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PhD in Statistics and Mathematical Finance
by Fabio Bellini 30 May '16

30 May '16

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(senza oggetto)
by Tiziano Vargiolu 27 May '16

27 May '16

AVVISO SEMINARI Per martedi' 31 maggio sono programmati i seguenti seminari nell'area probabilita'/finanza presso il Dipartimento di Matematica dell'Universita' di Padova; si svolgeranno nell'aula seminari al VII piano della Torre B. Ore 14.30: Prof. Yuliya Mishura Taras Shevchenko National University of Kyiv Title: Gaussian processes that are generalized quasi-helices and their properties Abstract: We consider several problems for Gaussian processes which are, in some sense, the generalizations of fractional Brownian motion. Three problems are considered: the behavior of the maximal functionals, the representation results and some statistical results. We investigate the asymptotic behavior of maximal functionals under critical values of the parameters of the corresponding quasi-helix, give the representations of the random variables via the integration w.r.t. Gaussian processes and explain how to construct and investigate unknown drift parameter estimators in the SDE involving the general Gaussian processes. Ore 15.30 Prof. Erik Schloegl University of Technology Sydney Title: Toward Quantifying Model Risk Abstract: As a paper by the Board of Governors of the Federal Reserve System put it in 2011, ?The use of models invariably presents model risk, which is the potential for adverse consequences from decisions based on incorrect or misused model outputs and reports.? However, there has been surprisingly little research to date on quantifying this risk, or putting the analysis of this risk on a more rigorous footing. This presentation discusses four types of model risk encountered when using models for the pricing and risk management of derivative financial instruments, and the relationship (and potential trade-offs) between them. Secondly, we consider how one would go about implementing the ?relative entropy? approach to model risk suggested by Glasserman and Xu (2013) in this context, and how this may affect modelling choices in practice. Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Seminario a Fi 31/5 "Jumping Value at Risk: Order Statistics for Risk Modelling"
by cecilia mancini 26 May '16

26 May '16

Nell'ambito del ciclo di seminari del Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Universita' di Firenze: Martedì 31 Maggio 2016 (campus Novoli, Edificio D6/Aula Bracco) ore 14.00 Luca Spadafora (Banca Popolare di Verona) terrà un seminario dal titolo "Jumping Value at Risk: Order Statistics for Risk Modelling" Tutti gli interessati sono cordialmente invitati a partecipare. La lista dei seminari Disei è raggiungibile al seguente indirizzo: http://www.disei.unifi.it/vp-104-seminari.html

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Save the Date!
by Laura Lea Sacerdote 24 May '16

24 May '16

We are happy to announce that Torino University and Politecnico from June 19 to June 22, 2017 will host the *First Italian National Meeting on Probability and Mathematical Statistics. * Scientific Committee: Claudia Ceci, Franco Fagnola, Franco Flandoli, Paolo Dai Pra, Antonio Lijoi,Franco Pellerey and Laura Sacerdote Scope of the meeting is the scientific exchange between Italian mathematicians working on the subject in Italy or abroad. We also welcome talks from foreign researchers working in Italy. The participation is open to any interested scientist who would like to partecipate. The conference will include lectures of some "seniors" between us, but the focus will be mainly on the work of new generations also through some plenary lectures. We also plan to reserve a space to discuss the future of our researches in Italy. We decide to call this meeting "First meeting" because it is the first conference of this type, since 1998 and we hope it will become a habit in our community. We plan to prepare a web page for the meeting and we will give more details on that page. *Now, please, save the date on your agenda!* We hope in your collaboration for the success on the initiative. Claudia Ceci, Franco Fagnola, Franco Flandoli, Paolo Dai Pra, Antonio Lijoi,Franco Pellerey, Laura Sacerdote ---------------------------------------------------------------------------------------- Siamo lieti di annunciare che l'Universita' e il Politecnico di Torino ospiteranno, dal 19 al 22 Giugno 2017 *Il Primo Convegno Nazionale su Probabilità e Statistica Matematica* Comitato Scientifico: Claudia Ceci, Franco Fagnola, Franco Flandoli, Paolo Dai Pra, Antonio Lijoi,Franco Pellerey e Laura Sacerdote Scopo del Convegno e' favorire lo scambio scientifico tra matematici italiani che lavorino su questi temi, in Italia o all'estero. Saremo anche lieti di avere contributi da ricercatori stranieri che lavorino in Italia. La partecipazione e' aperta a ogni scienziato interessato. Il Convegno comprendera' conferenze di alcuni tra i più "senoir" tra di noi ma il fuoco sara' diretto principalmente verso il lavoro delle nuove generazioni, anche con alcune conferenze plenarie. Pensiamo di riservare anche spazio a una discussione sul futuro delle nostre ricerche in Italia. Abbiamo pensato di chiamare questa conferenza "Prima Conferenza" perche' e' la prima di questo tipo dal 1998 e speriamo che possa divenire un'abitudine per la nostra comunita'. Pensiamo di preparare una pagina web del convegno su cui daremo piu' dettagli. *Ora, per favore, segnatevi la data sulla vostra agenda!* Contiamo sulla vostra collaborazione per il successo dell'iniziativa. Claudia Ceci, Franco Fagnola, Franco Flandoli, Paolo Dai Pra, Antonio Lijoi,Franco Pellerey, Laura Sacerdote -- *Prof. Laura Sacerdote* *Chair of Probability and Statistics* *Program Coordinator of Master's Degree in Stochastics and Data Science* *Dept. Mathematics "G. Peano" * *University of TorinoVia Carlo Alberto 1010123 Torino, Italiatel. +39 0116702919fax +39 0116702878http://www.laurasacerdote.it/ <http://www.laurasacerdote.it/>*

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full professor position in Applied Mathematics/Stochastics (University of Cologne)
by Pietro Caputo 23 May '16

23 May '16

ricevo e inoltro: The Mathematical Institute at the Faculty of Mathematics and Natural Sciences at the University of Cologne is inviting applications for a Professorship (W3) in Applied Mathematics/Stochastics. The Mathematical Institute aims at enhancing its competence in the field of probability and statistics. We are looking for candidates with an excellent reputation in research and teaching in these fields and with a successful record of third-party funded projects. Applicants should have a proven record of interdisciplinary research. The successful candidate is expected to participate in the teaching and administrative duties of the Mathematical Institute. The teaching duties in particular include courses in statistics and courses for our programs in mathematics and business mathematics. Qualification requirements are in accord with the North Rhine-Westphalia University Law and include an excellent track record in research (e. g. habilitation or equivalent qualifications) and teaching. The University of Cologne is an equal opportunity employer in compliance with the German disability laws. Women and persons with disabilities are strongly encouraged to apply. Applications should include a CV, a complete list of publications, a teaching and research statement, information on external funding, academic achievements and honors. Applications should be submitted via the Academic Job Portal of the University of Cologne (https://berufungen.uni-koeln.de) no later than June 19, 2016 to Professor Dr. Ansgar Büschges Dean of the Faculty of Mathematics and Natural Sciences University of Cologne Albertus-Magnus-Platz, D-50923 Cologne, Germany E-Mail mnf-berufungen(a)uni-koeln.de See https://www.stellenwerk-koeln.de/uploads/tx_exinitswkjobs/W3_Professur_Math… for a pdf-version.

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2 PhD student positions in Machine Learning for Geosciences
by Luca Martino 21 May '16

21 May '16

We are searching for outstanding candidates with a strong interest in machine learning and geosciences to cover 2 PhD student positions to join the Image and Signal Processing (ISP) group in the *Universitat de Valencia, Spain,* http://isp.uv.es. The positions are funded by an ERC Consolidator Grant 2015-2020 entitled "Statistical Learning for Earth Observation Data Analysis" (SEDAL), http://sedalproject.wordpress.com, under the direction of* Prof. Gustau Camps-Valls*. More info about the openings in http://isp.uv.es/sedal.pdf *** The project and job description We aim to develop the next generation of statistical inference methods to analyze Earth Observation (EO) data. Machine learning models have helped to monitor land, oceans, and atmosphere through the analysis and estimation of climate and biophysical parameters. Current approaches, however, cannot deal efficiently with the particular characteristics of remote sensing data. We will develop advanced regression (retrieval, model inversion) methods to improve efficiency, prediction accuracy and uncertainties, encode physical knowledge about the problem, attain self-explanatory models, learn graphical causal models to explain the complex interactions between essential climate variables and observations, and discover hidden essential drivers and confounding factors in Climate/Geo Sciences. Highly motivated researchers with a degree/PhD in computer science, statistics, machine learning, electrical engineering, physics, or mathematics are encouraged to apply. All candidates should have a solid understanding and knowledge of machine learning and statistics, and being particularly interested in remote sensing and geoscience problems. The theses will be devoted to: *(PhD1) regression, model inversion and time series analysis, and* *(PhD2) structure learning, graphical models and causal inference*. In both cases, good programming skills (Matlab/Python/R/C++), a critical and organized sense for data analysis, as well as maturity and commitment, strong communication, presentation and writing skills are a big plus. *** Application details - *Deadline: Send your application no later than **June 1st 2016.* - How? Send me: 2-pages CV, motivation letter, 3 best papers, 3 recommendation letters or contacts - When? Preferred starting dates: September 2016 - How long? 3 years contract - How much? Salary according to UV scales including social security, health insurance benefits, and travel money - Where? Valencia, Spain, Mediterranean city, nice weather, hike and beach. Excellent cost-of-living index = 55 *** Contact - Before applying: Informal inquiries may be addressed to Prof. Dr. Gustau Camps-Valls, gustau.camps(a)uv.es - Ready to apply? Send your dossier in one single PDF to gustau.camps(a)uv.es, subject: SEDAL application

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Postdoctoral Position - Università Ca’ Foscari Venezia
by Marco TOLOTTI 21 May '16

21 May '16

*Postdoctoral Position - Università Ca’ Foscari Venezia* The Department of Management at Università Ca’ Foscari Venezia invites applications for a postdoctoral fellowship within the research project: "Interactions in complex economic systems: innovation, contagion and crises”. The general area of of interest is Decision Sciences, with special reference to Mathematical Methods for Economics and Finance. Prospective candidates are expected to have relevant experience on the research topic, and should preferably be holding a Ph.D. or being close to receiving one. The research shall be carried out in English. Duration of contract: 12 months (expected starting date: September 2016). Deadline: June 20th 2016, 12 a.m. (GMT+2, Rome Time) Stipend: The research fellowship amounts to 19.367,00 Euros per year, including taxes and social charges. Research allowance: 1.500,00 Euros, aimed at covering research costs. Abstract of the Project: The study of complex economic systems requires quantitative tools to develop suitable models. Depending on the skills and preferences of the candidate, different lines of research can be undertaken. 1. A methodological research related mainly to statistical mechanics or probability theory (e.g., spatial interaction models and/or probabilistic cellular automata). 2. An applied line of research related to diffusion of innovations on social networks. 3. An applied line of research related to the heterogeneous agents in economics and/or finance (e.g., differences in opinion/information in financial markets, dynamics of populations in social sciences). All the relevant information for applicants is available in English (link) <http://www.unive.it/nqcontent.cfm?a_id=138305> and in Italian (link <http://www.unive.it/bandiassegni>). Regards, Marco Tolotti -- ____________________________________ Marco Tolotti, Ph.D. Department of Management Ca' Foscari University of Venice Cannaregio 873 - 30121 Venezia, Italy Tel: +39 0412346928 - Fax: +39 0412347444 http://venus.unive.it/~tolotti/

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Applied Bayesian Statistics School
by Consonni Guido 20 May '16

20 May '16

There are still some places available for ******************************* * ABS16 * ******************************* Applied Bayesian Statistics School BAYES, BIG DATA, AND THE INTERNET August, 29 - September, 2 2016 Villa del Grumello, Como, Italy Lecturer: Steve Scott, Senior Economic Analyst at Google, USA https://sites.google.com/site/stevethebayesian/ >>>>> http://web.mi.imati.cnr.it/conferences/abs16.html <<<<< June 1st, 2016 is the deadline for reduced-rate registration. Guido Consonni and Fabrizio Ruggeri ABS16 Directors Raffaele Argiento ABS16 Executive Director ABS16 Secretariat abs16(a)mi.imati.cnr.it PRACTICAL INFORMATION School activities: lectures, practical sessions (supervised by a junior researcher), participants' talks, opportunities for interaction with lecturer and fellow participants. A detailed course outline is available on the conference webpage. The School starts on Monday, August 29th, after lunch and ends on Friday, September 2nd, just before lunch. Wednesday afternoon is free. Accommodation is available either at the Villa guesthouse or in downtown hotels (info on the website). Como can be easily reached by train from Milan and its airports. >>>>> http://web.mi.imati.cnr.it/conferences/abs16.html <<<<< [Logo] Università Cattolica investe nel talento, nella ricerca, nella solidarietà. Puoi farlo anche tu. CF 02133120150 www.unicatt.it/5permille<http://www.unicatt.it/5permille/>

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Applied Bayesian Statistics School
by Consonni Guido 20 May '16

20 May '16

There are still some places available for ******************************* * ABS16 * ******************************* Applied Bayesian Statistics School BAYES, BIG DATA, AND THE INTERNET August, 29 - September, 2 2016 Villa del Grumello, Como, Italy Lecturer: Steve Scott, Senior Economic Analyst at Google, USA https://sites.google.com/site/stevethebayesian/ >>>>> http://web.mi.imati.cnr.it/conferences/abs16.html <<<<< June 1st, 2016 is the deadline for reduced-rate registration. Guido Consonni and Fabrizio Ruggeri ABS16 Directors Raffaele Argiento ABS16 Executive Director ABS16 Secretariat abs16(a)mi.imati.cnr.it PRACTICAL INFORMATION School activities: lectures, practical sessions (supervised by a junior researcher), participants' talks, opportunities for interaction with lecturer and fellow participants. A detailed course outline is available on the conference webpage. The School starts on Monday, August 29th, after lunch and ends on Friday, September 2nd, just before lunch. Wednesday afternoon is free. Accommodation is available either at the Villa guesthouse or in downtown hotels (info on the website). Como can be easily reached by train from Milan and its airports. >>>>> http://web.mi.imati.cnr.it/conferences/abs16.html <<<<< [Logo] Università Cattolica investe nel talento, nella ricerca, nella solidarietà. Puoi farlo anche tu. CF 02133120150 www.unicatt.it/5permille<http://www.unicatt.it/5permille/>

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Colloquium di Arnaud Guillin a Roma Tre, mercoledi 25 maggio alle 16
by Pietro Caputo 20 May '16

20 May '16

COLLOQUIUM DI MATEMATICA ROMA TRE Prof. Arnaud Guillin Universite' Blaise Pascal Titolo: When Lyapunov meets Poincare' and (log-) Sobolev Mercoledi' 25 Maggio 2016 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule - Largo San Leonardo Murialdo,1 Abstract: Functional inequalities such as Poincare' or log-Sobolev inequalities have proved to be crucial in various fields, enabling to prove concentration of measure, speed of convergence to equilibrium, contractivity properties... and so much more, for example linked to curvature dimension condition. In probability, completely different techniques based on return time to nice set established via Lyapunov conditions and coupling enable to establish convergence to equilibrium. We will present here both approach, and their fundamental properties, and will finally link them in a (nice ? and) novel way.

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Annuncio Seminario-Francesco Russo
by Marta Leocata 17 May '16

17 May '16

Cari tutti, venerdì 20 maggio alle ore 11:00 presso la Sala Seminari del Dipartimento di Matematica di Pisa, Francesco Russo terrà un seminario dal titolo "Probabilistic representation of a generalized porous media equation. The deterministic and stochastic case". Marta Leocata

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First Announcement: MODEL UNCERTAINTY AND ROBUST FINANCE (fwd)
by Tiziano Vargiolu 16 May '16

16 May '16

---------- Forwarded message ---------- Date: Mon, 16 May 2016 14:02:30 +0200 From: Marco Maggis <marco.maggis(a)gmail.com> To: undisclosed-recipients: ; Subject: First Announcement: MODEL UNCERTAINTY AND ROBUST FINANCE Workshop MODEL UNCERTAINTY AND ROBUST FINANCE https://sites.google.com/site/2016murf/ University of Milan, 10-11 November 2016 INVITED SPEAKERS: Giorgio DALL'AGLIO (Special historical talk) David HOBSON (University of Warwick) Jan OBLOJ (University of Oxford) Bernt ?KSENDAL (University of Oslo) Halil Mete SONER (ETH Zurich) Steven VANDUFFEL (VRIJE Brussels) DEADLINE FOR ABSTRACT SUBMISSION: September 30 ALL ACCEPTED CONTRIBUTED SPEAKERS WILL HAVE REGISTRATION FEE WAIVED. 13 mag

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Fwd: Announcement "The Mathematics of Disorder" University of Bonn (Germany)
by Francesco Caravenna 16 May '16

16 May '16

Ricevo e inoltro. > Da: "Margherita Disertori" <disertori(a)iam.uni-bonn.de> > Oggetto: Announcement "The Mathematics of Disorder" University of Bonn (Germany) > Data: 16 maggio 2016 16:41:42 GMT+02:00 > A: disertori(a)iam.uni-bonn.de > > Dear colleagues, > > It is our pleasure to announce the event "The Mathematics of Disorder" > that will take place at the University of Bonn 4-8 October 2016. > This five-days event is designed for young female graduate students > (Master and Ph.D.) and postdocs interested in the interplay between > probability and analysis, and their applications. > > This event will consist in the thematic school Young Women Academy > (4-6.10.2016) with three minicourses > > - Random matrices: Mylène Maïda (University of Lille) > - Random Schrödinger operators: Frédéric Klopp (University of Paris 6) > - Stochastic PDEs: Massimiliano Gubinelli (University of Bonn) > > followed by the workshop Young Women in Probability and Analysis > (6-8.10.2016) with lectures by: > > - Silke Rolles (TUM Munich) > - Sandrine Péché (University of Paris 7) > > This workshop will provide a platform for young female researchers to > present their work. > > Female participants are invited to submit an abstract for a > contributed talk or poster and apply for financial support. > All participants are encouraged to remain for the whole event. > > Please do not hesitate to share this announcement with your students > and colleagues. > > For further information please visit > http://www.iam.uni-bonn.de/disorderyw2016/ > > Best regards, > Margherita Disertori and Constanza Rojas-Molina > > > PS: we apologize if you receive multiple copies of this announcement. >

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miniWorkshop (RGS, Matematica Applicata & ADAMSS, CIMAB)
by Giacomo Aletti 16 May '16

16 May '16

MiniWorkshop (RGS) Where Dip. Matematica, via Saldini 50, Milano Room Aula C (2°floor) When Monday, May 23, 2016 starting at 10:00 AM (to be confirmed) Speakers Egidio D'Angelo, Department of Physiology, University of Pavia, IT (to be confirmed) Outcome selective recall of neural ensembles in prefrontal cortex of rule-learning rats. Silvia Maggi, Faculty of Life Science, University of Manchester, UK Monkeys seen as statistical inference machines. Javier Caballero , Faculty of Life Science, University of Manchester, UK Signatures of internal model updating during learning in rat prefrontal cortex. Abhinav Singh, Faculty of Life Science, University of Manchester, UK Determinants of spontaneous synchronized network activity in primary neuronal cultures: a computational approach. Davide Lonardoni, Istituto Italiano Tecnologia, Genoa, IT Impact of the data length on different MEG/EEG connectivity measures: a comparative study. Sara Sommariva, Department of Mathematics, University of Genoa, IT Mathematical models of microcirculation: application to cerebral and cerebral-like districts. Paola Causin, Department of Mathematics, University of Milan, IT A Theoretical Model of Neurovascular Coupling in Retinal Blood Flow Regulation. Riccardo Sacco, Politecnico of Milan, IT Further and updated informations at http://rgs.mat.unimi.it/coming-talks -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142

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opportunity in ARPM (fwd)
by Tiziano Vargiolu 16 May '16

16 May '16

---------- Forwarded message ---------- Date: Mon, 16 May 2016 09:56:12 +0200 From: Elisa Appolloni <elisa.appolloni(a)symmys.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: opportunity in ARPM Dear Professor Vargiolu I am reaching out to you because at ARPM (the company for which I work) we are looking to add new resources for our Advanced Risk and Portfolio Management program. Would you mind circulating the message below to interested and qualified candidates? Interested candidates can send me an email at elisa.appolloni(a)symmys.com. Thank you, Elisa Appolloni *** The company ARPM, LLC (www.arpm.co) is a privately held research institution based in New York City, directed by Attilio Meucci. ARPM's mission is to spread Advanced Risk and Portfolio Management ideas and techniques in the financial industry and in academia. The opportunity ARPM is looking for new consultants for its research project in Advanced Risk and Portfolio Management. The job, which requires a full time commitment, consists of reviewing and coding case studies in advanced quantitative finance. The consultant will work remotely from home or from one of the affiliate universities, communicating via multi-media with other members of the ARPM team. The position represents an excellent academic experience for applicants who intend to pursue a PhD, which ARPM may sponsor. The position also presents a great opportunity for candidates (that maybe have already a PhD) who wish to remain in the financial industry. Indeed, the learning curve is constantly steep, and the compensation is competitive. The candidate - Master's level degree in Physics, Mathematics or Economics (the PhD or master's degree in Quantitative Finance is a plus) - Good knowledge of multivariate calculus, linear algebra, multivariate statistics, probability, financial mathematics - Proficiency in LaTeX - Proficiency in MATLAB, Python, or similar programming languages - Working knowledge of English Compensation 22,000 euros per year (Graduate) 24,000 euros per year (Master in Quantitative Finance/PhD) -- ARPM - Advanced Risk and Portfolio Management?

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Convegno in onore di Eugenio Regazzini
by Antonio Lijoi 15 May '16

15 May '16

******************************************************** Convegno in onore di Eugenio Regazzini - Pavia ******************************************************** Sul sito http://matematica.unipv.it/eugenioconference e’ ora disponibile il programma del convegno * Advances in Statistics, Probability and Mathematical Physics * * A Conference in Honour of Eugenio Regazzini * che si terra’ a Pavia il 10 e l'11 giugno 2016. La partecipazione al convegno e’ gratuita, ma e' necessario registrarsi entro la scadenza ultima del *31 Maggio 2016* collegandosi al sito http://www-dimat.unipv.it/eugenioconference/registration.html Nel modulo di registrazione occorre anche specificare se si intende partecipare alla cena sociale che si svolgera' venerdi' 10 giugno, a Pavia. Per ragioni organizzative non sara' possibile accettare adesioni alla cena sociale successive alla scadenza del 31 Maggio. Infine, per informazioni o variazioni delle preferenze espresse in sede di registrazione, si possono contattare gli organizzatori all'indirizzo di posta elettronica: eugenio.conference(a)gmail.com Cordiali saluti, Antonio Lijoi

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Reminder: Premi di ricerca AMASES per giovani studiosi
by Antonella Basso 15 May '16

15 May '16

Ricordo che sono aperti i bandi dei due premi di ricerca AMASES per giovani studiosi, istituiti al fine di promuovere lo studio della Matematica applicata alle Scienze Economiche e Sociali e di incentivare la ricerca di eccellenza: 1. il premio di ricerca per il miglior lavoro che verrà presentato al Convegno Nazionale Amases 2016, che si terrà a Catania dal 15 al 17 settembre, da giovani studiosi; 2. il premio di ricerca per la pubblicazione della migliore tesi di dottorato. Trovate i bandi dei due premi e maggiori informazioni alle seguenti pagine web: 1. http://www.amases.org/awards/paper/303:amases-award-for-the-best-paper-pres… 2. http://www.amases.org/homepage-3/30-open-call-doctoral-dissertation-award/3… Cordiali saluti Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address:basso@unive.it Web page:http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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ricercatore tipo B SECS-S06 in Bicocca
by fabio.bellini 15 May '16

15 May '16

Cari colleghi, vi segnalo che al DISMEQ della Università di Milano-Bicocca è stato bandito un posto per un ricercatore di tipo B nel settore SECS-S06. Il bando è disponibile sulla pagina http://www.unimib.it/go/48876/Home/Italiano/Bandi-e-concorsi/Bandi-per-pers… la scadenza è il 13 giugno 2016. Saluti Fabio Bellini

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Seminar announcement
by Marco Scarsini 14 May '16

14 May '16

Tuesday 17 May, 2016 from 12:00 to 13:00 LUISS room 207 Viale Romania 32 00197 Roma Speaker: Mathias Staudigl (Maastricht University) Title: Stochastic stability and large deviations in population games. (Joint with William H. Sandholm (Wisconsin-Madison)) Abstract: Evolutionary game dynamics describe the behavior of populations of myopic, strategically interacting agents who update their strategies by applying simple decision rules. The resulting game dynamics is an irreducible Markov chain on a finite state space. Most applications in this area focus on the long-run properties of such dynamics, particularly on invariant distributions. For finitely many players, the concept of a stochastically stable state has received much attention in the literature, where it has been proposed as an equilibrium selection device in games. In this paper we propose an alternative point of view of stochastic stability, focusing on games with large player sets. In this limit we provide explicit bounds for key statistics of the evolutionary game dynamic. In particular, using recent results on sample path large deviations for population processes, we provide bounds for the expected exit time from the basin of attraction of stable equilibria and the stationary distribution of the Markov chain. If time permits, we will present extensions to games with continuous action spaces. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Corso di formazione :: Statistica Multivariata con R
by Pierpaolo Brutti 13 May '16

13 May '16

A tutti gli interessati. Nell'ambito della programmazione di corsi di formazione sul software statistico Open Source R <https://www.r-project.org/> il Dipartimento di Scienze Statistiche <http://www.dss.uniroma1.it/it> di Sapienza Università di Roma ha attivato anche quest'anno il corso - *Statistica Multivariata con R <http://www.dss.uniroma1.it/it/node/6618>* IX edizione - Modulo Iscrizione <http://www.dss.uniroma1.it/it/node/6619> Il corso si terrà a Roma nei giorni *5, 6 e 7 Luglio 2016*. Tutti gli interessati sono pregati di visitare il sito: - Corsi-R@DSS <http://www.dss.uniroma1.it/it/node/6616> dove è possibile trovare ulteriori informazioni dettagliate sul programma e le modalità di iscrizione on-line. L'iniziativa si inserisce nell'ambito della promozione del software Open Source negli atenei, negli enti di ricerca e nella Pubblica Amministrazione. Grazie per l'attenzione. =========================================================== Pierpaolo Brutti Dipartimento di Scienze Statistiche Sapienza Università di Roma Piazzale Aldo Moro, 5 (00185) Roma =========================================================== -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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seminario Teemu Pennanen in Bicocca
by Fabio Bellini 12 May '16

12 May '16

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First Announcement: MODEL UNCERTAINTY AND ROBUST FINANCE
by Marco Maggis 12 May '16

12 May '16

Workshop MODEL UNCERTAINTY AND ROBUST FINANCE https://sites.google.com/site/2016murf/ <https://sites.google.com/site/2016murf/home> University of Milan, 10-11 November 2016 INVITED SPEAKERS: Giorgio DALL'AGLIO (Special historical talk) David HOBSON (University of Warwick) Jan OBLOJ (University of Oxford) Bernt ØKSENDAL (University of Oslo) Halil Mete SONER (ETH Zurich) Steven VANDUFFEL (VRIJE Brussels) DEADLINE FOR ABSTRACT SUBMISSION: September 30 ALL ACCEPTED CONTRIBUTED SPEAKERS WILL HAVE REGISTRATION FEE WAIVED. -- Marco Maggis, Ricercatore TD, Secs-S/06 Dipartimento di Matematica F. Enriques, Via Cesare Saldini 50, 20133, Milano Telefono: 0250316120

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Fwd: Probability -- SNS CALL FOR EXPRESSIONS OF INTEREST
by Francesco Caravenna 12 May '16

12 May '16

Ricevo e inoltro. > ---------- Forwarded message ---------- > From: CRM <crm(a)sns.it> > Date: 2016-05-11 20:08 GMT+02:00 > Subject: Probability -- SNS CALL FOR EXPRESSIONS OF INTEREST > To: CRM <crm(a)sns.it> > > > Dear Colleagues, > > the Scuola Normale Superiore decided to open an expression of interest in Probability, at the full professor level. > Please feel free to spread this information to anyone potentially interested. > Expressions of interest shall be addressed to: > > Prof. Vincenzo Barone > Preside della Classe di Scienze Matematiche e Naturali > Scuola Normale Superiore > Piazza dei Cavalieri, 7 > PISA – Italy > > and can be sent by email to the following address : classi(a)sns.it, writing EOI/PROB in the subject field. > > Here is the link for a detailed information: > > http://en.sns.it/bando/professorship-probability-theory-scuola-normale-supe… > > The deadline for submission is May 31st. > > Thank you for your collaboration. > > With best wishes, > > Stefano Marmi > Director > > Centro di Ricerca Matematica > Ennio De Giorgi > Palazzo Puteano > Piazza dei Cavalieri 3 > 56100 PISA > crm(a)sns.it >

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Seminario Prof. A. Olenko (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 09 May '16

09 May '16

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 12 Maggio, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. A.Olenko (La Trobe University, Melbourne, Australia) *Titolo:* Some asymptotic properties of geometric functionals of strongly dependent random fields *Sintesi:* Limit theorems for the volumes of excursion sets of strongly dependent heavy-tailed random fields will be presented. Special attention is paid to Student and Fisher random fields. We also discuss the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. In contrast to approaches based on the Malliavin calculus and Stein's method we use direct probability methods. Some examples and simulation results are shown. The presentation is based on the papers: N. Leonenko, A. Olenko, Sojourn measures of Student and Fisher-Snedecor random fields, Bernoulli, 20(3) (2014) 1454--1483. Vo Anh, N. Leonenko, A.Olenko. On the rate of convergence to Rosenblatt-type distribution, Journal of Mathematical Analysis and Applications, 425(1) (2015) 111-132. Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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seminari Marco Frittelli in Bicocca
by Fabio Bellini 06 May '16

06 May '16

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An Introduction to Risk Measures. Corso per dottorandi- Valeria Bignozzi
by Lea Petrella 05 May '16

05 May '16

Si comunica che all’interno del Dottorato di Ricerca “Modelli per l’Economa e la Finanza” (Dipartimento MEMOTEF) la Dottoressa Valeria Bignozzi svolgera’ il ciclo di lezioni “An Introduction to Risk Measures” secondo il seguente calendario 13 maggio ore 18-20 17 maggio ore 16.30-18 18 maggio ore 11.30-13 Le lezioni si svolgeranno presso l’aula Maramma VI piano Economia, Via del Castro Laurenziano 9, 00161 Sapienza Universita’ di Roma. Gli interessati possono contattarmi via mail all'indirizzo lea.petrella(a)uniroma1.it Segue il programma del corso ed i riferimenti bibliografici An Introduction to Risk Measures: 1. Definition of a risk measure (rm) and its applications in finance and insurance; 2. Classical examples of rm: Value-at-Risk (VaR), Expected Shortfall (ES), Expectiles; 3. Computing risk measures for discrete and continuous distributions; 4. Properties: Monotonicity, Translation Invariance, Positive homogeneity, subadditivity, convexity, comonotonicity, law-invariance; Convex and coherent rm; 5. Non subadditivity of VaR and its consequences on portfolio diversification; 6. Estimation of rm (Historical estimation, generalised quantile regression, maximum likelihood methods, bayesian approach); 7.Risk measurement for an aggregate position. References: 1. Embrechts, P., F. Rudiger., and A. McNeil. "Quantitative risk management." *Princeton Series in Finance, Princeton* 10 (2005). 2. Föllmer, H., and A. Schied. *Stochastic finance: an introduction in discrete time*. Walter de Gruyter, 2011. 3. Jorion, P.. *Value at risk: the new benchmark for managing financial risk*. Vol. 3. New York: McGraw-Hill, 2007. -- **************************************************** Prof. Lea Petrella Memotef Department Sapienza University of Rome http://www.memotef.uniroma1.it/users/petrella-lea ***************************************************** -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Borse di Dottorato - Dipartimento di Matematica, Politecnico di Milano
by Laura M. Sangalli 04 May '16

04 May '16

Presso il Dipartimento di Matematica del Politecnico di Milano sono disponibili 10 borse di dottorato in Modelli e Metodi Matematici per l'Ingegneria. Nell'ambito di questo programma di Dottorato è possibile sviluppare un progetto di ricerca in Statistica. La scadenza per effettuare l’iscrizione è*venerdì 27 maggio 2016 ore 14.00* Al linkhttp://www.dottorato.polimi.it/entra-al-dottorato/concorso-di-ammissione-e-borse-di-studio/bandi/bando-xxxii-ciclo-dei-corsi-di-dottorato-20162017/ sono contenute tutte le informazioni relative al bando, alle borse e ai corsi di dottorato. Vi preghiamo di dare diffusione di questo avviso ai vostri Studenti potenzialmente interessati. Cordialmente, 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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Seminario CALATRONI (Matematica Applicata & ADAMSS, CIMAB)
by Giacomo Aletti 04 May '16

04 May '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti =============== Nell'ambito del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno giovedì 12 Maggio 2016, alle ore 14.30, nella Sala di Rappresentanza (piano terra) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Image segmentation, graph clustering and Hough transform methods for object detection and measurement in images" Luca CALATRONI Dipartimento di Matematica Universita' di Genova Abstract: In this talk we consider the problem of image segmentation through the minimisation of a Ginzburg-Landau-type functional defined on graphs (i.e. the pixel images). Such approach has first been considered by A. Bertozzi and A. Flenner and provides a binary segmentation of the image via the extraction and the comparison of features (RGB, texture,...) with a dictionary in terms of an appropriate similarity measure. From a mathematical point of view, the segmentation is obtained by exploiting the spectral properties of the differential operators appearing when taking the $\ell^2$ gradient flow of the functional. In order to overcome the numerical difficulties due to the large size of the images considered, Nyström matrix completion techniques and convex splitting methods are employed. We apply such method to the problem of scale detection in images where a fuzzy region of interest is present together with a measurement tool (e.g. a ruler). In particular, by means of a Hough transform based algorithm, we apply our combined method to several measurement tasks arising in real-world applications such as zoology, medicine and archaeology. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142

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International Summer School on Risk Measurement and Control 2016
by Roy Cerqueti 04 May '16

04 May '16

Cari colleghi, invio questa nota circa la Summer School che stiamo organizzando a Roma, che può essere di interesse per chi si occupa di matematica applicata alla finanza. Un caro saluto e a presto Roy %%% Caro collega, dal 6 all' 11 giugno 2016, a Roma, si terrà l'XI edizione l'International Summer School on Risk Measurement and Control in cui verranno trattati tre temi di fondamentale importanza: * Session 1 - New Frontiers in Risk Management; * Session 2 - Energy Risk Management; * Session 3 - The EURO project: shadows and lights. Ulteriori informazioni di dettaglio sono reperibili sul sito. <http://www.risksummerschool.eu/> Ti chiederei gentilmente, di far circolare la notizia dell'evento quanto più possibile tra i tuoi contatti e all'interno della tua istituzione di afferenza. Siamo convinti che questo evento, che vanta un parterre di docenti internazionali di assoluta rilevanza, possa essere di interesse per molti studiosi. In attesa di un cortese riscontro, ti mando i miei più cari saluti Roy Cerqueti (Comitato Organizzatore) -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Fwd: Open Position as a Scientific Employee at Ulm University (fwd)
by Tiziano Vargiolu 03 May '16

03 May '16

----- Forwarded message from Robert Stelzer <robert.stelzer(a)uni-ulm.de> ----- Date: Tue, 3 May 2016 15:33:10 +0200 From: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Subject: Open Position as a Scientific Employee at Ulm University To: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Dear Colleagues and Friends, please find below and attached the announcement for an open position as a scientific employee (Postdoc or PhD level) at the Institute of Mathematical Finance at Ulm University. It would be very kind if you would bring it to the attention of possible candidates. Best Regards, Robert (Stelzer) The Institute of Mathematical Finance at the Faculty of Mathematics and Economics of Ulm University invites applications for one non-permanent position as a Scientific Employee (E13 TV-L) starting October 1st, 2016, according to the rules of the German law for non-permanent scientific positions (Wissenschaftszeitvertragsgesetz). Prerequisite is a very good master degree in a mathematical field of study or a comparable degree, and interest in future research in at least one of the areas Financial Mathematics, Financial Econometrics, Statistics of Stochastic Processes, Stochastic Analysis, Stochastic Optimal Control, Stochastic Processes or Time Series Analysis. The opportunity for further scientific qualification (Habilitation/PhD) is given. The duties include contributing to the teaching activities of the institute. For a full position the teaching duty is four hours per week during the teaching period. The language of the courses is usually English. Thus no knowledge of German is initially necessary. Candidates with a completed PhD are going to be employed on a full position, otherwise candidates will be employed on a partial position according to individual agreement. The contract duration will be in accordance with the qualificaion aim. The Ulm University is committed to increase the share of women in research and teaching positions and therefore explicitly encourages female candidates to apply. Please send your application with the usual documents until May 31st, 2016, preferably in electronic form to Ulm University Prof. Dr. Robert Stelzer Institute of Mathematical Finance Helmholtzstra?e 18 89081 Ulm, Germany E-Mail: robert.stelzer(a)uni-ulm.de Please indicate the index number 51 on the envelope or in the reference line of the email. Job sharing is always possible for full time positions. Physically disabled applicants receive favourable consideration when equally qualified. The appointment is made by the central university administration. -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstra?e 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html ----- End forwarded message -----

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Seminario NICKL
by Matteo Ruggiero 03 May '16

03 May '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi 6 Maggio 2016 alle ore 16:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Richard NICKL (University of Cambridge) NONPARAMETRIC BAYESIAN INFERENCE FOR DISCRETELY SAMPLED DIFFUSIONS We consider the nonlinear statistical inverse problem of making inference on the unknown parameters of a diffusion process describing the solution of a stochastic differential equation. The observation regime is such that the process is sampled at discrete time points that are a fixed distance apart, and we investigate the asymptotic regime when more samples accrue in the time horizon (thus avoiding unrealistic `high frequency’ assumptions). We shall briefly review frequentist estimation techniques and then turn to Bayesian nonparametric approaches to the problem, which have recently been shown to be computationally tractable (work of A. Stuart, G. Roberts and co-authors). A theory of frequentist contraction rates for the posterior distribution has been elusive for several years, and we present first rigorous, minimax optimal contraction rates for posterior distributions arising from natural prior distributions on infinite-dimensional parameter spaces on the drift and diffusion coefficient. We will discuss what can be learnt from these results for the choice of prior in such problems, as well as for the Bayesian analysis of general nonlinear inverse problems. In the proofs we obtain some new (functional) concentration inequalities for additive functionals of Markov chains arising from diffusions that are of independent interest. This is joint work with Jakob Soehl (Cambridge), see http://arxiv.org/abs/1510.05526 Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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PhD Studentships in Statistical Sciences - University of Padova, Italy
by Patrizia Piacentini - PhD 03 May '16

03 May '16

Seven PhD studentships will be available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2016*). *Eligibility* The studentship 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 2016). 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 2016. *How to apply* The call will be published on *May 17 (deadline June 16)* 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 *Applications are only accepted online* *Further information* See http://www.stat.unipd.it/fare-ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, Monica Chiogna PhD Course Coordinator

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CIME-EMS Summer School on Singular Random Dynamics
by FRANCO FLANDOLI 03 May '16

03 May '16

CIME-EMS Summer School on Singular Random Dynamics Cetraro (CS) - August 22 - August 27, 2016 Registration is open until end May at http://web.math.unifi.it/users/cime/ MINI-COURSES ============ Massimiliano Gubinelli (IAM, Bonn) Applications of controlled paths to problems in stochastic analysis Martin Hairer (Univ. Warwick) Stochastic PDEs and Renormalisation Panagiotis Souganidis (Univ. Chicago) Hamilton-Jacobi partial differential equations and conservation laws with rough time signals and applications Nikolay Tzvetkov (Univ. Cergy-Pontoise) On Hamiltonian partial differential equations with random initial conditions ============ We look forward to seeing you in Cetraro, Franco Flandoli, Massimiliano Gubinelli, Martin Hairer

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seminario B. Huang
by Daniela De Canditiis 03 May '16

03 May '16

Lunedì 9 Maggio 2016 alle ore 14:00, presso l’Aula 1B1 dip. SBAI Università La Sapienza di Roma, si terra' il seguente seminario: SPEAKER: Bill Hsin-Hsiung Huang, Ph.D. (Dep. Of Statistics University of Central Florida) TITLE: An Affine-Invariant Bayesian Cluster Process with Split-Merge Gibbs Sampler ABSTRACT: We develop a clustering algorithm which does not requires knowing the number of clusters in advance. Furthermore, our clustering method is rotation-, scale- and translation-invariant coordinatewise. We call it “Affine-invariant Bayesian (AIB) process”. A highly efficient split-merge Gibbs sampling algorithm is proposed. Using the Ewens sampling distribution as prior of the partition and the profile residual likelihoods of the responses under three different covariance matrix structures, we obtain inferences in the form of a posterior distribution on partitions. The proposed split-merge MCMC algorithm successfully and efficiently estimate the partition. Our experimental results indicate that the AIB process outperforms other competing methods. In addition, the proposed algorithm is irreducible and aperiodic, so that the estimate is guaranteed to converge to the posterior distribution. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Daniela De Canditiis -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49270942 fax: +39 06 4404306 http://www.iac.rm.cnr.it/~danielad/

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Kolmogorov meets Turing
by Marco Scarsini 29 Apr '16

29 Apr '16

The Kolmogorov meets Turing Workshop on Stochastics, Optimization, Algorithms, and Games will take place on May 18th, 2016 at LUISS, Viale Romania 32, Rome, room 403. https://sites.google.com/site/kolmogorovmeetsturing/ The purpose of KmT is to bring together researchers from Computer Science, Economics, Mathematics and many other fields to present and discuss research on probabilistic methods for the analysis of games, stochastic processes, and randomized algorithms. The workshop is free but we kindly ask you to register for logistic purposes. You can register at https://sites.google.com/site/kolmogorovmeetsturing/iscrizione ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Salzburg Workshop on Dependence Models & Copulas (DMC-Salzburg, Austria)
by Durante Fabrizio 29 Apr '16

29 Apr '16

The Salzburg workshop on Dependence Models and Copulas will take place September 19-22, 2016, in Salzburg (Austria). The workshop features Irène Gijbels (Katholieke Universiteit Leuven, BE) Erich Peter Klement (JKU Linz, AT) Roger B. Nelsen (Lewis & Clark College, Portland, US) Ludger Rüschendorf (Albert-Ludwig-Universität Freiburg, DE) Matthias Scherer (Technische Universität München, DE) as plenary speakers and includes invited sessions organized by Axel Bücher (DE), Elena Di Bernardino (FR), Fabrizio Durante (IT), Maria Rita Iacó (FR), Piotr Jaworski (PL), Ostap Okhrin (DE), and Carlo Sempi (IT) as well as various promising contributed sessions. Aiming to provide a meeting point for researchers working in the field of Dependence Modeling and Copulas the workshop comprises both, contributions with a theoretical focus as well as contributions concentrating on applied aspects. In order to stimulate the discussion of new results, ideas and applications there will be no parallel sessions. Fees are kept at a minimum: 140 € for regular participants, 80 € for PhD Students registering before the end of May (including lunches, coffee breaks and conference dinner). Registration is open already, see www.dmc-salzburg.at/Fees_and_Registration.html<http://www.dmc-salzburg.at/Fees_and_Registration.html> for details - due to an unexpectedly high number of submitted contributions only a limited number of participants not giving a talk can register (first come first serve). All relevant info can be found on the workshop homepage http://www.dmc-salzburg.at We are looking forward to welcome you in Salzburg Fabrizio Durante & Wolfgang Trutschnig

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Seminario VENTURA
by Matteo Ruggiero 28 Apr '16

28 Apr '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi 29 Aprile 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Laura VENTURA (Università di Padova) ROBUST APPROXIMATE BAYESIAN INFERENCE The likelihood function is the basis of both frequentist and Bayesian methods. However, the stability of likelihood-based procedures requires strict adherence to the model assumptions: mild deviations from the model can lead to misleading inferential results. A possible Bayesian solution to robustness is to use a of robust pseudo likelihood, such as the quasi- and the empirical likelihoods, in the Bayes formula. However, in multiparameter problems the quasi-likelihood is cumbersome, while with small samples the empirical likelihood can be unstable. Moreover, some estimating functions can be difficult to evaluate, which rules out the use of the empirical likelihood and other existing methods (Bayesian bootstrap, Bayesian GMM, etc.). To avoid these drawbacks, in this contribution we focus on posterior distributions from robust unbiased M-estimating functions. These robust posteriors are obtained via Approximate Bayesian Computation (ABC) with the estimating functions used as summary statistics. Theory and examples with robust M-estimating functions are discussed. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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Assegno di Ricerca presso la Libera Università di Bolzano
by Durante Fabrizio 28 Apr '16

28 Apr '16

Gent.mi Colleghi, desidero informarvi dell'uscita di un bando della Libera Università di Bolzano per 1 assegno per attività di ricerca sul tema "Nuove Prospettive per i Modelli di Dipendenza" Il Bando è consultabile al seguente link http://www.unibz.it/it/organisation/vacancies/research/assegnidiricerca/def… Scadenza presentazione delle domande: 2 maggio 2016 Cordiali saluti, Fabrizio Durante ***************************************************************** Fabrizio Durante Faculty of Economics and Management Free University of Bozen-Bolzano Piazza Università 1 - Universitätsplatz 1 I-39100 Bozen-Bolzano T: +39 04710 13493 E-mail: Fabrizio.durante(a)unibz.it<mailto:Fabrizio.durante@unibz.it> Web: sites.google.com/site/fbdurante According to the Legislative Decree No. 196/2003, you are hereby informed that this message contains confidential information that is intended only for the use of the addressee. If you are not the addressee, and have received this message by mistake, please delete it and immediately notify us. In any case you may not copy or disseminate this message to anyone. Thank you.

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Seminario (ERC Pascal) Flandoli a Tor Vergata (2 maggio, ore 12)
by Claudio Macci 27 Apr '16

27 Apr '16

Avviso di Seminario. Dipartimento di Matematica dell'Universita` di Roma "Tor Vergata" il giorno 2 maggio 2016, ore 12, in aula Dal Passo il Prof. Franco Flandoli (Universita` di Pisa) terra` un seminario su Alcuni esempi di limite zero-noise per equazioni non ben poste Abstract In questo seminario si studieranno metodi per affrontare equazioni mal poste (cioe` essenzialmente in assenza di unicita`) mediante l'aggiunta di un termine aleatorio che fara` tendere a 0. Dopo una introduzione riguardante il caso di equazioni ordinarie con fenomeno di Peano, si studieranno esempi legati a equazioni alle derivate parziali.

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Seminario Flandoli a Tor Vergata
by Claudio Macci 27 Apr '16

27 Apr '16

Avviso di Seminario. Dipartimento di Matematica dell'Universita` di Roma "Tor Vergata" il giorno 2 maggio 2016, in aula Dal Passo il Prof. Franco Flandoli (Universita` di Pisa) terra` un seminario su Alcuni esempi di limite zero-noise per equazioni non ben poste Abstract In questo seminario si studieranno metodi per affrontare equazioni mal poste (cioe` essenzialmente in assenza di unicita`) mediante l'aggiunta di un termine aleatorio che fara` tendere a 0. Dopo una introduzione riguardante il caso di equazioni ordinarie con fenomeno di Peano, si studieranno esempi legati a equazioni alle derivate parziali. ************************************ Claudio Macci Dipartimento di Matematica Universita` di Roma Tor Vergata Via della Ricerca Scientifica 00133 Roma Italia Tel: +39 0672594728 Fax: +39 0672594699 e-mail: macci(a)mat.uniroma2.it http://www.mat.uniroma2.it/~macci ************************************

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seminario Piotr Jaworski in Bicocca
by Fabio Bellini 26 Apr '16

26 Apr '16

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seminario Yury Kutoyants in Bicocca
by Fabio Bellini 26 Apr '16

26 Apr '16

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Matlab + Advanced Risk and Portfolio Management Bootcamp
by Francesco Cesarone 25 Apr '16

25 Apr '16

Cari Colleghi, vi segnalo una scuola estiva (di alto profilo) in finanza quantitativa, che si terrà dal 15 al 21 Agosto 2016 alla New York University. Di seguito trovate tutte le informazioni sul Bootcamp. Cordialmente, Francesco Cesarone %%%%%%%%%%%%%%%%%%%%%%% Hi Francesco, As every year, ARPM is organizing the *Advanced Risk and Portfolio Management Bootcamp* <http://www.arpm.co/bootcamp/>, an intensive, quantitative 6-day course that will be held on 15-20 August at the New York University. As a past attendee and collaborator of SYMMYS/ARPM, we kindly ask you to help us spread the word by forwarding the present message -where we summarize the key highlight of the course- to your contacts. Moreover, we are trying to expand our partnerships with the universities. If you or any of your contacts would be interested in using the *ARPM Lab* <http://www.arpm.co/lab/> (an interactive educational online platform including theory, case studies, videos, exercises, and interactive Matlab/Python code) for their courses, or in collaborating on research or survey projects related to quantitative risk and portfolio management (directly or through Master’s or PhD students), we would be glad to establish a connection. The ARPM Bootcamp, taught by Dr. Attilio Meucci, has a rich program that is constantly updated and covers: estimation/data mining, factor modeling, risk modeling, portfolio construction, optimization, liquidity and execution, and much more. The program is presented in a unified framework, so that, even while exploring each topic in depth, the big picture is never lost. For the most technical topics, along with rigorous material (all available during and after the course) we use live simulations and exercises to help grasp the intuition. Beside suffering though math and technical lectures, the ARPM Bootcamp is an enriching personal experience. Networking is facilitated during social events. In particular, the Gala dinner provides a rare opportunity to engage in informal, intimate conversations with world-renowned quants. Past guests have included Rob Almgren, Peter Carr, Emanuel Derman, Bruno Dupire, Jim Gatheral, Alex Lipton, Bob Litterman, Bob Litzenberger, Andrew Lo, Fabio Mercurio, Steven Shreve, and more. The course is preceded by a 2 day conference on Python and MATLAB programming for Advanced Risk and Portfolio Management (included in the ARPM Bootcamp fee). After the course a (free) optional exam can be taken to be awarded the ARPM Certificate. We have reduced fees for Students and Academics ($1100 instead of $2100) and further reduced rates for groups (2 x $1000 each, 3 x $950 each, ... down to $750 for groups of 7+) For more information, testimonials and registration, please visit our website: www.arpm.co Thank you for your help! Best regards Zorica *ARPM* <http://www.arpm.co/>* - Advanced Risk and Portfolio Management | **Follow us:* *LinkedIn <https://www.linkedin.com/company/arpm---advanced-risk-and-portfolio-managem…>, Youtube <https://www.youtube.com/channel/UCf5wFT1TJo4EnD6SL0Fh32Q>, **Google+* <https://plus.google.com/u/0/+ARPM-AdvancedRiskPortfolioManagement>*,** Facebook <https://www.facebook.com/ARPM.co>, Twitter <https://twitter.com/ARPM_co>* -- -- 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 <francesco.cesarone(a)uniroma1.it> Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/ <http://dipeco.uniroma3.it/docenti.asp?id=164>

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Fwd: XIII Edition of the Summer School in Computational Econometrics - Programming in MatLab (fwd)
by Tiziano Vargiolu 21 Apr '16

21 Apr '16

> From: Marco LiCalzi <mlicalzi(a)gmail.com> > Subject: XIII Edition of the Summer School in Computational Econometrics - Programming in MatLab > Date: 4 April 2016 at 19:49:56 GMT+2 > To: random(a)mail.dm.unipi.it > > >> ------------------------------------------------------------------------------------ >> Summer School in Computational Econometrics >> ================================================ >> The XIV edition of the Summer School in >> "Computational Econometrics" >> will be held at the "Dipartimento di Scienze dell'Economia" of the >> University of Salento (Lecce, Italy) >> from July 25 to July 29, 2016. >> The main aim of this 30 hours course is to provide an introduction to >> applied macroeconomics and macroeconometrics with MATLAB. >> In addition, Waf, a Python-based project-building framework will be introduced. >> Lecturer: Prof. Dr. Ulrich Woitek, Department of Economics, >> University of Zurich. >> (deadline for application: 30 June 2016) >> For details visit: >> http://www.seec.unisalento.it <http://www.seec.unisalento.it/>

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PhD / PostDoc position in Bochum
by Francesco Caravenna 21 Apr '16

21 Apr '16

Ricevo e inoltro. > Ph.D. or PostDoc position at Ruhr University Bochum (Germany) > The Faculty of Mathematics at the Ruhr University Bochum has an opening for a > Ph.D. position (salary scale TV-L E 13, 75%; including social benefits) > or a > PostDoc position (salary scale TV-L E 13, 100%; including social benefits) > in probability theory starting October 1st 2016. > > Candidates should have completed (or are about to complete) a M.Sc. degree (or equivalent) or a Ph.D. in mathematics, in particular in probability theory or a closely related field. The positions carry a modest teaching load (3h per week for the Ph.D. position and 4h per week for the PostDoc position) which, in case of foreign applicants, can be offered in English. > The Faculty of Mathematics at the Ruhr University Bochum (http://www.ruhr-uni-bochum.de/ffm/) provides a lively working atmosphere with excellent working conditions. Applicants will profit from the cooperation with a large number of research groups working in probability theory as well as from the DFG-funded research training group RTG 2131 „High-Dimensional Phenomena in Probability – Fluctuations and Discontinuity“ (https://sites.google.com/site/rtg2131/) > We encourages the application of female candidates. Disabled persons will be given preferential treatment in case of otherwise equal qualification. > > > Electronic applications with the usual documents (CV, diplomas, list of publications if available) should be addressed before May 20, 2016 to: tanja.schiffmann(a)rub.de. > > If you have any questions, please send an e-mail to > > Prof. Dr. Peter Eichelsbacher > http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html > peter.eichelsbacher(a)rub.de > > or to > > Prof. Dr. Christoph Thäle > http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/Thaele/index.html > christoph.thaele(a)rub.de >

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Seminario Prof. Huyên Pham (Paris Diderot) al Politecnico di Milano
by Fulvia Confortola 21 Apr '16

21 Apr '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Fulvia Confortola -------------- Si avvisa che il giorno giovedì 5 maggio 2016 alle ore 11:30 nell'Aula Seminari al III piano del Dipartimento di Matematica (Edificio La Nave) del Politecnico di Milano, Via Bonardi 9, Milano, si terrà il seguente seminario Titolo: Control of stochastic McKean-Vlasov equation and applications. Relatore: Prof. Huyên Pham, Università Paris Diderot (Paris 7).

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Bando per ricercatore a tempo indeterminato al CNR
by Antonella Bodini 19 Apr '16

19 Apr '16

Con preghiera di massima diffusione, si informa che sulla Gazzetta Ufficiale n. 24 del 25/03/2016, *con scadenza : 26/04/2016 (ore 18.00)*, e' stato pubblicato il *Bando CNR.367.3* per l’assunzione con contratto di lavoro a tempo pieno e indeterminato di 1 unità di personale con profilo Ricercatore o Tecnologo, III livello professionale presso l'Istituto di Biologia e Biotecnologia Agraria - MILANO – del Consiglio Nazionale delle Ricerche. E' richiesto di aver svolto, per almeno un triennio, a seguito di stipula di contratti di lavoro subordinato o di contratti di collaborazione coordinata e continuativa ovvero a seguito di conferimento di assegni di ricerca o borse di studio, presso Università o qualificati Enti e Centri di ricerca pubblici o privati, anche stranieri, attività di ricerca post laurea nella seguente tematica: *Sviluppo di modelli quantitativi di predizione e interpretazione applicati allo studio del metabolismo in organismi di interesse agrario*, ovvero il possesso del titolo di Dottore di Ricerca attinente alla medesima. Il bando e' pubblicato anche sui siti istituzionali del CNR: https://selezionionline.cnr.it/ e www.urp.cnr.it . Cordiali saluti, Antonella Bodini -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) *** SI PRENDA NOTA CHE PER LAVORI DI RISTRUTTURAZIONE ATTUALMENTE L'ACCESSO E' DA VIA CORTI 12. *** tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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Vienna Congress on Mathematical Finance, September 2016
by Tiziano Vargiolu 18 Apr '16

18 Apr '16

---------- Forwarded message ---------- Date: Fri, 15 Apr 2016 16:02:12 +0200 From: Uwe Schmock <schmock(a)fam.tuwien.ac.at> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Input for mailing list RANDOM ------------------------------------------------------------------ Subject: Vienna Congress on Mathematical Finance, September 2016 =================================================== Vienna Congress on Mathematical Finance (VCMF 2016) Vienna, Austria Mon-Wed, September 12-14, 2016 VCMF Educational Workshop Thu-Fri, September 15-16, 2016 http://fam.tuwien.ac.at/vcmf2016/ =================================================== Location: Campus of WU Wien Library & Learning Center (LC) and Teaching Center (TC) Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Wien - Vienna University of Economics and Business TU Wien - Vienna University of Technology University of Vienna Gold Sponsors (alphabetical order): KPMG Austria Raiffeisen Bank International (further sponsors are welcome) The conference will bring together leading experts from various fields of Mathematical Finance such as: - Limit Order Book / High Frequency Trading - Credit Risk / Systemic Risk - Computational Methods and Calibration - New Financial Markets - Stochastic Volatility Models - Risk Measures and Optimization The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 15 and 16 with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. Plenary Speakers... ... at the Congress: Freddy Delbaen (ETH Zurich, CH) Hans F?llmer (Humboldt-Universit?t zu Berlin, DE) Peter Friz (Technische Universit?t Berlin, DE) Emmanuel Gobet (?cole Polytechnique, FR) Mathieu Rosenbaum (?cole Polytechnique & UPMC, FR) Josef Teichmann (ETH Zurich, CH) Almut Veraart (Imperial College London, UK) ... at the Educational Workshop Nicole B?uerle (Karlsruhe Institute of Technology, DE) Alexander McNeil (Heriot-Watt University, UK) Johannes Muhle-Karbe (University of Michigan, US) Peter Tankov (Universit? Paris-Diderot (Paris 7), FR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Invited Speakers... ... at the Congress: Elisa Alos (Universitat Pompeu Fabra Barcelona, ES) Christian Bayer (WIAS, DE) Agostino Capponi (Columbia University, US) Patrick Cheridito (Princeton University, US) Ulrich Horst (Humboldt-Universit?t zu Berlin, DE) Jan Kallsen (Christian-Albrechts-Universit?t zu Kiel, DE) R?diger Kiesel (Universit?t Duisburg-Essen, DE) Antonis Papapantoleon (TU Berlin, DE) Alexander Schied (Universit?t Mannheim, DE) Philipp Sch?nbucher (Financialytic GmbH, DE) Jorge P. Zubelli (IMPA, BR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Submission of Contributed Talks & Posters: The call for contributed talks & posters is open until April 30, 2016. Acceptance/rejection letters will be sent about end of May 2016. https://fam.tuwien.ac.at/vcmf2016/registration.php Participation and Registration: Early registration is possible until June 30, 2016. Standard registration is possible until August 15, 2016. https://fam.tuwien.ac.at/vcmf2016/registration.php CPD: The attendance at VCMF 2016 (full week, Sept. 12-16, 2016) may qualifies for up to 31 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2016. 20 CPD credits for the Vienna Congress on Mathematical Finance (Sep 12-14) and 11 CPD credits for the VCMF Educational Workshop (Sep 15-16). VCMF 2016 is accredited by the AV? - Actuarial Association of Austria Details from other national actuarial associations will follow soon. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2016(a)fam.tuwien.ac.at We look forward to welcoming you in Vienna! With best regards from the VCMF 2016 organisers: Mathias Beiglb?ck, Christa Cuchiero, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock Save the Date: ============== 21st International Congress on Insurance: Mathematics and Economics (IME 2017) TU Vienna, Mon?Wed, July 3?5, 2017 http://fam.tuwien.ac.at/ime2017/

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Annuncio Mini Corso - Giovanni Zanco - Pisa
by Marta Leocata 17 Apr '16

17 Apr '16

Cari tutti, nei giorni mercoledi' 19 aprile, dalle ore 11:00 alle 13:00 (presso l'aula seminari) giovedì 20 aprile, dalle ore 11:00 alle ore 13:00 (presso l'aula Magna) Giovanni Zanco terra' un minicorso dal titolo A brief introduction to rough paths Abstract: We will introduce basic concepts and tools from rough paths theory, motivated by the need to establish a solution theory for differential equations driven by irregular signals. In particular we will discuss controlled rough paths, integration against rough paths, we will compare it to stochastic integration theories and show how classical results can be extended to the rough paths framework. We will mainly consider \alpha-Hölder signals with \alpha\in(1/3,1/2]; this choice allows to simplify many concepts of the theory and, although restrictive, provides enough instruments to deal with interesting problems, like nonlinear SPDEs driven by space-time white noise. Saluti, Marta Leocata

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Senior Lecturer/Reader and Lecturer Positions in Probability and Statistics at Sussex
by Enrico Scalas 15 Apr '16

15 Apr '16

Car* collegh*, vi segnalo i bandi riguardanti due posti di probabilita' e statistica all'Universita' del Sussex: http://www.sussex.ac.uk/aboutus/jobs/741 http://www.sussex.ac.uk/aboutus/jobs/736 http://www.jobs.ac.uk/job/ANL689/lecturer-in-statistics-and-probability/ http://www.jobs.ac.uk/job/ANL687/senior-lecturer-reader-in-statistics-and-p… La scadenza e' il 17 maggio. Cordiali saluti, Enrico Scalas

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post doc position in Florence "Instability forecasters for the financial markets", deadline 2 of May
by cecilia mancini 15 Apr '16

15 Apr '16

Dear all, I ask you to forward this news to potentially interested candidates, thank you, best regards, Cecilia my Department in Florence is issuing a post doc position for ONE YEAR (which we expect to be able to renew for another year). The call just appeared at http://www.unifi.it/mod-MDAssRic.html?target=a look for Dipartimento di Scienze per l'Economia e l'Impresa The SUBJECT is: Instability forecasters for the financial markets I am the responsible of the project. Unfortunately my university at moment only issues calls in Italian. The project however is described also in English. If somene interested has problems to understand the call can write me The annual salary is 19'367 Euros (of which a sum of about 7% to 10% will be accrued for pension). DEADLINE: the candidacy has to arrive at the Department by 2 of May at 1 pm. It is possible to send it by pec email, if the candidate has a personal one. An interview will be made to the best candidates on May, the 16th, at my Department in Florence. The research activity will START on June 2016, the 1st. REQUISITES. Master degree in Math or Physics, Engineering, Finance, Economy; at least 2 years of research experience; pertinent curriculum with the project. We ask the candidate has: a good background in mathematical analysis, in the theory of probability and stochastic processes, in econometry; a good ability in manipulating financial data and in creating and implementing routines in matlab (and possibly in C); availability in being present at the Department at least 1-2 days per week

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Mini course in Verona: BSDEs with applications, by Adrian Zalinescu
by Luca di persio 15 Apr '16

15 Apr '16

Mini course announcement Prof. Adrian Zalinescu [ University Al.I.Cuza ] will give a mini course on Backward Stochastic Differential Equations with applications, at the Department of Computer Science, University of Verona, with the following calendar of lessons 26th of April - from 1430 to 1730 27th of April - from 1530 to 1830 28th of April - from 1530 to 1830 5th of May - from 1530 to 1730 6th of May - from 1530 to 1830 All the lessons will take place at the Dept. of Computer Science, Strada le Grazie, 15 - Verona Ca' Vignal 2, first floor , Room M. located here https://goo.gl/maps/Yx2JU The* tentative programme* is the following: 1. BSDEs – general results Existence and Uniqueness of Solutions Comparison Principles Examples of Linear and Nonlinear BSDEs linear BSDEs arising from optimal control applications one-dimensional BSDEs with non-Lipschitz coefficients, especially with quadratic growth generators reflected BSDEs. 2. Markovian BSDEs Forward-backward SDE The nonlinear Feynman-Kac formula Connection with Partial Differential Equations 3. Applications in Mathematical Finance Along the above two theoretical directions which constitute the frame of the course, various applications in mathematical finance and insurance will be given. We mention here a few: Pricing of European and American options, Hedging, Risk-Sensitive Control. Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ 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 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686 Mail priva di virus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…>

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Seminario PAOLO DAI PRA @ UniTo
by Federico Polito 14 Apr '16

14 Apr '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* mercoledì 4 Maggio 2016 alle ore 14:30 in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. PAOLO DAI PRA (Università degli Studi di Padova) terrà un seminario dal titolo ROUTE TO CONSENSUS AND OSCILLATING BEHAVIOR IN A NETWORK OF CONFORMIST INDIVIDUALS Abstract: Many models have been proposed to describe a group of interacting individuals with a conformist (or non-conformist) attitude. Most of these models are Markovian, possibly with memory. In this talk I outline a model in which every individual forecasts the behavior of the rest of the community, and on this basis optimizes his own strategy. We are interested in the resulting collective behavior, which actually shows features that are not present in classical Markovian models. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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Fwd: Postdoctoral opportunity on applied probability/stochastic modelling at Lancaster University
by Antonio Di Crescenzo 14 Apr '16

14 Apr '16

---------- Forwarded message ---------- From: Glazebrook, Kevin <<mailto:k.glazebrook@lancaster.ac.uk>k.glazebrook(a)lancaster.ac.uk> Dear Friends and Colleagues, I would be enormously grateful if you could bring the postdoctoral opportunity below to the attention of suitable candidates. Many thanks and best wishes, Kevin Glazebrook Ref: A1497 Research Associate in Applied Probability/Stochastic Modelling Department of Management Science, Lancaster University Salary range: £26,537 to £30,738 Closing Date: Tuesday 10 May 2016 Contract: Temporary (three years) Job URL: <https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497>https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497 Mathematical Models and Algorithms for Allocating Scarce Airport Resources (OR-MASTER) is a Programme Grant funded by the Engineering and Physical Science Research Council, UK (EPSRC) involving Lancaster University and Queen Mary University, London (QMUL). The Programme runs for six years from October 2015, with a total of GBP 2.8million funding. At Lancaster, OR-MASTER will be undertaken by the Centre for Transport and Logistics (CENTRAL) Research (a newly established Research Centre in the Department of Management Science), and will link into existing Operational Research-related development initiatives and expertise such as: the STOR-i Doctoral Training Centre and the Lancaster Data Science Institute. Professor Konstantinos G. Zografos at Lancaster University is the Principal Investigator and overall Programme Director. Professors Kevin Glazebrook (Lancaster) and Edmund Burke (QMUL) are the two Programme Co-Investigators. Professor Burke leads the OR-MASTER Programme at QMUL. The Programme represents a strong partnership between academia, the air transport industry and policy makers. OR-MASTER will involve close collaboration with a host of international organisations that will support the project, providing real-world data, insights and expertise. OR-MASTER will develop new mathematical models and algorithms for solving complex, large-scale airport resource allocation problems. Our ultimate goal is to develop decision support capabilities for airport capacity allocation and management. To achieve our objectives we seek to recruit world-leading post-doctoral researchers (Research Associates) with ambition, potential and determination. OR-MASTER is a highly collaborative Programme. Each Research Associate and PhD student working on the project at Lancaster University will have at least one other 'buddy partner' at the QMUL with whom they will collaborate, supported by visits to the partner site. RAs and PhDs will also have opportunities to visit and collaborate with the industrial and academic organisations affiliated with the project. Research staff will also have opportunities to guide the direction of the research, where appropriate, and to make use of the extensive opportunities for career development and advancement that this large ambitious Programme offers. We are looking for an outstanding applied probabilistic/stochastic modeller to join the OR-MASTER team for a fixed term of three years. You will work under the direction of Professor Kevin Glazebrook to develop and analyse stochastic models to meet the programme's need for optimizing airport declared capacity and for assessing the delays experienced at airports and networks of airports. This work will require both a capacity for theoretical innovation and high level computing skills. The main activities will include:- - Innovative research investigation under the OR-MASTER project - Collaborative activities with OR-MASTER affiliated organisations and participation in project events (e.g. stakeholder workshops) - Preparation of research papers - Preparation and presentation of conference papers - Other duties associated with the OR-MASTER project Informal enquiries to Professor Kevin D. Glazebrook - email <mailto:k.glazebrook@lancaster.ac.uk>k.glazebrook(a)lancaster.ac.uk, tel: +44 (0)1524 592697 and Professor Konstantinos G. Zografos - email: <mailto:k.zografos@lancaster.ac.uk>k.zografos(a)lancaster.ac.uk, tel: +44 (0)1524 592384 We welcome applications from people in all diversity groups. For further information and to apply online please click on the link <https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497>https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497 Lancaster University - ensuring equality of opportunity and celebrating diversity. -- ------------------------------------- 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 ------------------------------------- --

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Annuncio Seminario - Elena Villa - Tor Vergata
by Valentina Cammarota 13 Apr '16

13 Apr '16

Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) 21 aprile ore 15:00 Aula D'Antoni Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Elena Villa, Università degli Studi di Milano Title: ASYMPTOTIC RESULTS FOR ESTIMATORS OF THE MEAN DENSITY OF RANDOM CLOSED SETS AND OF THE INTENSITY OF POINT PROCESSES. Tutti gli interessati sono invitati a partecipare. ... Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

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PhD Modelling Week in Verona, September 4-10, 2016
by Luca di persio 12 Apr '16

12 Apr '16

Dear all, The joint Doctoral School of Mathematics of the Universities of Trento and Verona together with the Department of Computer Science of the University of Verona, will organise a Modelling Week (Math Modeling of Industrial Problems) for PhD students, in Verona, from the 4th to the 10th of September 2016. Detailed informations about the initiative can be found at the following link http://profs.scienze.univr.it/caliari/phdmw/ Target participants are mostly *PhD students from all of Europe*. We have the possibility to *offer lodging and meals* (and reimburse tax fees) for approximately *20 students*. The treated industrial problems will focus particularly on numerical analysis, operation research, mathematical finance and math in biomedecine. *Please note that* The *deadline for the registration* is *May 15*, 2016. Candidates that want to request financial support for lodging, travel expenses and/or fee reimbursement, have to register within *April 30*, 2016. The registration fee is 150.00 Euros (it includes, in particular, coffee breaks, lunches, dinners and final social dinner). In order to confirm the registration, the fee is due within 15 days from submitting the registration form. We kindly ask to disseminate the event among potentially interested students and colleagues. With best regards, Luca Di Persio __ 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 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Reminder: Prof. Nils Hjort PhD short course on Confidence distributions
by Andrea Ongaro 12 Apr '16

12 Apr '16

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Premi di ricerca AMASES per giovani studiosi
by Antonella Basso 11 Apr '16

11 Apr '16

Il comitato scientifico AMASES (Associazione per la Matematica Applicata alle Scienze Economiche e Sociali) ha deciso di istituire anche quest'anno due premi di ricerca per giovani studiosi, al fine di promuovere lo studio della Matematica applicata alle Scienze Economiche e Sociali e di incentivare la ricerca di eccellenza: 1. un premio di ricerca per il miglior lavoro che verrà presentato al Convegno Nazionale Amases 2016, che si terrà a Catania dal 15 al 17 settembre, da giovani studiosi; 2. un premio di ricerca per la pubblicazione della migliore tesi di dottorato. Trovate i bandi dei due premi e maggiori informazioni alle seguenti pagine web: 1. http://www.amases.org/awards/paper/303:amases-award-for-the-best-paper-pres… 2. http://www.amases.org/homepage-3/30-open-call-doctoral-dissertation-award/3… Si prega di dare la massima diffusione all'informazione presso i giovani. Cordiali saluti Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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Summer School in Economics and Finance - Canazei 2016
by Antonella Basso 11 Apr '16

11 Apr '16

*A.M.A.S.E.S. Department of Economics, Management and Statistics, University of Palermo Department of Economics, University of Verona* jointly organize the *Summer School in Economics and Finance SSEF Canazei 2016* Alba di Canazei, Trento - Italy *July 25-29 2016* *NETWORKS AND BIG DATA ANALYSIS IN ECONOMICS, FINANCE, AND SOCIAL SYSTEMS* *Giulia Iori*, Department of Economics, City University London, London, UK http://www.city.ac.uk/people/academics/giulia-iori E-mail: g.iori(a)city.ac.uk <mailto:g.iori@city.ac.uk> *Christofer Edling*, Department of Sociology, Lund University, Lund, Sweeden http://www.soc.lu.se/en/christofer-edling E-mail: christofer.edling(a)soc.lu.se <mailto:christofer.edling@soc.lu.se> *Michele Tumminello*, Department of Economics, Management and Statistics, University of Palermo http://www.unipa.it/persone/docenti/t/michele.tumminello E-mail: michele.tumminello(a)unipa.it <mailto:michele.tumminello@unipa.it> Application: *submission deadline: May 9* If your application is accepted, you will receive a confirmation e-mail by May 16. If accepted, you have to pay the fee before May 23. The school will be activated with a minimum of 15 paying participants. It is recommended to arrive at Alba di Canazei by Sunday, July 24, given that the activities begin at 9 am on Monday 25 Further details are available at: http://dse.univr.it/safe/schools/ *SAVE THE DATE* * * * * -- 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/nqcontent.cfm?a_id=415&persona=000893

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Annuncio seminario - Lorenzo Zambotti - Pavia
by Carlo Orrieri 11 Apr '16

11 Apr '16

*Martedì 19 aprile 2016*, ore 15:00 presso l'aula Beltrami (dipartimento di matematica, Università di Pavia) il prof. *Lorenzo Zambotti, *Université Paris 6 – Pierre et Marie Curie, terrà un seminario dal titolo: "*Renormalisation in Regularity Structures*" Summary: In this talk we want to present a detailed study of the algebraic objects appearing in the theory of regularity structures. In particular we aim at introducing a class of co-algebras on labelled forests and trees and show that these allow to discribe in an unified setting the structure group and the renormalisation group. Based on joint work with Yvain Bruned and Martin Hairer. Tutti gli interessati sono invitati a partecipare.

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Postdoc di 3 anni in Machine Learning/Statistics for Big Data - University of Leeds
by Tiziano De Angelis 09 Apr '16

09 Apr '16

Con preghiera di diffusione. E' aperto il bando per un Postdoc di 3 anni in "*Machine Learning/Statistics for Big Data*" presso l'Universita' di Leeds - scadenza del bando *23 Novembre 2015*. Ulteriori informazioni possono essere trovate al seguente link https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1031 Cordiali saluti Tiziano De Angelis

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Reminder: Prof. Nils Hjort PhD short course on Confidence distributions
by Andrea Ongaro 08 Apr '16

08 Apr '16

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Annuncio seminario
by demattei＠student.dm.unipi.it 08 Apr '16

08 Apr '16

Il giorno mercoledì 13 aprile alle ore 11:30 in Sala Seminari del Dipartimento di Matematica di Pisa, Giuseppe Cannizzaro terrà il seguente seminario: Calcolo di Malliavin per Strutture di Regolarità: il caso di gPAM Abstract: Le strutture di regolarità, introdotte da M. Hairer in A theory of Regularity Structures, hanno permesso di risolvere in modo robusto una ricca classe di equazioni alle derivate parziali stocastiche (SPDEs) mal poste. In questa presentazione vogliamo mostrare come sia possibile utilizzare tecniche di calcolo di Malliavin al fine di indagare proprietà probabilistiche delle soluzioni di tali equazioni. Valeria De Mattei

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Un pensiero per Gianni Di Masi
by Fabio Spizzichino 07 Apr '16

07 Apr '16

Ricordiamo tutti Gianni come amico, collega e probabilista. In particolare ricordiamo che e' stato uno dei pionieri nel campo del controllo stocastico in Italia. In tanti anni di impegno comune, la sua presenza è sempre stata un'occasione di arricchimento sia scientifico che umano. E la sua scomparsa lascia un grande vuoto in tutti noi. Mario Abundo, Paolo Baldi, Antonella Calzolari, Lucia Caramellino, Claudia Ceci Cristina Costantini, Giorgio Koch, Claudio Macci, Federico Marchetti, Giovanna Nappo, Mauro Piccioni, Fabio Spizzichino, Paola Tardelli, Barbara Torti.

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Seminario di Probabilità - Università di Padova - Cambio di aula
by Paolo Dai Pra 07 Apr '16

07 Apr '16

Vi informo che il seminario del Dr. Joseba Dalmau (ENS Parigi) dell’11 Aprile, si svolgerà alle 15:00 in Aula 1A150, al primo piano della Torre Archimede. Titolo: La distribuzione della quasi-specie Abstract: nel 1971, Manfred Eigen propone un modello deterministico per descrivere l'evoluzione di una popolazione infinita di macromolecole, soggetta a delle forze di mutazione e selezione. Due fenomeni principali si osservano nel modello di Eigen: una soglia di errore per il tasso di mutazione e una distribuzione di quasi-specie per dei tassi di mutazione sulla soglia di errore. Al fine di ottenere un analogo di questi risultati per una popolazione finita, studiamo un modello di Moran con mutazione e selezione, e ritroviamo, in un regime asintotico concreto, la soglia di errore e la distribuzione della quasi-specie. Inoltre, otteniamo una formula esplicita per la distribuzione della quasi-specie. 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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Gianni Di Masi
by Paolo Dai Pra 05 Apr '16

05 Apr '16

Con profonda tristezza vi comunico la scomparsa di Gianni Di Masi. Amico e collaboratore, Gianni è stato per molti anni un punto di riferimento scientifico e umano. Dopo esser stato ricercatore presso il CNR-LADSEB, Gianni Di Masi ha svolto la sua attività presso il Dipartimento di Matematica dell’Università di Padova, di cui è anche stato Direttore. La sua attività scientifica ha riguardato i processi stocastici e varie applicazioni, tra cui filtraggio, controllo stocastico e finanza matematica. I suoi risultati sono stati assai apprezzati a livello internazionale. A noi piace ricordarlo per la sua semplicità, onestà, la sua innata simpatia e il suo umorismo spesso trascinante. Notizie riguardanti il funerale e l’alzabara saranno a breve pubblicate sul sito del Dipartimento di Matematica. 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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Fwd: CFP: 37th Finnish Summer School on Probability and Statistics
by Antonio Di Crescenzo 04 Apr '16

04 Apr '16

>From: Leskelä Lasse <lasse.leskela(a)aalto.fi> >To: Dario Gasbarra <dario.gasbarra(a)helsinki.fi> >CC: Leskelä Lasse <lasse.leskela(a)aalto.fi> >Subject: CFP: 37th Finnish Summer School on Probability and Statistics >Date: Mon, 4 Apr 2016 13:17:36 +0000 > > >Call for participation (feel free to forward this to students and >colleagues): > > 37th Finnish Summer School on Probability and Statistics > >30 May - 3 June 2016 > Lammi, Finland > >http://fdnss.fi/summer-school/ > > >INVITED LECTURES > >Nelly Litvak (U Twente) >Ranking in scale-free random graphs > >Ludger Rüschendorf (U Freiburg) >Dependence, risk bounds and optimal portfolios > >Harry van Zanten (U Amsterdam) >Nonparametric Bayesian statistics > > > >Registrations are due by 30 Apr 2016. The summer school is organized by >the Finnish Doctoral Education Network in Stochastics and Statistics >(FDNSS). For more information, visit http://fdnss.fi/ > >Looking forward to meeting many of you there! > >Lasse --

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Seminario di Probabilità - Università di Padova
by Paolo Dai Pra 04 Apr '16

04 Apr '16

Ho il piacere di invitarvi al seguente seminario che si terrà Lunedì 11 Aprile 2016, alle ore 15 in Sala Riunioni del VII piano del Dipartimento di Matematica di Padova (accesso scala B): Speaker: Dr. Joseba Dalmau, ENS Parigi Titolo: La distribuzione della quasi-specie Abstract: nel 1971, Manfred Eigen propone un modello deterministico per descrivere l'evoluzione di una popolazione infinita di macromolecole, soggetta a delle forze di mutazione e selezione. Due fenomeni principali si osservano nel modello di Eigen: una soglia di errore per il tasso di mutazione e una distribuzione di quasi-specie per dei tassi di mutazione sulla soglia di errore. Al fine di ottenere un analogo di questi risultati per una popolazione finita, studiamo un modello di Moran con mutazione e selezione, e ritroviamo, in un regime asintotico concreto, la soglia di errore e la distribuzione della quasi-specie. Inoltre, otteniamo una formula esplicita per la distribuzione della quasi-specie. 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 - Ate Nieuwenhuis - Memotef (Sapienza)
by Gabriele Stabile 31 Mar '16

31 Mar '16

*Mercoledì 6 aprile 2016, ore 14:00* presso l'Aula Fanfani (Sapienza Università di Roma, Dipart. Memotef, Via del Castro Laurenziano 9, Roma - Facoltà di Economia, 5°piano) Il prof. Ate Nieuwenhuis terrà un seminario dal titolo: *"*An early contribution to vector maximisation of De Finetti*”* Summary: An achievement of De Finetti for which he has received little recognition thus far is his contribution to the field of vector maximisation in two articles published in 1937, Problemi di “optimum” and Problemi di “optimum” vincolato. The speech will put his contribution in historical perspective and will discuss its importance for economic theory. Tutti gli interessati sono invitati a partecipare

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Fwd: UNISActuarial School - Invitation (fwd)
by Tiziano Vargiolu 30 Mar '16

30 Mar '16

-------- Messaggio Inoltrato -------- Oggetto: UNISActuarial School - Invitation Data: Tue, 15 Mar 2016 10:34:03 +0100 Mittente: unisactuarialschool <unisactuarialschool(a)unisa.it> A: unisactuarialschool(a)unisa.it Dear Colleagues/Students/Friends, We are pleased to announce the first edition of UNISActuarial School, an International School in actuarial mathematics of the University of Salerno (Italy). The first edition will be held on October 25,26,27, 2016 - Campus universitario, University of Salerno (Italy). The school is open to both academics and practitioners and will provide lectures on a wide range of actuarial topics as the following: * Insurance * Insurance Products * Stochastic modelling of extremal events in insurance and finance * Aggregation of risk measures * Longevity risk * Solvency Analysis * Retirement Planning * Risk Management * Pensions, etc. In particular, the School invites participants to discuss their ideas in their specific fields with the academics, researchers and practitioners. ?SHARE your Knowledge? : The School will give you the opportunity to download routines, codes and datasets related to empirical applications on actuarial topics, by a new App - UNISAct (Android and Apple) devoted to actuarial applications. Find more information about the School at http://www.unisact.unisa.it/ We are looking forward to your application!!! With best regards, The Organizing Committee

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Fwd: Announcement: 9th European Summer School in Financial Mathematics (fwd)
by Tiziano Vargiolu 30 Mar '16

30 Mar '16

----- Forwarded message from summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr> ----- Date: Tue, 15 Mar 2016 17:16:09 +0100 From: summerschoolmathfi <summerschoolmathfi(a)cmap.polytechnique.fr> Subject: Announcement: 9th European Summer School in Financial Mathematics To: peter.tankov(a)gmail.com Dear all, We are glad to announce the 9th European Summer School in Financial Mathematics, which will be held in Pushkin, close to St. Petersburg, from August 29th to September 2nd 2016. Main lectures will be given by B. Bouchard, K. Kardaras, J. Ruf, N. Touzi and M. Zhiltukhin. We invite applications from PhD students and early career researchers. Grants covering accommodation and travel expenses will be provided to accepted participants. Please visit the web page of the summer school for more information: http://www.cmap.polytechnique.fr/~euroschoolmathfi16/ Deadline for applications is April 30th. Please follow the instructions on the web page to apply. We count on your participation to make this ninth summer school a success, just as the previous editions have been! Please feel free to circulate this announcement. With our best regards, The organising committee: Youri Kabanov, Aleksey Muravlev, Albert Shiryaev, Peter Tankov, Nizar Touzi, Mikhail Zhiltukhin ----- End forwarded message -----

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Post Doc a Wuppertal
by Claudio Macci 29 Mar '16

29 Mar '16

Cari tutti, Barbara Ruediger mi ha chiesto di segnalare un bando per una posizione di Post Doc a Wuppertal (vedere bando in allegato). La scadenza e` imminente (dopodomani) ma fa fede il timbro postale. Per eventuali chiarimenti/curiosita` potete contattarla (conosce l'italiano) all'indirizzo ruediger(a)uni-wuppertal.de Cordiali saluti. C.M.

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Annuncio Seminario - Peter Eichelsbacher - Tor Vergata
by Valentina Cammarota 25 Mar '16

25 Mar '16

Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 6 aprile ore 12:30 Aula D'Antoni Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Peter Eichelsbacher, Ruhr-Universität Bochum Title: Malliavin-Stein method for Variance-Gamma approximation on Wiener space. Abstract: In a joint work with Christoph Thäle, we combine Malliavin calculus with Stein's method to derive bounds for the Variance-Gamma approximation of functionals of isonormal Gaussian processes, in particular of random variables living inside a fixed Wiener chaos induced by such a process. The bounds are presented in terms of Malliavin operators and norms of contractions. We show that a sequence of distributions of random variables in the second Wiener chaos converges to a Variance-Gamma distribution if and only if their moments of order two to six converge to that of a Variance-Gamma distributed random variable (six moment theorem). Moreover, simplified versions for Laplace or symmetrized Gamma distributions are presented. Also multivariate extensions and a universality result for homogeneous sums are considered. Tutti gli interessati sono invitati a partecipare. Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

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Corso Andreas Kyprianou
by Matteo Ruggiero 24 Mar '16

24 Mar '16

Cari colleghi, siamo lieti di annunciare che nell’ambito della nuova Laurea Magistrale in lingua inglese in Stochastics and Data Science http://www.master-sds.unito.it/ attiva all’Università di Torino dal corrente a.a., il Prof. Andreas E. KYPRIANOU (University of Bath, UK) terrà un corso introduttivo su LEVY PROCESSES Le lezioni si terranno nell’aula 10 dell’edificio di Corso Unione Sovietica 218/bis dell’Università di Torino, secondo il seguente calendario: - 5 e 12/4, h. 16.00 - 6 e 13/4, h. 9.30 - 7 e 14/4, h. 11.15 - 8 e 15/4, h. 9.30 La partecipazione è libera. Ulteriori informazioni possono essere richieste all’indirizzo matteo.ruggiero(a)unito.it Cordiali saluti, i coordinatori del Programma Laura Sacerdote Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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[Dynstoch] Newsletter (fwd)
by Tiziano Vargiolu 24 Mar '16

24 Mar '16

---------- Forwarded message ---------- Date: Mon, 19 Oct 2015 21:55:19 +0000 From: Dynstoch Newsletter <sci-math-dynstoch(a)list.ku.dk> To: "sci-math-dynstoch(a)list.ku.dk" <sci-math-dynstoch(a)list.ku.dk> Subject: [Dynstoch] Newsletter DYNSTOCH NEWSLETTER 19 October 2015 ************************************************ DYNSTOCH 2016 The Dynstoch 2016 Workshop will take place in Rennes, France in the days 8 - 10 June 2015. For more information, please go to http://www.lebesgue.fr/content/sem2016-DYNSTOCH2016 Best wishes, Michael --------------------------------------------------------------------------- Michael S?rensen, Professor and Associate Chair for Research Dept. of Mathematical Sciences E-mail: michael(a)math.ku.dk University of Copenhagen Tel.: +45 3533 0402 Universitetsparken 5 Fax: +45 3532 9555 DK-2100 Copenhagen ? Web-page: www.math.ku.dk/~michael Denmark Skype: michaelsor1 ---------------------------------------------------------------------------

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Fwd: Open position at Charles University in Prague (fwd)
by Tiziano Vargiolu 24 Mar '16

24 Mar '16

-------- Messaggio Inoltrato -------- Oggetto: Open position at Charles University in Prague Data: Wed, 23 Mar 2016 00:07:46 +0100 Mittente: kopa(a)karlin.mff.cuni.cz Apologies for cross-posting ----------------------------------- Charles University in Prague, Faculty of Mathematics and Physics, Dept. of Probability and Math. Statistics Position Title: Assistant Professor Position Type: Tenured/Tenure-track faculty Position Location: Prague, Czech Republic Subject Area: Econometrics, Operations Research, Financial Mathematics Application Deadline: 2016/04/30 Position Description: Responsibilities: Teaching at the undergraduate and graduate levels; conducting independent and collaborative research; supervision of Bachelors and Masters theses. Qualifications: Ph.D. in Econometrics, Operations Research, Financial Mathematics or related fields; promise of strong publication record; fluency in written and spoken English; willingness to learn Czech. Application process: Candidates should submit applications to e-mail address kpms(a)karlin.mff.cuni.cz. The application must include CV, list of publications, description of professional interests and teaching experience, and specification of future goals in teaching and research. Candidates should provide names and telephone/e-mail contacts for two professional references (letters of reference will be requested at a later date). The deadline for receiving applications is April 30, 2016. Contacts: Departmental web page: http://kpms.karlin.mff.cuni.cz/?lang=en. Questions may be directed to Dr. M. Kulich, the Chair of the Department, e-mail kulich(a)karlin.mff.cuni.cz. About the Department: The department currently employs 27 faculty members conducting research and education in mathematical fields that involve randomness and uncertainty, in particular theoretical and applied statistics, econometrics, stochastic optimization, stochastic processes and stochastic geometry, and financial and insurance mathematics. Current research topics in econometrics, operations research and financial mathematics include economic and financial time series, asset-liability management, financial accounting, simulation, facility planning, scheduling, portfolio optimization, sensitivity and output analysis, risk management, credit scoring, derivatives pricing, rate-making, optimal pricing in insurance, reserving, stress testing. The department teaches courses in the Bachelor's programs "General Mathematics" and "Financial Mathematics", in the Master's programs "Probability, Statistics, and Econometrics", and "Financial and Actuarial Mathematics", and in the Doctoral program "Probability and Statistics, Econometrics and Financial Mathematics".

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Seminario Prof. Y. Mishura (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 24 Mar '16

24 Mar '16

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 1 Aprile, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. Yuliya Mishura (Kyiv University) *Titolo:* *Between two self-similarities* *Sintesi:* Everybody knows that fractional Brownian motion with any Hurst index is a self-similar process with stationary increments. According to geometric terminology of J. P. Kahane, it belongs to helix. Self-similarity and incremental stationarity are very useful when we study the properties of different functionals based on fBm however these properties are rather restrictive. For example, Ornstein-Uhlenbeck process starting from zero time point is neither self-similar nor stationary or with stationary increments. Therefore the goal of the present talk is to consider wider class of Gaussian processes. In our terminology, they live between two self-similarities, or belong to the generalized quasi-helix. We consider three problems concerning such processes: --asymptotic behavior of maximal functionals; --representation theorems involving integrals w.r.t. such processes; --some statistical results. The results are common with: Alexander Novikov (Sydney University), Mikhail Zhitlukhin (Steklov Mathematical Institute), Georgij Shevchenko (Kyiv University) and Kostjantin Ralchenko (Kyiv University) Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio

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Course on Bayesian Statistics: Modelling and Computation by Ioannis Ntzoufras
by Consonni Guido 23 Mar '16

23 Mar '16

? Universita' Milano-Bicocca Dottorato di Statistica e Matematica per la Finanza Bayesian Statistics: Modelling and Computation Ioannis Ntzoufras (Athens University of Business and Economics) April 11-15, 2016 ? Syllabus * Introduction to Bayesian Logic * MCMC methods * Bayesian regression analysis * Introduction to Bayesian modelling using Winbugs * Bayesian model and variable selection Schedule Monday, April 11th: 16-18 (pc Lab 715 first floor) Tuesday, April 12th: 10-13 (pc lab 715 first floor) Thursday, April 14th: 9-13 (pc lab 715 first floor) Friday, April 15th: 10-13 (pc lab 715 first floor) The course is targeted at PhD students and young researchers in Statistics, Biostatistics, Econometrics, Economics and Finance, and in any other field dealing with empirical research. Attendance is free The max. n. of participants is 28, and for organizational reasons we ask to register by sending an email to nicoletta.alghisi(a)unimib.it<mailto:nicoletta.alghisi@unimib.it> ?

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Grants for PhD International Students, University of Padova, Italy - Deadline April 22, 2016
by Patrizia Piacentini - PhD 23 Mar '16

23 Mar '16

For the academic year 2016/17 the University of Padova, Italy, offers 15 research fellowships for foreign (non Italian) students to attend Doctoral/International Courses - Deadline: 22 April 2016 (10.00 a.m. Italian local time) The call for application is available at the following address: http://www.unipd.it/en/node/1053 The announcement concerns a limited number of fully funded grants for foreign (non-Italian) graduate students to be awarded on the basis of qualifications only and requiring no entry examination. The grants include all University and Department fees, full board at the University accommodation and provide an additional personal scholarship of 13.638,47 € per year for a total of 3 years. Doctoral courses will start on October 1st, 2016 and will end on September 30st, 2019. Application is to be made following carefully the instructions in the announcement. The PhD Course in Statistics ( http://www.stat.unipd.it/fare-ricerca/dottorato-di-ricerca ) highly encourages foreign students to apply for admission. All lectures are given in English. Interested applicants are invited to contact the Course Coordinator (dottorato(a)stat.unipd.it) for any advice. Some summary information about grants and admission procedures for foreign students can be found at http://www.stat.unipd.it/fare-ricerca/ammissione. Prof. Monica Chiogna Coordinator Phd Course in Statistics University of Padova Italy

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Junior Professorship (W1) at the Universty of Munich (Germany) (fwd)
by Tiziano Vargiolu 22 Mar '16

22 Mar '16

---------- Forwarded message ---------- Date: Tue, 22 Mar 2016 10:01:29 +0100 (CET) From: Francesca Biagini <biagini(a)mathematik.uni-muenchen.de> Subject: Junior Professorship (W1) at the Universty of Munich (Germany) (fwd) ****************************** The Faculty of Mathematics, Informatics and Statistics of the University of Munich invites applications for a Junior Professorship (W1) (for a period of 3 years) of Stochastic Methods in Financial and Insurance Sciences commencing as soon as possible. The primary tasks of the successful candidate include active research and teaching in the field of Financial and Insurance Mathematics / Stochastics. Applicants are expected to participate actively in research and teaching at the Institute of Mathematics. In particular, they should be able to teach all courses in Financial Mathematics / Stochastics of the Bachelor-/Master Program in Mathematics and Financial Mathematics. Prerequisites for this position are a university degree, teaching skills at university level and an aptitude for an academic career, usually evidenced by the excellent quality of a doctoral degree. If the applicant was employed as a research assistant either before or after obtaining the doctoral degree, the entire duration of the period of employment and of the doctoral degree should not exceed six years. The position is a fixed-term professorship for the duration of three years. Pending a positive evaluation, the position may be extended by another period of three years. A conversion to an indefinite position (tenure track) is not possible. LMU Munich makes a point of providing newly appointed professors with various types of support, such as welcoming services and assistance for dual career couples. LMU Munich is an equal opportunity employer. The University continues to be very successful in increasing the number of female faculty members and strongly encourages applications from female candidates. LMU Munich intends to enhance the diversity of its faculty members. Furthermore, disabled candidates with essentially equal qualifications will be given preference. Please submit your application comprising a curriculum vitae, documentation of academic degrees and certificates as well as a list of publications under the keyword ?math9? to the Dean of the Faculty of Mathematics, Informatics and Statistics, Prof. Dr. Andreas Rosenschon, Theresienstra?e 39, 80333 Munich, Germany, no later than April 21, 2016. Please mail the application also electronically to dekanat16(a)lmu.de as one pdf-file not greater than 10 MB. For further information you can contact Prof. Francesca Biagini, biagini(a)math.lmu.de.

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Fwd: Reminder 3rd Barcelona Summer School on Stochastic Analysis: A 2016 EMS Summer School
by Marco Romito 21 Mar '16

21 Mar '16

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Fwd: ETH Post-doc
by Giovanni Puccetti 21 Mar '16

21 Mar '16

Begin forwarded message: > > From: Embrechts Paul <paul.embrechts(a)math.ethz.ch> > Subject: ETH Post-doc > Date: 18 Mar 2016 14:36:37 CET > To: Embrechts Paul > > Dear colleagues, > I would be most grateful if you could bring the ETH Risk Center post doc position below to the attention of possible candidates. > Bruno Sudret and I are jointly involved in the supervision and am convinced that the project holds great promise. > The main theme is high-dimensional dependence modeling with engineering applications; for application details, see > > https://apply.refline.ch/845721/4353/pub/7/index.html > > Please feel free to pass on the announcement to other copula-loving colleagues! > Kind regards, > Paul. > PS Sorry for the possible double-mailing. >

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conference statistical mechanics Nantes, June 10
by Niccolo Torri 18 Mar '16

18 Mar '16

Dear Colleagues, This is the first announcement for the conference on: MODELISATION PROBABILISTE DU COMPORTEMENT DE GRANDS SYSTEMES PHYSIQUES which will be held on Friday, June 10, 2016, in Nantes. The conference will focus on statistical mechanics and the speakers will present some of their most recent contributions to various topics as Polymer models, Random walk in Random environment, Dimer Models, Random Graph. The conference is hosted by the Cité Internationale des Congrés as part of the Journées Scientifiques de l'Université de Nantes. Confirmed speakers : Frank den Hollander, Poquet Christophe, Benoît Laslier, Laurent Tournier, Paolo Milanesi A detailed program is available here: http://www.math.sciences.univ-nantes.fr/~torri/JS_NANTES_Proba.pdf The conference is free and open to all, but the registration is *mandatory* (we have only a limited number of places: 30). Please use the on-line form http://inscriptions.js.univ-nantes.fr/?id=CL09 For further informations http://www.math.sciences.univ-nantes.fr/~torri/JS_Nantes.html Nicolas Pétrélis, Niccolò Torri, Philippe Carmona

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de Finetti risk seminar - April 2016
by Emanuela Rosazza 18 Mar '16

18 Mar '16

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Curtis Lee Smith Idaho National Laboratory Title to be announced LOCATION: The seminar will be held on Wednesday, April 6, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Corso di Storia della Probabilità a Pavia
by Antonio Lijoi 17 Mar '16

17 Mar '16

Nell'ambito delle attivita' del Dottorato di Ricerca in Matematica (Universita' di Pavia - Universita' di Milano Bicocca - INdAM), il prof. Eugenio Regazzini terra' il corso ** History of Probability in the First Half of XX Century ** Le lezioni (30 ore complessive) si terranno presso il Dipartimento di Matematica "F. Casorati" dell'Universita' di Pavia, ogni giovedi' e venerdi' dalle 10:00 alle 13:00, a partire dal 14 aprile. Per ulteriori informazioni e' possibile contattare il docente via email: eugenio.regazzini(a)unipv.it ** Descrizione del corso ** The first half of the last century has been a formidable period for the development of probability and its applications. In point of fact, during its course a number of open problems found a definitive answer and, at the same time, sound bases towards new important achievements were established. The method adopted in the present course in order to illustrate the advance of probability consists in analyzing the most original and streamlined lines of reasoning to prove a certain number of theorems generally seen as determining the magnificence of modern probability. Since the aforesaid progress has been made possible even by the axiomatization of probability, the first part of the course will be devoted to this subject, drawing particular attention to the foundational work of A. N. Kolmogorov (1933) and B. de Finetti (1931). The second part will deal with distinguished versions of the strong law of large number, starting from E. Borel (1909) and F.P. Cantelli (1917), to get at the general formulation from the Soviet School (Kolmogorov, A. Khinchin, etc.). In the case of stochastic independence, their extensions to exchangeable random elements (de Finetti), and more general stationary sequences (ergodic theorem of von Neumann and Birkhoff) will be displayed and discussed. In this very same part, the role played by stable and infinitely divisible laws to solve the central limit problem (P. Lévy, Khinchin, W. Doeblin, B. Gnedenko) will be emphasized. The last part will be devoted to the birth of the theory of stochastic processes, starting from the works of Kolmogorov (1929) on Markov processes, de Finetti (1929 -1933) and Lévy (1934-1935) on random functions with independent increments, Lévy (1935-1937) and J. Doob (1940) on martingales. This last part will end with an outline to the methods devised in the fifties to study convergence in law of stochastic processes.

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Assistant position, TU Graz, Austria
by Fabio Zucca 12 Mar '16

12 Mar '16

Cari tutti, ricevo e volentieri inoltro, scusandomi in anticipo con chi l'avesse per caso già ricevuto. Fabio Zucca --------------------------------- Open position - Assistant Professor with PhD for 6 years Graz University of Technology Institute of Discrete Mathematics Working Group Structure Theory and Stochastics Starting date: October 1st 2016. Requirements: PhD or equivalent university degree in Mathematics or Technical Mathematics, awarded before the beginning of the engagement. Desired qualifications: scientific work in the fields of Stochastic Processes (random walks), Graph Theory, Geometric Group Theory, possibly combining those topics. Readiness to collaborate in research projects in these areas. Teaching duties of at least 4 hours per week per semester, in particular for Mathematics in the Engineering sciences, in German (!). Deadline for applications: May 31, 2016. For details regarding position and applications, see http://www.math.tu-graz.ac.at/~woess/position Graz, March 2016, Wolfgang Woess _______________________________________________

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Half day in stochastic processes and mathematical finance
by Tiziano Vargiolu 11 Mar '16

11 Mar '16

It is a pleasure to announce that on March, 14 in Room 2BC/30 of the Department of Mathematics at the University of Padova (via Trieste, 63) there will be two seminars and the discussion of a PhD thesis. The plan of the morning is as follows: 10am Prof. Carlo Sgarra (Politecnico di Milano): "American options valuation in stochastic volatility models with transaction costs" (joint with A. Cosso and D. Marazzina) 11am Prof Fausto Gozzi (LUISS Roma): "HJB equations for stochastic control problems with delay in the control: regularity and feedback controls" (joint with Federica Masiero) 12am Dr Matteo Basei will defense his PhD thesis titled "Topics in stochastic control and differential game theory, with application to mathematical finance" Here below the abstracts of the presentations. ABSTRACT SGARRA In the present paper we analyze the American option valuation problem in a stochastic volatility model when transaction costs are taken into account. We shall show that it can be formulated as a singular stochastic optimal control problem, proving the existence and uniqueness of the viscosity solution for the associated Hamilton-Jacobi-Bellman partial differential equation. Moreover, after performing a dimensionality reduction through a suitable choice of the Utility Function, we shall provide a numerical example illustrating how American options prices can be computed in the present modeling framework. ABSTRACT GOZZI Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the associated Hamilton-Jacobi-Bellman (HJB) equation. Indeed, even in the simplified setting (introduced first by Vinter and Kwong [44] for the deterministic case) the HJB equation is an infinite dimensional second order semilinear Partial Differential Equation (PDE) that does not satisfy the so-called "structure condition" which substantially means that "the noise enters the system with the control". The absence of such condition, together with the lack of smoothing properties which is a common feature of problems with delay, prevents the use of the known techniques (based on Backward Stochastic Differential Equations (BSDEs) or on the smoothing properties of the linear part) to prove the existence of regular solutions of this HJB equation and so no results on this direction have been proved till now. In this paper we provide a result on existence of regular solutions of such kind of HJB equations and we use it to solve completely the corresponding control problem finding optimal feedback controls also in the more difficult case of pointwise delay. The main tool used is a partial smoothing property that we prove for the transition semigroup associated to the uncontrolled problem. Such results hold for a specific class of equations and data which arises naturally in many applied problems. ABSTRACT BASEI: We consider three problems in stochastic control and differential game theory, arising from practical situations in mathematical finance and energy markets. First, we address the problem of optimally exercising swing contracts in energy markets. Our main result consists in characterizing the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation. The case of contracts with penalties is straightforward. Conversely, the case of contracts with strict constraints gives rise to stochastic control problems where a non-standard integral constraint is present: we get the anticipated characterization by considering a suitable sequence of unconstrained problems. The approximation result is proved for a general class of problems with an integral constraint on the controls. Then, we consider a retailer who has to decide when and how to intervene and adjust the price of the energy he sells, in order to maximize his earnings. The intervention costs can be either fixed or depending on the market share. In the first case, we get a standard impulsive control problem and we characterize the value function and the optimal price policy. In the second case, classical theory cannot be applied, due to the singularities of the penalty function; we then outline an approximation argument and we finally consider stronger conditions on the controls to characterize the optimal policy. Finally, we focus on a general class of non-zero-sum stochastic differential games with impulse controls. After defining a rigorous framework for such problems, we prove a verification theorem: if a couple of functions is regular enough and satisfies a suitable system of quasi-variational inequalities, it coincides with the value functions of the problem and a characterization of the Nash equilibria is possible. We conclude by a detailed example: we investigate the existence of equilibria in the case where two countries, with different goals, can affect the exchange rate between the corresponding currencies. 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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Prof. Nils Hjort PhD short course on Confidence distributions
by Andrea Ongaro 10 Mar '16

10 Mar '16

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seminar announcement
by Marco Scarsini 10 Mar '16

10 Mar '16

SEMINAR IN DECISION SCIENCES DEPARTMENT OF ECONOMICS AND FINANCE March 15th from 14:30 to 15:30 in room 204 LUISS Viale Romania 32 00197 Roma (note the change of time and room) Title of the talk: Asymptotic Lower Bounds for Optimal Tracking: a Linear Programming Approach Speaker: Peter Tankov (Universite Paris Diderot -- Paris 7) Abstract We consider the problem of tracking a target whose dynamics is modeled by a continuous Ito semi-martingale. The aim is to minimize both deviation from the target and tracking efforts. We establish the existence of asymptotic lower bounds for this problem, depending on the cost structure. These lower bounds can be related to the time-average control of Brownian motion, which is characterized as a deterministic linear programming problem. A comprehensive list of examples with explicit expressions for the lower bounds is provided. Joint work with Jiatu Cai and Mathieu Resenbaum paper available at http://arxiv.org/abs/1510.04295 ******************************************************* 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 positions in Probability at the University of Sussex, UK
by Enrico Scalas 08 Mar '16

08 Mar '16

Car* collegh*, al Sussex abbiamo due posizioni di dottorato per probabilist* piu' una serie di altre posizioni disponibili. Il link qui sotto dovrebbe condurre a una pagina dove tutte le posizioni sono descritte. http://www.sussex.ac.uk/study/pg/fees-and-scholarships/pgr2016/search?sent=… Vi prego di far circolare l'informazione tra gli studenti e le studentesse potenzialmente interessate. Cordiali saluti e a presto, Enrico Scalas

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de Finetti risk seminar - March 2016
by Emanuela Rosazza 08 Mar '16

08 Mar '16

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: Set-valued portfolios and set-valued risks Ilya Molchanov University of Bern, Switzerland ABSTRACT: Using the concept of set-valued portfolios, it is possible to incorporate dependencies between the distribution of the multivariate gain and the exchange rules. The set-valued portfolio is considered acceptable if it possesses a selection (i.e. a random vector that alsmost surely belongs to it) with all individually acceptable components. The corresponding set-valued risk measure is said to be a selection risk measure. The talk surveys its main properties, discusses the primal and dual representation, gives examples, and shows how to approximate its values from below and from above using rather elementary arguments. Applications of selection risk measures to the practical risk assessment are also presented. A special attention is paid to applications of selection risk measures to risk assessment of financial groups. Joint work with I. Cascos (Madrid), A. Haier (Bern), M. Schmutz (Bern). LOCATION: The seminar will be held on Wednesday, March 16, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, 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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1 posto di RTD di tipo a) del s.s.d. SECS-S/06 presso la Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 08 Mar '16

08 Mar '16

La Scuola Normale Superiore ha bandito un posto di RTD di tipo a nel ssd SECS-S/06 Le informazioni, il bando e il modello della domanda si trovano al link http://www.sns.it/bando/ricercatore -tempo-determinato-secs-s06-metodi-matematici-dell%E2%80%99economia-e-delle-scienze-attuariali-e-finanziarie-0 Il termine di scadenza delle domande è il prossimo 31 marzo 2016. Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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Annuncio Seminario - Hashorva - Tor Vergata
by Valentina Cammarota 08 Mar '16

08 Mar '16

Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 16 marzo ore 14:30 Aula Dal Passo Dipartimento di Matematica Università di Roma Tor Vergata Speaker: ENKELEJD HASHORVA, Université de Lausanne Title: Extremes of Gaussian random fields. Abstract: This talk is concerned with tail asymptotics of supremum of Gaussian random fields. Our findings extend the classical results for homogeneous Gaussian random fields and Gaussian random fields with unique maximum point of the variance. The applications that will be discussed include extremes of Shepp statistics, expansions for the tail probability of maximum loss and span of stationary Gaussian processes. Tutti gli interessati sono invitati a partecipare. . Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

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seminar March 8 -- Brunero Liseo
by Marco Scarsini 06 Mar '16

06 Mar '16

SEMINAR IN DECISION SCIENCES DEPARTMENT OF ECONOMICS AND FINANCE LUISS Viale Romania 32 00197 Roma Title of the talk: A general theory for Bayesian inference with linked and duplicated data Speaker: Brunero Liseo (Sapienza Università di Roma) on March 8th from 12:00 to 13:00 in room 207 Abstract Record linkage is a statistical method which aims at identifying whether two or more records refer to the same statistical entity or not. Duplications of the same entity within one single source or across different files may be interpreted as “clusters of records”, showing strong similarities across their fields. In this paper we frame the record linkage process into a formal Bayesian clustering model and we investigate the role of species sampling models as prior distributions for the clustering structure. In fact the different latent entities underlying one or more data sources can be treated as the sampled species and the observed records as noisy measurements of their features. We also discuss an important issue in the clustering approach to entity resolution, that is the need to bound the clusters sizes even for large data sets. The proposed statistical models will be used both in a classical record linkage scenario and in the more complex framework of multiple duplications on the same data source and will serve as supporting models for Bayesian regression analyses with linked data. Key words: Species Sampling, Latent structure, Hit and Miss Algorithm, Clustering. References 1. Tancredi, A. and Liseo, B. (2015) Regression Analysis with linked data: Problems and possible solutions. Statistica, 75,1:19–35. 2. Lahiri, P. and Larsen, M.D., (2005). Regression analysis with linked data. Journal of the American Statistical Association, 100, pp. 222–230. 3. Tancredi, A., Liseo, B. (2011) A Hierarchical Bayesian Approach to Record Linkage and Population Size Problems. The Annals of Applied Statistics, Vol. 5, No. 2B, 1553–1585. 4. R.C. Steorts, R. Hall & S. Fienberg. (2013). A Bayesian approach to graphical record linkage and de-duplication. Journal of the American Statistical Association, (In Press) preprint arXiv:1312.4645.

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ARPM Bootcamp 2016
by Elisa Appolloni 04 Mar '16

04 Mar '16

Registration for the ADVANCED RISK AND PORTFOLIO MANAGEMENT BOOTCAMP (15-21 August 2016 - New York University) is open! Topics include portfolio construction, factor modeling, liquidity and execution, estimation risk/data mining, risk modeling, optimization, and much more. The program is delivered as theory, live simulations, review sessions and exercises. Plus... - Gala dinner and other networking opportunities - Renowned guest speakers. Past speakers included Rob Almgren, Peter Carr, Emanuel Derman, Bruno Dupire, Jim Gatheral, Alex Lipton, Bob Litterman, Bob Litzenberger, Andrew Lo, Fabio Mercurio, Steven Shreve, and more - Internships - Access to the ARPM Lab, with code and theory - Certifications: 40 GARP CPD, 40 CFA Institute CE credits, academic credit, ARPM Certificate® - 2-day Python and MATLAB conferences Discounts are available for early registration (before May 1st) and group. Contact us at arpm(a)bootcamp.co for groups' rates and further information. Visit also our website www.arpm.co. Please help us spread the news by forwarding this message to your students and colleagues. Thank you Elisa Appolloni *ARPM <http://www.arpm.co/>** - Advanced Risk and Portfolio Management**®*

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workshop in Pisa on "Singular Phenomena and Singular Geometries"
by Marco Romito 04 Mar '16

04 Mar '16

Singular Phenomena and Singular Geometries ---------------------------------------------------- The purpose of this workshop is to investigate possible connections between Rough Paths theory and sub-Riemannian geometry, as theories dealing with non-smooth mathematical structures. It will bring together experts and young researchers from both sides, to share knowledge and confront new ideas, tools and problems. The workshop will consist in two mini-courses and several thematic seminars. The courses will introduce some general aspects of rough path theory and sub-elliptic geometry. The seminars will be more focused on recent advances in sub-Riemannian Geometry. Invited Speakers: I. Bailleul, D. Barilari, G. Citti, B. Franchi, M. Gubinelli, P. Hajlasz, C. Litterer , F. Montefalcone, R. Monti, A. Pinamonti, S. Riedel, F. Serra Cassano Date: Monday, Jun 20, 2016 -- Thursday, Jun 23, 2016 Place: Department of Mathematics, University of Pisa more information on the workshop: https://sites.google.com/site/spsgpisa2016/ the organizers, V. Magnani, M. Romito, D. Trevisan

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Fwd: ARPM Bootcamp 2016
by Francesco Cesarone 04 Mar '16

04 Mar '16

---------- Forwarded message ---------- From: Alberto Santangelo <alberto.santangelo(a)symmys.com> Date: 2016-03-03 13:49 GMT+01:00 Subject: ARPM Bootcamp 2016 To: Francesco Cesarone <francesco.cesarone(a)uniroma3.it> Cc: Zorica Ivanovic <zorica.ivanovic(a)arpm.co> Dear Francesco, Registration for the ARPM Bootcamp 2016 is open! Please help us spread the news by forwarding this message to your students and colleagues. Thank you! Best regards, Alberto *ARPM* <http://www.arpm.co/>* - Advanced Risk and Portfolio Management**®* *Advanced Risk and Portfolio Management Bootcamp* <http://www.arpm.co/bootcamp/> *6-day intensive quantitative course* *15-20 Aug 2016 - New York University* *Registration* <http://www.arpm.co/bootcamp/registration/> for the *ARPM Bootcamp* <http://www.arpm.co/bootcamp/> is open: *6 days, 9 hours/day *(+2 days conference). Topics include *portfolio construction*, *factor modeling*, *liquidity* and execution, *estimation risk*/data mining, *risk modeling*, optimization, and much more. The *program* <http://www.arpm.co/bootcamp/program/> is delivered as theory, live simulations, review sessions and exercises. Plus... • Gala dinner and other *networking* opportunities • Renowned *guest speakers*. Past speakers included Rob Almgren, Peter Carr, Emanuel Derman, Bruno Dupire, Jim Gatheral, Alex Lipton, Bob Litterman, Bob Litzenberger, Andrew Lo, Fabio Mercurio, Steven Shreve, and more • *Internships* • Access to the *ARPM Lab*, with code and theory • Certifications: *40 GARP* CPD, *40 CFA* Institute CE credits, academic credit, ARPM Certificate® • 2-day *Python* and *MATLAB* conferences *Program <http://www.arpm.co/bootcamp/program/>* | *Registration* <http://www.arpm.co/bootcamp/registration/> | *Video <https://www.youtube.com/watch?v=BUnrgjNxBWk> | Linkedin Forum <https://www.linkedin.com/groups/3825142> | Facebook <https://www.facebook.com/ARPM.co/> | Twitter <https://twitter.com/ARPM_co>* -- -- 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 <francesco.cesarone(a)uniroma1.it> Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/ <http://dipeco.uniroma3.it/docenti.asp?id=164>

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(Error correction) Deadline approaching: Workshop on Random Interacting Systems in Bath, UK
by Alexandre Stauffer 03 Mar '16

03 Mar '16

Sorry for the multiple postings. The deadline was wrong in the previous email. The registration deadline is 25th March. People at all stages of career are welcome to register. School and Workshop on Random Interacting Systems 19-24 June 2016, in Bath, U.K. http://people.bath.ac.uk/ados20/ris2016/ MINI-COURSES ============ Michael Damron (Georgia Institute of Technology) Geodesics in first-passage percolation Ron Peled (Tel Aviv University) The spin and loop O(n) models INVITED SPEAKERS ================ Krzysztof Burdzy (University of Washington) Manuel Cabezas (PUC Chile) Elisabetta Candellero (University of Warwick) Pietro Caputo (Roma Tre) Shirshendu Ganguly* (University of Washington) Jack Hanson (CCNY) Dmitry Ioffe (Technion) Elena Kosygina (Baruch College, CUNY) Fabio Martinelli (Roma Tre) Allan Sly* (UC Berkeley) Yinon Spinka (Tel Aviv University) Alain-Sol Sznitman (ETH Zurich) Vincent Tassion (Universite Geneve) Balint Toth (Bristol & TU Budapest) Daniel Ueltschi (University of Warwick) * = to be confirmed. There will be slots for a small number of contributed talks (with preference to PhD students and post-docs). If you are interested, send title and abstract during registration at http://people.bath.ac.uk/ados20/ris2016/ We look forward to seeing you in Bath. Vladas Sidoravicius and Alexandre Stauffer

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Deadline approaching: Workshop on Random Interacting Systems in Bath, UK
by Alexandre Stauffer 03 Mar '16

03 Mar '16

The registration deadline is 25th May. People at all stages of career are welcome to register. School and Workshop on Random Interacting Systems 19-24 June 2016, in Bath, U.K. http://people.bath.ac.uk/ados20/ris2016/ MINI-COURSES ============ Michael Damron (Georgia Institute of Technology) Geodesics in first-passage percolation Ron Peled (Tel Aviv University) The spin and loop O(n) models INVITED SPEAKERS ================ Krzysztof Burdzy (University of Washington) Manuel Cabezas (PUC Chile) Elisabetta Candellero (University of Warwick) Pietro Caputo (Roma Tre) Shirshendu Ganguly* (University of Washington) Jack Hanson (CCNY) Dmitry Ioffe (Technion) Elena Kosygina (Baruch College, CUNY) Fabio Martinelli (Roma Tre) Allan Sly* (UC Berkeley) Yinon Spinka (Tel Aviv University) Alain-Sol Sznitman (ETH Zurich) Vincent Tassion (Universite Geneve) Balint Toth (Bristol & TU Budapest) Daniel Ueltschi (University of Warwick) * = to be confirmed. There will be slots for a small number of contributed talks (with preference to PhD students and post-docs). If you are interested, send title and abstract during registration at http://people.bath.ac.uk/ados20/ris2016/ We look forward to seeing you in Bath. Vladas Sidoravicius and Alexandre Stauffer

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Information Geometry and its Applications IV (June 13-17, 2016 - Liblice Castle, Czech Republic)
by Paolo Gibilisco 03 Mar '16

03 Mar '16

Dear All, The fourth conference on Information Geometry and its Applications will be held on June 13-17, 2016, at Liblice Castle in Czech Republic. It is organized by the Institute of Information Theory and Automation of the Czech Academy of Sciences. The first three conferences took place in Pescara, Italy (IGAIA I, 2002 <http://www.sci.unich.it/convegni/2002/infgeo/>), Tokio, Japan ( IGAIA II, 2005 <http://www.stat.t.u-tokyo.ac.jp/~infogeo/index.html>), and Leipzig ( IGAIA III, 2010 <http://www.mis.mpg.de/de/veranstaltungen/konferenzen-und-workshops/2010/inf…>). The conference is financially supported by Max Planck Institute for Mathematics in the Sciences (Information Theory of Cognitive systems Group), Institute of Information Theory and Automation of Czech Academy of Sciences, and by the Department of Economics and Finance of Università degli Studi di Roma "Tor Vergata". The aim of the conference is to highlight recent developments within the field of information geometry and to identify new directions of research. To this end, the conference will bring together leading experts in the field. It will consist of invited talks and poster sessions representing theoretical work as well as work within one of the many application fields where information geometry plays a role. Here it is the website of the conference. http://igaia.utia.cz/ <http://igaia.utia.cz/> For further information contact Paolo Gibilisco at the following address: gibilisco(a)volterra.uniroma2.it <mailto:gibilisco@volterra.uniroma2.it> Best regards > Paolo Gibilisco

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Assegno di ricerca presso la Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 02 Mar '16

02 Mar '16

E' bandito un assegno di ricerca dal titolo "A NEW MEASURE OF LIQUIDITY" presso la Scuola Normale Superiore (Pisa). L'assegno è finanziato su un progetto SIR di cui è responsabile il Dott. Davide Pirino. Il bando in italiano ed inglese si trova all'url: http://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-progetto-di -ricerca-miur-sir-2014-dal-titolo-%E2%80%9C-new-measure-liquidity%E2%80%9D- codice-rbsi14ddnn Per maggiori informazioni contattare il Dott. Pirino (davide.pirino(a)sns.it) ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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PhD in Financial Mathematics at the Scuola Normale Superiore (Pisa). Call 2016-2017
by Fabrizio Lillo 02 Mar '16

02 Mar '16

The call for applications to the 2016/2017 PhD program in Financial Mathematics at the Scuola Normale Superiore, Pisa, has been published on the web site phd.sns.it/en, and on the home page of the institutional web site of the Scuola (ww.sns.it). We are attaching with this letter an informative poster to distribute to your colleagues at other institutions. Should you need any further information, please address your request to Fabrizio Lillo (fabrizio.lillo(a)sns.it) Thank you very much in advance. -- Quantitative Finance Research Group Scuola Normale Superiore *http://mathfinance.sns.it/ <http://mathfinance.sns.it/>* ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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Fwd: Open Positions at the Wuhan Center for Mathematical Sciences
by Marco Romito 02 Mar '16

02 Mar '16

> Job ads: > https://www.mathjobs.org/jobs/jobs/7908

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Fwd: Lecturer position in the Strathclyde
by Marco Romito 02 Mar '16

02 Mar '16

Dear all, we are currently advertising a position in the department (see the attached advert and further particulars). It would be desirable to have somebody in stochastics, but the advert is open enough so anyone who has an interest in mathematical finance should be considered, even if it is not stochastics. If you know of anyone who could be suitable for this position, I would be most thankful if you could let him/her know! Thanks in advance, and best regards, Gabriel -- Gabriel R. Barrenechea Dept. of Mathematics and Statistics University of Strathclyde 26 Richmond Street Glasgow G1 1XH Scotland http://personal.strath.ac.uk/gabriel.barrenechea/About_Me.html Phone : (44)(141) 548 3652 Fax : (44)(141) 548 3345

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Fwd: Register for the Risk Measures, XVA Analysis, Cost of Capital & Central Counterparties Workshop, 18-19 April 2016, Singapore (fwd)
by Tiziano Vargiolu 02 Mar '16

02 Mar '16

----- Forwarded message from askcqf(a)nus.edu.sg ----- Date: Tue, 1 Mar 2016 08:41:28 +0000 From: AskCQF <askcqf(a)nus.edu.sg> Subject: Register for the Risk Measures, XVA Analysis, Cost of Capital & Central Counterparties Workshop, 18-19 April 2016, Singapore Dear Sir/Madam, The Centre for Quantitative Finance (CQF) cordially welcome you to join us for the Risk Measures, XVA Analysis, Cost of Capital & Central Counterparties Workshop, to be held on 18-19 April 2016, at the Standard Chartered Bank. Please click here to register online by 31 March 2016 to join us for the workshop.<http://cqf.nus.edu.sg/NUS_SJTU_Evry_Workshop/Registration.html> For more details, please visit us at http://cqf.nus.edu.sg/NUS_SJTU_Evry_Workshop/Overview.html or email us at askcqf(a)nus.edu.sg<mailto:askcqf@nus.edu.sg>. [cid:image003.jpg@01D173D9.3373CE60]<http://cqf.nus.edu.sg/NUS_SJTU_Evry_Workshop/Overview.html> To unsubscribe from our mailing list, please email us at askcqf(a)nus.edu.sg<mailto:askcqf@nus.edu.sg> with the word "unsubscribe" as the subject. Thank you. Thank you and we look forward to welcoming you to the event. Best Regards, YONG Xue Ting (Ms) :: Executive, Centre for Quantitative Finance c/o Department of Mathematics:: National University of Singapore :: Blk S16, #04-15, 6 Science Drive 2, Singapore 117546 :: askCQF(a)nus.edu.sg<mailto:askCQF@nus.edu.sg> (E) :: http://cqf.nus.edu.sg/ (W) :: Company Registration No: 200604346E Facebook.com/CQF.NUS<https://www.facebook.com/CQF.NUS> :: LinkedIn/CQF<https://www.linkedin.com/groups/Centre-Quantitative-Finance-NUS-6731082/abo…>

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Pubblicazione bando chiamata professore I fascia SECS-S/06 (fwd)
by Tiziano Vargiolu 02 Mar '16

02 Mar '16

---------- Forwarded message ---------- Date: Tue, 1 Mar 2016 22:13:37 +0100 From: Antonella Basso <basso(a)unive.it> Cari Soci AMASES, vi informo che ? stato pubblicato nella Gazzetta Ufficiale n. 17 del 1 marzo 2016, l'avviso di indizione della procedura selettiva per la copertura di n. 1 posto di professore universitario presso l'Universit? Ca' Foscari Venezia, Dipartimento di Economia, fascia degli ordinari, da coprire mediante chiamata ai sensi dell'art. 18, comma 1, L. 240/2010, settore concorsuale 13/D4 (Metodi matematici dell'economia e delle scienze attuariali e finanziarie), settore scientifico-disciplinare SECS-S/06. Il bando ? consultabile nelle pagine web dell'ateneo Ca' Foscari: http://intra.unive.it/plapps/bandi/common/showcat.pl?categoria=pdp1&descriz… nonch? su: http://bandi.miur.it/ http://ec.europa.eu/euraxess/index.cfm/jobs/index Cordiali saluti Antonella Basso -- Antonella Basso Dipartimento di Economia Universit? 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/nqcontent.cfm?a_id=415&persona=000893

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Assegno di ricerca (fwd)
by Tiziano Vargiolu 02 Mar '16

02 Mar '16

---------- Forwarded message ---------- Date: Tue, 1 Mar 2016 19:04:00 +0100 From: Davide Erminio Pirino <davide.pirino(a)sns.it> To: vargiolu(a)math.unipd.it Subject: Assegno di ricerca Caro Tiziano, ti segnalo un assegno di ricerca presso la Normale finanziato su un progetto SIR di cui io sono il responsabile. Il bando in italiano ed inglese si trova all'url: http://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-progetto-di -ricerca-miur-sir-2014-dal-titolo-%E2%80%9C-new-measure-liquidity%E2%80%9D- codice-rbsi14ddnn Mi faresti un grande piacere se potessi diffonderlo il pi? possibile. Grazie in anticipo per la disponibilit?. Un Saluto, Davide.

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Fwd: Saint-Flour 2016 - registration
by Francesco Caravenna 01 Mar '16

01 Mar '16

> Da: Saint-Flour Summer School <stflour(a)math.univ-bpclermont.fr> > Oggetto: Saint-Flour 2016 - registration > Data: 29 febbraio 2016 17:41:34 GMT+01:00 > A: saintflour(a)math.univ-bpclermont.fr > Rispondi a: Saint-Flour Summer School <stflour(a)math.univ-bpclermont.fr> > > SAINT-FLOUR 2016 - SECOND ANNOUNCEMENT > > Dear colleagues, > > Online registration is now open for the 46th Saint-Flour Probability Summer School (July 3-15) > > This year's lectures are: > > > Paul Bourgade (New York University): > > "Large random matrices, microscopic asymptotics" > > > Francis Comets (Universite Paris 7): > > "Directed polymers in random environments" > > > Scott Sheffield (Massachussets Institute of Technology) and > > Jason Miller (Cambridge University): > > "Universal randomness in 2D" > > > DEADLINE FOR REGISTRATION: APRIL 15 > > IMPORTANT: Registration MAY CLOSE BEFORE that date if the number of applications is too high. > We therefore recommend you not to wait too long. > > The registration forms as well as useful information about the school > can be found on the web pages: > > http://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php (english) > http://recherche.math.univ-bpclermont.fr/stflour/index.php (french) > > Please forward the above information to anyone who might be interested. > > > Best regards, > > The organizing committee > > Christophe Bahadoran, Arnaud Guillin, Laurent Serlet > > stflour(a)math.univ-bpclermont.fr > > Laboratoire de Mathématiques CNRS UMR 6620 > Université Blaise Pascal (Clermont-Ferrand 2) > Campus des Cézeaux > 3, Place Vasarely > TSA 60026 > CS 60026 > 63178 Aubière Cedex (France) > > tel (+33) 4 73 40 70 50 > fax (+33)4 73 40 54 50

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Short Course 2016: "COPULAS FOR HYDROLOGY AND ENVIRONMENTAL SCIENCES"
by Gianfausto SALVADORI 01 Mar '16

01 Mar '16

**************** Dear Colleagues, all interested people (especially PhD and Post-doc students) are kindly invited to attend the following Short Course [details are given below]: "COPULAS FOR HYDROLOGY AND ENVIRONMENTAL SCIENCES" *** PLEASE CIRCULATE THIS MAIL TO ALL INTERESTED PEOPLE: *** the DEADLINE is getting closer and closer. THANKS. _______________________________________________________________ Short Course "COPULAS FOR HYDROLOGY AND ENVIRONMENTAL SCIENCES" @ "Centro Studi Alpino" of the University of Tuscia (Italy) Pieve Tesino (Italy), July 24-30, 2016 The Instructors are top scientists in the fields of Copulas and Environmental Applications. The international event is organized by the INTERNATIONAL COMMISSION ON STATISTICAL HYDROLOGY. For all participants, attendance certificates/credits will be provided. *** SCOPE *** The statistical modeling of natural events frequently involves the modeling of the joint distribution of several random phenomena. Copulas are mathematical objects that are particularly suitable for modeling the multivariate dependence between several continuous random variables, independently of their marginal distributions. This explains why they are more and more often used in hydrology and environmental sciences. With the development of powerful statistical software (such as the R statistical system), a multivariate analysis based on copulas appears increasingly feasible. This one-week short course will focus on the theory and statistical practice of copulas with applications to hydrological problems and related environmental issues. It will also contain an introduction to multivariate extreme-value theory from a copula perspective. Theoretical concepts will be illustrated through the analysis of real-world datasets using the R statistical system. *** VENUE *** "Centro Studi Alpino" of the University of Tuscia (Italy) Pieve Tesino (Italy), July 24-30, 2016 *** WEB SITE *** http://www.stahy.org/Events/2016CopulaShortCourse/tabid/120/Default.aspx ____________________________________________________ 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 (OPEN) "Dependence Modeling" Editorial Board member http://www.degruyter.com/view/j/demo ____________________________________________________

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Annuncio Seminari - M. Gubinelli; M. Coghi.
by Marta Leocata 29 Feb '16

29 Feb '16

Cari tutti, Mercoledì 3 febbraio 2016, alle ore 11:30 presso l'aula Seminari del Dipartimento di Matematica dell'Università di Pisa, il professor Massimiliano Gubinelli (Institute of Applied Mathematics, University of Bonn) terrà un seminario dal titolo: "Weak universality of the stationary KPZ equation". Abstract: I will discuss a notion of solution for the KPZ equation which has been introduced by Jara and Gonçalves (2010) and later improved by Jara and myself (2013) and goes under the name of energy solutions. In a recent work in collaboration with Perkowski we have recently obtained a uniqueness results for energy solutions. Using energy solutions is possible to prove weak universality results for KPZ: namely that a wide class of one dimensional microscopic interacting particle models with weak asymmetry and in non-equilibrium stationary states have large scale fluctuations described by the KPZ equation. A seguire, nella stessa aula il dottor Michele Coghi (Scuola Normale Superiore) terrà un seminario dal titolo: "Mean field limit of interacting filaments and vector valued non linear PDEs". Abstract: Families of N interacting curves are considered, with long range, mean-field type, interaction. A family of curves defines a 1-current, concentrated on the curves, analog of the empirical measure of interacting point particles. This current is proved to converge, as N goes to infinity, to a mean field current, solution of a nonlinear, vector valued, partial differential equation. In the limit, each curve interacts with the mean field current and two different curves have an independence property if they are independent at time zero. This set-up is inspired from vortex filaments in turbulent fluids, although for technical reasons we have to restrict to smooth interaction, instead of the singular Biot-Savart kernel. All these results are based on a careful analysis of a nonlinear flow equation for 1-currents, its relation with the vector valued PDE and the continuous dependence on the initial conditions terrà un seminario dal titolo Tutti gli interessati sono invitati a partecipare.

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Posto di Professore di Statistica all'Universita' di Caen
by giuliano＠dm.unipi.it 26 Feb '16

26 Feb '16

Ricevo e inoltro. Cordiali saluti Rita Giuliano ********************************************************************** Un poste de professeur en 26ème section est mis au concours à l'université de Caen avec comme intitulé Statistique et interactions. https://www.galaxie.enseignementsup-recherche.gouv.fr/ensup/ListesPostesPub… L'objectif de ce recrutement est de renforcer et fédérer les activités existant actuellement autour de la statistique à Caen. La volonté du laboratoire à moyen terme est de développer cette thématique, en particulier en recrutant par la suite autour du nouveau professeur. Toutes les candidatures relevant de la statistique et de ses interactions (info-stats., fouille de données, apprentissage, biostats., probabilités appliquéesŠ) seront considérées. La personne recrutée donnera, entre autres, des cours de statistiques théoriques et appliquées en licence et master, en particulier dans la filière MIASHS. Elle devra s'investir dans la vie du laboratoire et assumer pleinement les responsabilités attendues d'un professeur. Contacts : Mohamed Didi Biha : mohamed.didi-biha(a)unicaen.fr Gilbert Levitt : gilbert.levitt(a)unicaen.fr

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Seminario di Silvia Zuffi presso IMATI-Milano
by Antonella Bodini 25 Feb '16

25 Feb '16

Mercoledi' 2 marzo alle ore 11 presso la sala A dell'Area di Ricerca 1 di Milano, via Corti 12, la Dottoressa Silvia Zuffi (ITC-CNR) terra' il seguente seminario: TITOLO: MAP Inference in Probabilistic Graphical Models ABSTRACT: Molti problemi di interesse scientifico ammettono una rappresentazione mediante modelli probabilistici in cui la probabilita’ congiunta delle variabili aleatorie puo’ essere rappresentata mediante un modello grafico. Tali rappresentazioni sono vantaggiose sia in fase di apprendimento del modello che in fase di inferenza delle variabili date le osservazioni. Metodi di computazione distribuita come l’algoritmo Belief Propagation sono efficacemente applicati in modelli a variabili discrete o che ammettono una discretizzazione dello spazio delle variabili. In caso di problemi ad alta dimensionalita’ e/o con variabili continue, dove una discretizzazione dello spazio non e’ computazionalmente affrontabile, un approccio comune e’ ricorrere a metodi non parametrici, ed eseguire una stima della soluzione a posteriori piu’ probabile. Per problemi ad alta dimensionalita’ tali algoritmi sono dipendenti dall’inizializzazione e possono convergere a singoli massimi locali. Nella presentazione illustrero’ un algoritmo per inferenza della soluzione MAP (maximum-a-posteriori) in modelli grafici probabilistici ad alta dimensionalita’, detto “Diverse Particle Max Product” (DPMP). DPMP a differenza di formulazioni precedenti e’ meno sensibile all’inizializzazione ed in grado di mantenere molteplici ipotesi. (Collaboratori: Jason Pacheco ed Erik Sudderth, Brown University e Michael J. Black, MPI-IS Tuebingen) Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Antonella. -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) *** SI PRENDA NOTA CHE PER LAVORI DI RISTRUTTURAZIONE ATTUALMENTE L'ACCESSO E' DA VIA CORTI 12. *** tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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Copulas for hydrology and environmental sciences
by Giovanni Puccetti 25 Feb '16

25 Feb '16

July 24-30, 2016 University of Tuscia - Centro Studi Alpino - Pieve Tesino (TN), Italy Short Course "Copulas for hydrology and environmental sciences" website: http://www.stahy.org/Events/2016CopulaShortCourse/tabid/120/Default.aspx <http://www.stahy.org/Events/2016CopulaShortCourse/tabid/120/Default.aspx> Application deadline: February 27, 2016

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 23 Feb '16

23 Feb '16

15^th INTERNATIONAL CONFERENCE CREDIT 2016 */New CREDIT SOLUTIONS for THE REAL ECONOMY and their IMPLICATIONS for INVESTORS, FINANCIAL STABILITY and POLICY DESIGN / *Venice, Italy 6 - 7 October 2016 *GRETA Associati *(Venice, Italy), *Research Center SAFE *at Goethe University Frankfurt (Frankfurt, Germany), the *European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on October 6-7, 2016. 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 *fifteenth* of a series dedicated to various aspects of credit risk. The banking industry has traditionally been shaped by the interplay between innovations and regulatory trends. The global and sovereign-debt crisis we have observed from 2007 and the harsher regulatory reaction have impacted on banks capacity and willingness to direct financial flows to the real economy in appropriate amounts. The result has been an extremely feeble, and slow creditless recovery, that not even the pursuit of a historically low interest-rate monetary policy and QE appear so far capable of influencing. The markets reaction to this state of affairs has been to develop alternative or complementary ways to commercial banking to channel funds where needed, that is to households, firms and infrastructure projects. Examples are (i) alternative financing solutions: mini-bonds, SME guarantees, Start-up and Venture Capital/Private Equity, Business Angel financing, payment-by-result bonds, securitization, microfinance and (ii) Digital finance like P2P lending and crowdfunding, The European Commissions with the Capital Market Union project plan to foster the diversification of funding sources for enterprises, in particular SMEs. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * How alternative and digital financing interplay with the standard funding channels? * Are alternative financing and financial innovations socially useful and valuable in solving the problem of supplying quality resources to the most vulnerable, financially deprived (e.g. households; start-ups; young entrepreneurs) and growth-enhancing (e.g. SMEs; infrastructures) sectors of the economy, thereby supporting social inclusion, sustainable growth and employment? * Do alternative and digital financial products and credit innovations offer an attractive risk/reward trade-off to potential investors, be consistent with their ALM requirements, yield expectations, risk appetite and wealth preserving objectives. * What should be the role of the public sector in promoting the emergence and development of alternative financing channels for the real economy? * What is the role of innovative monetary policies (QE) in promoting these alternative and digital financing channels for the real economy? * Do alternative and digital financing channels pose the same or bigger potential threats to financial stability? Should they be covered by adequate supervisory frameworks, or else justifiably expect a more lenient treatment? The Scientific Committee for the Conference consists of: *Loriana Pelizzon *(Ca Foscari University of Venice, SAFE, Goethe University Frankfurt & GRETA,**Programme Chair) *Francesca Campolongo *(JRC Unit Financial and Economic Analysis) *Marco Da Rin *(Tilburg University) *Helmut Kraemer-Eis *(Head EIFs Research & Market Analysis) *Jan Peter Krahnen *(SAFE & Goethe University Frankfurt) *Adair Morse *(Haas School of Business, University of California at Berkeley) *Steven Ongena *(University of Zurich, SFI & CEPR) *Steven Schaefer *(London Business School) CALL FOR PAPERS The final program will include both submitted and invited papers. Acceptances received from invited speakers include *Franklin Allen *(Brevan Howard Centre, Imperial College London), *Thomas Hellman *(Oxford Said Business School) and *Adair Morse *(Haas School of Business, University of California at Berkeley). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. Those wishing to present a paper at the Conference should submit by *May 15, 2016 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *July 15, 2016*. The final version of accepted papers must be received by August 31, 2016. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <file:///mailto:credit@greta.it> Local Organisers: *Davide Alfonsi* (Intesa Sanpaolo), *Monica Billio* (Ca Foscari University of Venice & GRETA), *Andrea Giacomelli* (Knowshape & GRETA), *Pier Luigi Gilibert* (EIF, Luxembourg) and *Domenico Sartore* (Ca Foscari University of Venice & GRETA) IMPORTANT DATES May 15, 2016: Papers submission deadline July 15, 2016: Paper acceptance notification August 31, 2016: Deadline for early registration August 31, 2016: Deadline for sending final version of accepted papers More detailed information available on the Conference website: http://www.greta.it/credit/credit2016/credit2016.htm <file:///http://www.greta.it/credit/credit2016/credit2016.htm> <http://www.greta.it/credit/credit2015/credit2015.htm>

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Seminario FRANCO FLANDOLI @ UniTo
by Federico Polito 23 Feb '16

23 Feb '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* giovedì 3 Marzo 2016 alle ore 15:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. FRANCO FLANDOLI (Dipartimento di Matematica, Università di Pisa) terrà un seminario dal titolo "Commenti teorici ed applicativi su sistemi di particelle e loro limiti al continuo in oncologia matematica e clinica" Sommario: Un problema importante di oncologia clinica consiste nella scelta tra numerosi regimi chemioterapici. Un primo modello matematico che verrà mostrato nel seminario, modello molto semplificato e basato su semplici equazioni differenziali e processi a salto, può essere un prototipo di simulatore dell'efficacia di alcuni regimi. Tra gli altri, due problemi che sorgono in tali modelli semplificati sono la giustificazione delle equazioni usate e la caratterizzazione, magari con incertezza, delle costanti. Il seminario mostrerà allora alcuni ragionamenti che collegano il modello semplificato a modelli più complessi a scala cellulare, creando un ponte tra diverse costanti dei due modelli. Infine, tra gli innumerevoli problemi di rigore matematico originati da questi collegamenti, ne verrà affrontato uno. Esso riguarda la dimostrazione rigorosa che un certo meccanismo proliferativo a scala cellulare origini un determinato termine nonlineare a livello di una classe di equazioni alle derivate parziali che, sempre entro ampi limiti di approssimazione, possono essere utilizzate per descrivere l'evoluzione spazio-temporale di una densità di cellule proliferanti. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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COST Info day - Roma, 4 marzo 2016
by Giulia Rotundo 23 Feb '16

23 Feb '16

Cari utenti Random, segnalo il programma provvisorio del COST Info Day previsto presso il MIUR- via dei Carcani 61, Roma, per il 4 marzo p.v. Tutti gli interessati possono registrarsi utilizzando il Doodle (massimo 80 posti per via della capienza della sala) http://doodle.com/poll/pm5hgp7r4m8fwwgs37v6fyq4/admin#table Cordialmente Giulia Programma provvisorio: 9.30 welcome – Presentation of speakers/agenda - Dr Uccellatore 10.00 What is COST and how does it work? (President of the COST Association) 10.30 What are the COST Actions and how to participate in them? (Dr Lucia Forzi – Science Officer CA) 11.00 How to prepare a successful proposal? (Dr Lucia Forzi - Science Officer CA) 11.30 What is the added value and impact of participating in COST Actions? (Prof. Corona and Dalla Cort) 12.00 National participation in COST Actions, national support measures and nomination procedures (TBD - CNC) 12:15 Question time COST National Coordinator Office Ministero dell'Istruzione, Università e Ricerca DG Coordinamento, promozione e valorizzazione della ricerca Dipartimento per la Formazione Superiore e per la Ricerca Via Carcani n. 61 00153,Roma e-mail: cnc(a)miur.ittel. 06 9772 7549

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Alberto Bressan seminar [ Comp.Science Dept. ; Verona University ; 7th of March, 2016 ]
by Luca di persio 23 Feb '16

23 Feb '16

Prof. Alberto Bressan [ The Pennsylvania State University ], will be hosted by the Computer Science Department of the University of Verona (Strada le Grazie, 15, Verona) the next 7th of March (2016), where he will give the following seminar *Non cooperative Differential Games * scheduled at the *Green Hall*, *starting from 15:45*, with the following *abstract* The theory of noncooperative games provides a mathematical tool to describe interactions between two or more agents with different goals. It has found widespread applications in economics and management science. The first part of this talk will review the basic definitions of Nash and Stackelberg solutions, based on the concept of "best reply". For games in continuous time, equilibrium solutions can be found by studying a particular system of Partial Differential Equations. Within the talk, I shall explain how to derive these PDEs, and what are the main difficulties toward their solution. Some current research directions will be discussed, together with applications. As an example, I shall present a model of optimal debt management, viewed as a noncooperative game between a borrower and a pool of lenders. *Here you can find more details*: http://www.di.univr.it/?ent=seminario&af=2017&ai=2015&gf=15&gi=15&id=3515&i… Do not hesitate to contact me for further infos: luca.dipersio(a)univr.it Best, LuCa __ 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 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686 Questa e-mail è stata inviata da un computer privo di virus protetto da Avast. www.avast.com <https://www.avast.com/sig-email> <#DDB4FAA8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Mini course Yuri Kondratiev [ Dept. Comp.Science ; Verona University ; 1-8 March, 2016 ]
by Luca di persio 23 Feb '16

23 Feb '16

Within the Internationalisation programme of the Master Degree in Mathematics of the University of Verona, Prof. Yuri Kondratiev [ University of Bielefeld ] will give the mini course ” *Statistical dynamics of interacting particle systems* “ with the following *Syllabus* 1. Mathematical framework: configuration space analysis 2. Markov dynamics in the continuum 3. Statistical dynamics and hierarchical chains 4. General birth-and-death models 5. Special classes of birth-and-death processes in the continuum 6. Scaling limits and kinetic equations 7. Spatial logistic model The course consists of 5 lessons that will be held at the Computer Science Department of the University of Verona [ Strada le Grazie 15 - Verona ], according with the following calendar - 1st of March [ Room M, 14:30-16:30 ] - 2nd of March [ Room M, 16:30-19:30 ] - 3rd of March [ Room M, 15:30-18:30 ] - 7th of March [ Room M, 14:30-17:30] - 8th of March [ Room D, 14:30-1730 ] Do not hesitate to contact me for further details: luca.dipersio(a)univr.it Best, LuCa __ 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 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686 Questa e-mail è stata inviata da un computer privo di virus protetto da Avast. www.avast.com <https://www.avast.com/sig-email> <#DDB4FAA8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Riapertura termini bando assegno ricerca "Previsori di instabilità dei mercati finanziari" Firenze
by cecilia mancini 19 Feb '16

19 Feb '16

Sono stati riaperti i termini per inviare la domanda per la partecipazione alla selezione per l'assegno di ricerca "Previsori di instabilità dei mercati finanziari": nel nuovo bando * scadenza 26 febbraio * esplicitata la possibilità di inviare la domanda via PEC, purché PEC personale * eliminata la richiesta di invio di progetto di 7000 parole http://titulus.unifi.it/albo/viewer?view=files%2F002125606-UNFICLE-06cd9b68… Il 03/02/2016 18.46, cecilia mancini ha scritto: > Il Dipartimento di Scienze per l'Economia e per l'Impresa > dell'Università di Firenze ha appena bandito una selezione per > l'ottenimento di un assegno di ricerca, > settore SECS-S/06 > > Titolo: > Previsori di instabilità dei mercati finanziari > > Responsabile Scientifico: Prof. Cecilia Mancini > > scadenza: 19/02/2016 > > link diretto al bando > http://titulus.unifi.it/albo/viewer?view=files%2F002112640-UNFICLE-141ea01b… > > > Per raggiungere l'albo ufficiale dell'ateneo di Firenze: > http://www.unifi.it/vp-9008-albo-ufficiale.html >

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Seminario Dariusz Zawisza 23 febbraio
by Tiziano Vargiolu 19 Feb '16

19 Feb '16

Martedi' 23 febbraio alle 14.00 in aula 2AB/45 del Dipartimento di Matematica, via Trieste 63, Padova Dariusz Zawisza Institute of Mathematics Jagiellonian University in Krakow terra' un seminario dal titolo: "Discounted reward control problems and financial applications" ABSTRACT We consider a discounted reward control problem in continuous time stochastic environment where the discount rate might be an unbounded function of the control process. We provide a set of general assumptions to ensure that there exists a smooth classical solution to the corresponding HJB equation. Moreover, some verification reasoning are provided and the possible extension to dynamic games is discussed. At the end consumption - investment problem is considered together with its robust optimization analogue.

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Piano straordinario RTD-B (fwd)
by Tiziano Vargiolu 19 Feb '16

19 Feb '16

Carissimi, per chi non sapesse ancora... 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 -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Fri, 19 Feb 2016 00:33:04 +0100 From: Antonella Basso <basso(a)unive.it> To: Soci AMASES <amases-soci(a)listserv.unive.it> Subject: [amases-soci] Piano straordinario RTD-B Cari Soci AMASES, al seguente link: http://attiministeriali.miur.it/anno-2016/febbraio/dm-18022016.aspx trovate il Decreto Ministeriale 18 febbraio 2016 n. 78 riguardante il Piano straordinario 2016 per il reclutamento ricercatori di cui all?articolo 24, comma 3, lettera b) della legge 240/2010 (i cosiddetti ricercatori a tempo determinato lettera B). Cordiali saluti Antonella Basso -- Antonella Basso Dipartimento di Economia Universit? 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/nqcontent.cfm?a_id=415&persona=000893

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AP@R international workshop
by Antonio Di Crescenzo 19 Feb '16

19 Feb '16

> >From: Joshua Vincent Ross <joshua.ross(a)adelaide.edu.au> >To: Joshua Vincent Ross <joshua.ross(a)adelaide.edu.au> >Subject: AP@R international workshop > > >Dear Colleague, > >Applied Probability @ The Rock (AP@R) is an >international workshop taking place at Ayers >Rock Resort in central Australia between Monday >17th and Friday 21st April, 2017. It will bring >together leading researchers from around the >world to share recent discoveries and begin new >collaborations. It will also provide an >opportunity to celebrate the 60th birthday of >one of Australia's prominent Applied >Probabilists, Prof. Phil Pollett. > >The workshop aims to showcase the full range of >topics in Applied Probability, and includes >particular themes of "Networks in Queueing and >Telecommunications", "Stochastic Models in >Biology" and "Limits and Approximation". Invited >keynote speakers are Prof. Frank Kelly, Prof. >Ruth Williams, Prof. Andrew Barbour and Prof. >Erik van Doorn. > >For further information, please visit: ><http://www.maths.adelaide.edu.au/APatR/> >http://www.maths.adelaide.edu.au/APatR/. > >Best wishes, >Josh. >__ >Dr Joshua Ross >ARC Future Fellow & > Associate Professor in Applied Mathematics >The University of Adelaide ><http://www.maths.adelaide.edu.au/joshua.ross/>http://www.maths.adelaide.edu.au/joshua.ross/ --

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Seminario di Matematica Applicata - A. Torrente
by Alessandra Micheletti 18 Feb '16

18 Feb '16

Apologies for cross posting --------------------------------- SEMINARIO DI MATEMATICA APPLICATA Giovedi 25 Febbraio 2016, ore 10.30 Aula Rappresentanza, Dipartimento di Matematica (Via Saldini 50, Milano) Robust statistical techniques for the analysis of high dimensional gene expression data Dr. Aurora Torrente Gregorio Millan Institute Escuela Politecnica Superior Universidad Carlos III de Madrid ABSTRACT Microarray and Next Generation Sequencing experiments provide data on the expression level of thousands of genes simultaneously, suggesting several serious challenges in the pre-processing, management and analysis of these high dimensional datasets. In this talk, we will describe some robust statistical tools, based on the concept of functional data depth, which measures the centrality of a function within a sample. These techniques include, for example, the scale curve, as a way to visualise the dispersion of a set of multivariate observations, and supervised classifications techniques, to assign new observations to one of a given set of (known) groups. When these tools make use of the so-called Modified Band Depth, adapted to high-dimensional data, they prove to be very efficient and of low computational cost, specially when a suitable implementation is considered. The use of these techniques will be illustrated on real gene expression data. La S.V. e` cordialmente invitata. ----------------------------------------------------------------------- Home page del seminario: http://www.mat.unimi.it/users/veeser/sma/ Il seminario e` organizzato da: - Dipartimento di Matematica dell'Universita` di Milano, - Scuola di Dottorato in Scienze Matematiche. -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Seminario MARTA PITTAVINO @ UniTo
by Federico Polito 17 Feb '16

17 Feb '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Venerdì 4 Marzo 2016 alle ore 15:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, La Dott.ssa MARTA PITTAVINO (University of Zurich) terrà un seminario dal titolo "Modelling multivariate data with additive Bayesian networks" Abstract: Bayesian networks are a form of graphical model which derives from empirical data a directed acyclic graph describing the dependency structure between random variables. Especially, additive Bayesian networks (ABNs) extend the usual generalized linear models to multiple dependent variables without involving dimension reduction. Existing software for working with ABNs are useful for dealing with these models for heterogeneous applications in systems epidemiology and biology. However, limitations in terms of computation and feasibility can be still open challenges. In this talk, an introduction to ABN model will be provided, together with a description of the R package abn, whereby applications of these models to systems epidemiology and biology are showed. Moreover, a theoretical development will be presented as an initial step to overcome open questions. Specifically, the result of fitting an ABN to a data set is translated into optimizing the likelihood of observing the data under the studied model: the marginal likelihood (ABN network score). A novel conjugate prior distribution for ABNs models is introduced that helps us to address the goodness of fit computation and the posterior parameter estimation. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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Fwd: Associate Professorship of Probability, University of Oxford
by Francesco Caravenna 17 Feb '16

17 Feb '16

Ricevo e inoltro. > UNIVERSITY OF OXFORD > > MATHEMATICAL, PHYSICAL AND LIFE SCIENCES DIVISION > > DEPARTMENT OF STATISTICS in association with Lady Margaret Hall > > > > Associate Professorship of Probability > > The combined University and College salary will be on a scale from £45,066 p.a. (plus substantial additional benefits, including free college housing or a housing allowance of £7,800) > > > > Applications are invited for the 5-year fixed term post of Associate Professor of Probability, to be held in the Department of Statistics, in association with a Fellowship and Tutorship at Lady Margaret Hall, with effect from 1 May 2016 or as soon as possible thereafter. > > > The main duties of the post are to undertake research in probability (broadly interpreted) and to teach both for the department (in lectures, problems classes and project supervision) and for the college (in tutorials). The postholder will also be expected to participate in the administration of the department and the college, and in the pastoral care of the mathematics students at Lady Margaret Hall. > > You will be an outstanding individual with the potential to be a leader in your field. You will have a doctorate in the field of mathematical sciences, or a related subject, and a proven research record of high quality at an international level in the area of probability, as well as the potential to attract research funding. You will have the skills and enthusiasm to teach a wide range of topics in mathematics and statistics, provide supervision of students, and undertake tutorial teaching. You will work at the Department of Statistics, 24–29 St Giles’, Oxford, OX1 3LB and at Lady Margaret Hall, Norham Gardens, Oxford OX2 6QA. > > To apply for this role and for further details, including the job description and selection criteria, please click on the link below: > > https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs… > > > > Queries about this post should be addressed to: Professor Alison Etheridge at etheridg(a)stats.ox.ac.uk or Professor Simon Myers at myers(a)stats.ox.ac.uk. > > The closing date for applications is 12:00 noon (UK time) Wednesday 30th March 2016. > > Interviews are planned for Wednesday 20th April 2016. > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. > > The University is an Equal Opportunities Employer. > >

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International Workshop on Applied Probability, Toronto, June 20-23, 2016
by Antonio Di Crescenzo 16 Feb '16

16 Feb '16

Dear Colleagues, You are cordially invited to attend the Eighth International Workshop on Applied Probability (IWAP2016), which will take place in Toronto, Canada, on June 20-23, 2016. This will mark the first Canadian IWAP, following previous successful IWAPs held in Turkey (2014), Israel (2012), Spain (2010), France (2008), USA (2006), Greece (2004), and Venezuela (2002). The venue of IWAP2016 is located in the heart of vibrant downtown Toronto, and is easily accessible by road, rail, and air. For more details, please visit the conference website <http://iwap2016.com/>http://iwap2016.com . IWAP2016 aims to bring together researchers and scientists engaged in applied probability, covering methodology and applications from diverse fields such as mathematics, statistics, physics, computer science, economics, engineering, biology, chemistry, and social and health sciences. In addition to research presentations, there will be ample networking opportunities throughout the event. Abstracts for contributed presentations will be accepted until April 15, 2016. Research presenters will be invited to submit for journal publication in a special issue of Methodology and Computing in Applied Probability. Should you have any questions regarding IWAP2016, please feel free to contact <mailto:info@iwap2016.com>info(a)iwap2016.com. Yours sincerely, Wendy Lou & Joseph Glaz Co-Chairs of IWAP2016 --

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Avviso seminario_Piet Van Mieghem_25 febbraio_ore 10.00
by Stefano Bonaccorsi 15 Feb '16

15 Feb '16

TIME-VARYING SIS PREVALENCE IN NETWORKS: THEORY AND A NEW APPROXIMATE FORMULA 25 febbraio 2016 *Luogo:* Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari *Ore* 10:00 *Relatore:* - *Piet Van Mieghem** (*TU Delft Olanda*)* *Abstract: * Currently, epidemic spreading processes on networks are popular to model diffusion phenomena in real-world networks. After reviewing some basics about the continuous-time SIS Markov process on networks, we will focus on the prevalence, the average fraction of infected nodes in the network. Based on a recent exact differential equation containing the Laplacian matrix of the underlying graph, the time dependence of the SIS prevalence is first studied and then upper and lower bounded by a new, explicit analytic function of time. Our new approximate formula obeys a Riccati differential equation and bears resemblence to the classical expression in epidemiology of Kermack and McKendrick (1927), but enhanced with graph specific properties, such as the algebraic connectivity, the second smallest eigenvalue of the Laplacian of the graph. A comparison with the N-Interwined Mean-Field Approximation (NIMFA) and simulations of the exact continuous-time Markovian SIS process on a graph exhibit the accuracy and the potential of the new analytic formula. *Referente: *Stefano Bonaccorsi

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SPDE&A 2016 - Levico Terme
by Stefano Bonaccorsi 15 Feb '16

15 Feb '16

Dear Collegues, we are organizing the 10th edition of the Conference *Stochastic Partial Differential Equations and Applications* In Levico Terme (Trento, Italy) from May 31 to June 4, 2016. Our aim is to put together young researchers and well-known mathematicians active in the field in a stimulating environment, in order to explore current research trends, propose new developments and discuss open problems. The list of main speakers includes Freddy Bouchet, École Normale Supérieure de Lyon Dan Crisan, Imperial College London Tadahisa Funaki, University of Tokyo Massimiliano Gubinelli, Hausdorff Center for Mathematics, Bonn Giovanni Jona-Lasinio, Università di Roma La Sapienza J.C. Mattingly, Duke University (tbc) Felix Otto, Max Planck Institute for Mathematics in the Sciences, Leipzig Laure Saint-Raymond, École Normale Supérieure, Paris Armen Shirikyan, University of Cergy-Pontoise Panagiotis E. Souganidis, University of Chicago Lorenzo Zambotti, Université Paris 6 – Pierre et Marie Curie For all details, please refer to the conference web page: https://sites.google.com/site/levico2016/ The conference will be held at Bellavista Relax Hotel in Levico Terme (Trento, Italy). No registration fee is required to attend the conference; however, no contribution for travel or lodging is available. For further information please contact: Mr. A. Micheletti Secretary of CIRM Fondazione Bruno Kessler Via Sommarive 14 - Povo I-38123 Trento, Italy e-mail: augusto.micheletti(a)unitn.it The organizing Committee: Franco Flandoli (Università di Pisa) Arnaud Debussche (ENS Cachan Bretagne) Michael Röckner (Bielefeld) Stefano Bonaccorsi (Università di Trento).

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Prof. Youri Davydov (Lille 1) PhD Lectures on Probability and Stochastic Processes
by Francesca Greselin 13 Feb '16

13 Feb '16

Nei giorni 16-17-18-19 febbraio 2016, dalle ore 9 alle 12, presso l'aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano-Bicocca, il prof. Youri Davydov del Laboratoire Painlevé, dell'Universitè Lille 1, terrà un corso su "Probability (II parte)" e nella settimana successiva (giorni 22-23-24 e 25 febbraio), continuerà con "Stochastic Processes" I corsi si svolgono nell'ambito del programma di internazionalizzazione del Dottorato in Statistics and Financial Mathematics ed è indirizzato a studenti, dottorandi e giovani ricercatori di Statistica, Matematica, e Finanza. La partecipazione è gratuita ma per motivi organizzativi vi chiediamo di iscrivervi mandando una email a nicoletta.alghisi(a)unimib.it. Di seguito il syllabus. PHD Lectures on Probability (II) and Stochastic Processes Prof. Youri Davydov Laboratoire Painlevé - Université Lille 1 Syllabus Probability (II) • Characteristic function • Independence of random variables • Convergence of random variables • Convergence of distributions • Central Limit Theorem • Markov Chains (or Conditional expectations and probabilities). References 1. Shiryaev, A. N. (1996). Probability. Graduate Texts in Mathematics #95. 2. Jacod, J., & Protter, P. E. (2003). Probability essentials. Springer Science & Business Media. Stochastic processes • Definitions and general notions • Examples • Processes with independent increments • Stationary processes • Gaussian processes • Martingales. References 1. Gikhman, I. I., & Skorokhod, A. V. (1969). Introduction to the theory of random processes. Philadelphia: WB Saunders. 2. Lamperti, J. (2012). Stochastic processes: a survey of the mathematical theory (Vol. 23). Springer Science & Business Media. 3. Resnick, S. I. (1992). Adventures in Stochastic Processes, Birkhauser, Boston. Cordiali saluti Francesca Greselin Department of Statistics and Quantitative Methods

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assegno di ricerca a Pisa
by Marco Romito 12 Feb '16

12 Feb '16

Alla pagina https://www.unipi.it/ateneo/bandi/assegni/pra2016/matematica/14mar2016/inde… è stato pubblicato un bando (disponibile in italiano e inglese) per un assegno di ricerca annuale presso il dipartimento di Matematica dell'università di Pisa con scadenza il 14 marzo 2016 su ``Studio di fenomeni singolari in problemi deterministici e stocastici'' Per ulteriori informazioni: Marco Romito romito(a)dm.unipi.it A call for a one-year ``assegno di ricerca'' is open, with deadline March 14, 2016, at the department of Mathematics, Pisa university, on ``Analysis of singular phenomena in deterministic and stochastic problems'' The details of the call (english and italian versions available) can be found at https://www.unipi.it/ateneo/bandi/assegni/pra2016/matematica/14mar2016/inde… For further information: Marco Romito romito(a)dm.unipi.it

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Assistant Professor position - Statistics - Operations Research
by Antonio Di Crescenzo 12 Feb '16

12 Feb '16

Assistant Professor position (tenure track) in the Department of Statistics, Universidad Carlos III de Madrid The Department of Statistics of Universidad Carlos III de Madrid has one opening for Full-Time Tenure-Track Assistant Professor, to teach courses in English and Spanish, starting September 1st, 2016. Potential candidates must have a Ph.D. and verifiable research experience in at least one of the following fields: - Statistics - Operations Research The position is offered for a one year period, renewable in accordance with the Department´s promotional criteria available on the website. Estimated Salary: 32.335 euros gross per year divided into 14 payments. Deadline for applications: March 15, 2016. For more information about Universidad Carlos III de Madrid and the Department of Statistics, you can visit the web page http://www.est.uc3m.es. All qualified candidates are encouraged to apply. The Universidad Carlos III de Madrid encourages applications from all qualified individuals and people with disabilities. Applicants must have valid documentation to work in Spain before starting. Interested candidates should send via email a statement of interest including the objectives to be achieved in the position and the curriculum vitae. Also the candidates should ask two referees to send letters of reference by March 15 to the following address: Departamento de Estadística Personal de Administración y Servicios Francisco García Saavedra E- Mail: fgs(a)pa.uc3m.es The Department could invite candidates from a short list to present a Research Seminar as part of the selection process during April. --

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Assistant Professor Position - Econometrics
by Antonio Di Crescenzo 12 Feb '16

12 Feb '16

Assistant Professor Position in the Department of Statistics at the University Carlos III of Madrid The Department of Statistics of Universidad Carlos III de Madrid is offering a full time Assistant Professor position, with teaching in Econometrics or/and Statistics in English or Spanish in the Campus de Getafe, starting from 1st September 2016. The candidates should possess a PhD and research experience in the field of: - Econometrics The contract is for one year, renewable to a second. Salary: 21.962 euros gross per year divided into 14 payments. Deadline for applications: March 15, 2016. For more information about Universidad Carlos III de Madrid and the Department of Statistics, you can visit the web page http://www.est.uc3m.es. All qualified candidates are encouraged to apply. The Universidad Carlos III de Madrid encourages applications from all qualified individuals and people with disabilities. Applicants must have valid documentation to work in Spain before starting. Interested candidates should send via email a statement of interest including the objectives to be achieved in the position and the curriculum vitae. Also the candidates should ask two referees to send letters of reference by March 15 to the following address: Departamento de Estadística Personal de Administración y Servicios Francisco García Saavedra E- Mail: fgs(a)pa.uc3m.es The Department of Statistics will ask preselected candidates to visit the Department and give a research seminar or for a telephone interview during April. --

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Fwd: [World] PhD positions at Utrecht University
by Gustavo Posta 11 Feb '16

11 Feb '16

Begin forwarded message: > > VACANCY: PhD positions in Random Graphs and Percolation. > > Fully funded PhD positions are available at the Department of > Mathematics of the University of Utrecht, to work on random graphs and > percolation theory under the direction of Dr. Tobias Müller. The > positions are funded by an NWO VIDI project on geometric random graphs > and related percolation models. > > The positions are for four years and offer competitive salary and > benefits. They carry a modest teaching load which, in the case of > foreign applicants, can be performed in English. One position is > available immediately, but starting dates are negotiable as long as > they are within the next calender year. > > Utrecht is a lively, picturesque city in the center of the > Netherlands, with excellent train connections to the rest of the > country and to Europe (train trips to Amsterdam take 20 minutes and 25 > minutes to Schiphol Airport). > > REQUIREMENTS: Candidates should have completed a Masters degree in > Mathematics or a related discipline by the time they start the > position. A strong background in probability theory and discrete > mathematics is advantageous, but mathematical maturity and motivation > are more important. > > APPLICATION DEADLINE: For full consideration, please apply on or > before 9 March 2016. Reviewing of applications will commence on 9 > March 2016, but we accept applications until all positions are filled. > > HOW TO APPLY: Please send the following material to t.muller(a)uu.nl: > > 1. A cover letter including an explanation why you consider pursuing a > Ph.D. in the area of random graph theory and percolation theory; > 2. An up-to-date curriculum vitae; > 3. A list of all courses taken for your bachelor's and master's > degrees together with grades and explanations of the grades; > 4. If available, a copy of the Bachelor thesis and Master thesis; > 5. The names and contact details of two academic referees, one of > which should you be your master thesis supervisor. Please make sure > that they also send their confidential reference letters directly to > t.muller(a)uu.nl to arrive by the deadline. > > GENERAL INFORMATION: You will be offered a full-time position for four > years. The gross monthly salary will amount to EUR 2.146,- in the > first year to EUR 2.744,- in the fourth year (P-scale of the > Collective Labour Agreement Dutch Universities). It is supplemented > with a holiday bonus of 8% and an end-of-year bonus of 8,3% per year. > In addition Utrecht University offers a pension scheme and a partially > paid parental leave. > > INQUIRIES: If you have any questions, please send an e-mail to Tobias > Müller, t.muller(a)uu.nl. > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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PhD positions in Utrecht
by Tobias Mueller 11 Feb '16

11 Feb '16

VACANCY: PhD positions in Random Graphs and Percolation. Fully funded PhD positions are available at the Department of Mathematics of the University of Utrecht, to work on random graphs and percolation theory under the direction of Dr. Tobias Müller. The positions are funded by an NWO VIDI project on geometric random graphs and related percolation models. The positions are for four years and offer competitive salary and benefits. They carry a modest teaching load which, in the case of foreign applicants, can be performed in English. One position is available immediately, but starting dates are negotiable as long as they are within the next calender year. Utrecht is a lively, picturesque city in the center of the Netherlands, with excellent train connections to the rest of the country and to Europe (train trips to Amsterdam take 20 minutes and 25 minutes to Schiphol Airport). REQUIREMENTS: Candidates should have completed a Masters degree in Mathematics or a related discipline by the time they start the position. A strong background in probability theory and discrete mathematics is advantageous, but mathematical maturity and motivation are more important. APPLICATION DEADLINE: For full consideration, please apply on or before 9 March 2016. Reviewing of applications will commence on 9 March 2016, but we accept applications until all positions are filled. HOW TO APPLY: Please send the following material to t.muller(a)uu.nl: 1. A cover letter including an explanation why you consider pursuing a Ph.D. in the area of random graph theory and percolation theory; 2. An up-to-date curriculum vitae; 3. A list of all courses taken for your bachelor's and master's degrees together with grades and explanations of the grades; 4. If available, a copy of the Bachelor thesis and Master thesis; 5. The names and contact details of two academic referees, one of which should you be your master thesis supervisor. Please make sure that they also send their confidential reference letters directly to t.muller(a)uu.nl to arrive by the deadline. GENERAL INFORMATION: You will be offered a full-time position for four years. The gross monthly salary will amount to EUR 2.146,- in the first year to EUR 2.744,- in the fourth year (P-scale of the Collective Labour Agreement Dutch Universities). It is supplemented with a holiday bonus of 8% and an end-of-year bonus of 8,3% per year. In addition Utrecht University offers a pension scheme and a partially paid parental leave. INQUIRIES: If you have any questions, please send an e-mail to Tobias Müller, t.muller(a)uu.nl.

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Pomeriggio Seminari Dipartimento di Matematica UniTo
by Roberta Sirovich 11 Feb '16

11 Feb '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Martedì 16 Febbraio 2016 alle ore 14:30 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il pomeriggio di seminari *"Neurons, Muscles, Brain-Computer Interfaces: Mathematics helps Biology and Medicine"* Programma: - ore 14:30-15:20 *Enrica Pirozzi *(Universita' di Napoli) "Stochastic neuronal modeling by Gauss-Markov processes". - ore 15:20-16:10 *Tatyana Aksenova* (Cea-Clinatec, Grenoble) "Tensor based decoding of brain neuronal activity for Brain Computer Interface project in CLINATEC". - 16:10-16:30 intervallo. - 16:30-17:20 *Giuseppe D'Onofrio* (Università di Napoli) "Two-boundary first exit time of Gauss-Markov processes for biological modeling". In allegato gli abstract dei seminari. Tutti gli interessati sono invitati a partecipare. r. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Pomeriggio Seminari Dipartimento di Matematica UniTo
by Roberta Sirovich 11 Feb '16

11 Feb '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Martedì 16 Febbraio 2016 alle ore 14:30 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il pomeriggio di seminari *"Neurons, Muscles, Brain-Computer Interfaces: Mathematics helps Biology and Medicine"* Programma: - ore 14:30-15:20 *Enrica Pirozzi *(Universita' di Napoli) "Stochastic neuronal modeling by Gauss-Markov processes". - ore 15:20-16:10 *Tatyana Aksenova* (Cea-Clinatec, Grenoble) "Tensor based decoding of brain neuronal activity for Brain Computer Interface project in CLINATEC". - 16:10-16:30 intervallo. - 16:30-17:20 *Giuseppe D'Onofrio* (Università di Napoli) "Two-boundary first exit time of Gauss-Markov processes for biological modeling". In allegato gli abstract dei seminari. Tutti gli interessati sono invitati a partecipare. r. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Conference in Vienna (fwd)
by Tiziano Vargiolu 04 Feb '16

04 Feb '16

---------- Forwarded message ---------- Date: Thu, 4 Feb 2016 13:35:00 +0000 From: Fred Espen Benth <fredb(a)math.uio.no> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Conference in Vienna Dear Tiziano, could you please post this announcement and invitation to the "Conference on the Mathematics of Energy Markets" on your email list? You are all welcome to participate in the "Conference on the Mathematics of Energy Markets", taking place at the Wolfgang Pauli Institute in Vienna from July 5-July-7, 2016. There will be plenary and contributed talks, along with a pre-conference intensive course on July 4, 2016. Please visit http://www.mn.uio.no/math/english/research/groups/store/events/conferences/… for more information, including list of plenary speakers and information about the venue and how to register. On behalf of the organizing committee, Fred Espen Benth (University of Oslo)

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Seminario RIOS
by Elena Villa 04 Feb '16

04 Feb '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. ******************************************* A v v i s o d i S e m i n a r i o ******************************************* *Martedì 9 Febbraio 2016*,*ore 15:30 precise* Aula Dottorato, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano il Professor *Paulo R. Rios*(Universidade Federal Fluminense, Volta Redonda, Rio de Janeiro, Brazil) terrà un seminario dal titolo *PROBABILISTIC COMPUTER SIMULATION OF MARTENSITE* ABSTRACT: In bulk polycrystalline materials, the first nucleation event of a martensite plate within a single grain may induce transformation in one or more neighboring grains, resulting in a cluster of partially transformed grains: 'the spread event'. The collection of these single spread events can be defined as the 'spread' or 'martensite spread'. First, in this paper, martensite spreads are analyzed to estimate the mean number of partially transformed grains in a single spread event. Secondly, taking the quantitative knowledge gained from this analysis as a starting point, a computer simulation of the martensite spread is proposed. This computer simulation is carried out in a 3-d network of space-filling grains represented as Kelvin polyhedra and is based on a probabilistic approach. The experimental and simulation results are presented, compared and discussed. We conclude that the probabilistic computer simulation of martensite spread could successfully describe important quantitative aspects of martensite spread Tutti gli interessati sono invitati a partecipare. Saluti Elena Villa -- ******************************************* Elena Villa Dipartimento di Matematica, Universita' degli Studi di Milano via C.Saldini 50, 20133 Milano, Italy Phone: +39 0250316132 - Fax: +39 0250316090 Web-page: http://users.mat.unimi.it/~villa

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PhD course on Lévy processes in Bicocca
by Fabio Bellini 04 Feb '16

04 Feb '16

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seminar announcement (correction)
by Marco Scarsini 03 Feb '16

03 Feb '16

Sorry, the previous announcement had a wrong date Tuesday, February 9, 2016 from 12:00 to 13:00 LUISS room 207 Viale Romania 32 00197 Roma Speaker Roberto Cominetti (Universidad Adolfo Ibañez) Title "Risk measures and shortest paths in network games" ABSTRACT: We consider network congestion games with risk-averse players. We review some recent proposals for computing risk-sensitive optimal paths, starting from the simplest Markowitz approach based on mean-stdev optimization. This approach presents some significant drawbacks in terms of its computational complexity, lack of monotonicity, as well as a dynamic inconsistency phenomenon which arises when one re-evaluates an optimal path along the way. This inconsistency also affects other popular measures of risk such as VaR, CVaR, and semi-deviations. As a matter of fact, under minimal conditions, we show that the only risk measures that are dynamically consistent are the so-called "entropic risk measures". With these measures, and assuming that link travel times are independent, a risk-sensitive optimal path reduces to a standard shortest path problem which can be solved efficiently. This extends directly to equilibrium situations where the network is used concurrently by many players. However, link travel time correlations are to be expected in game situations, which gives rise to a number of issues and questions that will be pointed out during the talk. This talk is based on joint work with Alfredo Torrico. The list of seminars can be found at http://economiaefinanza.luiss.it/en/events ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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seminar announcement
by Marco Scarsini 03 Feb '16

03 Feb '16

Tuesday, February 8, 2016 from 12:00 to 13:00 LUISS room 207 Viale Romania 32 00197 Roma Speaker Roberto Cominetti (Universidad Adolfo Ibañez) Title "Risk measures and shortest paths in network games" ABSTRACT: We consider network congestion games with risk-averse players. We review some recent proposals for computing risk-sensitive optimal paths, starting from the simplest Markowitz approach based on mean-stdev optimization. This approach presents some significant drawbacks in terms of its computational complexity, lack of monotonicity, as well as a dynamic inconsistency phenomenon which arises when one re-evaluates an optimal path along the way. This inconsistency also affects other popular measures of risk such as VaR, CVaR, and semi-deviations. As a matter of fact, under minimal conditions, we show that the only risk measures that are dynamically consistent are the so-called "entropic risk measures". With these measures, and assuming that link travel times are independent, a risk-sensitive optimal path reduces to a standard shortest path problem which can be solved efficiently. This extends directly to equilibrium situations where the network is used concurrently by many players. However, link travel time correlations are to be expected in game situations, which gives rise to a number of issues and questions that will be pointed out during the talk. This talk is based on joint work with Alfredo Torrico. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Bando RTDA SECS-P05 Firenze Scadenza 18/02 (fwd)
by Tiziano Vargiolu 03 Feb '16

03 Feb '16

---------- Forwarded message ---------- Date: Wed, 3 Feb 2016 17:26:02 +0100 From: Giampiero M. Gallo <gallog(a)disia.unifi.it> To: vargiolu(a)math.unipd.it Subject: Bando RTDA SECS-P05 Firenze Scadenza 18/02 Con preghiera di diffusione Car* collegh* Vi giro la mail dell'amministrazione di UNIFI con la quale si d?notizia della pubblicazione del bando di varie procedure di selezione tra le quali una per RTDA in Econometria presso il nostro dipartimento con scadenza 18 febbraio. Se poteste far circolare fra le vostre reti, ci fareste cosa gradita. Saluti a tutt* Giampiero > > > Gentilissimi, > > vi informiamo che sull?Albo di Ateneo ? stato pubblicato il decreto rettorale n. 1704 del 29 dicembre 2015 (Avviso pubblicato in G.U. - 4?Serie Speciale ? Concorsi ed esami, n. 5 del 19 gennaio 2016): bando di indizione delle procedure selettive di cui all'oggetto, reperibile alla pagina: http://www.unifi.it/vp-9901-selezioni-in-corso.html > > La scadenza per la presentazione delle domande ? il 18 febbraio 2016. > > Cordiali saluti, > > Adele Torchia > > -- > Adele Torchia > AREA RISORSE UMANE > Unit? di Processo ?Amministrazione del Personale Docente? > Tel. 055/2757307 > Fax 055/2756346 > > > > > > > -- > -------------------------------------------------------------------- > Giampiero M. Gallo > Professor of Econometrics > Dipartimento di Statistica, Informatica, Applicazioni (DiSIA) 'G.Parenti' > Universit? di Firenze > Viale GB Morgagni, 59 > 50134 Firenze - Italy > +39 055 2751 591 > +39 055 4223 560 (FAX) > http://unifi.academia.edu/GiampieroMGallo > www.disia.unifi.it/fedra > http://econpapers.repec.org/RAS/pga48.htm

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Fwd: Bando assegno SECS-S/06 UNIFI
by Tiziano Vargiolu 03 Feb '16

03 Feb '16

-------- Messaggio Inoltrato -------- Oggetto: Bando assegno SECS-S/06 UNIFI Data: Wed, 03 Feb 2016 14:42:33 +0100 Mittente: Maria Elvira Mancino <mariaelvira.mancino(a)unifi.it> Organizzazione: Universita' degli Studi di Firenze bando per un assegno di ricerca presso UNIFI, visibile sull'albo on line di Ateneo (www.unifi.it) Questo il link diretto http://www.unifi.it/vp-9008-albo-ufficiale.html Cari saluti Mavira

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Fwd: Summer school/Conference on Lévy processes - Lille/Angers
by Francesco Caravenna 03 Feb '16

03 Feb '16

Ricevo e inoltro. > Da: ICLP8 <iclp8(a)listes.math.cnrs.fr> > Oggetto: Summer school/Conference on Lévy processes - Lille/Angers > Data: 02 febbraio 2016 18:57:19 GMT+01:00 > > Dear colleagues, > > The summer school and the 8th Conference on Lévy Processes will take place respectively at the University of Lille, > 18-22 July 2016 and in Angers, 25-29 July 2016. > > Registration for both events is open until April, 30th. Those planning to come, please go to http://levy2016.math.cnrs.fr > and fill the registration form. > > We thank you in advance for passing this announcement forward. > > We look forward to meeting you in Lille and/or Angers, > The Organizing Committee.

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Tirocini formativi e di orientamento per neolaureati - Scadenza 15 Febbraio 2016
by Maurizio Ceseri 02 Feb '16

02 Feb '16

Si segnala che è stata attivata una selezione per tre tirocini formativi e di orientamento retribuiti da svolgersi presso l'Istituto per le Applicazioni del Calcolo "Mauro Picone" del Consiglio Nazionale delle Ricerche, nell'ambito del progetto Sportello Matematico per l'Industria Italiana. Di seguito, una sintetica descrizione della posizione. Maggiori informazioni e tutti i dettagli per presentare la domanda possono essere trovate al seguente link http://www.sportellomatematico.it/SMII/tirocini-2016/ ------------------------------------------------------------------------------------------------------ *L'obiettivo del Tirocinio* è di formare la figura professionale del *Traduttore Tecnologico* nell'ambito della Matematica Industriale, in grado di facilitare la comunicazione tra imprese e centri di ricerca. *Il bando è rivolto a* giovani con una Laurea Specialistica o Magistrale in una delle seguenti discipline: Matematica, Statistica, Fisica, Ingegneria, Scienze Informatiche ed Economia. *Il Tirocinio prevede* un rimborso mensile di *700 Euro* e ha una durata di *6 mesi*. *Per partecipare alla selezione*, è necessario inviare domanda di partecipazione all'Istituto per le Applicazioni del Calcolo “M. Picone” esclusivamente tramite Posta Elettronica Certificata (PEC) all'indirizzo: protocollo.iac(a)pec.cnr.it, entro il 15 Febbraio 2016. Alla domanda deve essere allegato un *curriculum vitae* in formato PDF. *La selezione* dei candidati avverrà il *17 Febbraio 2016 alle ore 10:00* presso l'Istituto per le Applicazioni del Calcolo “M. Picone”, via dei Taurini 19, Roma, che sarà anche la sede del tirocinio formativo. Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649270969 Website: sportellomatematico.it

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Seminario Andrea Cosso a Milano-Bicocca
by federica.masiero＠unimib.it 02 Feb '16

02 Feb '16

Il giorno 10 Febbraio, alle ore 10.30, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, via Cozzi, 55, Edificio U5, aula 2109 (secondo piano), il Dott. Andrea Cosso, Politecnico di Milano, terrà un seminario dal titolo "Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems" Abstract: In the present talk we introduce a general methodology, which we refer to as the randomization method, firstly developed for classical Markovian control problem in the paper: I. Kharroubi and H. Pham "Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE", Ann. Probab., 2015. As it is well-known, the dynamic programming method is the standard methodology implemented for the study of classical Markovian control problems, which allows to relate the value function to the Hamilton-Jacobi-Bellman equation through the so-called dynamic programming principle. The key feature of the dynamic programming method is that the knowledge of the value function allows, at least in principle, to find an optimal control for the problem. This very powerful and well-known methodology breaks down (in the sense that it can not be directly implemented in a standard way) when we face control problems which present the following additional features: partial observation, path-dependence, delay in the control. On the other hand, the randomization method can be quite easily generalized and adapted to these more general control problems. The aim of the talk is to illustrate this latter point, starting with the presentation of the fundamental ideas of the randomization method. The talk is based on a joint work in progress with E. Bandini, M. Fuhrman, H. Pham. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Federica Masiero

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seminario Johanna Ziegel in Bicocca
by fabio.bellini 01 Feb '16

01 Feb '16

Il giorno lunedì 8 febbraio alle ore 16.00 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi, al quarto piano dell'edificio U7, la prof. J. Ziegel della Università di Berna terrà un seminario su "How is elicitability relevant for backtesting?" Abstract e riferimenti bibliografici in allegato. Tutti gli interessati sono invitati a partecipare. Fabio Bellini

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Tristissima notizia
by Nappo, Giovanna 31 Jan '16

31 Jan '16

Con profondo cordoglio vi annuncio la scomparsa di Enza Orlandi. Enza Orlandi ha lavorato presso il Dipartimento di Matematica dell'Università di Roma, La Sapienza, dal 1981 al 1992, successivamente all'Università dell'Aquila fino al 1995, ed infine all'Università di Roma Tre, sempre apprezzata per il suo rigore e il suo impegno. La sua attività scientifica si concentrata principalmente sugli aspetti probabilistici della Fisica Matematica. I suoi numerosi lavori sono apprezzati a livello internazionale, e ha avuto collaborazioni scientifiche di altissimo livello. Recentemente il suo impegno era stato riconosciuto in modo ufficiale anche in Italia: era infatti risultata idonea sia come Professore Ordinario di Probabilità che di Fisica Matematica. Martedì 2 Febbraio dalle 10.00 alle 10.30 si terra’ una cerimonia informale presso il Tempietto Egizio, Cimitero del Verano, Roma, per darle un ultimo saluto. Giovanna Nappo

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Salzburg workshop on Dependence Models and Copulas
by Durante Fabrizio 31 Jan '16

31 Jan '16

The Salzburg workshop on Dependence Models and Copulas will take place September 19-21, 2016, in Salzburg (Austria) and feature the following plenary speakers: Irène Gijbels (Katholieke Universiteit Leuven, BE) Erich Peter Klement (JKU Linz, AT) Roger B. Nelsen (Lewis & Clark College, Portland, US) Ludger Rüschendorf (Albert-Ludwig-Universität Freiburg, DE) Matthias Scherer (Technische Universität München, DE) Aiming to provide a meeting point for researchers working in the field of Dependence Modeling and Copulas the workshop welcomes both, contributions with a theoretical focus as well as contributions concentrating on applied aspects. In order to stimulate the discussion of new results, ideas and applications there will be no parallel sessions, implying that only a limited number of presentations can be accepted. Fees will be kept at a minimum: 140 € for regular participants, 80 € for PhD Students (including lunches, coffee breaks and conference dinner). Dependence Modeling (De Gruyter Open) will publish a special issue related to the workshop with planned appearance in April 2017. Papers from corresponding authors taking part in the workshop will have publication charges completely waived for submissions to this special issue. To propose and organize a special session at the workshop please send a short email to sessions(a)dmc-salzburg.at<mailto:sessions@dmc-salzburg.at> - special session proposal deadline is February 15, 2016. Abstracts of about 150 words should be emailed to abstracts(a)dmc-salzburg.at<mailto:abstracts@dmc-salzburg.at> before March 15, 2016. All relevant info can be found on the workshop homepage www.dmc-salzburg.at<http://www.dmc-salzburg.at/> We are looking forward to welcome you in Salzburg Fabrizio Durante & Wolfgang Trutschnig

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Avviso seminario
by demattei＠student.dm.unipi.it 29 Jan '16

29 Jan '16

Cari tutti, Mercoledì 3 febbraio 2016, alle ore 11:30 nell'aula Seminari del Dipartimento di Matematica dell'Università di Pisa, il professor Vincenzo Capasso ADAMSS (Advanced Applied Mathematical and Statistical Sciences) Universitá degli Studi di Milano terrà un seminario dal titolo: Modelli matematici per l'angiogenesi tumorale Sommario. Nella modellazione matematica della angiogenesi tumorale, il forte accoppiamento tra i processi stocastici di diramazione-elongazione-morte di vasi, e i campi biochimici dovuti alla massa tumorale, é causa di forte complessitá dal punto di vista sia analitico che computazionale. Al fine di ridurre tale complessitá, si cerca di rendere completamente deterministiche le equazioni di evoluzione dei campi, sostituendo in esse i termini stocastici derivanti dalla evoluzione delle rete di vasi, con una loro approssimazione di campo medio. In tal modo i parametri cinetici dei processi (stocastici) di formazione della rete divengono deterministici. Purtroppo a causa della anastomosi, non é possibile garantire le condizioni di applicabilitá tipiche della propagazione del caos, che quindi viene messa in discussione. Una possibile derivazione di equazioni di evoluzione deterministiche per i campi fa ricorso alla media su molte repliche dei processi coinvolti, secondo leggi classiche dei grandi numeri. Simulazioni numeriche incoraggiano l'adozione di questo approccio. Tutti gli interessati sono invitati a partecipare. Valeria De Mattei

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Avviso di seminario
by Marco Scarsini 28 Jan '16

28 Jan '16

February 2nd from 12:00 to 13:00 room 207 Viale Romania 32 00197 Roma Speaker Pierpaolo Brutti (Sapienza Università di Roma) Title A (bittersweet) topological data analysis aperitif Abstract In recent years the statistical analysis of topological signatures computable from a possibly high-dimensional point cloud has attracted increasing attention from a theoretical as well as applied point of view. In this talk I will informally review the basic techniques and main inferential results available in the TDA toolkit showing them in action (...with their pros-&-cons...) on two classification problems related to activity tracking tasks (joint with Tullia Padellini). ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [World] Postdoc position at University Paris 13 in Combinatorics, probability, dynamical systems
by Gustavo Posta 27 Jan '16

27 Jan '16

Begin forwarded message: > One-year Postdoc position at University Paris 13 > in Combinatorics, probability, dynamical systems and application to > statistical physics or mathematical physics. > > > A one-year postdoc position in combinatorics, probability, dynamical > systems and application to statistical physics or mathematical physics > is available at the University Paris 13. The position is within the > framework of the axis 3 (mathematical physics, statistical physics, > combinatorics) of the mathStic pole that groups members of the LIPN > (Calin team) and of the LAGA (Probability et Statistics team, Ergodic > theory and dynamical systems team, and algebraic topology team) and > deals with discrete random structures coming from theoretical computer > science, probability, dynamical systems, statistical physics or > mathematical physics. > > Anyone with research interests close to one of the topic above is > welcome to apply. Applicants should have a PhD at the starting date of > the post-doc. > > The successful candidate will be appointed by University Paris 13, > will join LIPN or LAGA (University Paris 13). The position will begin > before October 2016. > > Applications, including CV, list of publications, research plan and > the names of two references including email addresses, should be sent > before Febuary, 15 to > Frederique Bassino Frederique.Bassino(a)lipn.univ-paris13.fr > Yueyun HU <yueyun(a)math.univ-paris13.fr> > > Later applications will be considered until the position is filled. > > For further information do not hesitate to contact us. > > > -- > Frederique Bassino > > LIPN UMR 7030 Tel: +33 1 49 40 40 84 > Universite Paris 13 - CNRS Institut Galilee Bureau A104 > 99, avenue J.-B. Clement > 93430 Villetaneuse - FRANCE

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seminario di Ivan Bardet (Université Lyon 1) a Pavia
by Carbone Raffaella 27 Jan '16

27 Jan '16

Cari colleghi, vi annuncio che martedì 2 febbraio, alle ore 11:30 precise, nell'aula Beltrami del Dipartimento di Matematica dell'Universita' di Pavia, il Dott. Ivan Bardet (Université Lyon 1) terrà un seminario dal titolo Classical and Quantum parts of the dynamics in Open Quantum System, di cui segue il sunto. Distinti saluti, Raffaella Carbone Abstract: Since the work of Heisenberg it is known that for microscopic systems, the algebra of observables has to be replaced by a non-commutative algebra. This observation subsequently led to von Neumann formulation of quantum mechanics, in which von Neumann algebras have a central role. After recalling their definition and first properties, I will show how they can be helpful when dealing with the following specific problem: when can a quantum open system be modeled by a classical stochastic equation (instead of a quantum one). -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Workshop on SPDE and Interacting Particle Systems
by Enrico Priola 26 Jan '16

26 Jan '16

---------- Forwarded message --------- From: Hendrik Weber <hendrik.weber(a)warwick.ac.uk> Date: Fri, 22 Jan 2016 at 16:57 Subject: maths-staff: Workshop on SPDE and Interacting Particle Systems To: <maths-staff(a)listserv.csv.warwick.ac.uk>, <probability(a)warwick.ac.uk> Dear all, Martin and I are organising a workshop entitled "Probabilistic models - from discrete to continuous” in Warwick from March 29 to April 02 2016. The aim is to bring together researchers from Stochastic Analysis and Statistical Mechanics. Invited speakers include: Ismael Bailleul Lorenzo Bertini Thierry Bodineau Arnaud Debussche Frank Den Hollander Nicolas Dirr Franco Flandoli Tadahisa Funaki Peter Friz Giambattista Giacomin Patricia Goncalves Massimiliano Gubinelli Milton Jara Giovanni Jona-Lasinio Cyril Labbé Hubert Lacoin Claudio Landim Joel Lebowitz Jean-Christophe Mourrat Stefano Olla Nicolas Perkowski Herbert Spohn*) Lorenzo Zambotti *) To be confirmed We would be happy, if you could attend. In that case we would ask you to please register at http://web.warwick.ac.uk/mrc/register.php?event=297&linked=no so that we can arrange for the right amount of food during the workshop and for the conference dinner. Best wishes, Hendrik %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica Universita' di Torino via Carlo Alberto 10, 10123 TORINO, Italy tel +39 011 6702883 fax +39 011 6702878 e-mail enrico.priola(a)unito.it

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Fwd: job openings in Berlin
by Marco Romito 26 Jan '16

26 Jan '16

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IWAP 2016 (International Workshop on Applied Probability)
by Antonio Di Crescenzo 26 Jan '16

26 Jan '16

IWAP 2016 (International Workshop on Applied Probability) IWAP has traditionally been held in Europe, and will be held for the first time in Canada this year. The conference will take place on June 20-23, 2016, at the Sheraton Centre Toronto Hotel (see http://www.sheratontoronto.com/ ). Please see the conference website http://iwap2016.com for more details. --

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Assegno di ricerca biennale
by Tiziano Vargiolu 25 Jan '16

25 Jan '16

Con preghiera di diffusione -------------------------- E' indetta una selezione per il conferimento di n. 1 assegno, per lo svolgimento di attivita' di ricerca nell'ambito del progetto dal titolo: "I mercati della capacita' e la definizione del valore delle Reliability Options" da svolgersi presso il Dipartimento di Matematica sotto la supervisione del Prof. Tiziano Vargiolu, in qualita' di responsabile scientifico. - durata: 24 mesi; - importo: Euro 21.304,00 annui lordo percipiente; - oggetto: Nei mercati energetici, particolare interesse analitico hanno le Reliability Options (RO), che assumono la forma di opzioni fisiche di produzione di energia, vendute da generatori e acquistate da un soggetto per coprirsi dal rischio di inadeguata capacita' di generazione elettrica. Scopo di questo assegno e' la definizione del corretto valore delle RO, che richiede tecniche che vanno oltre a quelle classiche usate nei mercati finanziari per valutare e coprire titoli derivati. - bando disponibile: http://www.math.unipd.it/it/news/?id=1801 (a breve anche in inglese). Per maggiori informazioni, potete contattare Tiziano Vargiolu (vargiolu(a)math.unipd.it) Cordiali saluti a tutti 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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lutto
by c.costantini＠unich.it 24 Jan '16

24 Jan '16

Cari colleghi, ieri sera e' venuta a mancare Anna Gerardi, che molti di voi conoscevano. I funerali si terranno domani, lunedi' 25 Gennaio, alle ore 11:00, a Roma, nella chiesa dei Sette Santi Fondatori, a piazza Salerno, vicino a Piazza Bologna. Cristina Costantini e Claudia Ceci

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[iwfos2017] IWFOS 2017: First Announcement
by Enea Bongiorno 22 Jan '16

22 Jan '16

4th International Workshop on Functional and Operational Statistics (IWFOS 2017) A Coruña, SPAIN http://iwfos2017.udc.es Dear Colleagues, Dear Friends, We are pleased to announce the Fourth International Workshop on Functional and Operational Statistics (IWFOS 2017), to be held in A Coruña, SPAIN, from 15th to 17th June 2017. The treated topics (Functional Data Analysis and Operator-based Statistics) and the format (5 sessions in 2.5 days) of this workshop will follow the ones of the previous successful three editions held in Toulouse-France (2008), Santander-Spain (2011) and Stresa-Italy (2014). The scientific program will include invited talks, contributed talks and contributed posters. *Invited speakers (confirmed):* John ASTON (University of Cambridge, United Kingdom) Alexander AUE (University of California, Davis, USA) Antonio CUEVAS (Universidad Autónoma de Madrid, Spain) Aurore DELAIGLE (University of Melbourne, Australia) Jeff GOLDSMITH (Columbia University, USA) Stephan HUCKEMANN (Institut für Mathematische Stochastik, Göttingen, Germany) Victor PANARETOS (École Polytechnique Fédérale de Lausanne, Switzerland) Beatriz PATEIRO (Universidad de Santiago de Compostela, Spain) Laura SANGALLI (Politecnico di Milano, Italy) *Co-chairs of the Scientific Committee:* Ricardo CAO (Universidad de A Coruña, Spain) Philippe VIEU (Institut de Mathématiques de Toulouse, France) *Co-chairs of the Organizing Committee:* Germán ANEIROS (Universidad de A Coruña, Spain) Enea BONGIORNO (Università del Piemonte Orientale, Italy) More information can be found in the attached file as well as at http://iwfos2017.udc.es . Thank you for your attention. Hoping to see you in A Coruña, Sincerely Yours, On behalf of the Scientific and Organizing Committees. -- 4th International Workshop on Functional and Operational Statistics IWFOS 2017, A Coruña (SPAIN) http://iwfos2017.udc.es

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Fwd: Postdoc Positions in Berlin
by Mario Maurelli 22 Jan '16

22 Jan '16

Dear colleagues, I am happy to forward this announcement of post-doc positions in Berlin. For more information, you can contact Prof. Peter Friz (in cc). Best regards Mario Maurelli Weierstrass Institute for Applied Analysis and Stochastics & Technische Universität Berlin ---------- Forwarded message ---------- From: Sebastian Riedel <riedel(a)math.tu-berlin.de> Date: 2016-01-21 13:13 GMT+01:00 Subject: Postdoc Positions in Berlin To: riedel(a)math.tu-berlin.de Hi everybody, our Forschergruppe "Rough paths, stochastic partial differential equations and related topics" offers several Postdoc positions, see attached PDF and the announcement on our website: https://sites.google.com/site/researchunitfor2402/job-openings. Thank you for promoting this at your institution and for sharing with possible candidates. Best, Sebastian Dr. Sebastian Riedel Technische Universität Berlin Fakultät II, Institut für Mathematik Sekretariat MA 7-5 Straße des 17. Juni 136 D-10623 Berlin, Germany Office: MA 780 Phone: +49 30 314 28415 E-mail: riedel(a)math.tu-berlin.de Homepage: http://page.math.tu-berlin.de/~riedel/

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seminari Emilio Porcu in Bicocca 27-28/1
by Fabio Bellini 22 Jan '16

22 Jan '16

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DEPENDENCE MODELING IN FINANCE, INSURANCE AND ENVIRONMENTAL SCIENCE
by Durante Fabrizio 21 Jan '16

21 Jan '16

==== Call for presentations: It is our pleasure to announce the upcoming conference at Technische Universitaet Muenchen, Germany: DEPENDENCE MODELING IN FINANCE, INSURANCE AND ENVIRONMENTAL SCIENCE taking place on MAY 17-19, 2016. CONFIRMED INVITED SPEAKERS: * Carole Bernard, Grenoble Ecole de Management * Roger Cooke, Technical University Delft * Paul Embrechts, ETH Zurich * Fabrizio Durante, Free University Bozen-Bolzano * Christian Genest, McGill University * Irene Gijbels, KU Leuven * Harry Joe, University of British Columbia * Luis Mediero, Universidad Politecnica de Madrid * Johanna Neslehova, McGill University * Giovanni Puccetti, University of Florence CONTENT: In our complex and interrelated world, taking care of dependence is a key task for success in stochastic modeling. The copula framework takes a pivotal role in this area. The conference will bring together researchers from different methodological view points and application areas to provide an up to date forum on dependence modeling and their challenges in view of big data issues. This conference is a continuation of workshops held in Delft (2007, 2008), Oslo (2009), Munich (2011), and Beijing (2014). While the first workshops were focused on vine copulas (www.vine-copula.org<http://www.vine-copula.org>), the theme of the last workshop was much broader. This workshop is intended to continue with this broader view. SUBMISSION INSTRUCTION: In addition to invited sessions, we will also organize contributed talks. Contributions within the theme of the workshop are welcome and presentation abstracts can be submitted to dominik.mueller(a)ma.tum.de<mailto:dominik.mueller@ma.tum.de> until Jan 31, 2016. POST-WORKSHOP SHORT COURSES: Two short courses (Copulas and Vine copulas) will be arranged on the afternoon of May 19, 2016 directly following the workshop. The targeted audience includes advanced PhD students and junior faculty. SCIENTIFIC ORGANIZERS: C. Czado and M. Scherer LOCAL ORGANIZERS: B. Haas, M. Killiches, D. Krause, D. Mueller SUBMISSION AND REGISTRATION INSTRUCTIONS: http://www.mathfinance.ma.tum.de/copulas2016/

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Applied Bayesian Statistics Summer School - 29 agosto-2 settembre 2016
by Consonni Guido 21 Jan '16

21 Jan '16

13th edition of the ABS (Applied Bayesian Statistics) Summer School BAYES, BIG DATA, AND THE INTERNET Lecturer: STEVE SCOTT, Senior Economic Analyst at Google Like in the past three years, the 2016 school will be held in the magnificent Villa del Grumello, in Como (Italy), on the Lake Como shore. Guido Consonni and Fabrizio Ruggeri ABS16 Directors Raffaele Argiento ABS16 Executive Director ------------------------------------------------------------------------ ******************************* * ABS16 * ******************************* Applied Bayesian Statistics School BAYES, BIG DATA, AND THE INTERNET August, 29 - September, 2 2016 Villa del Grumello, Como, Italy Lecturer: Steve Scott, Senior Economic Analyst at Google, USA https://sites.google.com/site/stevethebayesian/ The conference webpage is >>>> web.mi.imati.cnr.it/conferences/abs16.html <<<< Registration is now open. Please note that the conference room allows only for a very limited number of participants. The ABS16 Secretariat can be contacted at abs16(a)mi.imati.cnr.it COURSE OUTLINE Day 1: One of the main applications of statistics at internet companies is to A/B testing (e.g. to determine which version of a web site is most effective). Standard statistical methods for A/B testing using static experimental design is typically dominated (in terms of cost) by sequential methods based on Thompson sampling. The first day of the course uses Thompson sampling to motivate standard low dimensional statistical modeling such as beta-binomial, Poisson-gamma and normal-normal models. We will review Monte Carlo method for computing with Bayesian models, including Gibbs sampling, Metropolis-Hastings, and slice sampling. Day 2: Very quickly after implementing an experiment, one discovers that more than one factor needs to be tested (e.g. you need to test whether the button should be red or blue, AND whether it should be located on the left or the right of the page). You also need to determine whether the optimal design varies according to various contextual factors (e.g. whether the page is shown on the weekend or on a week day). These factors can be handled within the Thompson sampling framework by extending the reward distribution to various generalized linear models. The second day of the course will discuss Bayesian regression in linear and generalized linear models using data augmentation. Probit, logit, Poisson, and student T models will be covered. Day 3: If the number of factors to be tested (or number of contexts to be controlled for) is very large, then sparse models must be considered. Sparsity can be introduced into a Bayesian model using a "spike-and-slab" prior that places some prior mass at zero for each coefficient in a linear model. The data can then move posterior mass between the "spike" (at zero) and "slab" (nonzero) portions of the posterior distribution. Day 4: One valuable aspect of internet data is that it occurs in nearly real time, while many official statistics are released as monthly or quarterly time series. One way to model these data is with dynamic linear models. These models can combine time series model (capturing the target series' past behavior) with a sparse regression component (capturing the impact of contemporaneous internet data). We will work on examples using economic data from FRED (the St. Louis Federal Reserve Economic Database) and data from Google trends. Day 5: we will discuss methods that can be applied when facing "big" data that must be distributed across several machines. PRACTICAL INFORMATION The school will be as usual, with lectures and practical sessions (run by a junior researcher), participants' talks, free Wednesday afternoon, start on Monday after lunch and ending on Friday before lunch. 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 Milano and its airports. More details are available on the website.

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[SMPS 2016] - Second Call For Papers
by Barbara Vantaggi 21 Jan '16

21 Jan '16

[please distribute - apologies for multiple postings] SMPS 2016 8th International Conference on Soft Methods in Probability and Statistics September 12 - 14, 2016 Sapienza University of Rome, Rome, Italy http://www.sbai.uniroma1.it/smps2016 ***** ONLINE REGISTRATION AND SUBMISSION ARE NOW OPEN ***** =========================================================== VENUE =========================================================== SMPS 2016 will be held in Rome, Italy. The conference venue will be San Pietro in Vincoli (Via Eudossiana, 18), in the historic center of Rome, directly overlooking the Coliseum and next to the ancient Basilica of San Pietro in Vincoli, home to Michelangelo’s statue of Moses. =========================================================== SCOPE and TOPICS =========================================================== The scope of SMPS 2016 is to bring together experts working on and with Soft Methods in Probability and Statistics. SMPS 2016 invites submissions of papers dealing with a variety of topics in soft methods in probability and statistics, which include, but are not limited to: - Analysis of Censored Data - Analysis of Fuzzy Data - Random Sets - Fuzzy Random Variables - Fuzzy Regression Methods - Triangular Norms and Copulas - Imprecise Probabilities - Dempster-Shafer Theory - Robust Methods - Clustering and Classification - Graphical Models - Machine Learning - Heuristic Optimization - Soft Computing and Statistics - Statistical Software for Imprecise Data - Applications in Biology, Economics etc. =========================================================== PROCEEDINGS =========================================================== Papers accepted for presentation will be published in an edited volume of the series Advances in Intelligent and Soft Computing from Springer-Verlag. Full papers of 5-8 pages written in English and fulfilling the instructions for authors should be submitted not later than February 15, 2016, camera-ready versions of the accepted papers not later than April 30, 2016 (tentative). For accepted contributions to be included in the sessions and proceedings of the conference, the payment of the conference fees should be made not later than May 20, 2016. After the Conference there will be a SPECIAL ISSUE of International Journal of Approximate Reasoning (IJAR) dedicated to SMPS 2016. For this, all the selected papers will have to pass a regular review process. =========================================================== PLENARY SPEAKERS =========================================================== Ana Colubi (University of Oviedo, Spain) Thierry Denoeux (University of Technology of Compiègne, France) Massimo Marinacci (Bocconi University, Italy) =========================================================== IMPORTANT DATES =========================================================== Paper submission deadline: February 15, 2016 Notification of paper acceptance: April 10, 2016 Revised paper due: April 30, 2016 Early registration deadline: May 20, 2016 =========================================================== ORGANIZATION =========================================================== General Chairs: - Maria Brigida Ferraro (Rome, Italy) - Paolo Giordani (Rome, Italy) - Barbara Vantaggi (Rome, Italy) Executive Board: - María Ángeles Gil (Oviedo, Spain) - Przemyslaw Grzegorzewski (Warsaw, Poland) - Olgierd Hryniewicz (Warsaw, Poland) Best regards, Maria Brigida Ferraro, Paolo Giordani, Barbara Vantaggi SMPS 2016 Chairs – Sapienza University of Rome =========================================================== http://www.sbai.uniroma1.it/smps2016 ===========================================================

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2nd STATALK ON BAYESIAN NONPARAMETRICS @ Collegio Carlo Alberto, 19 Feb 2016
by Matteo Ruggiero 21 Jan '16

21 Jan '16

******************************************************************************************************* 2nd STATALK ON BAYESIAN NONPARAMETRICS @ Collegio Carlo Alberto, 19 Feb 2016 ******************************************************************************************************* Dear all, this is a reminder that the second edition of the StaTalk series will be held at Collegio Carlo Alberto on February 19, 2016. Deadline for registration: 7th February 2016. 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 the second StaTalk will be Bayesian nonparametrics, a field of Statistics which has experienced a tremendous growth in the last few decades, both in terms of research production and in terms of impact of the discipline on the applications. Collegio Carlo Alberto, which will host the event, is a research and high education institution which comprises national and international faculty members, research fellows and visiting scholars in the fields of Economics, Statistics and wider social sciences. The Collegio is sited in a historical building in Moncalieri, at the outskirts of Torino, and can be easily reached from Torino city centre with public transportation. The StatTalk on Bayesian nonparametrics is supported by the “de Castro" Statistics Initiative in collaboration with Collegio Carlo Alberto. Additional info can be found at the workshop page www.carloalberto.org/research/statistics-initiative/events/statalk Information on the PROGRAMME can be found here www.carloalberto.org/research/statistics-initiative/events/statalk/workshop… Information on the REGISTRATION (which is free of charge but mandatory) can be found here www.carloalberto.org/research/statistics-initiative/events/statalk/registra… Best regards, The Organising Committee --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: Durham UK: Permanent Lectureship in Probability
by Francesco Caravenna 20 Jan '16

20 Jan '16

Ricevo e inoltro. > > Dear All, > > > > The Department of Mathematical Sciences at Durham University, UK is > > advertising the following permanent position: > > > > Lectureship in Probability > > > > Closing date: 16 February 2016 > > > > https://www.dur.ac.uk/mathematical.sciences/news/?itemno=26840&rehref=%2Fma… > > > > > > Please could you forward the details of the above vacancy to anyone you think could be interested. > > > > Durham University is seeking to increase the proportion of female > > academic staff, and therefore specifically invites qualified women to apply. > > > > Should you have any queries, please do let me know. > > > > Anne >

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Seminario BRUNO TOALDO @ UniTo
by Federico Polito 20 Jan '16

20 Jan '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Giovedì 11 Febbraio 2016 alle ore 15:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Dott. BRUNO TOALDO (Dipartimento di Scienze Statistiche, "Sapienza" Università di Roma) terrà un seminario dal titolo INTEGRO-DIFFERENTIAL EQUATIONS AND SEMI-MARKOV PROCESSES Abstract: A stochastic process X is semi-Markov in the sense of Gihman and Skorohod if the couple (X(t),J(t)), where J(t) is the sojourn time in the current position, is a strict Markov process. The waiting times between the changes of state of the process are in general non exponential r.v.'s. We study the governing equations (Kolmogorov type equations) for semi-Markov processes. These equations are integro-differential equations that become fractional in some particular and interesting cases. For example this is true when the distribution of the waiting times have Mittag-Leffler distribution. Furthermore we present various sufficient conditions to say that a semi-Markov process is a time-changed Markov process. This last case has interesting consequences on the structure of the governing equation. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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Workshop "Stochastic Models And Related Topics"
by Antonio Di Crescenzo 19 Jan '16

19 Jan '16

Dear Colleague, the International Workshop "Stochastic Models And Related Topics" will take place on January 21 and 22, 2016, at the Department of Mathematics of Salerno University, Via Giovanni Paolo II, n. 132, 84084 Fisciano (SA), Italy The program and the relevant information can be found at http://www.unisa.it/docenti/antoniodicrescenzo/smart2016/workshop Your participation is welcome. The Organizing Committee Antonio Di Crescenzo, Virginia Giorno, Barbara Martinucci, Alessandra Meoli, Amelia G. Nobile, Serena Spina. --

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cancellazione corso PINAR!
by fabio.bellini 17 Jan '16

17 Jan '16

Cari colleghi, purtroppo a causa di un problema di passaporto Mustafa Pinar non ha potuto partire oggi da Ankara e quindi il suo corso di Ottimizzazione, previsto a partire da domani in Bicocca, non avrà luogo. Ci scusiamo per gli eventuali disagi! Fabio Bellini

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Lake Como Workshop: "Quantitative Laws II: From physiology to ecology, from interaction structures to collective behavior"
by Federico Bassetti 16 Jan '16

16 Jan '16

Dear Colleagues, This is the first announcement of the Lake Como Workshop "Quantitative Laws II: From physiology to ecology, from interaction structures to collective behavior" to be held on June 13th - June 25th, 2016, at Villa del Grumello, Como, Italy. SUBMISSIONS AND APPLICATIONS ARE OPEN NOW. For submission of abstracts, deadlines and other information, see the conference website at http://qlsb.lakecomoschool.org/ Please help us spreading word of this workshop to any colleagues you know might be interested, and bring this announcement to the attention of students and post-docs. (Apologies if you receive this multiply.) Confirmed Invited speakers: Rosalind Allen (Edinburgh University) Marc Barthelemy (CEA-Saclay) William Bialek (Princeton University) Naama Brenner (Technion Haifa) Antonio Celani (ICTP Trieste) Pietro Cicuta (University of Cambridge) Andrea de Martino (CNR/NANOTECH Italy) Kevin Dorfman (CEMS, University of Minnesota) Hans Herrmann (ETH Zurich) Kunihiko Kaneko (University of Tokyo) Edo Kussell (New York University) Amos Maritan (University of Padova) Matteo Marsili (ICTP Trieste) Sergei Maslov (University of Illinois Urbana-Champaign) Namiko Mitarai (University of Copenhagen) Miguel A. Muñoz (Universidad de Granada) Thierry Mora (Ecole Normale Supérieure, Paris) Todd Parsons (Université Pierre et Marie Curie) Chris Quince (University of Glasgow) Bianca Sclavi (Ecole Normale de Cachan, Paris) Kim Sneppen (University of Copenhagen) Sander Tans (AMOLF Amsterdam) Guido Tiana (University of Milan) Remco van der Hofstad (Eindhoven University of Technology) Erik van Nimwegen (Biozentrum Basel) Sven van Teeffelen (Pasteur Institute) Aleksandra Walczak (Ecole Normale Supérieure, Paris) Joshua Weitz (Georgia Tech) Best Regards, The organising committee: Federico Bassetti Fabrizio Capuani Marco Cosentino Lagomarsino Marco Gherardi Matteo Osella

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seminario Edgars Jakobsons
by Fabio Bellini 14 Jan '16

14 Jan '16

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Seminario Prof. Sara Biagini
by Gabriele Stabile 13 Jan '16

13 Jan '16

Mercoledì 20 Gennaio alle ore 13, presso l'aula Master al 5° piano del Dipartimento MEMOTEF (Sapienza Università di Roma, via del Castro Laurenziano 9) si terrà il seminario: "The Robust Merton Problem of an Ambiguity Averse Investor" Prof. Sara Biagini, Dipartimento di Economia e Finanza-LUISS G. Carli Abstract: We derive a closed form portfolio optimization rule for an investor who is di dent about mean return and volatility estimates, and has a CRRA utility. The novelty is that con dence is here represented using ellipsoidal uncertainty sets for the drift, given a volatility realization. This speci cation a ords a simple and concise analysis, as the optimal portfolio allocation policy is shaped by a rescaled market Sharpe ratio, computed under the worst case volatility. The result is based on a max-min Hamilton-Jacobi-Bellman-Isaacs PDE, which extends the classical Merton problem and reverts to it for an ambiguity-neutral investor. Tutti gli interessati sono invitati Cordiali saluti Gabriele Stabile

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de Finetti risk seminar - January 2016
by Emanuela Rosazza 13 Jan '16

13 Jan '16

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: Optimal arbitrage and portfolio optimization for market models satisfying NUPBR but not NFLVR WOLFGANG RUNGGALDIER University of Padova ABSTRACT: The classical no-arbitrage condition of NFLVR is often too strong and can be weakened thereby still allowing to solve meaningfully standard problems in mathematical finance. A weaker condition to this effect is NUPBR (NA1). For market models satisfying NUPBR, but where NFLVR does not hold, classical arbitrage is thus possible and the interest arises to construct such models and and to obtain for them optimal arbitrage. In particular, we consider models with insider information and for such models we discuss, besides optimal arbitrage, also the possibility of solving portfolio optimization problems by analogy to classical duality even under absence of an ELMM. (Joint work with N.H.Chau and P.Tankov) LOCATION: The seminar will be held on Wednesday, January 20, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, 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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Final Call for Papers--ICASQF2016 (fwd)
by Tiziano Vargiolu 11 Jan '16

11 Jan '16

---------- Forwarded message ---------- Date: Sun, 10 Jan 2016 21:48:12 -0500 From: Jaime Alberto Londono Londono <jalondonolo(a)unal.edu.co> To: Jaime Londo?o <icasqf(a)gmail.com> Subject: Final Call for Papers--ICASQF2016 Dear Colleague, Please let me call your attention on the Second International Congress on Actuarial Science and Quantitative Finance will be in Cartagena, Colombia from June 15 to June 18 of 2016, and the enclosed call of papers. The web page of the Congress is http://icasqf.org If you do not want to receive any further emails on this topic, please write me to this address. Best regards, Jaime A. Londo?o Chairman Organizing Committee Second International Congress on Actuarial Science and Quantitative Finance Associate Professor, Universidad Nacional de Colombia, Manizales jalondonol(a)unal.edu.co, jaime.a.londono(a)gmail.com Final Call for papers "Second International Congress on Actuarial Science and Quantitative Finance" Cartagena, Colombia, June 15 to June 18 of 2016. http://icasqf.org Dear colleague, You are cordially invited to submit your research papers for presentation consideration at the Second International Congress on Actuarial Science and Quantitative Finance, Cartagena, Colombia, June 15 to June 18 of 2016. The web page of the congress is http://icasqf.org Authors of selected oral presentations would be invited to submit to the special issue entitle ?Actuarial Science and Quantitative Finance: ICASQF2016, Cartagena, Colombia, June2016? of Springer Proceedings in Mathematics & Statistics (PROMS). Invited papers would follow a standard refereeing process. You can find the proceedings of the First edition of ICASQF here. The deadline for abstract submissions is February 1st, 2016 (23:59 Western time). The Congress is organized by Universidad Nacional de Colombia, Universidad de Cartagena, Universidad del Rosario, Universidad Externado de Colombia, Universidad de Los Andes and ENSIIE/Universit? d??vry-Val-d?Essonne. The event builds on the success of the first ICASQF. This second edition consolidates the Congress as the premier event in Actuarial Science and Quantitative Finance in Colombia, the Andean Region (Peru, Colombia, Venezuela, Ecuador, and Bolivia) and the Caribbean Region. The Congress will cover a variety of topics in Actuarial Science and Quantitative Finance. Topics include statistics techniques in Finance and Actuarial Science, Portfolio Management, Derivative Valuation, Financial Economics, Financial Econometrics, Computational Finance, Risk Theory and Life and Pension Insurance Mathematics, Non-Life Insurance Mathematics, and Economics of Insurance among others. The event would consist of plenary sessions with invited speakers in the areas of actuarial science and quantitative finance, oral sessions of contributed talks, invited sessions and poster sessions. A program of one day of the Congress would emphasize on problems of interest to practitioners. Also, there would be short courses on topics of interest in actuarial science and quantitative finance, given by some of the invited speakers. Invited speakers include: * Rama Cont. Semi-plenary talk and short course. Imperial College, London, UK. * Bruno Dupire. Plenary talk.Bloomberg LP. New York, US * Nicole El Karoui. Plenary talk and short course. ?cole Polytechnique, Palaiseau, France. * Christian Hipp. Semi-plenary talk. Karlsruher Institute of Technology, Karlsruhe, Germany. * Jean Jacod, Semi plenary talk and short course. Universit? Paris VI, Paris, France. * Ioannis Karatzas. Plenary talk and short course. University of Columbia, NY, US. * Glenn Meyers, Plenary talk and short course. ISO Innovative Analytics, New York USA. * Kees Oosterlee, Semi-plenary talk. Dutch national research center for mathematics and computer science, Amsterdam Netherlands. * Michael Sherris. Semi plenary talk. UNSW, Sydney Australia. * Qihe Tang. Plenary talk. School of Business, University of Iowa, Iowa USA * Fernando Zapatero. Semi-plenary talk. USC, Los Angeles, CA, US The following preeminent scholars have accepted to help us organize invited sessions: * St?phane Cr?pey, (Universit? d'Evry) * Jos? Garrido (Concordia University) * Julien Guyon, (Bloomberg LP) * Daniel Hern?ndez, (CIMAT) * Vladimir Kaishev, (Cass Business School) * Claude Lef?vre, (Universit? Libre de Bruxelles) * Andrea Pascucci, (University of Bologna) * Philip Protter (Columbia University) * Greg Taylor, (UNSW) * Emiliano Valdez, (University of Connecticut) The scientific committee of the event is integrated by: * Hansjoerg Albrecher, (Univ. of Lausanne) * Samuel Cox, (Georgia State University) * Richard Davis, (Columbia University) * Jos? Garrido, (Concordia University) * Daniel Hernandez, (CIMAT) * Edward (Jed) Frees, (University of Wisconsin, Madison) * Monique Jeanblanc, (Universit? d'?vry Val-d'Essonne) * Khaldoun Khashanah, (Stevens Institute of Technology) * Steve Haberman, (Cass Business School) * Ralf Korn, (Technische Universit?t Kaiserslautern) * St?phane Loisel, (Universit? Lyon 1, France) * Fabio Mercurio, (Blomberg) * Jean-Luc Prigent, (Universit? de Cergy-Pontoise) * Suresh P. Sethi, (University of Texas, Dallas) * Ajay Subramanian, (Georgia State University) * Emiliano Valdez, (University of Connecticut) * Carlos V?zquez Cend?n (Universidad de la Coru?a) * Viswanathan Arunachalam, (Universidad Nacional, Bogot?) * Jaime Londo?o(Chair, Universidad Nacional, Manizales). Best regards, On behalf of the Organizing Committee Jaime Londo?o

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PhD course di Mustafa Pinar in Bicocca
by Fabio Bellini 11 Jan '16

11 Jan '16

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Convegno in onore di Eugenio Regazzini, 10-11 giugno 2016
by Antonio Lijoi 10 Jan '16

10 Jan '16

******************************************************** Convegno in onore di Eugenio Regazzini - Pavia ******************************************************** In occasione del settantesimo compleanno di Eugenio Regazzini, il 10 e l'11 giugno 2016 a Pavia si terra' il convegno * Advances in Statistics, Probability and Mathematical Physics * * A Conference in Honour of Eugenio Regazzini * Il sito dedicato all'evento http://matematica.unipv.it/eugenioconference e' stato aggiornato con alcune informazioni utili per chi desidera partecipare. In particolare, si segnala che e' ora possibile registrarsi al convegno collegandosi al sito http://www-dimat.unipv.it/eugenioconference/registration.html Come gia' annunciato la registrazione e' gratuita, ma necessaria per motivi organizzativi e deve essere completata entro il *31 maggio 2016*. Nel modulo di registrazione occorre anche specificare se si intende partecipare alla cena sociale che si svolgera' venerdi' 10 giugno, a Pavia. Cordiali saluti, Antonio Lijoi

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Politecnico di Milano - Seminario Frédéric Brunet
by Marzia Angela Cremona 08 Jan '16

08 Jan '16

Si avvisa che in data 15-01-2016, alle ore 16:00, 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: Frédéric Brunet Institut de Génomique Fonctionnelle de Lyon, Ecole Normale Supérieure de Lyon Titolo: 1-2-3-4: a story about whole genome duplications in fish and other vertebrates Abstract: Gene and genome duplications, which increase gene copy number at different scales, are considered to be important contributors to the evolution of organisms. During the evolution of vertebrates, two successive rounds of whole genome duplication, called 1R and 2R have highly influenced the organization of gene content of genomes. After WGDs, genomes returned progressively to a diploid state, but a certain amount of genes were kept as duplicates, which led to the formation and extension of many gene families. A fish-specific genome duplication called 3R occurred at the base of the teleost fish lineage. A fourth round of WGD has also been characterized Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Marzia Cremona Marzia A. Cremona MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Via Bonardi, 9 20133 Milano (Italy) tel: +39 02 2399 4595 e-mail: marziaangela.cremona(a)polimi.it

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Deadline approaching: postdoc position in Probability at the University of Bath
by Alexandre Stauffer 06 Jan '16

06 Jan '16

Dear colleagues, This is the last call to a 3-year postdoc position available in Probability. For more information, see below and http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=FY3536 The deadline is 20th January. Please pass this to potential candidates and local mailing lists. Thank you very much. Best wishes, Alexandre Postdoc in probability at the University of Bath, UK A postdoc (research associate) position is available in the area of probability starting from 1st October 2016, or a date to be agreed (but no sooner than 1st April 2016). The position will be available for up to 3 years. The position is funded by the EPSRC fellowship "Mathematical analysis of strongly correlated processes on discrete dynamic structures" of Dr. Alexandre Stauffer. The area of research will be centered on the mathematical analysis of random large-scale interacting systems, such as interacting particle systems, random walks and other stochastic processes in random or dynamic environments, percolation, spin systems, and dynamically evolving graphs. The ideal candidate is expected to have a strong background in probability theory, and have a PhD in mathematics, theoretical computer science or related areas. The successful applicant will be associated with the probability laboratory (Prob-L@B) of the Department of Mathematical Sciences at the University of Bath. Prob-L@B is one of the world’s most vibrant probability groups, with eight permanent members, a large cohort of PhD students and postdocs, and a large number of different research activities and international visitors. Applications made to the on-line system should include: * an updated curriculum vitae (with publication list), * the names and contact details of three academic referees, * a one-page research statement describing your research interests, your experience in the area of the position and your career aspirations. Deadline for applications: 20th January 2016. To apply, go to http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=FY3536 Interview of short-listed applicants is expected to take place in the week of 15th February 2016. For informal enquiries please contact Dr. Alexandre Stauffer ( a.stauffer(a)bath.ac.uk) For more information visit the website of Dr. Alexandre Stauffer ( http://people.bath.ac.uk/ados20/) and Prob-L@B ( http://www.bath.ac.uk/research/centres/probability-laboratory/)

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Fwd: Assistant Professor positions at the LSE (fwd)
by Tiziano Vargiolu 05 Jan '16

05 Jan '16

----- Forwarded message from mihalis.zervos(a)gmail.com ----- Date: Mon, 4 Jan 2016 23:14:38 +0000 From: Mihail Zervos <mihalis.zervos(a)gmail.com> Subject: Assistant Professor positions at the LSE To: Mihail Zervos <mihalis.zervos(a)gmail.com> Dear Colleagues, The Department of Mathematics at the London School of Economics and Political Science (LSE) is seeking to appoint one or more career-track Assistant Professors. We particularly welcome applications in financial mathematics and game theory. The application deadline is January 15, 2016. Please bring this advertisement to the attention of suitable candidates who might be interested. Best regards, Mihail Zervos. ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Reminder 3rd Barcelona Summer School on Stochastic Analysis
by Marco Romito 29 Dec '15

29 Dec '15

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CIME-EMS Summer School on Singular Random Dynamics
by FRANCO FLANDOLI 29 Dec '15

29 Dec '15

CIME-EMS Summer School on Singular Random Dynamics Cetraro (CS) - August 22 - August 27, 2016 Registration is open at http://web.math.unifi.it/users/cime/ MINI-COURSES ============ Massimiliano Gubinelli (IAM, Bonn) Applications of controlled paths to problems in stochastic analysis Martin Hairer (Univ. Warwick) Stochastic PDEs and Renormalisation Panagiotis Souganidis (Univ. Chicago) Hamilton-Jacobi partial differential equations and conservation laws with rough time signals and applications Nikolay Tzvetkov (Univ. Cergy-Pontoise) On Hamiltonian partial differential equations with random initial conditions ============ We look forward to seeing you in Cetraro, Franco Flandoli, Massimiliano Gubinelli, Martin Hairer

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Fwd: Bocconi Call for Applications - PhD in Statistics 2016/17 - deadline Feb 1st, 2016
by Gustavo Posta 23 Dec '15

23 Dec '15

Begin forwarded message: > From: Sonia Petrone <sonia.petrone(a)unibocconi.it> > Date: 23 dicembre 2015 00.03.42 GMT+01.00 > Subject: Bocconi Call for Applications - PhD in Statistics 2016/17 - deadline Feb 1st, 2016 > Reply-To: angela.baldassarre(a)unibocconi.it > > 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, 2016. > > ----------------------------------------------------------------------------------- > > PhD in Statistics > > Call for applications for PhD student positions > > Within the Doctoral School at Bocconi University, the four-years Ph.D. program in Statistics gives a solid grounding for high level research in Universities and international research institutions. > > The curricula covers fundamentals of Probability and Statistics and applications. Students acquire a deep methodological preparation and specialized skills, through the first and second year courses. The third and forth years are entirely devoted to research. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD school is 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 decision sciences. Career opportunities also include central banks, governments and international organizations, and financial 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 PhD School offers at least 4 student positions with fellowship for the PhD in Statistics and further positions with fellowship or tuition waiver are available. See the full official call – attached – or visit www.unibocconi.eu/admissionphd for all information. > > Applications are due by February 1st, 2016. > > 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 > > -------------------------------------------------- > > PhD School Administrative Assistant > Bocconi University > Via Röntgen 1 > 1st floor - room 1-E3-04 > 20136 Milano, Italy > T: +39 02 5836.3367 > E: angela.baldassarre(a)unibocconi.it >

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2nd STATALK ON BAYESIAN NONPARAMETRICS @ Collegio Carlo Alberto, 19 Feb 2016
by Matteo Ruggiero 21 Dec '15

21 Dec '15

******************************************************************************************************* 2nd STATALK ON BAYESIAN NONPARAMETRICS @ Collegio Carlo Alberto, 19 Feb 2016 ******************************************************************************************************* Dear all, we are pleased to announce that the second edition of the StaTalks series will be held at Collegio Carlo Alberto on February 19, 2016. 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. StaTalks are endorsed by Y-SIS (https://sites.google.com/site/youngsocietaitalianastatistica/) the young section of the Italian Statistical Society. The first edition has been a StaTalk on Biostatistics, held in April 2015 at the University of Milan. The second StaTalk will be held on February 19, 2016, at Collegio Carlo Alberto. The topic of the second StaTalk will be Bayesian nonparametrics, a field of Statistics which has experienced a tremendous growth in the last few decades, both in terms of research production and in terms of impact of the discipline on the applications. Collegio Carlo Alberto, which will host the event, is a research and high education institution which comprises national and international faculty members, research fellows and visiting scholars in the fields of Economics, Statistics and wider social sciences. The Collegio is sited in a historical building in Moncalieri, at the outskirts of Torino, and can be easily reached from Torino city centre with public transportation. The StatTalk on Bayesian nonparametrics is supported by the “de Castro" Statistics Initiative in collaboration with Collegio Carlo Alberto. Additional info can be found at the workshop page www.carloalberto.org/research/statistics-initiative/events/statalk Information on the PROGRAMME can be found here www.carloalberto.org/research/statistics-initiative/events/statalk/workshop… Information on the REGISTRATION (which is free of charge but mandatory) can be found here www.carloalberto.org/research/statistics-initiative/events/statalk/registra… Best regards, The Organising Committee --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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PhD position in stochastic analysis at Leeds
by Elena Issoglio 17 Dec '15

17 Dec '15

Dear Colleagues, At the University of Leeds we have a PhD position in stochastic analysis within the framework "Leeds York NERC Doctoral Training Partnership (DTP)". Details are as follows: Topic: An Abstract Model for Surface Water Flow - Stochastic Differential Equations on Graphs and related Fractal Limits Deadline: January 11th 2016 How to apply: http://www.nercdtp.leeds.ac.uk/how-to-apply/ More info can be found at http://www.nercdtp.leeds.ac.uk/projects/index.php?id=284 . Alternatively you can contact Elena Issoglio at e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> Please draw this to the attention of potential candidates. With best wishes, Elena Issoglio

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Fwd: CRM-PISA -- 4 two-year Junior Visiting Positions -- DEADLINE 11th JANUARY 2016
by Tiziano Vargiolu 16 Dec '15

16 Dec '15

From: CRM <crm(a)sns.it> Date: 2015-12-15 20:08 GMT+01:00 Subject: CRM-PISA -- Announcement for 4 two-year Junior Visiting Positions -- DEADLINE 11th JANUARY 2016 To: CRM <crm(a)sns.it> Dear Colleague, I would be grateful if you could bring to the attention of your best postgraduate students and PhD holders the *CRM-PISA Junior Visiting Programme <http://crm.sns.it/grant/31/>* The program covers four two-year Junior Visiting positions starting in the Academic Year 2016/17 and is aimed at highly qualified new or recent PhD's in mathematics with an exceptional research potential. PhD students can also apply, provided they obtain their PhD no later than 1 st October 2016. *Deadline for application is 11th January 2016.* The annual gross remuneration is around 32,000 Euros, corresponding to a monthly salary of approximately 2,000 Euros, plus a research allowance of 1,000 Euros that can be used for exchange visits. Junior Visitors are expected to start their research activity at CRM-PISA no later than October 2016. *Full official call can be retrieved at* *http://www.sns.it/bando/assegni-di-ricerca-denominati-%E2%80%9Cjunior-visiting-position%E2%80%9D-quattro-giovani-studiosi-lo-svolgimento-di-attivit%C3%A0-di-ricerca-nel <http://www.sns.it/bando/assegni-di-ricerca-denominati-%E2%80%9Cjunior-visit…>* *For an English version please view the Announcement in attachment to the call:* *http://www.sns.it/sites/default/files/documenti/09-12-2015/2015announcement617.pdf <http://www.sns.it/sites/default/files/documenti/09-12-2015/2015announcement…>* Hosting over 4000 visitors since its foundation in 2001, CRM-PISA* (**Centro di Ricerca Matematica Ennio De Giorgi <http://crm.sns.it/>**) *provides a thriving international and interdisciplinary research environment and Junior Visitors can take part to a great variety of scientific activities including intensive research periods, workshops and seminars, and have a unique opportunity to interact with top-class scientists. Yours sincerely, Stefano Marmi Director CRM-PISA ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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modifica seminari 16 dicembre
by Matteo Ruggiero 14 Dec '15

14 Dec '15

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Mercoledi 16 Dicembre 2015, nell’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: 11:00 am Harry CRANE (Rutgers University) RELATIVE EXCHANGEABILITY -- 12:00 pm Juhee LEE (University of California at Santa Cruz) BAYESIAN INFERENCE FOR INTRA-TUMOR HETEROGENEITY IN MUTATIONS AND COPY NUMBER VARIATION -- 4:00 pm Mattia CIOLLARO (Carnegie Mellon University) AN INFERENTIAL THEORY OF CLUSTERING FOR FUNCTIONAL DATA Rispetto al programma precedentemente annunciato, è stato cancellato l'intervento di Linxi LIU. Tutti gli interessati sono invitati a partecipare. Gli abstracts possono essere consultati alla pagina www.carloalberto.org/events/seminars/statistics/ 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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seminario Alois Pichler in Bicocca
by Fabio Bellini 14 Dec '15

14 Dec '15

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Workshop "Stochastic Models And Related Topics"
by Antonio Di Crescenzo 10 Dec '15

10 Dec '15

The International Workshop "Stochastic Models And Related Topics" will take place on January 21 and 22, 2016 at the Department of Mathematics of Salerno University Via Giovanni Paolo II, n. 132, 84084 Fisciano (SA), Italy Main topics of the Workshop include stochastic models in dynamical systems, reliability theory, biomathematics, mathematical finance, queueing systems. Some talks will also focus on current problems in applications of mathematics, probability and statistics, and on related computational aspects. The program of the activities is still being planned. We wish to have a scientifically interesting and stimulating opportunity to exchange information both in the form of lectures, seminars and, above all, informal discussions among the participants. There is no registration fee for attending the Workshop. The deadline for Abstracts is January 5, 2016. Abstract submissions must be sent by email to adicrescenzo(a)unisa.it The abstract template and other details are available at http://www.unisa.it/docenti/antoniodicrescenzo/smart2016/workshop Those who are interested are kindly invited to write an email to adicrescenzo(a)unisa.it The Organizing Committee Antonio Di Crescenzo, Virginia Giorno, Barbara Martinucci, Alessandra Meoli, Amelia G. Nobile, Serena Spina --

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Conference MAF 2016 - Extended deadline for abstract sublission
by Marco Corazza 09 Dec '15

09 Dec '15

========================================================================== Seventh International Conference on MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE March 30-31 and April 1, 2016 University Paris-Dauphine - Paris (France) Extended deadline for abstract submission: December 20th, 2015 http://maf2016-paris.dauphine.fr/fr.html ========================================================================== Third call for papers ========================================================================== Dear All, the seventh international conference "MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE" will be held from March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris (France). Here, I highlight only a few things: 1) Submission of abstracts, no more than two pages, within December 20th, 2015 (extended deadline). You can download the instructions for authors and the template for the abstract from the webpage: http://maf2016-paris.dauphine.fr/fr/registration-submission.html. Then you can send the abstract by email: maf2016_submission(a)unive.it. 2) Notification of the abstract acceptance within January 11th, 2016. 3) Please, give the widest possible diffusion to the call for paper. See you in Paris, Marco (Corazza) P.S. - Apologies for cross sending. -- Marco Corazza 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 -- <<If a risk measure is coherent for return distributions, it may not be coherent for payoff distributions.>> S.T. Rachev, S.V. Stoyanov, F.J. Fabozzi, “A probability metrics approach to financial risk measures”, Wiley-Blackwell, 2011 [pag. 150]

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Modifica orario del Mini-corso "Martingale Optimal Transport" del prof. Nizar Touzi a Pisa
by Fausto Gozzi 08 Dec '15

08 Dec '15

Modifica orario Riguardo al mini-corso dal titolo "Martingale Optimal Transport" presso il Dipartimento di Matematica dell'Universita' di Pisa di cui all'avviso qui sotto, si comunica che l'orario della lezione di domani, Mercoledi' 9 Dicembre, verra' spostato in avanti di mezz'ora. Quindi la lezione si svolgerà dalle 16.30 alle 18.30, stesso luogo. Fausto Gozzi >Si ricorda che nei giorni 9-11 dicembre il prof. Nizar Touzi dell'Ecole >Polytechnique di Parigi terra' un mini-corso dal >titolo "Martingale Optimal Transport" presso il >Dipartimento di Matematica dell'Universita' di Pisa. > >L'abstract ed il calendario sono riportati di seguito. > >-------------------------------------------------------------- > >- MER 9/12: ore 16 - 18 (Aula riunioni) >- GIO 10/12: ore 10 - 12 (Aula seminari) >- GIO 10/12: ore 15 - 17 (Aula seminari) >- VEN 11/12: ore 9 - 13 (Aula seminari) > >Abstract: We provide an introduction to martingale optimal transport. In >the context of the one-period version of the problem, we establish the >Kantorovitch duality, we discuss the existence for the primal and the >dual problems, and we provide the martingale version of the cyclic >monotonicity condition together with of the one-dimensional Brenier >theorem. We finally show the connection between continuous-time >martingale transport and the Skorohod embedding problem, and we provide >some applications. > > >Salvatore Federico >_______________________________________________ >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/#end 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 addresses: Fausto Gozzi Dipartimento di Matematica per le Decisioni Economiche Finanziarie e Assicurative Facolta' di Economia Universita' di Roma La Sapienza via del Castro Laurenziano 9 00161 Roma Italy tel 06/49766275 (office) FAX 06/49766765 and also Fausto Gozzi Dipartimento di Matematica Universita' di Pisa via Filippo Buonarroti n. 2 56127 Pisa Italy tel 050/2213270 FAX 050/2213224 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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Seminari LIU, LEE, CRANE
by Matteo Ruggiero 08 Dec '15

08 Dec '15

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Mercoledi 16 Dicembre 2015, nell’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: 11:00 am Linxi LIU (Stanford University) CONVERGENCE RATE OF A CLASS OF MULTIVARIATE DENSITY ESTIMATORS BASED ON ADAPTIVE PARTITIONING -- 12:00 pm Juhee LEE (University of California at Santa Cruz) BAYESIAN INFERENCE FOR INTRA-TUMOR HETEROGENEITY IN MUTATIONS AND COPY NUMBER VARIATION -- 4:00 pm Harry CRANE (Rutgers University) RELATIVE EXCHANGEABILITY Tutti gli interessati sono invitati a partecipare. Gli abstracts possono essere consultati alla pagina www.carloalberto.org/events/seminars/statistics/ 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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EFI - Edizione 1
by Tiziano Vargiolu 05 Dec '15

05 Dec '15

Carissimi, trovate online le ultime informazioni sul workshop Energy Finance Italia (prima edizione), a Camerino (MC) il 10-11 dicembre 2015. Il programma del workshop con gli orari degli interventi ed il nome dei chair di ogni sessione ? stato pubblicato sul sito web: http://energyfinanceitalia.dtdns.net/ E' prevista alla fine del workshop una riunione per discutere insieme di questa nuova rete. Nel sito sono presenti anche i link a informazioni su come raggiungere la sede del convegno e l'albergo. La fee (che comprende cena, una notte di albergo e i coffee break) ? di 120 euro, e dovrebbe essere pagata con la seguente modalit?: 1) per enti pubblici (le universit?): versamento su BANCA D?ITALIA DI MACERATA CC/ di tesoreria unica n. 37554 ; indicando nella causale 'partecipazione NOME COGNOME a Energy Finance Italia 2015' 2) per privati: versamento su Banca Marche, AGENZIA 13 Camerino, CC/ IBAN: IT83 P060 5568 8300 0000 0010346 ; indicando nella causale 'partecipazione NOME COGNOME a Energy Finance Italia 2015' Chi ha bisogno del certificato di partecipazione me lo faccia sapere. A presto ! Carlo -- Carlo Lucheroni School of Sciences and Technologies Universita' di Camerino via Madonna delle Carceri 9 62032 Camerino (MC) Italy Office phone: 39-0737402552 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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Secondo annuncio: Mini-corso "Martingale Optimal Transport" del prof. Nizar Touzi a Pisa
by Salvatore Federico 05 Dec '15

05 Dec '15

Si ricorda che nei giorni 9-11 dicembre il prof. Nizar Touzi dell'Ecole Polytechnique di Parigi terra' un mini-corso dal titolo "Martingale Optimal Transport" presso il Dipartimento di Matematica dell'Universita' di Pisa. L'abstract ed il calendario sono riportati di seguito. -------------------------------------------------------------- - MER 9/12: ore 16 - 18 (Aula riunioni) - GIO 10/12: ore 10 - 12 (Aula seminari) - GIO 10/12: ore 15 - 17 (Aula seminari) - VEN 11/12: ore 9 - 13 (Aula seminari) Abstract: We provide an introduction to martingale optimal transport. In the context of the one-period version of the problem, we establish the Kantorovitch duality, we discuss the existence for the primal and the dual problems, and we provide the martingale version of the cyclic monotonicity condition together with of the one-dimensional Brenier theorem. We finally show the connection between continuous-time martingale transport and the Skorohod embedding problem, and we provide some applications. Salvatore Federico

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Fwd: School and Workshop on Random Interacting Systems in Bath, UK
by Faggionato, Alessandra 04 Dec '15

04 Dec '15

School and Workshop on Random Interacting Systems 19-24 June 2016, in Bath, U.K. Registration is open until 25th March 2016 at http://people.bath.ac.uk/ados20/ris2016/ MINI-COURSES ============ Michael Damron (Georgia Institute of Technology) Geodesics in first-passage percolation Ron Peled (Tel Aviv University) The spin and loop O(n) models INVITED SPEAKERS ================ Krzysztof Burdzy (University of Washington) Manuel Cabezas (PUC Chile) Elisabetta Candellero (University of Warwick) Pietro Caputo (Roma Tre) Shirshendu Ganguly* (University of Washington) Jack Hanson (CCNY) Dmitry Ioffe (Technion) Elena Kosygina (Baruch College, CUNY) Fabio Martinelli* (Roma Tre) Allan Sly* (UC Berkeley) Yinon Spinka (Tel Aviv University) Alain-Sol Sznitman (ETH Zurich) Vincent Tassion (Universite Geneve) Balint Toth (Bristol & TU Budapest) Daniel Ueltschi (University of Warwick) * = to be confirmed. There will be slots for a small number of contributed talks (with preference to PhD students and post-docs). If you are interested, send title and abstract during registration at http://people.bath.ac.uk/ados20/ris2016/ We look forward to seeing you in Bath. Vladas Sidoravicius and Alexandre Stauffer -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Annuncio seminario Prof. Meilijson
by Cristina Zucca 04 Dec '15

04 Dec '15

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Lunedì 14 Dicembre 2015 alle ore 15:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. Isaac Meilijson (Department of Statistics and Operations Research · School of Mathematical Sciences; Tel Aviv University) terrà un seminario dal titolo How variable can a martingale with a given final variance be? Abstract: The ratio between the expected diameter (maximum-minimum) of an L2-bounded martingale and the standard deviation of its last term cannot exceed √3 (Dubins, Gilat & Meilijson). This extends the Dubins & Schwarz respective bounds 1 and √2 for the ratios between the expected maximum and maximal absolute value of the martingale and the standard deviation of its last term. All three will be reviewed in a unified way, by showing that these problems can be reduced to finding some optimal stopping times in Brownian Motion. ------------------------------------------------------------------------------------------------------ Tutti gli interessati sono invitati a partecipare Cristina Zucca -- 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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Seminario Ilaria Spassiani a RM1
by Nappo, Giovanna 03 Dec '15

03 Dec '15

*********************************************************************************************** SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA *********************************************************************************************** Dipartimento di Matematica G. Castelnuovo Sapienza, Università di Roma piazzale A. Moro 2, Roma *********************************************************************************************** Mercoledì 9 dicembre 2015 Ore 11:30, Aula di Consiglio Seminario di Probabilità e Statistica Matematica/Presentazione Tesi di Dottorato Ilaria Spassiani (Sapienza Università di Roma) Un nuovo modello ETAS per terremoti con magnitudo dipendenti Il classico modello ETAS temporale per sequenze sismiche fa parte della classe di processi di Hawkes con marche indipendenti. Tuttavia, poiché l'ipotesi di dipendenza tra le magnitudo è supportata da analisi statistiche, proponiamo una nuova versione dell'ETAS temporale, in cui le magnitudo degli aftershocks (eventi triggerati) dipendono dalle magnitudo dei rispettivi eventi madre (eventi triggeranti) attraverso una probabilità di transizione tale che, in accordo con i risultati sperimentali, (i) eventi triggerati con magnitudo grande/piccola sono più probabili se scatenati da eventi triggeranti con magnitudo grande/piccola; (ii) tutte le magnitudo seguono la stessa legge esponenziale di Gutenberg-Richter, ovvero la sua densità è autofunzione di un opportuno operatore. Infine, discuteremo la non esplosione del modello, l'approssimazione della probabilità di zero eventi in [0,t], per t piccolo, ed interpreteremo i risultati come un'approssimazione della densità comune degli intertempi. *********************************************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo ***********************************************************************************************

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posizioni di post-doc e borse per studenti di master c/o centro Lebesgue
by Marco Romito 03 Dec '15

03 Dec '15

segnalo per gli interessati. ---------------------------------------------------- The Lebesgue Center invites to apply for post-doctoral positions in mathematics for a period of six months to a year (renewable once). The hired applicant will conduct his/her research at one of these Institutes: IRMAR (Rennes), LMJL (Nantes), LMBA (Brest and Vannes), LAREMA (Angers). The position is open to all research areas present within the four Institutes. It does not include an obligation to teach. The net salary will be 2 225 Euros per month. Deadline: April 15, 2016. http://www.lebesgue.fr/ ---------------------------------------------------- The Lebesgue Center offers 10,000€ scholarships to outstanding mathematics students applying for a master programme in mathematics, for a fist year of Master (M1) or for a second year of Master (M2), in Rennes, Nantes, Angers, Brest or Vannes. Deadline: March 10, 2016. http://www.lebesgue.fr/

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Seminario Valeria Bignozzi
by Gabriele Stabile 03 Dec '15

03 Dec '15

Mercoledì 9 Dicembre, alle ore 13, presso l'Aula Fanfani al 5° piano del Dipartimento MEMOTEF (Sapienza Università di Roma, Via del Castro Laurenziano 9, Roma), si terrà il seminario: "How superaddittive can a risk measure be?" Speaker: Velaria Bignozzi (Sapienza University of Rome). ABSTRACT ************** Risk measures that are not subadditive may penalize the aggregation of risk, by inducing portfolio requirements that are larger than those of undiversified positions. This happens for instance for Value-at-Risk (VaR), as well as convex shortfall risk measures. In this paper we characterize the potential for superadditivity that any risk measure may exhibit, considering both dependence uncertainty as well as the effect of portfolio size. It is shown that for the wide majority of risk measures of use or interest this corresponds to calculating the smallest dominating coherent risk measure (SDCRM). We show that this risk measure often exists and is identified with the notion of extreme-aggregation risk measure introduced in this paper. Explicit results are provided for the class of distortion risk measures, where the SDCRM is again a distortion risk measure and for the class of shortfall risk measures, where the SDCRM is given by an expectile. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Gabriele Stabile

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Fwd: Saint-Flour 2016
by Marco Romito 02 Dec '15

02 Dec '15

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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 01 Dec '15

01 Dec '15

Ho il piacere di invitarvi al seguente seminario, che si terrà giovedì 10 dicembre, alle 11:30, in Aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Sander Dommers AFFILIATION: Ruhr University Bochum TITLE: Metastability in the reversible inclusion process ABSTRACT: In the reversible inclusion process with N particles on a finite graph, each particle at a site x jumps to site y at rate (d+n_y) r(x,y), where d is a diffusion parameter, n_y is the number of particles on site y and r(x,y) is the jump rate from x to y of an underlying reversible random walk. When the diffusion d converges to 0 as N goes to infinity, the particles cluster together to form a condensate. It turns out that these condensates only form on the sites where the underlying random walk spends the most time. Once such a condensate is formed the particles stick together and the condensate performs a random walk itself on much longer timescales, which can be seen as metastable behavior. We study the rates at which the condensate jumps and show that in the reversible case there are several time scales on which these jumps occur depending on how far (in graph distance) the sites are from each other. This generalizes work by Grosskinsky, Redig and Vafayi who study the symmetric case where only one timescale is present. Our analysis is based on the martingale approach by Beltrán and Landim. This is work in progress jointly with Alessandra Bianchi and Cristian Giardinà. -- 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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