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Workshop “Stochastic Models in Ecology and Evolutionary Biology” - first announcement
by Marco Formentin 18 Dec '17

18 Dec '17

Dear All, we are glad to announce the workshop “Stochastic Models in Ecology and Evolutionary Biology” that will be held in Venice, 5-7 April 2018, at the Istituto Veneto di Scienze, Lettere ed Arti. Aim of the workshop is to bring together scientists with different background - people from biology, physics and mathematics - interested in stochastic models in ecology and evolutionary biology, to discuss issues and exchange methods and ideas. A partial list of topics includes: stochastic population dynamics, branching processes, molecular evolution, resilience and criticality of ecological systems, models and prediction of biodiversity, ecological interaction and microbial community dynamics. Invited Speakers (in alphabetical order - *TBC): J.-F. Arnoldi, E. Baake, Otto X. Cordero, J. Dalmau, K. Faust*, J. Friedman, A. Lambert, M. Loreau, T. Parson*, A. Sanchez, B. Trubenova*. The cost for workshop attendance will be 90 Euro, which includes coffee breaks and conference material. We will also have contributed talks and poster sessions. The call for abstracts will close on March 2, 2018. For all information about abstract submission, registration, accommodation and location, please check http://www.pd.infn.it/~maritan/veniceworkshop/veniceworkshop.html Best regards, The organizers, Paolo Dai Pra, Amos Maritan, Marco Formentin, Samir Suweis

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Posizione Ricercatore tipo A in Mat-05 e MAT-06
by Pietro Caputo 18 Dec '17

18 Dec '17

Ricevo e inoltro: ---------- Messaggio inoltrato ---------- Da: "Pierangelo Marcati" <pierangelo.marcati(a)gssi.it> Data: 18 Dic 2017 2:00 PM Oggetto: Posizione Ricercatore tipo A in Mat-05 e MAT-06 A: Cc: Cari Colleghi vi ricordo le posizioni RTD-A MAT/05 (Analisi Matematica) e MAT/06 (Probabilità) presso il GSSI in scadenza a fine mese: http://www.gssi.it/albo-ufficiale-online-gssi Cordiali saluti Piero Marcati

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seminario Carlo Sala in Bicocca
by fabio bellini 15 Dec '17

15 Dec '17

Il giorno martedì 19 dicembre alle ore 14.30, presso la aula demografica del DISMEQ al secondo piano dell'edificio U7 della Università di Milano-Bicocca, il dott. Carlo Sala dell'ESADE di Barcellona terrà un seminario su S&P 500 Index, an Option-Implied Risk Analysis Abstract The forward-looking nature of option market data allows one to derive economically-based and model-free conditional risk measures. The option-implied methodology overcomes the elicitability issue and is an interesting tool for regulators and companies to perform external or internal risk analysis without posing assumptions on the distribution of returns. The article proposes the first comprehensive analysis of the performances of these measures compared with classical risk measures for the S&P500. The option-implied estimates deliver good results during the financial crisis and emerge as a convenient alternative to the existing risk measures. Tutti gli interessati sono invitati a partecipare. -- Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Assegno di ricerca biennale
by Elvira Di Nardo 14 Dec '17

14 Dec '17

Con preghiera di diffusione a tutti gli interessati. Si segnala l'uscita di un bando per un assegno di ricerca biennali nell'area 01 per matematica applicata. La ricerca si propone lo studio di nuove problematiche attuali della matematica applicata, con particolare riferimento a quelle elencate nel progetto scientifico del Dipartimento di Matematica dell'Università di Torino: http://www.dipmatematica.unito.it/do/home.pl/View?doc=dip_prog_scien.html per i seguenti settori scientifico-disciplinari: Calcolo delle Probabilità e Statistica Fisica Matematica Analisi Numerica Le tematiche di ricerca attive per il SSD MAT/06 sono reperibili al seguente link: http://www.dipmatematica.unito.it/do/gruppi.pl/Show?_id=2oge&tab=2 Le domande di ammissione alla selezione devono essere presentate utilizzando esclusivamente l'apposita procedura online al link https://pica.cineca.it/unito/assegni-di-ricerca-unito-cofinanziati-miur-xx/ dove è anche possibile scaricare il testo completo del bando. La presentazione delle domande di partecipazione dovrà essere perfezionata e conclusa improrogabilmente entro le ore 13.00 (ora di Roma) del 04/01/2018. Un saluto. Elvira Di Nardo -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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de Finetti Risk Seminar - December 21
by Emanuela Rosazza 14 Dec '17

14 Dec '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture TITLE: Probability measure valued polynomial processes Christa Cuchiero University of Vienna ABSTRACT: We introduce polynomial diffusions taking values in the space of probability mea- sures on a locally compact Polish space, generalizing the well-known Fleming-Viot process. We provide a representation of the corresponding extended generators, and prove well- posedness of the associated martingale problems. In particular, we obtain uniqueness by establishing a formula for the conditional moments of the solution, which in the finite-dimensional case reduces to a matrix exponential. The talk is based on joint work with Martin Larsson and Sara Svaluto Ferro. LOCATION: The seminar will be held on Thursday, December 21, at 17.00, 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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Seminario ARMSTRONG
by Matteo Ruggiero 12 Dec '17

12 Dec '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Mercoledì 20 Dicembre 2017, alle ore 11:30, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ John ARMSTRONG (King’s College London) STOCHASTIC DIFFERENTIAL EQUATIONS AS JETS We explain how Ito Stochastic Differential Equations (SDEs) on manifolds may be defined using 2-jets of smooth functions. We show how this relationship can be interpreted in terms of a convergent numerical scheme. We show how jets can be used to derive graphical representations of Ito SDEs and how jets give rise to a coordinate free approach to understanding SDEs and diffusions on manifolds. We will consider some applications of this approach. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://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 Luciano Campi a L'Aquila
by Fabio Antonelli 11 Dec '17

11 Dec '17

Il giorno 18 dicembre 2017 alle ore 12:30 presso il Laboratorio di Didattica della Matematica (Coppito 1 piano terra) il prof. Luciano Campi - London School of Economics terrà il seminario Nonzero-sum stochastic differential games with impulse controls: a verication theorem with applications Abstract: We consider a general nonzero-sum impulse game with two players. The main mathemat- ical contribution of the paper is a verication theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities for the value functions and the optimal strategies of the two players. As an application, we study an impulse game with a one-dimensional state variable, following a real-valued scaled Brownian motion, and two players with linear and symmetric running payos. We fully characterize a Nash equilibrium and provide explicit expressions for the optimal strategies and the value functions. We also prove some asymptotic results with respect to the intervention costs. Finally, we consider two further non-symmetric examples where a Nash equilibrium is found numerically. Fabio Antonelli

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PhD studentship on Pólya urns @ Bath (UK)
by Alessandra Cipriani 11 Dec '17

11 Dec '17

Ricevo ed inoltro. Alessandra Cipriani ---------------------------------------- Dear all, we offer a PhD studentship to be held at the University of Bath, in the prestigious Probability group Prob-L@B, under the supervision of Dr Cécile Mailler on reinforced stochastic processes, and in particular Pólya urns. The deadline for applications is January 28th, the starting date is October 1st; more information is available at https://www.findaphd.com/search/ProjectDetails.aspx?PJID=92845, and informal enquiries are encouraged and should be directed at c.mailler(a)bath.ac.uk. Best wishes, Cécile Mailler

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Seminario M. Maurelli a Pisa, 18 dicembre
by Marco Romito 11 Dec '17

11 Dec '17

Dear all, I would like to announce the following talk in the probability seminar at the University of Pisa. DATE AND TIME: Monday, December 18, 15:00h - 16:00h LOCATION: Aula Seminari, Dipartimento di Matematica, Universita' di Pisa SPEAKER: Mario Maurelli (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, & Technische Universität Berlin) TITLE: A McKean-Vlasov SDE with reflecting boundaries ABSTRACT: McKean-Vlasov SDEs are SDEs where the coefficients depend on the law of the solution to the SDE. Their interest is in the links with nonlinear PDEs on one side (the SDE-related Fokker-Planck equation is nonlinear) and with interacting particles on the other side (the McKean-Vlasov SDE can be approximated by a system of weakly coupled SDEs). In this talk, motivated by a model of lithium-ion batteries, we introduce a McKean-Vlasov SDE constrained on a bounded domain. The novelty lies in the particular interplay between the mean field interaction and the boundary conditions. We study well-posedness and particle approximation. Our analysis combines techniques for SDEs with Neumann boundary terms (Skorokhod equation, Lions-Sznitman) and ideas from a recent approach to McKean-Vlasov SDEs (Cass-Lyons). Everyone is invited to participate.

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Fwd: Saint-Flour 2018, July 8-20
by Marco Romito 10 Dec '17

10 Dec '17

FIRST ANNOUNCEMENT Dear colleagues The 48th Saint-Flour Probability Summer School will be held on July 8-20, 2018. This year, the three courses will be: *Hugo Duminil-Copin* (IHES Paris-Saclay):/Graphical representations of the Ising model/. *Asaf Nachmias* (Tel Aviv University):/Planar maps, random walks and the circle packingtheorem/. *Balint Tóth* (University of Bristol):/Scaling limits for random walks and diffusion with long memory/. Further information can be found on the conference website: recherche.math.univ-bpclermont.fr/stflour/stflour-en.php 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, Laurent Serlet ------------------------------------------------- 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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de Finetti Risk Seminar - December 2017
by emanuela rosazza gianin 10 Dec '17

10 Dec '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Learning Consumer Tastes from Dynamic Assortments: A Nonparametric Bayesian Model Canan Ulu Georgetown University Abstract. We study dynamic assortment decisions of a firm learning about consumer tastes by observing sales of the products offered. Each period, the firm offers an assortment to maximize expected total profits over a finite horizon given its subjective beliefs on consumer tastes. The consumers choose a product that maximizes their own utility and the firm updates its beliefs on consumer tastes after having observed the sales of each product in the assortment. We model consumer tastes as locations on a Hotelling line and develop a nonparametric Bayesian learning model using Polya tree priors that makes no assumptions on the form of the consumer taste distribution. Our nonparametric learning model results in optimal profits that are robust to misspecification in the consumer taste distribution. We develop upper bounds on the firm’s total profit based on information relaxations and study the performance of various heuristic policies with respect to these upper bounds. LOCATION: The seminar will be held on Wednesday, December 13, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen <https://maps.google.com/?q=Via+Rontgen+1&entry=gmail&source=g> 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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Study group with industry
by Enrico Scalas 08 Dec '17

08 Dec '17

Dear Colleagues, If you are in the London area, you might be interested in this Energy Systems Study Group with Industry with a probabilistic twist: http://www.sussex.ac.uk/maths/research/essgi Best wishes, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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Avviso di mini-corso :: Bakka@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 07 Dec '17

07 Dec '17

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Dipartimento di Scienze Statistiche Sapienza Università di Roma ----------------------------------------------------------------------------- Mercoledì, 13 Dicembre, ore 08:30-12:30 (Aula VI, 4 piano) Giovedì, 14 Dicembre, ore 15:00-19:00 Venerdì, 15 Dicembre, ore 15:00-19:00 ----------------------------------------------------------------------------- Il corso è gratuito, prevalentemente rivolto agli studenti del curriculum internazionale della Laurea Magistrale in Statistics and Decision Sciences, ma aperto anche alla partecipazione di esterni. Dato il numero limitato di posti disponibili in aula, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form entro domenica 10 Dicembre: url: https://goo.gl/vfM9FM Entro lunedì 11 Dicembre verrà inviata conferma dell'effettiva disponibilità del posto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias in favore di studenti e dottorandi. Buon ponte lungo... Pierpaolo Brutti ----------------------------------------------------------------------------- W H O / Haakon Bakka (https://www.ntnu.edu/employees/haakon.bakka) T I T L E / Introduction to R-INLA for Bayesian Spatial Modelling A B S T R A C T / The course starts with a general overview of the possibilities in INLA, for applied research and for model development. We will proceed to examples of generalised linear models with several random effects. We discuss the cool ideas making INLA fast; why most likelihoods are near-Gaussian in the posterior, how to represent random effects with sparse matrices, and more. The last part of the course is looking at spatial random effects and how they fit into the INLA framework; using the brilliant SPDE approach. In the SPDE approach we approximate the spatial random effect itself, representing it in the entire study area, without needing to know the observation locations. Inference in INLA is so fast that we can run all examples live in class! I am looking forwards to giving the course, and I hope to see you there. S Y L L A B U S / Introduction - What is INLA? Why are so many using it? Why the high impact? - Why you should be very excited to be in this course! - The two core ideas: GMRF, Laplace - Bayesian fitting and prediction Time series and several nonlinear effects - Data: Unemployment - INLA inputs and outputs - GMRF structure with spare precision matrix - Run time O(N) - Simulation-inference Exploring hyper-space - Conditionally Gaussian - Gradient descent - Good computational parametrisations - Logfile & Inference diagnostics - Representing the posterior NOT as samples but as... Non-Gaussian likelihoods - Data: Seeds - Laplace approximation / Nested Laplace - Simulation-inference What models exist in INLA - What likelihoods and links? - What happens when we change the link function? - Multiple likelihoods - Rgeneric: Every model is possible! Priors and interpretable parameters - Interpretable parametrisation vs computational parametrisation - Uninformative priors, conjugate priors - Good priors! - Hierarchical models and “analysis of component variance” Disease-mapping with Besag - Spatial model - Revisiting all the topics so far Continuous spatial models - Data: Fish larvae - How to get O(N^1.5) instead of O(N^3) - De-connecting observation locations and the underlying model - The famous SPDE-approach - Finite Element method and mesh - Simulation-inference -----------------------------------------------------------------------------

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[RTD-B] Posizione in Statistica - Scadenza 29/12/2017
by stefano iacus 06 Dec '17

06 Dec '17

Il Dipartimento di Economia, Management e Metodi Quantitativi ha bandito la seguente posizione RTD-B di Statistica. [N. 1 posto s.c. 13/D1, ssd SECS -S/01 (Codice 3733). Bando D.R. 4169/2017 del 7.11.2017 (G.U. n. 91 del 28.11.2017; settore concorsuale 13/D1 - Statistica, ssd SECS-S/01 - Statistica] SCADENZA: 29 dicembre 2017, ore 12:00 (ora italiana) Cosa si aspetta il dipartimento? (*) Il ricercatore vincitore della procedura di valutazione verrà inserito nei progetti di ricerca di Statistica Computazionale e Data Science del Dipartimento. Contribuirà con le sue ricerche al DataScienceLab (http://datasciencelab.unimi.it) e parteciperà anche alla didattica del nuovo Master in Data Science for Economics, Business and Finanza e alla futura Laurea Magistrale in Data Science and Economics. Chi cerchiamo? (*) I migliori candidati, con solide basi metodologiche ma che si muovono nell'alveo della Data Science e che possano spingere il Dipartimento ancora più avanti nella ricerca in questo campo. Per maggiori informazioni e per inviare la domanda di partecipazione: http://www.unimi.it/ateneo/valcomp/94001.htm <http://www.unimi.it/ateneo/valcomp/94001.htm> Contatti ulteriori: datasciencelab(a)unimi.it <mailto:datasciencelab@unimi.it>, stefano.iacus(a)unimi.it <mailto:stefano.iacus@unimi.it> Con preghiera di massima diffusione Stefano M. Iacus (*) Fatti salvi i requisiti concorsuali e gli obblighi di legge in merito a reclutamento, ecc ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Finance & Economics http://www.mef.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.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(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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RTD-A MAT/05 e MAT 06 al GSSI
by Francesco Caravenna 06 Dec '17

06 Dec '17

Ricevo e inoltro. > Da: Pierangelo Marcati <pierangelo.marcati(a)gssi.infn.it> > Oggetto: RTD-A MAT/05 e MAT 06 al GSSI > Data: 5 dicembre 2017 19:38:04 CET > > 2 posti RTD-A in Analisi Mat. (MAT05) and Probabilità(MAT06) al GSSI > si prega dare massima diffusione > > http://www.gssi.it/albo-ufficiale-online-gssi <http://www.gssi.it/albo-ufficiale-online-gssi> > > > ----------------------------- > * Pierangelo Marcati * > ----------------------------- > Scientific Director > Mathematics Division > GranSasso Science Institute, > INFN - L'Aquila - Italy > http://www.gssi.it <http://www.gssi.it/> > +39(086)242-80262 > > Professor at DISIM (on leave) > Dept. of Information Engineering, Computer Science and Mathematics > University of L'Aquila - Italy > Skype name: p.marcati > http://univaq.it/~marcati <http://univaq.it/~marcati> > +39(086)243-3143

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EFI3, February 15-16, 2018, Pescara (Italy): deadline extension
by Tiziano Vargiolu 06 Dec '17

06 Dec '17

Dear all, due to several requests, we are extending the deadline for submissions to December, 18. Those who are eligible and interested in the ACRI Young Investigator Training Program (see below) are kindly requested to REGISTER as soon as possible, and express qualification and interest by answering YES to the related question, to the link: https://docs.google.com/forms/d/e/1FAIpQLSeDMDCIUiS765NkPuK2I5CxaaECO4xOTb1… We are glad to invite you to contribute and take part in the third edition of the workshop Energy Finance Italia, this time held in Pescara (Italy) on February 15-16, 2018 http://energyfinanceitalia.dtdns.net/index.php/efi3 A selection of papers contributed to the workshop will be published on the Journal of Energy Markets. Call for papers: acceptance of submissions has started. The deadline for extended abstract submission is December 18, 2017. The format of the abstract is maximum two pages, in pdf, in which the name of the presenting Author and the title of the presentation have to be specified. The abstract should be sent to the address energyfinanceitalia(a)gmail.com Fees: 100 euros per person. They include session break refreshments, lunches and the social dinner. Instructions about how to pay will be given soon. EFI3 Young Investigator Training Program ---------------------------------------- The network of Italian universities behind EFI3 will participate in a competitive call of the Associazione di Fondazioni e di Casse di Risparmio (ACRI) named 'YOUNG INVESTIGATOR TRANING PROGRAM'. If financed, this program will allow our network to issue some grants to young researchers (younger than 40 years of age) working outside Italy (Italian or not) to facilitate them 1) to participate to the EFI3 workshop, and 2) to spend one month in one of the universities of the network. These grants will be awarded on a competitive basis, and will be of 3000 Euro for European residents and 4000 Euro for non-European residents. ACRI is expected to announce the results of its financing competition by the end of December 2017. News about this initiative will appear on the website http://energyfinanceitalia.dtdns.net/index.php/efi3 We all hope to see you all in Pescara! 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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seminari Jara e Gubinelli
by FRANCO FLANDOLI 05 Dec '17

05 Dec '17

Giovedì 7 dicembre, nell'aula Cantimori della Scuola Normale Superiore (Palazzo D'Ancona), si terranno i seguenti seminari: 14:00 Milton Jara (IMPA) Title: Entropy methods in interacting particle systems. 15:00 Massimiliano Gubinelli (Bonn) Title: Weak universality of singular SPDEs. Seguono gli abstract. Tutti gli interessati sono invitati a partecipare. Abstract M. Jara: We develop a variational formula to estimate the moment generating function of additive functionals of Markov processes. Combined with a related variational formula for the evolution of the relative entropy of the law of the process with respect to suitable reference measures, this variational formula serves as a substitute for the martingale method pioneered by Kipnis-Varadhan in the case of out-of-equilibrium interacting particle systems. Abstract M. Gubinelli: I will discuss the problem of controlling the large scale limit of weakly non-linear SPDEs in the regime where the non-linearity survives at the macroscopic scale giving rise to singular non-linear SPDEs.

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(senza oggetto)
by enea giuseppe bongiorno 01 Dec '17

01 Dec '17

Cari colleghi, segnalo l'apertura del seguente bando per assegni di ricerca presso l'Università del PIemonte Orientale: - Bando D.R. n. 1396/2017 (id. 393) per il conferimento di n. 27 Assegni di Ricerca – tipologia a - Bando Fondazione CRT (affissione: 30/11/2017 - scadenza: 15/01/2018) Il bando è stato pubblicato sul sito dell'ateneo www.uniupo.it (Ricerca/Assegni di ricerca/bandi), consultabile cliccando il seguente indirizzo: http://www.uniupo.it/it/ricerca/assegni-di-ricerca/bandi Nei prossimi giorni le informazioni relative al bando verranno pubblicati anche sul sito del Ministero (http://bandi.miur.it/) e su quello dell’Unione europea (http://ec.europa.eu/euraxess/) Segnalo che per il nostro settore risultano di interesse le due seguenti tematiche di ricerca (rispettivamente la 24 e la 25 dell'elenco allegato al bando): Semi and Nonparametric techniques for functional data with applications to economic and financial data (codice ERC PE1_14) Risk measures and Capital allocation problems with applications to market and insurance risks in a changing world (codice ERC PE1_21) Un cordiale saluto, E.Bongiorno -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it personal page: https://sites.google.com/site/eneabongiorno/

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Kolmogorov meets Turing @ Roma Tre 01/12/17
by Pietro Caputo 01 Dec '17

01 Dec '17

Friday December 1st 2017, Roma Tre University *Kolmogorov meets Turing 4th edition*, a workshop on probabilistic methods for the analysis of stochastic processes and randomized algorithms. Link: http://www.mat.uniroma3.it/users/caputo/kmt2017.html ********************************* Aula F, Dipartimento di Matematica e Fisica, Roma Tre Largo S. Murialdo 1, 00146 Roma 14:30-15:20 Chris Schwiegelshohn *PCA for k-means: Preserving Cost, Clusters, And Beyond* 15:25-16:15 Marco Scarsini *When is selfish routing bad? The price of anarchy in light and heavy traffic. * 16:20-16:45 Coffe break 16:45-17:35 Francesco Pasquale *Rationality and Randomness. * 17:40-18:30 Alexandre Stauffer *Multi-particle diffusion limited aggregation. * Organizers: Luca Becchetti, Pietro Caputo, Andrea Clementi, Stefano Leonardi, Marco Scarsini

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Fwd: Búsqueda de candidatos para contratos posdoctorales - Searching for post-doctoral candidates
by enea giuseppe bongiorno 01 Dec '17

01 Dec '17

Cari colleghi, ricevo ed inoltro. Cordiali saluti, EB ---------- Forwarded message ---------- From: Ana Almécija Pereda <ana.almecija(a)udc.es> Date: 2017-12-01 10:14 GMT+01:00 Subject: Búsqueda de candidatos para contratos posdoctorales - Searching for post-doctoral candidates To: ana.almecija(a)udc.es Buenos días: En nombre de los profesores Ricardo Cao Abad y Juan Vilar Fernández, coordinadores del grupo de investigación Modelización, Optimización e Inferencia Estadística (MODES) de la Universidad de A Coruña (UDC), remito el anuncio adjunto con el fin de seleccionar doctores candidatos que deseen llevar a cabo su investigación en el grupo MODES, en el ámbito de la estadística o la investigación operativa. El perfil de los candidatos es el de un doctor en estadística o investigación operativa, con un buen registro de publicaciones en uno de estos ámbitos. Se valorará la experiencia posdoctoral, aunque no se excluye la posibilidad de concurrencia de candidatos que obtengan su título de doctor en muy breve plazo. Los seleccionados podrán ser contratados con cargo a alguno de los proyectos de investigación vigentes en el grupo MODES. Además, podrán participar, conjuntamente con el grupo MODES, en diversas convocatorias competitivas de contratos posdoctorales (Juan de la Cierva Formación, Juan de la Cierva Incoporación y Ramón y Cajal entre ellas). Las personas interesadas pueden enviar su expresión de interés, junto con su CV, a esta dirección de correo electrónico (ana.almecija(a)udc.es) no más tarde del *13 de diciembre de 2017*. Os agradeceríamos que dieseis difusión a este anuncio. Muchas gracias por adelantado. Un saludo, ------------------------------------------------------------ ------------------------------------------------------------ ---------------------------------------------------- Dear Sir/Madam, On behalf of professors Ricardo Cao Abad and Juan Vilar Fernández, coordinators of the research group Modeling, Optimization and Statistical Inference (MODES) of the University of A Coruña (UDC), I forward the attached announcement in order to select post-doctoral candidates to carry out their research in the group MODES, in the fields of statistics or operations research. The profile of the candidates is a doctor in statistics or operations research, with a good record of publications in one of these areas. Post-doctoral experience will be valued but candidates who are obtaining their PhD in a very short period of time are not excluded. The selected candidates will be hired via research funds already obtained by MODES. In addition, they may apply, together with MODES, to different competitives calls for post-doctoral contracts (Juan de la Cierva Formación, Juan de la Cierva Incorporación and Ramón y Cajal among others). Interested candidates should send their expression of interest, togeher with their CV, to this email address (ana.almecija(a)udc.es) not later than *December 13th 2017*. We will appreciate if you could spread this announcement. Thank you very much in advance. Kind regards, -- Ana Almécija Pereda Técnico de Gestión de Proyectos Departamento de Matemáticas Facultade de Informática Universidade da Coruña Campus de Elviña s/n 15071 A Coruña Tfn: (+34) 981 167 000 <+34%20981%2016%2070%2000> (ext. 1308)ana.almecija(a)udc.es -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it personal page: https://sites.google.com/site/eneabongiorno/

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Bando posto ricercatore tempo determinato RTD A (13/D1 STATISTICA)- Università Ca' Foscari Venezia
by Carlo Gaetan 29 Nov '17

29 Nov '17

Presso il Dipartimento di Scienze Ambientali, Informatica e Statistica (DAIS) dell'Università Ca' Foscari Venezia è stato bandito un posto per un ricercatore di tipo A nel settore scientifico concorsuale 13/D1 STATISTICA (Settore scientifico-disciplinare SECS-S/01). Il bando, che ha scadenza il 14 dicembre 2017 ore 12:00 CET, è disponibile all'indirizzo: http://intra.unive.it/plapps/bandi/common/showbando?id=27993 Cordiali saluti Carlo Gaetan -- Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 mobile phone: ++39 366 629 7899 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate qui http://www.gnu.org/philosophy/no-word-attachments.it.html

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An Autumn Day in Probability and Statistical Physics
by Francesca Romana Nardi 29 Nov '17

29 Nov '17

Carissimi, scrivo per annunciare che il 15 Dicembre 2017 si svolgera` il secondo incontro della serie di giornate sulla probabilita` e le sue applicazioni alla Fisica, Biologia e Scienze sociali. Ricordo che lo scopo e` di stimolare lo scambio di idee, la collaborazione scientifica tra i partecipanti e offrire ai piu` giovani l'opportunita` di venire a contatto con un ampio panorama di temi di ricerca. L'incontro si svolgera` in un'aula universitaria vicino alla stazione di Firenze S. Maria Novella, per rendere piu` agevole la partecipazione. Di seguito trovate i dettagli della giornata AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 15 December 2017 Lecturers: Milton Jara (IMPA) and Nikos Zygouras (Warwick) Location: Aula Magna di Via S. Gallo 10, Firenze Dr. Milton Jara (IMPA: Istituto de Matematica Pura e Aplicada, Rio de Janeiro, Brasil) Title: Weak universality of the stationary KPZ equation Dr. Nikos Zygouras (University of Warwick, Coventry, UK) Title: Combinatorial structures in KPZ stochastic models Program: 11.00-11.45 Introductory lecture: Jara 11.45-12.00 Break 12.00-12.45 Seminar: Jara 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Zygouras 15.15-15.30 Break 15.30-16.15 Seminar: Zygouras 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 con un paio di menu fissi 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, Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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2018 ABS Summer School on Bayes and Sport (Como, Italy)
by Consonni Guido 29 Nov '17

29 Nov '17

We are glad to announce that the 2018 Applied Bayesian Statistics Summer School (15th edition) will be held in the magnificent Villa del Grumello, Como (Italy) along the Lake Como shore. BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT 4-8 June, 2018 Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics, Queensland University of Technology, Brisbane, Australia. Further details are provided below. Guido Consonni and Fabrizio Ruggeri ABS18 Directors Raffaele Argiento ABS18 Executive Director ------------------------------------------------------------------------ ******************************* * ABS18 * ******************************* Applied Bayesian Statistics School BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT Villa del Grumello, Como, Italy 4-8 June, 2018 Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics, Queensland University of Technology, Brisbane, Australia. The conference webpage is >>>> web.mi.imati.cnr.it/conferences/abs18.html <<<< Registration is now open. Please note that the conference room allows only for a limited number of participants. The ABS18 Secretariat can be contacted at fabrizio(a)mi.imati.cnr.it COURSE OUTLINE The aim of this course is to increase students' ability to develop Bayesian models and computational solutions for real problems in the world of sport. A case study based teaching approach will be taken for the course. Each day, students will be presented with one or two problems posed by Sports Institutes regarding aspects of athlete training for world games. Through participatory problem solving, the students will be challenged to learn about theory, methods and applications of a range of Bayesian models including mixtures, spatio- temporal models, hidden Markov models and experimental design, and computational approaches including Markov chain Monte Carlo and Approximate Bayesian Computation. This hands-on course pays equivalent attention to theory and application, foundation and frontiers in Bayesian modelling and analysis. While the focus of the case studies is on sport, both sporting novices and lovers of sports are welcome, noting that the learning obtained in the course will be widely applicable to many other areas. COURSE SCHEDULE Day 1: Lectures on introduction to Bayesian modelling and computation. Presentation of Problem 1: ranking and benchmarking athletes. Discussion and implementation of potential Bayesian hierarchical models and computational solutions. Communication of results. Day 2: Lectures on foundational Bayesian theory. Presentation of Problem 3: modelling swimmers' effective work per stroke. Discussion and implementation of potential Bayesian high dimensional regression models and computational solutions. Communication of results. Presentation of Problem 4: modelling cyclists' wearable data. Discussion and implementation of potential (marked) time series models and computational solutions. Communication of results. Day 3: Lectures on foundational Bayesian computation. Presentation of Problem 5: optimising athletes' resilience. Discussion and implementation of potential Bayesian mixture models to relate performance, fatigue and recovery. Communication of results. Day 4: Lectures on foundational Bayesian computation and frontier Bayesian theory. Presentation of Problem 6: optimal sampling strategies. Discussion and implementation of potential Bayesian experimental design methods for acquiring data from athletes. Presentation of Problem 7: using video data to compare planned and set play in team sports. Discussion and implementation of potential Bayesian spatio-temporal models. Communication of results. Day 5: Lectures on frontier Bayesian computation. Finalisation of problems 1-7. Extensions. Concluding remarks. PRACTICAL INFORMATION The school will replicate the successful format of the previous years, and will feature lectures and practical sessions (run by a junior researcher), 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.

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Seminario C. Olivera @ UniTo
by Cristina Zucca 29 Nov '17

29 Nov '17

A tutti gli interessati. Lunedì 4 dicembre alle ore 14:30 in aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. Christian Olivera (Universita` di Campinas) terrà un seminario dal titolo: "On a class of stochastic transport equations for L^2_loc vector fields" Abstract: //In this talk we discuss the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the deterministic and stochastic setting), we can lower the integrability regularity required in known results on the coefficients. This is based on a joint work with Ennio Fedrizzi and Wladimir Neves. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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seminar at LUISS
by Marco Scarsini 27 Nov '17

27 Nov '17

Tuesday December 5, at 12:00 room 209 LUISS Viale Romania 32 00197 Roma, ITALY Speaker: Tim Roughgarden (Stanford University) Title: Data-Driven Optimal Auction Theory Abstract: The traditional economic approach to revenue-maximizing auction design posits a known prior distribution over what bidders are willing to pay, and then solves for the auction that maximizes the seller's expected revenue with respect to this distribution. But where does this distribution come from? One obvious answer is from data, in the form of previous bids by comparable bidders in auctions for comparable items. We survey recent work that develops theory to help reason about questions such as: (i) How much data is necessary and sufficient to identify a near-optimal auction? (ii) What is the optimal way to use data? (iii) Are there fundamental trade-offs between auction complexity and auction optimality? ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Deadline extension - Quantitative Finance Workshop 2018 - Uniroma3
by Francesco Cesarone 27 Nov '17

27 Nov '17

==================================================================== EXTENSION OF THE DEADLINE TO DECEMBER 7TH QFW2018 XIX edition of the Workshop on Quantitative Finance Department of Business Studies - Roma Tre University, Rome, Italy 24-25-26 January 2018 http://disa.uniroma3.it/qfw2018/ ==================================================================== Dear Colleagues, Due to several requests, the deadline for submitting an Extended Abstract is extended to December 7th, 2017. We recall that there is no registration fee, conference sponsors will provide coffee-breaks, lunches and the social dinner. Furthermore, several research prizes connected with the conference could be made available for young researchers (for more details see http://disa.uniroma3.it/qfw2018/#1488886813070-37410e9c-f120) We also organized several satellite events before the conference: 1) on 15-16-17-18-19-22-23 January 2018, Prof. Mustafa Pinar of Bilkent University in Ankara will hold an intensive course on Optimization in Economics and Finance; 2) on 23 January 2018, Mathworks <https://www.mathworks.com/>Researchers will organize a mini-workshop; 3) on 24 January 2018, Advanced Risk and Portfolio Management (ARPM <https://www.arpm.co/>) Researchers will organize a mini-workshop. The attendance of these three events is free, but for organizational reasons it is necessary to register by sending an email to francesco.cesarone(a)uniroma3.it with the following subjects: for event 1): Name Surname - course on Optimization; for event 2): Name Surname - Mathworks mini-workshop; for event 3): Name Surname - ARPM mini-workshop. We look forward to meeting you in Rome! Best regards, The organizing committee -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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Seminario MLADEN SAVOV (presso Federico II - dip di Matematica)
by Bruno Toaldo 27 Nov '17

27 Nov '17

Lunedì 4 dicembre alle ore 15 in aula E al III livello del dipartimento di Matematica e Applicazioni "Renato Caccioppoli" dell'Università degli Studi di Napoli Federico II si svolgerà il seguente seminario: Speaker: Mladen Savov (Bulgarian Academy of Sciences) Titolo: Bernstein-gamma functions and exponential functionals of Lévy processes Abstract: In this talk we introduce a new class of special functions, called Bernstein-gamma functions. This simple class extends the classical Gamma function. We derive the Stirling asymptotic and describe the main analytic properties of the class of Bernstein-gamma functions. We then use these functions to evaluate explicitly the Mellin transform of the so-called exponential functionals of Levy processes which in turn allows a thorough study of these random variables. We also discuss the link between the Bernstein-gamma functions and many quantities related to one-dimensional self-similar Markov processes. The latter suggests that Bernstein-gamma functions can play the same role the Gamma function plays in the understanding of many continuous path stochastic processes. This is joint work with Pierre Patie (Cornel, US) Tutti gli interessati sono invitati a partecipare. Bruno Toaldo

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Fwd: Ausschreibung der Stochastikstelle (W3 professorship in Ulm)
by Marco Romito 26 Nov '17

26 Nov '17

The Faculty of Mathematics and Economics at Ulm University invites applications for a Professorship (W3, associate) in "Stochastics" to be filled by 1 October 2018. Candidates should have an internationally outstanding research and teaching record in Stochastics (Probability Theory and Mathematical Statistics) as well as experience in the acquisition of third party funding. The research focus should be in the area of Stochastics at the interface with Analysis (e.g. Stochastic Partial Differential Equations) with relations to applications in the natural or life sciences or in engineering. A particular interest in collaborations within the various research areas of Ulm University and with further local research institutions is desired. The teaching includes courses for students in our mathematical and teacher training programmes as well as mathematical courses for students in other study programmes. Conditions for appointment are a completed course of studies at a university, pedagogical aptitude, doctorate and additional academic qualification (§ 47 LHG). Ulm University is committed to increase the share of women in research and teaching and therefore explicitly encourages female candidates to apply. Applications with the usual documents (including CV, teaching experience, the three most important publications, and certificates of academic degrees and other relevant verifications) are due by 5 January 2018 to the Dean of the Faculty of Mathematics and Economics, Prof. Dr. Alexander Lindner, Ulm University, D-89069 Ulm, (Phone: +49 731 50 23500, Fax: +49 731 50 23610, http://www.uni-ulm.de/mawi) Please send all documents in electronic form in one single PDF file (Email: mawi.dekanat(a)uni-ulm.de) indicating the reference number 118 in the subject line. Physically disabled applicants receive favourable consideration when equally qualified.

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Prize Fellow positions at the University of Bath (UK)
by Ilaria Prosdocimi 26 Nov '17

26 Nov '17

Dear all, May I bring to your attention the University-wide Prize Fellowship at the University of Bath (UK): http://www.bath.ac.uk/campaigns/university-of-bath-prize-fellowships-in-the… In particular there is one fellowship at the Department of Mathematical Sciences for fellows interested in working on probability & its connections and one fellowship at the Institute fro Mathematical Innovation (IMI) for fellows interested in working on Machine learning, Statistics and data science or Mathematical modelling in industry. Please share this with whoever you think might be interested to apply - links for the specific posts are given below. Best wises Ilaria Prosdocimi https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5354 - Faculty of Science Fellowship https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5353 - IMI Fellowship

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Post-doctoral positions in Paris (deadline december 1st)
by Cristina Toninelli 25 Nov '17

25 Nov '17

The Fondation Science Mathematiques de Paris (FSMP) offers *postdoctoral positions of one or two years in mathematics and computer science available from october 2018*. *20 postdoctoral years* will be provided in total. Find here the detailed offer: https://www.sciencesmaths-paris.fr/en/postdoctoral-programmes-247.htm *Online applications until December 1st:* https://www.sciencesmaths-paris.fr/en/2012-2013- postdoctoral-positions-380.htm Please forward this information to your students or to any interested person. Best regards, Gaël Octavia Responsable de la communication Fondation Sciences Mathématiques de Paris www.sciencesmaths-paris.fr IHP - 11 rue Pierre et Marie Curie 75231 Paris Cedex 05 communication(a)fsmp.fr Tél : 33 (0)1 44 27 67 70 Fax : 33 (0)1 44 27 68 04

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EFI3, February 15-16, 2018, Pescara (Italy): deadline approaching
by Tiziano Vargiolu 23 Nov '17

23 Nov '17

(sorry for cross-postings) Dear all, we are glad to invite you to contribute and take part in the third edition of the workshop Energy Finance Italia, this time held in Pescara (Italy) on February 15-16, 2018 http://energyfinanceitalia.dtdns.net/index.php/efi3 A selection of papers contributed to the workshop will be published on the Journal of Energy Markets. Call for papers: acceptance of submissions has started. The deadline for extended abstract submission is November 26, 2017. The format of the abstract is maximum two pages, in pdf, in which the name of the presenting Author and the title of the presentation have to be specified. The abstract should be sent to the address energyfinanceitalia(a)gmail.com Fees: 100 euros per person. They include session break refreshments, lunches and the social dinner. Instructions about how to pay will be given soon. EFI3 Young Investigator Training Program ---------------------------------------- The network of Italian universities behind EFI3 will participate in a competitive call of the Associazione di Fondazioni e di Casse di Risparmio (ACRI) named 'YOUNG INVESTIGATOR TRANING PROGRAM'. If financed, this program will allow our network to issue some grants to young researchers (younger than 40 years of age) working outside Italy (Italian or not) to facilitate them 1) to participate to the EFI3 workshop, and 2) to spend one month in one of the universities of the network. These grants will be awarded on a competitive basis. ACRI is expected to announce the results of its financing competition by the end of December 2017. News about this initiative will appear on the website http://energyfinanceitalia.dtdns.net/index.php/efi3 We all hope to see you all in Pescara! 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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PhD Positions at IST Austria
by Giovanni Alessandro ZANCO 23 Nov '17

23 Nov '17

Dear Colleague, The Institute of Science and Technology Austria (IST Austria) is looking for highly qualified candidates to apply for our ISTScholar PhD program. We offer fully-funded PhD positions in the natural and mathematical sciences in a world-class research environment on the outskirts of Vienna. The research topics that might interest students in your department include: Mathematics Barton Mathematical Models of Evolution Edelsbrunner Algorithms, Computational Geometry and Topology Erdős Mathematical Physics, Probability Fischer Theory of Partial Differential Equations, Applied and Numerical Analysis Hausel Geometry and its Interfaces Maas Stochastic Analysis, Optimal Transport Seiringer Quantum Statistical Mechanics, Mathematical Physics Wagner Discrete and Computational Geometry and Topology Our PhD program is characterized by innovative training with a special focus on interdisciplinarity, close mentoring by outstanding faculty within small research groups, and access to first-rate facilities. Students spend the first year completing coursework and rotations before choosing a thesis group and passing the qualifying exam. Our PhD graduates have gone on to top positions in academia and industry all over the world. Students with a bachelor’s or master’s degree in a relevant field are encouraged to apply. We offer internationally competitive salaries co-funded by an EU Marie Sklodowska-Curie grant, full health benefits, and subsidized on-campus housing in the first year. For more information about the ISTScholar PhD program and application process, as well as faculty profiles, please visit our website at http://phd.ist.ac.at. The deadline for PhD applications is January 8th 2018 for a start date in September 2018. Yours sincerely, Hania Köver, Ph.D. Head of the Graduate School Office Institute of Science and Technology Austria Giovanni Zanco Stochastic Analysis group Institute of Science and Technology Austria gradschool(a)ist.ac.at Am Campus 1 3400 Klosterneuburg Austria ---------------------------------- Download our 2018 PhD open call flyers here: https://phd.pages.ist.ac.at/downloads/

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seminario di probabilità a Pavia
by benedetta.ferrario 22 Nov '17

22 Nov '17

Mercoledi` 29 novembre alle ore 14:30 in aula Beltrami del Dipartimento di Matematica dell'Università di Pavia si svolgerà il seguente seminario: *Titolo* On a class of stochastic transport equations for L^2_loc vector fields *Relatore * Christian Olivera (Universita` di Campinas) *Abstract *In this talk we discuss the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the deterministic and stochastic setting), we can lower the integrability regularity required in known results on the coefficients. This is based on a joint work with Ennio Fedrizzi and Wladimir Neves. Tutti gli interessati sono invitati a partecipare.

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Seminario di Probabilita' e Statistica Matematica a Roma 1
by Faggionato, Alessandra 21 Nov '17

21 Nov '17

Buongiorno, Martedi' 28 Novembre alle ore 14.00 ci sara' il seguente seminario in Aula di Consiglio (Dipartimento di Matematica, Universita' La Sapienza) : *Speaker: *Lorenzo Dello Schiavo (Institut für Angewandte Mathematik — Universität Bonn) *Title: *Two characterizations of Dirichlet—Ferguson measures *Abstract:* We consider the Dirichlet—Ferguson (DF) measure, a random probability on a locally compact Polish space X introduced by Ferguson in [1]. The measure has ever since found many applications, widely ranging from Bayesian non-parametrics to population genetics and stochastic dynamics of infinite particle systems. Firstly, we compute the characteristic functional of DF measures (addressing, if time permits, connections of these measures with Lie algebra theory and Pólya Enumeration Theory). Secondly, we prove a characterization of DF measures via a Mecke-type integral identity. Profiting of connections between DF measures and Poisson measures on configuration spaces, we argue how DF measures may be regarded as ‘canonical' measures on the space P(X) of Borel probability measures on X. Partly based on joint work with E. W. Lytvynov, University of Swansea, Wales, UK. [1] Ferguson, T. S., Ann. Stat. 1(2), pp. 209-230, 1973 Cordialmente, Alessandra -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Job Posting - four fixed term lectureships at Ca' Foscari University of Venice
by Antonella Basso 20 Nov '17

20 Nov '17

Ca’ Foscari University of Venice invites expressions of interest for four fixed term lectureships (“ricercatore a tempo determinato tipo a, rtdA”) in the Department of Economics. The positions are for three years with the possibility of an extension for two more years conditional on a positive evaluation by the department. There is also the possibility to apply for tenure track positions before the end of the contract. - The first position is in applied economics. - The second position is in econometrics. - The third position is in energy economics. - The fourth position is in Financial mathematics, mathematics for economics, actuarial sciences Applications should be received by December 10th, 2017. Further information on the web page: https://econjobmarket.org/postings.php?posid=4838 best regards, Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Reminder - Call for Papers - Quantitative Finance Workshop 2018 - Uniroma3
by Francesco Cesarone 20 Nov '17

20 Nov '17

Dear Colleagues, We take great pleasure to invite you to attend the XIX edition of the Workshop on Quantitative Finance that will be held at the Department of Business Studies - University Roma Tre on 24-25-26 January 2018. The official website is http://disa.uniroma3.it/qfw2018/ After the great success of the previous edition at the University of Milano-Bicocca, we repeat the same conference format, lasting two days and a half (from Wednesday 24 January afternoon to Friday 26 January). The deadline for submitting an Extended Abstract is *26 November 2017*. Notification of acceptance will be given by 23 December 2017. The full paper for the discussant will have to be provided by 7 January 2018. We point out that there is no registration fee, conference sponsors will provide coffee-breaks, lunches and the social dinner. Furthermore, several research prizes connected with the conference could be made available for young researchers (for more details see http://disa.uniroma3.it/ qfw2018/#1488886813070-37410e9c-f120). Looking forward to seeing you in Rome! Best regards, The organizing committee -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali 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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3-year Lecturership in Statistics at University of Leeds
by Tiziano De Angelis 17 Nov '17

17 Nov '17

Dear All, I am glad to announce that the School of Mathematics at the University of Leeds is advertising one post for a fixed term (3 years)* Lecturer in Statistics*. Please follow the link for details: https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1070 <https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1070> *Deadline for application: *31 December 2017. The expected interview dates are 5 February 2018. I would be most grateful if you could please forward this announcement to suitable candidates. Best wishes Tiziano

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avviso di seminario
by Marco Alessandro Fuhrman 16 Nov '17

16 Nov '17

Il giorno 22 novembre, alle ore 14.30, in Aula C del Dipartimento di Matematica dell'Università degli Studi di Milano (via Saldini, 50) il prof. Matteo Barigozzi (London School of Economics, Londra) terrà un seminario dal titolo "Statistical analysis of high-dimensional time series via factor models" Abstract High-dimensional time series are among the most common type of dataset available today, and have entered current practice in many areas, including meteorology, genomics, chemometrics, complex physics simulations, biological and environmental research, finance and econometrics. The analysis of such datasets poses significant challenges, both from a statistical as well as from a numerical point of view. Some of the most successful procedures so far have been based on dimension reduction techniques and, more particularly, on high-dimensional factor models which have been developed, essentially, within time series econometrics. In this talk I will first review the main results on the representation of high-dimensional stationary times series as generalized dynamic factor models. Then I will present two different estimation techniques based on principal component analysis and on Kalman filtering. Both a time and a frequency domain approach are considered. Last, some extensions to non-stationary time series are also discussed. Tutti gli interessati sono invitati a partecipare ------------------------------------------- Carati Andrea, Dipartimento di Matematica, Via Saldini 50, 20133 Milano, Italy ------------------------------------------- tel: ++39/02/5835.6139 fax: ++39/02/5835.6090 -------------------------------------------

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Fwd: Posizione aperta a Finscience
by enea giuseppe bongiorno 16 Nov '17

16 Nov '17

Ricevo ed inoltro posizione aperta presso finscience. Cordiali saluti, EB ---------- Forwarded message ---------- From: Alberto Santangelo <alberto.santangelo(a)finscience.com> Date: 2017-11-15 16:12 GMT+01:00 Subject: Posizione aperta a Finscience To: enea.bongiorno(a)uniupo.it Ciao Enea, Ti chiedo una cortesia: potresti girare la job description in allegato alle persone che secondo te potrebbero essere interessate? La figura che stiamo cercando deve avere un'esperienza dimostrabile in campo Natural Language Processing, e buone conoscenza statistico-matematiche. Non deve essere necessariamente una figura con molti anni di esperienza. Grazie -- [image: FinScience Srl] <http://www.finscience.com/> ALBERTO SANTANGELO FINANCIAL QUANTITATIVE ANALYST Office: (+39) 02 76281064 <+3902+76281064>Foro Buonaparte, 71 - Milano WWW.FINSCIENCE.COM <http://www.finscience.com/> Le informazioni contenute in questo messaggio email sono riservate e destinate esclusivamente al destinatario. In caso di ricevimento del presente messaggio da parte di soggetti diversi dal destinatario, questi è avvertito che qualsiasi uso, copia, diffusione di quanto in esso contenuto è assolutamente proibita. Se questa comunicazione Vi è pervenuta per errore, Vi preghiamo di rispondere a questa mail e successivamente cancellarla dal Vostro sistema. Information contained in this email is confidential and intended for the addressee only. Any use, copy or dissemination of this information by persons or entities other than the intended recipient is prohibited. If you receive this message in error, please reply to this e-mail and delete the material from your computer.

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Final announcement: "Winter school on Energy Systems", Eindhoven (NL), 11-15 December 2017
by Zocca, Alessandro 15 Nov '17

15 Nov '17

Dear colleagues, we are pleased to announce that the “Winter school on Energy Systems” will take place in the week of December 11-15, 2017, in Eindhoven (NL). This winter school is part of a longer tradition of workshops, called YEQT (Young European Queueing Theorists), organized annually by the Eurandom research institute for Stochastics located at the Eindhoven University of Technology. This year we organize the 11th edition of the YEQT workshop on the theme "Stochastic modelling and analysis of energy networks". This year’s YEQT has a different structure than usual, being structured as a winter school. The workshop consists of several tutorials presented by six renowned researchers: - Ana Bušić (INRIA, Paris) - James Cruise (Heriot-Watt University) - Pär Holmberg (Research Institute of Industrial Economics, Stockholm) - Pierre Pinson (Technical University of Denmark) - John Moriarty (Queen Mary University of London) - Kostya Turitsyn (MIT) Next to the tutorials, there will be 16 research talks given by invited young researchers and a poster session. For more information, program, titles and abstracts, we welcome you to take a look at the winter school webpage: https://www.eurandom.tue.nl/events/workshops/2017/YEQT_XI_2017/YEQT_XI_2017… Registration is free, but compulsory for organizational purposes (see the link in the webpage). Best wishes, Alessandro Zocca (Caltech) Nicolas Gast (INRIA, Grenoble) Fiona Sloothaak (Eindhoven University of Technology)

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Seminario di probabilità al Politecnico di Milano
by Fabio Zucca 15 Nov '17

15 Nov '17

Si avvisa che in data 23/11/2017, alle ore 10:00 precise, presso l'Aula Seminari del III piano del DIpartimento di Matematica del Politecnico di Milano si svolgerà il seguente seminario: Titolo: On segmentation with hidden, pairwise and triplet Markov models Relatore: Juri Lember, University of Tartu, Estonia Abstract: The well-known hidden Markov model (HMM) is a two-dimensional stochastic process (X,Y), where Y is a Markov chain and conditionally on Y, the X-process consists of independent random variables, the distribution of the random variable X_t depending on Y_t, only. Over the last decades, HMM's have become very popular stochastic models with applications to speech recognition, signal processing, linguistic, computational molecular biology and so on. Often the Y-process is unobserved (hidden) and the goal of the inference is to estimate its unobserved realization based on a realization of X-process. This task is called the segmentation problem and the standard ways to solve it is to use either maximum likelihood (so-called Viterbi) path or pointwise maximum likelihood (so-called PMAP) path. A trivial but important property of HMM is that the process Z=(X,Y) is itself a Markov process with a product state space. This observation allows naturally enlarge the class of HMM's to the class of pairwise Markov models (PMM) as follows: Z=(X,Y) is a PMM if Z has Markov property. Now it is clear that PMM's are a much larger class of models whose HMM\'s is just a little subclass. We briefly discuss several PMM's like Markov switching models and HMM's with dependent noise. It is important to note that if (X,Y) is a Markov process, then neither X nor Y need to have Markov property, but conditionally on X, the Y-process is Markov and vice versa. It turns out that many good properties of HMM's are mainly due to the Markov property of Z and hence these properties carry on to PMM's as well. In particular the well-known Viterbi and forward-backward algorithms apply and so standard segmentation approaches can be applied in the case of PMM's. Moreover, PMM-models provide a rather flexible and realistic model for the homology of random sequences. A triplet Markov model (TMM), introduced by W. Pieczynski, is a three-dimensional Markov process (X,Y,U), where, as previously, X stands for observations and Y is the hidden state sequence of interest. But in addition, there is another hidden component U. Since conditionally on U, the pair (X,Y) is an inhomogeneous PMM, the U-component models now the change of environment. It turns out that adding the U-component makes the model really flexible. We give a general approach to the risk-based segmentation problem that also applies for PMM's and TMM's, discuss the weaknesses standard approaches and introduce a way to overcome these problems. We also discuss the asymptotics of Viterbi segmentation for PMM\'s. Tutti gli interessati sono invitati a partecipare Fabio Zucca

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Lectureship position in Probability and Statistics at the University of Birmingham
by Francesco Caravenna 15 Nov '17

15 Nov '17

Ricevo e inoltro. > Applications are invited for a Lectureship position in the School of > Mathematics at the University of Birmingham, in the area of > Probability and Modern Statistics, broadly defined, including any area > of statistics, probability theory, computational data analysis, > machine learning, or related areas. The position is full-time and > permanent. > > Detailed information about the position can be found under > > http://www.jobs.ac.uk/job/BFD545/lecturer-in-probability-and-modern-statist… > > For information on the department and the Birmingham Combinatorics and > Probability group, please visit > > http://web.mat.bham.ac.uk/combinatorics/ > > Application deadline: 13 December 2017 > > For informal enquiries, please contact Professor Daniela Kühn, > d.kuhn(a)bham.ac.uk or Professor Deryk Osthus, d.osthus(a)bham.ac.uk.

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Bernoulli Society New Researcher Award
by Antonio Di Crescenzo 15 Nov '17

15 Nov '17

> > > > > >Dear fellow members of the Bernoulli Society, >The Bernoulli Society welcomes submissions to >the New Researcher Award. The details about the >award can be found below. We would very much >appreciate it if you could share this >information with anyone who might be interested >in applying. >Many thanks in advance! > >Best wishes, >Parthanil Roy - Youth Representative >Leonardo T. Rolla - Membership Secretary > > >Bernoulli Society New Researcher Award > >The Bernoulli Society welcomes submissions to >the New Researcher Award. Each awardee will >deliver a 30-minute talk at the ISI World >Statistics Congress in Malaysia in 2019, and >will receive funding (up to EUR 1000) to >compensate for travel and other expenses. >Bernoulli News will publish announcements >including each awardee's picture and a piece >about their work. > >Candidates should submit a 3-page synopsis of >their presentation, along with their CV, >to <mailto:ber.soc.yra@gmail.com>ber.soc.yra(a)gmail.com by February >28, 2018. > >To be eligible, candidates should: > >- be active researchers in Mathematical Statistics; >- at the time of submission, be regular members of the Bernoulli Society >- have received their PhD within the last >5 years (female candidates get 1 extra year for >each child born since receiving the PhD). > > > --

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MSP - 2018
by gianluca cassese 14 Nov '17

14 Nov '17

The University of Milano Bicocca jointly with the University of Pavia and University Bocconi is pleased to announce the first workshop on: "THE MATHEMATICS OF SUBJECTIVE PROBABILITY" to be held in Milan on 3-5 September 2018. We aim at putting together researchers from such diverse fields as probability, statistics, gambling, game theory or economics who view probability as a mathematical model of subjective attitudes. Contributed talks and sessions are welcome and will undergo a regular refereeing process (submission deadline: March 31; notification of acceptance: April 30). Further details: https://sites.google.com/view/MSP-2018 The Organizing Committee: Gianluca Cassese, Pietro Rigo and Barbara Vantaggi -- *Gianluca Cassese* ------------------------------------------------------------------------------- Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università degli Studi di Milano-Bicocca via Bicocca degli Arcimboldi, 8 - 20126, Milan, Italy Building U7 - Room 2097 -------------------------------------------------------------------------------

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seminario Chiara Corsato
by Emanuela Rosazza 13 Nov '17

13 Nov '17

Si avvisa che il giorno lunedì 20 novembre alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Chiara Corsato (Università di Trieste) Titolo: “Weak Dutch Books: the lose-or-draw case with lower previsions” Abstract: This seminar is devoted to present some recent results obtained in the field of Imprecise Previsions. We introduce the general topic evidencing the link with risk measures and we concentrate on the notions of convex and Williams' coherent imprecise previsions. These concepts are interpreted in a betting scheme, following de Finetti's approach to subjective probability. Uncertainty assessments for imprecise previsions based on those consistency conditions require that the suprema of certain random numbers, interpreted as gains, are non-negative. The extreme situation that a supremum is zero represents what is called a Weak Dutch Book (WDB). The core of this presentation aims to analyse the properties of WDBs with convex and Williams' coherent imprecise previsions. Namely, we show that WDB assessments ensure a certain `local precision' property and imply, in the agent's evaluation, some kind of `protection' against real losses. Further, these properties vary with the consistency notion we adopt, tending to vanish with the weaker one of convexity. A generalisation of the classical strict consistency notions is also discussed, in order to rule out the extreme situations caused by WDBs. 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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Assistant Professor and Postdoctoral Fellow in Financial Mathematics at Dublin City University
by Paolo Guasoni 11 Nov '17

11 Nov '17

Dear Colleague, Dublin City University has two openings in Financial Mathematics: Assistant Professor (Permanent) https://www4.dcu.ie/sites/default/files/hr/lecturer_financial_maths_nov_201… Postdoctoral Fellow (Two-year) https://www4.dcu.ie/sites/default/files/hr/postdoct_financial_maths_nov_201… The closing date for both applications is January 7th, 2018. With best regards, Paolo Guasoni -- *Séanadh Ríomhphoist/Email DisclaimerTá 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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Seminario MARIUCCI
by Matteo Ruggiero 10 Nov '17

10 Nov '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 17 Novembre 2017, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Ester MARIUCCI (Humboldt-Universität zu Berlin) WASSERSTEIN DISTANCES AND OTHER METRICS FOR DISCRETELY OBSERVED LÉVY PROCESSES We present some upper bounds for the Wasserstein distance of order p between the product measures associated with the increments of Lévy processes with possibly infinite Lévy measures. As an application, we derive an upper bound for the total variation distance between the marginals of Lévy processes with possibly infinite Lévy measures and non-zero Gaussian components. A lower bound for the Wasserstein distance of order p is also presented. Furthermore, we investigate the relation between Wasserstein distances, total variation distance and Toscani-Fourier distance; several results connecting these metrics are discussed. This is a joint work with Markus Reiß. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' 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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Prize Fellowship in Probability and its connections, Prob-L@B, Bath
by Elvira Di Nardo 10 Nov '17

10 Nov '17

Apologies for cross postings The University of Bath is celebrating its 50th birthday by offering an expansive number of Prize Fellowships. Prize fellowships are two year postdoctoral fellowships which lead into a tenure track assistant professorship (called a Lectureship in the UK). The probability laboratory (http://www.bath.ac.uk/research/centres/probability- laboratory/) at the Department of Mathematical Sciences invites candidates for consideration. For more information on the Prize Fellowship concept at the University of Bath, visit: http://www.bath.ac.uk/campaigns/university-of-bath-prize-fellowships/ For more information on the particular Prize Fellowship in Prob-L@B follow the link at: http://www.bath.ac.uk/campaigns/university-of-bath-prize-fellowships-in-the- faculty-of-science/ Applications made on line here: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5354 Important dates: Deadline 31st December 2017. First round of Skype Interviews during the week of 15th January 2018. Second round of interviews in person on Thursday 8th and 9th February 2018 For further information, please contact, Professor Andreas Kyprianou ( a.kyprianou(a)bath.ac.uk) or contact one of our existing prize fellows: Dr. Tim Rogers (t.c.rogers(a)bath.ac.uk) Dr. Matt Roberts (M.I.Roberts(a)bath.ac.uk) Dr. Alexander Stauffer (a.stauffer(a)bath.ac.uk) Dr. Cecile Mailler (C.Mailler(a)bath.ac.uk) -- Professor Andreas Kyprianou Co-director of EPSRC CDT SAMBa Director of Prob-L@B Department of Mathematical Sciences University of Bath BA2 7AY -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminario di Probabilita`, Universita` La Sapienza (Roma)
by Faggionato, Alessandra 10 Nov '17

10 Nov '17

Martedi' 14 Novembre, ore 14, Aula di Consiglio. Titolo: Well-posedness of semilinear SPDEs with singular drift: a variational approach Speaker: Luca Scarpa ( Department of Mathematics University College London, UK) Abstract. Well-posedness is proved for singular semilinear SPDEs on a smooth bounded domain D in R^n. The linear part is associated to a coercive linear maximal monotone operator on L^2(D) while the drift is represented by a multivalued maximal monotone graph everywhere defined on R, on which no growth nor smoothness conditions are required. Moreover, the noise is given by a cylindrical Wiener process on a Hilbert space U, with a stochastic integrand taking values in the Hilbert-Schmidt operators from U to L^2(D): classical Lipschitz-continuity hypotheses for the diffusion coefficient are assumed. The proof consists in approximating the equation, finding uniform estimates both pathwise and in expectation on the approximated solutions, and then passing to the limit using compactness and lower semicontinuity results. Finally, possible generalizations are discussed. This study is based on a joint work with Carlo Marinelli (University College London). -- ************************************************* 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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Half day in Stochastic Processes - Esame finale Dottorato
by Paolo Dai Pra 09 Nov '17

09 Nov '17

In occasione dell’esame finale di Dottorato di Luisa Andreis, vi annuncio il seguente: Half day in stochastic processes Giovedì 16 Novembre 2017, presso l’aula 2AB45 del Dipartimento di Matematica dell’Università di Padova, si svolgeranno i seguenti seminari. 14:15 Elisabetta Scoppola (Università di Roma III). Conditionally strong quasi-stationary times and metastability Abstract: We generalise the notion of strong stationary time to define a conditionally strong quasi-stationary times that turns out to be a crucial tool for the study of metastability in a completely general setting. 15:00 Davide Gabrielli (Università dell'Aquila). Exchange dynamics, reversibility and tournaments Abstract: We consider a generalization to N types of particles of the classic ABC model. We have particles of different types stochastically evolving on a one dimensional lattice with an exchange dynamics. The rates of exchange are local but under suitable conditions the dynamics is reversible with a Gibbsian like invariant measure with long range interactions. We discuss geometrically the conditions of reversibility on a ring that correspond to a gradient condition on the graph of configurations or equivalently to a divergence free condition on a graph structure associated to the types of particles. We show that much of the information on the interactions between particles can be encoded in associated \emph{Tournaments} that are a special class of oriented graphs. In particular we show that the interactions of reversible models are corresponding to strongly connected tournaments. The possible minimizers of the energies are in correspondence with the Hamiltonian cycles of the tournaments. We can then determine how many and which are the possible minimizers of the energy looking at the structure of the associated tournament. As a byproduct we obtain a probabilistic proof of a classic Theorem of Camion on the existence of Hamiltonian cycles for strongly connected tournaments. Using these results we obtain in the case of an equal number of k types of particles new representations of the Hamiltonians in terms of translation invariant k-body long range interactions. We show that when k=3,4 the minimizer of the energy is always unique up to translations. Starting from the case k=5 it is possible to have more than one minimizer. In particular it is possible to have minimizers for which particles of the same type are not joined together in single clusters. Joint work with F. Roncari. 15:45 - 16:00 Break 16:00. Luisa Andreis (Università di Padova e Weierstrass Institute Berlin). McKean-Vlasov limits, propagation of chaos and long-time behavior of some mean field interacting particle systems (Ph.D. Defense) Un caro saluto 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 Prof. Albeverio - 15 Novembre - DIECO Università dell'Insubria
by elisa mastrogiacomo 09 Nov '17

09 Nov '17

On November 15, 2017, 13.00-14.00, Prof. Sergio Albeverio (University of Bonn) will give a talk on “Infinite dimensional integrals, asymptotics, stochastic differential equations and applications”. Below you find the abstract of Sergio’s talk. You are all invited. Best regards, Elisa Mastrogiacomo ----------------------------------------------------- *Location: * Dipartimento di Economia, Via Monte Generoso n. 71, 21100, Varese. *Time*: 13:00 *Abstract:* We present general ideas for infinite dimensional integrals, having in mind applications to solutions and asymptotics for (stochastic) partial differential equations arising in aereas like mathematical physics and finance. Some recent developments are also mentioned. Keywords: infinite dimensional integrals, SPDEs, asymptotic expansions.

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EFI3, February 15-16, 2018, Pescara (Italy): first announcement (fwd)
by Tiziano Vargiolu 09 Nov '17

09 Nov '17

(sorry for cross-postings) Dear all, I am glad to invite you to contribute and take part in the third edition of the workshop Energy Finance Italia, this time held in Pescara (Italy) on February 15-16, 2018 http://energyfinanceitalia.dtdns.net/index.php/efi3 A selection of papers contributed to the workshop will be published on the Journal of Energy Markets. Call for papers: acceptance of submissions has started. The deadline for extended abstract submission is November 26, 2017. The format of the abstract is maximum two pages, in pdf, in which the name of the presenting Author and the title of the presentation have to be specified. The abstract should be sent to the address energyfinanceitalia(a)gmail.com Fees: 100 euros per person. They include session break refreshments, lunches and the social dinner. Instructions about how to pay will be given soon. EFI3 Young Investigator Training Program ---------------------------------------- The network of Italian universities behind EFI3 will participate in a competitive call of the Associazione di Fondazioni e di Casse di Risparmio (ACRI) named 'YOUNG INVESTIGATOR TRANING PROGRAM'. If financed, this program will allow our network to issue some grants to young researchers (younger than 40 years of age) working outside Italy (Italian or not) to facilitate them 1) to participate to the EFI3 workshop, and 2) to spend one month in one of the universities of the network. These grants will be awarded on a competitive basis. ACRI is expected to announce the results of its financing competition by the end of December 2017. News about this initiative will appear on the website http://energyfinanceitalia.dtdns.net/index.php/efi3 We all hope to see you all in Pescara! 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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Fwd: Please share: PhD opportunities in Mathematical Sciences at the University of Bath
by pietro caputo 06 Nov '17

06 Nov '17

---------- Forwarded message ---------- From: Jessica Ohren <J.M.Ohren(a)bath.ac.uk> Date: Mon, Nov 6, 2017 at 2:23 PM Subject: Please share: PhD opportunities in Mathematical Sciences at the University of Bath To: Dear all, I would be very grateful if you could circulate these opportunities from the University of Bath widely. Applications to SAMBa - our *Centre for Doctoral Training in Statistical Applied Mathematics* (go.bath.ac.uk/samba) - are now open. We aim to recruit 10-12 students on fully funded scholarships (for UK and EU students) to begin September 2018. A poster and an advert which includes how to apply are attached. You can also find information online: https://www.findaphd.com/search/PhDDetails.aspx?CAID=2444&LID=79. There is no formal closing date but we expect to fill all our places by March 2018 so early application is encouraged. We also have two individual PhD projects available in collaboration with Syngenta, which are available from 1st January. These are also open to UK and EU students and provide an opportunity to be part of a vibrant, creative and supportive environment in the Mathematical Sciences department here in Bath. *Mathematical modelling for safe, yet effective, pesticide development and usage.* Lead supervisor: Jane White <http://www.bath.ac.uk/math-sci/contacts/academics/jane-white/>. https://www.findaphd.com/search/ProjectDetails.aspx?PJID=86111&LID=79 Closing date: Wednesday 15th November This project is about creating and analysing a series of mathematical models that can be used to compare and contrast pesticide absorption through leaf surfaces and human skin and to begin to understand how different pesticide components contribute to the optimal solution of high leaf, but negligible skin, penetration. Working with colleagues from Syngenta means that there will be data available to estimate model parameters and to validate the model outputs. *Modern statistical techniques for assessing and predicting herbicide performance*. Lead supervisor: Evangelos Evangelou <http://www.bath.ac.uk/math-sci/contacts/academics/evangelos-evangelou/>. https://www.findaphd.com/search/ProjectDetails.aspx?PJID=85079&LID=79 Closing date: Wednesday 15th November This project will be at the interface of statistics and computer science with significant mathematical, methodological, and computational components. You will develop statistical models and methodology for assessing chemical compounds from their descriptive characteristics and their performance on screening tests, and accordingly compute a quantitative score for each chemical. You will apply this methodology to tackle real problems provided by Syngenta using data from their screening experiments on herbicides. An opportunity is also available to join Bath Maths through a BioMedicine Centre, led from the University of Bristol. The PhD would not start until September 2018 but the closing date is the end of this month. *Tortoise and hare: Physical activity profiles and their impact on cardiometabolic disease risk*. Bath supervisor: Nicole Augustin <http://www.bath.ac.uk/math-sci/contacts/academics/nicole-augustin/>. https://www.findaphd.com/search/ProjectDetails.aspx?PJID=89645&LID=1761 Closing date: Friday 24th November This project will be best suited to a student with very strong statistical/applied mathematics skills. The student will develop practical skills related to the processing of data in very large datasets, linkage to health records, and the refinement and use of novel statistical methods in survival analyses. This project aims to refine statistical methods, apply these methods to the development of integrated physical activity profiles, and develop a ‘scoring system’ that integrates information from across the activity dimensions to make it easier for people to understand the risks associated with their physical activity profiles. [image: cid:image006.jpg@01D1B4D0.1F73E020] Jessica Ohren, Centre for Doctoral Training Administrator Statistical Applied Mathematics (SAMBa) Condensed Matter Physics University of Bath <http://www.bath.ac.uk/> 4W1.16 Department of Mathematical Sciences Bath BA2 7AY, United Kingdom | Telephone: +44 (0)1225 385631 <+44%201225%20385631> | Email: j.m.ohren(a)bath.ac.uk Follow us on Twitter @SAMBa_CDT www.bath.ac.uk/samba

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EMS-IAMP Summer School in Mathematical Physics, Ischia 11-15 June 2018
by Francesco Caravenna 05 Nov '17

05 Nov '17

> Da: giuliani(a)mat.uniroma3.it > Oggetto: EMS-IAMP Summer School in Mathematical Physics, Ischia 11-15 June 2018 > Data: 3 novembre 2017 22:47:07 CET > > Dear colleague, > > this is the first announcement of the EMS-IAMP Summer School in Mathematical Physics on `Universality in Probability Theory and Statistical Mechanics', which will be held in Ischia (Naples, Italy) on June 11-15, 2018. > > The main courses (6 hours each) will be given by: > > - L. Erdoes (IST Austria) > - R. Peled (Univ. Tel Aviv) > - F.-L. Toninelli (Univ. Lyon-1) > - Y. Velenik (Univ. Geneve) > > The school is targeted to PhD students, postdocs and young researchers. The four courses will introduce at a graduate level different methodologies used to understand in complementary ways several instances of universality, ranging from eigenvalue statistics of random matrices, to the large scale dynamics of stochastic surfaces, to their massless Gaussian free field behavior at equilibrium. > > The school will take place in Grand Hotel Re Ferdinando > http://www.hotelreferdinandoischia.it/meeting.aspx > in Ischia, the largest island of the gulf of Naples. > > We will provide financial support for students and young researchers. > > Details about the registration, the application for financial support and the website will come soon in a follow-up message. If, in the meantime, you need more informations, please contact us via email at agnese.dorazio(a)mat.uniroma3.it. > > We would be grateful if you could circulate this announcement among your students, postdocs and collegues. > > With our best regards, > > Serena Cenatiempo > Alessandro Giuliani > Rafael Greenblatt > Domenico Monaco

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post-doc position (2 years) at the Università degli Studi di Bergamo (Italy)
by Francesca Greselin 03 Nov '17

03 Nov '17

Dear colleagues We are looking for candidates for a post-doc position (2 years) at the Università degli Studi di Bergamo (Italy): Public selection based on qualifications and interview for the awarding of no. 13 grants lasting 24 months for conducting research in accordance with art. 22 of law of 30.12.2010 no. 240 at the Departments of the University of Bergamo within the research Programme called “*Stars supporting talented researcher*” – action 1 for the year 2017 – II tranche (CUP: F52F16001350001) The specific post doc-position is the following: Department of Management, Information and Production Engineering Parametric methods for efficiency frontiers estimation with temporary and persistent random components 13/A4 – Applied Economics SECS-P/06 – Applied Economics https://www.unibg.it/bando/bando-di-concorso-relativo-alla- selezione-pubblica-titoli-e-colloquio-il-conferimento-di-n-1-0 Please circulate this message as much as possible! Regards _____________________________ Gianmaria Martini *Full Professor of Economics* *Department of Management, Information and Production Engineering* *Università degli Studi di Bergamo* Via Pasubio 7/b 24044 Dalmine (BG) ITALY tel: +390352052342 <+39%20035%20205%202342> fax: +390352052043 <+39%20035%20205%202043> My research at: orcid.org/0000-0001-9503-4999

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Seminario LATUSZYŃSKI
by Matteo Ruggiero 03 Nov '17

03 Nov '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 10 Novembre 2017, alle ore 12:00, presso la nuova sede del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Krzysztof LATUSZYŃSKI (University of Warwick) Exact Bayesian inference for discretely observed jump-diffusions The standard approach to inference for parametric diffusion processes relies on discretisation techniques (such as the Euler method) that introduce an approximation error difficult to quantify especially for discontinuous models, like jump-diffusions. In this talk, I will present methodology for exact inference that avoids discretisation errors and allows to design MCMC samplers targeting the exact posterior distribution of the diffusion parameters and diffusion path between observations. The approach is based on Bernoulli Factory type subroutines, and is a general alternative to pseudo-marginal inference. The talk will be based on http://imstat.org/bjps/papers/BJPS374.pdf https://arxiv.org/pdf/1707.00332.pdf and is joint work with Flavio Goncalves and Gareth Roberts. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' 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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Fifth edition of the StaTalk series (workshops on statistical topics)
by Euloge C. Kenne Pagui 03 Nov '17

03 Nov '17

*************************************************************************** 5th STATALK @ Department of Statistical Sciences, University of Padua, 17 Nov 2017 **************************************************************************** Dear all, this is a reminder that the fifth edition of the StaTalk series will be held at the Department of Statistical Sciences of the University of Padua, on November, 17, 2017. All the information, including the updated program and abstracts of the presentations, can be found at the workshop page statalk.stat.unipd.it Deadline for registration: 12th November 2017. StaTalks are one-day workshops on statistical topics during which the hosting group introduces and overviews the main research interests of their members. Aimed at Master’s and PhD students, as well as at post-docs and young researchers, StaTalks are intended to be informal gatherings which allow for a more proficient interaction between presenters and participants. They typically feature some introductory tutorials on the main workshop theme and a few seminars that overview more advanced research topics, still kept at an expository level. StaTalks are thus a great opportunity to become acquainted with the workshop main topic, as well as to share and update one's knowledge on the interface of Statistical research in an easy and informal atmosphere. Registrations, as in the past StaTalk events, is free of charge but mandatory. Best regards, The Organising Committee --------------------------------------------------------- Department of Statistical Sciences, University of Padova. Via Cesare Battisti, 241 - 35121 Padova ---------------------------------------------------------

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monDay 13th nOveMber - vENice econometrICs wOrkshop
by Monica Billio 02 Nov '17

02 Nov '17

/We are happy to annouce this one-day workshop in honor of Domenico Sartore. The workshop will aim at presenting to the large community of scientists researching in quantitative economics some recent results obtained by the Econometrics group at Ca' Foscari University of Venice in the analysis of latent variable models and high dimensional stochastic models with applications to economics and finance. // / // /Domenico Sartore greatly contributed to the field of time series econometrics and to the development of the econometric community in Italy. Since the beginning of his career in academia he showed a unique talent in attracting a huge number of students, turning them into leading scholars that keep contributing to the area of Econometrics both in academia and out of academia. / /The workshop will feature many contributions by young researchers, discussions from colleagues and former students of Domenico and an invited seminar by Matteo Barigozzi. The main topics will be: stochastic volatility, factor models, regimes switching models, temporal networks, graphical models, Bayesian methods, systemic risk, and business cycle analysis. We will be delighted if you can join us and congratulate Domenico. For organisation reasons, please confirm your presence Kind regards, Monica Billio (billio(a)unive.it) Massimiliano Caporin Roberto Casarin ///Loriana Pelizzon /Francesco Ravazzolo/ Mon*D*ay 13th N*O*ve*M*ber V*EN*ice Econometr*IC*sW*O*rkshop Dipartimento di Economia, Meeting Room 1, San Giobbe Università Ca’ Foscari Venezia *10.00 Welcome* *10.30 Macroeconometrics* ·On the Role of Domestic and International Financial Cyclical Factors in Driving Economic Growth /Monica //Billio/, Michael Donadelli, Giulia Livieri,*Antonio Paradiso *(Università Ca’ Foscari Venezia) ·Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area Roberto Golinelli, *Irene Mammi *(Università Ca’ Foscari Venezia), Antonio Musolesi Discussant: Francesco Ravazzolo (Università di Bolzano) *11.30 Financial Econometrics* ·Forecasting Electricity Prices with RES penetration Angelica Gianfreda, /Francesco Ravazzolo/, *Luca Rossini *(Università di Bolzano) ·Smile at errors: A discrete-time stochastic volatility framework for pricing options with realized measures Giacomo Bormetti, /Roberto Casarin, Fulvio Corsi/,*Giulia Livieri*(Scuola Normale Superiore, Pisa) Discusssant: Loriana Pelizzon (Università Ca’ Foscari Venezia) *12.30 Seminar* Sequential testing for structural stability in approximate factor models *Matteo Barigozzi *(London School of Economics), Lorenzo Trapani *13.30 Lunch* *15.00 Network Econometrics* ·The impact of network connectivity on factor exposures, asset pricing and portfolio diversification /Monica Billio/, /Massimiliano Caporin/, *Roberto Panzica *(Goethe University, Frankfurt), /Loriana Pelizzon/ ·Networks in risk spillovers: A multivariate GARCH perspective /Monica Billio, Massimiliano Caporin/, *Lorenzo Frattarolo *(Università Ca’ Foscari Venezia), /Loriana Pelizzon/ ·Financial Bridges and Network Communities /Roberto Casarin/, *Michele Costola *(Goethe University, Frankfurt), Erdem Yenerdag ·Bayesian Markov switching tensor regression for time-varying networks /Monica Billio, Roberto Casarin/,*Matteo Iacopini *(Università Ca’ Foscari Venezia) Discussant: Fulvio Corsi (Università Ca’ Foscari Venezia) *17.00 Farewell: Domenico Sartore * -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mailbillio(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

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Reminder - Call for Papers - Quantitative Finance Workshop 2018 - Uniroma3
by Francesco Cesarone 02 Nov '17

02 Nov '17

Dear Colleagues, We take great pleasure to invite you to attend the XIX edition of the Workshop on Quantitative Finance that will be held at the Department of Business Studies - University Roma Tre on 24-25-26 January 2018. The official website is http://disa.uniroma3.it/qfw2018/ After the great success of the previous edition at the University of Milano-Bicocca, we repeat the same conference format, lasting two days and a half (from Wednesday 24 January afternoon to Friday 26 January). The deadline for submitting an Extended Abstract is *26 November 2017*. Notification of acceptance will be given by* 23 December 2017*. The full paper for the discussant will have to be provided by *7 January 2018*. Looking forward to seeing you in Rome! Best regards The organizing committee -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali 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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monDay 13th nOveMber - vENice econometrICs wOrkshop
by Monica Billio 01 Nov '17

01 Nov '17

/We are happy to annouce this one-day workshop in honor of Domenico Sartore. The workshop will aim at presenting to the large community of scientists researching in quantitative economics some recent results obtained by the Econometrics group at Ca' Foscari University of Venice in the analysis of latent variable models and high dimensional stochastic models with applications to economics and finance. // / // /Domenico Sartore greatly contributed to the field of time series econometrics and to the development of the econometric community in Italy. Since the beginning of his career in academia he showed a unique talent in attracting a huge number of students, turning them into leading scholars that keep contributing to the area of Econometrics both in academia and out of academia. / /The workshop will feature many contributions by young researchers, discussions from colleagues and former students of Domenico and an invited seminar by Matteo Barigozzi. The main topics will be: stochastic volatility, factor models, regimes switching models, temporal networks, graphical models, Bayesian methods, systemic risk, and business cycle analysis. We will be delighted if you can join us and congratulate Domenico. For organisation reasons, please confirm your presence Kind regards, Monica Billio (billio(a)unive.it) Massimiliano Caporin Roberto Casarin ///Loriana Pelizzon /Francesco Ravazzolo/ Mon*D*ay 13th N*O*ve*M*ber V*EN*ice Econometr*IC*sW*O*rkshop Dipartimento di Economia, Meeting Room 1, San Giobbe Università Ca’ Foscari Venezia *10.00 Welcome* *10.30 Macroeconometrics* ·On the Role of Domestic and International Financial Cyclical Factors in Driving Economic Growth /Monica //Billio/, Michael Donadelli, Giulia Livieri,*Antonio Paradiso *(Università Ca’ Foscari Venezia) ·Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area Roberto Golinelli, *Irene Mammi *(Università Ca’ Foscari Venezia), Antonio Musolesi Discussant: Francesco Ravazzolo (Università di Bolzano) *11.30 Financial Econometrics* ·Forecasting Electricity Prices with RES penetration Angelica Gianfreda, /Francesco Ravazzolo/, *Luca Rossini *(Università di Bolzano) ·Smile at errors: A discrete-time stochastic volatility framework for pricing options with realized measures Giacomo Bormetti, /Roberto Casarin, Fulvio Corsi/,*Giulia Livieri*(Scuola Normale Superiore, Pisa) Discusssant: Loriana Pelizzon (Università Ca’ Foscari Venezia) *12.30 Seminar* Sequential testing for structural stability in approximate factor models *Matteo Barigozzi *(London School of Economics), Lorenzo Trapani *13.30 Lunch* *15.00 Network Econometrics* ·The impact of network connectivity on factor exposures, asset pricing and portfolio diversification /Monica Billio/, /Massimiliano Caporin/, *Roberto Panzica *(Goethe University, Frankfurt), /Loriana Pelizzon/ ·Networks in risk spillovers: A multivariate GARCH perspective /Monica Billio, Massimiliano Caporin/, *Lorenzo Frattarolo *(Università Ca’ Foscari Venezia), /Loriana Pelizzon/ ·Financial Bridges and Network Communities /Roberto Casarin/, *Michele Costola *(Goethe University, Frankfurt), Erdem Yenerdag ·Bayesian Markov switching tensor regression for time-varying networks /Monica Billio, Roberto Casarin/,*Matteo Iacopini *(Università Ca’ Foscari Venezia) Discussant: Fulvio Corsi (Università Ca’ Foscari Venezia) *17.00 Farewell: Domenico Sartore * -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mailbillio(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

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Bocconi Call for Applications - PhD in Statistics 2018/19 - deadline Feb 1st, 2018 (fwd)
by Michele Gianfelice 01 Nov '17

01 Nov '17

Salve, ricevo ed inoltro p.c.. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Wed, 1 Nov 2017 05:00:31 +0100 From: Sonia Petrone <sonia.petrone(a)unibocconi.it> Reply-To: angela.baldassarre(a)unibocconi.it To: gianfelice(a)mat.unical.it Subject: Bocconi Call for Applications - PhD in Statistics 2018/19 - deadline Feb 1st, 2018 Dear colleague, I would be grateful if you could bring the Bocconi PhD program in Statistics to the attention of your best master students. The deadline for application is February 1st, 2018. ---------------------------------------------------------------------------------- PhD in Statistics Call for applications for PhD student positions Within the PhD School at Bocconi University, the four-year PhD program in Statistics provides a solid grounding for high level research in statistics, probability and data science. The curricula is organized over two years of courses and two years entirely devoted to research. Students acquire a deep methodological preparation through the first-year courses, which cover the fundamentals of probability and statistics. Specialized competence is acquired through the second-year courses, which are already focused on the doctoral thesis project. Both theoretical and applied research, including methods for machine learning and data science, are supported and encouraged. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi?s PhD School, as well as research experience abroad, are encouraged. The program includes monographic courses held by visiting professors from the most prestigious Universities and research institutions. The Ph.D. in Statistics is designed for highly motivated students who wish to undertake first rate research careers in theoretical or applied statistics and data science. Career opportunities also include central banks, financial institutions, governments and international organizations, and public health institutions. 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. The Bocconi PhD School offers at least 4 student positions with fellowship for the PhD in Statistics and further positions with fellowship or tuition waiver are possibly available. See the full official call ? attached ? or visit www.unibocconi.eu/admissionphd for all information. Applications are due by February 1st, 2018. For more information about the program, its courses and the admission procedures, please feel free to contact our Program Assistant at infophd(a)unibocconi.it or visit our website www.unibocconi.eu/phdstatistics Sincerely, Sonia Petrone Director, PhD program in Statistics Bocconi University Milano, Italy -------------------------------------------------- Angela Baldassarre PhD School Administrative Assistant Bocconi University Via Röntgen 1 1st floor - room 1-E3-FM02 20136 Milano, Italy T: +39 02 5836.3367 E: angela.baldassarre(a)unibocconi.it

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Senior Data Scientist e Data Scientist in ISI Torino
by Eva Riccomagno 01 Nov '17

01 Nov '17

Buongiorno a Tutti La fondazione ISI di Torino ha messo a bando due posizioni, una di Senior Data Scientist e una di Data Scientist, su un progetto di ricerca nell'ambito AI/ML applicato al problema della copertura dei rischi nei mercati finanziari. Il progetto e’ in collaborazione con la Banca IMI. Ulteriori dettagli sono disponibili al link https://www.isi.it/en/news-events/open-position-isi-applied-research Sperando che l’informazione sia di interesse ed utile, porgo cordiali saluti Eva Riccomagno ————————————————————————————— Dipartimento di Matematica - Universita` degli Studi di Genova Via Dodecaneso, 35 - 16146 Genova - ITALIA Tel: +39 - 010 - 353 6938 Fax: +39 - 010 - 353 6960 www.dima.unige.it/~riccomag

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reminder for paper submission
by Davide Erminio Pirino 31 Oct '17

31 Oct '17

Dear Colleagues, We take great pleasure to invite you to attend the XIX edition of the Workshop on Quantitative Finance that will be held at the Department of Business Studies - University Roma Tre on 24-25-26 January 2018. The official website is http://disa.uniroma3.it/qfw2018/ After the great success of the previous edition at the University of Milano-Bicocca, we repeat the same conference format, lasting two days and a half (from Wednesday 24 January afternoon to Friday 26 January). The deadline for submitting an Extended Abstract is *26 November 2017*. Notification of acceptance will be given by* 23 December 2017*. The full paper for the discussant will have to be provided by *7 January 2018*. Looking forward to seeing you in Rome! Best regards The organizing committee

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Politecnico di Milano - Seminario L. Finos
by Laura M. Sangalli 31 Oct '17

31 Oct '17

Si avvisa che in data 07-11-2017, alle ore 15:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Livio Finos, Università degli Studi di Padova Titolo: Robust testing of generalized linear models by sign-flipping score contributions Sommario: We consider the problem of testing a generalized linear model (GLM) with possibly misspecified distribution. In this case, the traditional tests lose their good properties, since the Fisher information is estimated under incorrect assumptions. Here we present a testing approach that is based on random sign-flipping of score contributions, while not requiring any estimate of the Fisher information. As long as the link function is correct and under mild assumptions, our method is robust (i.e. asymptotically exact, consist) against several types of model misspecification, such as overdispersion, heteroscedasticity and, in some cases, ignored nuisance parameters. Among the other features, the methods extends easily to the multivariate (and multiple testing) framework, since it deals efficiently with the dependence of univariate tests without the need of estimating it. Some application to real data is shown and discussed. Based on joint work with Jesse Hemerik and Jelle Goeman 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 url: http://mox.polimi.it/~sangalli

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liste per contratti d'insegnamento
by Marco Scarsini 30 Oct '17

30 Oct '17

Sono stati riaperti i bandi per la formazione di liste di idonei per il conferimento di incarichi di insegnamento ufficiale a contratto nei Corsi di Laurea alla LUISS. Sono aperti i bandi di tutti i Settori Scientifici Disciplinari afferenti agli insegnamenti offerti nel prossimo anno accademico. http://www.luiss.it/faculty/reclutamento-docenti-contratto/bandi I bandi scadono alle ore 14.00 del 20 novembre 2017. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Associate professor or lecturer positions in financial computing at UCL
by Guido Germano 30 Oct '17

30 Oct '17

Segnalo un bando open-rank per lecturer o professore associato presso il Financial Computing and Analytics Group, Department of Computer Science, University College London, con scadenza l’8 novembre 2017: http://www.jobs.ac.uk/job/BEO568/lecturer-senior-lecturer-in-financial-comp… Per fare domanda occorre compilare un modulo web entro la mezzanotte dell'ora di Londra. Il posto al bando è uno, ma nel frattempo ne è diventato disponibile un altro; non mi è ancora chiaro se tale secondo posto possa essere ricoperto attingendo allo stesso bando preparato in precedenza per il primo, o se sarà necessario un ulteriore bando. In ogni caso consiglio di fare domanda. L’insegnamento previsto è di due corsi di 30 ore l’uno per i MSc programmes Computational Finance, http://www.cs.ucl.ac.uk/prospective_students/msc_computational_finance Financial Risk Management, http://www.cs.ucl.ac.uk/prospective_students/msc_financial_risk_management Financial Mathematics, http://www.ucl.ac.uk/maths/courses/msc-financial I primi due sono amministrati dal Department of Computer Science e il terzo dal Department of Mathematics. È inoltre prevista la collaborazione con il Doctoral Training Centre in Financial Computing (in collaborazione coi dipartimenti di matematica di Imperial College e LSE) ed il Systemic Risk Centre (in cooperazione con la LSE: www.systemicrisk.ac.uk) Cordiali saluti Guido Germano Senior Lecturer, Department of Computer Science, University College London Research Associate, Systemic Risk Centre, London School of Economics Programme Director, MSc Computational Finance www.cs.ucl.ac.uk/people/G.Germano > Begin forwarded message: > > From: "Aste, Tomaso" <t.aste(a)ucl.ac.uk> > Subject: Associate professor and lecturer positions > Date: 19 October 2017 at 21:22:37 PM CEST > To: "Aste, Tomaso" <t.aste(a)ucl.ac.uk> > > Dear Friend, > you might be interested to know that there are two associate professor or lecturer positions opening in our group. (Senior lecturer will automatically take the title of Associate Professor from 2018.) > We do exciting researches on markets, societies and the economy in this digital era. We look for talented scientists with the ambition of a thriving career in one of the world’s top universities. > http://www.jobs.ac.uk/job/BEO568/lecturer-senior-lecturer-in-financial-comp… > Please distribute. > Regards, > Tomaso Aste > > ----------------------------------------------------------------------------------------------------------- > Tomaso Aste t.aste(a)ucl.ac.uk > UCL Computer Science http://www.cs.ucl.ac.uk/staff/tomaso_aste/ > Office 4.04, 66-72 Gower Street Tel. +44 203 108 7103 > London WC1E 6EA Fax. +44 20 7387 1397 > ----------------------------------------------------------------------------------------------------------- > > http://blockchain.cs.ucl.ac.uk/barac-project/

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seminar at LUISS
by Marco Scarsini 27 Oct '17

27 Oct '17

Thursday November 2 from from 12:00 to 13:00, Department of Economics and Finance LUISS room 207 viale Romania 32 00197 Roma. Speaker: Tristan Garrec (Université Toulouse Capitole) Title: Irreducible and Cyclic Zero-Sum Product Stochastic Games Abstract: We study two classes of zero-sum stochastic games with compact action sets and a finite product state space. For on-one-side irreducible games, we prove the existence of the uniform value. For cyclic games, we prove that the asymptotic value may fail to exist. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Two Associate Professor or lecturer positions at University College London
by Fabrizio Lillo 26 Oct '17

26 Oct '17

Prof. Tomaso Aste of UCL asked me to forward the following announcement: Two Associate Professor or lecturer positions opening in the Financial Computing and Analytics group of University College London. (Senior lecturer will automatically take the title of Associate Professor form 2018) The Financial Computing and Analytics group does exciting researches on markets, societies and the economy in this digital era. Candidates should have demonstrated a capability of initiating and conducting exciting world-class research in financial computing and related areas. They should also be able to demonstrate evidence for their ability to attract funding, for example by holding a personal fellowship, and peer esteem for their work. Candidates must hold an earned Ph.D. by the time of the application. They will be evaluated chiefly on the significance and novelty of their research to date, and their promise for leading a group in a fruitful program of research. They must also demonstrate a zest for innovative and challenging teaching at the graduate and undergraduate levels. A proven record of ability to manage time and evidence of ability to teach and to supervise academic work by undergraduates, masters, and doctoral students are desirable. http://www.jobs.ac.uk/job/BEO568/lecturer-senior-lecturer-in-financial- computing/ ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica Università di Bologna ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Postdoc on Models and algorithms for large networks from Big Data
by Fabrizio Lillo 26 Oct '17

26 Oct '17

The call for a 20 month postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *Models and algorithms for large networks from Big Data”* under the following EU project: *“SoBigData Research Infrastructure”, *Acronym “*SoBigData*” (call H-2020-INFRAIA-2014-2015). The details of the call are at https://en.sns.it/bando/research-contract-named-%E2%80%9Cmodels-and-algorit… The research fellow shall carry out the following activities: study and implementation of models and algorithms for the study of the dynamics of complex networks of social, economic, financial origin; networks from time series; social pattern discovery; empirical analysis of Big Data. The deadline is November 8. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica Università di Bologna ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Educazione finanziaria - Concorso per idee
by Daniele Marazzina 24 Oct '17

24 Oct '17

Con preghiera di diffusione >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Cari colleghi, da ormai un anno il laboratorio di Finanza Quantitativa del Dipartimento di Matematica del Politecnico di Milano, Qfinlab, è attivo nel campo dell’Educazione Finanziaria. Tutte le nostre attività in tal senso sono confluite nel sito www.imparalafinanza.it<http://www.imparalafinanza.it/>. Certamente importante è stato il lancio del primo MOOC di Educazione Finanziaria in Italia, la cui seconda edizione si avvia ormai alla conclusione, tramite il quale abbiamo raggiunto oltre 2000 persone. Una seconda iniziativa è stata la caccia al tesoro finanziaria (www.cacciaaltesorofinanziaria.it<http://www.cacciaaltesorofinanziaria.it/>), che ha visto protagonisti 45 ragazzi delle superiori, che si sono sfidati su argomenti di finanza, imparando. Vi scriviamo per chiedervi un aiuto nella diffusione della nostra terza iniziativa, il concorso per idee https://www.mate.polimi.it/concorso_edufin/ Il concorso è volto a far emergere idee interessanti e originali in merito a come comunicare nell'ambito dell’educazione finanziaria. È un concorso a livello nazionale ed è rivolto a singoli partecipanti o a gruppi composti al massimo da tre partecipanti, di età non superiore ai 35 anni. Le sezioni del concorso sono due, video e letteratura (testi scritti nelle più diverse forme), e saranno premiati i primi tre lavori di ognuna delle due categorie. È possibile iscriversi al concorso entro il 15 dicembre 2017, con consegna delle opere entro il 22 gennaio 2018. Per ulteriori informazioni https://www.mate.polimi.it/concorso_edufin/. Per la buona riuscita dell’iniziativa, che siamo sicuri troverete meritevole, vi chiediamo di diffondere il più possibile questo annuncio, sia tra i vostri colleghi e studenti universitari, sia tra le scuole o altri canali, se ne avete la possibilità. Vi ringraziamo per la vostra collaborazione. Emilio Barucci Daniele Marazzina

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Concorso RtdA SECS-S/06, Sapienza Università di ROMA
by Gabriele Stabile 24 Oct '17

24 Oct '17

Segnalo che presso il Dip. di Metodi e Modelli per l'Economia, il Territorio e la Finanza (MEMOTEF), Sapienza Università di ROMA, è indetta una procedura di valutazione a 1 posto do ricercatore a tempo determinato di tipo A per il SSD SECS-S/06 La ricerca è sulla tematica *"metodi quantitativi e modelli matematici per l’analisi e la valutazione di problemi di ambito finanziario e assicurativo"*. Il bando e' reperibile qui: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/87104 Scadenza: 20 novembre 2017

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Junior research positions at the Centro De Giorgi, SNS, Pisa (fwd)
by Tiziano Vargiolu 24 Oct '17

24 Oct '17

----- Forwarded message from Luigi Ambrosio <luigi.ambrosio(a)sns.it> ----- Date: Mon, 23 Oct 2017 18:25:50 +0200 From: Luigi Ambrosio <luigi.ambrosio(a)sns.it> Subject: [CvGmt News] Junior research positions at the Centro De Giorgi, SNS, Pisa To: news(a)cvgmt.sns.it IT: https://www.sns.it/bando/assegni-di-ricerca-denominati-junior-visiting-posi… <https://www.sns.it/bando/assegni-di-ricerca-denominati-junior-visiting-posi…> EN: https://en.sns.it/bando/research-contracts-named-%E2%80%9Cjunior-visiting-p… <https://en.sns.it/bando/research-contracts-named-%E2%80%9Cjunior-visiting-p…> ----- End forwarded message -----

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volume speciale "Stochastic Processes with Applications"
by Antonio Di Crescenzo 24 Oct '17

24 Oct '17

Si rende noto che la rivista "Mathematics" (http://www.mdpi.com/journal/mathematics) -casa editrice MDPI- ha attivato un volume speciale intitolato "Stochastic Processes with Applications". La scadenza per la sottomissione dei contributi è: 30 aprile 2018. Informazioni dettagliate sono presenti al sito <http://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Processes…>http://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Processes… Per altre informazioni potete contattarci. Cordialmente, Antonio Di Crescenzo (adicrescenzo(a)unisa.it) Claudio Macci (macci(a)mat.uniroma2.it) Barbara Martinucci (bmartinucci(a)unisa.it) --

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5th Workshop on Fractional Calculus, Probability and non-local Operators
by Enrico Scalas 24 Oct '17

24 Oct '17

Car* collegh*, Vi puo' interessare la quinta edizione di "Workshop on Fractional Calculus, Probability and non-local Operators" che si terra' a Bilbao (BCAM) dall'8 al 10 Novembre 2017. Per piu' informazioni: http://www.bcamath.org/en/workshops/fcpnlo2017 Cordiali saluti, Enrico Scalas

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PhD position in Bern
by fabio bellini 24 Oct '17

24 Oct '17

A message from Johanna Ziegel and Ilya Molchanov: UNIVERSITY OF BERN (INSTITUTE OF MATHEMATICAL STATISTICS AND ACTUARIAL SCIENCE) PhD POSITION in PROBABILITY THEORY Funding from the SNF (Swiss National Science Foundation) is available for a PhD student (3 years) to work on the project `Poisson approximation and extreme values in stochastic geometry' of Prof. Ilya Molchanov and Dr. Matthias Schulte. The focus of this project is on topics such as the Malliavin-Chen-Stein method, extreme values in stochastic geometry, random simplicial complexes and metric measure spaces. The PhD student will be supervised by Dr. Matthias Schulte. It is anticipated that the prospective PhD student has a background in mathematics with emphasis on probability theory. The salary will be at the level foreseen by the SNF, see http://www.snf.ch/ SiteCollectionDocuments/allg_doktorierende_d.pdf. There might be a possibility to complement the salary by taking up teaching and statistical consulting duties. The starting date should be as soon as possible or as can be arranged by a mutual agreement. Applications (cover letter, CV, and transcripts from the studies) giving the name and address (postal and e-mail) of an academic referee should be e-mailed as a single file to Prof. Ilya Molchanov ilya.molchanov(a)stat.unibe.ch and Dr. Matthias Schulte matthias.schulte(a)stat.unibe.ch. Applications are considered until the position is filled. Informal e-mail enquiries are welcome. http://www.imsv.unibe.ch

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Fwd: Junior research positions at the Centro De Giorgi, SNS, Pisa
by Marco Romito 24 Oct '17

24 Oct '17

IT: https://www.sns.it/bando/assegni-di-ricerca-denominati-junior-visiting-posi… <https://www.sns.it/bando/assegni-di-ricerca-denominati-junior-visiting-posi…> EN: https://en.sns.it/bando/research-contracts-named-%E2%80%9Cjunior-visiting-p… <https://en.sns.it/bando/research-contracts-named-%E2%80%9Cjunior-visiting-p…>

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Avviso seminario_Ennio Fedrizzi_Martedì 31 ottobre_ ore 11:00
by Stefano Bonaccorsi 23 Oct '17

23 Oct '17

Avviso di seminario, Università di Trento "Regularization by noise for transport and kinetic equations" Martedì 31 ottobre 2017 *Luogo:* Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari "-1" *Ore*: 11.00 - *Relatore: *Ennio Fedrizzi (Applied Mathematical Department, ENSTA ParisTech) *Abstract: *For some differential equations the addition of a carefully chosen, random noise term can produce a regularising effect (e.g. solutions are more regular, or restored uniqueness). I will first mention a few easy examples (ODEs) to introduce some of these regularising mechanisms, then detail two cases where we have regularisation for a PDE: the linear transport equation and a kinetic equation with force term. I will present some classical results for these two equations, related to well-posedness and regularity of solutions, that in the stochastic setting can be obtained under weaker hypothesis. These results are based on a careful analysis of the stochastic characteristics and the regularising properties of some associated parabolic/elliptic PDE. If time allows, I will conclude by introducing a new strategy of proof based on stochastic exponentials and an associated parabolic PDE, which allows to obtain, under even weaker hypothesis, well-posedness for stochastic PDEs in a class of solutions which are only regular in mean. This will be illustrated by an application to the transport equation. *Referente: *Stefano Bonaccorsi

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Fwd: Post-doctoral position in data science @ENS Paris "Laplace Chair 2018"
by Davide FICHERA 23 Oct '17

23 Oct '17

Ricevo e inoltro, nella speranza che possa esser utile. Cordiali saluti, D. Fichera ---------- Forwarded message ---------- From: Florent KRZAKALA <florent.krzakala(a)ens.fr> Date: 2017-10-20 14:46 GMT+02:00 Subject: Post-doctoral position in data science @ENS Paris "Laplace Chair 2018" To: Florent KRZAKALA <florent.krzakala(a)ens.fr> Dear colleagues We are looking for excellent candidates in ENS for the Laplace Junior Professor Chair in Data Sciences. Please circulate this message as much as possible! Regards Florent ------------------------------ The Ecole Normale Supérieure (ENS Paris) invites applications for a Junior Research and Teaching Laplace chair in data science at the postdoctoral level, funded by CFM (Capital Fund Management) and the ENS. The chair is named after Pierre-Simon, marquis de Laplace, who between many accomplishments, was one of the early founders of statistical inference and data science. The Laplace chair aims at recruiting outstanding candidates in all areas of data sciences including theoretical statistics, machine learning, optimization, signal processing, computer science, applied mathematics and statistical physics, or working on applications to other sciences such as physics, biology, medicine, social sciences or economics. Appointments will be for two years with a possible extension for a third year. Salary is competitive and the positions are endowed with travel resources. The successful candidate will carry out research in ENS, with reduced teaching duties which will be adapted. Applications should consist of a single file and be send before December 31th, 2017 by email to laplacechair2018(a)gmail.com. - A cover letter ; - A complete CV including a list of publications ; - A research statement (maximum 4 pages in A4 format) taking into account possible interactions with research groups/faculty within the different department of ENS (Computer science,Mathematics, Physics,Biology, etc.) ; - Three letters of recommendation from senior scientists, to be sent directly by email to laplacechair2018(a)gmail.com. More information about the scientific environnement of this program can be found on the webpage of the Data Science Chair of the ENS at https://data-ens.github.io. Short-listed candidates will be invited for an interview (video conference) in mid-January 2018.

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seminar at LUISS
by Marco Scarsini 20 Oct '17

20 Oct '17

October 26 from 12:00 to 13:00, Department of Economics and Finance LUISS room 207 viale Romania 32 00197 Roma. Speaker: Sylvain Sorin (IMJ, Université Pierre at Marie Curie) Title: Optimization, learning and games. ``Replicator dynamics: old and new’’ Abstract: We will describe the unilateral version associated to the replicator dynamics and its connection to on-line learning procedures and classical gradient algorithms in discrete and continuous time. We will survey recent results on extensions of this dynamics: regularization functions and variable weights, time average and link to best reply dynamics in games, equilibria and variational inequalities, potential and dissipative games, Hessian Riemannian metrics. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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MAF 2018 - Mathematical and Statistical Methods for Actuarial Sciences and Finance
by Marco Corazza 20 Oct '17

20 Oct '17

Dear All, we are glad to announce that the call for papers for the conference *MAF 2018 - Mathematical and Statistical Methods for Actuarial Sciencea and Finance* is open. MAF 2018 will be held on *April 4-6, 2018* at *Universidad Carlos III de Madrid* (Campus Madrid-Puerta de Toledo), Spain. Our website address is *http://www.est-econ.uc3m.es/maf2018/ <http://www.est-econ.uc3m.es/maf2018/>*. Interested people should submit a 1-page abstract within *December 1, 2017*. See you in Madrid! -- 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 -- <<Neuroscientists have shown that monetary gain stimulates the same reward circuitry as cocaine and that financial loss activates the same fight-or-flight response as a physical attack. Th ese reactions are hardwired into human physiology.>> *A.W. Lo, "Adaptive markets. Financial evolution at the speed of thought", Princeton University Press, 2017)* [page 101]

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Fwd: Excellence Laboratory Milyon scholarships: call for applications 2018
by Gianfausto SALVADORI 19 Oct '17

19 Oct '17

Ricevo e inoltro, nella speranza che possa esser utile a qualche nostro studente. Cordiali saluti, G. Salvadori > Dear colleagues, > > Please forward the following announcement for Master and Bachelor level scholarships for research programs in Mathematics and Computer Science in the Lyon—Saint-Étienne area. > > Best regards, > Christophe Sabot > Responsible of the Excellence Laboratory Milyon <http://milyon.universite-lyon.fr/> > > ——————————————————————————————— > > The Excellence Laboratory Milyon is a “Future Investments Program” in the Lyon—Saint-Étienne area. Milyon federates 350 researchers from three research units in Mathematics and Fundamental Computer Science: Institut Camille Jordan, Laboratoire de l’Informatique du Parallélisme, Unité de Mathématiques Pures et Appliquées. > > Milyon fosters interdisciplinary research. It also stimulates interactions between Mathematics and Computer Science and between the researchers from the three research units in three main directions: > research > support to innovative training programs > dissemination of scientific culture. > > Milyon offers scholarships for Master and 3rd year Bachelor students. Of 1,000 euros net/month/10 months, the scholarships are intended to students with outstanding academic records willing to enroll in the research programs in Mathematics and Computer Science supported by Milyon. > > The 2018 call for applications is open > Deadline for applications: January 9th, 2018 > Results will be communicated around February 15th, 2018 > > Useful links : > > Milyon’s scholarships program <http://milyon.universite-lyon.fr/en/formation/bourses/> > Programs eligible for Milyon scholarships <http://milyon.universite-lyon.fr/en/formation/cursus-innovants/> > Milyon’s website <http://milyon.universite-lyon.fr/en/> ____________________________________________________ Gianfausto SALVADORI ____________________________________________________ Università del Salento Dipartimento di Matematica e Fisica "E. De Giorgi" Provinciale Lecce-Arnesano, P.O.Box 193 I-73100 Lecce (Italy) ____________________________________________________ PHONE: +39-0832-29 7584. FAX: +39-0832-29 7594 ____________________________________________________ E-MAIL: gianfausto.salvadori(a)unisalento.it http://www.unisalento.it/people/gianfausto.salvadori <http://www.unisalento.it/people/gianfausto.salvadori> (OPEN) "Dependence Modeling" Editorial Board member http://www.degruyter.com/view/j/demo ____________________________________________________

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Seminar by prof. Walter Schachermayer at LUISS
by Sara 18 Oct '17

18 Oct '17

Dear all, on Friday 24 November at 9:30, room A105 prof Schachermayer will give the following seminar: *Title:* The amazing power of dimensional analysis: Quantifying market impact *Abstract:* A basic problem when trading in financial markets is to analyze the prize movement caused by placing an order. Clearly we expect - ceteris paribus - that placing an order will move the price to the disadvantage of the agent. This price movement is called market impact. Following Kyle and Obizhaeva we apply dimensional analysis - a line of arguments wellknown in classical physics - to analyze to which extent the square root law applies. This universal law claims that the market impact is proportional to the square root of the size of the order. The mathematical tools of this analysis reside on elementary linear algebra. Joint work with Mathias Pohl, Alexander Ristig and Ludovic Tangpi. Regards, Sara -- 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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10th World Congress of the Bachelier Finance Society
by Paolo Guasoni 18 Oct '17

18 Oct '17

10th World Congress of the Bachelier Finance Society Banner BFS Congress 2018 <http://www.bachelierfinance.org/wp/wp-content/uploads/2017/10/banner_congre…> Trinity College Dublin, July 16-20, 2018 Call for Papers Every two years, the *World Congress* of the *Bachelier Finance Society* brings together academics and practitioners in the Mathematical and Quantitative Finance community to exchange ideas on the state-of-the-art, discuss the latest trends in the field, and find new collaborations and employment opportunities. The 10th World Congress of the Bachelier Finance Society will take place at *Trinity College Dublin, July 16-20, 2018*. Plenary Speakers René Aïd (Paris Dauphine), Hansjoerg Albrecher (HEC Lausanne), Bruno Bouchard (Paris Dauphine), J. Doyne Farmer (Oxford), Masaaki Fukasawa (Osaka), Xin Guo (Berkeley), Monique Jeanblanc (Evry), Charles-Albert Lehalle (Capital Market Fund), Walter Schachermayer (University of Vienna), José A. Scheinkman (Columbia), Mete Soner (ETH Zurich), Jiangfeng Zhang (USC). Scientific Committee Pauline Barrieu (LSE), Erhan Bayraktar (University of Michigan), Michel Crouhy (Natixis), Jean-Pierre Fouque (Santa Barbara), Paolo Guasoni (Dublin City University), Takaki Hayashi (Keio), Vicky Henderson (Warwick), Alexander Lipton (Stronghold Labs), Andrew Lo (MIT), Jin Ma (USC), Huyên Pham (Paris VII), Jean-Charles Rochet (University of Zurich), Mathieu Rosenbaum (Ecole Polytechnique), Alexander Schied (Waterloo), Wim Schoutens (KU Leuven). Submissions open now Submissions are open on the conference website through January 15, 2018: http://bacheliercongress2018.com/ Bachelier Finance Society Junior Scholar Award - sponsored by SIG At SIG <https://sig.com/>, Quantitative Researchers explore the latest concepts in financial mathematics to solve problems found in the markets. Sponsored by SIG, this new award will honour the most outstanding contribution by a PhD student or postdoc with EUR 5000 (conditions apply). The award has been created to recognise scholars who share SIG’s passion for cutting-edge research. Conference participants will also have the opportunity to submit their CVs and potentially interview with our sponsors. Click here <http://www.bachelierfinance.org/awards/junior-scholar-award.html> to read more about the Bachelier Finance Society Junior Scholar Award. Poster The poster of the Congress can be downloaded here <http://bacheliercongress2018.com/uploads/files/BFS-A4-flyer5.pdf>.

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Conference in Bologna
by Sabrina Mulinacci 17 Oct '17

17 Oct '17

Dear all, Like every year, the opening of the Graduate course in Quantitative Finance is celebrated with an international conference devoted to hot topics in risk management. As always, the conference takes place in the days around Halloween, and for this reason, and also for the risk topics addresses, is known among Quantitative Finance alumni's as the Halloween conference. This year, the conference will take place on October 26th and 27th, and topic covered will be: Sovereign Risk and the Euro: Lessons from the Crisis Info about the program and participation is in the website below. Participation is free of charge, but for organizational reasons we kindly ask you to notify participation to marialuigia.loiudice(a)unibo.it<mailto:marialuigia.loiudice@unibo.it> http://www2.stat.unibo.it/sovereign-risk/Home.html Looking forward to seeing you in Bologna! Umberto Cherubini and Sabrina Mulinacci

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Bruti Liberati Prize
by Daniele Marazzina 16 Oct '17

16 Oct '17

Con preghiera di diffusione XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX We are happy to announce the Bruti Liberati Prize 2017. The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Seventh Nicola Bruti Liberati Prize which is to be awarded for a doctoral thesis defended in 2016-2017 in all subjects of Mathematical Finance Application deadline is 31 January 2018. You find all the necessary information on the website https://www.mate.polimi.it/brutiliberatiprize/ Qfinlab Department of Mathematics Politecnico di Milano Bruti-Liberati Prize - Politecnico di Milano<https://www.mate.polimi.it/brutiliberatiprize/> www.mate.polimi.it The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Sixth Nicola ...

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Fwd: The 9th International Conference on Stochastic Analysis and Its Applications - Save the date
by Michele Coghi 16 Oct '17

16 Oct '17

Dear all, this is the first announcement for "The 9th International Conference on Stochastic Analysis and Its Applications" (ICSAA) to be held at Bielefeld University, Germany, from 3th - 7th September 2018. The main topics of the conference series include but are not limited to: * Stochastic analysis and its applications * Stochastic differential and partial differential equations * Markov processes including jump type processes and measure-valued processes * Dirichlet forms * Analysis on fractals and percolation clusters * Random walk in random media and on random graphs More information and (soon) the registration form are available on the website https://www.math.uni-bielefeld.de/icsaa/ We are looking forward to seeing you in Bielefeld, Michele Coghi Local organizer

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Fwd: Stimulate
by Marco Romito 14 Oct '17

14 Oct '17

ricevo e giro la segnalazione di borse PhD nell'ambito del progetto Stimulate (Simulation in multiscale physical and biological systems). Il flyer dell'annuncio: http://www.stimulate-ejd.eu/sites/default/files/stimulate_poster.png Per maggiori informazioni: http://www.stimulate-ejd.eu

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Position at the UK Office for National Statistics
by Enrico Scalas 13 Oct '17

13 Oct '17

Dear Colleagues, The Office for National Statistics in the UK is recruiting statisticians. You might wish to circulate the ads to interested persons (deadline 22 Oct): https://www.civilservicejobs.service.gov.uk/csr/index.cgi?SID= c2VhcmNoX3NsaWNlX2N1cnJlbnQ9MiZjc291cmNlPWNzcXNlYXJjaCZwYWdl YWN0aW9uPXZpZXd2YWNieWpvYmxpc3QmcGFnZWNsYXNzPUpvYnMmb3duZXJ0 eXBlPWZhaXImdXNlcnNlYXJjaGNvbnRleHQ9NDUyMjYyOTUmb3duZXI9NTA3 MDAwMCZqb2JsaXN0X3ZpZXdfdmFjPTE1NTgyODYmcmVxc2lnPTE1MDcxMTg3 ODUtZjA0NTBmNjVhOWM2NDc4ZjFiZTZiNWVkNmYxMjk3NTQwZTcyMTEwOQ== https://www.civilservicejobs.service.gov.uk/csr/index.cgi?SID= Y3NvdXJjZT1jc3FzZWFyY2gmb3duZXJ0eXBlPWZhaXImdXNlcnNlYXJjaGNv bnRleHQ9NDUyMjYyOTUmam9ibGlzdF92aWV3X3ZhYz0xNTU4MjgzJnNlYXJj aF9zbGljZV9jdXJyZW50PTEmb3duZXI9NTA3MDAwMCZwYWdlY2xhc3M9Sm9i cyZwYWdlYWN0aW9uPXZpZXd2YWNieWpvYmxpc3QmcmVxc2lnPTE1MDcxMTg2 NTQtYmRmN2M0MWQ1MDhmYzEwNGQ0ZGY5NzkxMmVkMGU3ZmEzM2EyODZjMA== I hope the links above do work. If not, please feel free to contact me personally in case you are interested. Best regards, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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Assegno di Ricerca SECS-S/06 a Roma Tre
by Pietro Caputo 12 Oct '17

12 Oct '17

Segnalo il seguente assegno di ricerca bandito presso il Dipartimento di Studi Aziendali, SSD SECS-S/06 "Metodi matematici per l'analisi di problemi relativi alla gestione aziendale, alla finanza, alle scelte individuali, strategiche e collettive". Il bando e' reperibile qui: http://europa.uniroma3.it/dottorati2010/assegni/6ef6e164-5bf6-48de-ab04- d5f9d4f62994.pdf Scadenza: 20 ottobre 2017

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Model Uncertainty and Robust Finance (II edition)
by Giovanni Puccetti 12 Oct '17

12 Oct '17

FIRST ANNOUNCEMENT for the Workshop Model Uncertainty and Robust Finance (II edition), University of Milano, MARCH 15-16, 2018 https://sites.google.com/site/murf2018/ CONFIRMED INVITED SPEAKERS Carole BERNARD (VUB & Grenoble EM) Roger COOKE (TU Delft) David LI (SAIF & SJTU Shangai) Massimo MARINACCI (Bocconi University) Walter SCHACHERMAYER (University of Vienna) Ludovic TANGPI (University of Vienna) FREE REGISTRATION FOR ACCEPTED CONTRIBUTED SPEAKERS (Deadline for abstract submission: JANUARY 31, 2018) DE FINETTI RISK SEMINAR on MARCH 14, 2018 (Lecture by W. SCHACHERMAYER and Welcome Reception) SPECIAL ISSUE in DEPENDENCE MODELING edited by Marco Frittelli and Emanuela Rosazza-Gianin Hope to see you soon in Milan!

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Fifth edition of the StaTalk series (workshops on statistical topics)
by Euloge C. Kenne Pagui 12 Oct '17

12 Oct '17

Dear all, we are pleased to announce that the fifth edition of the StaTalk series will be held at the Department of Statistical Sciences of the University of Padua, on November, 17, 2017. StaTalks are one-day workshops on statistical topics during which the hosting group introduces and overviews the main research interests of their members. Aimed at Master’s and PhD students, as well as at post-docs and young researchers, StaTalks are intended to be informal gatherings which allow for a more proficient interaction between presenters and participants. They typically feature some introductory tutorials on the main workshop theme and a few seminars that overview more advanced research topics, still kept at an expository level. StaTalks are thus a great opportunity to become acquainted with the workshop main topic, as well as to share and update one's knowledge on the interface of Statistical research in an easy and informal atmosphere. The topic of this fifth edition will cover many areas of research currently undergoing at the Department of Statistical Sciences of the University of Padua ranging from methodological statistics to demography. Registrations, as in the past StaTalk events, is free of charge but mandatory. Additional information, can be found at the workshop page statalk.stat.unipd.it Best regards, The Organising Committee --------------------------------------------------------- Department of Statistical Sciences, University of Padova. Via Cesare Battisti, 241 - 35121 Padova ---------------------------------------------------------

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Lezioni inaugurali - MSc FIRM - Firenze (mar 17/10)
by Giacomo Scandolo 11 Oct '17

11 Oct '17

Inaugural Lectures MSc in Finance and Risk Management (Università di Firenze) Academic Year 2017/2018 17 October 2017 Aula 0.05, D15 building, Polo di Novoli PROGRAM 9.30 Institutional greetings 9.45 Elisa LUCIANO (University of Torino) " Geographical diversification of life-insurance companies: evidence and diversification rationale" 10.45 Coffee-break 11.15 Tai-Ho WANG (Baruch College, City University of New York) "Implied volatility and its related financial instruments: modeling and pricing" 12.30 Dimitri LORENZANI (European Commission, Directorate General for Economic and Financial Affairs) "The European Commission's 2017 Country Report: analytical insights" More information http://www.frm.unifi.it/ Abstracts Elisa LUCIANO (University of Torino) " Geographical diversification of life-insurance companies: evidence and diversification rationale" Large life insurance companies are internationally diversified. The cost-effectiveness or business-cycle smoothing of international diversification is not always at work. How can the empirical evidence be rationalized, then? We show that diversification gains from international expansion can reduce risk margins and Solvency requirements due to longevity risk. Gains are more pronounced in a low-interest rates regime. To show that result, we build parsimonious continuous-time model for longevity risk, that captures the dependence across different ages in different populations. We define a diversification index and measure diversification gains in capital requirements according to the current regulation. We present a calibrated example, based on annuity portfolios of UK and Italian males. The results of our application show that diversification gains, evaluated as the reduction in the portfolio risk margin following the international expansion, may be non-negligible. Tai-Ho WANG (Baruch College, City University of New York) "Implied volatility and its related financial instruments: modeling and pricing" Abstract: Implied volatility modeling has been a mainstream research in academia and industry almost since the trading of options was introduced to the financial world. In this talk, we review stylized facts of implied volatility in equity market, followed by an introduction to the commonly used models that captures partly the stylized facts. The models include local volatility model, stochastic volatility model, local-stochastic volatility, and the fractional volatility model. The last in the list has been regaining great attentions these days. Numerical pricing of vanilla options and calibration of implied volatilities under these models will be briefly discussed. We conclude the talk by the pricing of financial instruments that are directly or indirectly related to implied volatilities. Dimitri Lorenzani (European Commission, Directorate General for Economic and Financial Affairs) " The European Commission's 2017 Country Report: analytical insights" Abstract: In the 2017 Country Report, the European Commission assessed Italy's economy in the light of the economic priorities established through the 2017 Annual Growth Survey: (i) boosting investment; (ii) pursuing structural reforms; and (iii) ensuring responsible fiscal policies. The presentation aims to provide insights into some of the analytical work underpinning the European Commission's findings. The Country Report indicates that, despite some important reforms in recent years, significant structural weaknesses in diverse policy areas continue to undermine Italy's productivity growth, slowing the correction of Italy's excessive macroeconomic imbalances. In particular, the high public debt remains a major source of vulnerability for the Italian economy given the low potential growth and a still fragile fiscal position. Moreover, the competitiveness gap of the Italian economy vis-à-vis the rest of the euro area persists also due to the insufficient innovation capacity of Italian firms. The legacies of the long-lasting crisis also weigh on Italy's growth prospects since sizeable non-performing loans hamper banks' ability to support investment, while long-term and youth unemployment remain high.

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Seminario Tai-Ho Wang 19 ottobre 2017 presso Università Cattolica sede di Milano
by Marina DI GIACINTO 11 Oct '17

11 Oct '17

Seminario di Tai-Ho Wang (Department of Mathematics - Baruch College - The City University of New York) Giovedi' 19 ottobre 2017 - ore 14:30 - aula 200 Università Cattolica del Sacro Cuore, Milano, Dipartimento di Discipline matematiche, Finanza matematica ed Econometria Via Necchi, 9 - Milano TITLE: Modeling of implied volatility and its recent progress ABSTRACT: Modeling of implied volatility has been active ever since the introduction of trading of option. In this talk, starting from the minimal and complete local volatility model, we discuss the development of more sophisticated models that aim to capture stylized facts observed in the market. In addition to local volatility models, the models include stochastic volatility model, exponential Levy models, and the recently revived fractional models. We also elaborate which of the styles facts are, and which aren't, captured by these models. Numerical pricing of vanilla options and calibration of implied volatilities under these models will be briefly discussed. Tutti gli interessati sono invitati a partecipare.

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2 postdoc positions in Geometric Methods for Deep and Reinforcement Learning at RIST
by Luigi Malagò 09 Oct '17

09 Oct '17

=========================================================== *Subject*: 2 postdoc positions in Machine Learning (1 year, renewable up to 3 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*: 20 October 2017 (applicants are encouraged to apply earlier) *Salary*: around 2190 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc- positions-in-deep-learning-and-machine-learning.html =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for 2 postdoc positions, 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 3 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-learning-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: 20 October 2017 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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Fwd: Summer School in Probability and Mathematical Physics at IST Austria
by pietro caputo 09 Oct '17

09 Oct '17

---------- Forwarded message ---------- From: Jan Maas <jan.maas(a)ist.ac.at> Date: Mon, Oct 9, 2017 at 10:46 AM Subject: Summer School in Probability and Mathematical Physics at IST Austria To: pmp-2018(a)ist.ac.at Dear colleagues, IST Austria organizes a Summer School in Probability and Mathematical Physics which takes place on June 4-8, 2018. The school consists of three lecture series by eminent mathematicians: Hugo Duminil-Copin (IHES): Sharp threshold phenomena via randomized algorithms Martin Hairer (Imperial College London): A BPHZ theorem for stochastic PDEs Jason Miller (University of Cambridge): The Gaussian free field and Liouville quantum gravity The event is aimed at a broad audience of researchers, particularly focusing on PhD students and postdocs. It takes place at the campus of IST Austria, a young international institute dedicated to basic research and graduate education in the natural and mathematical sciences. The institute is located in Klosterneuburg on the outskirts of Vienna. Limited support is available for partially covering the costs of travel and/or accommodation for qualified (PhD) students and postdocs. More information and a registration form can be found at http://ist.ac.at/pmp2018/ We would be grateful if you could bring this information to the attention of researchers who may be interested to attend. Best regards, Laszlo Erdos, Jan Maas, Robert Seiringer

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seminar at LUISS
by Marco Scarsini 09 Oct '17

09 Oct '17

Thursday October 12 from 12:00 to 13:00, room 207 Department of Economics and Finance LUISS viale Romania 32 00197 Roma. Speaker: Fabio Martinelli Title: Bootstrap percolation and interacting particle systems with kinetic constraints Abstract: Recent years have seen a great deal of progress in understanding the behavior of bootstrap percolation models, a particular class of monotone cellular automata. In the two-dimensional lattice, there is now a quite satisfactory understanding of their evolution starting from a random initial condition, with a strikingly beautiful universality picture for their critical behavior (length and time scales). Much less is known for their non-monotone stochastic counterpart, namely kinetically constrained models (KCM). In KCMs the state of each vertex which could be infected by the bootstrap percolation rules is resampled (independently among the vertices) at rate one by tossing a p-coin. In particular, the infection can also heal, hence the non-monotonicity. Besides their connection with bootstrap percolation, KCMs have a strong interest in their own: as p ↓ 0 they display some of the most striking features of the liquid/glass transition, a major and still largely open problem in condensed matter physics. In this talk, after an introductory first part, I shall discuss (i) some recent conjectures relating the universality behavior of critical KCMs to their bootstrap percolation counterpart and (ii) some very recent progress towards proving the above conjectures. Joint project with C. Toninelli (Univ. Paris VII) and R. Morris (IMPA, Rio de Janeiro) ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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PhD Course on Hawkes Processes and Applications in Finance
by Carlo Sgarra 07 Oct '17

07 Oct '17

In my previous message announcing a PhD Course at Politecnico di Milano on "Hawkes Processes and Applications in Finance" a systematic misprint on the dates of the lectures appeared. The lectures will take place in JANUARY 2018, not January 2017 (as appearing in the previous message); the other informations concerning classrooms, days and times were correct. I apologize for the misprint. Kind Regards, Carlo Sgarra

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Seminario KAKAMU
by Matteo Ruggiero 06 Oct '17

06 Oct '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 13 Ottobre 2017, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Kazuhiko KAKAMU (Kobe University) HOW DOES MONETARY POLICY AFFECT INCOME INEQUALITY IN JAPAN? EVIDENCE FROM GROUPED DATA We examine the effects of monetary policy on income inequality in Japan using a novel econometric approach that jointly estimates the Gini coefficient based on micro-level grouped data of households and the dynamics of macroeconomic quantities. Our results indicate different effects on income inequality depending on the monetary policy measure under consideration: A traditional rate increase decreases income inequality, whereas a reduction of asset purchases leads to more inequality. Movements of inflation expectations and equity prices might account for theses differences. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' 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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PhD Course on Hawkes Processes and Aplications in Finance
by Carlo Sgarra 06 Oct '17

06 Oct '17

The Mathematics Department of Politecnico di Milano will offer a PhD course on the subject "Hawkes Processes and Applications in Finance". The course will be given by Carlo Sgarra. The calendar and the subjects of the lectures will be the following: January 8, 2017 9:30-12:30 Motivation for introducing Hawkes processes in financial models, the self-exciting features of jumps and the clustering property. January 8, 2017 14:30-16:30 Introduction to point processes: their basic properties. January 9, 2017 9:30-12:30 Definition and basic properties of Hawkes processes. January 9, 2017 14:30-16:30 The microstructure foundation of Hawkes processes. January 10, 2017 9:30-12:30 Multivariate Hawkes processes. January 10, 2017 14:30-16:30 Simulation of Hawkes processes. The time change technique. January 15, 2017 9:30-12:30 The Statistics of Hawkes processes: parametric estimation. The Maximum Likelihood Estimator for Hawkes Processes. January 15, 2017 14:30-16:30 Hawkes processes and pricing. January 16, 2017 9:30-12:30 Hawkes processes and the branching property. Branching processes in continuous time and their relation with Hawkes. January 16, 2017 14:30-16:30 Hawkes processes and power market. January 17, 2017 9:30-12:30 Hawkes processes and rough volatility models: an introduction to rough volatility models. January 17, 2017 14:30-16:30 Optimal control problems in Hawkes framework: a few examples from the literature. Some slides will be available at the end of the course. The lectures will take place in the classroom inside the Department of Mathematics located at the third floor of the building called "La Nave". Best Regards, Carlo Sgarra

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Fwd: 4th Barcelona Summer School on Stochastic Analysis
by Marco Romito 06 Oct '17

06 Oct '17

-------- Forwarded Message -------- Subject: 4th Barcelona Summer School on Stochastic Analysis Date: Thu, 5 Oct 2017 15:43:29 +0200 From: Bústia CRM Difusions <crmdifusions(a)crm.cat> Dear colleague, We are pleased to announce the upcoming *4th Barcelona Summer School on Stochastic Analysis*, which will be held at the Centre de Recerca Matemàtica in Bellaterra (Barcelona) from *July 9 to July 13, 2018*. The school is intended for PhD students and young researchers mainly in stochastic analysis. The courses will be the following: * /Some stochastic models in eco-evolution/, by *Sylvie Méléard*(École Polytechnique, France) * /Topology of zero sets of smooth random Gaussian functions, by**/*Mikhail Sodin*(Tel Aviv University, Israel) We invite you to visit the homepage of the school http://www.crm.cat/en/Activities/Curs_2017-2018/Pages/4th-BCN-Summer-School… to keep posted with the progress of and news about the organization. Sincerely Yours, The Organizing Committee: Xavier Bardina (Universitat Autònoma de Barcelona) Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona) Marta Sanz-Solé (Universitat de Barcelona) Josep Vives (Universitat de Barcelona) *CRM_LOGO_P* Centre de Recerca Matemàtica Campus de Bellaterra, Edifici C 08193 Bellaterra (Barcelona) Tel.: + 34 93 581 10 81 Fax: + 34 93 581 22 02 *www.crm.cat <http://www.crm.cat/>*** *@CRMatematica <https://twitter.com/CRMatematica>*

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DataScience@Sapienza
by Pierpaolo Brutti 05 Oct '17

05 Oct '17

A tutti gli interessati, Venerdì 6 ottobre si terrà il simposio "DataScience@Sapienza" al termine del quale il rettore Eugenio Gaudio proclamerà i primi laureati magistrali in "Data Science" dell'Ateneo. Durante il simposio sono previsti gli interventi della direttrice di ricerca Google per il Machine learning, Corinna Cortes e del direttore per i servizi IT di Eurostat, Emanuele Baldacci. Inoltre, si discuterà sulle opportunità di lavoro e sulle competenze della figura del data scientist attraverso la partecipazione di alcune delle numerose realtà industriali che hanno collaborato con il Corso di laurea magistrale (IBM, Microsoft, SAS, Banca d'Italia e Unicredit). Per maggiori informazioni: DataScience@SAPIENZA: Symposium and Graduation Ceremony url: http://news.uniroma1.it/06102017_0900 --P

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Open full professorship, Prob-L@B, University of Bath, UK
by Alexandre Stauffer 03 Oct '17

03 Oct '17

Apologies for cross postings The Department of Mathematical Sciences at the University of Bath is inviting applications for a full professorship in Probability. Applicants must have a strong research vision, and a track record of engagement within their Department and across the wider mathematical community. Applicants are expected to have an excellent track record of publications and research grant acquisition, commensurate to their stage of career, as well as a keen interest in pursuing excellence in teaching and in supervising graduate students. Key attributes are strategic leadership and the ability to influence and shape the output and success of the Department. We particularly welcome applications from established Professors, as well as from Readers, Senior Lecturers and Associate Professors or equivalent who can demonstrate a significant upward trajectory. Applications from all groups currently under-represented in academic posts are particularly encouraged. Both the Department and the University are committed to providing a supportive and inclusive working environment. Flexible working options will be considered wherever possible. For more information visit http://www.bath.ac.uk/hr/working/flexible-working/. For further information on how to apply, please visit https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5266 Contact Professor Andreas Kyprianou (a.kyprianou(a)bath.ac.uk) should you have further questions. Best wishes, Alexandre

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avviso di seminario - Univ. Milano-Bicocca
by Emanuela Rosazza 03 Oct '17

03 Oct '17

Si avvisa che il giorno mercoledì 11 ottobre alle ore 16 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- Sala del Consiglio) si terrà il seguente seminario: Speaker: Prof. Giorgio Ferrari (Università di Bielefeld, Germania) Titolo: “On a Class of Optimal Dividend Problems with Capital Injection” Abstract: In this talk I present some recent results on the optimal dividend problem with capital injection. That is the problem of a fund manager aiming at maximising the discounted dividend payments, net of the penalised discounted capital injections needed to avoid bankruptcy of the fund. In our model the surplus dynamics is driven by a general linearly controlled one-dimensional diffusion, that is reflected at zero. Moreover, we assume that the dividend payments are subject to surplus-dependent taxes/transaction costs. We show that depending on the properties of the surplus-dependent taxes/transaction costs we can have different kinds of optimal strategies for the dividend payments. Either it is optimal to follow a classical barrier strategy, or not paying dividend at all is the best thing to do. 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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French-Italian Statistics Workshop
by Matteo IACOPINI 02 Oct '17

02 Oct '17

Dear all, it is our pleasure to announce the French-Italian workshop "New Challenges in Statistics for Social Sciences", which will take place on 16-17 October 2017 at Ca' Foscari University of Venice, Department of Economics (Meeting Room 1, Campus Economico, Fondamenta San Giobbe 873). This workshop aims at presenting recent developments in both theoretical and applied statistics for social sciences, with particular attention to economics and finance. The workshop will feature six presentations by international speakers and two tutorial classes will be offered: - Bayesian inference for Poisson processes, by prof. Fabrizio Ruggeri (CNR IMATI of Milan) - Introduction to Approximate Bayesian Computation by prof. Christian Robert (Université Paris Dauphine and University of Warwick). The sponsors of the event are: - Université Franco-Italienne (UFI) - GRETA research group - Dipartimento di Economia dell'Università Ca’ Foscari di Venezia All interested researchers, as well as PhD students, are invited to participate. The participation is free, but for organization reasons, people interested in attending the Workshop are kindly requested to contact the local organizers within October 7 via the following account: Matteo Iacopini: matteo.iacopini(a)unive.it <mailto:matteo.iacopini@unive.it> For further information please visit: http://sites.google.com/site/ifstatseminar/ <http://sites.google.com/site/ifstatseminar/> We apologize for cross-posting and look forward to seeing you in Venice! Best regards, Monica Billio, Roberto Casarin and Matteo Iacopini

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Fwd: 3-year post-doctoral fellowship in probability at Durham
by Pietro Caputo 02 Oct '17

02 Oct '17

---------- Forwarded message ---------- From: Andrew Wade <andrew.wade(a)durham.ac.uk> Date: Mon, Oct 2, 2017 at 11:05 AM Subject: 3-year post-doctoral fellowship in probability at Durham To: Dear colleagues, Apologies if you receive more than one copy of this message. Please allow us to draw your attention to the fact that Durham University is advertising for a 3-year post-doctoral fellowship (Willmore Fellowship) in probability or a closely related area of analysis (closing date 25 October 2017): https://recruitment.durham.ac.uk/pls/corehrrecruit/erq_ jobspec_details_form.jobspec?p_id=008217 Please pass this on to anyone who you think might be interested. Many thanks, Sunil Chhita Nicholas Georgiou Ostap Hryniv Mikhail Menshikov Andrew Wade

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Quantitative Finance Workshop 2018 - Call for Papers
by Davide Erminio Pirino 30 Sep '17

30 Sep '17

[image: Immagine incorporata 1] Dear Collegues, We take great pleasure to invite you to attend the XIX edition of the Workshop on Quantitative Finance that will be held at the Department of Business Studies - University Roma Tre on 24-25-26 January 2018. The official website is http://disa.uniroma3.it/qfw2018/ After the great success of the previous edition at the University of Milano-Bicocca, we repeat the same conference format, lasting two days and a half (from Wednesday 24 January afternoon to Friday 26 January). The deadline for submitting an Extended Abstract is 26 November 2017. Notification of acceptance will be given by 23 December 2017. The full paper for the discussant will have to be provided by 7 January 2018. Looking forward to seeing you in Rome! Best regards The organizing committee

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Call for abstracts - opening conference of the thematic semester on “Stochastic modeling” - Verona, Italy - December 18th to 21st, 2017
by Luca di persio 30 Sep '17

30 Sep '17

*Call for abstracts* *Opening conference of the thematic semester on* *“Stochastic modeling”* *December 18th to 21st, 2017* *Verona, Italy * We would like to invite both academics and practitioners to submit abstracts to the *opening conference of the thematic semester on “Stochastic modeling” taking place in Verona, Italy from December 18th to 21st, 2017. *The aim of the thematic semester, and in particular this opening conference, is to enhance existing connections and to foster new collaborations between researchers in the fields of stochastic modeling, financial mathematics, stochastic control and risk management. The scientific program will feature plenary lectures, invited and contributed talks, as well as poster sessions. *Confirmed plenary speakers are: * Paolo Baldi (Roma 2 University) Viorel Barbu (Romanian Academy) Alberto Bressan (Penn State university) Christa Cuchiero (Vienna university) Romuald Elie (Paris Est university) Damir Filipovic (EPFL and Swiss Finance Institute) Franco Flandoli (Pisa university) Marco Furhman (Milano university) Dylan Possamaï (Columbia university) Young researchers – especially PhD students and junior postdocs – are encouraged to submit their work for a contributed talk or a poster presentation. *Abstracts for contributed talks and posters must be in English and can be submitted at info(a)vpsms2018.org <info(a)vpsms2018.org> (Please indicate during submission if you are willing to do a poster presentation)* *The deadline for abstract submission is October 31st, 2017.* *Decisions on acceptance / rejection will be communicated to the authors by November 7th, 2017.Registration for Participation: November 15th, 2017 (Early registration)Registration fees: 120 euros (Early registration) - 170 euros (Regular registration)* For further information about the conference, please visit our *website:* http://vpsms2018.org/event/opening-conference/ If you have any queries, do not hesitate to *contact us at:* info(a)vpsms2018.org Warm wishes, The organizing committee Etienne Chevalier (Evry university) Luca Di Persio (Verona university) Idris Kharroubi (Paris 6 university) Sergio Pulido (ENSIIE Paris-Evry) __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <+39%20045%20802%207968> Head of R&D info(a)hpa8.com | www.hpa8.com

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Fwd: Postdoc positions at Luiss - Roma. A final reminder
by Fausto Gozzi 29 Sep '17

29 Sep '17

Sorry there was a mistake in the email below (sent this morning) the correct text is the following. Final reminder. Applications are open for three postdoc positions at LUISS on theÂ following topics: Proff. Marco SCARSINI, Marco DALLAGLIO Efficiency of equilibria in large games. Deterministic and stochastic viewpoints Deadline: October 16th, 2017 - 14:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Sara BIAGINI, Fausto GOZZI Stochastic control and duality methods to tackle model uncertainty in finance and insurance Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI High-Dimensional Data: Applications to Economics Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Information can be found here: <http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166 >Date: Fri, 29 Sep 2017 10:17:47 +0200 >To: random(a)dm.unipi.it >From: Fausto Gozzi <faustogozziluiss(a)gmail.com> >Subject: Postdoc positions at Luiss - Roma. A final reminder > >Final reminder. > >Applications are open for three postdoc >positions at LUISS on theÂ following topics: > >Proff. Marco SCARSINI, Marco DALLAGLIO >Efficiency of equilibria in large games. >Deterministic and stochastic viewpoints > Deadline: September 30, 2017 - 12:00 p.m. - > Central European Summer Time (CEST), UTC +2 > > >Proff. Sara BIAGINI, Fausto GOZZI >Stochastic control and duality methods to tackle >model uncertainty in finance and insurance > Deadline: September 30, 2017 - 12:00 p.m. - > Central European Summer Time (CEST), UTC +2 > > >Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI >High-Dimensional Data: Applications to Economics >Deadline: October 16th, 2017 - 14:00 p.m. - >Central European Summer Time (CEST), UTC +2 > >The application deadline is September 30. > >Information can be found here: > ><http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166 > >Fausto Gozzi >Dipartimento di Economia e Finanza >LUISS - Guido Carli >Viale Romania, 32 >00197 Roma >Italy >tel 06.85225723 (office) >FAX 06.86506513 >e-mail: fgozzi(a)luiss.it >webpage: http://docenti.luiss.it/gozzi/ > >old address, sometimes still used: > >Fausto Gozzi >Dipartimento di Matematica >Universita' di Pisa >Largo Bruno Pontecorvo n.5 >56127 Pisa >Italy >tel 050/2213270 >e-mail: gozzi(a)dm.unipi.it Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Postdoc positions at Luiss - Roma. A final reminder
by Fausto Gozzi 29 Sep '17

29 Sep '17

Final reminder. Applications are open for three postdoc positions at LUISS on theÂ following topics: Proff. Marco SCARSINI, Marco DALLAGLIO Efficiency of equilibria in large games. Deterministic and stochastic viewpoints Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Sara BIAGINI, Fausto GOZZI Stochastic control and duality methods to tackle model uncertainty in finance and insurance Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI High-Dimensional Data: Applications to Economics Deadline: October 16th, 2017 - 14:00 p.m. - Central European Summer Time (CEST), UTC +2 The application deadline is September 30. Information can be found here: <http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166 Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Seminario BERESTYCKI
by Matteo Ruggiero 29 Sep '17

29 Sep '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 6 Ottobre 2017, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Julien BERESTYCKI (University of Oxford) BRANCHING BROWNIAN MOTION WITH ABSORPTION What does the genealogy of a population under selection look like? This question is crucial for ecology and evolutionary biology and yet it is not fully understood. Recently, Brunet and Derrida have conjectured that for a whole class of models of such populations, we can expect the genealogy to be described by a universal scaling limit: the Bollthausen-Sznitman coalescent. The purpose of this talk is to present several recent results which put this prediction on a rigorous footing. The model we chose is that of a one-dimensional branching Brownian motion in which particles are absorbed at the origin. A particle's position is interpreted as the fitness of an individual and the killing at zero correspond to the removal from the population of individuals whose fitness is too low. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a drift μ towards the origin. Depending on the value of μ the process can be (sub/super)-critical. I will particularly focus on the critical case, for which I will present results concerning the extinction time and Yaglom-type limits for the behavior of the process conditioned to survive for an unusually long time, which both improve upon results of Kesten (1978). An important tool in the proofs of these results is the convergence of branching Brownian motion with absorption to a continuous state branching process. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' 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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assegno di ricerca UNIFI - Post-doc position at UNIFI
by Maria Elvira Mancino 28 Sep '17

28 Sep '17

The call for a 12 month postdoc (assegno di ricerca) is open at University of Firenze (Dept of Economics and Management) The details of the call are at http://titulus.unifi.it/albo/viewer?view=files%2F002539689-UNFICLE-09683e1e… Deadline 20 October 2017

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Fwd: Lecturer in probability & stoch. processes @ Uni Melbourne
by pietro caputo 27 Sep '17

27 Sep '17

---------- Forwarded message ---------- From: Konstantin Borovkov <kostya.borovkov(a)gmail.com> Date: Sun, Sep 24, 2017 at 10:43 AM Subject: Lecturer in probability & stoch. processes @ Uni Melbourne To: Konstantin Borovkov <kostya.borovkov(a)gmail.com> Dear Colleagues, Our School of Maths & Stats (The University of Melbourne) has just announced a new position: Lecturer (level B, comparable to assist. prof. in the United States of North America) in probability & stochastic processes, please see http://jobs.unimelb.edu.au/caw/en/job/891641/lecturer-in-pro bability-and-stochastic-processes for more detail. We have got a pretty good (IMHO) and friendly probability group, including at the moment Aihua Xia, Nathan Ross, Mark Holmes and myself (plus, there are a few other people in the school with strong interests in probability theory & its applications). So now we are trying to attract the best candidates (as usual) and would be grateful if you could circulate the information as appropriate (and perhaps some of you might be interested in that position as well). Thanks! Best, kostya borovkov

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(senza oggetto)
by Faggionato, Alessandra 26 Sep '17

26 Sep '17

Vi segnalo, con preghieria di diffusione, il bando per un assegno di ricerca annuale, settore MAT/07, presso il Dipartimento di Matematica della Sapienza (scadenza 29 settembre 2017) https://www2.mat.uniroma1.it/sites/default/files/bando2017-3.pdf L'assegno e' nell'ambito delle progetto di ateneo "Metodi fisico-matematici per problemi di evoluzione", Scopo della ricerca e' lo sviluppo di metodi fisico-matematici per lo studio di problemi di evoluzione, tra cui: PDE stocastiche, super-diffusivita' nel trasporto di energia, deep learning nell'intelligenza artificiale, sistemi cinetici auto-interagenti e/o auto-propellenti, sequenze dati fisici/fisiologici/antropologici, e altri problemi rilevanti per la ricerca fisico-matematica. -- ************************************************* 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 Probabilità - Padova - Rettifica orario
by Paolo Dai Pra 25 Sep '17

25 Sep '17

A causa di un mio errore il seguente seminario era stato annunciato ad un orario errato, quello corretto è 10:30. Ecco l’annuncio corretto: Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 26 Settembre, alle 10:30, in aula 2AB45 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Paolo Pigato AFFILIATION: WIAS, Berlino TITLE: The Oscillating Brownian motion: estimation and application to volatility modeling ABSTRACT: We consider a continuous time stochastic process which exhibits a regime-switch in the dynamics accordingly to a certain threshold. This process is solution to a stochastic differential equation with piecewise constant coefficients. We introduce and analyze estimators for the diffusion coefficient, the drift coefficient, and the threshold level. We use this process as a local volatility model for financial indices, that we test on time series of daily prices of several assets, finding evidence of leverage effect (negative correlation between prices and volatilies) and of mean-reversion effects in the dynamics of the prices. 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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Annuncio seminario di probabilita', Pisa, 26.09.2017
by Carina Geldhauser 21 Sep '17

21 Sep '17

Seminar announcement of the probability seminar at the University of Pisa DATE AND TIME: Tuesday, september 26, 09:15h - 11:00h LOCATION: Aula Seminari, Dipartimento di Matematica, Universita' di Pisa SPEAKER: Nicolas Perkowski TITLE: A weak universality result for the parabolic Anderson model ABSTRACT: We consider a class of nonlinear population models on a two-dimensional lattice which are influenced by a small random potential, and we show that on large temporal and spatial scales the population density is well described by the continuous parabolic Anderson model, a linear but singular stochastic PDE. The proof is based on a discrete formulation of paracontrolled distributions on unbounded lattices which is of independent interest because it can be applied to prove the convergence of a wide range of lattice models. This is joint work with Jörg Martin. Everyone is invited to participate. For more information, please contact carina.geldhauser(a)dm.unipi.it

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Seminario di Probabilità - Padova
by Paolo Dai Pra 20 Sep '17

20 Sep '17

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 26 Settembre, alle 14:15, in aula 2AB45 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Paolo Pigato AFFILIATION: WIAS, Berlino TITLE: The Oscillating Brownian motion: estimation and application to volatility modeling ABSTRACT: We consider a continuous time stochastic process which exhibits a regime-switch in the dynamics accordingly to a certain threshold. This process is solution to a stochastic differential equation with piecewise constant coefficients. We introduce and analyze estimators for the diffusion coefficient, the drift coefficient, and the threshold level. We use this process as a local volatility model for financial indices, that we test on time series of daily prices of several assets, finding evidence of leverage effect (negative correlation between prices and volatilies) and of mean-reversion effects in the dynamics of the prices. 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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Avviso seminario
by Stefano Bonaccorsi 18 Sep '17

18 Sep '17

Scusandomi per il breve preavviso, inoltro il seguente avviso di seminario. The Enskog Process *September 21, 2017* *Venue:* Seminar Room “-1” – Department of Mathematics - Via Sommarive 14 - Povo -Trento at *11:00 a.m.* - *Barbara Rüdiger-Mastandrea (*Bergische Universität Wuppertal) *Abstract: * (Joint article with S. Albeverio, P. Sundar, appeared on Journal Stat. Physics, January 2017 (No1)) The existence of a weak solution to a McKean-Vlasov type stochastic differential system corresponding to the Enskog equation of the kinetic theory of gases is established under suitable hypotheses. The distribution of any solution to the system at each fixed time is shown to be unique. The existence of a probability density for the time-marginals of the velocity is verified in the case where the initial condition is Gaussian, and is shown to be the density of an invariant measure. *Contact person: *Stefano Bonaccorsi *Staff Dipartimento di Matematica* *Università degli Studi Trento*Via Sommarive, 14 38123 Povo (TN) Tel +39 0461/281625-1701-3786

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Postdoc position in Probability at Universidade de São Paulo
by Fabio Zucca 16 Sep '17

16 Sep '17

Ricevo e volentieri inoltro. Segnalate pure questa opportunità a chiunque pensiate possa essere interessato. Fabio Zucca %%%%%%%%%%%% The Institute of Mathematics and Statistics at the *University of Sao Paulo*, seeks candidates for one post-doctoral position through the National Programme for Post- Doctoral Scholarships (CAPES, Brazil). The scholarship is allocated to the *S**tatistics **and Probability *Program ( https://www.ime.usp.br/en/statistics/graduate ). We look for candidates with strong and proven research record and potential. Possible interaction with the research groups of the Institute may be an advantage. Please see the research areas link https://www.ime.usp.br/en/research/lines/statistics. The scholarship consists of a monthly payment of 4100 Brazilian reals per month (tax-free money). The positions are initially for one year and may be renewed depending on progress. The candidates are expected to send via e-mail the following documents: •Curriculum Vitae with a list of publications. •Research project. •Letter from an advisor of the Graduate Program in Statistics of the Institute of Mathematics and Statistics - USP qualifying the relevance of the project and demonstrating interest in collaborating with the candidate in its execution. •Names and e-mail addresses of up to three researchers who can be contacted by the Graduate Program to send reference on the candidate. **These documents should be sent to cpg(a)ime.usp.br with the subject “PNPD/CAPES Statistics” ***Closing date: September 29, 2017.* More information about the Statistics Department: https://www.ime.usp.br/en/statistics

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Conference in Valpolicella (Verona)
by Stefania Ugolini 16 Sep '17

16 Sep '17

Symmetry and Invariance in Stochastic Dynamics, Sala Capitolare, San Giorgio di Valpolicella, September 18, 2017 http://www.mat.unimi.it/users/ugolini/workshop2017/WorkshopValpolicella2017…

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Call for papers in a special issue on "Financial Mathematics"- Mathematics
by Antonella Basso 14 Sep '17

14 Sep '17

The journal Mathematics (ISSN 2227-7390) is currently running a Special Issue entitled "Financial Mathematics". Prof. Dr. Antonella Basso, of the Department of Economics, Ca’ Foscari University of Venice, (Venice, Italy), is serving as Guest Editor for this issue. The purpose of this Special Issue is to establish a collection of articles that reflect the latest mathematical methods and models in the field of financial mathematics, a bridge between mathematical theory and its applications to finance. [...] For further reading, please follow the link to the Special Issue Website at: http://www.mdpi.com/si/mathematics/Financial_Mathematics_2017 The submission deadline is 31 March 2018. You may send your manuscript now or up until the deadline. Submitted papers should not be under consideration for publication elsewhere. We also encourage authors to send a short abstract or tentative title to the Editorial Office in advance (mathematics(a)mdpi.com) Mathematics 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. An Article Processing Charge (APC) of CHF 350 currently applies to all accepted papers. You may be entitled to a discount if you have previously received a discount code or if your institute is participating in the MDPI Institutional Open Access Program (IOAP), for more information see: http://www.mdpi.com/about/ioap. For further details on the submission process, please see the instructions for authors at the journal website (http://www.mdpi.com/journal/mathematics/instructions) We look forward to hearing from you. Kind regards, Ms. Sheryl Yin Assistant Editor Mathematics (ISSN 2227-7390; http://www.mdpi.com/journal/mathematics) is a journal published by MDPI AG, Basel, Switzerland. Mathematics maintains rigorous peer-review and a rapid publication process. All articles are published with a CC BY 4.0 license. For more information on the CC BY license, please see: http://creativecommons.org -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Fwd: Open PostDoc Position
by Marco Romito 14 Sep '17

14 Sep '17

Ricevo da M. von Renesse e inoltro. ------------------------------------------------------------------------- Dear Friends, I have a PostDoc position available in my group in Leipzig. Starting date is any time from now, I can offer two years plus possible extension for longer. Any interesting subject of expertise is ok, from geometry to SPDE to interacting particle systems to mass concentration to optimal transport etc. Job includes possibility for joint cooperation with other Leipzig colleagues like such as Gess, Jost, Kircheim, Otto, Sapozhnikov, Szekelyhidi etc. I would be happy if you could forward this to anyone who might be suitable and looking for a job. Cordially, yours Max

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Fwd: StochMod 2018 at Lancaster University
by Antonio Di Crescenzo 14 Sep '17

14 Sep '17

ricevo e inoltro > > >---------- Forwarded message ---------- > >(First announcement) > >Dear Colleagues, > >We would like to invite you to attend the 7th >Stochastic Modelling meeting (StochMod 2018), >which will take place on 13-15 June 2018 at >Lancaster University, UK. > >The StochMod meeting has been organized by the >EURO Working Group on Stochastic Modelling >biennially since 2006, and its scope covers both >the theory and applications of stochastic models. > >StochMod 2018 will include keynote talks from >- Margaret Brandeau (Stanford University) >- Kevin Glazebrook (Lancaster University) >- Warren B. Powell (Princeton University) >- Kalyan Talluri (Imperial College London) > >For additional information about StochMod 2018, >please visit the meeting's webpage: > ><http://www.lancaster.ac.uk/staff/jacko/stochmod2018/>http://www.lancaster.ac.uk/staff/jacko/stochmod2018/ > >We look forward to welcoming you in Lancaster! > >Best regards, > >Peter Jacko and Rouba Ibrahim (StochMod 2018 co-chairs). > > >-------------------------------------------------------- >Additional information about EURO and the working group: > >EURO is the "Association of European Operational >Research Societies". It has sections which are >called "Working Groups", one of which is on >"Stochastic Modelling". > >Currently, the Stochastic Modelling working >group has around 350 members and anyone >interested in presenting their research, >participating in the discussions, or simply >learning about stochastic modelling is welcome >to join the working group and its meetings. >Membership is also free, so please join >at <http://stochmod.eu/Members/>http://stochmod.eu/Members/ if >interested. > > > >-- > >------------------------------------- >Peter Jacko >------------------------------------- > >Lecturer in Management Science >Department of Management Science >Lancaster University Management School >Lancaster, LA1 4YX, UK ><mailto:p.jacko@lancaster.ac.uk>p.jacko(a)lancaster.ac.uk | >+44-15245 94035 | Office B57 ><http://scholar.google.com/citations?user=Ym1nWHEAAAAJ>scholar.google.com/citations?user=Ym1nWHEAAAAJ > ><http://www.lancaster.ac.uk/lums/people/peter-jacko>http://www.lancaster.ac.uk/lums/people/peter-jacko > ><http://www.lancaster.ac.uk/staff/jacko/>http://www.lancaster.ac.uk/staff/jacko/ > >------------------------------------- > > > > --

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Postdoc positions. A reminder
by Marco Scarsini 12 Sep '17

12 Sep '17

Applications are open for three postdoc positions at LUISS on the following topics: “High-Dimensional Data”: Applications to Economics Stochastic control and duality methods to tackle model uncertainty in finance and insurance Efficiency of equilibria in large games. Deterministic and stochastic viewpoints The application deadline is September 30. Information can be found here: http://economiaefinanza.luiss.it/en/node/5166 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminar at Luiss - Marcel Nutz
by Sara 12 Sep '17

12 Sep '17

Dear all, On Tuesday 26, at 2pm in room 106 - Luiss viale Romania 32, Roma, prof Nutz will give the following seminar: Supply and Shorting in Speculative Markets Abstract: We propose a continuous-time model of trading among risk-neutral agents with heterogeneous beliefs. Agents face quadratic costs-of-carry on their positions and as a consequence, their marginal valuation of the asset decreases when the magnitude of their position increases, as it would be the case for risk-averse agents. In the equilibrium models of investors with heterogeneous beliefs that followed the original work by Harrison and Kreps, investors are risk-neutral, short-selling is prohibited and agents face a constant marginal cost of carrying positions. The resulting resale option guarantees that the equilibrium price exceeds the price of the asset in a static buy-and-hold model where speculation is ruled out. Our model features three main novelties. First, increasing marginal costs entail that the price depends on the exogenous supply. Second, in addition to the resale option, agents may also value an option to delay, and this may cause the market to equilibrate below the static buy-and-hold price. Third, we introduce the possibility of short-selling; then the resale option for agents with short positions partly compensates the resale option for long agents. (Joint work with Jose Scheinkman) Best, Sara -- 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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Call for PhD position at University of Oslo
by Giulia Di Nunno 12 Sep '17

12 Sep '17

Dear Colleagues, this is to draw your attention to the call for a PhD position at the University of Oslo in stochastic analysis and its applications in the scopes of STORE "Stochastics of Renewable Energy Markets". You find the description and the call here: https://www.jobbnorge.no/en/available-jobs/job/141687/phd-research-fellowsh… Deadline for application is: September 20, 2017 Please help to advertise this call to all interested people 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/

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Workshop Optimization & Big Data in Bicocca
by Fabio Bellini 12 Sep '17

12 Sep '17

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workshop 25 settembre
by Stefano Bonaccorsi 12 Sep '17

12 Sep '17

A tutti gli interessati. Stiamo organizzando un incontro per salutare il prof. Tubaro che andrà in pensione il 30 settembre. Questo incontro si terrà lunedì 25 settembre, dalle ore 9 alle 13, presso il Dipartimento di Matematica dell'Università di Trento. Al termine della parte scientifica si terrà un breve rinfresco. Troverete tutte le informazioni e il programma nella locandina allegata. La partecipazione è gratuita ma, per ragioni di organizzazione, vi chiediamo cortesemente di confermare la vostra partecipazione con una mail a stefano.bonaccorsi(a)unitn.it, possibilmente entro il 20 settembre. Gli organizzatori Stefano Bonaccorsi, Giuseppina Guatteri, Sonia Mazzucchi

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Slow Monday in Algebraic Statistics, Genova 18 settembre 2017
by Fabio Rapallo 11 Sep '17

11 Sep '17

Car* collegh*, vi segnalo che il prossimo lunedì 18 settembre, a partire dalle ore 10, si terrà presso il Dipartimento di Matematica dell'Università di Genova l'incontro Slow Monday in Algebraic Statistics con talk di Christiane Gorgen, Luigi Malagò, Giovanni Pistone, Jim Smith, Gherardo Varando e Henry Wynn. Maggiori dettagli nel documento qui disponibile: http://www.dima.unige.it/~riccomag/SeminarsGenova/18sept2017_details.pdf Cordiali saluti, Fabio Rapallo -- Fabio Rapallo Dipartimento di Scienze e Innovazione Tecnologica Universita' del Piemonte Orientale viale Teresa Michel, 11 15121 ALESSANDRIA - ITALY Tel: +39 0131 360223 web: http://people.unipmn.it/rapallo/

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Fwd: Postdoc position
by Marco Romito 08 Sep '17

08 Sep '17

ricevo e inoltro da Ismael Bailleul ----------------------------------- I have some funding for an *18 months postdoc position* in Rennes, for a project on the /paracontrolled approach to Singular PDEs/. Applications are welcome from PhD students that have defended their PhD after Sept. 2014 (or shortly before that date) and next December. /The successful applicant should however take the position between Jan. and March 2018/; the window is short, but this is imposed by the funding Agency. Applicants should email me for discussion before applying officially (ismael.bailleul(a)univ-rennes1.fr) Ismaël Bailleul

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Postdoc position in Statistics at Inria Grenoble, France
by Julyan Arbel 08 Sep '17

08 Sep '17

We are seeking a postdoc candidate interested in applying Bayesian inference to extreme value theory. Applications will be accepted until the position is filled. The starting date is flexible, from October 1st, 2017 onward. For more info see: https://doctorat.campusfrance.org/en/CF20172480 <https://doctorat.campusfrance.org/en/CF20172480> or contact me (Julyan Arbel, julyan.arbel(a)inria.fr) or Prof. Stéphane Girard (stephane.girard(a)inria.fr) A general overview of the stats group at Inria can be found at https://team.inria.fr/mistis/members/ <https://team.inria.fr/mistis/members/> Julyan Arbel Researcher, Mistis team Inria Grenoble Rhône-Alpes http://www.julyanarbel.com/ <http://www.julyanarbel.com/>

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PhD Studentship at Sussex on PDMP-based Monte Carlo Methods (2018)
by Enrico Scalas 06 Sep '17

06 Sep '17

Car* collegh*, all'Universita' del Sussex abbiamo una posizione di dottorato sull'analisi rigorosa di metodi di Monte Carlo: http://www.sussex.ac.uk/study/phd/fees-and-scholarships/scholarships/view/7… Per maggiori informazioni si puo' contattare il Dr Andrew Duncan ( Andrew.Duncan(a)sussex.ac.uk) Se conoscete persone potenzialmente interessate, per favore, passate l'annuncio. Grazie mille e cordiali saluti, Enrico Scalas

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Statistical Challenges in Big Data & Complex Systems, CLADAG 2017 SATELLITE MEETING September 12th, 2017
by stefano iacus 06 Sep '17

06 Sep '17

Dear all, this is a gentle reminder in case you missed the original announcement. We are glad to announce that on the day before the CLADAG conference <http://www.cladag2017.unimib.it/>, which is held in Milan 13-15 September 2017, a satellite event is proposed by Data Science Lab <http://datasciencelab.unimi.it/> of the University of Milan. The event title is STATISTICAL CHALLENGES IN BIG DATA & COMPLEX SYSTEMS <http://datasciencelab.unimi.it/index.php/2017/07/05/statistical-challenges-…>, is held on the 12th of September 2017 from 14 in Aula Crociera Alta di Giurisprudenza, Via Festa del Perdono 7. After the meeting an Aperitif in the suggestive Porticato San Nazaro will be offered to the participants. The event is free, but for organizational matters, please send an email to datasciencelab(a)unimi.it. <mailto:datasciencelab@unimi.it> The purpose of this scientific event is to take advantage of the presence in Milan of the international community of statisticians attending CLADAG 2017 Conference and to stimulate cross-discussion between the various researchers at the University of Milan who work on diversified topics related to Big Data & Complex Systems. The Flash Talk are meant for a wider audience, including the Press and colleagues from other disciplines. Problems, solutions and challenges for Big Data & Complex Systems vary upon the scientific field of study. This event is an attempt to out statisticians in connection with scientists of the many different disciplines. Download the leaflet <http://datasciencelab.unimi.it/wp-content/uploads/2017/07/Volantino-evento-…> Best wishes Stefano Iacus and Silvia Salini

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unibz - Free University of Bozen-Bolzano - Job Call - Associate Professor in Statistics (direct call from abroad)
by Bauer Monika 06 Sep '17

06 Sep '17

To the members of the RANDOM-list. The Faculty of Economics and Management of the Free University of Bozen-Bolzano is seeking excellent candidates to fill the following academic position Associate Professor in Statistics (13/D1 - SECS-S/01) Bozen-Bolzano Campus Profile The candidate should have a PhD in Statistics or related fields, obtained in Italy or abroad, and an excellent record of international scientific publications, preferably with an applied focus. Position The position offered is at the Associate Professor level in Statistics (Professore Associato SECS-S/01 in the Italian system). This is a tenured full-time position with a teaching load of 120 hours/year. The salary is competitive with that of top European universities. Approximate starting date: January 2018 For more information, please contact Prof. Mirco Tonin - mirco.tonin(a)unibz.it<mailto:mirco.tonin@unibz.it>. For general information about the position, terms and conditions of working at the Faculty of Economics and Management please contact the Dean Prof. Oswin Maurer - oswin.maurer(a)unibz.it<mailto:oswin.maurer@unibz.it>. Requirements According to Italian legislation, only candidates already holding an equivalent academic position (Associate Professor) at their current foreign university are qualifying for a "direct call from abroad". The Faculty is particularly interested in applicants who will substantially contribute to its strong cross-disciplinary international research, as well as to its multilingual teaching culture. All else equal, preference will be given to candidates with an interest in applied economics or econometrics. Furthermore, applicants need to meet the following conditions: a) record of excellence in scholarship at the international level, demonstrated by an appropriate publication record in leading international journals; b) evidence of high-quality teaching and mentoring; c) significant level of service to the department, the university, and the profession; d) knowledge of at least two of the three official teaching languages at the Faculty of Economics and Management (German, Italian, English). The Free University of Bozen-Bolzano aims to increase the proportion of women in research and teaching and therefore specifically encourages female scientists to submit their expression of interest. About the Faculty The Faculty of Economics and Management was founded in 1998 and now counts over 1000 students and more than 50 faculty members who study and work in three languages: German, Italian and English. Through academic excellence in research and teaching, the Faculty contributes to the development of the South-Tyrolean economy while being solidly connected to international scientific networks. Research carried out in our faculty has been ranked no 2 in the Research Quality Evaluation in Italy in 2017 and the university is among the Top-10 small universities worldwide by THE (Times Higher Education). The working language of the Faculty of Economics and Management is English but teaching is done also in German and Italian. More information is available on the Faculty's website: https://www.unibz.it/en/faculties/economics-management/ Application procedure Please send your expression of interest, together with a detailed curriculum vitae, a list of publications, an indication of your research focus, a short description of courses taught, your teaching evaluations, as well as a statement of your current academic position. We recommend the use of the form "Attachment A - University Academic CV" available on the following website: https://www.unibz.it/en/home/position-calls/positions-for-academic-staff/?g… Your application, duly signed and dated on the last page, must be sent to Free University of Bozen-Bolzano, Faculty of Economics and Management, attn. Mrs. Monika Bauer, Universitätsplatz 1, 39100 Bozen, or by e-mail: recruitment_economics(a)unibz.it<mailto:recruitment_economics@unibz.it> Expressions of interest will be accepted until September 13, 2017. Short-listed candidates will be invited to a skype interview on Wednesday, September 27, 2017 and afterwards to a personal interview provisionally scheduled for Wednesday, October 11, 2017. Faculty of Economics and Management Freie Universität Bozen - Libera Università di Bolzano Universitätsplatz 1 Piazza Università I-39100 Bozen - Bolzano Tel.: +39 0471 013 015 Fax: +39 0471 013 009 E-mail: monika.bauer(a)unibz.it<mailto:monika.bauer@unibz.it> www.unibz.it<http://www.unibz.it/> www.unibz.it/en/economics<http://www.unibz.it/en/economics> www.facebook.com/unibz<http://www.facebook.com/unibz> www.twitter.com/unibz_news<http://www.twitter.com/unibz_news> www.instagram.com/unibz<http://www.instagram.com/unibz> __________________________________________________________________ Im Sinne des Legislativdekrets 196/2003 informieren wir Sie, dass die in dieser E-Mail enthaltenen Informationen vertraulich und ausschließlich für den Adressaten bestimmt sind. Sollten Sie diese Nachricht irrtümlich erhalten haben, bitten wir Sie, diese zu vernichten, ohne sie zu kopieren oder an Dritte weiterzuleiten. Auch bitten wir Sie, uns darüber unverzüglich in Kenntnis zu setzen. Danke. Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, La invitiamo ad eliminarlo senza copiarlo e a non inoltrarlo a terzi, dandocene gentilmente comunicazione. Grazie.

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YoungCLADAG events coming soon
by Riccardo Pascuzzo 04 Sep '17

04 Sep '17

Dear all, we remind you that on the day before the CLADAG conference<http://www.cladag2017.unimib.it/> (classification and data analysis group), which is held in Milan 13-15 September 2017, two satellites events are proposed to young data scientists: an exciting data contest and a generous aperitivo milanese! DATA CONTEST The main activity will be the data contest<http://www.cladag2017.unimib.it/youngcladagcontest/>, that is held on the 12th of September 2017 from 9.00 am to 4.30 pm at Politecnico di Milano. The event is sponsored by Data Reply, Oracle and Fondazione Cariplo. During the contest, teams challenge themselves by analyzing the same dataset and proposing a solution to the related statistical problem. Lunch is provided for free for all the participants! PRIZES The best teams are awarded with amazing prizes kindly offered by our sponsors. In particular, we mention here the four scholarships for attending ‘The Data Incubator<http://www.reply.com/en/topics/big-data-and-analytics/the-data-incubator>’ course, about advanced techniques for machine learning and applied statistics, offered by Data Reply. Moreover, the winners have the opportunity to show their solutions during a dedicated moment within the CLADAG2017 conference. APERITIVO After the competition, in the evening of the 12th of September, an aperitivo milanese<http://www.cladag2017.unimib.it/aperitivo/> is provided for free for all the people attending the contest. Music, drink and food are the keywords of this event! For further information and free registrations to both the events, please visit the website of the youngCLADAG 2017<http://www.cladag2017.unimib.it/youngcladag-2/> or write an email to: youngcladag(a)unimib.it<mailto:youngcladag@unimib.it> Hurry up, the number of places is limited and the time is running out! Best wishes, the youngCLADAG organizing committee: Jacopo Di Iorio, Francesca Gasperoni, Andrea Martino, Chiara Masci, Riccardo Pascuzzo -- Riccardo Pascuzzo MOX Laboratory for Modeling and Scientific Computing Dept. of Mathematics - Politecnico di Milano Address: Piazza Leonardo da Vinci 32, 20133, Milan, Italy Phone: (+39) 02 2399 4604 Email: riccardo.pascuzzo(a)polimi.it Website: https://statistics.mox.polimi.it

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Call for interest - Financial Mathematics Researcher @ Polimi
by Daniele Marazzina 01 Sep '17

01 Sep '17

Con preghiera di diffusione >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Il Dipartimento di Matematica del Politecnico di Milano è alla ricerca di manifestazioni di interesse per una posizione di ricercatore a tempo determinato o a tempo determinato in tenure track (RTDA o RTDB) nel settore scientifico disciplinare SECS-S/06 con un focus nell’ambito della finanza matematica. Gli interessati possono inviare la loro manifestazione di interesse all’indirizzo application-dmat(a)polimi.it<mailto:application-dmat@polimi.it> specificando nell’oggetto del messaggio ‘’finanza matematica’’ ed allegando: -curriculum vitae e lista delle pubblicazioni, -lettera di motivazione/interesse per la posizione e per il Politecnico di Milano, -eventuali lettere di referenze. Per essere prese in considerazioni, le manifestazioni di interesse debbono essere inviate entro il 18 settembre 2017 ore 24.00. Eventuali richieste di informazioni possono essere inviate all’indirizzo di cui sopra. Sito internet gruppo finanza quantitativa: https://www.mate.polimi.it/qfinlab<https://www.mate.polimi.it/qfinlab/index.php?cate=15> Disclaimer Questa è soltanto una richiesta di manifestazioni di interesse e non un annuncio di job vacancy o di una futura procedura di valutazione comparativa nel settore SECS-S/06. Il Dipartimento di Matematica si riserva di valutare se promuovere una procedura di valutazione comparativa e per quale posizione eventualmente farlo. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The Department of Mathematics, Politecnico di Milano, Italy, is seeking expressions of interest for positions of researcher (either temporary or temporary in tenure track) in financial mathematics. Notice that a solo temporary position lasts three years (renewable for two years) a temporary position (three years), in tenure track allows the candidate to become associate professor after three years provided that the candidate is habilitated at the national level before the end of the contract. Candidates are invited to apply. Successful candidates will be expected to contribute to the activities of the Department, in particular by doing: > Research, by contributing/defining research projects, attracting funding, and contributing to dissemination of results through top-level publications. > Teaching, by offering courses for approximately 80 (temporary)/120 (temporary in tenure track) hours per year to students at the undergraduate and graduate level. > Management, by serving in committees and boards of our University. Salary is conformal to national standards, gross salary for solo temporary position is 37.000 euro, temporary in tenure track is 50.000 euro. Interested candidates are kindly requested to send at application-dmat(a)polimi.it<mailto:application-dmat@polimi.it>, specifying the reference to ‘‘mathematical finance’’ on the object of the message, the following material: - a complete CV and list of publications - a short letter explaining their interest in working in Italy and at the Department of Mathematics, Politecnico di Milano - reference letters (if any). Applications to be considered should reach by 18 September 24.00(local time). For requests of information please contact the above email. Quantitative finance group website: https://www.mate.polimi.it/qfinlab/index.php?cate=15 Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level. The actual selection for a position will be based on a public selection procedure pursuant art. 18, comma 1 and 4, of Italian Law 240/2010.

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Call for PhD position at University of Oslo (fwd)
by Lucia Caramellino 30 Aug '17

30 Aug '17

---------- Forwarded message ---------- Date: Wed, 30 Aug 2017 12:43:57 +0000 From: Giulia Di Nunno <giulian(a)math.uio.no> Subject: Call for PhD position at University of Oslo Dear Colleagues, this is to draw your attention to the call for a PhD position at the University of Oslo in stochastic analysis and its applications in the scopes of STORE "Stochastics of Renewable Energy Markets". You find the description and the call here: https://www.jobbnorge.no/en/available-jobs/job/141687/phd-research-fellowsh… rgy-finance Deadline for application is: September 20, 2017 Please help to advertise this call to all interested people and possible candidates. We would appreciated if you could bounce this advertising to the relevant local/national mailing lists. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/

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Call for PhD position at University of Oslo
by Giulia Di Nunno 30 Aug '17

30 Aug '17

Dear Colleagues, this is to draw your attention to the call for a PhD position at the University of Oslo in stochastic analysis and its applications in the scopes of STORE "Stochastics of Renewable Energy Markets". You find the description and the call here: https://www.jobbnorge.no/en/available-jobs/job/141687/phd-research-fellowsh… Deadline for application is: September 20, 2017 Please help to advertise this call to all interested people and possible candidates. We would appreciated if you could bounce this advertising to the relevant local/national mailing lists. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/

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research temporary position (two years) Department of Statistics and Quantitative Methods (University of Milano Bicocca)
by Francesca Greselin 29 Aug '17

29 Aug '17

Dear Colleagues, We have a research temporary position (two years) in our Department of Statistics and Quantitative Methods in the University of Milano Bicocca, that could be a good opportunity for a young person interested in research. A laurea magistrale is required and a good attitude toward research, at least shown through the thesis. No already published papers are required. In case you are interested in it, we have to prepare very quickly a little research project and present all the documents within August 31st (at 12.00 a.m.) Please send an email to francesca.greselin(a)unimib.it for more information. Best regards, Francesca Greselin -- Francesca Greselin Department of Statistics and Quantitative Methods University of Milano Bicocca Tel +39 02 6448 3118 Fax +39 02 6448 3105 *www.economia.unimib.it/ <http://www.economia.unimib.it/>GRESELIN* google scholar <http://scholar.google.com/citations?user=xOOTbBAAAAAJ&hl=en> researchgate <https://www.researchgate.net/profile/Francesca_Greselin> *Skype: francesca.greseli <francesca.greselin(a)unimib.it>n*

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International Master in Economics and Finance (IMEF) - Last Announcement
by Roberto Casarin VE 28 Aug '17

28 Aug '17

Dear Colleagues, We are pleased to send you information concerning the International Master in Economics and Finance (IMEF) offered by the Ca' Foscari University, Venice. We would be grateful if you could make this information visible in your department, and bring it to the attention of your best graduate students. The IMEF programme trains students to acquire a deeper and more sophisticated knowledge of the quantitative analysis of the economic system and financial institutions. IMEF is at its 21st edition and features the highest ranking of international faculty and learning. The programme is being held in English and offers internships c/o the main European and Italian institutions. Post-diploma placement reaches the 100%. The 2017-2018 edition has Allianz, Banca IFIS, Banca d'Italia, Generali, KPMG, Prometeia and PWC as sponsors and partners and includes training realised by Prometeia experts on risk management and by European Investment Fund on financial analysis. The faculty is composed of scholars and professionals from international institutions and includes among others Yacine Ait-Shalia from Princeton University, Alain Monfort from CREST, Banque de France and Maastricht University and Stephen Schaefer from London Business School. Applications can be submitted until September 1st 2017. Information and application material are available at http://virgo.unive.it/imef/ and any further question may be addressed to imef(a)unive.it Thank you in advance for bringing this program to the attention of suitable applicants from your school. Best regards Roberto Casarin -- Roberto Casarin University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Fax: +39 041.234.91.76 Web: http://venus.unive.it/r.casarin/

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Brain Gain Program - Open call 2017
by Antonella Basso 26 Aug '17

26 Aug '17

Within the framework of the university-wide initiative Research for Global Challenges <http://www.unive.it/pag/15550/>, Ca’ Foscari University of Venice seeks applications to fill permanent, full-time positions in various fields. See the web page http://www.unive.it/pag/15535/ *Research Areas:* * *Cross Cultural Studies, Comparative Philosophy and Intercultural Dialogue* * *Accounting, Finance and Big Data* * *Applied Economics: Innovation, Development, International Industry* * *Software Engineering and Security* * *Management and Big Data* * *Heritage Science* Eligible applicants must have been employed as permanent faculty members or research staff by a foreign university or research institute for at least three consecutive years by the time of the call deadline. We seek individuals with a *strong research* commitment, an outstanding portfolio of *international publications*, and a proven teaching record in the field associated with the post. Experience in leading research groups, conducting/coordinating international projects, and a proven attitude to raise research funding are highly valued. *Please apply only by ResearchGate.net <https://www.researchgate.net/institution/Universita_Ca_Foscari_Venezia/jobs>* https://www.researchgate.net/institution/Universita_Ca_Foscari_Venezia/jobs (insert your complete CV together with a complete list of publications and the contacts of two references, from whom recommendations can be asked). *Deadline is **September 10th 2017* -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Posizioni per Teaching Assistant
by Davide Erminio Pirino 24 Aug '17

24 Aug '17

Segnalo (in scadenza) nove posizioni per Teaching Assistant presso il Dipartimento di Economia e Finanza dell'Università degli Studi di Tor Vergata: http://economia.uniroma2.it/def/selezioni-e-bandi/175-778/bando-coadiutori-…

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manifestazioni di interesse, SECS-S/06, Tor Vergata
by Davide Erminio Pirino 24 Aug '17

24 Aug '17

Il Dipartimento di Economia e Finanza dell’Università degli Studi di Roma “Tor Vergata” http://economia.uniroma2.it/def richiede manifestazioni di interesse nel settore scientifico disciplinare SECS-S/06 (Metodi matematici dell'economia e delle scienze attuariali e finanziarie) per le posizioni di: 1. Professore Associato 2. Ricercatore di Tipo B 3. Ricercatore di Tipo A Il Dipartimento di Economia e Finanza è stato ammesso alla selezione dei 180 dipartimenti di eccellenza con il punteggio massimo previsto. Gli interessati possono inviare la loro manifestazione di interesse, specificando per quale posizione, all’indirizzo info(a)def.uniroma2.it <https://webmail.uniroma2.it/imp/dynamic.php?page=mailbox#> allegando il proprio curriculum vitae. Saranno prese in considerazioni solo le manifestazioni di interesse inviate entro il 25 settembre 2017. Eventuali richieste di informazioni possono essere inviate all’indirizzo info(a)def.uniroma2.it <https://webmail.uniroma2.it/imp/dynamic.php?page=mailbox#> Nota Bene Questa è soltanto una richiesta di manifestazioni di interesse e non un annuncio di job vacancy o di una futura procedura di valutazione comparativa. Il Dipartimento di Economia e Finanza si riserva di valutare se promuovere una procedura di valutazione comparativa e per quale posizione eventualmente farlo. The Department of Economics and Finance of the University of Rome “Tor Vergata”, http://economia.uniroma2.it/def is seeking expressions of interest for positions of researcher, either temporary (RTDA) or temporary in tenure track (RTDB) and of associate professor in financial mathematics. The Department of Economics and Finance is part of the School of Economics at the University of Rome Tor Vergata. According to some of the most important national (VQR) and international (RePEc, QS) rankings, the DEF is amongst the leading departments in the fields of Economics, Finance and Statistics. The RTDA position lasts three years (renewable for two years), the RTDB position (three years) allows the candidate to become associate professor after three years provided that the candidate is habilitated at the national level before the end of the contract. Interested candidates are kindly requested to write to info(a)def.uniroma2.it <https://webmail.uniroma2.it/imp/dynamic.php?page=mailbox#> specifying the position of interest and enclosing their CV. Applications to be considered should be sent by 25 September 25th, 2017. For requests of information please contact info(a)def.uniroma2.it <https://webmail.uniroma2.it/imp/dynamic.php?page=mailbox#> Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level.

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CLADAG 2017 SATELLITE MEETING September 12th, 2017
by stefano iacus 21 Aug '17

21 Aug '17

Dear all, we are glad to announce that on the day before the CLADAG conference <http://www.cladag2017.unimib.it/>, which is held in Milan 13-15 September 2017, a satellite event is proposed by Data Science Lab <http://datasciencelab.unimi.it/> of the University of Milan. The event title is STATISTICAL CHALLENGES IN BIG DATA & COMPLEX SYSTEMS <http://datasciencelab.unimi.it/index.php/2017/07/05/statistical-challenges-…>, is held on the 12th of September 2017 from 14 in Aula Crociera Alta di Giurisprudenza, Via Festa del Perdono 7. After the meeting an Aperitif in the suggestive Porticato San Nazaro will be offered to the participants. The event is free, but for organizational matters, please send an email to datasciencelab(a)unimi.it. <mailto:datasciencelab@unimi.it> The purpose of this scientific event is to take advantage of the presence in Milan of the international community of statisticians attending CLADAG 2017 Conference and to stimulate cross-discussion between the various researchers at the University of Milan who work on diversified topics related to Big Data & Complex Systems. The Flash Talk are meant for a wider audience, including the Press and colleagues from other disciplines. Problems, solutions and challenges for Big Data & Complex Systems vary upon the scientific field of study. This event is an attempt to out statisticians in connection with scientists of the many different disciplines. Download the leaflet <http://datasciencelab.unimi.it/wp-content/uploads/2017/07/Volantino-evento-…> Best wishes Stefano Iacus and Silvia Salini ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Finance & Economics http://www.mef.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.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(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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fellowship for PhD in Mathematics and Models in L'Aquila
by davide gabrielli 15 Aug '17

15 Aug '17

PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE 6+2 fellowships for the PhD program in: Mathematics and Models Dipartimento di Ingegneria e Scienze dell'Informazione e Matematica, Università L'AQUILA, Italy Information and details on: http://people.disim.univaq.it/~dottorato_mate_mode/ Deadline: August, 24 2017 -13 pm (local time) APPLICATIONS ON LINE ONLY DO NO SEND ANYTHING IN DIFFERENT WAYS,IT WILL NOT GET ANY CONSIDERATION FOLLOW THE RULES GIVEN IN ART.5 OF THE ANNOUNCEMENT For information you may contact: dottorato.ricerca(a)cc.univaq.it

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fellowship for PhD in Mathematics and Models in L'Aquila
by davide gabrielli 12 Aug '17

12 Aug '17

PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE 6+2 fellowships for the PhD program in: Mathematics and Models Dipartimento di Ingegneria e Scienze dell'Informazione e Matematica, Università L'AQUILA, Italy Information and details on: http://people.disim.univaq.it/~dottorato_mate_mode/ Deadline: August, 24 2017 -13 pm (local time) APPLICATIONS ON LINE ONLY DO NO SEND ANYTHING IN DIFFERENT WAYS, IT WILL NOT GET ANY CONSIDERATION FOLLOW THE RULES GIVEN IN ART.5 OF THE ANNOUNCEMENT For information you may contact: dottorato.ricerca(a)cc.univaq.it

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YoungCLADAG 2017 events - free registration open
by Riccardo Pascuzzo 10 Aug '17

10 Aug '17

Dear all, we are glad to announce that on the day before the CLADAG conference<http://www.cladag2017.unimib.it/>, which is held in Milan 13-15 September 2017, two satellites events are proposed to young data scientists: an exciting data contest and a generous aperitivo milanese! DATA CONTEST The main activity will be the data contest<http://www.cladag2017.unimib.it/youngcladagcontest/>, that is held on the 12th of September 2017 from 9.00 am to 4.30 pm at Politecnico di Milano. The event is sponsored by Data Reply, Oracle and Fondazione Cariplo. During the contest, teams challenge themselves by analyzing the same dataset and proposing a solution to the related statistical problem. Lunch is provided for free for all the participants! PRIZES The best teams are awarded with amazing prizes kindly offered by our sponsors. In particular, we mention here the four scholarships for attending ‘The Data Incubator<http://www.reply.com/en/topics/big-data-and-analytics/the-data-incubator>’ course, about advanced techniques for machine learning and applied statistics, offered by Data Reply. Moreover, the winners have the opportunity to show their solutions during a dedicated moment within the CLADAG2017 conference. APERITIVO After the competition, in the evening of the 12th of September, an aperitivo milanese<http://www.cladag2017.unimib.it/aperitivo/> is provided for free for all the people attending the contest. Music, drink and food are the keywords of this event! For further information and free registrations to both the events, please visit the website of the youngCLADAG 2017<http://www.cladag2017.unimib.it/youngcladag-2/> or write an email to: youngcladag(a)unimib.it<mailto:youngcladag@unimib.it> Hurry up, the number of places is limited! Best wishes, the youngCLADAG organizing committee: Jacopo Di Iorio, Francesca Gasperoni, Andrea Martino, Chiara Masci, Riccardo Pascuzzo

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Statistics/Applied Mathematics positions at Bath (UK)
by Ilaria Prosdocimi 09 Aug '17

09 Aug '17

Dear all, May I bring to your attention several open positions in Statistics at all levels at the University of Bath (UK): Professor(s): http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5136 Lecturer/SL/Reader http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5137 There is also a related Applied Mathematics Lecturer position at http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5138 Please share this information with anybody who might be interested. Best Wishes Ilaria Prosdocimi

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Fwd: PhD position
by Marco Romito 08 Aug '17

08 Aug '17

Inoltro per gli interessati: PhD position in Bielefeld http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… m. -------- Forwarded Message -------- Subject: PhD position Date: Fri, 4 Aug 2017 16:19:43 +0200 From: Martina Hofmanova <hofmanov(a)math.tu-berlin.de> To: Marco Romito <marco.romito(a)unipi.it> Dear Marco, attached is the advertisement for the PhD position I told you about. Could you please forward it to whoever might be interested? Thank you very much in advance! Best, Martina

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unibz - Free University of Bozen-Bolzano - Job Call - Associate Professor in Statistics (direct call from abroad)
by Bauer Monika 02 Aug '17

02 Aug '17

PLEASE POST THIS TO THE mailing list RANDOM. The Faculty of Economics and Management of the Free University of Bozen-Bolzano is seeking excellent candidates to fill the following academic position Associate Professor in Statistics (13/D1 - SECS-S/01) Bozen-Bolzano Campus Profile The candidate should have a PhD in Statistics or related fields, obtained in Italy or abroad, and an excellent record of international scientific publications, preferably with an applied focus. Position The position offered is at the Associate Professor level in Statistics (Professore Associato SECS-S/01 in the Italian system). This is a tenured full-time position with a teaching load of 120 hours/year. The salary is competitive with that of top European universities. Approximate starting date: January 2018 For more information, please contact Prof. Mirco Tonin - mirco.tonin(a)unibz.it<mailto:mirco.tonin@unibz.it>. For general information about the position, terms and conditions of working at the Faculty of Economics and Management please contact the Dean Prof. Oswin Maurer - oswin.maurer(a)unibz.it<mailto:oswin.maurer@unibz.it>. Requirements According to Italian legislation, only candidates already holding an equivalent academic position (Associate Professor) at their current foreign university are qualifying for a "direct call from abroad". The Faculty is particularly interested in applicants who will substantially contribute to its strong cross-disciplinary international research, as well as to its multilingual teaching culture. All else equal, preference will be given to candidates with an interest in applied economics or econometrics. Furthermore, applicants need to meet the following conditions: a) record of excellence in scholarship at the international level, demonstrated by an appropriate publication record in leading international journals; b) evidence of high-quality teaching and mentoring; c) significant level of service to the department, the university, and the profession; d) knowledge of at least two of the three official teaching languages at the Faculty of Economics and Management (German, Italian, English). The Free University of Bozen-Bolzano aims to increase the proportion of women in research and teaching and therefore specifically encourages female scientists to submit their expression of interest. About the Faculty The Faculty of Economics and Management was founded in 1998 and now counts over 1000 students and more than 50 faculty members who study and work in three languages: German, Italian and English. Through academic excellence in research and teaching, the Faculty contributes to the development of the South-Tyrolean economy while being solidly connected to international scientific networks. Research carried out in our faculty has been ranked no 2 in the Research Quality Evaluation in Italy in 2017 and the university is among the Top-10 small universities worldwide by THE (Times Higher Education). The working language of the Faculty of Economics and Management is English but teaching is done also in German and Italian. More information is available on the Faculty's website: https://www.unibz.it/en/faculties/economics-management/ Application procedure Please send your expression of interest, together with a detailed curriculum vitae, a list of publications, an indication of your research focus, a short description of courses taught, your teaching evaluations, as well as a statement of your current academic position. We recommend the use of the form "Attachment A - University Academic CV" available on the following website: https://www.unibz.it/en/home/position-calls/positions-for-academic-staff/?g… Your application, duly signed and dated on the last page, must be sent to Free University of Bozen-Bolzano, Faculty of Economics and Management, attn. Mrs. Monika Bauer, Universitätsplatz 1, 39100 Bozen, or by e-mail: recruitment_economics(a)unibz.it<mailto:recruitment_economics@unibz.it> Expressions of interest will be accepted until September 13, 2017. Short-listed candidates will be invited to a skype interview on Wednesday, September 27, 2017 and afterwards to a personal interview provisionally scheduled for Wednesday, October 11, 2017. Faculty of Economics and Management Freie Universität Bozen - Libera Università di Bolzano Universitätsplatz 1 Piazza Università I-39100 Bozen - Bolzano Tel.: +39 0471 013 015 Fax: +39 0471 013 009 E-mail: monika.bauer(a)unibz.it<mailto:monika.bauer@unibz.it> www.unibz.it<http://www.unibz.it/> www.unibz.it/en/economics<http://www.unibz.it/en/economics> www.facebook.com/unibz<http://www.facebook.com/unibz> www.twitter.com/unibz_news<http://www.twitter.com/unibz_news> www.instagram.com/unibz<http://www.instagram.com/unibz> __________________________________________________________________ Im Sinne des Legislativdekrets 196/2003 informieren wir Sie, dass die in dieser E-Mail enthaltenen Informationen vertraulich und ausschließlich für den Adressaten bestimmt sind. Sollten Sie diese Nachricht irrtümlich erhalten haben, bitten wir Sie, diese zu vernichten, ohne sie zu kopieren oder an Dritte weiterzuleiten. Auch bitten wir Sie, uns darüber unverzüglich in Kenntnis zu setzen. Danke. Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, La invitiamo ad eliminarlo senza copiarlo e a non inoltrarlo a terzi, dandocene gentilmente comunicazione. Grazie.

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Lecturers in Financial Mathematics at University of Leeds
by Tiziano De Angelis 02 Aug '17

02 Aug '17

Dear All, I am glad to announce that the School of Mathematics at the University of Leeds is advertising up to two posts for* Lecturers in Actuarial/Financial Mathematics*. Please follow the link for details: https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1061 *Deadline for application: *17 September 2017. The expected interview dates are 6/7 November. I would be most grateful if you could please forward this announcement to suitable candidates. The newly advertised jobs are part of a major strategic plan of the School to strengthen its expertise in Applied Probability and Financial Maths (last May we appointed 2 lecturers who are due to start in the autumn semester). The School is keen on supporting research in the area: last year it funded and hosted the conference "Stochastic Analysis of Dynamical Systems, Stochastic Control and Games" (www.maths.leeds.ac.uk/sandsycog ); in September it will host and partly fund the conference "Stochastic Control, Ambiguity and Games" followed by the research week "Stopping Games for Ambiguity-Averse Players" (www.ambiguity2017.leeds.ac.uk ). People representative of current research interests within the group are: 1. Georgios Aivaliotis (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1000) 2. Leonid Bogachev (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1005) 3. Katia Colaneri (appointed in May and due to join us in November 2017)( https://sites.google.com/site/katiacolaneri/home) 4. Tiziano De Angelis (http://www.maths.leeds.ac.uk/index.php?id=263&uid=1447) 5. Elena Issoglio (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1389) 6. Lanpeng Ji (appointed in May and due to join us in January 2018)( https://scholar.google.co.uk/citations?user=7SYyoJQAAAAJ&hl=en) 7. Jan Palczewski (http://www1.maths.leeds.ac.uk/~jp/) 8. Alexander Veretennikov (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1080) 9. Jochen Voss (https://www1.maths.leeds.ac.uk/~voss/) Best wishes Tiziano De Angelis

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International Conference on "Interest Rates, Growth and Regulation" in Venice - Programme
by Monica Billio 30 Jul '17

30 Jul '17

16^th INTERNATIONAL CONFERENCE CREDIT 2017 */INTEREST RATES, GROWTH and REGULATION /*Venice, Italy 28-29 September 2017 *GRETA Associati *(Venice, Italy), the *European Investment Fund* (Luxembourg), *European DataWarehouse* (Frankfurt am Main) and *Intesa Sanpaolo* (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 28-29, 2017. 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 *sixteenth* of a series dedicated to various aspects of credit risk. The Scientific Committee for the Conference consists of: *Alain Monfort* (CREST-Paris, Programme Chair), *Monica Billio* (Ca' Foscari University of Venice & GRETA), *Francesca Campolongo* (JRC, European Commission), *Helmut Kraemer-Eis* (European Investment Fund), *Jan Peter Krahnen* (Research Center SAFE at Goethe University Frankfurt), *Steven Ongena* (University of Zurich, SFI & CEPR), *Jean-Paul Renne* (University of Lausanne), *Fulvio Pegoraro* (Bank of France) and *Bernd Schwaab* (European Central Bank) PROGRAMME *Thursday, September 28 2017 * 9.00 - 9.15 _Opening Remarks:_*Alain Monfort *(CREST-Paris, Programme Chair) 9.15 - 11.00 _Session I: LOW INTEREST RATES, CREDIT AND LIQUIDITY RISKS _*Key-note talk:* /A Macrofinance Perspective of Interest Rates and Credit Risk Modelling, /*Jean-Paul Renne *(University of Lausanne) /Bank Business Models at Zero Interest Rates, /André Lucas (Vrije Universiteit Amsterdam & Tinbergen Institute), Julia Schaumburg (Vrije Universiteit Amsterdam & Tinbergen Institute) and *Bernd Schwaab* (European Central Bank) /Feedback Between Credit and Liquidity Risk in the US Corporate Bond Market, /Rob C. Sperna Weiland (University of Amsterdam), Roger J.A. Laeven (University of Amsterdam) and *Frank de Jong* (Tilburg University) 11.30 - 13.00 _Session II: UNCONVENTIONAL MONETARY POLICIES _/Did ECB Liquidity Injections Help The Real Economy?, /Stine Louise Daetz//(Copenhagen Business School), *Marti G. Subrahmanyam*//(New York University), Dragon Yongjun Tang//(University of Hong Kong) and Sarah Qian Wang//(University of Warwick) * */Central Bank Policy Announcement and Changes in Investment Behavior: Evidence from Micro Data in Bond Futures Markets, /Koichiro Kamada (Bank of Japan), *Tetsuo Kurosaki* (Bank of Japan), Ko Miura (Bank of Japan) and Tetsuya Yamada (Bank of Japan) /Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets, /Massimiliano Caporin (University of Padova), Loriana Pelizzon (SAFE-Goethe University Frankfurt) and *Alberto Plazzi* (Institute of Finance, Università della Svizzera Italiana & Swiss Finance Institute) 14.15 - 16.00 _Session III: STRESS TESTING, BANKING REGULATION AND RESOLUTION _*Key-note talk:* /Sress Testing, Design, Interpretation and Quality Control, /*Thomas Philippon* (New York University) /Bank Deposits and Liquidity Regulation: Evidence from Ethiopia, /*Nicola Limodio* (Bocconi University) and Francesco Strobbe**(World Bank) /Optimal Bank Resolution, /*Ansgar Walther* (University of Warwick) and Lucy White (Boston University) 17.00 - 18.00 _Session IV: FINANCING AND INNOVATION _/The Value of Innovation for VC Backed Startups, /*Helmut Kraemer-Eis* (European Investment Fund), Simone Signore (European Investment Fund) and Wouter Torfs (European Investment Fund) /Government Ownership of Banks and Corporate Innovation, /Bo Bian (London Business School), *Rainer Haselman* (Goethe University Frankfurt), Vikrant Vig (London Business School) and Beatrice Weder di Mauro (INSEAD Singapore) *Friday, September 29 2017 * 9.00 - 10.30 _Session V: IMPACT OF NEGATIVE INTEREST RATES _/Life Below Zero: Bank Lending Under Negative Policy Rates, /Florian Heider (European Central Bank & CEPR), Farzad Saidi (Stockholm School of Economics & CEPR) and *Glenn Schepen* (European Central Bank) /Banks Response to Negative Interest Rates: Evidence from the Swiss Exemption Threshold, /*Christoph Basten* (FINMA & ETH Zürich) and Mike Mariathasan (KU Leuven) /How Would U.S. Banks Fare in a Negative Interest Rate Environment?, /*David M. Arseneau* (Federal Reserve Board) 11.00 - 13.00 _Session VI: MACROPRUDENTIAL POLICY, BANKS AND REAL ESTATE SECTOR _/Assessing the Costs and Benefits of Capital-based Macroprudential Policy, /Markus Behn (European Systemic Risk Board), Marco Gross (European Systemic Risk Board) and *Tuomas Peltonen* (European Systemic Risk Board) /The Anatomy of the Transmission of Macroprudential Policies: Evidence from Ireland, /Viral V. Acharya (New York University & Reserve Bank of India), Katharina Bergant (Central Bank of Ireland), Matteo Crosignani (Federal Reserve Board), *Tim Eisert* (Erasmus University Rotterdam) and Fergal McCann (Central Bank of Ireland) /Helping the Middle-Class: How Interest Rates Affect the Distribution of Housing Wealth, /*Isaac Hacamo* (Indiana University, Bloomington) /Empirical evidence on the calculation of the CDR based on loan level data for RMBS, /*Ludovic Thebault *(European DataWarehouse) 14.15 - 15.30 _Session VII: BANKS DEPOSITS AND LOANS _*Key-note talk:* /Deposit Dynamics in Distressed Banks, /*Manju Puri *(Duke University) /Asymmetric Information and the Securitization of SME Loans, /Ugo Albertazzi (Bank of Italy), *Margherita Bottero* (Bank of Italy), Leonardo Gambacorta (Bank for International Settlements & CEPR) and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) 16.30 - 18.00 _PANEL Session_: BEYOND GROWTH, POSITIVE INTEREST RATES AND FINANCIAL REGULATION 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/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm>). Registration fees are: Early registrationLate registration (within August 31st)(from September 1st 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 28th, 2017, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). IMPORTANT DATES August 31, 2017: Deadline for sending final version of accepted papers August 31, 2017: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm> * Please accept our apologies for any crossed e-mails.

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postdoc positions
by Marco Scarsini 27 Jul '17

27 Jul '17

Applications are open for three postdoc positions at LUISS on the following topics: “High-Dimensional Data”: Applications to Economics Stochastic control and duality methods to tackle model uncertainty in finance and insurance Efficiency of equilibria in large games. Deterministic and stochastic viewpoints Information can be found here: http://economiaefinanza.luiss.it/en/node/5166 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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First announcement Workshop YEQT: Winterschool on Energy Systems, December 2017 (fwd)
by Tiziano Vargiolu 26 Jul '17

26 Jul '17

---------- Forwarded message ---------- Date: Wed, 26 Jul 2017 14:09:35 +0000 From: "Koorn, P.M." <Koorn(a)eurandom.tue.nl> To: "Koorn, P.M." <Koorn(a)eurandom.tue.nl> Cc: "Sloothaak, F." <f.sloothaak(a)tue.nl> Subject: First announcement Workshop YEQT: Winterschool on Energy Systems, December 2017 Dear All, Although it is now summer holiday for many of you, we are very busy with the organization of the next YEQT workshop at Eurandom. This YEQT will be held in Eindhoven, December 11-15, 2017. It will have a different format than previous years. We invite you to visit the workshop webpage to find out more and if you are interested to come and participate, please use the online link to register! http://www.eurandom.tue.nl/events/workshops/2017/YEQT_XI_2017/YEQT_XI_2017_ index.html On behalf of the organizers, Kind regards, Patty Koorn Eurandom P.O.Box 513 (MF 4.081) 5600 MB EINDHOVEN The Netherlands tel. +31 40 247 81 00 e-mail koorn(a)eurandom.tue.nl www.eurandom.tue.nl

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Fwd: Bando per l'ammissione al dottorato
by Gustavo Posta 21 Jul '17

21 Jul '17

Begin forwarded message: > From: Adriana Garroni <garroni(a)mat.uniroma1.it> > Date: 21 luglio 2017 08.21.58 GMT+02.00 > Subject: Bando per l'ammissione al dottorato > > Care colleghe e cari colleghi, > > vi scrivo per ricordarvi che il bando per l’ammissione al 33esimo ciclo di dottorato e’ aperto da una ventina di giorni e la sua scadenza e’ il 31 luglio. > > Vi prego di segnalarlo a tutti i possibili interessati e anche di pubblicizzarlo usando i vostri canali (nazionali e internazionali). > > Il link per l’iscrizione si trova sulla nostra pagina > > http://www.mat.uniroma1.it/en/dottorato/ammissione > > Vi ringrazio > > Saluti > > Adriana > > Prof. Adriana Garroni > Coordinatrice del dottorato di Ricerca in Matematica > Sapienza > Roma > > > > -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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Research Fellow and PhD in Ethical Machine Learning at University of Sussex, UK
by Enrico Scalas 19 Jul '17

19 Jul '17

Car* Collegh*, vi invio due bandi con preghiera di diffusione a persone interessate. Cordiali saluti, Enrico Scalas *** *Research Fellow in Ethical Machine Learning at University of Sussex, UK* *** A research position funded by the EPSRC is available in the group of Dr Novi Quadrianto on a project titled “EthicalML: Injecting Ethical and Legal Constraints into Machine Learning Models”. The long-term goal of the project is to develop a probabilistic machine learning framework with plug-and-play constraints that is able to handle fairness, transparency, and confidentiality constraints, their combinations, and also new constraints that might be stipulated in the future. The successful candidate will participate in the research activities in the Predictive Analytics Lab (PAL) co-directed by Dr Quadrianto at Sussex. The successful candidate will engage in a number of exciting ongoing national and international research collaborations of PAL (e.g. with the Leverhulme Centre for the Future of Intelligence, universities in Cambridge, Sydney, Moscow, and Darmstadt) in the topics of privileged learning, Bayesian methods, and deep learning. In addition to undertaking high quality research and publishing in top machine learning conferences/journals including NIPS, ICML, JMLR, and TPAMI, the PAL group also creates significant impact by providing support, technology, and highly-trained specialists to a new generation of technology companies. It is expected that the successful candidate will take a leadership role in supporting the group activities including the supervision of Ph.D and MSc students. The successful candidate will normally be of doctoral level or equivalent qualification. Research experience in machine learning is essential. Experience with Bayesian methods and non-convex optimization is a distinct advantage. For full details and how to apply see: http://www.sussex.ac.uk/about/jobs/research-fellow-ethical-m achine-learning-2313. Applications must be received by midnight of 10th September 2017. Informal enquiries are welcome and can be made to Novi Quadrianto ( http://www.sussex.ac.uk/profiles/335583) *** PhD Studentship in Ethical Machine Learning *** Location: Falmer, Brighton "London-by-Sea", UK Funding amount: £14,553 tax free stipend plus UK/EU tuition fees waiver Start Date: 1st October 2017 A PhD position is available in the Predictive Analytics Lab (PAL) in the Department of Informatics at the University of Sussex. The PhD position is linked with an EPSRC funded project titled "EthicalML: Injecting Ethical and Legal Constraints into Machine Learning Models". The long-term goal of the project is to develop a probabilistic machine learning framework with plug-and-play constraints that is able to handle fairness, transparency, and confidentiality constraints, their combinations, and also new constraints that might be stipulated in the future. The successful candidate will engage in a number of exciting ongoing national and international research collaborations of PAL (e.g. with the Leverhulme Centre for the Future of Intelligence, universities in Cambridge, Sydney, Moscow, and Darmstadt) in the topics of privileged learning, Bayesian methods, and deep learning. In addition to undertaking high quality research and publishing in top machine learning conferences/journals including NIPS, ICML, JMLR, and TPAMI, the PAL group also creates significant impact by providing support, technology, and highly-trained specialists to a new generation of technology companies. University of Sussex is a research intensive university, in the sunniest part of UK, 50min by train to Central London, and 30min by cycle to the Brighton Beach (which has a 300m long zip wire). Requirements · Good Bachelor's or Master's degree in Computer Science, Statistics, Mathematics, Physics or related disciplines (essential) · Good programming skills in at least one of Python/R/Matlab/C++ (essential) · Ability to work independently and be self-motivated (essential) · Experience in machine learning (desirable) Timetable The studentship will be allocated as soon as a suitable candidate is found. Review of applications will commence on 10th September 2017 and will continue until the position is filled. Early application is advised. Procedure Applications must be submitted via the University of Sussex Postgraduate Admissions System at https://www.sussex.ac.uk/pgapplication/. Please select Informatics PhD as your programme of study and indicate Dr. Novi Quadrianto as your preferred supervisor. For more information Informal enquiries are welcome and can be made to Novi Quadrianto ( http://www.sussex.ac.uk/profiles/335583)

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Call for interest ricercatore in finanza matematica
by Daniele Marazzina 18 Jul '17

18 Jul '17

Il Dipartimento di Matematica del Politecnico di Milano è alla ricerca di manifestazioni di interesse per una posizione di ricercatore a tempo determinato o a tempo determinato in tenure track (RTDA o RTDB) nel settore scientifico disciplinare SECS-S/06 con un focus nell’ambito della finanza matematica. Gli interessati possono inviare la loro manifestazione di interesse all’indirizzo application-dmat(a)polimi.it<mailto:application-dmat@polimi.it> specificando nell’oggetto del messaggio ‘’finanza matematica’’ ed allegando: -curriculum vitae e lista delle pubblicazioni, -lettera di motivazione/interesse per la posizione e per il Politecnico di Milano, -eventuali lettere di referenze. Per essere prese in considerazioni, le manifestazioni di interesse debbono essere inviate entro il 18 settembre 2017 ore 24.00. Eventuali richieste di informazioni possono essere inviate all’indirizzo di cui sopra. Sito internet gruppo finanza quantitativa: <https://www.mate.polimi.it/qfinlab/index.php?cate=15>https://www.mate.polimi.it/qfinlab/ Disclaimer Questa è soltanto una richiesta di manifestazioni di interesse e non un annuncio di job vacancy o di una futura procedura di valutazione comparativa nel settore SECS-S/06. Il Dipartimento di Matematica si riserva di valutare se promuovere una procedura di valutazione comparativa e per quale posizione eventualmente farlo. &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&& The Department of Mathematics, Politecnico di Milano, Italy, is seeking expressions of interest for positions of researcher (either temporary or temporary in tenure track) in financial mathematics. Notice that a solo temporary position lasts three years (renewable for two years) a temporary position (three years), in tenure track allows the candidate to become associate professor after three years provided that the candidate is habilitated at the national level before the end of the contract. Candidates are invited to apply. Successful candidates will be expected to contribute to the activities of the Department, in particular by doing: Research, by contributing/defining research projects, attracting funding, and contributing to dissemination of results through top-level publications. Teaching, by offering courses for approximately 80 (temporary)/120 (temporary in tenure track) hours per year to students at the undergraduate and graduate level. Management, by serving in committees and boards of our University. Salary is conformal to national standards, gross salary for solo temporary position is 37.000 euro, temporary in tenure track is 50.000 euro. Interested candidates are kindly requested to send at application-dmat(a)polimi.it<mailto:application-dmat@polimi.it>, specifying the reference to ‘‘mathematical finance’’ on the object of the message, the following material: - a complete CV and list of publications - a short letter explaining their interest in working in Italy and at the Department of Mathematics, Politecnico di Milano - (eventually) reference letters. Applications to be considered should reach by 18 September 24.00(local time). For requests of information please contact the above email. Quantitative finance group website: https://www.mate.polimi.it/qfinlab/<https://www.mate.polimi.it/qfinlab/index.php?cate=15> Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level. The actual selection for a position will be based on a public selection procedure pursuant art. 18, comma 1 and 4, of Italian Law 240/2010.

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Fwd: Seminario Elena Di Bernardino a ROMA 1, 20 luglio 2017
by Nappo, Giovanna 17 Jul '17

17 Jul '17

Mi scuso per l'errore del cognome nel precedente messaggio Giovanna Nappo ---------- Forwarded message ---------- From: "Nappo, Giovanna" <nappo(a)mat.uniroma1.it> Date: Mon, 17 Jul 2017 13:38:50 +0200 Subject: Seminario Elena Bernardini a ROMA 1, 20 luglio 2017 To: random <random(a)fields.dm.unipi.it> SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA Guido Castelnuovo Università di Roma "La Sapienza" Piazzale A. Moro 5 . 00185 ROMA ***************************************************************************** Giovedì 20 luglio 2017, Ore 11,30 Aula di Consiglio Elena Di Bernardino CNAM, Paris (FRANCE) A test of Gaussianity based on the Euler characteristic of excursion sets Abstract: We deal with a stationary isotropic random field X:R^d→R and we assume it is partially observed through some level functionals. We aim at providing a methodology for a test of Gaussianity based on this information. More precisely, the level functionals are given by the Euler characteristic of the excursion sets above a finite number of levels. On the one hand, we study the properties of these level functionals under the hypothesis that the random field X is Gaussian. In particular, we focus on the mapping that associates to any level u the expected Euler characteristic of the excursion set above level u. On the other hand, we study the same level functionals under alternative distributions of X, such as chi-square, harmonic oscillator and shot noise. In order to validate our methodology, a part of the work consists in numerical experimentations. We generate Monte-Carlo samples of Gaussian and non-Gaussian random fields and compare, from a statistical point of view, their level functionals. Goodness-of-fit p−values are displayed for both cases. Simulations are performed in one dimensional case (d=1) and in two dimensional case (d=2), using R. ***************************************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Seminario Elena Bernardini a ROMA 1, 20 luglio 2017
by Nappo, Giovanna 17 Jul '17

17 Jul '17

SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA Guido Castelnuovo Università di Roma "La Sapienza" Piazzale A. Moro 5 . 00185 ROMA ***************************************************************************** Giovedì 20 luglio 2017, Ore 11,30 Aula di Consiglio Elena Di Bernardino CNAM, Paris (FRANCE) A test of Gaussianity based on the Euler characteristic of excursion sets Abstract: We deal with a stationary isotropic random field X:R^d→R and we assume it is partially observed through some level functionals. We aim at providing a methodology for a test of Gaussianity based on this information. More precisely, the level functionals are given by the Euler characteristic of the excursion sets above a finite number of levels. On the one hand, we study the properties of these level functionals under the hypothesis that the random field X is Gaussian. In particular, we focus on the mapping that associates to any level u the expected Euler characteristic of the excursion set above level u. On the other hand, we study the same level functionals under alternative distributions of X, such as chi-square, harmonic oscillator and shot noise. In order to validate our methodology, a part of the work consists in numerical experimentations. We generate Monte-Carlo samples of Gaussian and non-Gaussian random fields and compare, from a statistical point of view, their level functionals. Goodness-of-fit p−values are displayed for both cases. Simulations are performed in one dimensional case (d=1) and in two dimensional case (d=2), using R. ***************************************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Bando RTD-A, SECS-S/06, Università di Firenze
by Giacomo Scandolo 16 Jul '17

16 Jul '17

Il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI), Università degli Studi di Firenze, ha bandito un posto di Ricercatore a Tempo Determinato di tipo A nel SSD SECS-S/06 (Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie). Il bando si trova al link: http://www.unifi.it/cmpro-v-p-11205.html Le domande di partecipazione vanno inviate esclusivamente con la modalità telematica descritta nel bando. Il termine ultimo per l'invio è il 10 agosto 2017. Cordiali saluti Giacomo Scandolo

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Data Science and Statistical Learning Post Doc positions - Human Technopole
by Piercesare Secchi 14 Jul '17

14 Jul '17

The Center for Analysis, Decision and Society of the Human Technopole, based in Milano, Italy (https://htechnopole.it/en/) is opening a few positions for post-doc in data science and statistical learning. Details can be found here: https://htechnopole.it/en/openings ------------------------------------------------ Piercesare Secchi MOX - Dipartimento di Matematica Politecnico di Milano Via Bonardi 9 20133 Milano - Italy tel. +39 02 2399 4592 fax. +39 02 2399 4568 e.mail: piercesare.secchi(a)polimi.it<mailto:piercesare.secchi@polimi.it>

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[Fwd: [gdre-conedp] Post-doctoral position at university Blaise Pascal (France)] (fwd)
by Tiziano Vargiolu 12 Jul '17

12 Jul '17

---------- Forwarded message ---------- Date: Wed, 12 Jul 2017 07:51:42 +0200 From: Fabio Ancona <ancona(a)math.unipd.it> To: users(a)math.unipd.it Subject: [Fwd: [gdre-conedp] Post-doctoral position at university Blaise Pascal (France)]

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2 postdocs in Geometry of Deep Learning and Reinforcement Learning at RIST
by Luigi Malagò 11 Jul '17

11 Jul '17

=========================================================== 2 postdoc positions in Machine Learning (1 year, renewable up to 3 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 July 2017 (applicants are encouraged to apply earlier) Salary: around 2190 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 2 postdoc positions, 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 3 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-learning-and-machi… Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 30 July 2017 (applicants are encouraged to apply earlier)

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Position of Lecturer/Senior Lecturer/Reader in Mathematics, University of Sussex
by Enrico Scalas 10 Jul '17

10 Jul '17

Car* Collegh*, al Dipartimento di Matematica dell'Universita' del Sussex stiamo reclutando in probabilita' e statistica. Vi prego di diffondere l'annuncio se conoscete persone interessate. I link sono: http://www.sussex.ac.uk/about/jobs/lecturer-senior-lecturer-in-mathematics-… http://www.jobs.ac.uk/job/BCQ418/lecturer-senior-lecturer-or-reader-in-math… Il profilo e': Applications are invited from all areas of mathematics strengthening and complementing the Department's research portfolio. Applications are particularly welcome from probability and statistics including, for example, mathematical statistics, rigorous data science, stochastic analysis, processes in random environments, and probabilistic modelling. Il bando contiene poi i link a "job description" e "person specification". Grazie per l'attenzione e cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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deadline early-bird registration to the 11th ClaDAG Conference
by Francesca Greselin 10 Jul '17

10 Jul '17

---- We apologize for cross posting ---- Dear all, this is just a friendly reminder that *today* is the deadline for early-bird registration to the *11th Scientific Meeting of the CLAssification and Data Analysis Group of the Italian Statistical Society * http://www.cladag2017.unimib.it/ For the 2017 edition of the Conference, the University of Milano-Bicocca, Bocconi University, Politecnico di Milano, University of Milano and Università Cattolica del Sacro Cuore are cooperating and supporting the event, that will be hosted at University of Milano-Bicocca. *Papers* Around 150 papers have been submitted for the Conference, for which the usual blind referee process has been carried out by the Scientific Program Committee, chaired by Francesco Mola. *Keynote speakers:* - J. Sunil Rao, <http://www.biostat.med.miami.edu/people/primary-faculty/sunil-rao> Division of Biostatistics, Department of Public Health Sciences University of Miami, Florida, USA, - *Classified Mixed Model Prediction*- Antony Davison, <http://statwww.epfl.ch/davison/davison.html> Institute of Mathematics, Ecole Poytechnique Federale de Lausanne, Switzerland - *Statistical models for complex extremes*- Roberto Rocci <http://economia.uniroma2.it/faculty/145/rocci-roberto>, Dipartimento di Economia e Finanza, Università degli studi di Tor Vergata, Rome, Italy - *An URV approach to cluster ordinal data* *Young researchers data challenge*Young researchers are invited to a data challenge, at Politecnico di Milano the day before the Conference, say on September 12, and sponsored by Oracle and Data Reply. Amazing prices are announced for the winners! *Statistical Challenges in Big Data & Complex Systems* A satellite Conference will take place on Tuesday September 12, at the University of Milano. More information will be available soon at http://www.cladag2017.unimib.it/ *Social dinner*The social dinner will take place on September 14th, in the *San Nazaro Porch* of the ancient “*Cà Granda*” complex, entrusted to the Tuscan architect Antonio Averlino, known as Filarete. Founded on 12 April, 1456 by the Duke of Milan Francesco Sforza and his wife Bianca Maria, the gigantic complex was built to provide medical care for the city’s poorest people. *Conference Proceedings* The Conference Proceedings will be published in digital edition with ISBN and distributed for free to all the Cladag2017 Participants. *Post conference publications* After the Conference, the Program Committee encourages authors of the best papers to submit an extended version for possible publication in the *Springer Series:* "Studies in Classification, Data Analysis, and Knowledge Organization", or alternatively to submit to a *special issue* of the following journals: Statistical Analysis and Data Mining <http://www.statisticsviews.com/details/journal/2285261/Statistical-Analysis…>, published on behalf of the American Statistical Association <http://www.amstat.org/>, and Statistics and Applications <http://statisticaeapplicazioni.vitaepensiero.it/> Both journals will offer the possibility to publish a selection of the best 10-15 papers presented at CLADAG 2017. Topics covered in these papers should be in line with the aims and scope of the journal and will undergo a regular review process. We look forward to see you in Milan on 12-15 September for CLADAG 2017! The organizing Committee

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Fwd: Ph.D. position at Imperial college
by Marco Romito 07 Jul '17

07 Jul '17

Roth Studentship in Stochastic Analysis (for EU student) Imperial college, London The studentship is for a project in stochastic analysis, to work with Professor Xue-Mei Li starting 1st October 2017 or as soon as possible. The candidate should have a strong background in two of the following topics: stochastic analysis and probability; real analysis; pdes; and differential geometry. For some idea about stochastic analysis on manifolds, please see http://www.xuemei.org/Homepage/Research.html, See also http://www2.warwick.ac.uk/fac/sci/maths/people/staff/xue_mei_li/. The interested students should apply directly to Imperial college, mention this particulars. Applicants are directed to this page: http://www.imperial.ac.uk/mathematics/postgraduate/phd/how-to-apply <http://www.imperial.ac.uk/mathematics/postgraduate/phd/how-to-apply/> ------------------------------------------------------------------------------------------------------- Xue-Mei Li Professor Mathematics Institute The University of Warwick Coventry CV4 7AL U.K. Tel 44 (0) 2476 528 319 --------------------------

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Avviso di seminario: Cardinali@DISMEQ (Dipartimento di Statististica e Metodi Quantitativi, Milano-Bicocca)
by Fulvia Pennoni 06 Jul '17

06 Jul '17

----------------------------------------------------------------------------- Dipartimento di Statistica e Metodi Quantitativi Via Bicocca degli Arcimboldi, 8 - 20126 Milano ----------------------------------------------------------------------------- “COSTATIONARY INFERENCE FOR LOCALLY STATIONARY TIME SERIES” Alessandro Cardinali School of Computing and Mathematics, Plymouth University University of Plymouth Lunedì 10 Luglio ore 14.00 Ed. U7, 2° piano, aula 2061 __________________________________________________________ Abstract: In this presentation we illustrate a novel inferential approach to estimate time-varying parameters of locally stationary time series. This approach is based on costationary combinations, that is, time-varying deterministic linear combinations of locally stationary time series that are second-order stationary. We first review the theory of costationarity and formalize a Generalised Method of Moments estimator for the coefficient vectors. We then use this new framework to derive an estimator for the (time-varying) covariance of locally stationary time series and we show that the new covariance estimator is more efficient than classical estimators exclusively based on the evolutionary cross-periodogram. We confirm our theoretical findings through a simulation experiment. We then present a new analysis of financial log-returns showing that our new estimator is capable to highlight well known economic shocks. As a second example of our approach we finally discuss forecasting of locally stationary time series based on costationary combinations. __________________________________________________________ Cordiali saluti Fulvia Pennoni -- Fulvia Pennoni Department of Statistics and Quantitative Methods University of Milano-Bicocca http://www.statistica.unimib.it/utenti/pennoni/

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Avviso di seminario: Cardinali@DISMEQ (Dipartimento di Statististica e Metodi Quantitativi, Milano-Bicocca)
by Fulvia Pennoni 06 Jul '17

06 Jul '17

----------------------------------------------------------------------------- Dipartimento di Statistica e Metodi Quantitativi Via Bicocca degli Arcimboldi, 8 - 20126 Milano ----------------------------------------------------------------------------- “COSTATIONARY INFERENCE FOR LOCALLY STATIONARY TIME SERIES” Alessandro Cardinali School of Computing and Mathematics, Plymouth University University of Plymouth Lunedì 10 Luglio ore 14.00 Ed. U7, 2° piano, aula 2061 __________________________________________________________ Abstract: In this presentation we illustrate a novel inferential approach to estimate time-varying parameters of locally stationary time series. This approach is based on costationary combinations, that is, time-varying deterministic linear combinations of locally stationary time series that are second-order stationary. We first review the theory of costationarity and formalize a Generalised Method of Moments estimator for the coefficient vectors. We then use this new framework to derive an estimator for the (time-varying) covariance of locally stationary time series and we show that the new covariance estimator is more efficient than classical estimators exclusively based on the evolutionary cross-periodogram. We confirm our theoretical findings through a simulation experiment. We then present a new analysis of financial log-returns showing that our new estimator is capable to highlight well known economic shocks. As a second example of our approach we finally discuss forecasting of locally stationary time series based on costationary combinations. __________________________________________________________ Cordiali saluti Fulvia Pennoni -- Fulvia Pennoni Department of Statistics and Quantitative Methods University of Milano-Bicocca http://www.statistica.unimib.it/utenti/pennoni/

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3-year Ph.D. position at Bielefeld University
by Giorgio Ferrari 06 Jul '17

06 Jul '17

Dear Colleagues, this is to announce a *3-year Ph.D. position at Bielefeld University* starting on *October 1, 2017*. The successful candidate will participate in the Collaborative Research Centre (CRC) 1283 "Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications" https://www.sfb1283.uni-bielefeld.de/Pages/home within the project C4 “Stochastic games of singular control and games of stopping”. More information on the post and on the application procedures can be found here http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… *DEADLINE FOR APPLICATION:* August 2, 2017 All the best, Giorgio Ferrari

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Postgraduate programmes at the University of Kent
by Fabrizio Leisen 03 Jul '17

03 Jul '17

Con preghiera di diffusione, Cordiali saluti, Fabrizio Leisen A postgraduate degree in Statistics from the University of Kent can open many doors both in industry and research. The taught programmes in Statistics and Statistics with Finance provide exemption from the professional examinations of the Royal Statistical Society and qualification for Graduate Statistician status. The School of Mathematics, Statistics and Actuarial Science has a strong reputation for world-class research and a well-established system of support and training, with a high level of contact between staff and research students. Postgraduate students develop analytical, communication and research skills. Developing computational skills and applying them to mathematical problems forms a significant part of the postgraduate training in the School. The School encourages all postgraduate statistics students to take part in statistics seminars and to help in tutorial classes. The Statistics Group is forward-thinking, with varied research, and received high rankings in the Research Excellence Framework (REF) 2014 for research power and quality. For more information about postgraduate statistics programmes at Kent visit www.kent.ac.uk/smsas or contact the Admissions Officer: E: smsaspgadmissions(a)kent.ac.uk T: +44 (0) 1227 816050 -- Fabrizio Leisen Reader in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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Assegno di Ricerca Biennale (scadenza imminente)
by Federico Polito 28 Jun '17

28 Jun '17

Gentili colleghi, è aperta la procedura per l'assegnazione di un *assegno di ricerca biennale* nel Dipartimento di Matematica, Università di Torino. La ricerca verrà svolta all'interno del progetto "Memory in Evolving Graphs" (fondi Università di Torino / Compagnia di San Paolo). Sono apprezzate conoscenze di grafi aleatori e tecniche di cambi di tempo aleatori. Data prevista di inizio: Settembre/Ottobre 2017. Data ultima per chiudere la domanda: *Ore 12 del 14 luglio 2017* Bando: https://www.serviziweb.unito.it/albo_ateneo/?area=federico.polito@unito.itA… <https://www.serviziweb.unito.it/albo_ateneo/?area=Albo&action=Read_Download…> Procedura per la domanda: https://pica.cineca.it Maggiori dettagli qui: http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/132390 Per ogni chiarimento o domanda potete scrivermi: federico.polito(a)unito.it Un saluto. Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Seminario di Probabilita', La Sapienza
by Faggionato, Alessandra 27 Jun '17

27 Jun '17

Seminario di Probabilita' Mercoledi' 5 Luglio 2017, Ore 14.30, Aula C, Dipartimento di Matematica G Castelnuovo, Sapienza Speaker: V. Silvestri (Cambridge) Title: The reset time of Internal DLA Abstract: Consider Internal DLA on cylinder graphs of the form GxZ. How does a large cluster typically look like? How long does it take for the process to forget its initial profile? In this talk I will address these questions, explaining how the answer depends on the mixing properties of the base graph G. Joint work with Lionel Levine. -- ************************************************* 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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Position of Lecturer in Mathematics, University of Sussex
by Enrico Scalas 26 Jun '17

26 Jun '17

Car* Collegh*, al Dipartimento di Matematica dell'Universita' del Sussex stiamo reclutando in analisi numerica. Il motivo per cui segnalo l'annuncio su questa lista e' che possiamo anche prendere in considerazione candidature di persone che si occupano, per esempio, di analisi numerica di equazioni differenziali stocastiche, di equazioni differenziali stocastiche alle derivate parziali o di analisi rigorosa di algoritmi di Monte Carlo. Vi prego di diffondere l'annuncio se conoscete persone interessate che corrispondono al profilo. I link sono: http://www.sussex.ac.uk/about/jobs/lecturer-in-mathematics-2173 http://www.jobs.ac.uk/job/BCH117/lecturer-in-mathematics Il profilo e': Applications are invited from rigorous numerical analysts working in any area of numerical analysis and scientific computing; candidates at the interface with Mathematical Biology would be particularly welcome. Il bando contiene poi link a "job description" e "person specification". Grazie per l'attenzione e cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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Seminars at SNS (Pisa), 29 July 2017
by Maria Elvira Mancino 26 Jun '17

26 Jun '17

Dear All, I am glad to announce the following two seminars at Scuola Normale Superiore on the 29th July 2017 14.30 Christa Cuchiero (University of Vienna) Title: (Probability) measure-valued polynomial diffusions Abstract: We introduce polynomial diffusions taking values in the space of (probability) measures on a Polish space, extending the finite dimensional notion of polynomial processes to the infinite dimensional case. Our main goal is tractable dynamic modeling of (probability) measures with applications in large equity markets, capital distribution curve and term structure modeling. In the case of probability measures we provide a characterization of the corresponding extended generators, prove well-posedness of the associated martingale problems and recover the well-known Fleming-Viot process as special case. We obtain uniqueness of the martingale problem by establishing a formula for the conditional moments of the solution, which in the finite-dimensional case reduces to a matrix exponential. 15.30 Short break 16.00 Josef Teichmann (ETH-Zurich) Title: Affine processes and non-linear (PI)DEs Abstract: Motivated by works Dynkin, McKean, LeJan/Sznitman, Henry-Labordere and many others we show an abstract representation property for solutions of non-linear (PI)DEs by affine processes. This allows on the one hand to establish original simulation algorithms, on the other hand even to come up with new types of existence results for DEs. (joint work with Christa Cuchiero). ------------------------------------------------------------------------------------ Everyone is invited to participate. For more information, please contact mariaelvira.mancino(a)unifi.it

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Announcement of two talks, probability seminar, University of Pisa, Tuesday, June 27, 11:00h - 13:00h
by Carina Geldhauser 25 Jun '17

25 Jun '17

Announcement of two talks in the probability seminar at the University of Pisa. DATE AND TIME: Tuesday, June 27, 11:00h - 13:00h LOCATION: Aula Seminari, Dipartimento di Matematica, Universita' di Pisa SPEAKER 1: Remi Catellier (Université de Nice Sophia-Antipolis) TITLE: Averaging along irregular curves and regularization of ODEs. ABSTRACT: Paths of some stochasic processes such as fractional Brownian Motion have some amazing regularization properties. It is well known that in order to have uniqueness in differential systems such as $dy_t = b(y_t) dt$, $b$ needs to be quite regular. However, the oscillations of a stochastic process added to the system will guarantee uniquneness for really irregular $b$. In this talk we will show how to solve the perturbed differential system with a certain stochastic averaging operator. As an application, we show that the stochastic transport equation driven by fractional Brownian motion has a unique solution when $u_0 \in L^{\infty}$ and $b$ is a possibly random $\alpha$-Hoelder continuous function for $\alpha$ large enough. This is a joint work with Massimiliano Gubinelli. After a short break, at around 12:15h, we will continue with a second talk by SPEAKER 2: Michel Nassif (ENS Rennes) TITLE: Introduction to interacting particle systems ABSTRACT: Interacting particle systems is a recently developed field in the theory of Markov processes with many applications: particle systems have been used to model phenomena ranging from traffic behaviour to spread of infection and tumour growth. We introduce this field through the study of the simple exclusion process. We will construct the generator of this process and we will give a convergence result of the spatial particle density to the solution of the heat equation. We will also discuss a variation of the simple exclusion process with proliferation. Everyone is invited to participare. For more information and a longer abstract of the first talk in pdf format, please contact carina.geldhauser(a)dm.unipi.it

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Seminario di Probabilità - Padova
by alessandra bianchi 23 Jun '17

23 Jun '17

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 27 giugno alle ore 11:00 in aula 2AB40 del Dipartimento di Matematica dell'Università degli Studi di Padova. Speaker: Claudio Landim Affiliation: IMPA, Rio de Janeiro Title: Recent results on metastability and potential theory. Abstract: We give a brief introduction on the martingale approach to metastability. In the second part of the talk we consider the metastable behavior of non-reversible small perturbations of dynamical systems, providing a formula for the transition time between two wells. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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PosdocPosition-PANORISK (fwd)
by Lucia Caramellino 22 Jun '17

22 Jun '17

---------- Forwarded message ---------- Date: Mon, 19 Jun 2017 14:20:28 +0200 From: Claude Martini <cmartini(a)zeliade.com> To: "cmartini(a)zeliade.com" <CMartini(a)zeliade.com> Subject: PosdocPosition-PANORISK Dear colleague, here is the announcement and description for a postdoc position in the ongoing PANORISK project: http://ira.univ-lemans.fr/en/recherche-1/post-doctoral-recruitment-2017.html -- 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 www.zanadu.io ____________________________________________________________________ Ce message et ses pièces jointes contiennent des informations confidentielles. Il est établi à l’intention exclusive de ses destinataires. Si vous n’en êtes pas destinataire, merci de le détruire et d’en avertir immédiatement l’expéditeur. Toutes diffusion, publication, totale ou partielle ou divulgation sous quelque forme que se soit non expressément autorisées de ce message, sont interdites. This e-mail and its attachments are confidential and intended solely for the addressees. If you are not the intended recipient of this message, then please delete it and notify the sender. Unauthorized publication, use, dissemination or disclosure of this message, either in whole or in part is strictly prohibited. ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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Mini Course at GSSI on "Information Spreading, Consensus and Community Detection"
by clementi＠axp.mat.uniroma2.it 22 Jun '17

22 Jun '17

LECTURER: Andrea Clementi (Universita' degli Studi TOR VERGATA) PERIOD: 11-12/07/2017 LOCATION: GSSI, L'AQUILA, http://cs.gssi.infn.it/contacts/ SCHEDULING: http://cs.gssi.infn.it/phd-program/calendar/ TITLE: Gossip Algorithms for Information Spreading, Consensus and Community Detection ABSTRACT: The course will focus on a set of analytic tools to analyze some basic epidemic processes in networks. 1) We start giving the main concepts and results on spectral graph theory and on expander graphs. 2) We analyze the convergence time of randomized gossip algorithms in graphs having good expansion properties. 3) We analyze some simple probabilistic dynamics that achieve fast and stable consensus. 4) We consider distributed averaging processes on well-clustered graphs and look at the metastable phase in which the states of the nodes reflect the hidden clusters of the graph. Contacts: Andrea Clementi (Universita' degli Studi TOR VERGATA), clementi(a)mat.uniroma2.it Mattia D'Emidio (GSSI), mattia.demidio(a)gmail.com

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Assegno di ricerca presso la Scuola Normale Superiore, Pisa
by Fabrizio Lillo 21 Jun '17

21 Jun '17

The call for a 16 month postdoc (assegno di ricerca) is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *Italian: **Esecuzione ottimale e dinamica di alta frequenza in mercati foreign exchange* *English: Optimal execution and high frequency dynamics in foreign exchange markets* and the research will likely be conducted in collaboration with the FX desk of HSBC (London) The details of the call are at Italian https://www.sns.it/bando/assegno-di-ricerca-denominato-%E2%80% 9Cesecuzione-ottimale-e-dinamica-di-alta-frequenza-mer cati-foreign-exchange%E2%80%9D English https://en.sns.it/bando/research-contract-named- %E2%80%9Coptimal-execution-and-high-frequency-dynamics-foreign-exchange The deadline is July 10. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159 <+39%20050%20509159>

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Post-doc position at Inria Grenoble (France)
by Julyan Arbel 20 Jun '17

20 Jun '17

Dear all, there is an open post-doc position in Bayesian nonparametrics at Inria Grenoble (France), starting in the fall of 2017. Application deadline is very short (by the end of next week). Interested people can contact me. Best Julyan Julyan Arbel http://www.julyanarbel.com/ <http://www.julyanarbel.com/>

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Borsa di Dottorato - Università Franco-Italiana
by gianmario tessitore 16 Jun '17

16 Jun '17

Con preghiera di diffusione. E' aperta la call for candidates per una borsa di dottorato dell'Università franco-italiana da svolgersi tra l' ENSTA ParisTech (Université Paris-Saclay, Ecole doctorale de mathématiques Hadamard) e l' Università Milano-Bicocca (Dottorato in Matematica Milano-Bicocca, Pavia, INdAM) con inizio il primo Ottobre 2017. Allego descrizione precisa delle tematiche di ricerca e del profilo del candidato richiesto. cordiali saluti Gianmario Tessitore

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PhD course Gianluca Fusai in Bicocca
by Valeria Bignozzi 16 Jun '17

16 Jun '17

La prossima settimana, si terrà un corso di dottorato dal titolo “Option Pricing”, per il Dottorato in Statistica e Finanza Matematica, presso l'Università di Milano Bicocca. Le lezioni saranno tenute dal prof. Gianluca Fusai, dell’ Università degli Studi del Piemonte Orientale. La partecipazione al corso è libera, ma occorre registrarsi inviando una mail alla dott.ssa Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it) Le lezioni si terranno nei giorni: Lunedì 19 Giugno ore 10:00-12:30 e 14:00-17:30 Venerdì 23 Giugno ore 10:00-12:30 e 14:00-17:30 presso l’Aula 2062, secondo piano dell’edificio U7, Via Bicocca degli Arcimboldi 8, 20126 Milano. Programma: We revisit the most important stochastic models and theur use for pricing plain vanilla and exotic derivative products. In particular in the course we will address: * Plain vanilla, exchange, Asian and barrier options. * Analytical and numerical methods (including PDE, quadrature, eigenfunction expansion, Laplace transform). * Gaussian and Non Gaussian models: GBM, Square-root, CEV, Lévy, Heston models: main properties and applications to option pricing using Fourier Transform techniques. * Interest rate models and pricing of swaps, caps and swaptions. * If time allows recent reseults on pricing via Hilbert transform and Wiener-Hopf factorization will be also illustrated. Participants are welcome to bring their laptop because numerical examples will be discussed using Matlab. Prerequisite: Basic knowledge of option payoffs, properties of the Bronwian motion, Ito's lemma Instructor: Gianluca Fusai ssrn page: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=74196 -------------------------------------------------------------------------------- _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random

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Fwd: Gaussian Process Summer School and Uncertainty Quantification, Sheffield UK, September 2017.
by Carina Geldhauser 14 Jun '17

14 Jun '17

ricevo ed inoltro. -------- Weitergeleitete Nachricht -------- Betreff: [ML-news] Gaussian Process Summer School and Uncertainty Quantification, Sheffield UK, September 2017. Datum: Mon, 5 Jun 2017 01:11:57 -0700 (PDT) Von: Mauricio A. Álvarez <maalvarezl(a)gmail.com> An: Machine Learning News <ml-news(a)googlegroups.com> Hi ML-News, Gaussian Process Summer School and Uncertainty Quantification 11th-14th September 2017. Early registration is open for the Gaussian Process Summer School. Deadline for early registration is 15th July. There is also a limit on the number of places to 60 students (allocated on a first come first served basis). The school involves a combination of talks on Gaussian processes and practical sessions. It will end with a one day workshop on Advances in Approximate Inference with GPs (14th September). Registrants to the summer school can attend the workshop free of charge. Confirmed speakers at the Summer School include: Nicolas Durrande (Ecole des Mines St Etienne) Simo Särkka (Aalto University) Aki Vehtari (Aalto University) Richard Wilkinson (University of Sheffield) Mauricio A. Álvarez (University of Sheffield) Andreas Damianou (Amazon Research Cambridge) Javier Gonzalez (Amazon Research Cambridge) Neil Lawrence (Amazon Research Cambridge and University of Sheffield) The draft schedule and details for registration are available here: http://gpss.cc/gpss17/ Current speakers at the Workshop are: Alan Saul (University of Sheffield) Aki Vehtari (Aalto University) Dustin Tran (Open AI and Columbia University) Rajesh Ranganath (Princeton University) A facebook group for this series of summer schools is available here: https://www.facebook.com/gaussianprocesssummerschool Regards, Mauricio A. Álvarez -- You received this message because you are subscribed to the Google Groups "Machine Learning News" group. To unsubscribe from this group and stop receiving emails from it, send an email to ml-news+unsubscribe(a)googlegroups.com. For more options, visit https://groups.google.com/d/optout. _______________________________________________ Ins-wegelerstrasse mailing list Ins-wegelerstrasse(a)ins.uni-bonn.de https://mail.ins.uni-bonn.de/mailman/listinfo/ins-wegelerstrasse _______________________________________________ Ag-griebel-stud mailing list Ag-griebel-stud(a)ins.uni-bonn.de https://mail.ins.uni-bonn.de/mailman/listinfo/ag-griebel-stud

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Announcement: Mini-workshop on Monte Carlo and Hybrid Methods
by Enrico Scalas 14 Jun '17

14 Jun '17

The goal of this workshop will be to bring together people working on the simulation of Langevin, Hamiltonian dynamics and their variants, and the applications of such methods to Markov Chain Monte Carlo, including MALA, HMC, etc Organisers : Andrew Duncan & Enrico Scalas, School of Mathematical and Physical Sciences, University of Sussex When : Friday, June 23. The workshop will start at 10pm (Registration & Coffee from 9:30am) and end at 4pm. Where : At the University of Sussex, in Pevensey 1 Room 1A6 Programme 9:30am - 10:00am: Registration 10:00am - 10:45am: Tijana Radivojevic: Modified Hamiltonian Monte Carlo methods in practice 10:45am - 11:15am: Coffee Break 11:15am - 12:00pm: Elena Akhmatskaya: Sampling with modified Hamiltonians in statistical inference 12:00pm - 12:45pm: Mikhail Tretyakov: Stochastic rigid body dynamics with hydrodynamic interactions 12:45pm - 2:30pm: Lunch (Fish and Chips) 2:30pm - 3:15pm: Konstantinos Zygalakis: Ergodic Stochastic Differential Equations and Sampling: A numerical analysis perspective 3:15pm - 4:00pm: Sam Livingstone: Kinetic energy choice in Hamiltonian/Hybrid Monte Carlo Participation is free. A dinner will be organised with the speakers on the evening of Thursday 22nd June. Please contact the organisers if you wish to attend.

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PhD course Marco Frittelli in Bicocca
by Valeria Bignozzi 09 Jun '17

09 Jun '17

La prossima settimana, si terrà un corso di dottorato dal titolo “Arbitrage and superhedging, from the classical setting to a pathwise approach”, per il Dottorato in Statistica e Finanza Matematica, presso l'Università di Milano Bicocca. Le lezioni saranno tenute dal prof. Marco Frittelli, del Dipartimento di Matematica dell’ Università degli Studi di Milano. La partecipazione al corso è libera, occorre registrarsi inviando una mail alla dott.ssa Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it <mailto:nicoletta.alghisi@unimib.it>). Programma: Lunedì 5 Giugno, ore 14:00-17:00: Introduction to arbitrage: the classical setting, the robust approach and the pathwise framework; Martedì 6 Giugno, ore 10:00-13:00 e 14:00 -17:00: Superhedging: example of duality gap and pathwise setting; Mercoledì 7 Giugno, ore 10:00-13:00: On the classical cases and comparison with the pathwise setting. Il corso si terrà nell’aula 2026, secondo piano dell’edificio U7.

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1 year postdoc offer on hydrological space-time extremes (Montpellier, France)
by Carlo Gaetan 09 Jun '17

09 Jun '17

Care/i colleghe/i, vi allego un'offerta di assegno di ricerca per la quale mi è stato chiesta la diffusione agli interessati. Mi scuso per l'eventuale invio di messaggi multipli. Cordialmente, Carlo Gaetan -- Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 mobile phone: ++39 366 629 7899 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate qui http://www.gnu.org/philosophy/no-word-attachments.it.html

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Politecnico di Milano - Seminario S. Castruccio
by Laura M. Sangalli 08 Jun '17

08 Jun '17

Si avvisa che in data 13-06-2017, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Stefano Castruccio, Newcastle University, UK Titolo: Stochastic Approximations of Complex Deterministic Models: Environmental Applications Sommario: Climate models are among the most used tools for impact assessment and policy making, and they are instrumental to obtain physically consistent projections of future climate. While it is of crucial importance to assess the sensitivity of such models to different input such as scenarios and parametrizations, a comprehensive analysis is not feasible due to computational and memory constraints. In this talk I will present new classes of global space-time statistical models (emulators) that can provide useful stochastic approximations to climate models. Emulators trained on a small set of model runs allow to perform sensitivity analysis with surrogate runs that are orders of magnitude faster to compute than the original climate model. I will also discuss some of my methodological research on global space-time statistical models, spanning from nonstationary Gaussian processes in the sphere x time domain that can account for land/ocean regimes and vertical profiles of temperatures, to skew-t processes for daily data. The large dimensionality of the model output, comprising of hundreds of millions data points, poses significant computational challenges, and in this talk I will also introduce a new sequential likelihood approximation that will allow scalable, parallelizable and asymptotically consistent inference for massive datasets. 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 url: http://mox.polimi.it/~sangalli

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Lectures on “Affine and Polynomial Processes” (J. Teichmann and C. Cuchiero - SNS, Pisa, 21-23-27 giugno 2017)
by Maria Elvira Mancino 08 Jun '17

08 Jun '17

Three Lectures on: "AFFINE AND POLYNOMIAL PROCESSES" (JOSEF TEICHMANN, ETH Zurich; CHRISTA CUCHIERO, University of Vienna) ____________________________________________________ Lecture 1 (JOSEF TEICHMANN) "Motivating examples: classical and recent ones". Several examples from Mathematical Finance and other areas of applications are considered (Pricing and Hedging; Credit Risk; representation of non-linear PDEs; rough volatility) JUNE 21TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ________________________________________________________________________________ Lecture 2 (JOSEF TEICHMANN AND CHRISTA CUCHIERO) "General theory of affine and polynomial processes". Foundational issues are discussed in detail and admissibility conditions proved in the canonical state space setting. JUNE 23TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ____________________________________________________________ Lecture 3 (CHRISTA CUCHIERO) "General theory of affine and polynomial processes". Affine and polynomial processes one general state spaces are considered towards finite or infinite dimensional processes classes. JUNE 27TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ______________________________________________________________ Tutti gli interessati sono invitati a partecipare.

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Second Haifa Probability School, 18-22 Dec 2017, Technion (Israel)
by Francesco Caravenna 07 Jun '17

07 Jun '17

Ricevo e inoltro. > Dear colleagues, > > We invite you and your students/postdocs to take part in the forthcoming probability school, this winter Dec 18-22/2017 at the Technion - Haifa/Israel. > > There will be 3 mini courses with daily lectures as follows: > Marek Biskup (UCLA) / Oren Louidor (Technion) – > Large values of the discrete Gaussian free field. > Jason Miller (Cambridge) – > The continuum Gaussian free field and Liouville quantum gravity. > Lorenzo Zambotti (Paris 6) – > SPDEs and regularity structures. > > In addition, young participants will get a chance to present their work during multiple short-talk sessions. > > Financial support (for accommodation and travel) is available. Preference will be given to young participants and those who register early. > > Further information and an on-line registration from can be found here: > https://hps2.net.technion.ac.il/ <https://hps2.net.technion.ac.il/> > > Oren Louidor > (On behalf of the organizers: > Dima Ioffe (Technion, Israel). > Oren Louidor(Technion, Israel). > Leonid Mytnik (Technion, Israel). > Lorenzo Zambotti (Paris 6, France) ).

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PhD in Statistics and Mathematical Finance, Call for applications
by Francesca Greselin 06 Jun '17

06 Jun '17

A call for applications to the 2016/2017 PhD program in Statistics and Mathematical Finance (University of Milano-Bicocca) is available at the PhD web site: http://www.unimib.it/go/243995352 Deadline for application is on the 3rd of July (12.00 a.m. Italian local time) The PhD program offers two curricula: 1) Statistics; 2) Mathematical Finance. Seven grants (annual amount of 16.238 euros) are available, three of which are reserved for students with non-Italian master degrees. Course will be held in English by highly qualified Italian and non-Italian professors. For further information visit the PhD web site (http://www.dismeq.unimib.it/en/dottorato-di-ricerca/) or contact: Giorgio Vittadini (giorgio.vittadini(a)unimib.it <mailto:giorgio.vittadini@unimib.it) PhD program coordinator Andrea Ongaro (andrea.ongaro(a)unimib.it <mailto:andrea.ongaro@unimib.it) Curriculum in Statistics coordinator Fabio Bellini (fabio.bellini(a)unimib.it <mailto:fabio.bellini@unimib.it) Curriculum in Mathematical Finance coordinator Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it <mailto:nicoletta.alghisi@unimib.it) Secretariat

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IMT SCHOOL - 2017/18 PHD CALL FOR APPLICATIONS :: PROGRAMMA DI DOTTORATO
by Irene Crimaldi 06 Jun '17

06 Jun '17

From: <phdapplications(a)imtlucca.it> Subject: IMT SCHOOL - 2017/18 PHD CALL FOR APPLICATIONS :: PROGRAMMA DI DOTTORATO We are pleased to inform you about the IMT School for Advanced Studies Lucca's call for applications for PhD positions in the following specialized curricula Siamo lieti di informare che e' aperto il nuovo bando di selezione per l'accesso al Programma di Dottorato della Scuola IMT Alti Studi Lucca per i seguenti curricula di specializzazione: - - Analysis and Management of Cultural Heritage - - Cognitive, Computational and Social Neurosciences - - Computer Science and Systems Engineering - - Economics, Networks and Business Analytics - No tuition fees, free room and access to IMT Canteen Esenzione dalle tasse d'iscrizione, alloggio gratuito, accesso gratuito alla mensa IMT - A grant of €13,630 gross/year Importo lordo della borsa: €13.630/anno Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31st, 2017 Possono fare domanda coloro che conseguano il titolo valido per l'ammissione entro e NON OLTRE il 31 ottobre 2017 DEADLINE: July 18th, 2017 at 12:00 pm CEST MORE INFORMATION: http://phd.imtlucca.it The IMT School for Advanced Studies Lucca (www.imtlucca.it <http://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>), one of the six Schools of Excellence in Italy, is a research university within the Italian public higher education system. IMT'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://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>), una delle sei Scuole di Eccellenza in Italia, e' 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/pages/IMT-Institute-for-Advanced-Studies-Lucca/187…>, 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 2017/18 IMT School PhD call, please write to phdapplications(a)imtlucca.it <javascript:_e(%7B%7D,'cvml','phdapplications(a)imtlucca.it');> If you no longer wish to receive emails from the IMT School, please send an email with the word UNSUBSCRIBE in the subject line to commev(a)imtlucca.it <javascript:_e(%7B%7D,'cvml','commev(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://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>

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Workshop in Cardiff su Isotropic Random Fields in Astrophysics
by Enrico Scalas 02 Jun '17

02 Jun '17

Car* collegh*, Vi puo' interessare questo workshop interdisciplinare su: Isotropic Random Fields in Astrophysics che si terra' a Cardiff il 29-30 giugno 2017 Pagina web: http://ssa.cf.ac.uk/randomfields/index.htm Registrazione (gratuita ma obbligatoria): http://ssa.cf.ac.uk/randomfields/registration.htm Cordiali saluti, Enrico Scalas

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dottorato in Statistica e Finanza matematica - bando
by emanuela.rosazza1＠unimib.it 02 Jun '17

02 Jun '17

Si avvisa che ieri è stato pubblicato il bando per le iscrizioni al 33-esimo ciclo di Dottorato di ricerca in Statistica e Finanza Matematica presso l'Università di Milano-Bicocca. Potete trovare il bando al link http://www.unimib.it/go/243995352 Chiusura bando: 3 luglio - ore 12. Cordiali saluti, -- **************************************************** 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 Scholarships in Statistical Sciences - University of Padova, Italy – Deadline June 30, 2017 (13.00 CEST)
by Patrizia Piacentini - PhD 01 Jun '17

01 Jun '17

Eight PhD scholarships are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2017*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2017). Admission is decided on the basis of qualifications only and does not require an entry examination. *Award* The award will be for three years, subject to satisfactory progress, at the following rate: annual grant of euros 13.638,47 with a start date of 1 October 2017. *How to apply* The call is published *(deadline June 30, 13.00 CEST)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template *CV_XXXIII* available from the Course web page http://www.stat.unipd.it/fare-ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online* *Further information* See http://www.stat.unipd.it/fare-ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Nicola Sartori PhD Course Coordinator

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Mathematical Statistics - Corso estivo a Perugia della SMI
by Antonio Di Crescenzo 01 Jun '17

01 Jun '17

Segnalo il seguente corso estivo della Scuola Matematica Interuniversitaria titolo: Mathematical Statistics docenti: Larry Goldstein (University of Southern California) Yosef Rinott (Hebrew University of Jerusalem) periodo: 24 Luglio - 18 Agosto 2017 sede: Perugia scadenza per le domande: 26 Giugno 2017 sito web: http://germanio.math.unifi.it/summer-courses-perugia-2017/?lang=it -- Antonio Di Crescenzo

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Seminario Prof.ssa Costantini (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 31 May '17

31 May '17

------------------------------------------------------------ ----------------- A v v i s o d i S e m i n a r i o ------------------------------------------------------------ ----------------- Lunedì 5 Giugno 2017, ore 11 ------------------------------------------------------------ ----------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma Prof.ssa Cristina Costantini (Università degli studi "G. d'Annunzio" Chieti-Pescara) APPROSSIMAZIONE DI DIFFUSIONE DI PROCESSI A VELOCITA' FINITA Riassunto: Con processi a velocita' finita (a volte detti anche processi di trasporto o evoluzioni aleatorie) intendiamo qui dei modelli, pensati per descrivere il moto di una particella, in cui la posizione della particella a un tempo $t$ e' data dall'integrale di un processo velocita', che e' costante, o evolve deterministicamente finche', a intervalli di tempo esponenziali, cambia in modo aleatorio. Sulla retta e nel piano, questi processi sono stati approfonditamente studiati (Orsingher, Pinsky, Kolesnik, Stadje e molti altri), in particolare per quanto riguarda l'equazione alle derivate parziali soddisfatta dalla distribuzione a un tempo della posizione e, in alcuni casi importanti, la forma esplicita della distribuzione. Questo seminario trattera' invece del limite, sotto riscalamento spazio-temporale diffusivo, di questi processi, anch'esso studiato da molti autori (Bensoussan, Lions, Papanicolaou, Bal, Degond, Kurtz, Costantini e molti altri). Tale limite puo' essere ottenuto in dimensione qualunque, per una classe ampia di nuclei di transizione della velocita', anche dipendenti dalla posizione e dalla velocita' correnti, e anche nel caso in cui il moto della particella e' confinato in una regione e sulla frontiera la velocita' cambia in modo deterministico o aleatorio, a seconda della velocita' d'impatto trasversale. L'approccio utilizzato e' quello delle equazioni differenziali stocastiche e dei problemi di martingala, combinati, nel caso in cui la particella e' confinata, con cambiamenti di tempo aleatori. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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Conference
by Fulvia Confortola 31 May '17

31 May '17

Conference in honor of Pietro Muliere, 12 June 2017 and BISP-10 workshop, 13-15 June 2017, Bocconi University

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Conference in honor of Pietro Muliere, 12 June 2017 and BISP-10 workshop, 13-15 June 2017, Bocconi University
by Sandra Fortini 31 May '17

31 May '17

Carissime e carissimi, con piacere ricordiamo che il 12-15 giugno 2017 avremo, presso l'Universita' Bocconi di Milano, due eventi in onore e dedicati a Pietro Muliere, nell'occasione di un suo importante compleanno (la partecipazione alla conferenza in onore di Pietro il 12 e' libera, ma ricordiamo di registrarsi!): Conference in honor of Pietro Muliere, 12 June 2017 and BISP-10 workshop, 13-15 June 2017, Bocconi University The Department of Decision Science of Bocconi University is pleased to announce the international conference on "Recent Developments in Bayesian Theory and Stochastic Processes", in honor of Professor Pietro Muliere, that will take place at Bocconi on June 12, 2017. The conference will gather internationally leading scholars on fundamental themes in Bayesian Statistics and Stochastic Processes. The conference honors Professor Pietro Muliere’s research contributions to statistics, probability, stochastic processes, stochastic ordering and income distribution, survival analysis, decision theory, economics and life sciences. The program is available at www.unibocconi.eu/muliereconference There are no registration fees, but interested participants are kindly asked to register, through the conference website. The conference will be followed by the 10th Workshop on Bayesian Inference in Stochastic Processes (BISP10), also held at Bocconi University, on June 13-15, 2017. BISP10 is dedicated to Pietro Muliere, on the occasion of his 70th birthday. www.unibocconi.eu/bisp10 -- Un carissimo saluto, e speriamo di vedervi a Milano per festeggiare Pietro insieme a noi! Sandra Fortini =================================== Sandra Fortini Bocconi University, DEC Tel. +39 5836 5676 http://faculty.unibocconi.it/sandrafortini/ ======================================== --- Dai il tuo 5x1000 alla Bocconi. Aiuta gli studenti meritevoli a costruire il proprio futuro. CF 80024610158. www.unibocconi.it/5x1000 Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations. ---

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annuncio seminario presso IAC-CNR
by Lucia Caramellino 30 May '17

30 May '17

Martedi` 6 Giugno ore 10:30 aula riunioni del primo piano via dei Taurini 19, Roma Giulia Terenzi (Universita` di Roma Tor Vergata) A hybrid tree-finite difference approach for Heston-type models We present an algorithm for the pricing of European and American options in the Heston model and in other stochastic volatility models which generalize it. Our procedure is based on a backward induction that works following a finite difference PDE method in the direction of the share process and a tree approximation in the direction of the volatility. Numerical results show that the algorithm turns out to be reliable and efficient. We study the stability of the algorithm by means of a Von Neumann analysis, but only limited convergence results have been proved. ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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Posizione RTDA in Bicocca
by Gianmario Tessitore 30 May '17

30 May '17

E' stata bandita una posizione di ricercatore a tempo determinato di tipo A presso l'Università degli Studi di Milano-Bicocca, Dipartimento di Matematica e Applicazioni. Settore concorsuale 01/A3 – Analisi Matematica, Probabilità e Statistica Matematica Profilo: settore scientifico-disciplinare MAT/06 – Probabilità e Statistica Matematica. Il/La candidato/a svolgerà attività di ricerca nel campo della teoria dei processi stocastici e delle equazioni differenziali stocastiche. Verrà richiesto un impegno didattico nei corsi affini al SSD MAT/06 nella Laurea triennale e magistrale in Matematica, nonché secondo necessità negli insegnamenti di Matematica presso gli altri corsi di laurea dell’Ateneo. Si allega il bando precisando che fa comunque fede quello pubblicato sulla Gazzetta Ufficiale. Cordiali saluti Francesco Caravenna e Gianmario Tessitore

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(Deadline for abstract submission) Conference in Leeds on Stochastic Control, Ambiguity and Games
by Tiziano De Angelis 29 May '17

29 May '17

Dear All, This is a kind reminder regarding the conference *"Stochastic Control, Ambiguity and Games"* which will be held at the University of Leeds on* 4th - 5th September 2017* (follow the link http://ambiguity2017.leeds.ac.uk for more information and see the poster attached). The *deadline for submission of title and abstract for a talk is 6 June*. You can submit your abstract and title by sending an email to Tiziano De Angelis: t.deangelis(a)leeds.ac.uk Jan Palczewski: j.palczewski(a)leeds.ac.uk We would be most grateful if you forwarded this announcement to anyone potentially interested. Best regards, Tiziano De Angelis and Jan Palczewski

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