oct '18

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

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

22 Oct '18

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

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Seminario BELITSER
by Matteo Ruggiero 22 Oct '18

22 Oct '18

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

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seminar announcement
by Marco Scarsini 19 Oct '18

19 Oct '18

October 25th, 2018 12:00 Room 207 *Department of Economics and Finance* LUISS Viale Romania 32 00196 Roma *Speaker:* Bernhard von Stengel / London School of Economics *Title: * *“Equilibria in the challenge tournament”* *Abstract:* *“Arad and Rubinstein (2013) describe a challenge tournament where n players have a binary choice and play a round-robin tournament where they score against each other randomly for a stake that depends on their choices. The player with the highest total score wins, with ties resolved randomly. They conjecture that for n > 3 the only equilibrium is that all players take the riskier choice. We present work in progress on an elementary proof of this conjecture which is based on a simple dominance argument.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Winter Workshop on Complex Systems 2019 in Zakopane
by Mateusz Wilinski 18 Oct '18

18 Oct '18

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

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

16 Oct '18

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

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

16 Oct '18

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

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

16 Oct '18

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

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

13 Oct '18

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

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

12 Oct '18

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

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Seminario VAN DER PAS
by Matteo Ruggiero 12 Oct '18

12 Oct '18

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

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numero speciale di DEF
by Rigo Pietro 10 Oct '18

10 Oct '18

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

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

08 Oct '18

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

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

07 Oct '18

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics presso l'Universita' Bocconi, per l'a.a. 2019-2020. La scadenza per la presentazione delle domande e' l'1 Febbario 2019. Saluti, AL ------------------------------------------------- PhD in Statistics - a.y. 2019-2020 Call for applications for PhD student positions ------------------------------------------------- The Bocconi PhD School provides 4 scholarships for the PhD in Statistics and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2019. ** Within the Bocconi PhD School, the four-year PhD program in Statistics provides a solid grounding for high level research in Statistics, Probability and Data Science. The curriculum is organized over two years of courses and two years entirely devoted to research. Students gain a deep mathematical and methodological preparation through the first-year. The second-year courses provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. The third and forth years are entirely devoted to research. Both theoretical and applied research, including methods for Machine Learning and Data Science, are supported and pursued. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Economics, Engineering, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold or be on their way to hold a graduate degree or equivalent. For more information about the PhD program in Statistics at Bocconi, visit www.unibocconi.eu/phdstatistics and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) -- Antonio Lijoi Bocconi University http://mypage.unibocconi.it/antoniolijoi

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seminar announcement
by Marco Scarsini 05 Oct '18

05 Oct '18

October 11th, 2018, 12:00 *Department of Economics and Finance* *LUISS* Room 207, Viale Romania 32 00196 Roma *Speaker: *Vianney Perchet, École Normale Supérieure, Paris *Title: * *“Dynamic Pricing with Finitely Many Unknown Valuations”* *Abstract:* *“We consider revenue maximization in stochastic dynamic pricing where the distribution of buyers' private values is supported on an unknown set of points of unknown cardinality. This choice of setting is well-suited to model scenarios in which buyers are grouped in an unknown number of latent types, characterized by their private values for the good on sale. We focus on the construction of learning algorithm, using ideas and techniques from multi-armed bandit literature. We will show that if there are only two different possible, but unknown, private values, then the learning cost (called ``regret'') is not bigger than if the values are known (but not the demand at those points).We also consider the case of arbitrarily large number of private values, and show that logarithmic regret is only possible under some specific additional assumptions on the model and we provide such an algorithm.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di E. Bisi a Milano - Bicocca (5 ottobre 2018)
by Francesco Caravenna 04 Oct '18

04 Oct '18

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

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

04 Oct '18

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

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

04 Oct '18

Buongiorno è stato pubblicato sul sito web del Dipartimento e di Ateneo il seguente bando per ricercatore a tempo determinato di tipologia A https://web.uniroma1.it/trasparenza/sites/default/files/bando%20RTD_A%202_2… n. 2_2018 per il conferimento di n. 1 posto da ricercatore a tempo determinato Settore concorsuale 01/A3 SSD: MAT/06 scadenza: 1° novembre 2018 Vi prego di trasmetterne notizia ai possibili interessati Grazie per la collaborazione Saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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1year PostDoc position @ Scuola Normale Superiore
by Daniele Tantari 04 Oct '18

04 Oct '18

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

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

03 Oct '18

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

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

03 Oct '18

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

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

02 Oct '18

AVVISO di SEMINARIO Title: Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. Prof. N.N. Leonenko School of Mathematics, Cardiff University, UK Abstract: Heavy tailed distributions are of considerable importance in modelling a wide range of phenomena in finance geology, hydrology, physics, queuing theory and telecommunication. We develop a new method for estimating unknown tail index for independent and dependent data. Our estimator is based on a variant of statistics sometimes called empirical structure function or partition function. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Il seminario si terrà il giorno 8 Ottobre 2018 ore 15:30 nella Aula C primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Seminario K. Colaneri - Università di Milano-Bicocca
by elena bandini 02 Oct '18

02 Oct '18

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

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de Finetti Risk Seminar - October 2018
by Emanuela Rosazza 01 Oct '18

01 Oct '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture (Boundary) regularity for solutions of the Plateau problem Guido De Philippis Scuola Internazionale Superiore di Studi Avanzati Abstract: Plateau problem consists in finding the surface of minima area spanning a given boundary. Since the beginning of the 50’s the study of this problem led to the development of fundamental tools in Geometric Analysis and in the Calculus of Variations. Aim of the talk is to give an overview of the problem and of the techniques used to solve it. In the end I will also present some recent results concerning boundary regularity. LOCATION: The seminar will be held on Wednesday, October 3, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Call for Interest: 2 Associate Professor positions
by Roberto Casarin 29 Sep '18

29 Sep '18

Dear Colleagues, The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for two Associate Professor positions in any area of *Economics*, *Econometrics *and *Finance*. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at http://www.unive.it/pag/28365/. The Associate Professorships are tenured positions. Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, including grant application and project management. Standards of excellence in teaching are also expected. All positions will start in 2019. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. Knowledge of Italian is not required. *Application Instructions** *Applications should be received by October 31st, 2018. They should include a CV, and should be sent to *recruiting.dec(a)unive.it.** * There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. best regards Roberto -- Roberto Casarin Professor of Econometrics IMEF Director University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://venus.unive.it/r.casarin/ IMEF: http://www.unive.it/imef/ -- Nota automatica aggiunta dal sistema di posta.

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Seminario QUINTANA
by Matteo Ruggiero 28 Sep '18

28 Sep '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 5 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Fernando A. QUINTANA (Pontificia Universidad Catolica de Chile) DISCOVERING INTERACTIONS USING COVARIATE INFORMED RANDOM PARTITION MODELS Combination chemotherapy treatment regimens created for patients diagnosedwith childhood acute lymphoblastic leukemia have had great success inimproving cure rates. Unfortunately, patients prescribed these types oftreatment regimens have displayed susceptibility to the onset ofosteonecrosis. Some have suggested that this is due to pharmacokineticinteraction between two agents in the treatment regimen (asparaginase anddexamethasone) and other physiological variables. Determining whichphysiological variables to consider when searching for interactions inscenarios like these, minus a priori guidance, has proved to be achallenging problem, particularly if interactions influence the responsedistribution in ways beyond shifts in expectation or dispersion only. We propose an exploratory technique that is able to discoverassociations between covariates and responses in a very general way. Theprocedure connects covariates to responses very flexibly through dependentrandom partition prior distributions, and then employs machine learningtechniques to highlight potential associations found in each cluster. Weapply the method to data produced from a study dedicated to learning whichphysiological predictors influence severity of osteonecrosis multiplicatively. ------------------------------------------------ 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 Prof. N. Leonenko - Roma
by Luisa Beghin 28 Sep '18

28 Sep '18

*Seminario congiunto Università Sapienza - Tor Vergata, Roma* *Mercoledì 3 ottobre 2018* Ore 15:00, Aula 34 (iv piano) Dipartimento di Scienze Statistiche, Sapienza *Titolo: *Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes *Speaker:* Prof. N. Leonenko (Cardiff University, UK) *Abstract:* Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. In this paper we investigate the limiting behavior of integrated supOU processes with finite variance. We show that after suitable normalization four different limiting processes may arise. The type of limit depends on the decay of the correlation function as well as on the characteristic triplet of the marginal distribution. SupOU processes, moreover, may exhibit intermittency, a phenomenon affecting the rate of growth of moments. We establish this rate for each of the four limiting scenarios. The rate changes at some point indicating that there is a change-point in the asymptotic behavior of absolute moments. For such a behavior to be possible, the moments in the limit theorem do not converge beyond some critical point. We show that this point is related to the dependence structure of the supOU process. The intermittency phenomenon appears also in some other models, for example, Intermittency of trawl processes. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Tutti gli interessati sono invitati ad intervenire. Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Annuncio di seminario a Roma La Sapienza
by Faggionato, Alessandra 27 Sep '18

27 Sep '18

Martedi` 2 Ottobre, ore 14.00 Aula di Consiglio, Dipartimento di Matematica, La Sapienza Speaker: F. Patras (University of Nice) Title: Revisiting chaos expansions and Wick products Abstract: Recently, the interest in the structure of cumulants and Wick products for non-Gaussian variables has been revived, since they both play important roles in M. Hairer’s theory of regularity structures. We present a new approach to the theory based on tools (group actions, Hopf algebras) that allow to understand the theory of Wick products as a deformation, a presentation from which many of their properties follow easily. We also discuss how these ideas appear in the theory of regularity structures. Based on j.w. with K. Ebrahimi-Fard, N. Tapia, L. Zambotti. Cordiali 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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Premio Cuozzo
by Lucia Caramellino 27 Sep '18

27 Sep '18

L’Università di Roma “Tor Vergata” indice una selezione pubblica, per titoli ed eventuale colloquio, per il conferimento di un premio di studio intitolato “Michele Cuozzo” (11° edizione) destinato ai candidati che abbiano conseguito il titolo di dottore di Ricerca in Matematica presso un’università italiana. Il bando è disponibile all'indirizzo https://www.mat.uniroma2.it/~lucia/Docs_avvisi-dip/PremioCuozzo2018_prot.pdf <https://www.mat.uniroma2.it/~lucia/Docs_avvisi-dip/PremioCuozzo2018_prot.pdf> Scadenza: 26 Ottobre 2018, ore 12:00 +++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Via della Ricerca Scientifica 1 00133 Roma www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell>

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Autumn School “From interacting Particle systems to Kinetic equations: modelling, control and numerical methods”
by Luca di persio 27 Sep '18

27 Sep '18

Dear colleagues We are happy to announce the following Autumn School *“From interacting Particle systems to Kinetic equations: **modelling, control and numerical methods”* to be held* from* *26th to 30th, November *in* Verona, Italy.* The school is addressed to PhD, and last year master students, and organized in *3 mini-courses*, - "Agent Models of 1st and 2nd order: From micro to macro <https://unimathverona.wixsite.com/optke/carrillo>", José A. Carrillo (Imperial College London); - "Mean-Field optimal control and other types of games <https://unimathverona.wixsite.com/optke/fornasier>", Massimo Fornasier (TU München); - "Efficient Numerical Methods for Kinetic Equations <https://unimathverona.wixsite.com/optke/hu>", Jingwei Hu (Purdue University); and *3 focused **seminars* with tutorial sessions, - "Numerical Methods for Control and Games over Multiscale Agent-Based Models" <https://unimathverona.wixsite.com/optke/kalise>, Dante Kalise (Imperial College London); - "Herding Sheep - a mathematical approach" <https://unimathverona.wixsite.com/optke/totzeck>, Claudia Totzeck (TU Kaiserslautern); - "Uncertainty Quantification for Kinetic Equations of the Collective Behavior <https://unimathverona.wixsite.com/optke/zanella>", Mattia Zanella (Politecnico di Torino). Registration is free but mandatory, and places available are limited. For additional informations refer to the dedicated web-site: https://unimathverona.wixsite.com/optke/, Please, feel free to forward this announcement to people who might be interested in the school. Hope to seeing you in Verona! The local organizers, Giacomo Albi, Ph.D. Dept. of Computer Science University of Verona web: giacomoalbi.com <http://www.giacomoalbi.com/> __ 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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Seminario F. Caravenna - Univ. Bocconi, Milano
by Antonio Lijoi 24 Sep '18

24 Sep '18

DEC-Statistics Seminar @ Bocconi University, Milano Thursday, September 27 12:30 Meeting room 3-e4-sr03, Via Roentgen 1, 3rd floor Francesco Caravenna (Universita' degli studi di Milano - Bicocca) Title: Local large deviations and the strong renewal theorem Abstract: We present two different, but related results for random walks with heavy tails (more precisely: in the domain of attraction of a stable law with infinite mean). The first result is a local large deviation upper bound, which improves on the classical local central limit theorem. The second result is the derivation of necessary and sufficient conditions for the so-called strong renewal theorem, which is the analogue of Blackwell's renewal theorem in the case of infinite mean. This solves a long standing problem, which dates back to a classical paper by Garsia and Lamperti (Comment. Math. Helv. 1962). (Based on joint work with Ron Doney) 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 In addition, we suggest to print, fill out and send the attached form (to give your consent to personal data handling) via email to the same address. In this way, the check-in procedure at the entrance will be faster and easier.

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Seminario di Lorenzo Taggi a Roma Tre il 3/10/18 h16
by Pietro Caputo 24 Sep '18

24 Sep '18

Annuncio di Seminario Speaker: Lorenzo Taggi (TU Darmstadt, Germania) Titolo: Conservative interacting particle systems: "Oil and Water" and "Activated Random Walk". Mercoledi' 03 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We consider two interacting particle systems, Activated Random Walk (ARW) and Oil and Water (OW). One of the main features of these systems is that the number of particles is conserved: This conservation law introduces hard-core constraints and long-range correlations which make the mathematical analysis particularly challenging. In this talk the main questions and results concerning these models are presented: In ARW, 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; moreover a non-trivial characterization of the critical density is available. Contrary to ARW, no phase transition occurs in OW: The activity dies out with time does not matter how large the particle density is. Based on joint works with E. Candellero and A. Stauffer.

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avviso di seminario: Prof. N.N. Leonenko
by Enrica Pirozzi 24 Sep '18

24 Sep '18

-------------- AVVISO di SEMINARIO Fractional Pearson Diffusions and Continuous Time Random Walks Prof. N.N. Leonenko School of Mathematics, Cardiff University, UK Abstract: We define fractional Pearson diffusions by non-Markovian time change in the corresponding Pearson diffusions. They are governed by the time-fractional diffusion equations with polynomial coefficients depending on the parameters of the corresponding Pearson distribution. We present the spectral representation of transition densities of fractional Pearson diffusions, which depend heavily on the structure of the spectrum of the infinitesimal generator of the corresponding non-fractional Pearson diffusion. Also, we present the strong solutions of the Cauchy problems associated with heavy-tailed fractional Pearson diffusions and the correlation structure of these diffusions. Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from Markov chains through the Bernoulli urn-scheme model and Wright-Fisher model. The jumps are correlated so that the limiting processes are not Lévy but diffusion processes with non-independent increments. The waiting times are selected from the domain of attraction of a stable law. Il seminario si terrà il giorno 27 Settembre 2018 ore 15:00 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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Seminar at Dep. of Economics - Verona, 27 September 2018, Giacomo Bormetti
by Alessandro Gnoatto 24 Sep '18

24 Sep '18

Dear all, On Thursday 27 September 2018 at 12.00 - Polo Santa Marta, Via Cantarane 24, Sala Vaona Prof. Giacomo Bormetti - University of Bologna will give the seminar "Modeling correlation dynamics with canonical Vines" Abstract: When modeling correlation dynamics, tackling the issue of positive definiteness is a challenging task. At high frequencies in a multivariate financial setting, observational noise and asynchronicity makes the goal even more difficult. After reviewing different observation-driven approaches available in literature, I will focus on a recently proposed modeling framework based on regular vines. Please also find attached the full list of our Finance seminars. Feel free to forward this announcement to your colleagues. 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 E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Position at Luxembourg University (repost)
by Giovanni Peccati 21 Sep '18

21 Sep '18

Dear All, I would like to announce once again the opening of a very attractive full professor position in data science at Luxembourg University. A detailed discussion can be found here https://wwwen.uni.lu/university/news/slideshow/university_receives_2_5_mill… together with a link to the application page. Best regards, GP -- 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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Scaling limits & SPDEs, Cambridge, 10-14 dec 2018
by A. Giuliani 20 Sep '18

20 Sep '18

Dear colleague, this is an announcement of the workshop `Scaling limits & SPDEs: recent developments and future directions' which will be held at the Isaac Newton Institute (INI) for Mathematical Sciences in Cambridge, UK, from December 10 to 14, 2018, see http://www.newton.ac.uk/event/srqw03 [www.newton.ac.uk] We invite all the interested participants to register as soon as possible on the website. DEADLINE FOR APPLICATIONS IS **SEPTEMBER 30, 2018** There is limited financial support available for students and young researchers; if you wish to apply for a grant, please indicate it in the application form. The workshop is the closing event of the 4-months programme `Scaling limits, rough paths, quantum field theory', which will be held at INI from September 3, to December 21, 2018, see https://www.newton.ac.uk/event/srq [www.newton.ac.uk] The confirmed speakers are: Cedric Bernardin Iwan Corwin Jean-Dominique Deuschel Franco Flandoli Yan Fyodorov Christophe Garban Gianbattista Giacomin Alessandro Giuliani Martin Hairer Claudio Landim Pierre Le Doussal Ian Melbourne Eveliina Peltola Jeremy Quastel Remi Rhodes Slava Rychkov Makiko Sasada Hao Shen Panagiotis Souganidis Herbert Spohn Hendrik Weber Weijun Xu Please forward this announcement to all the potentially interested colleagues and students. Thanks and best regards, Patricia Goncalves Antti Kupiainen Felix Otto Jeremy Quastel

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Spring school on Random Interfaces
by Luigi Amedeo Bianchi 19 Sep '18

19 Sep '18

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

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I: Avviso di seminario
by Massimo Campanino 18 Sep '18

18 Sep '18

Il giorno 20 settembre alle ore 14 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5 il prof. Pietro Rigo del Dipartimento di Matematica dell'Università di Pavia terrà un seminario dal titolo: CLASSICAL VERSUS COHERENT CONDITIONAL PROBABILITIES ABSTRACT: The standard (Kolmogorovian) notion of conditional probability is compared with the (de Finettian) notion based on the coherence principle. Each notion has both merits and drawbacks, and the talk aims to highlight them with special attention to the connection points. Various results, both old and new, are discussed and some open problems are mentioned. The talk is split into four parts. (i) Classical (Kolmogorovian) conditional probabilities; (ii) Disintegrability; (iii) Coherent (de Finettian) conditional probabilities; (iv) Some statistical implications.

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Fwd: DEM Workshop in Financial Mathematics - Verona 31.10. (fwd)
by Tiziano Vargiolu 18 Sep '18

18 Sep '18

Dear All, We are pleased to announce the "DEM Workshop in Financial Mathematics?, taking place at the Department of Economics (University of Verona, Italy) on October 31st, 2018. Description: the workshop is organised by the PhD course "Dottorato in Economia e Management" (DEM). Speakers will present recent developments in financial mathematics with focus on numerical methods, xVA and commodity markets. Speakers: Giorgia Callegaro (University of Padova) Daniele Marazzina (Politecnico of Milan) Andrea Pallavicini (Banca IMI and Imperial College London) Christa Cuchiero (University of Vienna) Registration: Registration is free. Interested participants are requested to register via an E-Mail to alessandro.gnoatto(a)univr.it Website/Program: See http://dse.univr.it/demwfm/ Best Regards, Alessandro Gnoatto

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Fwd: Fw: Job advert
by Marco Romito 18 Sep '18

18 Sep '18

ricevo e inoltro m. -------- Forwarded Message -------- Subject: Fw: Job advert Date: Thu, 13 Sep 2018 19:20:49 +0000 From: Pennanen, Teemu <teemu.pennanen(a)kcl.ac.uk> Dear Random, We would like to advertise the following position via your mailing list: Lecturer in Financial Mathematics King's College London https://my.corehr.com/pls/kingrecruit/erq_jobspec_version_4.jobspec?p_id=00… Deadline 14 October 2018. Please let me know if you require more info. Best, Teemu --------------------------------------------------------------------------------------------------- Professor of Mathematical Finance, Probability and Statistics Department of Mathematics King's College London http://www.mth.kcl.ac.uk/~teemu/

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Concorso Ricercatore tipo B - Lecce
by Enrico Priola 17 Sep '18

17 Sep '18

Gentili colleghi, con l'invito a volerne dare la massima diffusione, vi segnalo che e' uscito il bando per una posizione da Ricercatore a tempo Determinato tipo B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Fisica "E. De Giorgi" dell'Università del Salento. https://www1.unisalento.it/c/document_library/get_file?p_l_i d=63872469&folderId=64317337&name=DLFE-355230.pdf Un saluto. Prof. Diego Pallara Dipartimento di Matematica e Fisica "E. De Giorgi" Università del Salento diego.pallara(a)unisalento.it

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Eurocast 2019 – 30 years - Stochastic Models and Applications to Natural, Social and Technical Systems
by Antonio DI CRESCENZO 17 Sep '18

17 Sep '18

Dear Colleagues, we are pleased to inform you about the Conference Eurocast 2019 – 30 years 17th International Conference on Computer Aided Systems Theory Museo Elder de la Ciencia y la Tecnología. Las Palmas de Gran Canaria, Spain 17-22 February, 2019 http://eurocast2019.fulp.ulpgc.es/ Among the planned activities we point out the following workshop, that we hope you find of interest. An extended two pages abstract must be sent by the Abstract Submission form before November 15, 2018. *Stochastic Models and Applications to Natural, Social and Technical Systems (Nobile, Di Crescenzo)* The Workshop deals with theory and applications of probability in the modeling of random phenomena in the natural sciences, social sciences and technology, focusing on mathematical theory, analytical, algorithmic, experimental approaches and computational methods. Practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories, reliability, queueing theory, optimization and operations research are very welcome as well. Attention is given also to probabilistic methods in data science and related areas, and their applications to the treatment of big data. Many greetings, Amelia Nobile and Antonio Di Crescenzo

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Special Issue “Applications of Stochastic Optimal Control to Economics and Finance” in Risks
by salvatore federico 14 Sep '18

14 Sep '18

[Risks] Feature Paper (Free of Charge) Invitation for Special Issue “Applications of Stochastic Optimal Control to Economics and Finance” – edited by Salvatore Federico (University of Siena), Giorgio Ferrari (University of Bielefeld) and Luca Regis (University of Siena). We are pleased to inform you that we are guest editing for a special issue entitled “Applications of Stochastic Optimal Control to Economics and Finance” which will be published in //Risks// (<http://www.mdpi.com/journal/risks>http://www.mdpi.com/journal/risks <http://www.mdpi.com/journal/risks>, ISSN 2227-9091). This special issue is now open to receive submissions of full research articles and comprehensive review papers for peer-review. Details can be found at the following link: http://www.mdpi.com/journal/risks/special_issues/Stochastic_Optimal_Control <http://www.mdpi.com/journal/risks/special_issues/Stochastic_Optimal_Control> We welcome your contribution that will be peer-reviewed. If accepted, your article will be published free of charge (in Open Access form). Let me know as soon as possible if you can contribute by sending a tentative title and short abstract by email. The submission deadline is *30 November 2018*but it can be extended upon request. We also encourage authors to send a short abstract or tentative title to the Editorial Office (risks(a)mdpi.com <mailto:risks@mdpi.com> <mailto:risks@mdpi.com><mailto:risks@mdpi.com> <mailto:risks@mdpi.com>). For further details on the submission process, please see the instructions for authors at the journal website (<http://www.mdpi.com/journal/risks/instructions>http://www.mdpi.com/journal/risks/instructions <http://www.mdpi.com/journal/risks/instructions>) //Risks//is fully open access. Open access (unlimited and free access by readers) increases publicity and promotes more frequent citations, as indicated by several studies. Open access is supported by the authors and their institutes. This year, 2018, Risks has been accepted for funding by the Knowledge Unlatched initiative (http://www.knowledgeunlatched.org <http://www.knowledgeunlatched.org/>). The Article Processing Charges (350 CHF) for papers published in the journal are fully covered via the Knowledge Unlatched crowd-funding mechanism. Please note this is a pilot program experimenting ways to support authors in the humanities and social sciences fields publishing in open access format. Thank you very much in advance for your consideration of this request. Salvatore Federico Giorgio Ferrari Luca Regis Guest Editors of Special Issue “Applications of Stochastic Optimal Control to Economics and Finance”

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Luiss seminar, dott. Marco Bianchetti
by Sara 14 Sep '18

14 Sep '18

Dear all, on October 18 at 12 in Room 207, Marco Bianchetti, Unicredit, Head of Fair valuation and Financial risk models will give the following seminar: Title: "Bitcoin, Brexit and other Bubble Stories - Evidence from Quantitative Models" Abstract "We develop a bubble detection methodology based on a combination of quantitative models, calibration approaches, global stochastic optimization algorithms, and sentiment analysis. We apply such methodology to a variety of financial data related to cryptocurrency, Brexit and tech bubbles, confirming ex-ante a number of bubble events actually observed ex-post." -- 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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1year PostDoc position @ Scuola Normale Superiore
by Daniele Tantari 11 Sep '18

11 Sep '18

A call for a one-year postdoc is open at the Scuola Normale Superiore di Pisa, related to the project *“UNSUPERVISED LEARNING WITH MULTI-LAYER BOLTZMANN MACHINES: A STATISTICAL MECHANICS PERSPECTIVE”,* funded by Istituto Nazionale d'Alta Matematica. The topic of the research concerns Mathematical aspects of Data Mining through Neural Networks and applications, with emphasis to the study of phase transitions in inference and learning from a Statistical Mechanics perspective. The details of the call are at https://www.altamatematica.it/blog/2018/09/05/bando-di-concorso-a-n-1-asseg… The deadline is October 4, 2018. I would be grateful if you could forward this message to any potentially interested candidate. You can contact me for any further information. Thanks and all the best, Daniele Tantari

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International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 09 Sep '18

09 Sep '18

CREDIT2018 <http://www.greta.it/credit/credit2018/credit2018.htm> * * *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018.* * The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets 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* and *European Investment Bank*, is the seventeenth of a series dedicated to various aspects of credit risk.** The Scientific Committee consists of: *Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) *Monica Billio *(Ca’ Foscari University of Venice & GRETA) *Vasso Ioannidou *(Lancaster University & CEPR) *Helmut Kraemer-Eis *(European Investment Fund) *Jan Pieter Krahnen *(SAFE - Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Guillaume Plantin*(Sciences Po & CEPR) *Stephen Schaefer *(London Business School) *Enrico Sette *(Bank of Italy) *Ludovic Thebault *(European DataWarehouse) Sponsors** *GRETA* <http://www.greta.it/> *EIF* <http://www.eif.org/index.htm> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> Auspices** *ABI* <http://www.abi.it/Pagine/default.aspx> *EIB* <http://www.eib.org/> <http://www.unive.it/pag/16892> **PROGRAMME ** *Thursday, September 27 2018* * 9.15 - 11.00 Session I: RECENT DEVELOPMENTS IN CREDIT RISK MEASUREMENT *- Chairman: *Hans Degryse* (KU Leuven, Halle Institute for Economic Research & CEPR) • *Key-note talk:* /Trade Credit - for Better or Worse: Contagion, Risk-sharing, and Pricing/, *Tor Jacobsen*(Sweden's Central Bank) • /Credit Risk Analysis Using Machine and Deep Learning Models/, Peter Martey Addo (French Development Agency & Laboratory of Excellence for Financial Regulation, Paris), *Dominique Guegan* (Laboratory of Excellence for Financial Regulation, Paris, University Paris 1 Pantheon Sorbonne & Ca’ Foscari University of Venice) and Bertrand Hassani(Laboratory of Excellence for Financial Regulation, Paris & Capgemini Consulting, Courbevoie) - Discussant: *Monica Billio *(Ca’ Foscari University of Venice & GRETA) • /Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach/, *Stefano Bonini *(Accenture Finance&Risk & University of Bologna) and Giuliana Caivano (Accenture Finance&Risk & University of Bologna) - Discussant: *Roberto Casarin *(Ca’ Foscari University of Venice & GRETA) *11.30 - 13.00 Session II: DISCIPLINING BANKS, BAILOUTS AND BAIL-INS *- Chairman: *Alain Monfort *(CREST & Bank of France) • /Unconventional Monetary Policy and Credit Rating Inflation/, Nordine Abidi (European Central Bank), *Matteo Falagiarda* (European Central Bank)and Ixart Miquel-Flores (European Central Bank) - Discussant: *Stephen Schaefer* (London Business School) • /Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins/, Thorsten Beck (University of London, CEPR & CESifo), Samuel Da-Rocha-Lopes(European Banking Authority & Nova School of Business & Economics, Lisbon) and *André F. Silva* (University of London & International Monetary Fund) - Discussant: *Hans Degryse* (KU Leuven, Halle Institute for Economic Research & CEPR) • /Does Size Matter? Bailouts with Large and Small Banks/, Eduardo Dávila (New York University & NBER) and*Ansgar Walther* (University of Warwick) - Discussant:*Guillaume Plantin *(Sciences Po & CEPR) *14.30 - 16.00 Session III: * *BANK LENDING POLICIES *- Chairman: *Stephen Schaefer* (London Business School) • /Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits/, Oscar Arce (Bank of Spain), Miguel García-Posada (European Central Bank), *Sergio Mayordomo* (Bank of Spain) and Steven Ongena(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) - Discussant:*Glenn Schepens* (European Central Bank) • /Loan Underwriting Time: A New Determinant of Bank Lending Standards/, Mikel Bedayo (Bank of Spain), *Gabriel Jiménez* (Bank of Spain), José-Luis Peydró(ICREA, Pompeu Fabra University, Barcelona Graduate School of Economics, Imperial College London & CEPR) and Raquel Vegas(Bank of Spain)- Discussant: *Mike Mariathasan* (KU Leuven) • /Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China/, Fabio Braggion(Tilburg University & CentER), *Alberto Manconi* (Bocconi University) and Haikun Zhu(Tilburg University & CentER) - Discussant: *Christoph Basten *(University of Zurich) *16.00 - 17.00 Poster Session 1* *17.00 - 18.00 Session IV: DEFAULTS: TIME AND CONTAGION *- Chairman: *Domenico Sartore *(Ca’ Foscari University of Venice & GRETA)** • /Disastrous Defaults/, Christinan Gouriéroux(University of Toronto & Toulouse School of Economics), Alain Monfort (CREST & Bank of France), Sarah Mouabbi (Bank of France) and *Jean-Paul Renne*(HEC Lausanne) - Discussant: *Andrea Giacomelli *(Knowshape & GRETA) • /Time Matters: How Default Resolution Times Impact Final Loss Rates/, *Jennifer Betz* (Regensburg University), Ralf Kellner (Regensburg University) and Daniel Rösch (Regensburg University) - Discussant: *Alain Monfort* (CREST & Bank of France) *Friday, September 28 2018* *9.00 - 11.00 Session V: ***DEFAULTS, DEFAULT RISK AND DERIVATIVES**- Chairman: *Helmut Kraemer-Eis *(European Investment Fund)** • /The European Venture Capital Landscape: an EIF Perspective/, Helmut Kraemer-Eis (European Investment Fund) and *Simone Signore*(European Investment Fund) /• Residential Mortgage Defaults and Positive Equity: Lessons from Europe/, Virginia Gianinazzi (Università della Svizzera Italiana & Swiss Finance Institute), Loriana Pelizzon (Ca' Foscari University of Venice & SAFE-Goethe University Frankfurt)and *Alberto Plazzi* (Università della Svizzera Italiana & Swiss Finance Institute)- Discussant: *Ludovic Thebault* (European DataWarehouse) • /Credit Default Swaps Around the World: Investment and Financing Effects/, Söhnke M. Bartram (Warwick Business School), Jennifer Conrad (University of North Carolina at Chapel Hill), Jongsub Lee (University of Florida) and *Marti G. Subrahmanyam* (New York University) - Discussant: *Yalin Günduz* (Deutsche Bundesbank) • /The Differential Impact of Leverage on the Default Risk of Small and Large Firms/, Lara Cathcart (Imperial College London), Alfonso Dufour (ICMA Centre & University of Reading), Ludovico RossiICMA Centre & University of Reading) and *Simone Varotto* (ICMA Centre & University of Reading) - Discussant: *Roberto Savona *(University of Brescia) *11.30 - 13.15 Session VI: ***BANKS, COLLATERAL AND ASYMMETRIC INFORMATION **- Chairman: *Davide Alfonsi *(Intesa Sanpaolo, Turin)** •*Key-note talk: *C/ustomers and Investors: A Framework for Understanding Financial Institutions/, *Robert Merton*(Massachusetts Institute of Technology & NBER) • /Collateral and Asymmetric Information in Lending Markets/, Vasso Ioannidou (Lancaster University & CEPR), *Nicola Pavanini*(Tilburg University & CEPR) and Yushi Peng (University of Zurich & Swiss Finance Institute) - Discussant: *Bogdan Stacescu* (BI Norwegian Business School) • /Lending Relationships and the Collateral Channel/, Gareth Anderson (Bank of England), Saleem Bahaj (Bank of England), *Matthieu Chavaz* (Bank of England), Angus Foulis(Bank of England) and Gabor Pinter (Bank of England) - Discussant: *Olivier De Jonghe* (National Bank of Belgium & Tilburg University) *14.30 - 16.00 PANEL Session***: SMALL BUSINESS RISK, FINANCIAL REGULATION AND BIG DATA ANALYTICS**- Moderator: *Fabrizio Galimberti* (Columnist, Il Sole 24 Ore) *_Participants:_* *D**avide Alfonsi *(Group Risk Manager, Intesa Sanpaolo, Turin) *Renzo Avesani* (Chief Risk Officer, Unipol Gruppo Finanziario, Bologna) *Francesco Giavazzi* (Full professor of Economics, Bocconi University, Milan) *Dale Gray* (Senior Risk Expert, International Monetary Fund, Washington) *Nina B. Shapiro* (former Vice President Finance and Treasurer, World Bank Group's International Finance Corporation, Washington) *16.00 - 17.00 Poster Session 2* *17.00 - 18.15 Session VII: BANKS AND INCENTIVES *- Chairman: *Ludovic Thebault* (European DataWarehouse) • *Key-note talk:* /Marking to Market versus Taking to Market/, *Guillaume Plantin*(Sciences Po & CEPR) • /Bank Bonus Pay as a Risk Sharing Contract/, *Matthias Efing*(HEC Paris), Harald Hau (University of Geneva, CEPR & Swiss Finance Institute), Patrick Kampkötter(University of Tübingen) and Jean-Charles Rochet (University of Geneva & Swiss Finance Institute) - Discussant: *Roman Goncharenko* (University of Vienna moving to KU Leuven) **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/credit2018/credit2018.htm_). Registration fees are: Academics: 300 Euro + VAT Practitioners: 1000 Euro + VAT PhD Students*: 130 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 27th, 2018, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm -- Nota automatica aggiunta dal sistema di posta.

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1year PostDoc position (applications by September, 12th)
by Giacomo Aletti 05 Sep '18

05 Sep '18

Sorry for cross-posting. Public competition for one year type b fellowship for collaboration to research activities in the scientific area of mathematical and computer sciences (see attached file for detailed description). Please share these documents with possible interested candidates. Thank you, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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(senza oggetto)
by Sara 04 Sep '18

04 Sep '18

Con preghiera di diffusione ------------------------------------------------------------------------------------------------------------------------------- Dear Colleagues, This is to announce the opening of a new post-doc position on " *Energy and capacity* prices " at LUISS University in Rome. The length is 3 years, starting in the first semester 2019 The deadline for applications is September 28th, 2018, h.14:00 Central European Time. Details and the application form at the following link http://economiaefinanza.luiss.it/en/node/5166 Please share this announcement with whoever might be interested Kindest regards, -- 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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Winter School on “Stochastic PDEs and Mean-Field Games” Bologna, January 15-16, 2019, First Announcement
by Alberto Lanconelli 03 Sep '18

03 Sep '18

We are pleased to announce the Winter School on “Stochastic PDEs and Mean-Field Games” to be held at the Department of Mathematics of the University of Bologna on January 15-16, 2019. This is a two-day scientific activity consisting of the following two courses: 1) Stochastic PDEs, by Franco Flandoli (Scuola Normale Superiore, Pisa, Italy) 2) Mean-Field Games, by François Delarue (Université Nice-Sophia Antipolis, Nice, France) The two courses, having an introductory nature, are mainly addressed to PhD students and young researchers. Participants are also given the opportunity to deliver talks. There is no participation fee. However, for organizational reasons, we kindly ask you to register. For more information please visit https://events.unibo.it/spde-mfg We look forward to meeting you in Bologna. Organizing Committee Andrea Cosso, Università di Bologna Alberto Lanconelli, Università di Bologna Stefano Pagliarani, Università di Udine Andrea Pascucci, Università di Bologna Antonello Pesce, Università di Bologna

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MAM10 - Conference on Matrix Analytic Methods
by Federico Poloni 26 Aug '18

26 Aug '18

The Tenth International Conference on Matrix-Analytic Methods in Stochastic Models (MAM10) will be held in Hobart, Australia, on February 13-15, 2019. MAM10 aims to bring together researchers working on the theoretical, algorithmic and methodological aspects of matrix-analytic methods and the applications of such methods across a broad spectrum of research fields. MAM10 provides an international forum for: - Presenting recent results on theory, algorithms and applications of matrix-analytic methods; - Discussing methodologies and the related algorithmic analysis; - Improving collaborations among researchers in applied probability, engineering and numerical analysis; - Tracing the current state of the art and the lines of the future research, pointing out the main topics of interest. Informal proceedings comprised of the accepted abstracts will be distributed at the conference. Keynote Speakers (confirmed): Søren Asmussen, Jevgenijs Ivanovs, Giang Nguyen, Zbigniew Palmowski, and Phil Pollett. Sponsors: Australian Mathematical Sciences Institute (AMSI), ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS), Australian Laureate Fellow Professor Peter Taylor, Professor Andrew Bassom The organising committee is currently negotiating with the publishers of Stochastic Models, with a view to reserve a Special Issue of the journal to papers associated with MAM10. Research results presented at the conference can be submitted to that Special Issue, which will undergo an independent evaluation process according to the regular standards of Stochastic Models. A preliminary schedule of the conference and the publication process is as follows (TBC): Registration starts – August 2018 Short abstract (of the talk) submission deadline – September 15, 2018 Notification of short abstract acceptance – October 1, 2018 Extended abstract submission deadline – November 15, 2018 Conference – February 13-15, 2019 Special issue submission deadline – June 1, 2019 For full details, including LaTeX templates, please refer to the conference website. Conference Chair: Malgorzata O’Reilly, University of Tasmania, Australia Program Co-Chairs: Sophie Hautphenne, University of Melbourne, Australia Federico Poloni, University of Pisa, Italy MAM10 website: http://www.maths.utas.edu.au/People/oreilly/mam/mam10.html (To be updated.) -- --federico poloni Dipartimento di Informatica, Università di Pisa http://www.di.unipi.it/~fpoloni/ tel:+39-050-2213143

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Esperti di matematica e statistica per Ercea
by Antonio DI CRESCENZO 24 Aug '18

24 Aug '18

L’Agenzia Esecutiva del Consiglio Europeo della Ricerca (ERCEA) seleziona agenti del Programma di Ricerca in Matematica e/o Statistica. Per questo, organizza un bando di concorso per la creazione di un elenco di riserva di massimo 15 candidati (riferimento: ERCEA/TA/164/2018). Le domande vanno presentate entro domenica 16 settembre 2018 alle 12 (ora di Bruxelles). link: https://www.epsoconcorsi.com/esperti-matematica-statistica-ercea/

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Fwd: Assistant Professor with possible tenure track agreement (fwd)
by Tiziano Vargiolu 21 Aug '18

21 Aug '18

---------- Forwarded message --------- From: Eller, Brigitte <Brigitte.Eller(a)uibk.ac.at> Date: mar 7 ago 2018 alle ore 12:59 Subject: Assistant Professor with possible tenure track agreement The department of mathematics (at the faculty of mathematics, computer science and physics) at the University of Innsbruck seeks to fill the position of a full-time (40 hours per week) assistant professor as of February 01, 2019. The position is limited to 6 years. However, a tenure track agreement can be offered within the first year of employment. Upon positive evaluation the position is converted into a tenured associate professorship. MAIN TASKS The holder of the position is expected to do independent research in a modern field of mathematical statistics, to acquire third-party funding and to build up a research group. The holder of the position is expected to prepare and conduct teaching at university level within the study programs of the department of mathematics (in English and German). Participation in the teaching of students in other study programs and faculties is also expected. Moreover, the holder of the position is expected to supervise students. In addition to duties in research and teaching, the holder of the position is expected to initiate cooperations within the department of mathematics and the university and to take part in academic self-management. JOB REQUIREMENTS a) excellent doctoral degree in mathematics or in mathematical statistics b) postdoc experience, teaching experience at university level desirable c) relevant scientific achievements beyond dissertation/PhD level, in particular independent publication activity d) research experience in at least one modern field of mathematical statistics e) relevant research success documented via publications in leading international, refereed journals and lectures?at international conferences/workshops f) experience with third-party funding and with academic self-management g) experience in the acquisition of third-party funding would be an advantage h) mobility experience i) the ability to work in a team and communication skills SALARY For this position the minimum gross salary is ? 3.711 / month (14 times). There is a wage increase with relevant working experience. Furthermore the university offers numerous attractive corporate employee benefits. (https://www.uibk.ac.at/universitaet/zusatzleistungen/index.html.en ) APPLICATION DOCUMENTS The application has to be submitted in English or German. It has to include the following: curriculum vitae including a description of the scientific and professional career, a list of scientific publications in which all publications that can be assigned to the dissertation are marked, list of talks, list of courses taught and credentials. Please also submit a research and teaching statement (with a maximum of two pages each) and the names of at least three persons who are willing to write a letter of reference. We encourage applications of female scientists. We are looking forward to your online application (chiffre MIP 10008) by 14.09.2018 under the following link: https://orawww.uibk.ac.at/public/karriereportal.home (legally binding text in German) https://www.uibk.ac.at/public-relations/grafik_design/images/logo/download/ signaturen/institute/mathematik.jpg Universit?t Innsbruck Institut f?r Mathematik Brigitte Eller Technikerstra?e 13, ZiNr. 702, 6020 Innsbruck Telefon +43 512 507-53802 Fax +43 512 507-53899 E-Mail brigitte.eller(a)uibk.ac.at ____________________________________________________________________________ To unsubscribe from the EWM-ALL list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=EWM-ALL&A=1

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Senior Lectureship in Statistics At Birkbeck, University of London (fwd)
by Tiziano Vargiolu 20 Aug '18

20 Aug '18

---------- Forwarded message --------- From: Sarah Hart <s.hart(a)bbk.ac.uk> Date: mer 8 ago 2018 alle ore 13:52 Subject: Senior Lectureship in Statistics At Birkbeck, University of London Dear all, We are recruiting for a Senior Lecturer in Statistics at Birkbeck (part of the University of London), to start January 2019 or as soon as possible thereafter. The job is full-time and permanent, with a salary range of ?54,268 - ?60,600. The closing date is August 31st. https://cis7.bbk.ac.uk/vacancy/senior-lecturer-in-statistics-361872.html We particularly encourage applications from women and other under-represented groups. The department of Economics, Mathematics and Statistics has around 30 faculty divided into four active research groups. Academics have at most 100 teaching contact hours each year, and these are concentrated into one or two three-hour blocks each week, meaning it?s possible to work very flexibly. Please circulate to anyone who might be interested. Sarah Sarah Hart Professor of Mathematics, and Head of the Department of Economics, Mathematics and Statistics Birkbeck, University of London ____________________________________________________________________________ To unsubscribe from the EWM-ALL list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=EWM-ALL&A=1

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Giovanni Gallavotti: premio Poincare` (Il riconoscimento internazionale più importante per la fisica matematica)!!
by Francesca Romana Nardi 14 Aug '18

14 Aug '18

Cari colleghi, vorrei condividere con voi la bella notizia del premio vinto da Giovanni Gallavotti: ``Giovanni Gallavotti è il primo italiano ad aggiudicarsi il premio Poincarè, il riconoscimento più importante a livello mondiale per la fisica matematica. '' Dopo la notizia della ``Fields Medal'' vinta da Alessio Figalli, raddoppiamo con la il premio Poincare` vinta da Gallavotti :-). Vi indico sotto uno dei siti che hanno dato la notizia di cui riporto solo un primo stralcio: `` È il primo italiano vincitore del Premio Poincaré, considerato il ‘nobel’ per la fisica matematica: stiamo parlando di Giovanni Gallavotti che con i suoi studi sulla meccanica statistica di equilibrio e non, la teoria dei campi quantistici e la meccanica classica, è riuscito ad ottenere un risultato che inorgoglisce l’Italia intera.'' http://www.ilsussidiario.net/News/Scienze/2018/8/3/Giovanni-Gallavotti-vinc… Cercate in rete c'e` molto di piu`!! COlgo l'occasione per augurarvi buone vancanze e buon ferragosto Francesca R. Nardi

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Postdoc position in Geometric Methods for Deep and Reinforcement Learning at RIST
by Luigi Malagò 02 Aug '18

02 Aug '18

=========================================================== *Subject*: Postdoc position in Machine Learning (1 year, renewable up to 2 years) *Institution*: RIST - Romanian Institute of Science and Technology, Cluj-Napoca *Keywords*: Deep Learning, Reinforcement Learning, Stochastic Optimization, Optimization over Manifolds, Information Geometry, Riemannian Geometry *Application deadline*: 15 August 2018 (applicants are encouraged to apply earlier) *Salary*: around 2200 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc-positio ns-in-deep-learning-and-machine-learning.html =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for a postdoc position, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 2 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group https://rist.ro/en/teams.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, using geometric methods based on Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-lea rning-and-machine-learning.html Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 15 August 2018 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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concorso prima fascia, mat06, pavia
by Rigo Pietro 30 Jul '18

30 Jul '18

Si informa che la g.u. del 27/7/2018 contiene un bando di concorso per professore di prima fascia, nel settore MAT06, presso il dipartimento di Matematica dell'università di Pavia. La scadenza di tale bando è il 26/8/2018. Pietro Rigo

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RTD A in MAT/06
by c.costantini＠unich.it 27 Jul '18

27 Jul '18

Preannunciamo che a SETTEMBRE/OTTOBRE 2018 verra' bandito un posto di RTD A nel s.s.d. MAT/06 presso il Dipartimento di Economia dell'Universita' di Chieti-Pescara. La posizione e' aperta ai giovani ricercatori in tutte le aree della Probabilita'. Le aree in cui esiste gia' una ricerca attiva nel Dipartimento sono: controllo stocastico, filtraggio, modelli stocastici per la finanza e le assicurazioni; processi stocastici con condizioni di frontiera, problemi di martingala, convergenza di processi stocastici. La didattica si svolgera' nell'ambito dei s.s.d. MAT/06 e MAT/05, fino a un massimo di 60 ore annue, in un solo semestre (meta' settembre-dicembre o meta' febbraio-maggio). Nel semestre libero dalla didattica e' possibile trascorrere periodi per attivita' di ricerca, anche lunghi, presso altre istituzioni, italiane o estere. L'Universita' di Chieti-Pescara distribuisce ogni anno fondi di ricerca, sulla base di una valutazione delle pubblicazioni del quinquennio precedente (vengono valutate massimo 5 pubblicazioni). Nel 2017 i fondi assegnati all'area MAT del Dipartimento di Economia (attualmente 7 persone) sono stati di circa 31.000 euro. Tutti coloro interessati a ricevere ulteriori informazioni sono invitati a contattare via mail Cristina Costantini (c.costantini(a)unich.it) o Claudia Ceci (c.ceci(a)unich.it) Seguira' un avviso al momento della pubblicazione del bando. Claudia Ceci e Cristina Costantini

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International Conference in Venice - CALL FOR PARTECIPATION
by Monica Billio 26 Jul '18

26 Jul '18

17^th INTERNATIONAL CONFERENCE CREDIT 2018 */SMALL BUSINESS RISK, FINANCIAL REGULATION/* */and BIG DATA ANALYTICS/* ** 27 – 28 September 2018 Palazzo Franchetti – Venice, Italy *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets 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 *and *European Investment Bank*, is the *seventeenth* of a series dedicated to various aspects of credit risk. The Scientific Committee consists of: ·*Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair)** ·*Monica Billio *(Ca’ Foscari University of Venice & GRETA) ·*Vasso Ioannidou *(Lancaster University & CEPR) ·*Helmut Kraemer-Eis *(European Investment Fund) ·*Jan Peter Krahnen *(SAFE - Goethe University) ·*Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·*Guillaume Plantin*(Sciences Po & CEPR) ·*Stephen Schaefer *(London Business School) ·*Enrico Sette *(Bank of Italy) ·*Ludovic Thebault *(European DataWarehouse) ** PROGRAMME *Thursday, September 27 2018* 09.00 - 09.15 _Welcome and Opening Remarks_ *Hans Degryse*(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) 09.15 - 11.00 _Session I: RECENT DEVELOPMENTS IN CREDIT RISK MEASUREMENT_ ·*Key-note talk:*/Trade Credit - for Better or Worse: Contagion, Risk-sharing, and Pricing, /*Tor Jacobson* (Sveriges Riksbank, Stockholm) ·/Credit Risk Analysis Using Machine and Deep Learning Models, /Peter Martey Addo (French Development Agency & Laboratory of Excellence for Financial Regulation, Paris), *Dominique Guegan* (Laboratory of Excellence for Financial Regulation, Paris, University Paris 1 Pantheon Sorbonne & Ca’ Foscari University of Venice) and Bertrand Hassani (Laboratory of Excellence for Financial Regulation, Paris & Capgemini Consulting, Courbevoie) ·/Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach, /*Stefano Bonini*(University of Bologna) and Giuliana Caivano (University of Bologna) 11.30 - 13.00 _Session II: DISCIPLINING BANKS, BAILOUTS AND BAIL-INS_ ·/Unconventional Monetary Policy and Credit Rating Inflation, /Nordine Abidi (European Central Bank), *Matteo Falagiarda* (European Central Bank) and Ixart Miquel-Flores (European Central Bank) ·/Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins, /Thorsten Beck (University of London, CEPR & CESifo), Samuel Da-Rocha-Lopes (European Banking Authority & Nova School of Business & Economics, Lisbon) and *André F. Silva* (University of London & International Monetary Fund) ·/Does Size Matter? Bailouts with Large and Small Banks, /Eduardo Dávila (New York University & NBER) and *Ansgar Walther* (Imperial College London) 14.30 - 16.00 _Session III: BANK LENDING POLICIES_ ·/Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits, /Oscar Arce (Bank of Spain), Miguel García-Posada (European Central Bank), *Sergio Mayordomo* (Bank of Spain) and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·/Loan Underwriting Time: A New Determinant of Bank Lending Standards, /Mikel Bedayo (Bank of Spain), *Gabriel Jiménez* (Bank of Spain), José-Luis Peydró (ICREA, Pompeu Fabra University, Barcelona Graduate School of Economics, Imperial College London & CEPR) and Raquel Vegas (Bank of Spain) ·/Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China, /Fabio Braggion (Tilburg University & CentER), *Alberto Manconi* (Bocconi University) and Haikun Zhu (Tilburg University & CentER) 16.00 - 17.00 _Poster Session 1_ 17.00 - 18.00 _Session IV: DEFAULTS: TIME AND CONTAGION_ ·/Disastrous Defaults/, Christinan Gouriéroux (University of Toronto & Toulouse School of Economics), Alain Monfort (CREST & Bank of France), Sarah Mouabbi (Bank of France) and *Jean-Paul Renne *(HEC Lausanne) ·/Time Matters: How Default Resolution Times Impact Final Loss Rates, /*Jennifer Betz*(Regensburg University), Ralf Kellner (Regensburg University) and Daniel Rösch (Regensburg University) *Friday, September 28 2018* 09.00 - 11.00 _Session V: INVESTMENT, FINANCING AND DEFAULT RISK_ ·/Residential mortgage defaults and positive equity: Lessons from Europe, /Virginia Gianinazzi (Università della Svizzera Italiana & Swiss Finance Institute), Loriana Pelizzon (Ca’ Foscari University of Venice & SAFE-Goethe University Frankfurt) and *Alberto Plazzi* (Università della Svizzera Italiana & Swiss Finance Institute) ·/The Differential Impact of Leverage on the Default Risk of Small and Large Firms, /Lara Cathcart (Imperial College London), Alfonso Dufour (ICMA Centre & Henley Business School), Ludovico Rossi (ICMA Centre & Henley Business School) and *Simone Varotto* (ICMA Centre & Henley Business School) ·/Credit Default Swaps Around the World: Investment and Financing Effects/, Söhnke M. Bartram (Warwick Business School), Jennifer Conrad (University of North Carolina at Chapel Hill), Jongsub Lee (University of Florida) and *Marti G. Subrahmanyam* (New York University) ·/The European Venture Capital Landscape: an EIF Perspective, /Helmut Kraemer-Eis (European Investment Fund) and *Simone Signore* (European Investment Fund) 11.30 - 13.15 /Session VI: BANKS, COLLATERAL AND ASYMMETRIC INFORMATION/ ·*Key-note talk:*/Customers and Investors: A Framework for Understanding Financial Institutions, /*Robert Merton* (Massachusetts Institute of Technology & NBER) ·/Collateral and Asymmetric Information in Lending Markets, /Vasso Ioannidou (Lancaster University & CEPR), *Nicola Pavanini* (Tilburg University & CEPR) and Yushi Peng (University of Zurich & Swiss Finance Institute) ·/Lending Relationships and the Collateral Channel, /Gareth Anderson (Bank of England), Saleem Bahaj (Bank of England), *Matthieu Chavaz* (Bank of England), Angus Foulis (Bank of England) and Gabor Pinter (Bank of England) 14.30 - 16.00 _PANEL SESSION_ 16.00 - 17.00 _Poster Session 2_ 17.00 - 18.15 _Session VII: BANKS AND INCENTIVES_ ·*Key-note talk:*/Marking to Market versus Taking to Market, /*Guillaume Plantin* (Sciences Po & CEPR) ·/Bank Bonus Pay as a Risk Sharing Contract, /*Matthias Efing*(HEC Paris), Harald Hau (University of Geneva, CEPR & Swiss Finance Institute), Patrick Kampkötter (University of Tübingen) and Jean-Charles Rochet (University of Geneva & Swiss Finance Institute) 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/credit2018/credit2018.htm_). Registration fees are: Early registrationLate registration (within August 31^st )(from September 1^st on) Academics:250 Euro + VAT300 Euro + VAT Practitioners:800 Euro + VAT1000 Euro + VAT Academics Poster Presenter:130 Euro + VAT130 Euro + VAT Practitioners Poster Presenter:500 Euro + VAT500 Euro + VAT PhD Students*:80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *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 27^th , 20178, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). IMPORTANT DATES August 31, 2018: Deadline for sending final version of accepted papers August 31, 2018: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.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 2018 http://www.greta.it/credit/credit2018/credit2018.htm -- Nota automatica aggiunta dal sistema di posta.

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2 Lecturers in Statistics and Probability at Sussex, UK
by Enrico Scalas 26 Jul '18

26 Jul '18

Car* collegh*, al Dipartimento di Matematica dell'Universita' del Sussex (UK) abbiamo due posti permanenti di probabilita' e statistica. Per maggiori informazioni si puo' vedere l'annuncio on-line: https://www.sussex.ac.uk/about/jobs/lecturers-in-statistics-and-probability… https://www.jobs.ac.uk/job/BLO080/lecturers-in-statistics-and-probability-x… La scadenza per le domande e' il 24 agosto. Vi prego di diffondere l'informazione alle persone potenzialmente interessate. Cordiali saluti, Enrico Scalas

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Postdoctoral Position in Financial Mathematics at Dublin City University
by Paolo Guasoni 26 Jul '18

26 Jul '18

Dear Colleague, Dublin City University has a Postdoctoral position (Two-year) in Financial Mathematics https://www.dcu.ie/sites/default/files/hr/postdoct_financial_maths_july_201… The closing date for the application is August 9th, 2018. With best regards, Paolo Guasoni

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Assegno di ricerca 1 anno (scadenza iscrizione 12/09/2018)
by Giacomo Aletti 26 Jul '18

26 Jul '18

Sorry for cross-posting ================= All'indirizzo http://www.unimi.it/ricerca/assegni_ricerca/121827.htm è stato pubblicata l'istituzione di un assegno di ricerca della durata di un anno, presso UNIMI, nell’ambito del programma di ricerca dal titolo “Evaluation of CAP 2015-2020 and taking action”. Le attività da svolgersi sono sinteticamente qui riportate: 1) Data cleaning 2) Data integration 3) Model development 4) Code writing 5) Data Analysis 6) Reports/Papers writing La scadenza dell'iscrizione è il 12/09/2018. Allegato bando in italiano e inglese, si prega di dare massima diffusione a questa notizia. E' possibile contattarmi, in qualità di responsabile scientifico, per ulteriori informazioni. Cordiali saluti, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario NAUDTS
by Matteo Ruggiero 26 Jul '18

26 Jul '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Giovedì 9 Agosto 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Jan NAUDTS (Universiteit Antwerpen) NON-COMMUTATIVE INFORMATION GEOMETRY Information geometry is concerned with the study of statistical manifolds. These are differentiable manifolds consisting of probability distributions. In the param- eterized case their geometry is described by a metric tensor and a pair of dually flat connections. In the more general non-parameterized case they are Banach manifolds. This area of research is still developing and has applications in many domains. My interest in this domain is twofold. The notion of an exponential family of statistical models can be generalized by introducing deformed exponential functions. More recently, I made some progress in the study of manifolds of quantum states, more specifically, states on a von Neumann algebra. I review what is known in the case of states on the algebra of N-times-N matrices and discuss the difficulties encountered when trying to generalize these results. ------------------------------------------------ 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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Conference in Venice on Small Business Risk, Financial Regulation and Big Data Analytics - 27/28 September 2018
by Monica Billio 24 Jul '18

24 Jul '18

17^th INTERNATIONAL CONFERENCE CREDIT 2018 */SMALL BUSINESS RISK, FINANCIAL REGULATION/* */and BIG DATA ANALYTICS/* ** 27 – 28 September 2018 Palazzo Franchetti – Venice, Italy *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets 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 *and *European Investment Bank*, is the *seventeenth* of a series dedicated to various aspects of credit risk. The Scientific Committee consists of: ·*Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair)** ·*Monica Billio *(Ca’ Foscari University of Venice & GRETA) ·*Vasso Ioannidou *(Lancaster University & CEPR) ·*Helmut Kraemer-Eis *(European Investment Fund) ·*Jan Peter Krahnen *(SAFE - Goethe University) ·*Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·*Guillaume Plantin*(Sciences Po & CEPR) ·*Stephen Schaefer *(London Business School) ·*Enrico Sette *(Bank of Italy) ·*Ludovic Thebault *(European DataWarehouse) ** PROGRAMME *Thursday, September 27 2018* 09.00 - 09.15 _Welcome and Opening Remarks_ *Hans Degryse*(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) 09.15 - 11.00 _Session I: RECENT DEVELOPMENTS IN CREDIT RISK MEASUREMENT_ ·*Key-note talk:*/Trade Credit - for Better or Worse: Contagion, Risk-sharing, and Pricing, /*Tor Jacobson* (Sveriges Riksbank, Stockholm) ·/Credit Risk Analysis Using Machine and Deep Learning Models, /Peter Martey Addo (French Development Agency & Laboratory of Excellence for Financial Regulation, Paris), *Dominique Guegan* (Laboratory of Excellence for Financial Regulation, Paris, University Paris 1 Pantheon Sorbonne & Ca’ Foscari University of Venice) and Bertrand Hassani (Laboratory of Excellence for Financial Regulation, Paris & Capgemini Consulting, Courbevoie) ·/Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach, /*Stefano Bonini*(University of Bologna) and Giuliana Caivano (University of Bologna) 11.30 - 13.00 _Session II: DISCIPLINING BANKS, BAILOUTS AND BAIL-INS_ ·/Unconventional Monetary Policy and Credit Rating Inflation, /Nordine Abidi (European Central Bank), *Matteo Falagiarda* (European Central Bank) and Ixart Miquel-Flores (European Central Bank) ·/Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins, /Thorsten Beck (University of London, CEPR & CESifo), Samuel Da-Rocha-Lopes (European Banking Authority & Nova School of Business & Economics, Lisbon) and *André F. Silva* (University of London & International Monetary Fund) ·/Does Size Matter? Bailouts with Large and Small Banks, /Eduardo Dávila (New York University & NBER) and *Ansgar Walther* (Imperial College London) 14.30 - 16.00 _Session III: BANK LENDING POLICIES_ ·/Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits, /Oscar Arce (Bank of Spain), Miguel García-Posada (European Central Bank), *Sergio Mayordomo* (Bank of Spain) and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·/Loan Underwriting Time: A New Determinant of Bank Lending Standards, /Mikel Bedayo (Bank of Spain), *Gabriel Jiménez* (Bank of Spain), José-Luis Peydró (ICREA, Pompeu Fabra University, Barcelona Graduate School of Economics, Imperial College London & CEPR) and Raquel Vegas (Bank of Spain) ·/Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China, /Fabio Braggion (Tilburg University & CentER), *Alberto Manconi* (Bocconi University) and Haikun Zhu (Tilburg University & CentER) 16.00 - 17.00 _Poster Session 1_ 17.00 - 18.00 _Session IV: DEFAULTS: TIME AND CONTAGION_ ·/Disastrous Defaults/, Christinan Gouriéroux (University of Toronto & Toulouse School of Economics), Alain Monfort (CREST & Bank of France), Sarah Mouabbi (Bank of France) and *Jean-Paul Renne *(HEC Lausanne) ·/Time Matters: How Default Resolution Times Impact Final Loss Rates, /*Jennifer Betz*(Regensburg University), Ralf Kellner (Regensburg University) and Daniel Rösch (Regensburg University) *Friday, September 28 2018* 09.00 - 11.00 _Session V: INVESTMENT, FINANCING AND DEFAULT RISK_ ·/Residential mortgage defaults and positive equity: Lessons from Europe, /Virginia Gianinazzi (Università della Svizzera Italiana & Swiss Finance Institute), Loriana Pelizzon (Ca’ Foscari University of Venice & SAFE-Goethe University Frankfurt) and *Alberto Plazzi* (Università della Svizzera Italiana & Swiss Finance Institute) ·/The Differential Impact of Leverage on the Default Risk of Small and Large Firms, /Lara Cathcart (Imperial College London), Alfonso Dufour (ICMA Centre & Henley Business School), Ludovico Rossi (ICMA Centre & Henley Business School) and *Simone Varotto* (ICMA Centre & Henley Business School) ·/Credit Default Swaps Around the World: Investment and Financing Effects/, Söhnke M. Bartram (Warwick Business School), Jennifer Conrad (University of North Carolina at Chapel Hill), Jongsub Lee (University of Florida) and *Marti G. Subrahmanyam* (New York University) ·/The European Venture Capital Landscape: an EIF Perspective, /Helmut Kraemer-Eis (European Investment Fund) and *Simone Signore* (European Investment Fund) 11.30 - 13.15 /Session VI: BANKS, COLLATERAL AND ASYMMETRIC INFORMATION/ ·*Key-note talk:*/Customers and Investors: A Framework for Understanding Financial Institutions, /*Robert Merton* (Massachusetts Institute of Technology & NBER) ·/Collateral and Asymmetric Information in Lending Markets, /Vasso Ioannidou (Lancaster University & CEPR), *Nicola Pavanini* (Tilburg University & CEPR) and Yushi Peng (University of Zurich & Swiss Finance Institute) ·/Lending Relationships and the Collateral Channel, /Gareth Anderson (Bank of England), Saleem Bahaj (Bank of England), *Matthieu Chavaz* (Bank of England), Angus Foulis (Bank of England) and Gabor Pinter (Bank of England) 14.30 - 16.00 _PANEL SESSION_ 16.00 - 17.00 _Poster Session 2_ 17.00 - 18.15 _Session VII: BANKS AND INCENTIVES_ ·*Key-note talk:*/Marking to Market versus Taking to Market, /*Guillaume Plantin* (Sciences Po & CEPR) ·/Bank Bonus Pay as a Risk Sharing Contract, /*Matthias Efing*(HEC Paris), Harald Hau (University of Geneva, CEPR & Swiss Finance Institute), Patrick Kampkötter (University of Tübingen) and Jean-Charles Rochet (University of Geneva & Swiss Finance Institute) 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/credit2018/credit2018.htm_). Registration fees are: Early registrationLate registration (within August 31^st )(from September 1^st on) Academics:250 Euro + VAT300 Euro + VAT Practitioners:800 Euro + VAT1000 Euro + VAT Academics Poster Presenter:130 Euro + VAT130 Euro + VAT Practitioners Poster Presenter:500 Euro + VAT500 Euro + VAT PhD Students*:80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *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 27^th , 20178, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). IMPORTANT DATES August 31, 2018: Deadline for sending final version of accepted papers August 31, 2018: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.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 2018 http://www.greta.it/credit/credit2018/credit2018.htm -- Nota automatica aggiunta dal sistema di posta.

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offerta "phd post" in Irlanda
by Claudio Macci 24 Jul '18

24 Jul '18

Inoltro la seguente segnalazione. Cordiali saluti a tutti. Claudio Macci. ---------- Forwarded message ---------- Date: Mon, 23 Jul 2018 13:04:27 +0000 From: Ken Duffy <Ken.Duffy(a)mu.ie> To: Ken Duffy <Ken.Duffy(a)mu.ie> Subject: Seeking candidates for a (42k Euro / year) Ph.D. position in Mathematical Biology. Dear Colleagues, I have a well funded Mathematical Biology Ph.D. post (42k/year wage, no fees for EU citizens, travel monies, etc.) for which I am seeking candidates. It is part of a Europe Union Marie Curie Training Network, QuanTII, so there are mobility restrictions that essentially exclude existing Irish-based candidates. Hence I'd sincerely appreciate it if you could pass this on to anyone suitable you know who might be interested. The research is multi-disciplinary and will be in collaboration with colleagues at the Walter and Eliza Institute of Medical Research. I am mainly looking for someone with a good numerate background, preferably including probability and statistics, with an interest in applications; they can learn the biology on the job. https://www.universityvacancies.com/maynooth-university/marie-curie-early-s tage-researcher-mathematical-biology-10067 Best regards, Ken ------------- Ken Duffy Professor Director, Maynooth University Hamilton Institute T: +353 1 708 6796 E: ken.duffy(a)mu.ie W: www.maynoothuniversity.ie/people/ken-duffy

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International Conference in Venice - CALL FOR PARTECIPATION
by Monica Billio 23 Jul '18

23 Jul '18

CREDIT2018 <http://www.greta.it/credit/credit2018/credit2018.htm> * * *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018.* * The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets 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* and *European Investment Bank*, is the seventeenth of a series dedicated to various aspects of credit risk.** The Scientific Committee consists of: *Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) *Monica Billio *(Ca’ Foscari University of Venice & GRETA) *Vasso Ioannidou *(Lancaster University & CEPR) *Helmut Kraemer-Eis *(European Investment Fund) *Jan Pieter Krahnen *(SAFE - Goethe University) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Guillaume Plantin*(Sciences Po & CEPR) *Stephen Schaefer *(London Business School) *Enrico Sette *(Bank of Italy) *Ludovic Thebault *(European DataWarehouse) Sponsors** *GRETA* <http://www.greta.it/> *EIF* <http://www.eif.org/index.htm> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> Auspices** *ABI* <http://www.abi.it/Pagine/default.aspx> *EIB* <http://www.eib.org/> <http://www.unive.it/pag/16892> **PROGRAMME ** *Thursday, September 27 2018* * 8.30 – 9.00 Registration* * 9.00 - 9.15 Welcome and Opening Remarks*: *Hans Degryse* (KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair) * 9.15 - 11.00 Session I: RECENT DEVELOPMENTS IN CREDIT RISK MEASUREMENT* • *Key-note talk:* /TBA/, *Tor Jacobsen*(Sveriges Riksbank, Stockholm) • /Credit Risk Analysis Using Machine and Deep Learning Models/, Peter Martey Addo (French Development Agency & Laboratory of Excellence for Financial Regulation, Paris), *Dominique Guegan* (Laboratory of Excellence for Financial Regulation, Paris, University Paris 1 Pantheon Sorbonne & Ca’ Foscari University of Venice) and Bertrand Hassani(Laboratory of Excellence for Financial Regulation, Paris & Capgemini Consulting, Courbevoie) • /Estimation of Probability of Default with Machine Learning Techniques: A Comparative Approach/, *Stefano Bonini *(University of Bologna) and Giuliana Caivano (University of Bologna) *11.30 - 13.00 Session II: DISCIPLINING BANKS, BAILOUTS AND BAIL-INS* • /Unconventional Monetary Policy and Credit Rating Inflation/, Nordine Abidi (European Central Bank), *Matteo Falagiarda* (European Central Bank)and Ixart Miquel-Flores (European Central Bank) • /Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins/, Thorsten Beck (University of London, CEPR & CESifo), Samuel Da-Rocha-Lopes(European Banking Authority & Nova School of Business & Economics, Lisbon) and *André F. Silva* (University of London & International Monetary Fund) • /Does Size Matter? Bailouts with Large and Small Banks/, Eduardo Dávila (New York University & NBER) and*Ansgar Walther* (University of Warwick) *14.30 - 16.00 Session III: * *BANK LENDING POLICIES* • /Adapting Lending Policies When Negative Interest Rates Hit Banks’ Profits/, Oscar Arce (Bank of Spain), Miguel García-Posada (European Central Bank), *Sergio Mayordomo* (Bank of Spain) and Steven Ongena(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) • /Loan Underwriting Time: A New Determinant of Bank Lending Standards/, Mikel Bedayo (Bank of Spain), *Gabriel Jiménez* (Bank of Spain), José-Luis Peydró(ICREA, Pompeu Fabra University, Barcelona Graduate School of Economics, Imperial College London & CEPR) and Raquel Vegas(Bank of Spain) • /Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China/, Fabio Braggion(Tilburg University & CentER), *Alberto Manconi* (Bocconi University) and Haikun Zhu(Tilburg University & CentER) *16.00 - 17.00 Poster Session 1* *17.00 - 18.00 Session IV: DEFAULTS: TIME AND CONTAGION** * • /Disastrous Defaults/, Christinan Gouriéroux(University of Toronto & Toulouse School of Economics), Alain Monfort (CREST & Bank of France), Sarah Mouabbi (Bank of France) and *Jean-Paul Renne*(HEC Lausanne) • /Time Matters: How Default Resolution Times Impact Final Loss Rates/, *Jennifer Betz* (Regensburg University), Ralf Kellner (Regensburg University) and Daniel Rösch (Regensburg University) *Friday, September 28 2018* *9.00 - 11.00 Session V: ***DEFAULTS, DEFAULT RISK AND DERIVATIVES* * • /Residential mortgage defaults and positive equity: Lessons from Europe/, Virginia Gianinazzi (Università della Svizzera Italiana & Swiss Finance Institute), Loriana Pelizzon (Ca' Foscari University of Venice & SAFE-Goethe University Frankfurt)and *Alberto Plazzi* (Università della Svizzera Italiana & Swiss Finance Institute) • /The Differential Impact of Leverage on the Default Risk of Small and Large Firms/, Lara Cathcart (Imperial College London), Alfonso Dufour (ICMA Centre & Henley Business School), Ludovico Rossi(ICMA Centre & Henley Business School) and *Simone Varotto* (ICMA Centre & Henley Business School) • /Credit Default Swaps Around the World: Investment and Financing Effects/, Söhnke M. Bartram (Warwick Business School), Jennifer Conrad (University of North Carolina at Chapel Hill), Jongsub Lee (University of Florida) and *Marti G. Subrahmanyam* (New York University) •/TBA/ (European Investment Fund) *11.30 - 13.15 Session VI: ***BANKS, COLLATERAL AND ASYMMETRIC INFORMATION* * •*Key-note talk: *C/ustomers and Investors: A Framework for Understanding Financial Institutions/, *Robert Merton*(Massachusetts Institute of Technology & NBER) • /Collateral and Asymmetric Information in Lending Markets/, Vasso Ioannidou (Lancaster University & CEPR), *Nicola Pavanini*(Tilburg University & CEPR) and Yushi Peng (University of Zurich & Swiss Finance Institute) • /Lending Relationships and the Collateral Channel/, Gareth Anderson (Bank of England), Saleem Bahaj (Bank of England), *Matthieu Chavaz* (Bank of England), Angus Foulis(Bank of England) and Gabor Pinter (Bank of England) *14.30 - 16.00 PANEL Session* *16.00 - 17.00 Poster Session 2* *17.00 - 18.15 Session VII: BANKS AND INCENTIVES* • *Key-note talk:* /TBA/, *Guillaume Plantin*(Sciences Po) • /Bank Bonus Pay as a Risk Sharing Contract/, *Matthias Efing*(HEC Paris), Harald Hau (University of Geneva, CEPR & Swiss Finance Institute), Patrick Kampkötter(University of Tübingen) and Jean-Charles Rochet (University of Geneva & Swiss Finance Institute) **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/credit2018/credit2018.htm_). Registration fees are: Late registration (from September 1^st on) Early registration (within August 31^st ) Academics: 250 Euro + VAT 300 Euro + VAT Practitioners: 800 Euro + VAT 1000 Euro + VAT Academics Poster Presenter: 130 Euro + VAT 130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT 500 Euro + VAT PhD Students*: 80 Euro + VAT 130 Euro + VAT ** *VAT is currently 22%* For participants presenting a paper there are no fees. *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 27th, 2018, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). *IMPORTANT DATES* August 31, 2018: Deadline for sending final version of accepted papers August 31, 2018: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm *** Please accept our apologies for any crossed e-mails. -- Nota automatica aggiunta dal sistema di posta.

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Research grant
by Marco Corazza 22 Jul '18

22 Jul '18

Dear All, a call for a research grant in Ca' Foscari on "Deep Reinforcement Learning for Financial Trading" is online ( http://static.unive.it/common2/file/download/assegni_ricerca/5b4f1833e5722) Deadline: August 8, 2018. Please, spread the information. Best regards, Marco Corazza -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef -- -- Nota automatica aggiunta dal sistema di posta.

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Fwd: UPCOMING DEADLINE - IMT SCHOOL - 2018/19 PHD CALL :: PROGRAMMI DI DOTTORATO
by Irene Crimaldi 18 Jul '18

18 Jul '18

---------- Forwarded message ---------- From: <phdapplications(a)imtlucca.it> Date: Tue, Jul 17, 2018 at 4:56 PM Subject: UPCOMING DEADLINE - IMT SCHOOL - 2018/19 PHD CALL :: PROGRAMMI DI DOTTORATO To: irene.crimaldi(a)imtlucca.it [image: PhD Call 2018 Header] *2018/19* *CALL FOR PHD APPLICATIONS* *UPCOMING DEADLINE FOR 36 POSITIONS* *August 3rd, 2018 at 12:00 pm CEST* We are pleased to inform you about the IMT School for Advanced Studies Lucca's two PhD Programs and their specialized tracks Siamo lieti di annunciare i due Programmi di Dottorato della Scuola IMT Alti Studi Lucca e i loro track specialistici: Cognitive and Cultural Systems PhD Program - Analysis and Management of Cultural Heritage (AMCH) - Cognitive, Computational and Social Neurosciences (CCSN) Systems Science PhD Program - Computer Science and Systems Engineering (CSSE) - Economics, Networks and Business Analytics (ENBA) - No tuition fees, free room and access to IMT Canteen - Esenzione dalle tasse d'iscrizione, alloggio gratuito, accesso gratuito alla mensa - A grant of €15,300 gross/year - Importo lordo della borsa: €15.300/anno Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31st, 2018 Possono fare domanda coloro che conseguano il titolo valido per l'ammissione entro e NON OLTRE il 31 ottobre 2018 MORE INFORMATION AND APPLICATION: phd.imtlucca.it The IMT School for Advanced Studies Lucca (www.imtlucca.it <http://imtlucca.it>), one of the six Schools of Excellence in Italy, is a research university within the Italian public higher education system. The IMT School's mission is characterized by the analysis and management of a plurality of economic, social, scientific, technological and cultural systems. La Scuola IMT Alti Studi Lucca (www.imtlucca.it <http://imtlucca.it>), una delle sei Scuole di Eccellenza in Italia, è un'istituzione universitaria pubblica di ricerca e alta formazione dottorale a ordinamento speciale, focalizzata sull'analisi e gestione dei sistemi economici, sociali, scientifici, tecnologici e culturali. Follow us on Facebook <https://www.facebook.com/IMT-School-for-Advanced-Studies-Lucca-187139651342…>, Twitter <https://twitter.com/IMTLucca>, YouTube <https://www.youtube.com/user/IMTAltiStudiLucca>, LinkedIn <https://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?t…> Please note that this account is used for outgoing e-mails only, and therefore your reply message will not be read. For inquiries regarding the 2018/19 IMT School PhD call, please write to phdapplications(a)imtlucca.it IMT School for Advanced Studies Lucca Piazza San Ponziano 6, 55100 Lucca - Italy Tel: +39 0583 4326 597, fax: +39 0583 4326 565 www.imtlucca.it <http://imtlucca.it> *PRIVACY NOTICE:* The new GDPR data and privacy guidelines, EU 2016/679, went into effect on May 25th 2018. Please note that your personal information (name, email address) will continue being managed by this office exclusively to communicate information about the IMT School PhD Programs. If you no longer wish to receive these messages, please send an email to phdapplications(a)imtlucca.it so that we can remove your email address from our list. For more information regarding the IMT School privacy guidelines (in Italian only), please see the following link: https://www.imtlucca.it/amministrazione-trasparente/ trasparenza:altri_contenuti:altri_contenuti_-_privacy . *Il 25 maggio 2018 e' entrato in vigore il nuovo Regolamento generale sulla protezione dei dati delle persone fisiche, UE 2016/679, comunemente indicato con l'acronimo GDPR. Si precisa che i suoi dati personali (nome, indirizzo mail) sono e continueranno ad essere trattati da questo Ufficio esclusivamente al fine di promuovere i Programmi di dottorato offerti dalla Scuola IMT Alti Studi di Lucca. Qualora non desideriate ricevere ulteriori comunicazioni sui Programmi di dottorato, siete pregati di inviare una mail al seguente indirizzo: phdapplications(a)imtlucca.it <phdapplications(a)imtlucca.it>. In tal modo provvederemo alla cancellazione dei vostri dati e non riceverete piu' nessuna comunicazione in merito. Per ulteriori informazioni si rimanda alla pagina di aggiornamento dell'informativa privacy della Scuola IMT Alti Studi di Lucca disponibile al seguente link: https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte… <https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte…>.*

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Fwd: LYSM - Call for extended missions to Italy or France
by Pietro Caputo 18 Jul '18

18 Jul '18

ricevo e inoltro: %%%%%%%%%%% Dear collegues, as many of you already know, the Hypatie Laboratory of Mathematical Sciences (LYSM) is in full activity since one year and a half, and keeps funding scientific collaborations between Italy and France, as well as conferences with an Italian-French character. The standard activities that we fund are short missions (one or two weeks) or conferences (either participation or organization). For details, please refer to the website https://www.lysm.eu/ For funding applications, please use the web forms available on the website. With this message, we would like to advertize a new opportunity, namely the possibility of applying for funding of EXTENDED MISSIONS (more than 1 month, up to one academic year) from Italy to France, or viceversa. The maximal funding per month offered by LYSM is in line with the cost of life in these two countries: for details, please contact the coordinators of the lab. In order to apply, please use the `Missions' form on the LYSM website. The deadline for applications of proposals for the next academic year, 2018/19, is SEPTEMBER 15, 2018 In your application, please explain in detail the scientific reasons of your long-term missions, the research project that you intend to work on and the expected output of the research, as well as the detailed financial plan. With best regards, Viviane Baladi, Dario Bambusi,Cinzia Bisi, Benoit Claudon, Adriana Garroni, Alessandro Giuliani, Daniele Guido, Massimiliano Mella, Thierry Paul, Pierre Picco, Alessandra Sarti, Stephane Vassout

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Fwd: [CvGmt News] Fwd: assegni (fwd)
by Tiziano Vargiolu 16 Jul '18

16 Jul '18

Date: Fri, 13 Jul 2018 16:37:17 +0200 From: GIUSEPPE BUTTAZZO <giuseppe.buttazzo(a)unipi.it> Subject: [CvGmt News] Fwd: assegni To: News <news(a)cvgmt.sns.it> Buongiorno, comunico che sono stati banditi https://www.unipi.it/ateneo/bandi/assegni/asse2018/mat/index.htm con scadenza 28/7 alle 13 i tre assegni di ricerca annuali di geometria e algebra, analisi e probabilit?, e storia della matematica. Saluti, Carlo -- Carlo Petronio Direttore Dipartimento di Matematica Universit? di Pisa _______________________________________________ Ordinari.dm mailing list Ordinari.dm(a)listgateway.unipi.it http://listgateway.unipi.it/mailman/listinfo/ordinari.dm

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Conferenza Pubblica Nadia Robotti - Como - 24 luglio
by elisa mastrogiacomo 15 Jul '18

15 Jul '18

Nell’ambito della Lake Como School “*Advanced school on complexity and emergence: ideas, methods, with a special attention to economics and finance*” che si terrà a Villa del Grumello a Como dal 22 al 27 luglio, è stata organizzata la conferenza pubblica *“LA FONDAZIONE ALESSANDRO VOLTA INCONTRA”* *BRUNO PONTECORVO:* *DA PISA A DUBNA, UN VIAGGIO SENZA RITORNO* *Conferenza pubblica con Nadia Robotti* *24 luglio, ore 21* *Pinacoteca Civica di Como* Nuovo appuntamento con “*La Fondazione Alessandro Volta incontra*”, il ciclo di conferenze aperto al grande pubblico su scienza, letteratura, arte e musica. *Martedì 24 luglio* *alle 21.00 in Pinacoteca Civica a Como, *la professoressa *Nadia Robotti,* prima italiana storica della fisica, parlerà di* “Bruno Pontecorvo: da Pisa a Dubna, un viaggio senza ritorno”*. L’incontro è organizzato da FONDAZIONE ALESSANDRO VOLTA, PAROLARIO, DIPARTIMENTO DI ECONOMIA UNIVERSITÀ DELL'INSUBRIA, DIPARTIMENTO DI MATEMATICA STATALE DI MILANO E DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI UNIVERSITÀ DI MILANO BICOCCA. In collaborazione con il Comune di Como. Bruno Pontecorvo, fisico noto soprattutto per essersi trasferito nel 1950, in piena Guerra Fredda, in Unione Sovietica, è stato uno dei primi e più importanti allievi di Enrico Fermi a Roma, a via Panisperna. Utilizzando documenti originali d’archivio si cercherà di*ricostruire il suo percorso scientifico, culturale* *e umano* che lo ha portato da Pisa, sua città natale, a Roma e poi a Parigi, a Tulsa (Stati Uniti), a Montreal (Canada), ad Harwell (Inghilterra) e, infine e definitivamente, a Dubna (Unione Sovietica). Pontecorvo non è stato solo “*l’uomo dei neutrini*”, ma è stato durante tutto il corso della sua vita, l’uomo delle grandi scelte, tutte sempre autonome e profondamente motivate da considerazioni scientifiche e culturali. *Ingresso gratuito.Registrazione su www.pontecorvo.eventbrite.it <http://www.pontecorvo.eventbrite.it>* *Nadia Robotti* è professore ordinario di Storia della Fisica all’Università di Genova. I suoi interessi sono orientati alla ricostruzione dell’attività scientifica e accademica di Enrico Fermi, Ettore Majorana e Bruno Pontecorvo. È responsabile, insieme al fisico teorico Francesco Guerra, di un'indagine rivolta ai fisici di fama che contribuirono alla crescita della ricerca in Italia nel periodo fra le due Guerre dal titolo "I fisici italiani tra ricerca scientifica e impegno civile: dal Congresso di Vienna all'avvento della Repubblica" e fa parte del gruppo di esperti che si è occupato dei contenuti della mostra "Enrico Fermi: una duplice genialità tra teorie ed esperimenti", proposta con un grande successo di pubblico a Genova e Bologna, che sarà presto aperta in maniera stabile presso il complesso monumentale di via Panisperna. Nel 2017 è stata insignita del Premio Le Muse. Si prega di dare la massima diffusione presso tutti gli interessati. Cordiali saluti. Elisa Mastrogiacomo

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save the date! - Second Italian Meeting on Probability and Mathematical Statistics
by Antonio Di Crescenzo 12 Jul '18

12 Jul '18

Dear Colleagues, following the success and the high scientific standard of the First Italian Meeting on Probability and Mathematical Stastistics (http://calvino.polito.it/~probstat/torino2017/index.html) it is a pleasure to announce preliminarly that the Second Italian Meeting on Probability and Mathematical Statistics will be held from June 17 to June 21, 2019, at the Lloyd's Baia Hotel, Vietri sul Mare (SA), www.lloydsbaiahotel.it/ Scope of the meeting is the scientific exchange between Italian researchers working on Probability and Mathematical Statistics in Italy or abroad. The participation of foreign researchers working in Italy is also welcome. Other information will be available soon. The Scientific Committee Claudia Ceci, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Paolo Dai Pra, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote --

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Full Professor position at Luxembourg University
by Giovanni Peccati 11 Jul '18

11 Jul '18

Dear All, please take note of a very attractive full professor position in *Mathematical Statistics and Data Science* that just opened at Luxembourg University. See the official link: http://emea3.mrted.ly/1w64s Please, share this information with any potential candidate. All my best, Giovanni -- 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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Selection announcement for the awarding of a research grant - Deadlne August 9, 2018
by Patrizia Piacentini - PhD 11 Jul '18

11 Jul '18

The Department of Statistical Sciences of the University of Padova, www.stat.unipd.it, announces the opening of a selection to award a 24 months research grant for innovative and excellent research projects proposed by young independent scholars within the framework of the Project of Excellence “Statistical methods and models for complex data”. The Department of Statistical Sciences is a department of excellence whose project “Statistical methods and models for complex data” has been financed by the Ministry of Education, Universities and Research (MIUR) at the beginning of 2018. The project will last for five years, from 2018 to 2022, and details on the project activities are available at this link http://www.stat.unipd.it/bandi . In particular, the Project of Excellence (PE) purpose is to develop novel skills for the analysis of complex data, according to the following progress lines: a) To the overcoming of deficiencies of the current statistical methods and models for data characterized by various forms of complexity; b) To meet the growing demand for solutions to complex problems in various application fields by developing and/or using innovative statistical tools, specifically designed to tackle the specific aspects of application fields and of data they might generate; c) To develop strategies for the management of novel data types as, for instance, those emerging from the contemporaneous presence of various elements of complexity; d) To contribute to the definition of general approaches for inference on complex data of different origin, that will become the methodological infrastructure for the developments of modelling, forecasting and classification strategies. The new position builds on the project “Statistical models for complex data” and the selected candidate will be involved in the development of the project activities. In the evaluation of the research proposals, adherence to the project topics is a necessary requirement. The candidates must be PhD graduates with at least one year of post-doctoral research experiences in Italian or international research institutes of recognized scientific quality. Candidates must have their degree by the selection announcement deadline and the PhD program in which they have been enrolled should have lasted for at least three years. For additional details on the requirements, limits, exclusions and further rules governing the selection, see http://www.stat.unipd.it/bandi. The research grant has an annual gross amount of 28.500 Euro covered by the Project of Excellence financial resources, is issued in accordance with the current Regulations Governing Research Grant Awards. The research has to be conducted at the Department of Statistical Sciences. In addition, the winning projects will be provided with financial contribution towards research expenses with an amount of 4000 Euro (for missions, translations and language revisions, durable materials). For further details on the call, the application procedure, and other formal requirements, see http://www.stat.unipd.it/bandi.

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Avviso di Seminario: Prof. Orsingher
by Enrica Pirozzi 10 Jul '18

10 Jul '18

AVVISO di SEMINARIO Meander, excursion and last passage time of Brownian motion with drift Prof. Enzo Orsingher Dipartimento di Scienze Statistiche, Università La Sapienza, Roma Abstract: In this talk a generalized Brownian meander with drift is considered. The weak limit is studied and the tightness conditions investigated when the initial position converges to the lower bound of the meander. The maximal distribution is obtained and generalizes the distribution of the maximum of the driftless meander. We obtain a representation of the meander involving the last return to zero of the Brownian motion. In the same spirit also the excursion of the Brownian motion with drift is examined and its maximal distribution discussed. Il seminario si terrà il giorno 13 Luglio 2018 ore 12:30 nella Aula E 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 --- Dona il 5 per mille all'Università Federico II per sostenere studenti e ricercatori Codice Fiscale Università degli Studi di Napoli Federico II 00876220633

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CONFERENCE: Bayesian learning theory for complex data modelling
by Matteo IACOPINI 09 Jul '18

09 Jul '18

**** Apologies for cross postings **** Dear all, The second edition of the Italian French statistics seminar will be held in *Grenoble* on *6-7 September 2018*. This year the theme of the workshop will be “Bayesian learning theory for complex data modelling”. The workshop will give to young statisticians the opportunity to learn from and interact with highly qualified senior researchers in probability, theoretical and applied statistics, with a particular focus on Bayesian methods. There will be two junior sessions and a poster session with a call for abstract open until July 15. A particular focus will be given to researchers in the early stage of their career, or currently studying for a PhD, MSc or BSc. The junior session is supported by ISBA through travel awards. Keynote speakers • Nicolas Chopin, ENSAE, France • Arnoldo Frigessi, University of Oslo, Norway • Antonio Lijoi, University Bocconi, Milan, Italy • Sonia Petrone, University Bocconi, Milan, Italy Important Dates • July 15, 2018: Deadline for submissions • end of July, 2018: Notification on abstract acceptance • August 24, 2018: Registration closes Notice that the registration is free but mandatory. More details and to register: https://sites.google.com/view/bigworkshop/ <https://sites.google.com/view/bigworkshop/> For any questions, please send an e-mail to: Marta Crispino (marta.crispino(a)inria.fr <mailto:marta.crispino@inria.fr>) Julyan Arbel (julyan.arbel(a)inria.fr <mailto:julyan.arbel@inria.fr>) Matteo Iacopini (matteo.iacopini(a)unive.it <mailto:matteo.iacopini@unive.it>) Best, Marta Crispino, Julyan Arbel and Matteo Iacopini -- Nota automatica aggiunta dal sistema di posta.

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CONFERENCE: Bayesian learning theory for complex data modelling
by Matteo IACOPINI 07 Jul '18

07 Jul '18

**** Apologies for cross postings **** Dear all, The second edition of the Italian French statistics seminar will be held in *Grenoble* on *6-7 September 2018*. This year the theme of the workshop will be “Bayesian learning theory for complex data modelling”. The workshop will give to young statisticians the opportunity to learn from and interact with highly qualified senior researchers in probability, theoretical and applied statistics, with a particular focus on Bayesian methods. There will be two junior sessions and a poster session with a call for abstract open until July 15. A particular focus will be given to researchers in the early stage of their career, or currently studying for a PhD, MSc or BSc. The junior session is supported by ISBA through travel awards. Keynote speakers • Nicolas Chopin, ENSAE, France • Arnoldo Frigessi, University of Oslo, Norway • Antonio Lijoi, University Bocconi, Milan, Italy • Sonia Petrone, University Bocconi, Milan, Italy Important Dates • July 15, 2018: Deadline for submissions • end of July, 2018: Notification on abstract acceptance • August 24, 2018: Registration closes Notice that the registration is free but mandatory. More details and to register: https://sites.google.com/view/bigworkshop/ <https://sites.google.com/view/bigworkshop/> For any questions, please send an e-mail to: Marta Crispino (marta.crispino(a)inria.fr <mailto:marta.crispino@inria.fr>) Julyan Arbel (julyan.arbel(a)inria.fr <mailto:julyan.arbel@inria.fr>) Matteo Iacopini (matteo.iacopini(a)unive.it <mailto:matteo.iacopini@unive.it>) Best, Marta Crispino, Julyan Arbel and Matteo Iacopini -- Nota automatica aggiunta dal sistema di posta.

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announcement of vacancy (PhD position and postdoc)
by Daniela De Canditiis 07 Jul '18

07 Jul '18

Please find attached the announcement of a PhD position as well as a postdoctoral position available in Belgium -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 http://www.iac.rm.cnr.it/~danielad/

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concorso per un posto RTDB a Milano Statale - MAT/06
by Marco Alessandro Fuhrman 06 Jul '18

06 Jul '18

Presso l'Università degli Studi di Milano (Statale) è stato bandito un posto RTDB nel settore MAT/06 - Probabilità e Statistica Matematica. Il bando si trova alla pagina http://www.unimi.it/ateneo/valcomp/94001.htm (codice concorso: 3905; avviso pubblicato sulla G.U. 52 del 3 luglio 2018) La scadenza per la presentazione delle domande è il 3 agosto 2018 ore 12:00. Si prega di dare la massima diffusione presso tutti gli interessati. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Extended Deadline: DEF Call for Papers – Special Issue on “Quantitative developments in financial volatility - theory and practice"
by Maria Elvira Mancino 05 Jul '18

05 Jul '18

Dear colleagues and friends, We are delighted to inform that the journal of Decisions in Economics and Finance, the official publication vehicle of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), is now calling for papers for its special issue on "QUANTITATIVE DEVELOPMENTS IN FINANCIAL VOLATILITY - THEORY AND PRACTICE" _NEW DEADLINE 31TH AUGUST, 2018_ For more details, please visit the journal's webpage at https://www.springer.com/economics/economic+theory/journal/10203?detailsPag… Accepted papers will be published online individually prior to the final print publication. Please address all your inquiries concerning the submission to the special issue directly to us. We apologize if you receive the same email multiple times. Please kindly help us forward the call to your colleagues. We look forward to receiving your submissions. With best regards, Special issue co-editors Elisa Alos, Maria Elvira Mancino, and Tai-Ho Wang Decisions in Economics and Finance

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Seminario di P. Pigato a Milano-Bicocca (13 luglio 2018)
by Francesco Caravenna 04 Jul '18

04 Jul '18

Venerdì 13 luglio alle ore 14:30 Paolo Pigato (WIAS Berlin) terrà un seminario dal titolo "Asymptotic analysis of rough volatility models" Aula 3014, Dipartimento di Matematica e Applicazioni (edificio U5, terzo piano, via Cozzi 55, Milano) Università di Milano-Bicocca Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: We will review some general facts on implied volatility and how they motivate the usage of rough (fractional) stochastic volatility models in finance, in particular from the point of view of pricing. We will discuss some recent results and ongoing projects on the short-time asymptotic behaviour of option prices and implied volatility under such models. %%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ 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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mini-corso di Functional Statistics - Prof. Aldo Goia
by Emanuela Rosazza 03 Jul '18

03 Jul '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, il Prof. Aldo Goia (Università del Piemonte Orientale) terrà un mini-corso di dottorato su Functional Statistics Il calendario delle lezioni è il seguente: Martedì 10 luglio – ore 14-17 Giovedì 12 luglio – ore 14-17 Location: Aula Seminari 2062 del DISMEQ – Università di Milano-Bicocca – U7 – secondo piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Call for Assistant Professor in Florence, deadline 5 of July
by Cecilia Mancini 03 Jul '18

03 Jul '18

Dear all, I ask you to forward this news to potentially interested candidates, thank you, best regards, Cecilia My Department in Florence, the Department of Management and Economics, is issuing a contract for Assistant Professor named RTD-B RTD-B is a Senior (Tenure-Track) Assistant Professor for three years. Subject to evaluation, the position will be converted in a tenured Associate Professorship. Applicants for this position must have at least three years of experience after PhD completion, and an already established research record. The initial gross salary is around 38k Euros per year Deadline: 5/7/2018 at 1 pm, the application has to be submitted on line The call is at https://www.unifi.it/p11366.html Unfortunately my university at moment only issues calls in Italian. If somene interested has problems to understand the call can write me I apologize for possible multiple postings

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Workshop su "Advances in Bayesian modelling", Venezia 5/7/2018
by Stefano Tonellato 27 Jun '18

27 Jun '18

Cari Colleghi, abbiamo il piacere di informarvi che giovedì 5 luglio, presso il DIpartimento di Economia dell'Università Ca' Foscari Venezia, Campus economico di S. Giobbe, aula 6A, si terrà un workshop sul tema *“Advances in Bayesian modelling”*. La partecipazione è gratuita. Il programma della giornata è riportato in calce a questo messaggio. Cordiali saluti, Dear Colleagues, we are pleased to announce the mini-workshop "Advances in Bayesian modelling" organised by the Department of Economics, University Ca' Foscari of Venice, that will be held on Thursday, July 5, 2018, in S. Giobbe Economic Campus, room 6A. Participation is free. The program is reported below. Best regards, Matteo Iacopini Roberto Casarin Stefano Tonellato h. 09:30-09:45 *Welcome* *Monica Billio*, Head of the Department of Economics h. 09:45-10:30 *Spatio-temporal modelling using integro-difference equations* *Bruno Sansò*, University of California Santa Cruz h. 10:45-12:15 *Essays on the econometric modelling of temporal networks* PhD Candidate: *Matteo Iacopini*, Ca’ Foscari University of Venice and Université Paris I PhD Committee: *Federico Bassetti*, Polytechnic University of Milan *Monica Billio*, Ca’ Foscari University of Venice *Dominique Guégan*, Université Paris I *Christian Robert*, Université Paris-Dauphine and University of Warwick h. 14:00-14:45 *Bayesian models for complex-valued fMRI* *Raquel Prado*, University of California Santa Cruz h. 15:00-15:45 *On the computation of Kantorovich-Wasserstein distances between 2D-histograms* *Federico Bassetti*, Polytechnic University of Milan h. 15:45-16:15 *Coffee break* h. 16:15-17:00 *A Bayesian time-varying approach to risk neutral density estimation* *Enrique Ter Horst*, Universidad de Los Andes de Bogotà h. 17:15-18:00 *The conquest of inflation credibility in the U.S.: a Bayesian approach for inference on probabilistic surveys* *Marco Del Negro*, Federal Reserve Bank of New York Stefano Tonellato Associate professor of Statistics Department of Economics Università Ca' Foscari Venezia Phone: +39 041 234 7422 -- Nota automatica aggiunta dal sistema di posta.

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Workshop "Large Scale Random Structures" a Padova, 3-4 Luglio 2018
by Paolo Dai Pra 27 Jun '18

27 Jun '18

*********** Workshop announcement ************* Two days workshop on "Large scale random structures" 3-4 July 2018 Aula 2AB40, Torre Archimede Dipartimento di Matematica “Tullio Levi Civita” Via Trieste 63, 35121 Padova Workshop sponsored by PRIN 2015 "Large Scale Random Structures" (P.I. Fabio Martinelli) _______________________________________________________________________________________________________ PROGRAM July 3rd 14:30 - 15:10 Francesco Caravenna: “Moment asymptotics for 2d directed polymer and stochastic heat equation in the critical window” 15:10 - 15:35 Matteo Quattropani: “Cover time of random walks on sparse random digraphs” 15:35 - 16:15 Elisabetta Scoppola: “Shaken dynamics for the 2d Ising model” 16:15 - 16:45 Coffee Break 16:45 - 17:25 Massimo Campanino: “Estimates for the entanglement of the Ising model with transverse magnetic field in one dimension“ 17:25 - 17:50 Alfie Hlafo Mimun: “Sharp phase transition for clusters with high conductivity in the Miller-Abrahams random resistor network” 17:50 - 18:30 Marco Formentin: “ Collective periodic behavior in the Ising model with dissipation” July 4th 9:00 - 9:40 Alessandra Faggionato: “Large deviations and uncertainty relations in periodically driven Markov chains with applications to stochastic thermodynamics” 9:40 - 10:05 Guglielmo Pelino: “Convergence, fluctuations and large deviations for finite state mean field games via the master equation” 10:05 - 10:30 Alekos Cecchin: “ On the convergence problem in mean field games: a two state model without uniqueness” 10:30 - 11:00 Coffee Break 11:00 - 11:40 Carlo Orrieri: “Optimal control and large deviations for interacting particle systems” 11:40 - 12:20 Alberto Gandolfi: “Brownian Loop Soup controlled Layering Complex Poisson Multiplicative Chaos” For more informations please visit the website: http://ricerca.matfis.uniroma3.it/LSRS/ <http://ricerca.matfis.uniroma3.it/LSRS/> Best wishes, Paolo Dai Pra Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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seminario Woess 3-7 in Bicocca
by daniela bertacchi 26 Jun '18

26 Jun '18

AVVISO DI SEMINARIO Il giorno 3-7-2018 alle ore 14:30 in aula 3014, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, il prof.Wolfgang Woess della Technische Universitaet di Graz, terrà un seminario dal titolo "Heat kernel oscillations for isotropic random processes on ultrametric spaces" Abstract: The family of hierarchical Laplacians on an ultrametric space is introduced and the associated isotropic semigroups of Markov transition operators are displayed. Focussing on the space-homogeneous situation, typical classes of such processes and operators are studied in more detail, where the return probabilities exhibit periodic oscillations. This comprises the operator fractional derivative (Taibleson Laplacian) on the p-adic numbers and random walks on locally finite groups such as the infinite sum of copies of a finite group and the infinite symmetric group. This is joint work with Alexander Bendikov (Wroclaw) and Wojciech Cygan (Wroclaw and Graz), based on previous joint work with Bendikov and Alexander Grigor'yan (Bielefeld). Tutti gli interessati sono invitati a partecipare.

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Corso :: Statistica Multivariata con R
by Pierpaolo Brutti 26 Jun '18

26 Jun '18

A tutti gli interessati. Nell'ambito della programmazione di corsi di formazione sul software statistico Open Source R <https://www.r-project.org/> il Dipartimento di Scienze Statistiche <http://www.dss.uniroma1.it/it> di Sapienza Università di Roma ha attivato anche quest'anno il corso - *Statistica Multivariata con R <http://www.dss.uniroma1.it/it/node/6618>* XI edizione - Modulo Iscrizione <http://www.dss.uniroma1.it/it/node/6619> Il corso si terrà a Roma nei giorni *3, 4 e 5 Luglio 2018*. Sono rimasti alcuni posti disponibili Gli interessati sono pregati di visitare il sito: - Corsi-R@DSS <http://www.dss.uniroma1.it/it/node/6616> dove è possibile trovare ulteriori informazioni dettagliate sul programma e le modalità di iscrizione on-line. L'iniziativa si inserisce nell'ambito della promozione del software Open Source negli atenei, negli enti di ricerca e nella Pubblica Amministrazione. Grazie per l'attenzione. =========================================================== Pierpaolo Brutti Dipartimento di Scienze Statistiche Sapienza Università di Roma Piazzale Aldo Moro, 5 (00185) Roma <https://maps.google.com/?q=Piazzale+Aldo+Moro,+5+(00185)+Roma&entry=gmail&s…> =========================================================== -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587* https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin… <https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin…>

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FYI: workshop Zeros of random polynomials - San Jose (California), Aug 2019
by Rossi Maurizia 25 Jun '18

25 Jun '18

Dear all, please find below the announcement. Best wishes! Maurizia Rossi --------------------------------------------------------------- Workshop Announcement: ---------------------------------------------------------------- Zeros of random polynomials ---------------------------------------------------------------- August 12 to August 16, 2019 American Institute of Mathematics Research Conference Center San Jose, California http://aimath.org/workshops/upcoming/randpolyzero ------------ Description: ------------ This workshop, sponsored by AIM and the NSF, will be devoted to the zero distribution of random polynomials spanned by various deterministic bases. The workshop is organized by Norman Levenberg, Doron Lubinsky, Igor Pritsker, and Maxim Yattselev. For more details please see the workshop announcement page: http://aimath.org/workshops/upcoming/randpolyzero Space and funding is available for a few more participants. If you would like to participate, please apply by filling out the on-line form (available at the link above) no later than February 12, 2019. Applications are open to all, and we especially encourage women, underrepresented minorities, junior mathematicians, and researchers from primarily undergraduate institutions to apply. -------------------------------- AIM Research Conference Center: -------------------------------- The American Institute of Mathematics (AIM) hosts focused workshops in all areas of the mathematical sciences. AIM focused workshops are distinguished by their emphasis on a specific mathematical goal, such as making progress on a significant unsolved problem, understanding the proof of an important new result, or investigating the convergence between two distinct areas of mathematics. For more information, please visit http://www.aimath.org/workshops/upcoming/ --- Maurizia Rossi FSMP Postdoctoral Fellow MAP5, Université Paris Descartes 45, Rue des Saints Pères 75006 Paris (France)

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bando assegno ricerca area Scienze Sociali presso UNIFI
by Cecilia Mancini 25 Jun '18

25 Jun '18

Bandi per assegni di ricerca Bando per l'attivazione di 1 assegno di ricerca in area Scienze Sociali, di durata annuale, per candidati EU o Extra-Eu che abbiano conseguito all'estero il titolo di PhD e studiosi non italiani che abbiano conseguito il Dottorato di ricerca in Italia. Scadenza 3 luglio 2018. https://www.unifi.it/upload/sub/assegni/2018/dr_637_080618.pdf

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Short Course on Density-Based Minimum Distance Methods
by Claudio Agostinelli 25 Jun '18

25 Jun '18

Short Course on Density-Based Minimum Distance Methods 11 July 2018 Department of Mathematics, University of Trento The course is open, no fees are required. For organization reasons please send an email to claudio.agostinelli(a)unitn.it to confirm your presence. Full information at http://datascience.maths.unitn.it/events/dbmdm2018/index.html For further information please contact claudio.agostinelli(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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Tenure-track position (RTDB) in probability - Pisa - correction
by Marco Romito 25 Jun '18

25 Jun '18

La scadenza del bando è il 18 luglio alle 13:00. Scusate l'errore. Please note that the deadline for the call is July 18, 1:00pm I apologise for the error. m. >> Scrivo per annunciare il bando per una posizione RTD-B nel settore >> MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con >> scadenza il19 luglio. Il bando è disponibile alla pagina >> >> https://alboufficiale.unipi.it/wp-content/uploads/2018/06/bando-b10_albo.pdf >> >> ------------------- >> >> dear all >> >> I would like to announce a tenure track researcher position (RTD-B) in >> Probability at University of Pisa. The official call (in italian) can be >> found at >> >> https://alboufficiale.unipi.it/wp-content/uploads/2018/06/bando-b10_albo.pdf >> >> The deadline isJuly 19, 2018. >>

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Assegno di Ricerca Epidemiologia ambientale - Università di Verona
by Alessandro Marcon 25 Jun '18

25 Jun '18

Presso il Dipartimento di Diagnostica e Sanità Pubblica dell'Università di Verona è indetta la selezione per un assegno di ricerca dal titolo: *Inquinamento industriale e salute in età pediatrica: lo studio prospettico “Viadana III” *aperto a laureati in Scienze Statistiche e altre discipline. Scadenza presentazione domanda: 2-lug-2018 Data della prova di ammissione: 10-lug-2018 Durata dell'assegno: 12 mesi (rinnovabile) Responsabile della ricerca: Dott. Alessandro Marcon ( alessandro.marcon(a)univr.it) Riferimenti: https://t.co/3nUuKf3rXn -- Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Diagnostics and Public Health University of Verona Strada Le Grazie 8, 37134 Verona, Italy tel. +39 045 8027668

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seminari martedì 26 a Pisa
by Franco Flandoli 23 Jun '18

23 Jun '18

Martedì 26 giugno, in aula Mancini (Scuola Normale Superiore di Pisa), si terranno i seguenti seminari: 9:30-10:25 Darryl Holm, Stochastic Advection by Lie Transport (SALT) for sub grid-scale models of fluid dynamics 10:30-11:25 Dan Crisan, Well-posedness properties of stochastic PDEs with transport noise 11:30-11:55 Wei Pan, Numerically modelling SALT SPDE and data assimilation 12:00-12:25 Marta Leocata, The Vlasov-Navier-Stokes equation as a mean field limit. Molti saluti, Franco Flandoli

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Tenure-track position (RTDB) in probability - Pisa
by Marco Romito 22 Jun '18

22 Jun '18

Scrivo per annunciare il bando per una posizione RTD-B nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 19 luglio. Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2018/06/bando-b10_albo.pdf ------------------- dear all I would like to announce a tenure track researcher position (RTD-B) in Probability at University of Pisa. The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2018/06/bando-b10_albo.pdf The deadline is July 19, 2018. m.

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annuncio minicorso Irene Gijbels
by Daniela De Canditiis 21 Jun '18

21 Jun '18

Nell'ambito della formazione CNR 2018 la prof.ssa Irene Gijbels (Department of Mathematics, Section of Statistics at the University of Leuven) terrà il seguente minicorso *title:* Regularization, penalization techniques and local modelling *location:* aula seminari dell'Istituto per le Applicazioni del Calcolo sede di Roma via dei Taurini 19 (primo piano) *schedule*: -Lunedi 2/07/2018 ore 10:00 - 13:00 -Martedi 3/07/2018 ore 9:00 - 12:00 -Mercoledì 4/07/2018 ore ore 9:00 - 11:00 -Giovedì 5/07/2018 ore 9:00 - 11:00 in allegato un lista degli argomenti che verranno trattati, tutti gli interessati sono invitati a partecipare -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 http://www.iac.rm.cnr.it/~danielad/

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Fwd: avviso seminario di matematica prof. Enrico Priola (22.06.2018)
by Franco Flandoli 20 Jun '18

20 Jun '18

SEMINARIO DI MATEMATICA Venerdì 22 giugno 2018 ore 11:00 *Scuola Normale Superiore* Pisa Aula Mancini *Enrico Priola* *(Università di Torino)* terrà un seminario dal titolo: *“**Poisson stochastic process and basic parabolic estimates**”* *Abstract:* We show how knowing Schauder or Sobolev-space estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs for equations with coefficients depending only on time variable with the same constants as in the case of the one-dimensional heat equation. The method is quite general and is based on using the Poisson stochastic process. It also applies to other types of estimates and to equations involving non-local operators. It looks like no other methods are available at this time and it is a challenging problem to find an analytic approach to prove such results. In the talk I will concentrate on basic Sobolev estimates for the heat equation trying to explain the method. This is a joint work with N. V. Krylov. Tutti gli interessati sono invitati a partecipare. Classe di Scienze Valeria Giuliani Scuola Normale Superiore Servizio alla Didattica e Allievi tel. 050 509260 Piazza dei Cavalieri, 7 56126 Pisa E-mail: valeria.giuliani(a)sns.it E-mail: classi(a)sns.it

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Fwd: 20thParisianModelValidationSeminar
by Maria Elvira Mancino 19 Jun '18

19 Jun '18

-------- Messaggio originale -------- OGGETTO: 20thParisianModelValidationSeminar DATA: Lunedì 18/06/2018 15:41 MITTENTE: Claude Martini <cmartini(a)zeliade.com> DESTINATARIO: "cmartini(a)zeliade.com" <CMartini(a)zeliade.com> -- CLAUDE MARTINI CEO CMartini(a)zeliade.com https://www.linkedin.com/in/claude-martini/ Tel : +33 (0)1 40 26 17 81 Mob : +33 (0)6 84 71 15 57 Fax : +33 (0)1 40 26 17 81 Zeliade Systems 56, rue Jean-Jacques Rousseau 75001 Paris - France www.zeliade.com [1] www.zanadu.io [2] ____________________________________________________________________ Links: ------ [1] http://www.zeliade.com [2] http://www.zanadu.io

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Energy Economics Workshop 5-6 July Bolzano-Bozen
by Luca Rossini 19 Jun '18

19 Jun '18

Dear all, We would like to invite you to the*Workshop on Energy Economics* that the Free University of Bozen-Bolzano organizes at Bolzano, at NOI, on *July 5 and 6*: https://energyeconomics2018.events.unibz.it/ The event is part of a research activity at Free University of Bozen-Bolzano on the topic of energy economics with Alperia and Europe Energy as sponsor partners, see program <https://energyeconomics2018.events.unibz.it/program/>. The event consists of a mini course for PhD course on electricity markets given by Dr. Angelica Gianfreda; and presentations from international speakers, e.g. Hilde Bjornland, Yoosoon Chang, Warwick McKibbin and Rafal Weron. It also includes a talk on Energy & Blockchain, an argument that is recently receiving large interest; and a final panel with market experts. All the informations regarding the registration and the location of the events can be found at the link. We look forward to seeing you in Bolzano. Best, -- Luca Rossini, Ph.D. Postdoctoral Researcher at Free University of Bozen (Italy) E-mail:luca.rossini@unibz.it;luca.rossini@unive.it;luca.rossini87@gmail.com Skype: luca.rossini14 Website:https://lucarossini.wixsite.com/luca-rossini

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DEADLINE APPROACHING: Workshop on BSDEs, Information and McKean-Vlasov equations
by Elena Issoglio 18 Jun '18

18 Jun '18

DEADLINE APPROACHING - 25 June 2018 Dear colleagues, This is a reminder for the Workshop on “BSDEs, Information and McKean-Vlasov equations”, 10-12 Sept, Leeds, UK. Note that submission of contributed talks and posters is closing soon. DEADLINEs * submission of talk or poster: June 25 * registration: July 16 To apply for a talk or poster, send your contribution (title and abstract) to Katia (k.colaneri(a)leeds.ac.uk<mailto:k.colaneri@leeds.ac.uk>) or Elena (e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk>) via email no later than June 25. PhD students from the UK are eligible to apply for partial reimbursement of expenses. All information, including invited speakers, can be found here https://conferences.leeds.ac.uk/bsdes2018 Please circulate to all potentially interested people. Best wishes, Elena Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

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Call postdoc SNS
by Daniele Tantari 17 Jun '18

17 Jun '18

A call for a one-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is "Systemic risk in financial markets across time scales” and it is funded by the Scuola Normale. The details of the call are at IT: https://www.sns.it/scuola/opportunit%C3%A0-offerte-dalla -normale/bandi-di-concorso/assegni-di-ricerca ENG: https://en.sns.it/bando/research-contract-named-%E2% 80%9Csystemic-risk-financial-markets-across-time-scales%E2%80%9D The deadline is July 5. I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Daniele Tantari

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mini corso Prof.ssa Di Nunno - cambio aula
by Emanuela Rosazza 15 Jun '18

15 Jun '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, la Prof.ssa Giulia Di Nunno (University of Oslo) terrà un mini-corso di dottorato su Malliavin Calculus and Applications to Finance Il calendario delle lezioni è il seguente: Mercoledì 13 giugno – ore 10-13 Giovedì 14 giugno – ore 10-13 Venerdì 15 giugno – ore 10-12 Location: Aula Seminari 4026 del DISMEQ – Università di Milano-Bicocca – U7 – quarto piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD in Mathematics at Roma Tre University
by Pietro Caputo 15 Jun '18

15 Jun '18

PhD in Mathematics at Roma Tre University. The admission for 2018/19 is now open: http://www.matfis.uniroma3.it/dottorato/application.php?dott orato=matematica&tipo=Call+for+Application the deadline is June 26. The Department of Mathematics and Physics of the Roma Tre University has been recently awarded a large research grant, based on a research evaluation that placed it among the top departments in Mathematics and Computer Science in Italy http://www.anvur.it/attachments/article/1205/All6DElenco180Ammessi.pdf This grant will be used to support and expand in several ways the research activities of the Department, among which the Ph.D. program will play a very important role. We will finance more introductory and advanced courses taught by top level visiting scientists, we will organize thematic semesters on highly relevant research topics and we will fund participation of graduate students to international schools and conferences. The Ph.D. program covers many areas of research in Pure and Applied Mathematics, including Algebraic and Differential Geometry, Commutative Algebra, Logic, Nonlinear analisys and dynamical systems, Number Theory, Numerical Analysis, Probability and Mathematical Statistics, Theoretical Computer Science and applications. A presentation of the Ph.D. program, including the full list of members of the Ph.D. Board, can be found on the Ph.D. web page http://www.matfis.uniroma3.it/dottorato/dottorato.php?dottorato=matematica Ph.D. students at Roma Tre University are also allowed and encouraged to attend courses, seminars and research activities in the other universities of Rome.

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Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity
by Claudio Agostinelli 14 Jun '18

14 Jun '18

Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity 27-29 June 2018 Department of Mathematics, University of Trento The school is open to 30 participants, no fees are required, but registration is mandatory. Lectures will be delivered in English. Full information and registration form at http://datascience.maths.unitn.it/events/pds2018/index.html For further information please contact claudio.agostinelli(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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Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity
by Claudio Agostinelli 14 Jun '18

14 Jun '18

Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity 27-29 June 2018 Department of Mathematics, University of Trento The school is open to 30 participants, no fees are required, but registration is mandatory. Lectures will be delivered in English. Full information and registration form at http://datascience.maths.unitn.it/events/pds2018/index.html For further information please contact claudio.agostinelli(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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PhD Positions @Unisalento
by Fabrizio Durante 13 Jun '18

13 Jun '18

Con preghiera di diffusione *************************** Siinforma che è stato pubblicato il bando per n. 4 borse per l'ammissione al XXXIV Ciclo del Corso di dottorato in "*Economia, Management e Metodi Quantitativi*" presso l'Università del Salento <www.unisalento.it>, Lecce. La scadenza per la presentazione delle domande è il *10 Luglio 2018 alle ore 13*. Tutte le informazioni per la presentazione delle domande sono disponibili al seguente link: https://www.unisalento.it/bandi-concorsi/-/bandi/view/64271578 Gli studenti e/o i laureati interessati a svolgere ricerca su temi di economia, management e/o metodi quantitativi sono invitati a partecipare. A titolo esemplificativo, elenco alcune tematiche di ricerca di interesse per il Dottorato: Matematica per l'Economia, la Finanza e l'Impresa. Modelli matematici per le decisioni. Metodi quantitativi e Big Data. Statistica Multivariata. Statistica Inferenziale. Statistica Spaziale. Analisi delle serie storiche Grazie in anticipo. Cordiali Saluti Fabrizio Durante PhD Program Coordinator ----- Fabrizio Durante https://sites.google.com/site/fbdurante/

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Avviso di seminario
by Domenico Marinucci 12 Jun '18

12 Jun '18

AVVISO DI SEMINARIO Dipartimento di Matematica Università di Roma Tor Vergata Giovedì 14 Giugno Ore 12 Aula Dal Passo Speaker: Victor Panaretos (EPFL) DOUBLY SPECTRAL ANALYSIS OF FUNCTIONAL TIME SERIES AND DNA MOLECULAR DYNAMICS The Karhunen-Loève (KL) expansion has evolved into the workhorse of functional data analysis: the Fourier representation it affords on the one hand serves as a basis for motivating methodology by analogy to multivariate statistics; and, on the other hand, appears as the natural means of regularization in problems such as regression, testing and prediction, which are ill-posed in the functional case. With the aim of obtaining a similarly canonical representation of dependent functional data, we develop a doubly spectral analysis of a stationary functional stochastic process, decomposing it into an integral of uncorrelated functional frequency components (Cramér representation), each of which is in turn expanded into a KL series. This Cramér-Karhunen-Loève representation separates temporal from intrinsic curve variation, and it is seen to yield a harmonic principal component analysis when truncated: a finite dimensional proxy of the time series that optimally captures both within and between curve variation. Empirical versions are introduced, and a rigorous analysis of their large-sample behaviour is provided under Brillinger mixing conditions. Our work is motivated by and applied to the study of the molecular dynamics of short strands of DNA; specifically, we consider the problem of determining whether the dynamics of such strands in solution are significantly affected by small perturbations of their base-pair composition, based on molecular dynamics simulations. (Based on joint work with Shahin Tavakoli, now at Warwick).

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Call for applications - PhD program in Methods and Models for Economic Decisions - Insubria
by elisa mastrogiacomo 11 Jun '18

11 Jun '18

*Dear colleagues,* *The official call for applications (for the academic year 2018/2019) to the PhD program in Methods and Models for Economic Decisions is online.* *For full details and the link where you can apply click here. <https://www.uninsubria.it/postlauream/metodi-e-modelli-le-decisioni-economi…>* *Students interested in the program should contact Prof. Matteo Rocca, at matteo.rocca(a)uninsubria.it <matteo.rocca(a)uninsubria.it>.* *As it is stated in the call, applicants have to submit 3 Recommendation Letters (Max. 3) by University staff and/or employers. The letters will be placed directly by the evaluators in the on-line procedure. Applicants will have to enter in the online registration form the name and e-mail address of the referent identified .* *The deadline to apply is July 31st 2018, 12pm (CET)* *We would be grateful if you could bring this information to the attention of possible applicants.* *Best regards,* *EM*

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6th FCPNLO, BCAM, Bilbao, 26-28 September 2018
by Gianni Pagnini 11 Jun '18

11 Jun '18

Dear Colleagues, I would like to promote the sixth edition of the workshop Fractional Calculus, Probability and Non-Local Operators that we be held at BCAM, Bilbao, Basque Country - Spain, in the days 26-28 September 2018. The workshop is an occasion to discuss in an informal environment recent developments and open problems related to Fractional Calculus, it is organised as a solutions-for-problems as well as a problems-for-solutions meeting by gathering specialists from different fields with complementary expertise and views. The program of the workshop includes invited speakers but it is also open to free submissions for talks and special financial support can be asked for young researchers. Invited Speakers: Larbi Alili (University of Warwick) Mirko D’Ovidio (La Sapienza University, Rome) Carlo Manzo (University of Vic) Lukasz Plociniczak (Wroclaw University of Science and Technology) Luz Roncal (BCAM, Bilbao) Laura Sacerdote (University of Torino) Trifce Sandev (Ss. Cyril and Methodius University, Skopie) Alessandro Taloni (Istituto dei Sistemi Complessi, Roma) Enrico Valdinoci (University of Milan) Zoran Vondracek (University of Zagreb) For more information, please visit the webpage https://wp.bcamath.org/fcpnlo2018/ <https://wp.bcamath.org/fcpnlo2018/> or write me an email at gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org>. Looking forward to meeting you in Bilbao, Regards, Gianni Pagnini — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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Fwd: Call of interest - Mathematics - Rome Tor Vergata
by Domenico Marinucci 09 Jun '18

09 Jun '18

***************** CALL FOR INTEREST ***************** The Department of Mathematics at the University of Rome Tor Vergata invites expressions of interest for Senior (Tenure-Track) Assistant Professor ('RTD-B') and Tenured Associate Professor positions in any area of Pure and Applied Mathematics. Who we are: Our Department has been consistently ranked in top positions within Italy and Europe in Research Assessment Exercises held over the last decade; it is the only Italian institution ranking in the top 100 worldwide for Mathematics according to the ARWU ranking of 2017. Moreover, the Department has been recently ranked first in Italy and hence financed by the Italian Ministry of Education, University and Research (MIUR) under the program "Departments of Excellence" for the 2018-2022 period. More information about the Department and this program can be found at https://www.mat.uniroma2.it/ see also http://www.mat.uniroma2.it/Progetto/ What we offer: - Associate Professor is a tenured position. Applicants should have an established track-record of publications in top international journals and evidence of leadership and recognition in the international academic community, including grant applications and project management. Standards of excellence in teaching are also expected. The initial gross salary of an Associate Professor is around 50k Euros per year. The net amount after taxes depends on the total personal income, the composition of the family and other parameters. To apply for an associate professorship in Italy, the candidates must hold the "Abilitazione Scientifica Nazionale" (Italian National Habilitation) as Associate Professor, or must have been declared eligible by the Italian Ministery of University and Research (MIUR), or must be currently employed in an equivalent position in Italy or in a foreign Department. - Senior (Tenure-Track) Assistant Professor (RTD-B) is for three years. Subject to evaluation, the position will be converted in a tenured Associate Professorship. Applicants for this position must have at least three years of experience after PhD completion, and an already established research record. The initial gross salary is around 38k Euros per year A four-year tax exemption on 90% of the salary is available according to the Italian tax law for those candidates who have been residing outside Italy for 2 years or more. All positions will start not earlier than 2019. Moreover, the MIUR Excellence Grant will provide special funds to attract PhD students and PostDocs to join the Department and host large scientific events as well as other activities such as PhD courses, seminars and workshops. Procedure: Applicants should express their interest by sending an email to progetto(a)mat.uniroma2.it, including a Curriculum Vitae and a list of publications. The subject of the email should be Associate-surname or RTDB-surname. Selected candidates could be invited for a seminar. There are no restrictions regarding the nationality of the applicants. Please note that this is a call for interest, not a job vacancy announcement; i.e., this call is only a preliminary stage aimed to collect expressions of interest, and it is not a formal application for positions. On the basis of the collected EoIs, the Department will decide whether or not to open a position in specific subdisciplines. Academic positions in Italy can only be awarded through a public competition or direct appointment. The Department will contact the applicants to inform them about the opening of the formal positions and the required documentation. For additional information, please contact us at: progetto(a)mat.uniroma2.it

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seminario DISMA-Politecnico di Torino
by Paola Siri 09 Jun '18

09 Jun '18

Mercoledì 13 Giugno alle ore 15.00 presso l’aula 1D del Politecnico di Torino (Corso Duca degli Abruzzi 24 - 10129 Torino) il prof. GIOVANNI PISTONE (Collegio Carlo Alberto, Torino) terrà un seminario dal titolo Non-Parametric Information Geometry with Derivatives Tutti gli interessati sono invitati a partecipare. Paola Siri Barbara Trivellato ———————————————————————- Paola Siri DISMA - Politecnico di Torino Corso Duca degli Abruzzi 24 - 10129 Torino tel. +39 11 090 7550 e-mail: paola.siri(a)polito.it

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Postdoc position in Geometric Methods for Deep and Reinforcement Learning at RIST
by Luigi Malagò 07 Jun '18

07 Jun '18

=========================================================== *Subject*: Postdoc position in Machine Learning (1 year, renewable up to 2.5 years) *Institution*: RIST - Romanian Institute of Science and Technology, Cluj-Napoca *Keywords*: Deep Learning, Reinforcement Learning, Stochastic Optimization, Optimization over Manifolds, Information Geometry, Riemannian Geometry *Application deadline*: 30 June 2018 (applicants are encouraged to apply earlier) *Salary*: around 2190 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc-positio ns-in-deep-learning-and-machine-learning.html =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for a postdoc position, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 2.5 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group http://luigimalago.it/group.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, from the unifying perspective of Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST, where about 20 new postdoctoral research associates and research software developers will be hired by 2018. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-lea rning-and-machine-learning.html Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 30 June 2018 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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Seminario di Stefano Favaro, CNR IMATI, Milano
by antonio.pievatolo＠cnr.it 07 Jun '18

07 Jun '18

Il prof Stefano Favaro terrà un seminario al CNR-IMATI, sede di Milano, mercoledì 13/6/2018 alle 14:30, via Alfonso Corti 12, aula A. Chi intendesse partecipare è pregato di comunicarlo a simona.milani(a)mi.imati.cnr.it per ragioni organizzative. Cordialmente A. Pievatolo %%%%%%%%% titolo e abstract %%%%%%%%%%% A Bayesian approach to disclosure risk assessment Protection against disclosure is a legal and ethical obligation for statistical agencies releasing microdata files for public use. Given a cross classification of sample records by categorical key variables, any decision about release is supported by measures of disclosure risk, the most common being the number $\tau_{1}$ of sample uniques cells that are also population uniques. In this paper we depart from the dominant literature that infers $\tau_{1}$ by modeling association among key variables, and we consider modeling directly sample records. We develop a novel nonparametric Bayesian approach under the minimal assumption of a generalized Dirichlet prior for the random partition induced by the cross-classified sample records. This allows to derive an explicit, and simple, expression for the posterior distribution of $\tau_{1}$, as well as a large sample Binomial approximation of it. Such a closed-form results, combined with an estimator for prior parameters designed in such a way to recognizes a primary role of small cells, make inference on $\tau_{1}$ exact, of easy implementation, computationally efficient and scalable to massive datasets. The proposed approach is tested on benchmark data from the U.S. 2000 census for the state of California, showing the same good performance of recent semiparametric Bayesian models for key variables. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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Fwd: postdoc position in Budapest
by Giacomo Scandolo 07 Jun '18

07 Jun '18

Ricevo e inoltro -------- Messaggio originale -------- Oggetto: postdoc position in Budapest Data: Martedì 29/05/2018 10:14 Mittente: rasonyi <rasonyi.miklos(a)renyi.mta.hu> PostDoc position (Rényi Institute, Budapest) There is a vacancy for a one-year PostDoc research assistant position at Rényi Institute, Budapest, in the Financial Mathematics Group led by Miklós Rásonyi. The position is funded by a grant of the Hungarian Academy of Sciences. The project is about optimal investment in financial markets where stock prices are modelled by Markov processes in random environments. A typical example is the fractional stochastic volatility model (and its discrete-time counterparts). A completed PhD is required, in any subfield of probability. Starting date is 1st October 2018. If you wish to apply, please send a CV, your papers (or links to them) and the names and email addresses of two referees to Miklós Rásonyi (rasonyi(a)renyi.hu) You may also contact him to obtain further information about this position. Deadline: 1st July 2018.

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Fwd: Departmental Lecturer in Mathematical Finance (fwd)
by Tiziano Vargiolu 06 Jun '18

06 Jun '18

---------- Forwarded message ---------- From: Mathematical Institute Vacancies <vacancies(a)maths.ox.ac.uk> Date: 2018-06-06 13:07 GMT+02:00 Subject: Departmental Lecturer in Mathematical Finance https://www.maths.ox.ac.uk/node/28781 ? The Mathematical Institute proposes to appoint a Departmental Lecturer in Mathematical Finance.? This post is funded by the Royal Society and is a two year fixed-term position, starting from 1st October 2018 or as soon as possible thereafter. ? The Departmental Lecturer will contribute to the teaching and administration associated with Mathematical Finance and will be expected to have an outstanding research record in that area. The Departmental Lecturer will be expected to engage in advanced study and academic research in mathematical and computational finance and will be responsible to lecture, teach and supervise undergraduate and postgraduate students. ? The successful candidate will be expected to have a PhD in Mathematics with an aptitude for teaching, an awareness of pedagogic methods and evidence to carry out advanced teaching in mathematical and computational finance.? Sufficient depth and breadth of knowledge in the subject to develop course materials and research proposals together with a publication record and familiarity with the existing literature and research is also essential. ? Please direct informal enquiries to the Recruitment Administrator (email: vacancies(a)maths.ox.ac.uk) quoting vacancy reference 135168. ? 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.? (NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date). ? Applications for this vacancy are to be made online.? To apply for this post and for further details, including the job description and selection criteria, please click on the link below ? https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs pec?p_id=135168 ? Only applications received before 12:00 noon UK time on Monday 9th July 2018 can be considered. ? Committed to equality and valuing diversity. ? ? Miss Nims Damney Recruitment Administrator Mathematical Institute, Andrew Wiles Building Radcliffe Observatory Quarter, Woodstock Road Oxford, OX2 6GG Tel: 01865 (2) 73518 ____________________________________________________________________________ To unsubscribe from the EWM-ALL list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=EWM-ALL&A=1

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Position of associate professor in Probability and Statistics - University of Trieste
by Francesco Caravenna 06 Jun '18

06 Jun '18

Ricevo e inoltro. > ---------- Forwarded message ---------- > From: Emilia Mezzetti <mezzette(a)units.it <mailto:mezzette@units.it>> > Date: 2018-06-05 20:17 GMT+02:00 > Subject: Position of associate professor in Probability and Statistics - University of Trieste > To: > > > Dear everybody, > I wish to signal the opening of a position of Associate professor in Probability and Statistics at the University of Trieste. Please distribute this announcement. > Best regards, > Emilia Mezzetti > > > > Associate Professor in Probability and Statistics > University of Trieste > Department of Mathematics and Geosciences – Excellence Department 2018-2022 > > The Department of Mathematics and Geosciences was recently selected by the Italian Ministry of Research and University as one of the Excellence Departments among all the Italian State universities. Because of this, the Department will receive a special financial support in the next five years, which will involve human resources, investments, and high quality didactical activities. > > In this framework the Department invites qualified researchers in the field of Probability and Mathematical Statistics to submit expressions of interest in view of the opening of a position of Associate Professor in the Italian recruitment sector MAT/06 - Probabilità e Statistica. > > The candidates must either have been declared eligible by the Italian Ministery of Research and University to the position of Associate Professor, or be currently employed in an equivalent position in an Italian or foreign department. Once recruited, they will be asked to teach courses at the first and second university levels, and possibly also to PhD students, for a total amount of 120 hours per year. The research activity will be such as to satisfy the guidelines of the Commission for Evaluation of Research of the University of Trieste, so to maintain a good scientific production. > > The expressions of interest must be addressed to Prof. Francesco Princivalle, Director of the Department of Mathematics and Geosciences, to the e-mail address direttoredmg(a)units.it <mailto:direttoredmg@units.it>, jointly with a curriculum vitae, possibly before June 30, 2018. Clearly enough, this initiative will have no influence on the final judgement for the recruitment. > > > > -- > Prof.ssa Emilia Mezzetti > Dipartimento di Matematica e Geoscienze > Sezione di Matematica e Informatica > Università degli Studi di Trieste > Via A.Valerio 12/1 > 34127 Trieste, Italia > > Stanza 227, II piano > e-mail: mezzette(a)units.it <mailto:mezzette@units.it> > tel. studio (++) 040 558 2650 > tel. casa: (++) 040 43655 > fax: (++) 040 558 2636 > skype: emiliamezzetti > > http://www.dmi.units.it/~mezzette/ <http://www.dmi.units.it/~mezzette/>

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mini-corso - Prof.ssa Giulia Di Nunno
by Emanuela Rosazza 05 Jun '18

05 Jun '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, la Prof.ssa Giulia Di Nunno (University of Oslo) terrà un mini-corso di dottorato su Malliavin Calculus and Applications to Finance Il calendario delle lezioni è il seguente: Mercoledì 13 giugno – ore 10-13 Giovedì 14 giugno – ore 10-13 Venerdì 15 giugno – ore 10-12 Location: Aula Seminari 2062 del DISMEQ – Università di Milano-Bicocca – aula seminari 2062 – U7 – secondo piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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[WORKSHOP Reminder] Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22
by Brigo, Damiano 05 Jun '18

05 Jun '18

Workshop on Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22, 2018. http://www.imperial.ac.uk/sagest-2018/ Invited speakers: Michael Betancourt (Symplectomorphic, LLC) David Elworthy (Warwick) Peter Friz (TU Berlin) Andrew Duncan (Sussex) Karen Haberman (Bonn) Martin Hairer (Imperial College London) Yves Le Jan (Université Paris-Sud) Xue-Mei Li (Imperial College London) Terry Lyons (Oxford) Nigel Newton (Essex) James Norris (Cambridge) Grigorios Pavliotis (Imperial College London) Giovanni Pistone (Turin) Amanda Turner (Lancaster) ORGANISING COMMITTEE John Armstrong (KCL) Damiano Brigo Thomas Cass CONFERENCE SECRETARIAT Claudio Bellani Emilio Rossi Ferrucci FUNDING BODIES CFM - Imperial Institute of Quantitative Finance Department of Mathematics, Imperial College London Department of Mathematics, King's College London London Mathematical Society CONTACTS AND REGISTRATION http://www.imperial.ac.uk/sagest-2018/contacts-and-registration/ ------ Prof. Damiano Brigo Chair at the Department of Mathematics Mathematical Finance and Stochastic Analysis Groups Imperial College London www3.imperial.ac.uk/people/damiano.brigo

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SUBMISSION DEADLINE EXTENDED TO JUNE 18 FOR HFFE 2018 Pisa
by Daniele Tantari 05 Jun '18

05 Jun '18

Dear colleagues, we hope this email finds you well. We are organizing a workshop on "Frontiers in High-Frequency Financial Econometrics" at Scuola Normale Superiore in Pisa (Italy) on 28-29 September 2018. The purpose of the workshop is to bring together scholars from the financial econometrics and mathematical finance fields to present latest results on high-frequency financial econometrics. *The deadline for submission is now June 18, 2018.* For more information, see the conference website: https://www.hffe2018sns.com/ We kindly ask you to cascade this information to your respective teams as appropriate, and please forward this email to whom it may concern. The scientific committee of the workshop consists of Giacomo Bormetti (University of Bologna), Fulvio Corsi (University of Pisa), Fabrizio Lillo (University of Bologna), Maria Elvira Mancino (University of Florence), Stefano Marmi (Scuola Normale Superiore), Davide Pirino (University of Rome "Tor Vergata"), Roberto Renò (University of Verona) The final program of the workshop will include both submitted and invited papers. Our guest speakers are Yacine Ait-Sahalia (Princeton University) Nikolaus Hautsch (University of Vienna) André Lucas (VU University Amsterdam) Mathieu Rosenbaum (Ecole Polytechnique) On behalf of the organizing committee, Best Regards, Daniele Tantari

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assegno di ricerca
by Franco Flandoli 05 Jun '18

05 Jun '18

E' bandito un assegno di ricerca annuale presso la Scuola Normale Superiore di Pisa, nell'ambito della Probabilità. Il bando si può consultare seguendo i link: IT: https://www.sns.it/scuola/opportunit%C3%A0-offerte-dalla- normale/bandi-di-concorso/assegni-di-ricerca ENG: https://en.sns.it/international/job-opportunities/research-grants Scadenza 4 luglio. Franco Flandoli

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Fwd: vacancy
by Cristian Giardina 05 Jun '18

05 Jun '18

Con preghiera di diffusione. Saluti cordiali, C. Giardina' %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *In the Probability group at Leiden University and the Applied Probability group at Delft Institute for Applied Mathematics * *there are vacancies for two PhD students, one in each group.* *Project Description* The aim of the project is to advance the theory of duality for Markov processes in the context of population dynamics and interacting particle systems in random environment. In Leiden the focus will be on genetic models with seed-bank and the effect of migration on the evolution of the population. In Delft the focus will be on condensation phenomena for models of heat conduction in inhomogeneous media. The project is funded through the TOP 1 NWO grant "Duality for Interacting Particle Systems" of Frank den Hollander (Leiden University), Frank Redig and Cristian Giardinà (Delft University of Technology). The two PhD students are expected to work in close collaboration with each other and with the three supervisors, as a team. *Starting Date* January 1, 2019. *Job requirements* We are looking for a candidate that meets the following requirements: · a solid background in Applied Mathematics, with an interest in probability theory, interacting particle systems, Markov processes; · detailed knowledge of analysis, probability theory and stochastic processes, as demonstrated by a relevant Master; · an interest in cross-topic collaboration between different fields of mathematics with applications to physics and/or biology; · candidates from non-Dutch or non-English speaking countries should be prepared to prove their English language skills; · good communicative skills in English, both in speaking and in writing. *We offer* · a challenging job in a dynamic and highly ranked University; · collaboration in an excellent research environment, with many young PhD candidates, postdocs, and young staff members; · full-time employment as a PhD-candidate for a period of 4 years; · a gross salary of € 2222 per month in the first year increasing up to € 2844 in the fourth year; · annually 8% holiday allowance and 8.3% end of year allowance; · support with your personal development and career planning including courses, summer schools, conference visits etc.; · a broad package of fringe benefits (including an excellent technical infrastructure, child care, moving expenses, savings schemes, coverage of costs of publishing the dissertation and excellent sports facilities). As part of an equal opportunity scheme, women are encouraged to apply. Attaining a PhD at Leiden University or Delft University of Technology provides you with excellent career opportunities.

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Polimi: Avviso di seminario
by Daniele Marazzina 05 Jun '18

05 Jun '18

Con preghiera di diffusione ________________________________ Si avvisa che in data 12/6/2018, alle ore 13:45 precise, presso il Dipartimento di Matematica del Politecnico di Milano, Aula Seminari Terzo Piano, nell'ambito delle iniziative della sezione di Finanza Quantitativa, si svolgerà il seguente seminario: Titolo: Learning the Optimal Risk - Advanced Risk-Based Portfolio Management with Global Optimization Algorithms Relatore: Marco Scaringi, Intesa Sanpaolo

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[POSITION] Associate Professor in Statistics - Milan - Italy
by stefano iacus 04 Jun '18

04 Jun '18

[apologizes fo crossposting] The Centre of Excellence in Economics and Data Science ( http://ceeds.unimi.it ) of the Department of Economics, Management and Quantitative Methods (DEMM), University of Milan has open the following position of Associate Professor ("professore associato" in the Italian system) in STATISTICS: "n. 1 posto - s.c. 13/D1, ssd SECS-S/01 (Codice 3766), settore concorsuale 13/D1 - Statistica, SECS-S/01 - Statistica" Deadline: 29th June 2018, 12am (Italian local time) Particular attention will be given to candidates with an excellent research record and showing the potential to cooperate with the current members of the department in pursuing DEMM’s strategy in the development of Data Science and Economics. More information about the application procedure can ben found here: http://www.unimi.it/ateneo/valcomp/95799.htm Further contacts: datasciencelab(a)unimi.it, stefano.iacus(a)unimi.it ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of DSE - Master in Data Science & Economics http://www.dse.unimi.it CEO/CTO/Co-Founder VOICES from the Blogs http://www.voices-int.com 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 Master in Finance & Economics http://www.dse.unimi.it Twitter: @dseunimi Facebook: http://www.facebook.com/dseunimi Email and further information at: dse(a)unimi.it ------------------------------------------------------------------------------------ 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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prof Campi's seminar - LUISS June 7
by Sara 04 Jun '18

04 Jun '18

On June 7, at 12 pm room 305B prof Luciano Campi, the London School of Economics, will give the following seminar Title: N-player games and mean field games with absorption Abstract: We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding N-player games, the evolution of players' states is described by a system of weakly interacting Ito equations with absorption on first exit from a bounded open set. Once a player exits, her/his contribution is removed from the empirical measure of the system. Players thus interact through a renormalized empirical measure. In the definition of solution to the mean field game, the renormalization appears in form of a conditional law. We justify our definition of solution in the usual way, that is, by showing that a solution of the mean field game induces approximate Nash equilibria for the N-player games with approximation error tending to zero as N tends to infinity. This convergence is established provided the diffusion coefficient is non-degenerate. The degenerate case is more delicate and gives rise to counter-examples. The talk is based on a joint paper with Markus Fischer (Padua University). best regards -- 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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