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Rettifica data e ora seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 06 May '15

06 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Giovedi' 14 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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Convegno in onore di Patrizia Berti - Programma e Pagina web
by Fabrizio Leisen 05 May '15

05 May '15

Gentili Colleghi, con grande piacere vi segnalo(per la seconda volta) il seguente convegno organizzato in onore della Prof. ssa Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015 Il programma del convegno é disponibile alla seguente pagina web: https://sites.google.com/site/convegnoprofpatriziaberti/ con alcune utili informazioni. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail al comitato organizzatore per confermare la vostra presenza(vedi pagina web). Un cordiale saluto, Fabrizio Leisen, Pietro Rigo, Emanuele Dolera -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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Seminario Prof. Penson (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 05 May '15

05 May '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 8 Maggio, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma PROF. K.A. PENSON (Theoretical Physics, Sorbonne, Univ. Paris VI, France) terrà un seminario dal titolo: *PROBABILISTIC AND FREE-PROBABILISTIC PROPERTIES OF 2D CONSTELLATION NUMBERS* *Abstract:* After a short introduction about the properties of classical Catalan numbers and their role in Physics we shall dwell on a certain quite vast generalisation of Catalan numbers called the constellation numbers. We solve exactly the Hausdorff moment problem for these numbers and provide explicit expressions for appropriate positive weight functions. For certain values of parameters we analyse the properties of these solutions from the point of view of the free probability, and demonstrate their infinite divisibility with respect to the free additive convolution. We introduce the idea of fractional constellation numbers and provide complete solutions to this particular case. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio

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Seminario di Yinon Spinka a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Yinon Spinka (Tel Aviv) Title: Long-range order in random 3-colorings When: Martedi' 19 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI), Largo San L. Murialdo, 1 Abstract: We study the anti-ferromagnetic 3-state Potts model of statistical physics. In this model, one samples a random coloring of a box in Z^d with 3 colors, with the probability of a coloring f being proportional to exp(-beta*N(f)), where beta>0 is a parameter (representing the inverse temperature) and N(f) is the number of edges connecting vertices colored with the same color. Our main result is that in high dimensions and low temperature (large beta), a sampled coloring will typically exhibit long-range order, placing the same color at most of either the even or odd vertices of the box. This extends previous work of Galvin, Kahn, Peled, Randall and Sorkin. The main ingredient in our proof is a new structure theorem for 3-colorings which characterizes the ways in which different "phases" may interact, putting special emphasis on the role of edges connecting vertices of the same color. We also discuss several related conjectures. No background in statistical physics will be assumed and all terms will be explained. Joint work with Ohad Feldheim.

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Seminario di Quentin Berger a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Prof. Quentin Berger (Universita' Parigi 6) When: Mercoledi 13 maggio ore 11, Where: Aula 211, Pal. C Dip. Matematica e Fisica, RomaTre, Largo San L. Murialdo, 1 - 00146 Roma Title: Disorder relevance for the pinning model (joint work with Hubert Lacoin) Abstract: A central question in the study of disordered systems (and in particular of their phase transition) is that of disorder relevance: one wants to determine whether an arbitrarily small quantity of disorder affects or not the critical behavior of the system. The physicist Harris provided a simple and general criterion to know whether disorder was relevant or irrelevant for a given d-dimensional system. In this talk, we will introduce the pinning model, a family of disordered systems, which has attracted much attention in the past decade: it considers a 1-dimensional polymer chain interacting with an inhomogeneous defect line, undergoing a localization phase transition. For this model, Harris' prediction has been rigorously proved, but the marginal case (for which Harris criterion gives no prediction) was partially left open. We will present here a necessary and sufficient condition for disorder relevance for the pinning model, solving completely the question for this model.

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Seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Martedi' 12 Maggio 2015 ORE 15:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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Mini courses announcement: numerical approaches for SDE, Statistics and Finance [ Dr. Michele Bonollo - Iason Ltd ]
by Luca di persio 04 May '15

04 May '15

Dr. Michele Bonollo [ Iason Ltd. ] will give two mini courses on SDE and Statistics, both from an applicative/numerical point of view, at the Department of Computer Science of the University of Verona. The courses will be divided as follows - *24h * SDE, *8h* Statistics and they will be developed according to the following (tentative) calendar - Wed May 6 16.30-18-30 2 h - Mon May 11 14.30-18.30 4 h - Mon May 18 14.30-18.30 4 h (STAT) - Wed May 20 16.30-18.30 2 h - Mon May 25 14.30-18.30 4 h - Wed May 27 14.30-18.30 4 h (STAT) - Wed June 3 14.30-18.30 4 h - Mon June 8 14.30-18.30 4 h - Wed June 10 16.30-18.30 4h Covered topics will include SDE Topics - SDE and Closed form solutions: Black and Sholes model review - SDE Approximations: from the Eulero scheme to some higher order techniques. Weak and strong convergence definitions - The stochastic processes simulation - Discrete space and discrete state processes: the trees approaches versus the diffusion perspective - Some Brownian motion useful functionals: first hitting time, occupation time, - Application 1: Exotic derivative evaluation - Application 2: full evalution of VaR versus Delta-Gamma-Vega VaR - The compound Poisson process and the Operational VaR estimation STAT Topics - Parameter Estimation and Calibration review - Volatility surface: tricks and practical problems - Principal Component Analysis: applications to the term structure and to the volatility surface All the lessons will be given here https://goo.gl/maps/Yx2JU Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2 and they will start in Room M. Do not hesitate to contact me for further details: luca.dipersio(a)univr.it __ 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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No Free Lunch Seminar by Prof. Massimiliano Caporin, Wed May 6 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 04 May '15

04 May '15

Dear all, Wednesday May 6 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Massimiliano Caporin Department of Economics and Management "Marco Fanno" - Università di Padova will deliver the seminar "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification" Abstract: The need for understanding the propagation mechanisms behind the recent financial crises lead the increased interest for works associated with asset interconnections. In this framework, network-based methods have been used to infer from data the linkages between institutions. In this paper, we elaborate on this and make a step forward by introducing network linkages into linear factor models. Networks are used to infer the exogenous and contemporaneous links across assets, and impacts on several dimensions: network exposures act as in inflating factor for systematic exposure to common factors with implications for pricing; the power of diversication is reduced by the presence of network connections; in the presence of network links a misspecied traditional linear factor model provides residuals that are correlated and heteroskedastic. We support our claims with an extensive simulation experiment. Joint work with Monica Billio, Roberto Panzica, and Loriana Pelizzon. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Seminari di Eckhard Platen all'Università di Firenze
by Giacomo Scandolo 04 May '15

04 May '15

Ricordo che il Prof. Eckhard PLATEN (University of Technology, Sydney) questa settimana terrà due seminari presso il Dipartimento di Scienze per l'Economia e l'Impresa Edificio D6, via delle Pandette, 32, Firenze Tutti gli interessati sono invitati a partecipare ============================================================= Giovedì 7 Maggio, 10.00-12.00, aula D6/105 ''Numerical Solutions of Stochastic Differential Equations with Jumps in Finance '' Abstract. In financial and actuarial modelling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Brownian motions. The aim of this lecture is to present various numerical methods used in quantitative finance for models involving stochastic differential equations with jumps. It emphasises mathematical concepts, techniques and intuition crucial for modern numerical methods in derivative pricing and risk management. Questions of numerical stability and convergence will be discussed. Several recent results will be presented on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector and extrapolation methods. ============================================================= Venerdì 8 Maggio, 10.00-12.00, aula D6/013 "A Benchmark Approach to Finance " Abstract. This lecture introduces into the benchmark approach, which provides a generalized framework for financial market modelling. It allows for a unified treatment of derivative pricing, portfolio optimization and risk management. It extends beyond the classical asset pricing theories, with significant differences emerging for extreme maturity contracts and risk measures relevant to pensions and insurance. The Law of the Minimal Price will be presented for derivative pricing. A Naïve Diversification Theorem allows forming a proxy for the numeraire portfolio. The richer modelling framework of the benchmark approach leads to the derivation of tractable, realistic models under the real world probability measure. It will be explained how the approach differs from the classical risk neutral approach. Examples on long term and extreme maturity derivatives demonstrate the important fact that a range of contracts can be less expensively priced and hedged than suggested by classical theory. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Annuncio di seminario
by Tiziano Vargiolu 04 May '15

04 May '15

ANNUNCIO DI SEMINARIO Il Prof. Eckhard Platen, professore alla University of Technology di Sydney ed attuale Presidente della Bachelier Finance Society, terra' il seguente seminario dalle 14.30 alle 15.30 del martedi' 5 maggio in aula 2BC60 del Dipartimento di Matematica, via Trieste 63, Padova. (Si noti lo spostamento dalla originale aula 2AB40 alla 2BC60) Referente: W. Runggaldier __________________ TITLE: BENCHMARKED RISK MINIMIZATION ABSTRACT: The paper discusses the problem of hedging not perfectly replicable contingent claims by using a benchmark, the numeraire portfolio, as reference unit. The proposed concept of benchmarked risk minimization generalizes classical risk minimization, pioneered by Foellmer, Sondermann and Schweizer. The latter relies on a quadratic criterion, requesting the square integrability of contingent claims and the existence of an equivalent risk neutral probability measure. The proposed concept of benchmarked risk minimization avoids these restrictive assumptions. It employs the real world probability measure as pricing measure and identifies the minimal possible price for the hedgeable part of a contingent claim. Furthermore, the resulting benchmarked profit and loss is only driven by nontraded uncertainty and forms a martingale that starts at zero. Benchmarked profit and losses, when pooled and sufficiently independent, become in total negligible. This property is highly desirable from a risk management point of view. It is making asymptotically benchmarked risk minimization the least expensive method for pricing and hedging of an increasing number of not fully replicable benchmarked contingent claims. (Joint work with Ke Du.)

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Workshop announcement
by Paolo Dai Pra 30 Apr '15

30 Apr '15

NEW CHALLENGES IN RECIPROCAL PROCESSES, SCHRODINGER BRIDGES AND OPTIMAL TRANSPORT WITH APPLICATION TO CONTROL ENGINEERING PROBLEMS FOR CLASSICAL AND QUANTUM SYSTEMS Organizers: Paolo Dai Pra, Michele Pavon and Francesco Ticozzi The workshop will take place at the Department of Mathematics, University of Padova, via Trieste 63, 35131 Padova, on Friday May 29th, 2015 in rooms 1BC45 (morning) and 1BC50 (afternoon). TALKS: Yongxin Chen (Department of Electrical and Computer Engineering University of Minnesota): Schrodinger bridges and the steering of stochastic and deterministic systems Giovanni Conforti (Institut fur Mathematik, Universitat Potsdam): Reciprocal characteristics, lattices, and concentration of measure Markus Fischer (Department of Mathematics University of Padova): On large deviations for the empirical measures of weakly interacting systems Tryphon T. Georgiou (Department of Electrical and Computer Engineering University of Minnesota): The Hilbert metric and Schro ̈dinger bridges Christian Leonard (Departement de Mathematiques et Informatique Universite ́ Paris Ouest): Looking at the Schrodinger problem with calculus of variations in mind Sylvie Roelly (Institut fur Mathematik, Universitat Potsdam): A stochastic analysis approach for the characterization of reciprocal classes: the case of Brow- nian diffusions and of compound Poisson processes. Francesco Ticozzi (Department of Information Engineering University of Padova): A walk to symmetrization via a Schroedingers bridge Lorenza Viola (Department of Physics and Astronomy Dartmouth College): TBC More details are contained in the attachment. Please do not hesitate to contact me for further details: daipra(a)math.unipd.it Paolo Dai Pra Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Seminario Università di Milano-Bicocca
by federica.masiero＠unimib.it 29 Apr '15

29 Apr '15

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Seminario Universita' La Sapienza Roma
by Faggionato, Alessandra 29 Apr '15

29 Apr '15

SEMINARIO DI PROBABILITA' E FISICA STATISTICA Giovedi' 7 Maggio, ore 14.30 , in Aula B (Dipartimento di Matematica. Univ.La Sapienza, Roma) Speaker: Andrea Puglisi (Istituto dei Sistemi Complessi, Sapienza) Title: Dynamics of an intruder in a granular fluid: from dilute to dense experiments. A single experimental setup is the occasion for a tour into many issues in non-equilibrium statistical mechanics. In the experiment, a rotating intruder performs a Brownian-like dynamics under the influence of collisions with a shaken granular media. Dissipations in the form of inelastic collisions and dry tangential friction make the system inherently out of equilibrium. When the granular medium is diluted, the results agree with a Boltzmann-Lorentz description which, in the large mass limit, is well approximated by a Fokker-Planck equation for a Ornstein-Uhlenbeck process with Coulomb friction. When the intruder is shaped so as to break the symmetry under rotation-inversion, an average drift ("ratchet" or "motor" effect) is observed, with properties depending on the dominant dissipation: friction or inelastic collisions. When the density of the surrounding medium increases, non-Markovian effects appear. The first consequence is a violation of the Einstein relation which - near equilibrium - describes the linear response to a small force provided by an external motor. The analysis of a generalized flctuation-dissipation relation explains the nature of the violation: a joint effect of dissipation and coupling with the dense flid. When the density is increased further and the jamming transition is approached, anomalous diffusion appears in the form of transient cage effects (subdiffusion) and - more surprisingly - superfdiffusion at large times. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Grants for PhD International Students, University of Padova
by Patrizia Piacentini - PhD 28 Apr '15

28 Apr '15

For the academic year 2015/2016 the University of Padova, Italy, offers 15 research fellowships for foreign (non Italian) students to attend Doctoral/International Courses - Deadline: 29 May 2015 - 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 presumably start on October 1st, 2015 and will end on September 31st, 2018. 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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1 Ph.D. position - Epidemiology/Statistical Medicine - University of Verona, Italy
by Alessandro Marcon 27 Apr '15

27 Apr '15

/To all concerned - please circulate:/ The call for applications to doctoral programs in *Applied Life and Health Sciences *(Dottorato in Scienze Applicate della Vita e della Salute)*, *XXXI cycle, at the University of Verona, Italy, has been published. The call is available at: http://www.dsvr.univr.it/?ent=iscrizionecs&cs=634&lang=it The applicant will be involved in epidemiological research in the filed of chronic respiratory diseases (asthma, rhinitis, COPD - chronic obstructive pulmonary disease). Applicants will have a degree (master degree or equivalent) in: Statistical Sciences, Computer Science, Bioinformatics, Mathematics, Medicine and Surgery, Biology, Biotechnology, Pharmacy, Pharmaceutical Chemistry and Technology , … Contact: roberta.vesentini(a)univr.it Duration: 3 years Workplace : University of Verona (Strada Le Grazie, 8) Deadline for application: 12 June 2015 My kindest regards, Alessandro Marcon -- Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Public Health and Community Medicine University of Verona

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Early Stage Research Fellowship 2016
by Massimo Campanino 26 Apr '15

26 Apr '15

Early Stage Research Fellowship 2016 Bando per borsa di studio Protocollo: Decree April 13, 2015, n.14 Pubblicato il: 15/04/2015 Scadenza presentazione domande: 30/05/2015 - 23:55 Aggiornamento del 20/04/2015: Il bando online riporta la versione corretta e aggiornata. Restano invariate le scadenze e le modalità di presentazione della domanda. Bando per l'assegnazione di due borse annuali per giovani ricercatori internazionali. I candidati dovranno ricevere un invito da un docente o ricercatore dell'Università di Bologna che svolgerà il ruolo di supervisore e garantirà l'accesso alle strutture di ricerca. ISA offre ai ricercatori selezionati: alloggio: un miniappartamento presso il Residence Terzo Millennio Bologna, sito in via Miliani, 7/2, quartiere Borgo Panigale; Fellows room: un’attrezzata sala per studio e lettura in Palazzo Paleotti, via Zamboni 25, cuore della zona universitaria; un contributo economico: la borsa di studio annuale di Euro 15.600,00, al lordo di tutti gli oneri fiscali e previdenziali a carico del percipiente e a carico dell’ente. Le candidature dovranno essere presentate esclusivamente mediante modalità telematica accedendo al sito Internet: https://personale.unibo.it, previa procedura di registrazione personale come da istruzioni indicate nella stessa procedura web. Il termine ultimo per la presentazione delle domande è fissato a pena di esclusione alle ore 23:55 del giorno 30.05.2015.

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PhD course on Bayesian Statistics: modelling, computation and testing
by Consonni Guido 24 Apr '15

24 Apr '15

??? PhD in Statistics and Mathematics for Finance Università Bicocca, Milano http://www.dismeq.unimib.it/Default.asp?idPagine=765&funzione=&lingua=ING May-June, 2015 Bayesian Statistics: modelling, computation and testing Ioannis Ntzoufras; Valen Johnson Per maggiori dettagli si veda la locandina allegata. Guido Consonni Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano http://docenti.unicatt.it/eng/guido_consonni/ Tel 02 7234 3049 ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Junior female researchers in probability - Berlin
by Alessandra Cipriani 24 Apr '15

24 Apr '15

Dear colleagues, we would like to draw your attention to our upcoming conference for "Junior female researchers in probability" in Berlin, 22- 23 October 2015 . The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Invited speakers are: Kavita Ramanan (Brown University) Nadia Sidorova (UC London) Christa Cuchiero (U. Vienna) Hanna Doering (U. Osnabrueck) Zorana Grbac (U. Paris Diderot) Hao Wu (MIT) Female participants are invited to submit abstracts for contributed talks, and may apply for (limited) financial support. Of course participation of men is very welcome, but presentations and financial support are reserved for ladies. Please pass this information on to interested PhD students and postdocs. More details can be found on our website http://wias-berlin.de/people/cipriani/JFR15/ . Best regards, Peter Bank, Alessandra Cipriani, Noemi Kurt

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Fwd: Annuncio Seminario Vlad Bally - 27 Aprile - Tor Vergata
by Claudio Durastanti 24 Apr '15

24 Apr '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Lunedì 27 aprile - ore 14 - aula D'Antoni Speaker Vlad Bally, Universite' Paris-Est LAMA, INRIA title: Convergence and regularity of probability laws by using an interpolation method Abstract: In a recent paper, Fournier and Printems establish a methodology which allows to rove the absolute continuity of the law of the solution of some stochastic equations with Holder continuous coefficients. This is of course out of reach by using already classical probabilistic methods based on Malliavin calculus. In this context, Debussche and Romito employ some Besov space technics in order to substantially improve the result of Fournier and Printems. In this talk we show that this kind of problem naturally fits in the framework of interpolation spaces: we prove an interpolation inequality which allows to state (and even to slightly improve) the above absolute continuity result. Moreover it turns out that the above interpolation inequality has applications in a completely different framework: we use it in order to estimate the error in total variance distance in some convergence theorems. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Claudio Durastanti

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Fwd: Oberwolfach Seminar on homogenization
by Faggionato, Alessandra 23 Apr '15

23 Apr '15

---------- Forwarded message ---------- From: Jc Mourrat <jean-christophe.mourrat(a)ens-lyon.fr> Date: 2015-04-22 17:48 GMT+02:00 Subject: Oberwolfach Seminar on homogenization To: Jc Mourrat <jean-christophe.mourrat(a)ens-lyon.fr> Good morning, Please find below an announcement for a summer school on homogenization. ++ Jean-Christophe Mourrat --- This is an announcement for the Oberwolfach Seminar "Stochastic Homogenization" The Oberwolfach Seminars address to postdocs and Ph.D. students from all over the world. The aim is to introduce the participants to a particular interesting development. Date: September 6th - September 12th, 2015 Organizers: I. Kim, UCLA, J.-C. Mourrat, ENS Lyon, F. Otto, MPI Leipzig, P. Sougandidis, The University of Chicago Programme: An introduction into stochastic homogenization of partial differential equations with a special focus on: Nonlinear problems, in particular Hamilton-Jacobi, interfacial motions and nonlinear elliptic equations; oscillatory boundary conditions. Probabilistic view upon stochastic homogenization: random walks in random environments, first passage percolation. Quantitative aspects of stochastic homogenization, connections to statistical physics and elliptic regularity theory. Introductory reading: For a probabilistic view: M. Biskup, Recent progress on the Random Conductance Model, Probability Surveys, Vol. 8 (2011) 294–373 For the analyst's set-up: V. V. Jikov, S. M. Kozlov, O. A. Oleinik, Homogenization of Differential Operators and Integral Functionals, Springer 1994, in particular Sections 7.1 and 7.2 Deadline for applications: June 30th, 2015 Applications including • full name and university/institute address • e-mail address • short CV, present position, university • name of supervisor of Ph.D. thesis • a short summary of previous work and interest • title, ID and date of the intended seminar should be sent preferably by e-mail (with attachments in pdf format) to: Prof. Dr. Dietmar Kröner Mathematisches Forschungsinstitut Oberwolfach Schwarzwaldstr. 9 – 11 77709 Oberwolfach Germany seminars(a)mfo.de -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Cancellazione seminario Scarsini@DSS
by Pierpaolo Brutti 23 Apr '15

23 Apr '15

Scusandomi per il breve preavviso, comunico che il seminario di Marco Scarsini previsto per oggi 23 aprile in Sapienza è *annullato* per motivi di salute dello speaker. Cordialmente --P

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Two seminars and presentation of Ph.D. thesis, Friday April 24
by Tiziano Vargiolu 21 Apr '15

21 Apr '15

(sorry for possible cross-posting) We have the pleasure to announce the following two seminars, in University of Padova, Italy Department of Mathematics, via Trieste 63 room 1BC/45, 1st floor Friday, April 24 9.00 Zorana GRBAC: "Discrete-tenor interest rate models based on polynomial preserving processes" ABSTRACT: Based on the class of polynomial preserving Markov processes, we construct families of positive martingales, which are monotone with respect to some parameter. Such martingales are particularly suitable for modeling of discretely compounded forward interest rates via additive constructions. This includes Libor-type models, as well as extensions to the multiple-curve term structure. The main advantage of this model class is the possibility to obtain semi-analytic pricing formulas for both caplets and swaptions that do not require any approximations. Moreover, additive constructions allow to easily ensure, if desired, properties such as positivity of interest rates and spreads and monotonicity of spreads with respect to the tenor - in view of the current market situation a model in which the reference OIS interest rates can become negative and the spreads still remain positive is of particular interest. Examples of tractable and flexible model specifications that we study include quadratic OU-Gaussian and OU-L?vy processes, as well as linear models. We discuss the efficient option pricing via Fourier methods and develop the necessary exponential transform formulas for polynomial preserving processes. This is joint work with K. Glau and M. Keller-Ressel. 10.00 Antonis PAPAPANTOLEON: "An equilibrium model for spot and forward prices of commodities" ABSTRACT The aim of this project is to determine the forward price of a consumption commodity via the interaction of agents in the spot and forward commodity market. We consider a market model that consists of three agents: producers of the commodity, consumers and financial investors (sometimes also called speculators). Producers produce a fixed amount of the commodity at each time point, but can choose how much they offer in the spot market and store the rest for selling at the next time period. They also have a position in forward contracts in order to hedge the commodity price uncertainty. Consumers are setting the spot price of the commodity at each time point by their demand. Finally, investors are investing in the financial markets and, in order to diversify their portfolios, also in the forward commodity market. The equilibrium prices for the commodity are the ones that clear out the spot and forward markets. We assume that producers and investors are utility maximizers and have exponential preferences, while the consumers' demand function is linear. Moreover, the exogenously priced financial market and the demand function are driven by L?vy processes. We solve the maximization problem for each agent and prove the existence of an equilibrium. This setting allows to derive explicit solutions for the equilibrium prices and to analyze the dependence of prices on the model parameters and the agent's risk aversion. This is joint work with Michail Anthropelos and Michael Kupper. After the two seminars, the defenses of a PhD thesis will take place: 11.00 Giulio MIGLIETTA: "Topics in interest rate modeling" (supervisor: Martino Grasselli) See you all in Padova! 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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Reading: Lecturer in probability/stochastic analysis
by Enrico Scalas 20 Apr '15

20 Apr '15

Dear colleagues, the University of Reading is currently advertising for a permanent Lecturer in Stochastic Analysis (reference GE15056, see http://www.reading.ac.uk/about/jobs/about-job-details.aspx?vacancy_id=99568… ) and also for a Rado Fellowship (reference SF07146, see http://www.reading.ac.uk/about/jobs/about-job-details.aspx?vacancy_id=10023… ). The closing date for both posts is May 8th. Best regards, Enrico Scalas

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seminario Valeria Bignozzi in Bicocca
by Fabio Bellini 20 Apr '15

20 Apr '15

Il giorno venerdì 24 aprile alle ore 14.00 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano-Bicocca (edificio U7, IV piano), la dott.ssa Valeria Bignozzi della Università di Firenze terrà un seminario su: Reducing model risk using positive and negative dependence assumptions Abstract We give analytical bounds on the Value-at-Risk and on convex risk measures for a portfolio of random variables with fixed marginal distributions under an additional positive dependence structure. We show that assuming positive dependence information in our model leads to reduced dependence uncertainty spreads compared to the case where only marginals information is known. In more detail, we show that in our model the assumption of a positive dependence structure improves the best-possible lower estimate of a risk measure, while leaving unchanged its worst-possible upper risk bounds. In a similar way, we derive for convex risk measures that the assumption of a negative dependence structure leads to improved upper bounds for the risk while it does not help to increase the lower risk bounds in an essential way. As a result we find that additional assumptions on the dependence structure may result in essentially improved risk bounds (joint work with G. Puccetti and L. Ruschendorf). Tutti gli interessati sono invitati a partecipare. Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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URGENT: lecturer sought
by Carina Geldhauser 19 Apr '15

19 Apr '15

-------- Forwarded Message -------- Subject: URGENT: lecturer sought Date: Sun, 19 Apr 2015 16:33:40 +0000 From: Andreas Kyprianou <A.Kyprianou(a)bath.ac.uk> To: prob-sem(a)lists.maths.bath.ac.uk <prob-sem(a)lists.maths.bath.ac.uk>, APPLIEDPROB(a)JISCMAIL.AC.UK <APPLIEDPROB(a)JISCMAIL.AC.UK> CC: world(a)alea-research.eu <world(a)alea-research.eu> Dear friends and colleagues, here is a request like one you have never heard of before: The National University of Mongolia is currently looking in haste for an available and ambitious volunteer who would like to go out to Mongolia at short notice, funded by the International Mathematical Union, to teach a 3-4 week masters-level course in probability theory *this MAY*. Details of the programme are here: http://www.mathunion.org/cdc/volunteer-lecturer-program/information-for-lec… Please see here for the requirements (PhD minimum) and the support that is on offer: http://www.mathunion.org/cdc/volunteer-lecturer-program/information-for-lec… This course comes in preparation of a 2-week research school in stochastic processes, held at the National University of Mongolia, Ulan Bator, in associated with CIMAT, DAAD, IMU and the Bernoulli society. http://smcs.num.edu.mn/saam2015/ At the moment, The People's Republic of Mongolia (http://en.wikipedia.org/wiki/Mongolia) is experimenting with a significant programme of visa waivers, meaning that many countries do not need a visa at the moment. This is an exceptional opportunity to be part of a significant mathematical initiative in Mongolia in the field of Stochastics. As time is of the essence, I would be grateful if you could circulate this email amongst colleagues and encourage any interested parties (even if it is just a tentative query) to contact me ASAP (a.kyprianou(a)bath.ac.uk <mailto:a.kyprianou@bath.ac.uk>) copying the email to Prof. Tsogzolmaa Saizmaa (tsogzolmaa(a)num.edu.mn <mailto:tsogzolmaa@num.edu.mn>). sincerely, Andreas Kyprianou

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Mini course announcement: SDEs, SPDEs and applications, by Prof. Viorel Barbu
by Luca di persio 19 Apr '15

19 Apr '15

Mini course announcement Prof. Viorel Barbu [ Romanian Academy and University Al.I.Cuza ] will give a mini course on SDEs, SPDEs and applications, at the Department of Computer Science, University of Verona, with the following calendar of lessons Monday: 20/4 - 27/4 - 4/5 Wednesday: 22/4 - 29/4 All the lessons will start at 14:30 with a forecasted duration of 3 hours each. Possible additional lessons will be decided during the course. The tentative programme is the following: 1) STOCHASTIC DIFFERENTIAL EQUATIONS Existence theory, examples to stock prices, Langevin equation, Ornstein-Uhlenbeck processes,Feynman-Kac formula 2) APPLICATIONS TO CONTROL PROBLEMS Stochastic HJB and stochastic control problems 3) STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS Infinite dimensional stochastic integral, Stochastic linear diffusion equation, stochastic reaction diffusion equation,stochastic porous media equation All the lessons will be given here https://goo.gl/maps/Yx2JU Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2, first floor , Room M. 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

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Seminari di Klaus Schredelseker e Eckhard Platen a Firenze
by Giacomo Scandolo 17 Apr '15

17 Apr '15

Nell'ambito del Corso di Laurea Magistrale in Finance and Risk Management (FiRM) dell'Università di Firenze i Proff Klaus SCHREDELSEKER (University of Innsbruck) e Eckhard PLATEN (University of Technology, Sydney) terranno i seguenti seminari presso il Dipartimento di Scienze per l'Economia e l'Impresa Edificio D6, via delle Pandette, 32, Firenze Tutti gli interessati sono invitati a partecipare Gli abstract degli interventi sono riportati in basso. ============================================================= Prof Klaus SCHREDELSEKER Martedì 5 Maggio, 14.00-16.00, aula D6/007 ''Financial Analysis and Efficient Markets '' Mercoledì 6 Maggio, 12.00-13.30 e 14.30-16.00, aula D6/102 "Information Economics applied to Financial Markets " ============================================================= Prof Eckhard PLATEN Giovedì 7 Maggio, 10.00-12.00, aula D6/105 ''Numerical Solutions of Stochastic Differential Equations with Jumps in Finance '' Venerdì 8 Maggio, 10.00-12.00, aula D6/013 "A Benchmark Approach to Finance " ============================================================= Abstract. ''Financial Analysis and Efficient Markets '' (Schredelseker) Financial Analysis is the basic of any type of financial reasoning (portfolio theory, capital market theory, derivatives). How it has to be done depends primarily upon the properties of the market: If it is assumed to be informationally efficient, financial analysis is redundant, but if this is the case, the market cannot be efficient. If, however, the market is assumed to be somewhat inefficient, there will be systematic winners and losers: Being a complex adaptive system, the financial market will exhibit nonlinearities in information. "Information Economics applied to Financial Markets " (Schredelseker) In natural sciences the value of information is always bound from zero: it can never be negative. This does not hold in multiperson-settings like a financial market: Getting better informed may result in a better or in a lower decision quality! A highly skilled and experienced financial analyst is assumed to expect a lower performance in the market as a lousy analyst. Methodology: Game theory, Agent-based modelling, Simulations, Genetic programming. ''Numerical Solutions of Stochastic Differential Equations with Jumps in Finance '' (Platen) In financial and actuarial modelling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Brownian motions. The aim of this lecture is to present various numerical methods used in quantitative finance for models involving stochastic differential equations with jumps. It emphasises mathematical concepts, techniques and intuition crucial for modern numerical methods in derivative pricing and risk management. Questions of numerical stability and convergence will be discussed. Several recent results will be presented on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector and extrapolation methods. "A Benchmark Approach to Finance " (Platen) This lecture introduces into the benchmark approach, which provides a generalized framework for financial market modelling. It allows for a unified treatment of derivative pricing, portfolio optimization and risk management. It extends beyond the classical asset pricing theories, with significant differences emerging for extreme maturity contracts and risk measures relevant to pensions and insurance. The Law of the Minimal Price will be presented for derivative pricing. A Naïve Diversification Theorem allows forming a proxy for the numeraire portfolio. The richer modelling framework of the benchmark approach leads to the derivation of tractable, realistic models under the real world probability measure. It will be explained how the approach differs from the classical risk neutral approach. Examples on long term and extreme maturity derivatives demonstrate the important fact that a range of contracts can be less expensively priced and hedged than suggested by classical theory. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Seminario di Valeria Bignozzi presso Prometeia - Bologna
by Giacomo Scandolo 17 Apr '15

17 Apr '15

Il giorno Giovedì 23 Aprile 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Valeria BIGNOZZI (Università di Firenze) terrà un seminario dal titolo "How superadditive can a risk measure be?" 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. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Four positions in statistics: Northumbria University, UK
by Enrico Scalas 17 Apr '15

17 Apr '15

Car* collegh*, all'Universita' della Northumbria (Newcastle upon Tyne, UK) e' in corso un reclutamento nel settore della statistica. Qui sotto trovate i link. La scadenza e' imminente, ma resta ancora un po' di tempo per fare domanda. Segnalate quest'opportunita' alle persone potenzialmente interessate. Cordiali saluti, Enrico Scalas --------------------------------------------------------------------------------------------------------------------------------- · Professor in Statistics http://work4.northumbria.ac.uk/hrvacs/eae1431 Closing date: 21 April 2015 · Reader in Statistics http://work4.northumbria.ac.uk/hrvacs/eae1430 Closing date: 21 April 2015 · Senior Lecturer/ Lecturer in Statistics (Two Posts) http://work4.northumbria.ac.uk/hrvacs/eae1432 Closing date: 23 April 2015

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No Free Lunch Seminar by Dott. Andrea Sillari, Tue April 21 1:00 PM Aula Mancini @ SNS
by Giacomo Bormetti 16 Apr '15

16 Apr '15

Tue April 21 2015, 1:00 PM in Aula Mancini, Scuola Normale Superiore Pisa Andrea Sillari Unicredit Bank - Milano will deliver the seminar "Risk Models - Operation, Maintenance, Upgrade" All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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avviso di due seminari del Prof. Eeckhoudt
by Emanuela Rosazza 16 Apr '15

16 Apr '15

Il Prof. Louis EECKHOUDT (IESEG School of Management, Lille, Francia) terrà i due seguenti seminari: - Martedì 28 aprile 2015 ore 10.30 – 12.30: Risk attitudes: some history, main results and some extensions - Giovedì 30 aprile 2015 ore 10.30 – 12.30: Arrow - Pratt : 50 Years later nell’ AULA SEMINARI (EDIFICIO U7, 4° PIANO, ST. 4026) del Dipartimento di Statistica e Metodi Quantitativi dell’Università di Milano-Bicocca (Via degli Arcimboldi, 8 – 20126 MILANO). Tutti gli interessati sono invitati a partecipare. ******************************************************************************************* 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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Avviso di seminario :: Scarsini@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 16 Apr '15

16 Apr '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 23 Aprile, ore 11:00am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma MARCO SCARSINI (LUISS Guido Carli) terrà un seminario dal titolo ON INFORMATION DISTORTIONS IN ONLINE RATINGS. tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT Consumer reviews and ratings of products and services have become ubiquitous on the Internet. This paper analyzes, given the sequential nature of reviews and the limited feedback of such past reviews, the information content they communicate to future customers. We focus on the informational setting in which customers only observe the sample mean of past reviews, and ask if customers can recover the true quality of the product based on the feedback they observe. We first analyze the benchmark setting, in which customers interpret the mean as the proxy of quality. In such a case, we show that in the long run,the sample mean of review stabilizes and two cases may arise.If customers are relatively homogeneous, then social learning takes place. If customers are sufficiently heterogeneous, then they consistently overestimate the underlying quality of the product in the long run. This bias stems from the selection associated with observing only reviews of customers who purchase. We show, however,that if customers are sophisticated, then there exists a simple quality inference and purchasing rule that corrects for the selection bias and leads to social learning.In addition, we show that the cumulative consumer surplus losses scale with the square root of the number of customers who have considered a purchase to date, which is of the same order as when customers observe the reviews of all preceding customers. In this framework, we also analyze the externality of sophisticated customers on more naïve ones and quantify the impact that manipulated reviews may have.

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36th Finnish Summer School 1-5 June
by Valentina Cammarota 16 Apr '15

16 Apr '15

-----Messaggio originale----- From: Leskelä Lasse Sent: Wednesday, April 15, 2015 11:26 AM Subject: CFP: 36th Finnish Summer School on Probability and Statistics Call for participation (please forward this to students and colleagues): 36th Finnish Summer School on Probability Theory and Statistics 1-5 June 2015 Päivölä College, Valkeakoski, Finland http://web.abo.fi/fak/mnf/mate/gradschool/ PROGRAM Mindaugas Bloznelis (Vilnius U) Topics in random graphs Krista Fischer (Estonian Genome Center) Causal inference in biomedical applications Mikhail Lifshits (St. Petersburg State U) Gaussian processes: Applications and approximations Domenico Marinucci (U Rome Tor Vergata) Random fields on the sphere and their cosmological applications Registrations are due by 20 May 2015. The summer school is organized by the Finnish Doctoral Programme in Stochastics and Statistics (FDPSS). For more information, visit http://web.abo.fi/fak/mnf/mate/gradschool/ Looking forward to meeting many of you there! Lasse ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Algebraic Statistics 2015 - Genova (8-11 June, 2015) - Second announcement
by Fabio Rapallo 15 Apr '15

15 Apr '15

=============== SECOND ANNOUNCEMENT Algebraic Statistics 2015 (8-11 June, 2015) University of Genoa, Italy Dear colleague, We are organizing a workshop on Algebraic Statistics, 8-11 June, 2015, at the Department of Mathematics, University of Genoa, Italy. The meeting will include invited one-hour plenary talks, shorter contributed talks, a large poster session and three tutorials. We would like to kindly ask you to share this information with everyone who could be interested. ** conference website:http://www.dima.unige.it/~rogantin/AS2015/ ** the deadline for abstract submission is now extended: April 30, 2015 ** INVITED TALKS - Elvira Di Nardo (University of Basilicata), Symbolic methods in statistics: elegance towards efficiency - Thomas Kahle (OvGU Magdeburg), Algebraic geometry of Poisson regression - Sonja Petrovic (IIT Chicago), What are shell structures of random networks telling us? - Jim Q. Smith (University of Warwick), The geometry of chain event graphs - Bernd Sturmfels (UC Berkeley), Exponential varieties ** TUTORIALS - R package for algebraic statistics, Luis Garcia-Puente (Sam Houston State University). - Information Geometry and Algebraic Statistics on a finite state space and on Gaussian models, Giovanni Pistone (Collegio Carlo Alberto) and Luigi Malagò (Shinshu University and INRIA TAO) - Latent Tree Graphical Models, Piotr Zwiernik (Genoa) We encourage participation of young researchers, and welcome submissions for contributed talks and posters. ** For information on cheaper accommodation see: http://www.dima.unige.it/~rogantin/AS2015/afford.html Further information on submission deadlines and other logistics are available on the conference web page. SPONSORED BY Dipartimento di Matematica, Universita’ di Genova Dipartimento di Scienze e Innovazione Tecnologica, Universita’ del Piemonte Orientale Dipartimento di Scienze Matematiche, Politecnico di Torino WITH THE PATRONAGE OF Bernoulli Society De Castro Statistics Initiative, Collegio Carlo Alberto, Moncalieri SCIENTIFIC COMMITTEE Sonja Kuhnt (Fachhochschule Dortmund) Hugo Maruri-Aguilar (Queen Mary, London) Giovanni Pistone (Collegio Carlo Alberto) Fabio Rapallo (Universita’ del Piemonte Orientale) Eva Riccomagno (University of Genoa) Caroline Uhler (IST Austria) Henry Wynn (London School of Economics) Piotr Zwiernik (University of Genoa) ======== On behalf of the Organizing Committee, Fabio Rapallo -- Fabio Rapallo Dipartimento di Scienze e Innovazione Tecnologica Universita' del Piemonte Orientale viale Teresa Michel, 11 15121 ALESSANDRIA - ITALY Tel: +39 0131 360223 Fax: + 39 0131 360250 email: fabio.rapallo(a)mfn.unipmn.it web: http://people.unipmn.it/rapallo/ --------------------------

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de Finetti risk seminar - april 2015
by Emanuela Rosazza 14 Apr '15

14 Apr '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture DOMINANCE AND ELICITATION WITH IMPRECISE PROBABILITY [IP] THEORY Teddy Seidenfeld Carnegie Mellon LOCATION: The seminar will be held on Wednesday, April 15, 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. 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. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Seminario MULANKSY (RGS & Matematica Applicata)
by Giacomo Aletti (giacomo.aletti) 13 Apr '15

13 Apr '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti ================= Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 20 Aprile 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Analyzing spike train synchrony" Mario Mulanksy, Istituto dei Sistemi Complessi, CNR, Firenze ABSTRACT: Understanding the details of information processing in the brain is one of the most challenging and exciting problems of our time. In this talk, I will introduce the field of spike train analysis and present mathematical tools to measure spike train synchrony. I will focus on time-resolved and parameter-free methods and discuss their properties and advantages. Finally, I will show applications to experimental and numerical results and provide perspective for future advancements.. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/.(http://rgs.mat.unimi.it/) -- ------------------------------- 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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Seminario di Santiago Juan Saglietti a Roma Tre il 17/04
by Pietro Caputo 13 Apr '15

13 Apr '15

Santiago Juan Saglietti Universita' di Buenos Aires Titolo: Metastability for small random perturbations of a PDE with blow-up Venerdi' 17 Aprile 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract We consider the stochastic PDE $u_t = u_{xx} + u^p + varepsilon dot{W}$ with homogenous Dirichlet boundary conditions, where $p > 1$, $varepsilon > 0$ is a small fixed parameter and $dot{W}$ stands for space-time white noise. It is well known that the associated deterministic PDE (i.e. $varepsilon = 0$ in the equation above) admits exactly one asymptotically stable equilibrium and a countable family of unstable equilibria with increasing energy. Furthermore, for certain initial conditions it can be shown that the solution of the deterministic PDE explodes in finite time. We show that, for $p < 5$ and initial conditions in the domain of attraction of the asymptotically stable equilibrium, the solution $X_varepsilon$ of the SPDE satisfies in the limit as $varepsilon$ tends to zero the classical description of metastability featured in [1]: the averages of $X_varepsilon$ remain stable and close to the equilibrium up until the explosion time which, when suitably rescaled, converges in distribution to an exponential random variable. Furthermore, for certain initial conditions in the domain of explosion (and any value of $p > 1$) we show the continuity of the explosion time as $varepsilon$ tends to zero.

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Fwd: Associate Professorship (or Professorship) of Statistics (Statistical Population Genomics)
by Francesco Caravenna 11 Apr '15

11 Apr '15

Ricevo e inoltro. > UNIVERSITY OF OXFORD > > MATHEMATICAL, PHYSICAL AND LIFE SCIENCES DIVISION > > > > ASSOCIATE PROFESSORSHIP (OR PROFESSORSHIP) of Statistics (Statistical and Population Genomics) > > > > DEPARTMENT OF STATISTICS in association with a Tutorial Fellowship in Mathematics at Corpus Christi College > > > > Salary from £44,620 p.a. plus additional substantive benefits > > > > Applications are invited for an Associate Professorship (or Professorship) in Statistics, to be held in the Department of Statistics, in association with a Tutorial Fellowship in Mathematics at Corpus Christi College, with effect from 1st September 2015. The post is full-time and upon completion of a successful review, permanent. > > > > You will be an outstanding individual who is, or has the potential to become, a leader in statistical or population genetics. Your research interests will build upon those of current members of the department. You have a doctorate in Statistics or a related discipline, and an outstanding research record, as well as the potential to attract research funding. You will have the skills and enthusiasm to lecture at undergraduate and advanced graduate level, over a wide range of topics within Mathematical Sciences, including Statistics and Probability, provide supervision of students and undertake tutorial teaching. You will be based at the Department of Statistics, 1 South Parks Road, Oxford and at Corpus Christi College, Merton Street, Oxford. The Departmental teaching workload will be at a reduced level for the first few years. The Department is actively seeking to provide an excellent work life balance for all of its employees. > > > > This is an exciting time for the Department of Statistics. In December 2015 we will move into a new home in a prominent building in the centre of Oxford. This move will further enhance our vibrant research environment. > > > > Further particulars, containing details of the application procedure and duties, may be obtained from www.stats.ox.ac.uk/vacancies or jobs(a)stats.ox.ac.uk. > > > > The closing date for applications is 12:00 noon (UK time) Friday 22nd May 2015. Interviews are planned for the week of 22nd June 2015. > > Please mark any correspondence: AM15001. Queries about the post should be addressed to Personnel Administration at jobs(a)stats.ox.ac.uk or telephone: +44 (0) 1865 272866. > > > > 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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POLY - 15 APRILE - TOR VERGATA - PASCAL
by Valentina Cammarota 10 Apr '15

10 Apr '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledi` 15 aprile ore 15 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Guillaume POLY University of Rennes 1 Title: An approach of Gaussian inequalities via Markov operators. Abstract: We will revisit the so-called Fourth moment theorem due to Nualart and Peccati from the point of view of Markov operators and will point out the generalizations that this approach brings. We will derive consequences for Variance inequalities and the Gaussian product conjecture. Tutti gli interessati sono invitati a partecipare. ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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POLY - 15 MARZO - TOR VERGATA - PASCAL
by Valentina Cammarota 10 Apr '15

10 Apr '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledi` 15 aprile ore 15 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Guillaume POLY University of Rennes 1 Title: An approach of Gaussian inequalities via Markov operators. Abstract: We will revisit the so-called Fourth moment theorem due to Nualart and Peccati from the point of view of Markov operators and will point out the generalizations that this approach brings. We will derive consequences for Variance inequalities and the Gaussian product conjecture. Tutti gli interessati sono invitati a partecipare. ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Cambio orario: seminario Anna Carpio 14 aprile 2015
by Alessandra Micheletti 09 Apr '15

09 Apr '15

invio nuovamente l'annuncio, a causa di un piccolo spostamento di orario: *ANNUNCIO DI SEMINARIO* Il *14 aprile alle ore 15.30* nell'aula C del Dipartimento di Matematica, Universita' degli Studi di Milano, via Saldini 50, Milano si terrà un seminario sulla teoria dell'esistenza ed unicità di particolari equazioni integro-differenziali. *Speaker: *Anna Carpio (Universitad Carlos III Madrid) *Title:* *Well posedness of a kinetic model for angiogenesis* *Abstract.* Tumor induced angiogenesis processes including the effect of stochastic motion, branching and merging of blood vessels can be described by coupling an integro-differential kinetic equation of Fokker-Planck type with a reaction-diffusion equation for the tumor induced angiogenic factor (TAF). The chemotactic force field depends on the gradient of the TAF equation contains the first velocity moment (flux of blood vessels). We develop an existence and uniqueness theory for this system under natural assumptions on the initial data. Our theory combines the construction of fundamental solutions for associated linearized problems with comparison principles, sharp estimates of the velocity moments and compactness results for this type of kinetic and parabolic operators. -- ___________________________________________________________ Dr. Daniela Morale Dept. Mathematics University of Milano Via C. Saldini, 50 20133 MILANO, Italy phone: +39 02 5031 6081 fax: +39 0250316090 email: Daniela.Morale(a)unimi.it URL: http://www.mat.unimi.it/users/morale/ ________________________________________________________ * "*Even if you are a minority of one, the truth is the truth *"Gandhi* "Everything should be made as simple as possible, but not simpler." *A. Einstein* -- ------------------------------------ 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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Workshop “Control Theory and Related Topics'' - secondo e ultimo avviso
by Fulvia Confortola 09 Apr '15

09 Apr '15

? Il 13 e 14 aprile 2015 ci sarà presso il Dipartimento di Matematica del Politecnico di Milano il convegno “Control Theory and Related Topics”, su controllo deterministico e stocastico ed equazioni di evoluzione. La registrazione è libera ma obbligatoria. E' possibile registrarsi su https://www.eko.polimi.it/index.php/CTRT/CTRT/schedConf/registration Ulteriori informazioni sono disponibili alla pagina web della conferenza https://www.eko.polimi.it/index.php/CTRT/CTRT Gli organizzatori locali Fulvia Confortola, Monica Conti, Elsa Marchini e Giuseppina Guatteri?

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seminario Anna Carpio 14 aprile 2015
by Alessandra Micheletti 09 Apr '15

09 Apr '15

*ANNUNCIO DI SEMINARIO* Il *14 aprile alle ore 15* nell'aula C del Dipartimento di Matematica, Universita' degli Studi di Milano, via Saldini 50, Milano si terrà un seminario sulla teoria dell'esistenza ed unicità di particolari equazioni integro-differenziali. *Speaker: *Anna Carpio (Universitad Carlos III Madrid) *Title:* *Well posedness of a kinetic model for angiogenesis* *Abstract.* Tumor induced angiogenesis processes including the effect of stochastic motion, branching and merging of blood vessels can be described by coupling an integro-differential kinetic equation of Fokker-Planck type with a reaction-diffusion equation for the tumor induced angiogenic factor (TAF). The chemotactic force field depends on the gradient of the TAF equation contains the first velocity moment (flux of blood vessels). We develop an existence and uniqueness theory for this system under natural assumptions on the initial data. Our theory combines the construction of fundamental solutions for associated linearized problems with comparison principles, sharp estimates of the velocity moments and compactness results for this type of kinetic and parabolic operators. -- ___________________________________________________________ Dr. Daniela Morale Dept. Mathematics University of Milano Via C. Saldini, 50 20133 MILANO, Italy phone: +39 02 5031 6081 fax: +39 0250316090 email: Daniela.Morale(a)unimi.it URL: http://www.mat.unimi.it/users/morale/ ________________________________________________________ * "*Even if you are a minority of one, the truth is the truth *"Gandhi* "Everything should be made as simple as possible, but not simpler." *A. Einstein*

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Seminario LAVANCIER cancellato
by Matteo Ruggiero 09 Apr '15

09 Apr '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Si avvisa che il seminario di Frédéric LAVANCIER (Université de Nantes) previsto per domani venerdi' 10 Aprile 2015 al Collegio Carlo Alberto, è ANNULLATO a causa di uno sciopero dei controllori di volo. Ci scusiamo per eventuali disagi. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario all'IAC
by Giovanni Luca Torrisi 08 Apr '15

08 Apr '15

*Martedi' 14 Aprile 2015*, *ore 14:00* Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni del Calcolo "Mauro Picone", Via dei Taurini 19, 00185 Roma Aula Riunioni (II piano) *CLAUDIO DURASTANTI * (Universita' di Roma Tor Vergata) terra' un seminario dal titolo *Normal approximations of linear and nonlinear statistics over the sphere.* ABSTRACT: Our aim is to study quantitative central limit theorems for some linear and nonlinear statistics based on wavelet coefficients evaluated on spherical Poisson processes of arbitrary dimension. This purpose is attained by merging the Stein-Malliavin approach (introduced in the seminal paper by Peccati, Solè, Taqqu and Utzet (2010)) and the properties of the needlets, wavelets over the q-dimensional sphere featuring strong concentration properties in the spatial and frequency domains, introduced in literature by Narcowich, Petrushev, Ward (2006). We will also discuss some examples: the thresholding and the study of variance in nonparametric density estimation framework and the so- called Sobolev tests for uniformity. This is a joint work with Solesne Bourguin, Domenico Marinucci and Giovanni Peccati. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Giovanni Luca Torrisi.

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Visiting assistant professor opening - McCombs School of Business, UT Austin (fwd)
by Tiziano Vargiolu 03 Apr '15

03 Apr '15

---------- Forwarded message ---------- Date: Fri, 3 Apr 2015 03:47:42 +0000 From: "Muthuraman, Kumar" <kumar(a)austin.utexas.edu> To: "Muthuraman, Kumar" <kumar(a)austin.utexas.edu>, Stathis Tompaidis <Stathis.Tompaidis(a)mccombs.utexas.edu> Subject: Visiting assistant professor opening - McCombs School of Business, UT Austin Dear Colleagues, The IROM department at the McCombs School of Business at the University of Texas at Austin has an opening for a two-year visiting Assistant Professor position, starting September 1st, 2015. The focus of the position is in the area of Quantitative Finance. The position involves teaching 3 sections per year of courses on Statistics and Modeling for McCombs undergraduate students. Applicants should submit an application to IROMRECRUITING(a)mccombs.utexas.edu, including a current CV and a research paper, and arrange to have recommendation letters sent to the same address. Please use the subject line ?Application for QF visiting assistant professor?. This is a last minute opening and we plan to start reviewing applications immediately. Please forward this message to anyone that can be potentially interested. Stathis Tompaidis & Kumar Muthuraman

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Seminario LAVANCIER
by Matteo Ruggiero 03 Apr '15

03 Apr '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 10 Aprile 2015 alle ore 12:00, presso la Classroom 4 del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Frédéric LAVANCIER (Université de Nantes) DETERMINANTAL POINT PROCESS MODELS AND STATISTICAL INFERENCE Abstract: In this talk, I will demonstrate that Determinantal point processes (DPPs) provide useful models for the description of repulsive spatial point processes. Such data are usually modeled by Gibbs point processes, where the likelihood and moment expressions are intractable and simulations are time consuming. I will recall the definition of a DPP and review some of these appealing properties which make DPP models well suited for statistical analysis. In particular the ’most repulsive’ DPP will be characterized. Parametric models of DPPs will be introduced, where the likelihood and moment expressions can be easily evaluated and realizations can be quickly simulated. Some illustrations on real datasets will be presented. This work has been carried out in collaboration with Jesper Møller and Ege Rubak, Aalborg University. The study of the repulsiveness of DPPs is part of a joint work with Christophe Biscio, University of Nantes. 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 e auguri di buone feste, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario di Roy Cerqueti presso Prometeia - Bologna
by Giacomo Scandolo 02 Apr '15

02 Apr '15

Il giorno Giovedì 9 Aprile 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Roy CERQUETI (Università di Macerata) terrà un seminario dal titolo "Markov chains approximation for resampling and bootstrapping" Abstract Markov chain theory is proving to be a powerful approach to resample highly nonlinear time series in the context of bootstrap procedures. In this talk a discussion on this theme is provided, with a special focus on the estimation of the memory of a Markov chain (i.e. its order) and on the identification of its relevant states. In particular, the choice of memory lags and the aggregation of irrelevant states are obtained by looking for regularities in the transition probabilities. At this aim, suitable optimization models are developed under an information theory perspective. More specifically, two competing objectives that a researcher will in general pursue when dealing with bootstrapping are considered: preserving the “structural” similarity between the original and the simulated series and assuring a controlled diversification of the latter. Several critical issues emerge and are analyzed, such as the remarkable complexity of the optimization problem due to the high cardinality of the admissible regions and the presence of interconnections between more than one resampled series in a multivariate framework. Numerical experiments based on real data validate the theoretical treatment of the problem. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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6 PhD positions in Spain, Italy and the Netherlands (fwd)
by Tiziano Vargiolu 02 Apr '15

02 Apr '15

---------- Forwarded message ---------- Date: Tue, 24 Mar 2015 10:37:54 +0100 From: Andrea Pascucci <andrea.pascucci(a)unibo.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Cc: Kees Oosterlee <kees.oosterlee(a)cwi.nl>, Carlos V?zquez Cend?n <carlosv(a)udc.es> Subject: 6 PhD positions in Spain, Italy and the Netherlands Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Andrea Pascucci ****************************************************************************************************************************** Applications are invited for six Early Stage Researchers (ESRs, like PhDs) who will work closely with industrial partners on a PhD Thesis in financial mathematics. The gross amount of the research fellowship contract is the sum of: - a yearly living allowance which is a flat rate set out in the contract of about 39.800,00 euro par year obtained as a product of a flat rate times a correction coefficient; - a monthly mobility allowance which is a flat rate of 600,00 euro par month. For researcher with family charges will be paid a family allowance of 500,00 euro par month. The Envisaged Job Starting Date is October 2015. Applications should include copy of a valid ID with photo, a detailed CV, a motivation letter, a list of MSc courses and grades (transcripts), a copy of the master thesis, and if available a list of publications. Applications can be sent before 15 April 2015 following the instructions at https://portals.project.cwi.nl/wake-up-call ****************************************************************************************************************************** -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica http://www.dm.unibo.it/~pascucci P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 Skype: andrea.pascucci Get DropBox here: http://db.tt/Y2GN2TCx ---------------------------------------------------------------

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Posizione post-doc in Budapest
by Fabio Zucca 01 Apr '15

01 Apr '15

Ricevo e inoltro il messaggio allegato con preghiera di diffusione a chi pensate possa essere interessato. Si tratta di una posizione post-doc in Budapest con una deadline ufficiale del 10 aprile (probabilmente "trattabile"). Mi scuso in anticipo con chi l'avesse già ricevuto. Fabio Zucca <><><><><><><><><><><><><> Fabio Zucca Assistant Professor Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano, Italy e.mail: fabio.zucca(a)polimi.it URL: http://www1.mate.polimi.it/~zucca/ Tel: +39022399 4546 Fax: +39022399 4621 <><><><><><><><><><><><><>

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No Free Lunch Seminar by Dr. Joao da Gama Batista, Fri April 10 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 31 Mar '15

31 Mar '15

Fri April 10 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Joao da Gama Batista Laboratoire de mathématiques appliquées aux systèmes École Centrale de Paris will deliver the seminar "Sudden trust collapse in networked societies" Abstract: Trust is a collective, self-fulfilling phenomenon that suggests analogies with phase transitions. We introduce a stylized model for the build-up and collapse of trust in networks, which generically displays a first order transition. The basic assumption of our model is that whereas trustworthiness begets trustworthiness, panic also begets panic, in the sense that a small decrease in trustworthiness may be amplified and ultimately lead to a sudden and catastrophic drop of collective trust. We show, using both numerical simulations and mean-field analytic arguments, that there are extended regions of the parameter space where two equilibrium states coexist: a well-connected network where global confidence is high, and a poorly connected network where global confidence is low. In these coexistence regions, spontaneous jumps from the well-connected state to the poorly connected state can occur, corresponding to a sudden collapse of trust that is not caused by any major external catastrophe. In large systems, spontaneous crises are replaced by history dependence: whether the system is found in one state or in the other essentially depends on initial conditions. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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missDATA2015 : Last call for early bird registration
by Pierre-Yves Louis 29 Mar '15

29 Mar '15

from Vincent Audigier, *AUDIGIER Vincent,* Applied Mathematic Department, Agrocampus Ouest 65 rue de Saint-Brieuc, 35042 Rennes Cedex, France Tel: (+33)2 23 48 54 76 Website: http://vincentaudigier.weebly.com/ Dear colleagues, The statistic department of Agrocampus and the data mining group of the french statistical society organize the international conference on missing values and matrix completion MissData in Rennes (France) from 18 to 19 June 2015 at Agrocampus Ouest. The conference website is: http://missdata2015.agrocampus-ouest.fr The objective of this conference is to spotlight the latest research in missing values and matrix completion. We aim to bring together theoretical and applied researchers from different fields of application such as in social-science, genetics, medical analysis, survey, collaborative filtering, image reconstruction, etc. The program comprises R tutorials, invited lectures, a lightning talk session and a lively poster session during the reception. Awards will be given to up to three posters. The invited speakers are some of the main contributors on the topic from different fields:*Mouna Akacha* (Novartis, Switzerland), *Christophe Biernaki* (University Lille 1, France),*Stefan van Buuren* (University of Utrecht, the Netherlands),*John W. Graham* (Pennsylvania State University, US),*David Haziza*, (Montreal University, Canada),*Olga Klopp* (Paris Ouest University, France),*Roderick Little* (University of Michigan, US),*Joseph L. Schaefer* (Census Bureau, Washignton, US),*Shaun Seaman* (Medical Research Council Biostatistics Unit, UK),*Pierre Vandergheynst* (EPFL, Switzerland),*Recai Yucel* (University Albany, US). We would be glad to have you as a participant or even better as a contributor Important date: *Early bird registration and poster/lightning talk submission deadline : April 1, 2015* contact email:missdata2015@agrocampus-ouest.fr Vincent Audigier from the committee.

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Second call for papers: CIBB 2015, Naples, September 10-12, 2015
by Paola Rancoita 27 Mar '15

27 Mar '15

============================================================================================================================================== *SECOND CALL FOR PAPERS * *CIBB 2015* *12th International Meeting on Computational Intelligence Methods for Bioinformatics and Biostatistics* *CNR Research Area “Napoli 1”, Naples, Italy** **September 10-12, 2015** * *http://bioinfo.na.iac.cnr.it/cibb2015/** **cibb2015(a)gmail.com* ============================================================================================================================================== *Scope of CIBB 2015* CIBB (Computational Intelligence methods for Bioinformatics and Biostatistics) is a meeting with more than 10-year history. Its main goal is to provide a forum open to researchers from different disciplines to present problems concerning computational techniques in bioinformatics, systems biology and medical informatics, to discuss cutting edge methodologies and accelerate life science discoveries. Following this tradition and roots, this year's meeting will bring together researchers from the international scientific community interested in this field to discuss the advancements and the future perspectives in bioinformatics and biostatistics. Applied biologists are also invited to participate in order to propose novel challenges aimed to have high impact for molecular biology and translational medicine. *Technical areas addressed by CIBB 2015 include, but are not limited to:* High dimensional statistical analysis of omic data; Next generation sequencing bioinformatics; Multi-omic data integration; Methods for supervised and unsupervised learning; Prediction of protein structures; Methods for comparative genomics; Algorithms for molecular evolution and phylogenetic analysis; Mathematical modelling and simulation of biological systems; Systems and synthetic biology; Bio-molecular databases and data mining; Bio-medical text mining and imaging; Statistical methods for the analysis of clinical data; Methods for the visualization of high dimensional complex omic data; Software tools for bioinformatics. *CIBB 2015 is jointly organized by:* • INNS International Neural Network Society SIG Bioinformatics • INNS International Neural Network Society SIG Bio-pattern • IEEE-CIS-BBCT Task forces on Neural Networks and Evolutionary Computation • Istituto per le Applicazioni del Calcolo, “M. Picone”, CNR Napoli The scientific programs of CIBB 2015 will include Keynote Speakers, contributed papers, tutorial and special sessions. The contributed papers will be presented in plenary oral sessions, special sessions, or poster sessions. *Publications* Accepted papers will be published on a flash drive with a specific ISBN number for the conference proceedings. A selection of papers presented at CIBB 2015 will appear in a post-conference monograph. We are in contact with Springer to have them published in the Springer series of Lecture Notes in Bioinformatics (LNBI) as usual for CIBB. Moreover, we are planning to publish the best papers in an extended form in a special issue of an international scientific journal. *Important Dates * Tutorial and Special Session Proposal: April 3, 2015 Paper submission deadline: April 10, 2015 Notification of acceptance: June 12, 2015 Final paper due: July 10, 2015 Conference: September 10-12, 2015 *Tutorials and Special Sessions* *Tutorial proposals* to CIBB, including title, one page long abstract, and short CV of presenters, are due by April 3, 2015. Please send proposals to cibb2015(a)gmail.com. *Special Session proposals* to CIBB, including the session's title and scope, short CV of sessions chairs, preliminary list of at least 4 potential authors are due by April 3, 2015. Proposals of special sessions will be evaluated as soon as they are submitted. A special session must have at least 4 accepted papers. Please send proposals to cibb2015(a)gmail.com *Paper Submission* Papers must be prepared following the guidelines illustrated on the CIBB web site and should be long between 4 and 6 pages. Papers should be submitted in PDF format on the Easy Chair conference system. *Organizing Committee* /General Chairs/ - Claudia Angelini, Istituto per le Applicazioni del Calcolo, Italy - Adriano Decarli, University of Milan, Italy - Erik Bongcam-Rudloff, Swedish University of Agricultural Sciences, Sweden. /Biostatistics Technical Chair/ - Paola MV Rancoita, Vita-Salute San Raffaele University, Italy /Bioinformatics Technical Chair/ - Stefano Rovetta, University of Genova, Italy /Special Session and Tutorial Chairs/ To be communicated /Local Organizing Committee/ Valerio Costa, Institute of Genetics and Biophysics, Italy Italia De Feis, Istituto per le Applicazioni del Calcolo, Italy Angelo Facchiano, Istituto di Scienze dell'Alimentazione, Italy /Publicity Chair/ Francesco Masulli, University of Genova, Italy & Temple University, USA /Publication Chair/ Riccardo Rizzo, Istituto di Calcolo e Reti ad Alte Prestazioni, Italy /Steering Committee/ Pierre Baldi, University of California, Irvine, CA, USA Elia Biganzoli, University of Milan, Italy Alexandru Floares, Oncological Institute Cluj-Napoca, Romania Jon Garibaldi, University of Nottingham, United Kingdom Nikola Kasabov, Auckland University of Technology, New Zealand Francesco Masulli, University of Genova, Italy & Temple University, USA Leif Peterson, TMHRI, Houston, Texas, USA Roberto Tagliaferri, University of Salerno, Italy

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Seminario di Bernardo Nipoti a Pavia
by Carbone Raffaella 26 Mar '15

26 Mar '15

Cari colleghi, vi annuncio che martedì 31 marzo, alle ore 14 precise, nell'aula Beltrami del Dipartimento di Matematica dell'Universita' di Pavia, Bernardo Nipoti (Dipartimento di Economia e Statistica - Università di Torino) terrà un seminario dal titolo Rediscovery of Good-Turing estimators via Bayesian Nonparametrics Sunto: The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising from biology, bioinformatics, genetics, linguistics, etc. A full range of statistical approaches, parametric and nonparametric as well as frequentist and Bayesian, have been proposed for estimating discovery probabilities. We investigate the relationship between the celebrated Good-Turing approach, which is a frequentist nonparametric approach developed in the 1940s, and the Bayesian nonparametric approach recently introduced in the literature. Specifically, under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptotically equivalent to suitably smoothed Good-Turing estimators. As a by-product of this result, we present and discuss a methodology for deriving asymptotic credible intervals to be associated to the Bayesian nonparametric estimators of discovery probabilities. Cordiali saluti, Raffaella Carbone -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Master of Science in Industrial and Applied Mathematics (MSIAM)
by Ester Mariucci 26 Mar '15

26 Mar '15

Buongiorno, volevo comunicare la creazione del nuovo Master of Science in Industrial and Applied Mathematics (equivalente ad una Laurea Magistrale) a Grenoble: http://msiam.imag.fr/doku.php Per gli studenti interessati, sono disponibili delle borse di studio finanziate dal labex Persyval: https://persyval-lab.org/en/education/call/master-scholarship-academic-year… Cordiali saluti, Ester Mariucci

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Seminario P. Brutti a Tor Vergata - lunedì 30 Marzo
by Claudio Durastanti 26 Mar '15

26 Mar '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Lunedì 30 marzo ore 14 - Aula Belpasso - Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Pierpaolo Brutti, Università "La Sapienza" - Roma Title: Estimating the Intrinsic Dimension: The Bayesian way Abstract: In this talk I will first review some of the methods proposed for making inference on the intrinsic dimension of point cloud data sampled from a low-dimensional structure embedded in a high–dimensional ambient space, and then I will describe a Bayesian solution based on a composite likelihood built under working independence assumptions suggested by MacKay and Ghahramani. In order to get a posterior with approximately correct asymptotic behavior and curvature, I will consider some options to calibrate this pseudolikelihood and then compare in simulated and real examples a standard MCMC method against a variation of the default Bayesian framework of Ventura et al. (2013) (joint work with Alessandro Lanteri). Cordiali saluti Claudio Durastanti

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seminario all'IMATI-Milano
by Antonella Bodini 26 Mar '15

26 Mar '15

Mercoledi' 1 aprile alle ore 14 presso la sede di Milano dell'IMATI, via Bassini 15, Sala Pentagonale al secondo piano, Valérie Bélanger dell'Universita' HEC Montréal terra' un seminario dal titolo Analysis and development of real-time ambulance fleet management strategies di cui segue il sunto. Tutti gli interessati sono invitati a partecipare. ____________________________ Sunto: Emergency medical services (EMS) evolve in highly random and dynamic contexts. Indeed, the arrival of emergency calls is uncertain and varies throughout the day, forcing decision makers to adapt their decisions in response to observed changes. Two types of decisions are generally considered in real-time: dispatching and relocation. Dispatching decisions consider the selection of which ambulance to send to an emergency call. Relocation decisions consist in relocating available ambulances throughout the day in response to changes in the system state. Given the situation faced by EMS, the analysis and development of real-time management strategies to ensure a good service to the population is clearly of interest. In a first study, several ambulance relocation strategies are compared, and extensive simulation experiments are reported allowing to analyze the performance of these strategies when they face different level of system workload. Results of this study confirm the relevance of simulation methods to support decision-making in EMS stochastic environment. More importantly, they provide researchers and decisions makers with valuable insights on the use of relocation strategies, including the tradeoff between service level and personnel well-being. In a subsequent study, an innovative real-time ambulance fleet management strategy is proposed. New mathematical models and solution approaches are then developed to deal with both relocation and pre-assignment decisions. Preliminary results show that considering explicitly pre-assignment decisions, which are directly related to dispatching decisions, impact location decisions and can help better predict system performances. Cordiali saluti. -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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No Free Lunch Seminar by Dott. Tommaso Colozza, Wed April 1 1:00 PM Aula Mancini @ SNS
by Giacomo Bormetti 26 Mar '15

26 Mar '15

Wed April 1 2015, 1:00 PM in Aula Mancini, Scuola Normale Superiore Pisa Tommaso Colozza Dipartimento di Statistica e Matematica Applicata all'Economia - Università di Pisa will deliver the seminar "Supply of public debt and demand for risk premia: a Minskian approach to credit risk" Abstract: Financial stability of EMU countries is managed by policy makers through several key macroeconomic indicators; the market instead monitors creditworthiness with credit risk premia embedded in sovereign yields. A demand-supply approach solves this duality: in a Minskian framework, positive inelastic shifts in debt-to-GDP ratio due to widespread macro-financial distress may lower risk appetites of lenders and increase risk premia, up to default. Time-variating risk appetites justify statistical relevance of debt-to-gdp variation on yields levels; if conveniently decomposed, debt velocity allows also to imply a default probability measure comparable to standard CDS-implied measures. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Summer School in Computational Econometrics
by Marco LI CALZI 26 Mar '15

26 Mar '15

-------------------------------------------------------------------- Summer School in Computational Econometrics - Programming in MatLab ===================================================================== The XII edition of the Summer School in "Computational Macroeconometrics - Programming in MatLab" will be held at the "Dipartimento di Scienze dell'Economia" of the University of Salento (Lecce, Italy) from July 27 to July 31, 2015. The main aim of this 30 hours course is to provide an introduction to applied macroeconomics and macroeconometrics with MATLAB. Lecturer: Prof. Dr. Ulrich Woitek, Department of Economics, University of Zurich. (deadline for application: 30 June 2015) For details visit: http://www.seec.unisalento.it ----------------------------------------------------------------------

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StaTalk on Biostatistics - final remind
by Francesca Ieva 25 Mar '15

25 Mar '15

Dear all, this is the last call for registrations to the first StaTalk promoted by the young section of Italian Statistical Society (y-SIS), to be held in **Milan (Italy) on April 24th, 2015** *STATALK ON BIOSTATISTICS* https://sites.google.com/site/youngsocietaitalianastatistica/events/statalk… Department of Mathematics "F. Enriques", Università degli Studi di Milano, via Saldini 50, Milano (Italy) All the information, including the program and the sign-up link for the conference, can be found on the conference website. Statalks are a series of one-day workshop aimed at early career statisticians, i.e., master degree students, people carrying out a PhD, post-docs and young researchers. StaTalks are a fantastic opportunity to share knowledge on advanced topics of statistics. The hosting research group will propose tutorials, seminars and interactive round tables on the main fields of research and application it is concerned. Participants can contribute bringing their own experience through presentations, ideas, poster and material to be shared in the debate. Registrations to the first StaTalk are still opened. *No conference fees are due, but registration is mandatory, by April 10th*, using the form available on the website. For further information or any doubt and question, please visit the website https://sites.google.com/site/youngsocietaitalianastatistica/home Best Regards Francesca Ieva -- Francesca Ieva Department of Mathematics Università degli Studi di Milano, via Saldini 50, 20133 Milano web: https://sites.google.com/site/mypagefi mail to: francesca.ieva(a)unimi.it

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Seminario ANTONIETTI (RGS & Matematica Applicata)
by Giacomo Aletti 24 Mar '15

24 Mar '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 19 Gennaio 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Testing spiking neural network cerebellar model in closed-loop: three neurorobotic paradigms" Alberto ANTONIETTI Neuroengineering and medical robotics lab., Politecnico di Milano, ABSTRACT: The cerebellum is involved in a large number of different neural processes, especially in associative learning and in fine motor control. To develop a comprehensive theory of sensorimotor learning and control, it is crucial to determine the neural basis of coding and plasticity embedded into the cerebellar neural circuit and how they are translated into behavioral outcomes in learning paradigms. Learning has to be inferred from the interaction of an embodied system with its real environment, and the same cerebellar principles derived from cell physiology have to be able to drive a variety of tasks of different nature, calling for complex timing and movement patterns. We have coupled a realistic cerebellar spiking neural network with a real robot and challenged it in multiple diverse sensorimotor tasks. Adaptive motor control protocols with acquisition and extinction phases have been designed and tested, including an associative Pavlovian task (Eye blinking classical conditioning), a vestibulo-ocular task and a perturbed arm reaching task operating in closed-loop. A bidirectional long-term plasticity rule implemented at parallel fibers-Purkinje cell synapses modulated the output activity in the deep cerebellar nuclei. In all tasks, the neurorobot learned to adjust timing and gain of the motor responses by tuning its output discharge. It succeeded in reproducing how human biological systems acquire, extinguish and express knowledge of a noisy and changing world. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.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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4th Stochastic Geometry Days in Poitiers, August 26-28, 2015 + Introd. Lectures August 24-26, 2015
by Pierre-Yves Louis 22 Mar '15

22 Mar '15

Dear colleagues, We are pleased to announce that the 4th Stochastic Geometry Days organized by the French research group GeoSto will take place in Poitiers from August 26th to August 28th, 2015. The conference will be preceded by two introductory lectures for PhD and post-doc students from August 24th to August 26th. Registration is open until May 31st. For more information, you can visit the website http://www-math.sp2mi.univ-poitiers.fr/GeoSto2015/

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Schwartzman & Cheng - 25 MARZO - TOR VERGATA - CICLO SEMINARI PASCAL
by Valentina Cammarota 20 Mar '15

20 Mar '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledi` 25 marzo ore 14 - 16 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speakers: Armin Schwartzman & Dang Cheng Department of Statistics, North Carolina State University Title: Distribution of the Height of Local Maxima of Gaussian Random Fields Abstract: Let {f(t): t \in T} be a smooth Gaussian random field over a parameter space T, where T may be a subset of Euclidean space or, more generally, a Riemannian manifold. We provide a general formula for the distribution of the height of a local maximum P { f(t_0)>u | t_0 is a local maximum of f(t) } when f is non-stationary. Moreover, we establish asymptotic approximations for the overshoot distribution of a local maximum P { f(t_0)>u+v | t_0 is a local maximum of f(t) and f(t_0)>v } as v \to \infty. Assuming further that f is isotropic, we apply techniques from random matrices theory related to the Gaussian orthogonal ensemble to compute such conditional probabilities explicitly when T is Euclidean or a sphere of arbitrary dimension. Such calculations are motivated by the statistical problem of detecting peaks in the presence of smooth Gaussian noise. Tutti gli interessati sono invitati a partecipare. ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Second Juelich-Torino Workshop on Computational Neuroscience
by Roberta Sirovich 20 Mar '15

20 Mar '15

The second *Juelich-Torino* Workshop on *Computational Neuroscience* will be held on *April 17, 2015 * *at the Department of Mathematics "G. Peano", Torino University * For more information please visit: http://www.dipmatematica.unito.it/unitoWAR/page/dipartimenti1/D005/D005_jul… Participation is free. All people interested to participate are invited to register, sending an e-mail to laura.sacerdote(a)unito.it Best regards, Roberta Sirovich -- --------------------------------------------------- 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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Secondo seminario di Elena Kosygina
by Mariani, Mauro 19 Mar '15

19 Mar '15

In aggiungta al seminario gia' segnalato di Mercoledi' 25, il giorno Venerdi' 27 Marzo 2015 alloe ore 15:00, nell'Aula INdAM del Dipartimento di Matematica dell'Universita' di Roma La Sapienza Elena Kosygina (Baruch College and the CUNY Graduate Center) effettuera' un seminario dal titolo: *On the connection between homogenization of some stochastic Hamilton-Jacobi-Bellman equations and large deviations of diffusions with random drift in a random potential* Sunto del seminario: The connection mentioned in the title is well-known (see, for example, A.-S. Sznitman, Brownian motion in a Poissonian potential, 1993, PTRF). The goal of the talk is to review some necessary facts from large deviations theory and explain that this connection is actually an equivalence. Un saluto Mauro Mariani

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1st announcement - 39th AMASES Meeting
by Tiziano Vargiolu 18 Mar '15

18 Mar '15

39th AMASES Padova, March 18, 2015 PADOVA Dear colleagues, we are pleased to announce the 39th Annual Meeting of the Italian Association for Mathematics Applied to Economic and Social Sciences (AMASES). The meeting will take place at the University of Padova, Italy, on September 10-12, 2015. As in the AMASES established tradition, the Meeting objective is to keep open a discussion forum among scholars and practitioners from Italy and all around the world, working on different aspects of Mathematics applied to Economic and Social Sciences. The three day scientific program will consist of plenary talks and presentations of contributed papers on Financial Mathematics, Decision Theory, Mathematics for Economics, Actuarial Mathematics, Game Theory, Optimization and Economics. The invited plenary speakers are Jean-Marc Bonnisseau (Paris 1, Sorbonne), Mich?le Breton (HEC Montr?al), Juan Enrique Martinez-Legaz (Universitat Aut?noma de Barcelona), Kiminori Matsuyama (Northwestern University), Wolfgang Runggaldier (Universit? degli Studi di Padova, Emerito). The web-site of the meeting will be available soon with further information, in particular on abstract submission, registration and deadline s. I look forward to your participation in the 39th AMASES Meeting in Padova. On behalf of the Organising Committee, Bruno Viscolani -- Prof. Bruno Viscolani Dipartimento di Matematica Universit? degli Studi di Padova via Trieste, 63 35121 Padova - Italy tel. +39 049 827 1397 e-mail: viscolani(a)math.unipd.it 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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Econophysics Colloquium 2015
by Enrico Scalas 18 Mar '15

18 Mar '15

Call for Abstracts: Econophysics Colloquium 2015 Dear Colleague, We warmly invite you to participate in the 11th Econophysics Colloquium (EC2015) which is held at the Institute of Economic Studies, Charles University in Prague, Czech Republic between 14-16 September 2015. To submit your abstract and for additional information, please visit http://www.ec2015.org. CONFERENCE TOPICS Conference topics traditionally cover the applications of methods and modeling paradigms from physics and natural sciences to socio-economic problems. The topics include but are not limited to: Agent-based models in economics and finance Complex systems and complex networks Computational experimental finance Derivatives pricing and hedging Evolutionary game theory Financial engineering Fractal and multifractal analysis and modeling Market dynamics, macroscopic models and prediction Market microstructure Risk management & portfolio analysis Statistical and probabilistic methods in economics and finance Social physics and Sociophysics Stylized facts INVITED SPEAKERS Tomaso Aste (University College London, UK) Jozef Barunik (Charles University in Prague & Czech Academy of Sciences) Siew Ann Cheong (Nanyang Technological University, Singapore) Tiziana Di Matteo (King's College London, UK) Dariusz Grech (University of Wroclaw, Poland) Giulia Iori (City University, London, UK) Woo Sung Jung (POSTECH, Pohang, South Korea) Janos Kertesz (Budapest University of Technology and Economics, Hungary) Ladislav Kristoufek (Charles University in Prague & Czech Academy of Sciences) Reimer Kuehn (King's College London, UK) Sai-Ping Li (Academia Sinica, Taipei, Taiwan) Suzy Moat (University of Warwick, UK) Luciano Pietronero (University of Rome, Italy) Tobias Preis (University of Warwick, UK) Enrico Scalas (University of Sussex, UK) Frank Schweitzer (ETH Zurich, Switzerland) H. Eugene Stanley (Boston University, USA) Hideki Takayasu (Sony CSL & Meiji University, Japan) Misako Takayasu (Tokyo Institute of Technology, Japan) Stefan Thurner (Medical University of Vienna, Austria) Wei-Xing Zhou (East China University of Science and Technology, China) IMPORTANT DATES Abstract submission opens: 16th March 2015 Abstract submission closes: 15th May 2015 Decision: 31st May 2015 Deadline for early-bird registration: 15th June 2015 Deadline for regular registration: 15th July 2015 We look forward to meeting you in Prague. With warm wishes, EC2015 organizers

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Cancellazione seminario Puccetti@DSS
by Pierpaolo Brutti 18 Mar '15

18 Mar '15

Brevissimo msg solo per comunicare che il seminario di Giovanni Puccetti previsto per venerdì 20 marzo in Sapienza è *annullato* per motivi di salute dello speaker. Cordialmente --P

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Seminario Lorenzo Peccati a Macerata il 25 marzo 2015
by Roy Cerqueti 17 Mar '15

17 Mar '15

Cari colleghi, mercoledì 25 marzo 2015 ore 11, presso lUniversità di Macerata, in aula verde (Polo Pantaleoni, Via della Pescheria Vecchia) Lorenzo Peccati dell'Università Bocconi di Milano terrà un seminario dal titolo: Diritto e matematica: due mondi disgiunti? Tutti gli interessati sono invitati a partecipare.

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Seminario Elena Kosygina
by Mariani, Mauro 17 Mar '15

17 Mar '15

Il giorno Mercoledi' 25 marzo 2015, alle ore 14:00, nell'Aula G del Dipartimento di Matematica dell'Universita' la Sapienza di Roma Elena Kosygina (Baruch College and the CUNY Graduate Center) effettuera' un seminario di circa un'ora: TITOLO: Excited random walks in Markovian cookie environments on Z SUNTO: We consider a nearest-neighbor random walk on Z whose probability ω(x, n) to jump to the right from site x depends not only on x but also on the number of prior visits n to x. The collection (ω(x, n)) is sometimes called the “cookie environment” due to the following informal interpretation. Upon each visit to a site the walker eats a cookie from the cookie stack at that site and chooses the probability to jump to the right according to the “flavour” of the cookie eaten. Assume that the cookie stacks are i.i.d. and that only the first M cookies in each stack may have “flavour”. All other cookies are assumed to be “plain”, i.e. after their consumption the walker makes unbiased steps to one of its neighbours. The “flavours” of the first M cookies within the stack can be different and dependent. We discuss recurrence/transience, ballisticity, and limit theorems for such walks. The talk is based on joint works with Dolgopyat (University of Mary-land), Mountford, Zerner. Tutti gli interessati sono invitati a partecipare Un saluto Mauro Mariani

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reminder seminario Prof. Freddy Delbaen in Bicocca e spostamento di orario
by Emanuela Rosazza 17 Mar '15

17 Mar '15

Cari tutti, vi ricordo che (oltre al seminario de Finetti che si terrà al Dipartimento di Matematica – Università di Milano – mercoledì 18 marzo alle ore 18) il Prof. Freddy Delbaen (ETH Zurigo) terrà anche un seminario in Bicocca (edificio U7- aula seminari – stanza 4026) giovedì 19 marzo alle ore 16 dal titolo “A result on metrisability of the mackey topology inspired by properties of risk measures”. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Master of Science (MSc) Scholarship in Statistics
by elisa＠mi.imati.cnr.it 16 Mar '15

16 Mar '15

Alla cortese attenzione dei possibili interessati. *Master of Science (MSc) Scholarship * *Project:* Developing Inversion Methods for Non-stationary Thinning of Point Processes An MSc scholarship is available to support a student for full-time study towards a research Master's degree in the project specified above in the Department of Mathematics and Statistics at the University of Otago in Dunedin. Details are as follows: *Award offered: University of Otago Master program -- MARSDEN FUNDED* *Length of Tenure: 12 months or until thesis is submitted (whichever is earlier)* *Emolument per annum: NZ$16,000 plus domestic tuition fee waiver** *Additional funding is available for travel* *Start date: The earliest start date is May 2015 (can be negotiated)* *Part-time study: Part-time study is not permitted* ** *For international applicants who need to pay international tuition fees, the scholarship contributes a fee maximum of domestic tuition and the successful candidate needs to meet the remainder of the international tuition fees http://www.otago.ac.nz/international/otago002190.html** This scholarship is funded by a Royal Society of New Zealand Marsden Fast-start grant awarded to Dr Ting Wang (Department of Mathematics and Statistics, University of Otago). The regulations governing the award are the same as those for University of Otago Scholarships: http://www.otago.ac.nz/study/scholarships/otago013798.pdf This project aims to develop analytical and numerical methods to inverse point processes with non-stationary missing probabilities, where the probability of missing an event depends on time and event size. The successful applicant will learn point process theory; carry out part of the simulation study and some data analysis using the statistical software R under the supervision of Dr Ting Wang. As the Associate Investigators (AIs) Associate Professor Jiancang Zhuang (Institute of Statistical Mathematics, Tokyo) and Dr Koji Kiyosugi (University of Tokyo) are both based in Japan, a visit to Japan is likely to be funded by this project for the student to receive informal mentoring from the AIs. *Eligibility* Applicants should hold a BSc (Hons) or equivalent four year degree in Statistics or a related discipline with a strong research interest. For an exceptional graduate student who has only completed a BSc degree without Honours year, additional scholarship may be awarded for the year of course studies. *Applying for this scholarship* Please contact Dr Ting Wang (twang(a)maths.otago.ac.nz <mailto:twang@maths.otago.ac.nz>, http://www.stats.otago.ac.nz/?People =ting_wang) and provide a covering letter explaining your interest in this project, a CV, a copy of your full academic transcript, and details of two academic referees. For information on the Department of Mathematics and Statistics at the University of Otago, please go to http://www.stats.otago.ac.nz/ -- ------------------------------------------------------------------- Elisa Varini CNR - Consiglio Nazionale delle Ricerche IMATI - Istituto di Matematica Applicata e Tecnologie Informatiche via Bassini 15 - 20133 Milano (Italy) Tel +39 02 23699 527 Fax +39 02 23699 538 Email elisa(a)mi.imati.cnr.it -------------------------------------------------------------------

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Fwd: First announcement: Spring School on discrete Ricci curvature, Paris, Paris, IHP, May 18-22 2015
by Gustavo Posta 16 Mar '15

16 Mar '15

Begin forwarded message: > FIRST ANNOUNCEMENT > Spring School > IHP, Paris > Monday – Friday, May 18-22, 2015 > > > Dear Colleague, > > You are cordially invited to participate in the Spring School at the Henri Poincaré Institute, Paris, May 18-22, 2015. > > We are pleased to inform you that Jürgen Jost (Max Plank Institute, Leipzig) and Christian Leonard (Paris Ouest University) will give 10 hours lectures (each) > on Discrete Ricci curvature. The aim is to bring researchers from different communities (Geometry, Probability, Analysis) on the common topic of the Ricci curvature and its consequences. > > To get more information about this Spring School, please go to the following web page (in construction): > > http://wiki-math.univ-mlv.fr/gemecod/doku.php/springschool2015 > > Registration is free but mandatory. In order to register, fill the form on the bottom of the aforementioned web page. > > Note that the school may have some (limited number of) financial supports for young people (PhD, postdocs). In case you ask for a support, please > indicate it during the registration. Financial support is up to approximately 500 euros. Please read the conditions on the bottom of the school web page. > > Looking very much forward to seeing you in Paris, > > With all best wishes, > The organizers (N. Gozlan, C. Roberto, P. Romon and P.M. Samson)

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Seminario di A. Cipriani a Milano-Bicocca (30.03.2015)
by Francesco Caravenna 16 Mar '15

16 Mar '15

Lunedì 30 marzo 2015 alle ore 14:30, nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, via Cozzi 55, Milano), Alessandra Cipriani (WIAS Berlin) terrà un seminario dal titolo "Rates of convergence for extremes of geometric random variables and marked point processes" Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%% Abstract: We study the problem of extremes for univariate and bivariate geometric laws. We determine the rate of convergence of the maximum of \iid geometric random variables and bivariate vectors following the Marshall-Olkin geometric distribution to a Gumbel distribution, and propose a new discretised version as limit. We introduce marked point processes of exceedances (MPPE's) whose \iid marks are bivariate Marshall-Olkin geometric variables. We use the Stein-Chen method for Poisson process approximation to determine bounds on the error of the approximation of the law of the MPPE by that of a Poisson process. (jww Anne Feidt) %%%%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Stats Under The Stars!
by stefano iacus 13 Mar '15

13 Mar '15

Ricevo e inoltro con piacere La notte tra l'8 ed il 9 Settembre 2015 si svolgerà presso la sala Rossini del Caffè Pedrocchi di Padoval'evento Stats Under The Stars. L'evento ha l'obiettivo di stimolare il dinamismo che lega la Statistica al mondo dei giovani tramite una sfida che vedrà le squadre partecipanti confrontarsi nell'analisi di un dataset nel corso di un'intera nottata. Uno scontro che in realtà vuole essere un'occasione per sottolineare l'utilità della Statistica come strumento chiave in ottica decisionale e favorire l'incontro ed il confronto tra giovani laureandi e neo-laureati in Statistica, studenti di dottorato, giovani statistici già inseriti nel mondo lavorativo e ragazzi provenienti da altri tipi di formazione come l'informatica, matematica e l'economia. Stats Under The Stars è un "satellite" della Conferenza scientifica della Società Italiana di Statistica Statistics and Demography: the Legacy of Corrado Gini ed è supportato dalla sezione giovani della Società Italiana di Statistica. L'evento si accoppia inoltre con il convegno Statistica e data science per il business che si svolge martedì 8 settembre nel Palazzo del Bo a Padova. La partecipazione all'evento è gratuita ma, per motivi organizzativi, chiediamo a tutti gli interessati di iscriversi alla pagina di iscrizione del sito. Per maggiori informazioni sul programma, iscrizione, regolamenti e premio: consultare il sito http://sus.stat.unipd.it/ ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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COST Info-Day – 19 marzo 2015
by Giulia Rotundo 13 Mar '15

13 Mar '15

COST Info-Day – 19 marzo 2015 Il 19 marzo 2015, alle ore 14 si terrà presso la sede centrale del CNR, Piazzale Aldo Moro n. 7, Roma, il primo Info-Day del programma COST. L’evento sarà l’occasione, per tutti i ricercatori interessati, di conoscere e approfondire il programma COST. Sono previsti interventi da parte Coordinatore Nazionale del COST e dei funzionari del COST Office di Bruxelles. Il programma definitivo verrà pubblicato quanto prima su www.ricercainternazionale.miur.it . Nel frattempo, chiunque sia interessato a partecipare deve confermare la propria presenza scrivendo al seguente indirizzo: attivitaeuropee(a)cnr.it Ulteriori informazioni sull’evento, sul programma e sul collegamento streaming che sarà garantito durante l’Info-Day verranno pubblicate sul sito internet www.attivitaeuropee.cnr.it http://www.attivitaeuropee.cnr.it/cost-info-day-%E2%80%93-19-marzo-2015

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Avviso di seminario :: Puccetti@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 13 Mar '15

13 Mar '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 20 Marzo, ore 14:30am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma GIOVANNI PUCCETTI (Università degli Studi di Firenze) terrà un seminario dal titolo IL MINIMO VALORE ATTESO DEL PRODOTTO DI TRE VARIABILI UNIFORMI: UN PROBLEMA (FINALMENTE) RISOLTO. tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT Verranno illustrati due differenti metodi di risoluzione del problema in oggetto, che è rimasto aperto per più di trenta anni. Tali soluzioni hanno ispirato nuove tecniche ed applicazioni in probabilità applicata, statistica, matematica finanziaria e scienze attuariali.

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Annuncio Seminario - Mirko D'Ovidio a Roma Tor Vergata
by Claudio Durastanti 13 Mar '15

13 Mar '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 18 Marzo - ore 14.30 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Mirko D'Ovidio - Università di Roma La Sapienza Title: Coordinates change and random fields Abstract:The time change of one parameter processes is a powerful tool well investigated so far. We present in this talk some theoretical aspects concerning the coordinates change of multiparameter processes and some applications to the analysis of the cosmic microwave background radiation. We consider fractional powers of positive definite operators such as the (time) fractional derivative or the fractional Laplacean. Cordiali saluti Claudio Durastanti

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Sapienza/Roma Tre joint workshop on probabilistic methods, March 19th
by Pietro Caputo 12 Mar '15

12 Mar '15

Kolmogorov meets Turing: workshop on probabilistic methods for the analysis of stochastic processes and randomized algorithms. March 19th, 2015 Program: 9.30 - 10.15. Artur Czumaj (University of Warwick): Testing Cluster Structure of Graphs 10.15 - 10.45. Fabio Martinelli (University Roma Tre): Reversible Markov chains with kinetic constraints 10.45 - 11.15: Coffee break 11.15 - 11.45. Andrea Clementi (University of Rome ``Tor Vergata''): Information spreading in dynamic graphs 11.45 - 12.15. Pietro Caputo (University Roma Tre): Empirical neighborhood distribution in sparse random graphs: some large deviations estimate 12.15 - 13.45: Lunch break 14.00 - 14.45. Alexandre Stauffer (University of Bath): Rumor spreading on dynamic graphs 14.45 - 15.15. Luca Becchetti (Sapienza University of Rome): Plurality Consensus in the Gossip Model 15.15 - 15.45: Coffee break 15.45 - 16.15. Fabio Toninelli (CNRS, University of Lyon 1): Random tilings and Glauber dynamics 16.15 - 16.45. Marek Adamczyk (Sapienza University of Rome): Stochastic probing Organizers: Luca Becchetti (Sapienza University of Rome): becchetti(a)dis.uniroma1.it Pietro Caputo (University Roma Tre): caputo(a)mat.uniroma3.it Stefano Leonardi (Sapienza University of Rome): leonardi(a)dis.uniroma1.it For the talk abstracts see *http://www.matfis.uniroma3.it/Attivita/attivita.php <http://www.matfis.uniroma3.it/Attivita/attivita.php>*

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Seminario all'IAC
by Giovanni Luca Torrisi 11 Mar '15

11 Mar '15

*Venerdi' 20 Marzo 2015*, *ore 14:00* Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni del Calcolo "Mauro Picone", Via dei Taurini 19, 00185 Roma Aula Riunioni (VI piano) *ALESSANDRO DE GREGORIO * (Universita' di Roma "Sapienza") terra' un seminario dal titolo *Isotropic transport processes: a survey of results* ABSTRACT: The motion of a particle whose velocity undergoes jumps of random size at random times constitutes the prototype of a transport process (also called random flight or random evolution). In this talk the probabilistic construction of the isotropic transport processes is outlined. In particular, we assume that the joint probability distribution of the lengths of the displacements is a Dirichlet law. Several results in this context are discussed. We also introduce reflecting transport processes by means of a geometric approach. These processes are often applied in statistical physics and biology. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Giovanni Luca Torrisi.

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No Free Lunch Seminar by Prof. Roberto Renò, Friday March 20 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 11 Mar '15

11 Mar '15

Friday March 20 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Roberto Renò Dipartimento di Economia Politica e Statistica, Università di Siena will deliver the seminar “Multi-jumps” Abstract: The simultaneous occurrence of jumps in several stocks (multi-jumps) can be associated to major nancial news, is correlated with sudden spikes of the variance risk premium, and determines an increase in the stock variances and correlations which signicantly deteriorates the diversication potential of asset allocation. The latter evidence implies a reduction in the demand of stocks by an aware risk-averse investor. These facts can be easily overlooked by the usage of standard univariate jump statistics, which just lack su cient power. They are instead revealed in a clearly cut way by using a novel test based on smoothed estimators of the integrated variance of individual stocks. Joint work with Massimiliano Caporin and Aleksey Kolokolov. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Industrial Mathematics Workshop - 1st edition [ 10 Aprile - Dip.Informatica - UniVr ]
by Luca di persio 10 Mar '15

10 Mar '15

Industrial Mathematics Workshop - 1st edition 10 Aprile 2015 Dip.Informatica - UniVr - Inizio dei lavori fissato alle 14:30, presso la *Sala Verde* -- Ca' Vignal -- Strada le Grazie 15 - *Dipartimento di Informatica*, Università di Verona - Sono previsti *6 interventi da 30'*, suddivisi in due gruppi di 3 seminari, intervallati da un coffee break ed organizzati secondo la seguente scaletta - Alessandra Micheletti [Dip. Matematica -- Università degli Studi di Milano] - Sergio Sorrentino [Banco Popolare] - Fabrizio Lillo [Scuola Normale Superiore di Pisa] - coffee break [ circa 15' ] - Beniamino Paoletti [AMC2 S.r.l. Data Management S.p.A.] - Manolo Venturin [EnginSoft S.p.A.] - Pierluigi Riva [ORS Group] - Il termine dei lavori è previsto per le 18:15. L'obiettivo del Workshop è quello di fornire casi di studio e suggestioni nell'alveo delle applicazioni della Matematica. La platea sarà eterogenea e composta da operatori del settore finanziario/industriale, accademici e studenti. *L'iscrizione al workshop è libera* previa manifestazione d'interessa da inviare *entro il 31 Marzo* , al seguente indirizzo mail: immacolata.oliva(a)univr.it specificando nell'oggetto: Workshop IM1 e possibilmente riportando gli *estremi della propria affiliazione*. I partecipanti appariranno nella pagina dedicata al workshop: http://www.di.univr.it/?ent=iniziativa&convegno=1&id=5905 Per maggiori informazioni (locandina dell'evento, titolo ed abstract degli interventi, lista dei partecipanti) si può fare riferimento alla pagina http://www.di.univr.it/?ent=iniziativa&convegno=1&id=5905 Cordialmente, 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

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de Finetti risk seminar - march 2015
by Emanuela Rosazza 10 Mar '15

10 Mar '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Monetary Utility Functions with the CxLS (convex level sets) property Freddy Delbaen ETH Zurich, Switzerland ABSTRACT Monetary utility functions are -- except for the expected value -- not of von Neumann-Morgenstern type. In case the utility function has convex level sets in the set of probability measures on the real line, we can give some characterisation that comes close to the vN-M form. For coherent utility functions this was solved by Ziegel. The general concave case under the extra assumptions of weak compactness, was solved by Stephan Weber. In the general case the utility functions are only semi continuous. Using the fact that law determined utility functions are monotone with respect to convex ordering, we can overcome most of the technical problems. The characterisation is similar to Weber's theorem except that we need vN_M utility functions that take the value $-\infty$. Having convex level sets can be seen as a weakened form of the independence axiom in the vN-M theorem. This is joint work with Bellini, Bignozzi and Ziegel. LOCATION: The seminar will be held on Wednesday, March 18, 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. 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. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Seminario BAUD-BOVY (RGS & Matematica Applicata)
by Giacomo Aletti 09 Mar '15

09 Mar '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 16 Marzo 2015, a partire dalle ore 14.30, in Aula C (secondo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Psychophysical models of haptic processes " Gabriel Baud-Bovy, Istituto Italiano di Tecnologia, Robotics, Brain and Cognitive Sciences, Genoa ABSTRACT: Psychophysics is discipline that offers theoretical framework to develop models of perceptual and decisional processes and experimental methods to measure sensation and perception. It was created at the end of the 19th century to bring Psychology into the realm of science. In this talk, I will illustrate this approach by presenting some examples taken on my work on haptic perception. These examples will address the question of various haptic cues might be integrated during haptic exploration and how orientations might be represented internally. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.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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Avviso di seminario :: Sun@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 09 Mar '15

09 Mar '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 13 Marzo, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma SUN LEI (Department of Statistical Sciences, University of Toronto) terrà un seminario dal titolo INCORPORATING PRIOR INFORMATION INTO MULTIPLE HYPOTHESIS TESTING WITH APPLICATIONS TO LARGE-SCALE GENETIC STUDIES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT A central issue in high-dimensional genetic studies is how to assess statistical significance taking into account the inherent large-scale multiple hypothesis testing. To improve power, a number of studies have investigated the benefits of utilizing available genomic and biological information, however, the relative merits of different methods remain unclear. We focus on the stratified FDR control (Sun et al., 2006, Genetic Epidemiology 30:519-530) and weighted p-value method (Genovese et al., 2006, Biometrika 93:509-524). The two approaches model the prior info distinctively. Weighted p-value approach converts the available prior information to test-specific weighting factor and adjusts the p-values accordingly. In contrast, stratified FDR divides tests into several disjoint strata based on the prior information and applies the FDR control separately in each stratum. We formulate the two approaches in one framework and show the trade-off between power and robustness by theoretical, simulation, and application studies. Robustness is consequential in applications, safeguarding against potential uninformative or even misleading prior information. To demonstrate the practical relevance of these methods, I discuss two recent genome-wide association studies of Cystic Fibrosis modifier genes, in which over 500,000 genetic markers are investigated for association with lung functions in individuals with CF and the available prior is of quantitative nature (Wright et al. 2011, Nature Genetics 43:539-548), and for association with meconium ileus and the prior is of categorical nature (Sun et al. 2012, Nature Genetics 44:562-569). If time allows, I will briefly discuss additional interesting analytical challenges in these studies.

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Assegno di Ricerca a Roma La Sapienza
by Faggionato, Alessandra 06 Mar '15

06 Mar '15

In dato 24 Marzo scade il bando per un assegno di ricerca “Metodi variazionali per lo studio di sistemi in equilibrio e delle loro fluttuazioni” presso il Dipartimento di Matematica della Sapienza, Università di Roma. Lo stipendio dovrebbe essere di 1750 euro netti al mese. Il bando (in italiano e in inglese) si trova al seguente link: http://www2.mat.uniroma1.it/node/5820 Per informazioni: pisante(a)mat.uniroma1.it (A. Pisante) faggiona(a)mat.uniroma1.it (A. Faggionato) -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Seminari MALAGO' e ZWIERNIK
by Matteo Ruggiero 06 Mar '15

06 Mar '15

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi' 13 Marzo 2015, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: h. 11.00 Luigi MALAGO' (Shinshu University, Japan) INFORMATION GEOMETRY OF THE GAUSSIAN DISTRIBUTION IN VIEW OF STOCHASTIC OPTIMIZATION: FIRST AND SECOND ORDER GEOMETRY h. 12.00 Piotr ZWIERNIK (University of Genova) MAXIMUM LIKELIHOOD ESTIMATION FOR LINEAR GAUSSIAN COVARIANCE MODELS Gli abstracts dei seminari possono essere consultati alla pagina http://www.carloalberto.org/events/seminars/statistics/ 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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Ciclo Seminari Probabilita` e Statistica - PASCAL - 9 marzo
by Valentina Cammarota 05 Mar '15

05 Mar '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Lunedi` 9 Marzo - ore 14.00 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Elena Villa - Università degli Studi di Milano, Dipartimento di Matematica Title: MINKOWSKI CONTENT AND MEAN DENSITY OF RANDOM CLOSED SETS: some theoretical results and statistical applications Abstract: In this talk we deal with random closed sets in R^d with integer Hausdorff dimension n<d; a problem of interest in many real applications is the study of the so-called mean density of the involved set. Namely, given a random closed set Theta with Hausdorff dimension n, it may well happen that its "induced mean measure" mu(B):=E[H^n(\Theta\cap B] (where H^n denotes the n-dimensional Hausdorff measure) is absolutely continuous with respect to the d-dimensional Lebesgue measure; in such a case, the corresponding density is named the "mean density of Theta". We will give here an overview of some recent results both on its theoretical value and on its estimation in the non-stationary setting; to this aim a stochastic version of the Minkowski content notion will play a fundamental role. Tutti gli interessati sono invitati a partecipare. ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Seminario Cretarola
by Sabrina Mulinacci 05 Mar '15

05 Mar '15

Cari colleghi, Giovedì 12 marzo 2015 ore 12 in aula IV Via Belle Arti 41, Bologna Alessandra Cretarola dell'Università di Perugia terrà un seminario dal titolo: “Risk-minimizing hedging strategies for unit-linked life insurance contracts under partial information” Abstract: We study the problem of hedging unit-linked life insurance contracts in incomplete markets when there are restrictions on the available information by using the local risk-minimization approach. This type of insurance contract is closely related to the financial market since benefits depend on the development of a certain stock price. Then, it makes sense to consider the combined model given by the underlying semimartingale model of financial market and the insurance portfolio. Firstly, we refer to the case of complete information on the insurance portfolio and a limitative knowledge on the financial market. More precisely, we assume that, at any time, the insurance company has access to the information about the number of policy-holders who are still alive but it has a partial information about the stock prices. We characterize the risk-minimizing hedging strategy for pure endowment contracts when the underlying price process is expressed in units of the numéraire portfolio and the mortality hazard rate is a deterministic function, and then we compute it explicitly in a Markovian jump-diffusion driven market model. Next, we consider the case where there are restrictions on the information concerning the insurance portfolio. In particular we assume that, at any time, the insurance company has a complete knowledge of the financial market and may observe the number of deaths from a specific portfolio of insured individuals but not the mortality hazard rate, which may depend on unobservable exogenous stochastic factors. We characterize the locally risk-minimizing hedging strategy for pure endowment and term insurance contracts in terms of the projection of the survival process on the information flow. Finally, we see that in a Markovian framework, this leads to a filtering problem with point process observations. The talk is based on joint works with Claudia Ceci and Katia Colaneri. Un caro saluto a tutti Sabrina Mulinacci

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Politecnico di Milano - Seminario J. J. Egozcue and V. Pawlowsky-Glahn
by Laura M. Sangalli 04 Mar '15

04 Mar '15

Si avvisa che in data 31-03-2015, alle ore 11:00 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatori: J. J. Egozcue, Dept. Matematica Aplicada III, U. Politecnica de Catalunya, Barcelona, Spain e V. Pawlowsky-Glahn, Dept. Informatica, Matematica Aplicada i Estadistica, U. de Girona, Spain Titolo: Understanding Bayes spaces Abstract: Bayes spaces contain equivalence classes of sigma-additive measures. Two measures are equivalent when they are proportional. These measures are represented by densities and vector space operations are defined. Probability measures and density functions are included in these spaces. When the densities are log-square-integrable, they are in a Hilbert space called B^2. Bayes spaces and associated Hilbert spaces B^2 have been developed in a theoretical way, but there is still a long way to understand the implications of the theory, as well as to develop potential applications. The talk is aimed at reviewing the theory and giving some examples of distributions for which the B^2 distance can be easily obtained. These examples show the variety of distribution supports that can be dealt with the theory. An application to grain size distribution is presented. The goal is to decide whether different populations have different mean distribution. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Last call for papers: 2015 AMMCS-CAIMS (Waterloo, ON, Canada, June 7-12, 2015)
by Enrico Scalas 04 Mar '15

04 Mar '15

Car* collegh*, c'e' ancora qualche giorno (scadenza estesa al 13 marzo 2015) per inviare un abstract all'AMMCS-CAIMS: http://www.ammcs-caims2015.wlu.ca/submit-abstracts/ e due sessioni che organizzo sono di interesse per chi si occupa di probabilita': http://www.ammcs-caims2015.wlu.ca/special-sessions/fcp/ (Fractional Calculus and Probability) http://www.ammcs-caims2015.wlu.ca/special-sessions/wdsee/ (Wealth Distribution and Statistical Equilibrium in Economics) Cordiali saluti, Enrico Scalas

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Workshop on "Elicitability, Propriety and Related Topics", University of Bern, May 28 - 29, 2015
by Fabio Bellini 04 Mar '15

04 Mar '15

Cari colleghi, inoltro da parte di Johanna Ziegel e del suo gruppo l'annuncio di questo interessante workshop: >Workshop for young scientists on "Elicitability, Propriety and >Related Topics" at the University of Bern, May 28 - 29, 2015. > >One of the classical questions in statistical analysis is to make >probabilistic or point forecasts about some unknown quantity. The >notions of elicitability of a statistical functional, consistency of >a scoring function or propriety of a scoring rule are of central >importance in statistical decision theory and have gained more and >more attention in the recent statistical literature. > >We invite young scientists - especially PhD and postdoctoral >students - from the heart of Europe to present their results in the >field of "Elicitability, Propriety and Related Topics". The >scientific and social program of the workshop as well as Bern as a >World Heritage Site provide an inspiring atmosphere to get in touch >with motivated colleagues, to discuss open problems and to find >potential future collaborators. > >Further information available at ><http://www.imsv.unibe.ch/content/talks/workshop_on_elicitability_propriety_…>http://www.imsv.unibe.ch/content/talks/workshop_on_elicitability_propriety_… > > >Best regards, >Johanna Ziegel, Christoph Strahl and Tobias Fissler > >_________________________________ >University of Bern >Department of Mathematics and Statistics >Institute of Mathematical Statistics and Actuarial Science > >Tobias Fissler >PhD-Student > >Sidlerstrasse 5 >CH-3012 Bern, Schweiz >Tel.: +41 (0) 31 631 88 06 ><mailto:tobias.fissler@stat.unibe.ch>tobias.fissler(a)stat.unibe.ch >http://www.stat.unibe.ch

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avviso di seminario
by Brunero Liseo 04 Mar '15

04 Mar '15

Mi scuso per eventuali ricezioni multiple Avviso di seminario Relatore: Radu Craiu Department of Statistical Sciences University of Toronto Titolo: Bayesian Inference for Conditional Copula models with Continuous and Binary Responses Dove e Quando: mercoledì 11 marzo ore 11.30 Aula Fanfani (quinto piano, edificio Economia) Viale del Castro Laurenziano 9, Roma Abstract: The conditional copula device allows the use of copula models in the study of dependence between response variables in regression settings. We consider situations in which the dependence structure varies with covariates and we introduce a Bayesian model that allows for joint estimation of the marginal and joint models. The dependence between the copula parameter and the covariates is modeled via polynomial splines. Extensions to multiple covariates are implemented via additive models. We discuss the computation algorithm required for inference and demonstrate the performance of model selection techniques on simulated and real data. Tutti gli interessati sono invitati a partecipare -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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Interdisciplinary WK on Quantitative Finance (fwd)
by Tiziano Vargiolu 02 Mar '15

02 Mar '15

----- Forwarded message from crmdifusions(a)crm.cat ----- Date: Tue, 24 Feb 2015 11:22:23 +0100 From: B?stia CRM Difusions <crmdifusions(a)crm.cat> Subject: Reminder Interdisciplinary WK on Quantitative Finance we want to remind you the upcoming Interdisciplinary Workshop on Quantitative Finance which will be held at the Centre de Recerca Matem?tica, Bellaterra, Barcelona from June 25 and 26, 2015. In this workshop we aim to bring together academic researchers and professionals from financial institutions interested in quantitative finance, to interact and to discuss. We wish to focus on the underlying mathematical models as well as in advanced numerical solution techniques used for pricing financial contracts and risk measurement. Quantitative finance concerns the application of mathematical methods to solve problems in finance. The tools and techniques to tackle these problems cover a wide spectrum of fields, like stochastic analysis, numerical analysis, partial differential equations, statistics and econometrics. ?Deadline for registration: May 31, 2015 More information in: http://www.crm.cat/en/Activities/Curs_2014-2015/Pages/Quantitative-Finance.… We hope that this information is of your interest and we hope to see you soon in Barcelona, Elisa Al?s (Universitat Pompeu i Fabra) Joan del Castillo (Universitat Aut?noma de Barcelona) Jos? Manuel Corcuera (Universitat de Barcelona) Luis Ortiz-Gracia (Centre de Recerca Matem?tica) Josep Vives (Universitat de Barcelona) (Scientific Coordinators) Administration Centre de Recerca Matem?tica Campus de Bellaterra, Edifici C 08193 Bellaterra (Barcelona) Spain Tel.: + 34 93 581 10 81 Fax: + 34 93 581 22 02 http://www.crm.cat<http://www.crm.cat/>

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Workshop on Optimal Stopping and Applications
by Cristina Zucca 27 Feb '15

27 Feb '15

Dear Colleagues, I would like to draw your attention to the Workshop on "Optimal Stopping and Applications" Department of Mathematics "G. Peano", University of Torino May 22, 2015 The workshop aims at bringing together experts on Optimal Stopping and related problems, as the Quickest Detection and Optimal Prediction, with people motivated by applications. Participation is free. All people interested to participate are invited to register, sending an e-mail to cristina.zucca(a)unito.it by March 31, 2015. For more information, please visit https://sites.google.com/site/workshopoptimalstopping/ Best regards, Cristina -- 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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Ciclo Seminari Probabilita` e Statistica - PASCAL - 4 marzo 2015
by Valentina Cammarota 27 Feb '15

27 Feb '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 4 Marzo - ore 15.00 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Claudio Durastanti - Università di Tor Vergata Title: Spherical wavelets: an overview and some applications. Abstract: Our aim is to describe the construction of wavelets over the q-dimensional sphere featuring strong concentration properties in the spatial domain, introduced in literature as needlets by Narcowich, Petrushev, Ward (2006 a,b). We will also discuss some of their statistical applications: the study of quantitative central limit theorems for some linear and nonlinear statistics built from wavelet coefficients evaluated on spherical Poisson processes of arbitrary dimension. This purpose is attained by merging the Stein-Malliavin approach (introduced in the seminal paper by Peccati, Sanz-Solè, Taqqu and Utzet (2011)) and the properties of the needlets. We will also discuss some examples: the thresholding and the study of variance in nonparametric density estimation framework and the so-called Sobolev tests for uniformity. This is a joint work with Solesne Bourguin, Domenico Marinucci and Giovanni Peccati. Tutti gli interessati sono invitati a partecipare. Valentina Cammarota ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Seminari a Roma 1
by Faggionato, Alessandra 26 Feb '15

26 Feb '15

Mercoledì 4 marzo, nell'Aula di Consiglio del Dipartimento di Matematica "G. Castelnuovo" si svolgeranno i seguenti seminari 15:30-16:20 Stella Brassesco (Instituto Venezolano de Investigaciones Científicas) The winding number of planar Brownian motion 16:20-17:10 Stefano Olla (CEREMADE, Paris-Dauphine) Diffusione e superdiffusione dell’energia in catene di oscillatori. Tutti gli interessati sono benvenuti. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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ABS15 Summer school
by Raffaele Argiento 26 Feb '15

26 Feb '15

We would like to inform you that it is now possible to register for ABS15, the Applied Bayesian Statistics summer school organised in Italy since 2004. Programme and information on accommodation are now available as well. The theme of the 2015 school is MODERN BAYESIAN METHODS AND COMPUTING FOR THE SOCIAL SCIENCES and the location will be the magnificent Villa del Grumello, Como (Italy), on the Lake Como shore. The dates are June, 8th - 12th, 2015, with deadlines on April, 1st for early registration and April, 27th for hotel booking. The lecturer will be Jeff Gill, Washington University, St. Louis, USA, with the help of Giacomo Zanella (University of Warwick, UK) for the practical sessions. The school web-page is www.mi.imati.cnr.it/conferences/abs15.html The ABS15 Secretariat can be contacted at abs15(a)mi.imati.cnr.it Best regards Guido Consonni and Fabrizio Ruggeri ABS15 Directors Raffaele Argiento ABS15 Executive Director -- Dr Raffaele Argiento CNR IMATI -- Milano Tel. +39 02 23699.529 Web www.mi.imati.cnr.it/raffaele

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New Perspectives in Analysis and Probability
by Enrico Scalas 25 Feb '15

25 Feb '15

Car* collegh*, se vi trovate nell'area di Londra la settimana prossima, puo' interessarvi questo workshop che si tiene all'Universita' del Sussex: http://www.sussex.ac.uk/maths/research/intensive2015 Cordiali saluti, Enrico Scalas

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seminario Prof. Freddy Delbaen in Bicocca
by Emanuela Rosazza 25 Feb '15

25 Feb '15

Cari tutti, in allegato vi spedisco la locandina del seminario del Prof. Freddy Delbaen (ETH Zurigo) dal titolo “A result on metrisability of the mackey topology inspired by properties of risk measures” che si terrà in Bicocca (edificio U7- aula seminari – stanza 4026) giovedì 19 marzo alle ore 15.30. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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post-doc fellowship in Cork (fwd)
by Tiziano Vargiolu 25 Feb '15

25 Feb '15

---------- Forwarded message ---------- Date: Tue, 24 Feb 2015 17:58:43 +0000 From: Angelica Gianfreda <agianfreda(a)london.edu> Subject: post-doc fellowship in Cork *************************************************************************** ***************************************** Looking to hire a (Post-Doc) Research Fellow with research experience and ideally knows about climate change. One of the conditions of the funding is that the Fellow is based in Cork. The position is for 18 months with an annual salary of Euro 51,760. Project Overview The goal of the project is to identify and critique international best practice on the use of financial incentives to attract capital to targeted sectors. Specifically, a proposal for a funding instrument to attract capital to the resource efficient economy in Ireland will be developed. This will incorporate international best practice on financial incentives for financing the transition to the resource efficient economy as well as examining the effectiveness of existing financial incentives. The Enterprise Investment Scheme (EIS and formerly the Business Expansion Scheme (BES)) have been successful in attracting funding for the development of wind farms in Ireland IWEA /Deloitte (2009). The success of the EIS/BES scheme in pricing these harmful externalities can equally be applied to other resource efficient sectors where investment might not otherwise be forthcoming. Also the proposed funding instrument will be socially-inclusive as it will be fiscally-incentivised and targeted at ordinary individuals so that investment is ?citizen led? rather than ?developer led?. Job Description College Business and Law School/Research Centre Department of Accounting, Finance and Information Systems Post Title Research Fellow Project Title Financial Incentives to Promote a Resource Efficient Irish Economy Name of Principal Investigator Dr. Celine McInerney Position Summary A position is available for a Research Fellow to work in the Department of Accounting, Finance and Information Systems at University College Cork. The successful applicant will manage a project under the direction of the Principal Investigator to design a socially-inclusive financial instrument to attract investment capital to resource efficient assets. The project is funded by the Environmental Protection Agency. The Research Fellow will be responsible for: ? Researching and preparing a synthesis report on the use of financial incentives to attract capital in targeted sectors with a view to making a recommendation on the type of proposal that could be most effective within the context of Irish financial and taxation systems. ? Identify international best practice in relation to financial incentives for investment in resource efficient sectors using case studies including: (1) the Canadian Ontario FIT programme, (2) in the UK, DECC?s Community Energy Strategy, (3) Denmark?s co-operative and equity participations schemes and (4) Germany?s Energiewende (Energy Transition). (5) Examine shortcomings of UK Solar support scheme vis-?-vis value for money for tax payers. ? Examine the effectiveness of crowdfunding in attracting capital for resource efficient asset investments. ? Examine and measure the effectiveness of existing Irish financial incentives in the resource efficient economy, including but not limited to the Business Expansion Scheme, Employment Incentive and Investment Scheme, various building retrofitting initiatives. ? Develop a database of resource efficient projects which have received support under various policy initiatives in consultation with various stakeholders / policy makers. ? Present a proposal for socially inclusive financial investment which may be a specific tax-based investment framework for individuals using evidence-based international best practice. ? The role will involve meeting and engaging with various stakeholders as well as meeting and reporting to a Steering group and EPA committee. ? Engage in dissemination activities in relation to socially inclusive tax-based investment incentives in the resource efficient economy. ? The post is a fixed term contract and will involve some travel to meetings and conferences. Expected Skill Set ? A PhD qualification and significant relevant research experiences. ? A track record of peer reviewed publications. ? An enthusiastic, motivated person with a high level of initiative, capable of working independently and within a team. ? The candidate should have fluent English and excellent communication, organization, planning and interpersonal skills. ? Ideally, the candidate will have experience in financial services, taxation or energy policy modelling. ? Previous experience in design and implementation or cost benefit analysis of financial support schemes such as Feed-in-Tariffs, tax reliefs or capital allowances for renewables or other resource efficient or low carbon investment assets would be desirable. Salary: IUA Research Fellow Salary Scale ?51,716 - ?56,442. Post Duration: 18 months To Apply: Please submit a short cover letter and C.V. to Celine McInerney, PhD, c.mcinerney(a)ucc.ie, 021 4902839, on or before the closing date March 13th. Dr. Celine McInerney Finance Lecturer University College Cork T + 353 21 4902839 E c.mcinerney(a)ucc.ie http://publish.ucc.ie/profiles/B003/cmcinerney George Boole (1815-2015) - celebrating the forefather of the Information Age and the first Professor of Mathematics at University College Cork, Ireland. www.georgeboole.com

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2 Seminari a Pavia: Jorge Bolanos e Tomasz Tylec
by Carbone Raffaella 25 Feb '15

25 Feb '15

Cari colleghi, vi annuncio che mercoledì 4 marzo, alle ore 14 precise, nell'aula Beltrami del Dipartimento di Matematica dell'Universita' di Pavia, vi saranno due seminari (entrambi nell'ambito del progetto FIRB 2010 "*Quantum Markov Semigroups and their empirical estimation*"), tenuti da Jorge Bolanos-Servin e Tomasz Tylec Seguono titoli e sunti. Distinti saluti, Raffaella Carbone ----------------------------------------------------------------------- Primo Seminario, ore 14:00 precise: Jorge Bolanos-Servin (Università UAM, Città del Messico) "Some spectral properties of Circulant Quantum Markov Semigroups" Abstract. Many symetries of $\mathbb Z_p$ are inherited by Circulant matrices , therefore widely used in many areas of mathematics. The class of Circulant QMS although described in a simple way provide examples to better understand more general ideas. In this talk i will review the relationship between the eigenvalues and eigenvectors of a Circulant matrix and a Circulant QMS GKSL generator. This will lead to prove that the spectral gap is strictly positive. ------------------------------------------------------------------------- Secondo Seminario, ore 15 precise: Tomasz Tylec (Istituto di Fisica Teorica, Varsavia) "Generalised probability, quantum logics and non-signalling theories" Abstract: Since 1990s some physicist working on quantum information theory become interested in the so-called no-signalling theories. These are very intuitive, in some sense minimal, models of compound systems. It seemed that such theories are more general than quantum mechanics. Unfortunately, they suffer from the lack of precise mathematical framework within its properties can be rigorously studied. Our aim was to find such framework and study the basic properties of most widely discussed example of non-signalling system. The most natural choice led us to the so called quantum logics. The idea stems from the works of Birkhoff and von Neumann and after many years of development it evolved into sophisticated theory of partially ordered sets. What is important such structures can be interpreted as models of a generalised probability. This allows rigorous review of previously obtained results about non-signalling theories. -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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[Fwd: 10 PhD Positions at GSSI]
by davide gabrielli 23 Feb '15

23 Feb '15

*DO NOT REPLY TO THIS ADDRESS* *For informations *please contact info(a)gssi.infn.it *PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE* *WE APOLOGIZE FOR MULTIPLE E-MAILS* *Information and details on* *http://www.gssi.infn.it/phd/ <http://www.gssi.infn.it/phd/>* The GSSI in L'Aquila http://www.gssi.infn.it has open a call for 10 positions for the PhD program *DEADLINE April 15, 2015 - 6pm* APPLICATIONS ON LINE ONLY DO NO SEND ANYTHING IN DIFFERENT WAYS, IT WILL NOT GET ANY CONSIDERATION PROGRAM TITLE: Mathematics in Natural, Social and Life Sciences The yearly amount of the scholarship is of EURO 16.159,91 gross Official language of the PhD Programs: English Duration: 3 years Activities start on November 1st 2015 TOPICS: Stochastic Analysis, PDEs, Mathematical Modeling, Numerical Methods Applicant are required to upload also a file containing a synthetic report of the core courses followed on the following topics: 1. 1- Partial Differential Equations 2. 2- Probability/stochastic processes 3. 3- Functional Analysis 4. 4- Numerical Analysis 5. 5- Physics/continuum mechanics/fluid dynamics For each course in this area, students should provide a short syllabus (no more than 10 lines) main textbooks, name of the instructors and possibly the link to the course home page. Facilities and benefits - All PhD students will have tuition fees waived; - A ll PhD students will have free accommodation on GSSI facilities - A ll PhD students will have free luncheon vouchers - A ll PhD students will be covered by insurance against any accident and/or injury that may occur while carrying out their PhD activities. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 23 Feb '15

23 Feb '15

Ho il piacere di invitarvi al seguente seminario, che si terrà venerdì 27 Febbraio alle ore 14:30, nell'aula 2BC30 del Dipartimento di Matematica dell'Universita' degli Studi di Padova. SPEAKER: Elisabetta Scoppola (Dip. di Matematica - Università di Roma Tre) TITLE: Conditioned, quasi-stationary, restricted measures and escape from metastable states ABSTRACT: Metastability and first hitting are discussed in a quite general case including top in at random shuffle. (Joint work with R.Fernandez, F.Manzo, F.R.Nardi, J.Sohier) -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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Workshop “Control Theory and Related Topics” .
by Fulvia Confortola 23 Feb '15

23 Feb '15

? Si segnala che il 13 e 14 aprile 2015 ci sarà presso il Dipartimento di Matematica Politecnico di Milano il convegno “Control Theory and Related Topics”, su controllo deterministico e stocastico ed equazioni di evoluzione. La registrazione è libera ma obbligatoria. E' possibile registrarsi su https://www.eko.polimi.it/index.php/CTRT/CTRT/schedConf/registration Ulteriori informazioni sono disponibili alla pagina web della conferenza https://www.eko.polimi.it/index.php/CTRT/CTRT Gli organizzatori locali Fulvia Confortola, Monica Conti, Elsa Marchini e Giuseppina Guatteri?

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seminario Macci in Bicocca cancellato
by Fabio Bellini 23 Feb '15

23 Feb '15

Il seminario di Claudio Macci previsto per mercoledì 25 febbraio in Bicocca è rimandato per influenza. Seguirà un nuovo annuncio. Saluti Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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corso di dottorato di Fabio Toninelli a Roma Tre
by Pietro Caputo 20 Feb '15

20 Feb '15

Il prof. Fabio Toninelli (Univ. Lyon 1, France) terra' un corso di dottorato di 12 ore circa presso il dipartimento di Matematica e Fisica di Roma Tre. Title: Dimer models: thermodynamics, fluctuations and Glauber dynamics Dates: March 9, 11, 16, 18, 23, 25, 30 and April 1st, 2015 Time:11.00-12.45 Location: Room 311 (third floor, palazzina C) Dipartimento di Matematica e Fisica, Roma Tre, L.go Murialdo 1 - 00146 Roma Course description: We will discuss several aspects of the mathematical theory of models of lattice dimers. These classical, two- dimensional statistical mechanics models are in certain sense “exactly solvable” (Kasteleyn, 1961). Recently there is a revival of interest in dimer models among probabilists and mathematical physiciscs, due to their properties of conformal invariance and of “Gaussian Free Field”-type fluctuations. Another aspect of great interest (in probability and theoretical computer science) is the study of the associated Markov dynamics (Glauber dynamics). In particular, a natural question concerns the speed of convergence of the dynamics to its invariant measure. Contents: – Kasteleyn theory (computation of the partition function) – dimer-dimer correlations, determinantal representation – dimer models as “lattice free fermions” – height function and its convergence to the “Gaussian Free Field” – thermodynamic limit: translation-invariant Gibbs states and limit shape – Glauber dynamics for dimer models. Connection with the zero-temperature – The problem of the speed of convergence

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Conferma Seminario Prof. L. Goldstein a RM1
by Fabio Spizzichino 20 Feb '15

20 Feb '15

*Si conferma l'orario del seminario indicato qui di seguito* Grazie per l'attenzione Fabio Spizzichino =========== *V**enerdì 20 febbraio 2015* Ore 14:00, Aula di Consiglio Seminario di Probabilità Larry Goldstein (University of Southern California) *Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula* Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications. In particular, the discrete probability distribution L(VC) given by the sequence v{0},...,v{d} of conic intrinsic volumes of a closed convex cone C in Rd summarizes key information about the success of convex programs used to solve for sparse vectors, and other structured unknowns such as low rank matrices, in high dimensional regularized inverse problems. The concentration of VC implies the existence of phase transitions for the probability of recovery of the unknown in the number of observations. Additional information about the probability of recovery success is provided by a normal approximation for VC. Such central limit theorems can be shown by first considering the squared length GC of the projection of a Gaussian vector on the cone C. Applying a second order Poincar´e inequality, proved using Stein’s method, then produces a non-asymptotic total variation bound to the normal for L(GC). A conic version of the classical Steiner formula in convex geometry translates finite sample bounds and a normal limit for GC to that for VC. Joint with Ivan Nourdin and Giovanni Peccati

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Fwd: Fwd: postdoc opening - FMC2 (fwd)
by Tiziano Vargiolu 19 Feb '15

19 Feb '15

-------- Messaggio Inoltrato -------- Oggetto: Fwd: postdoc opening - FMC2 Data: Mon, 16 Feb 2015 11:29:09 +0000 Mittente: Cathal Brugha <cathal.brugha(a)UCD.IE> Rispondi-a: Cathal Brugha <cathal.brugha(a)UCD.IE> A: ORNET(a)JISCMAIL.AC.UK There is an opening for a postdoctoral researcher as part of the Financial Mathematics Computation Cluster (FMC2) collaboration between Industry, University College Dublin, Dublin City University and NUI Maynooth.http://www.isin.ie/go/case_studies/collaboration/financial-mathematics-comp utation-cluster-fmc2--604 Applications (through UCD HR Job Ref 007175 - http://www.ucd.ie/hr/jobvacancies) are due by 2 March. -- Prof Michael O'Neill Director UCD Complex & Adaptive Systems Laboratory (CASL) ICON Chair of Business Analytics School of Business University College Dublin http://casl.ucd.ie http://ncra.ucd.ie

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Seminario di F. Hubalek a Milano-Bicocca (03.03.2015)
by Francesco Caravenna 19 Feb '15

19 Feb '15

Martedì 3 marzo 2015 alle ore 15:30, nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, via Cozzi 55, Milano), Friedrich Hubalek (TU Wien) terrà un seminario dal titolo Brownian excursion limits for the avalanche length in a binomial limit order book model Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%% Abstract: We briefly describe the mechanics of a stylized limit order book model for an electronic exchange, which is based on the simple symmetric random walk. While the order volume is a spacial process, we take up the study of the avalanche length of trades, that was begun by Thorsten Rheinlaender and his students in a Brownian motion model. By more or less elementary limit calculations we connect to Ito's theory of Brownian excursions. In doing so we briefly, but inevitably meet the error, gamma, zeta, xi, theta, Bessel, and the Gauss hypergeometric function. We derive the generating function for the simplified and full avalanche length, their Brownian limits, and study the distribution of the simplified avalanche length in some detail. This is joint work with Thorsten Rheinlaender and Sabine Sporer. %%%%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Seminario Giovanni Valente al Politecnico di Milano
by Matteo Probo Siro Francesco Gregoratti 19 Feb '15

19 Feb '15

Si avvisa che in data 11-3-2015, alle ore 15:00 , presso Aula Consiglio VII piano, Dipartimento di Matematica, ed. 14, Campus Leonardo, nell'ambito delle iniziative del Dipartimento di Matematica del Politecnico di Milano, si svolgerà il seguente seminario: Titolo: Relativistic Causality and Local Disentanglement in Quantum Field Theory Relatore: Giovanni Valente, University of Pittsbur Abstract: La nozione di entanglement fra sistemi quantistici separati pone due problemi fondamentali in filosofia della meccanica quantistica. Primo, le correlazioni non-locali che ne derivano sembrano determinare un conflitto con la condizione di causalità relativistica, che implica che processi causali non possano propagarsi ad una velocità superiore a quella della luce, sollevando cosí una questione di incompatibilità con la teoria della relatività speciale di Einstein. Secondo, la presenza dell'entanglement sembra pregiudicare la possibilità di ottenere una suddivisione del mondo microscopico in sistemi fisici indipendenti. In questo seminario, si discuteranno tali problemi nel contesto della formulazione algebrica della teoria quantistica dei campi. Si inizierà mostrando come si possa derivare un teorema sull'impossibilità di inviare messaggi superluminali sulla base di operazioni locali. Successivamente, si dimostrerà l'esistenza di operazioni locali che hanno l'effetto di distruggere l'entanglement fra campi quantistici separati, soddisfacendo in tal modo ad una condizione necessaria per la loro indipendenza reciproca. Matteo Gregoratti

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Fwd: AMS - Mathemical Research Community 2015 in Financial Mathematics
by Marco Romito 18 Feb '15

18 Feb '15

------------------------------- Messaggio originale -------------------------------- Oggetto: AMS - Mathemical Research Community 2015 in Financial Mathematics Da: "Birgit Rudloff" <brudloff(a)Princeton.EDU> Data: Mer, 18 Febbraio 2015 22:22 ------------------------------------------------------------------------------------ Dear colleagues, This is a first announcement about the upcoming Mathematical Research community (MRC) in Financial Mathematics organized by the American Mathematical Society. The MRC is - in AMS own words- "a program of the American Mathematical Society (AMS), nurtures early-career mathematicians-those who are close to finishing their doctorates or have recently finished-and provides them with opportunities to build social and collaborative networks to inspire and sustain each other in their work. The structured program is designed to engage and guide all participants as they start their careers. For each topic, the program includes a one-week summer conference, a Special Session at the national meeting, a discussion network, ongoing mentoring, and a longitudinal study of early career mathematicians." The MRC in Financial Mathematics consists of a conference June 14 – 20, 2015 in Snowbird, Utah, a session at the Joint Mathematics Meeting, January 6-9, 2016 in Seattle, Washington. Around 40 peridoctoral mathematicians (advanced PhD students and early PostDocs) will work together on topics in high frequency trading, optimal investment under transaction costs, and systemic risk. More information at http://www.ams.org/programs/research-communities/mrc-15. Deadline for applications will be March 1, 2015. Please make your graduate students and Post-Docs aware of this possibility. Note that while American and US-based mathematicians are prioritized, the MRC is open for everybody. Travel support for the Snowbird conference will be available up to USD 700,-. All the best, Maxim Bichuch Michael Carlisle Olympia Hadjiliadis Birgit Rudloff Stephan Sturm

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1 posto di Maitre de Conferences e 1 posto di Professore in Statistica/Probabilita' a Lyon 1
by Fabio Toninelli 18 Feb '15

18 Feb '15

Gentili colleghi all'Universita' Lyon 1 e' aperto un concorso per un posto di Maitre de Conferences in probabilità e per un posto di Professore in Statistica o Probabilita' (inizio: 1 settembre 2015). Entrambe le posizioni sono permanenti. Il profilo scientifico e' descritto qui: cf. http://math.univ-lyon1.fr/recrutements/profils_15/PR-Statistique-Probabilit… e http://math.univ-lyon1.fr/recrutements/profils_15/MCF-Probabilites.pdf I temi di ricerca del gruppo di probabilità' di Lyon 1 sono descritti qui: http://math.univ-lyon1.fr/icj/?option=theme&th=5 I candidati interessati devono spedire elettronicamente il loro dossier ENTRO IL 12 MARZO 2015, tramite il sito https://galaxie.enseignementsup-recherche.gouv.fr/antares/can/index.jsp Qualche consiglio su come comporre il dossier di candidatura si trova qui: http://postes.smai.emath.fr/2014/OUTILS/conseils/index.php#it2 Attenzione: Il concorso e' aperto ai i candidati che hanno gia' passato la procedura di "Qualification" nazionale francese, oppure che hanno attualmente all'estero una posizione di livello equivalente a quelle di Maitre de Conferences o di Professore. Per ulteriori informazioni non esitate a contattarmi. Cordiali saluti -- Fabio Toninelli Institut Camille Jordan, Universite' Lyon 1 43 bd du 11 novembre 1918 69622 Villeurbanne Cedex, France Office 105, tel: +33 (0) 4 26 23 44 41

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Fwd: LUISS Seminar - February 18th
by Marco Scarsini 18 Feb '15

18 Feb '15

---------- Forwarded message ---------- From: Dipartimento Economia e Finanza LUISS Guido Carli <economiaefinanza(a)luiss.it> Date: Fri, Feb 13, 2015 at 11:29 AM Subject: LUISS Seminar - February 18th To: Dipartimento Economia e Finanza LUISS Guido Carli <economiaefinanza(a)luiss.it> The next Research Seminar of Economics and Finance Department is scheduled for next Wednesday, February 18th, from 2.30 p.m. to 4.00 p.m., room 305/b (viale Romania). Our guest speaker will be Prof. Larry Goldstein (University of Southern California), who will present his recent work: “Normal approximation for recovery of structured unknowns: Steining the Steiner formula”. Best regards, Dipartimento di Economia e Finanza Viale Romania, 32 - 00197 Roma economiaefinanza(a)luiss.it t +39 06 85225550 f +39 06 85225985

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corso interdottorato: scambiabilita' e sue applicazioni
by Rigo Pietro 18 Feb '15

18 Feb '15

Si segnala che, nell'ambito dei corsi interdottorato offerti dalle Universita' di Pavia e Milano (Bicocca, Politecnico e Statale), Eugenio Regazzini e Pietro Rigo terranno il corso Scambiabilita' e sue applicazioni. La durata del corso e' di 30 ore (circa). La partecipazione e' aperta a tutti. La prima parte del corso, tenuta da Pietro Rigo, vertera' sul teorema di rappresentazione di de Finetti e su alcune sue conseguenze. La seconda parte, tenuta da Eugenio Regazzini, riguardera' alcune applicazioni della scambiabilita' al'inferenza bayesiana non parametrica. Le prime due lezioni (di due ore circa) saranno tenute Lunedi' 2/3/2015 e lunedi' 9/3/2015, alle ore 14, al Dipartimento di Matematica dell'Universita' di Pavia (via Ferrata 1) Le date delle successive lezioni verranno stabilite di volta in volta, sulla base delle esigenze degli studenti e dei docenti. Eugenio Regazzini e Pietro Rigo

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PhD in Financial Mathematics at the Scuola Normale di Pisa
by Fabrizio Lillo 17 Feb '15

17 Feb '15

The CALL FOR APPLICATIONS FOR ADMISSION TO the PhD PROGRAM in Financial Mathematics at the Scuola Normale Superiore di Pisa is open (see http://phd.sns.it/en/ <http://www.sns.it/en/scuola/ammissione/corsodiperfezionamento/scienze/>). This year five scholarships are awarded, two of them funded by Unicredit. The deadline for the application to the Spring session is February 28, 2015. Request of information can be addressed to me. Sincerely, Fabrizio Lillo -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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Call for papers: CIBB 2015, Naples, September 10-12, 2015
by Paola Rancoita 17 Feb '15

17 Feb '15

============================================================================================================================================== *FIRST CALL FOR PAPERS * *CIBB 2015* *12th International Meeting on Computational Intelligence Methods for Bioinformatics and Biostatistics* *CNR Research Area “Napoli 1”, Naples, Italy** **September 10-12, 2015** * *http://bioinfo.na.iac.cnr.it/cibb2015/** **cibb2015(a)gmail.com* ============================================================================================================================================== *Scope of CIBB 2015* CIBB (Computational Intelligence methods for Bioinformatics and Biostatistics) is a meeting with more than 10-year history. Its main goal is to provide a forum open to researchers from different disciplines to present problems concerning computational techniques in bioinformatics, systems biology and medical informatics, to discuss cutting edge methodologies and accelerate life science discoveries. Following this tradition and roots, this year's meeting will bring together researchers from the international scientific community interested in this field to discuss the advancements and the future perspectives in bioinformatics and biostatistics. Applied biologists are also invited to participate in order to propose novel challenges aimed to have high impact for molecular biology and translational medicine. *Technical areas addressed by CIBB 2015 include, but are not limited to:* High dimensional statistical analysis of omic data; Next generation sequencing bioinformatics; Multi-omic data integration; Methods for supervised and unsupervised learning; Prediction of protein structures; Methods for comparative genomics; Algorithms for molecular evolution and phylogenetic analysis; Mathematical modelling and simulation of biological systems; Systems and synthetic biology; Bio-molecular databases and data mining; Bio-medical text mining and imaging; Statistical methods for the analysis of clinical data; Methods for the visualization of high dimensional complex omic data; Software tools for bioinformatics. *CIBB 2015 is jointly organized by:* • INNS International Neural Network Society SIG Bioinformatics • INNS International Neural Network Society SIG Bio-pattern • IEEE-CIS-BBCT Task forces on Neural Networks and Evolutionary Computation • Istituto per le Applicazioni del Calcolo, “M. Picone”, CNR Napoli The scientific programs of CIBB 2015 will include Keynote Speakers, contributed papers, tutorial and special sessions. The contributed papers will be presented in plenary oral sessions, special sessions, or poster sessions. *Publications* Accepted papers will be published on a flash drive with a specific ISBN number for the conference proceedings. A selection of papers presented at CIBB 2015 will appear in a post-conference monograph. We are in contact with Springer to have them published in the Springer series of Lecture Notes in Bioinformatics (LNBI) as usual for CIBB. Moreover, we are planning to publish the best papers in an extended form in a special issue of an international scientific journal. *Important Dates * Tutorial and Special Session Proposal: April 3, 2015 Paper submission deadline: April 10, 2015 Notification of acceptance: June 12, 2015 Final paper due: July 10, 2015 Conference: September 10-12, 2015 *Tutorials and Special Sessions* *Tutorial proposals* to CIBB, including title, one page long abstract, and short CV of presenters, are due by April 3, 2015. Please send proposals to cibb2015(a)gmail.com. *Special Session proposals* to CIBB, including the session's title and scope, short CV of sessions chairs, preliminary list of at least 4 potential authors are due by April 3, 2015. Proposals of special sessions will be evaluated as soon as they are submitted. A special session must have at least 4 accepted papers. Please send proposals to cibb2015(a)gmail.com *Paper Submission* Papers must be prepared following the guidelines illustrated on the CIBB web site and should be long between 4 and 6 pages. Papers should be submitted in PDF format on the Easy Chair conference system. *Organizing Committee* /General Chairs/ - Claudia Angelini, Istituto per le Applicazioni del Calcolo, Italy - Adriano Decarli, University of Milan, Italy - Erik Bongcam-Rudloff, Swedish University of Agricultural Sciences, Sweden. /Biostatistics Technical Chair/ - Paola MV Rancoita, Vita-Salute San Raffaele University, Italy /Bioinformatics Technical Chair/ - Stefano Rovetta, University of Genova, Italy /Special Session and Tutorial Chairs/ To be communicated /Local Organizing Committee/ Valerio Costa, Institute of Genetics and Biophysics, Italy Italia De Feis, Istituto per le Applicazioni del Calcolo, Italy Angelo Facchiano, Istituto di Scienze dell'Alimentazione, Italy /Publicity Chair/ Francesco Masulli, University of Genova, Italy & Temple University, USA /Publication Chair/ Riccardo Rizzo, Istituto di Calcolo e Reti ad Alte Prestazioni, Italy /Steering Committee/ Pierre Baldi, University of California, Irvine, CA, USA Elia Biganzoli, University of Milan, Italy Alexandru Floares, Oncological Institute Cluj-Napoca, Romania Jon Garibaldi, University of Nottingham, United Kingdom Nikola Kasabov, Auckland University of Technology, New Zealand Francesco Masulli, University of Genova, Italy & Temple University, USA Leif Peterson, TMHRI, Houston, Texas, USA Roberto Tagliaferri, University of Salerno, Italy

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ANNUNCIO SEMINARIO YIMIN XIAO - TOR VERGATA - 25 Febbraio
by Claudio Durastanti 17 Feb '15

17 Feb '15

Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 25 Febbraio ore 16 - Aula Conferenze "Claudio D'Antoni" - Dipartimento di Matematica Università di Tor Vergata - Roma Titolo: Fine Properties of Gaussian Random Fields Speaker: Yimin Xiao - Michigan State University ABSTRACT: In this talk, we show that various properties of strong local nondeterminism can be applied for studying fine properties (e.g. exact moduli of continuity, exact Hausdorff measure functions, regularity of local times and intersection local times) of Gaussian random fields defined on R^N taking values in R^d. Examples of such Gaussian random fields include fractional Brownian motion and solution to certain stochastic heat equations with space-time Gaussian noise. We also show that the method can also be applied to some Gaussian fields on the sphere.

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seminario Claudio Macci in Bicocca
by Fabio Bellini 17 Feb '15

17 Feb '15

Il giorno mercoledì 25 febbraio alle ore 16.30 presso l'aula seminari del DISMEQ, al IV piano dell'edificio U7 in piazza dell'Ateneo Nuovo 1, il prof. Claudio Macci del Dipartimento di Matematica della Università di Roma Tor Vergata terrà un seminario su SOME RECENT LARGE DEVIATION RESULTS IN STATISTICS ABSTRACT We consider a family of statistical models with positive unknown parameter (which includes some well-known models for censored exponential data) and some statistical models for samples from stationary Gaussian processes. We prove large deviation results for posterior distributions and, in some cases, also for maximum likelihood estimators. Tutti gli interessati sono invitati a partecipare. Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Seminario L.Goldstein 20 febbraio 2015 RM1
by Nappo, Giovanna 13 Feb '15

13 Feb '15

*************************************************************** SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA *************************************************************** DIPARTIMENTO DI MATEMATICA UNIVERSITA' DI ROMA LA SAPIENZA piazzale Aldo Moro 2, Roma *************************************************************** Seminario Prof. Goldstein a Roma 1 Venerdi' 20 febbraio 2015, Ore 14:00, esatte, in Aula di Consiglio Larry Goldstein (University of Southern California) terrà, presso il Dipartimento di Matematica dell'Universita' La Sapienza, un seminario dal titolo Normal approximation for recovery of structured unknowns in high dimension: Steining the Steiner formula Abstract: Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications. In particular, the discrete probability distribution L(VC) given by the sequence v_{0},...,v_{d} of conic intrinsic volumes of a closed convex cone C in Rd summarizes key information about the success of convex programs used to solve for sparse vectors, and other structured unknowns such as low rank matrices, in high dimensional regularized inverse problems. The concentration of VC implies the existence of phase transitions for the probability of recovery of the unknown in the number of observations. Additional information about the probability of recovery success is provided by a normal approximation for VC. Such central limit theorems can be shown by first considering the squared length GC of the projection of a Gaussian vector on the cone C. Applying a second order Poincaré inequality, proved using Stein’s method, then produces a non-asymptotic total variation bound to the normal for L(GC). A conic version of the classical Steiner formula in convex geometry translates finite sample bounds and a normal limit for GC to that for VC. Joint with Ivan Nourdin and Giovanni Peccati. *************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Fwd: Conference on Stochastic Portfolio Theory (fwd)
by Tiziano Vargiolu 13 Feb '15

13 Feb '15

----- Forwarded message from mnutz(a)math.columbia.edu ----- Date: Wed, 11 Feb 2015 23:27:29 -0500 From: Marcel Nutz <mnutz(a)math.columbia.edu> Subject: Conference on Stochastic Portfolio Theory To: mnutz(a)columbia.edu Dear Colleagues, We would like to draw your attention to the Conference on Stochastic Portfolio Theory and Related Topics Columbia University, New York May 8 and 9, 2015 For more information, please visit http://sites.google.com/site/sptconference2015/ All the best wishes, Ioannis Karatzas, Marcel Nutz, Soumik Pal ----- End forwarded message -----

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FW: Call: 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) (11th - 12th June 2015, Santorini Greece) (fwd)
by Tiziano Vargiolu 13 Feb '15

13 Feb '15

---------- Forwarded message ---------- Date: Wed, 11 Feb 2015 07:46:02 +0100 From: mjeanbl(a)univ-evry.fr To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: FW: Call: 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) (11th - 12th June 2015, Santorini Greece) Dear all, Please find attached the call for QFRA2015. Could you please circulate? Thank you Best regards Olivier 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) June 11-12, 2015, Santorini island, Greece Dear Colleague, It is our pleasure to circulate the 2nd announcement of the 1st Symposium on Quantitative Finance and Risk Analysis, QFRA2015 (http://www.liv.ac.uk/qfra-2015/) The symposium is to be held at Santorini Island, Greece during June 11-12, 2015. Focus: Behavioural finance, Commodity Trading, Credit Risk Modelling, Derivatives pricing and hedging, Econophysics, Finance and Stochastics, Financial Engineering, Financial Risk Management, Liquidity Modelling, Operational risk modelling Publications: Special Issue: Quantitative Finance<http://www.tandfonline.com/loi/rquf20#.VNnumc-zWpo> (Taylor and Francis) will publish a special conference issue on papers dedicated to Commodity Pricing and Trading. Presenters who want their paper to be considered for this special issue, should get in touch with Christian Ewald (Managing Editor). Keynote Speakers: Prof. H?lyette Geman<http://www.bbk.ac.uk/ems/faculty/geman>, Birkbeck, University of London, Department of Economics, Mathematics and Statistics, UK. Prof. Calum Turvey<http://dyson.cornell.edu/people/profiles/turvey.php>, Cornell University, Charles H. Dyson School of Applied Economics and Management, USA. Dr. Hans-Georg Zimmermann<http://www.siemens.com/innovation/en/home/pictures-of-the-future/digitaliza…>, Senior Principal Research Scientist within Siemens Corporate Technology Important dates: * March 31, Abstract submission deadline * May 1, Notification of acceptance * May 15, Registration deadline * June 1, Scientific programme * June 11, Symposium Opening Venue: QFRA 2015<http://www.liv.ac.uk/qfra-2015/> will be hosted at the Conference centre of the El Greco Resort<http://www.elgreco.com.gr/> at Stantorini Island. Registration: All the actions related to the QFRA2015 (paper submission, registration etc) may be completed via the Symposium website at http://www.liv.ac.uk/qfra-2015/ Abstracts for presentations should be submitted to qfrasymposium(a)gmail.com<mailto:qfrasymposium@gmail.com> by 31 March 2015. Please note that abstracts should have a front page that contains only the following items: * Title * Authors with affiliation (in bold the presenter) * Abstract * Key references Looking forward to see you in QFRA2015! Symposium Chair, Athanasios Pantelous, Department of Mathematical Sciences, University of Liverpool, UK Georgios Sermpinis, Adam Smith Business School, University of Glasgow, UK Christian Ewald, Adam Smith Business School, University of Glasgow, UK Jason Laws Management School, University of Liverpool, UK [cid:image001.jpg@01D013BF.F6F5CE90] [cid:image002.jpg@01D013BF.F6F5CE90] The symposium is under the umbrella of the EPSRC and ESRC Centre for Doctoral Training on Quantification and Management of Risk & Uncertainty in Complex Systems & Environments<http://www.liv.ac.uk/risk-and-uncertainty/postgraduate/cdt_risk/>

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Seminario ARLOTTO
by Matteo Ruggiero 13 Feb '15

13 Feb '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 20 Febbraio 2015 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Alessandro ARLOTTO (Duke University) SEQUENTIAL DECISIONS, TIME DEPENDENCE, AND CENTRAL LIMIT THEOREMS Abstract: We prove a central limit theorem for the sum of functions of (1+m)-dimensional vectors from a time non-homogeneous Markov chain and we show several examples in which this central limit theorem can be used to easily establish the asymptotic normality of the optimal total reward of finite horizon Markov decision problems. By choosing m=0 we recover the classic central limit theorem of Dobrushin (1956). Joint work with J.M. Steele. 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 http://sites.carloalberto.org/ruggiero

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Postdoc on "Modellizzazione e analisi di reti complesse da Big Data” at the Scuola Normale di Pisa
by Fabrizio Lillo 12 Feb '15

12 Feb '15

The call for a two-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is "Modeling and analysis of complex networks from Big Data” and it is funded by the Scuola Normale within the SNS-UniCredit joint initiative *“Dynamics and Information Research Institute - Quantum Information, Quantum Technologies”*. The details of the call are at http://www.sns.it/servizi/job/assegnidiricerca/assegno073/ The research activity concerns the development of analytical and computational models of large complex network of economic, financial, and computational origin; statistical inference on large networks; empirical analysis of networks from BigData. Part of the activity could be performed in collaboration with the R&D Unit of Unicredit Group The deadline is March 2. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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Avviso di seminario: Prof Z. Brzezniak
by Cristina Zucca 11 Feb '15

11 Feb '15

A tutti gli interessati. Giovedì 19 febbraio 2015 alle ore 10.00 in AULA C (Palazzo Campana - Dip. di Matematica "G. Peano" - Univ. di Torino) il Prof. Z. Brzezniak (University of York) terrà un seminario dal titolo: Strong and weak solutions to stochastic Landau-Lifshitz equations Abstract: The talk is about the existence and uniqueness of weak and strong solutions to the stochastic Landau-Lifshitz equations for multi (one)-dimensional spatial domains. The corresponding large deviations principle and it's applications to a ferromagnetic wire will be also given. The talk is based on a joint works with B. Goldys and T. Jegaraj. -- 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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Fwd: Conference on "Advanced Modelling in Mathematical Finance" (fwd)
by Tiziano Vargiolu 10 Feb '15

10 Feb '15

---------- Forwarded message ---------- Date: Fri, 30 Jan 2015 23:52:27 +0100 From: Antonis Papapantoleon <papapan(a)gmail.com> To: vargiolu(a)math.unipd.it Subject: Fwd: Conference on "Advanced Modelling in Mathematical Finance" //// Dear colleagues, we are pleased to announce a conference on "Advanced Modelling in Mathematical Finance" in honour of Ernst Eberlein, taking place in Kiel from May 20 to 22, 2015. Details on invited speakers, registration etc. can be found on www.math.uni-kiel.de/ammf2015 . Limited financial support is available for young researchers presenting a poster. Best regards, Jan Kallsen and Antonis Papapantoleon ////

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Workshop announcement (fwd)
by Tiziano Vargiolu 10 Feb '15

10 Feb '15

---------- Forwarded message ---------- Date: Mon, 9 Feb 2015 15:45:46 +0000 From: bachelierfinance.org <office(a)bachelierfinance.org> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Workshop announcement [header.jpg] WORKSHOP ANNOUNCEMENT Dear members of the Bachelier Finance Society We would like to draw your attention to this special workshop set up in memory of Marc Yor: Journees a la memoire de Marc Yor - from 3-5 June 2015. With kind regards, Denise and Mete H. Mete Soner BFS Executive Secretary

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Avviso di mini-corsi :: [Alfò + Liseo]@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 10 Feb '15

10 Feb '15

--------------------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s i --------------------------------------------------------------------------------------- - Mercoledì, 18 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 - Giovedì, 19 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 - Venerdì, 20 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 --------------------------------------------------------------------------------------- Aula VI (quarto piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma Come sempre i corsi sono gratuiti ma, per motivi organizzativi, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: http://goo.gl/JpzN75 --------------------------------------------------------------------------------------- BRUNERO LISEO (Dipartimento MEMOTEF, Sapienza) --------------------------------------------------------------------------------------- terrà un mini-corso dal titolo DENSITÀ GENERATE DA PERTURBAZIONI DI LEGGI SIMMETRICHE > Programma < Tre lezioni sulla costruzione di densità di probabilità asimmetriche a partire da leggi simmetriche. Queste distribuzioni presentano aspetti interessanti sia dal punto di vista probabilistico che inferenziale. - 1a lezione: Introduzione generale. Possibili costruzioni alternative della distribuzione normale asimmetrica scalare. Sue estensioni. Problemi inferenziali. - 2a lezione: Il caso multivariato. Altre possibili perturbazioni - 3a lezione: Metodi di stima e relativi problemi. Applicazioni con R. --------------------------------------------------------------------------------------- MARCO ALFÒ (Dipartimento di Scienze Statistiche, Sapienza) --------------------------------------------------------------------------------------- terrà un mini-corso dal titolo MODELLI A MISTURA FINITA > Programma < - Finite mixture models: basics - ML estimation, complete data and the EM algorithm - Variants of the EM algorithm - Choice of the number of components - Observed Information and the provision of standard errors - Gaussian mixtures, unconstrained and constrained estimation - Gaussian mixtures and dimensionality reduction - Finite mixtures with non Gaussian components - Finite mixtures of regression models, basics and link to semiparametric random parameter models --------------------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti

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[COURSE] CSAMA 2015 : Statistics and Computing in Genome Data Science, 14-19 June 2015, Brixen (IT)
by stefano iacus 09 Feb '15

09 Feb '15

CSAMA 2015 (13th edition) Statistics and Computing in Genome Data Science Bressanone-Brixen, Italy (South Tyrol Alps) June 14-19, 2015 *** Registration for CSAMA 2015 is now open *** http://www-huber.embl.de/csama Lecturers: Martin Morgan, Fred Hutchinson Cancer Research Center (USA) PI of the Bioconductor project Wolfgang Huber, European Molecular Biology Laboratory Vincent J. Carey, Channing Laboratory, Harvard Medical School (USA) Michael Love, Dana Farber Cancer Institute and the Harvard School of Public Health (USA) Simon Anders, European Molecular Biology Laboratory Mark Robinson, University of Zurich (CH) Laurent Gatto, University of Cambridge (UK) Paul Pyl, University of Copenhagen (DK) The one-week intensive course “Statistics and Computing in Genome Data Science” teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures), and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). The course covers the primary analysis (“preprocessing”) of high-throughput sequencing based assays in functional genomics (transcriptomics, epigenetics, etc.) as well as integrative methods including efficiently operating with genomic intervals, statistical testing, linear models, machine learning, bioinformatic annotation and visualization. At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. Topics include: * Introduction to Bioconductor * Elements of statistics: hypothesis testing, multiple testing, regression, regularization, clustering and classification (machine learning), visualization * Computing with sequences and genomic intervals * RNA-Seq data analysis and differential expression * ChIP-Seq and epigenetics * Integrating DNA variant calls with functional data, and large-scale efficient computation with genomic intervals * Working with annotation – genes, genomic features and variants * Metagenomics and proteomics primers * Single-cell RNA-Seq primer * Interactive displays with Shiny The course consists of * morning lectures: 20 x 45 minutes: Monday to Friday 8:30am - 12:00am * 4 practical computer tutorials in the afternoons (2pm - 5pm) on Monday, Tuesday,Thursday and Friday Registration: Visit our website at: http://www-huber.embl.de/csama ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Fwd: [World] postdoc in combinatorics in Paris
by Gustavo Posta 09 Feb '15

09 Feb '15

Begin forwarded message: > From: Sylvie Corteel <corteel(a)liafa.univ-paris-diderot.fr> > Subject: [World] postdoc in combinatorics in Paris > Date: 06 febbraio 2015 11:51:58 GMT+01:00 > To: world(a)alea-research.eu > > The project Combinatoire à Paris is funded by the City of Paris and handled by the Fondation Sciences Mathématiques de Paris. It is a group of 12 researchers working in combinatorics and related fields, and based in several institutions in and around Paris, namely Université Paris Diderot, École normale supérieure, Université Paris-Sud, Université Paris-Est and Université Paris-Nord. > > This is a call for a postdoc position in combinatorics. The successful applicant will be able to work with any of the members of the project. > Keywords: exact enumeration, probability theory, algebraic combinatorics, asymptotic analysis, statistical physics. > > Some information: > > Suggested starting date: September-October 2015, > Duration: 1 to 2 years, > Location: the position can be based either at LIAFA or LPMA, Université Paris Diderot, or at DMA, École normale supérieure. > > Inquiries by e-mail are welcome: > For LIAFA, contact Guillaume Chapuy or Sylvie Corteel, > For LPMA, contact Justin Salez, > For DMA, contact Jérémie Bouttier. > > How to apply: http://combinatoire-a-paris.math.cnrs.fr/PostdocPosition > Deadline: February 15. > -- > Sylvie > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Seminario Cristina di Girolami a Milano-Bicocca
by federica.masiero＠unimib.it 09 Feb '15

09 Feb '15

Il giorno 6 Febbraio, alle ore 15, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, via Cozzi, 55, Edificio U5, stanza 3014 (terzo piano), la Dott.ssa Cristina di Girolami, Università G. D'Annunzio di Chieti-Pescara, terrà un seminario dal titolo "Stochastic calculus in Banach spaces, an infinite dimensional PDE and stability results" Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Federica Masiero

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Seminari TORCINI & DEL GIUDICE (RGS & Matematica Applicata)
by Giacomo Aletti 09 Feb '15

09 Feb '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 16 Febbraio 2015, a partire dalle ore 14.30, nella Sala di Rappresentanza (piano rialzato) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, TALK 1 "Clique of functional hubs orchestrates population bursts in developmentally regulated neural networks" Alessandro Torcini, Computational Neuroscience Lab. Florence. ABSTRACT: http://goo.gl/mRLekT TALK 2 "Network events on multiple space and time scales in cultured neural networks and a stochastic rate model" Paolo Del Giudice, Istituto Superiore Sanità (ISS), Rome. ABSTRACT: http://goo.gl/njPh0Q ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.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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Seminario di Ilaria Peri presso Prometeia - Bologna
by Giacomo Scandolo 06 Feb '15

06 Feb '15

Il giorno Giovedì 12 Febbraio 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Ilaria PERI (ESC Rennes School of Business) terrà un seminario dal titolo "Lambda value at risk: a new backtestable alternative to VaR" Abstract A new risk measure, the lambda value at risk (ΛVaR), has been recently proposed from a theoretical point of view as an immediate generalization of the value at risk (VaR). The ΛVaR appears to be attractive for its potential ability to solve several problems of the VaR. This paper presents the first empirical application of the ΛVaR to equity markets. Our benchmark approach reveals that the ΛVaR is able to capture extreme downward scenarios and react to market fluctuations significantly faster than the VaR and expected shortfall. In addition, we show that the ΛVaR satisfies the elicitability property under general conditions. This property guarantees proper backtesting and statistically meaningful comparisons among ΛVaR and VaR. Hence, we perform a backtesting exercise by adapting the VaR hypothesis-testing framework. The results display a higher level of accuracy for our ΛVaR calibrations. Our comparative analysis also shows that ΛVaR performs better than VaR.

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Seminario Francesco Russo
by c.ceci＠unich.it 05 Feb '15

05 Feb '15

Giovedi? 12 febbraio alle ore 14:30 presso l?aula comune del Dipartimento di Economia V.le della Pineta 4 (primo piano), Pescara Francesco Russo (ENSTA-ParisTech Unite? de Mathematiques Appliquees) terra' un seminario dal titolo "Calculus via regularizations in Banach spaces: path dependent calculus and Kolmogorov equations". Tutti gli interessati sono invitati a partecipare. Cari saluti Claudia Ceci, Cristina Costantini, Katia Colaneri ******************************************************* Claudia Ceci Dipartimento di Economia Universita? ?G. d?Annunzio? V.le Pindaro 42, 65127 Pescara c.ceci(a)unich.it

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[random] PhD position in Poitiers (France) in probability/statistics, application for scholarship before 31 March 2015
by Pierre-Yves Louis 04 Feb '15

04 Feb '15

Dear Colleagues, Please forward this announcement to interested master students and potential candidates. ========================================================== PhD POSITIONS are available at the Laboratoire de Mathématiques et Applications, UMR 7348 University of Poitiers and CNRS (France) http://www.univ-poitiers.fr/home-750171.kjsp?RH=1328179805685&RF=1328179651… http://rech-math.sp2mi.univ-poitiers.fr/en/index.shtml Applications for PhD candidates in applied probability and statistics are welcome. There is a possibility to work under the supervision of Pierre-Yves LOUIS http://pylouis.perso.math.cnrs.fr/ around the topic: Stochastic dynamics for large networks Stochastic models are nowadays of main interest in several applicative fields: ecology, population biology, wildfire, social networks. More individual specificities of constituting entities (sites) can be considered. A global macroscopic state emerges from the sites’ interaction. These individually-based models are following the micro/macro description workflow defining the statistical mechanics scientific field. A large, possibly infinite, number of sites is considered. These interacting dynamical systems motivate theoretical, numerical and applied challenges. These systems of stochastic processes may be used also to sample from random fields on complicated structures as the one considered in biology. Monte-Carlo methods are used to solve related statistical questions. The PhD thesis will consider one of the following topics which are strongly related to complex systems in computer science, statistical physics and computational biology. The PhD candidate has the opportunity to choose between the following challenging projects: - Interacting Stochastic Dynamics on trees - Stochastic algorithms, Gibbs sampling - Application of stochastic methods to data classification ======================== Application deadline: 31 March 2015 through http://s2i.ed.univ-poitiers.fr/dv_demarrer_une_these/recrutement-demarrer-u… AND please contact Pierre-Yves Louis as soon as possible Please send one pdf with your resume, and possibly a list of taken courses with grades, a copy of your master thesis and at least two names as references to pierre-yves.louis(a)math.cnrs.fr ======================== For more details please see the pdf-file http://pylouis.perso.math.cnrs.fr/proposition_sujet_these_2015_LOUIS_fr.pdf and for the application procedure to http://s2i.ed.univ-poitiers.fr/dv_demarrer_une_these/recrutement-demarrer-u… ======================== Requirements You have an MSc in mathematics, with a proven interest in probability theory and statistics. Candidates with background in computational physics, computer science, mathematical biology, computational biology may be considered. ======================== Conditions of employment You will be appointed for a period of 3 years through a PhD scholarship starting 1. September 2015 minimal income : 1684,93 EUR gross/month ======================== For more information and applications please contact pierre-yves.louis(a)math.cnrs.fr Best regards, Pierre-Yves LOUIS. pierre-yves.louis(a)math.cnrs.fr http://pylouis.perso.math.cnrs.fr/

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StaTalk on Biostatistics - second announcement
by Francesca Ieva 03 Feb '15

03 Feb '15

Dear all, we would like to remind you about the first StaTalk promoted by the young section of Italian Statistical Society (y-SIS), to be held in Milan (Italy) on April 24th, 2015. *STATALK ON BIOSTATISTICS* (https://sites.google.com/site/youngsocietaitalianastatistica/events/statalk…) Department of Mathematics "F. Enriques", Università degli Studi di Milano, via Saldini 50, Milano (Italy) All the information, including the program and the sign-up link for the conference, can be found on the conference website. Statalks are a series of one-day workshop aimed at early career statisticians, i.e., master degree students, people carrying out a PhD, post-docs and young researchers. StaTalks are a fantastic opportunity to share knowledge on advanced topics of statistics. The hosting research group will propose tutorials, seminars and interactive round tables on the main fields of research and application it is concerned. Participants can contribute bringing their own experience through presentations, ideas, poster and material to be shared in the debate. Registrations to the first StaTalk are opened.*No conference fees are due, but registration is mandatory, by March 30th*, using the form available on the website. For further information or any doubt and question, please visit the website https://sites.google.com/site/youngsocietaitalianastatistica/home and do not hesitate to contact me. Best Regards Francesca Ieva -- Francesca Ieva Department of Mathematics Università degli Studi di Milano, via Saldini 50, 20133 Milano web: https://sites.google.com/site/mypagefi mail to: francesca.ieva(a)unimi.it

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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 03 Feb '15

03 Feb '15

Ho il piacere di invitarvi ai seguenti seminari, che si terranno giovedì 12 Febbraio, dalle ore 14:30, nell'aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Universita' degli Studi di Padova. 14.30 -15.30 Giuseppe Canizzaro (Technical University of Berlin) TITLE: SDEs with distributional drift and Polymer measure ABSTRACT: We study existence and uniqueness of solution for stochastic differential equations with distributional drift by giving a meaning to the Strook-Varadhan martingale problem associated to such equations. The approach we exploit is the one of paracontrolled distributions recently introduced by Gubinelli, Imkeller and Perkowski in their by now celebrated paper "paracontrolled distributions and singular PDEs". As a result, we make sense of the two and three dimensional polymer measure and show some of its properties. 15.30-16.30 Alberto Chiarini (Technical University of Berlin) TITLE: (Local) CLT for symmetric Diffusions in a degenerate Random Environment. ABSTRACT: We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. The diffusion is formally associated with $L^\omega u = \nabla\cdot(a^\omega\nabla u)$. We prove for $X$ a quenched (local) central limit theorem, under some moment conditions on the environment; the key tools are the sublinearity of the corrector and a parabolic Harnack's inequality both obtained using the celebrated Moser's iteration technique. -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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Seminario REPETTO (RGS & Matematica Applicata)
by Giacomo Aletti 02 Feb '15

02 Feb '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 9 Febbraio 2015, alle ore 14.30, nell'Aula C (secondo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Aqueous humour flow in the presence of intraocular lenses" Rodolfo REPETTO, Department of Civil, Chemical and Environmental Engineering, University of Genoa Abstract: Lens placement in the anterior chamber is an increasingly popular method of correcting vision. The lens has a diameter slightly larger than the pupil aperture, and it is placed centrally and just anterior to the iris. The use intraocular lenses is generally very effective and has proven to have good long term clinical outcomes. However, the presence of the lens can lead to possible undesired side effects, including a reduction in endothelial cell density onthe inner corneal surface, which reduces corneal nourishing. Another possible problem is an increase in the resistance to fluid flow between the posterior and anterior chambers of the eye. Aqueous humour is required to flow between these chambers and if the resistance increases sufficiently then pupillary block could occur, meaning the pressure in the posterior chamber increases, which could result in angle closure glaucoma. If the risk is thought to be high the niridotomy is typically used, in which a hole is created in the iris in order to allow flow to by pass the pupil aperture, creating an alternative low-resistance pathway for the aqueous humour. As well as the flow described above, other effects can lead to flow in the anterior chamber. Firstly, there is a temperature gradient between the inner corneal surface and the iris and lens, depending on the difference between atmospheric and body temperature. Combined with gravitational effects, this leads to a buoyancy-driven flow. Secondly, the eye performs saccades, and rotational saccades lead to accelerations and hence flow. In addition, other movements, such as lens movement during accommodation, rubbing the eye, and accidental impacts will lead to flow. In this presentation we show results from a model of flow due to pressure gradient, thermal and saccadic effects in the posterior and anterior chambers in an eye, both with and without the artificial lens in place. We adopt both an analytical approach based on the use of the lubrication theory and a fully numerical model to assess the wall shear stress on the corneal surface, the pressure drop between the posterior and anterior chambers, with the aim of understanding how the positioning of the lens affects these quantities. In the second part of the talk some open issues concerning the fluid mechanics of the eye will also be presented and briefly commented upon. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.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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de Finetti Risk Seminar - February 2015
by emanuela.rosazza1＠unimib.it 01 Feb '15

01 Feb '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Probabilistic sensitivity analysis for computer model structure uncertainty Jeremy Oakley The University of Sheffield LOCATION: The seminar will be held on Wednesday, February 4, 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. 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. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Workshop on recent developments in dependence modelling with applications in finance and insurance (Brussels – May 29).
by giovanni.puccetti＠unifi.it 27 Jan '15

27 Jan '15

Dear colleagues, The finance research group of the Vrije Universiteit Brussel (VUB) organizes the second edition of a workshop on recent developments in dependence modelling with applications in finance and insurance (Brussels – May 29). The tentative program as well as details for the registration are available here: http://www.vub.ac.be/en/events/2015/recent-developments-dependence-modellin… Invited speakers: · Kjersti Aas, Norwegian Computer Science · Asimit Alexandru, Cass Business School · Valérie Chavez, Université de Lausanne · Paul Embrechts, ETH Zürich · Stefan Mittnik, LMU Munich · Giovanni Puccetti, University of Florence · Ludger Rüschendorf, University of Freiburg · Matthias Scherer, TU Munich · Andreas Tsanakas, Cass Business School The admission is free but a (confirmed) registration is mandatory as the number of participants is limited. ******************************************************** Giovanni Puccetti https://sites.google.com/site/giovannipuccetti/ Assistant Professor School of Economics and Management University of Firenze Building D6, office 2.30 via delle Pandette 32 50127, FIRENZE (FI) ITALY ******************************************************** Journal Editor Dependence Modeling DE GRUYTER OPEN http://www.degruyter.com/view/j/demo

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Avviso di seminario :: Macci@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 26 Jan '15

26 Jan '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 30 Gennaio, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CLAUDIO MACCI (Dipartimento di Matematica, Università di Roma Tor Vergata) terrà un seminario dal titolo SOME RECENT LARGE DEVIATION RESULTS IN STATISTICS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT We consider a family of statistical models with positive unknown parameter (which includes some well-known models for censored exponential data) and some statistical models for samples from stationary Gaussian processes. We prove large deviation results for posterior distributions and,in some cases, also for maximum likelihood estimators.

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ABS15 -- Summer school
by Raffaele Argiento 26 Jan '15

26 Jan '15

Please find below the announcement of the 12th edition of the ABS (Applied Bayesian Statistics) summer school. Like in the past two years, the 2015 school will be held in the magnificent Villa del Grumello, in Como (Italy), on the Lake Como shore. Guido Consonni and Fabrizio Ruggeri ABS15 Directors Raffaele Argiento ABS15 Executive Director ----------------------------------------------------------------------------------- ******************************* * ABS15 * ******************************* Applied Bayesian Statistics School MODERN BAYESIAN METHODS AND COMPUTING FOR THE SOCIAL SCIENCES June, 8 - 12, 2015 - Villa del Grumello, Como, Italy Lecturer: Jeff Gill, Washington University, St. Louis, MO, USA Professor of Political Science Professor of Biostatistics Professor of Surgery (Public Health Sciences) http://jgill.wustl.edu/Site/Homepage.html https://polisci.wustl.edu/Jeff_Gill The conference webpage is >>>> www.mi.imati.cnr.it/conferences/abs15.html <<<< Registration will start after February, 1st, 2015 and details on programme and accommodations will be provided very soon. The conference room allows only for a very limited number of participants (max. 35). Interested people are invited to contact the ABS15 Secretariat at abs15(a)mi.imati.cnr.it COURSE OUTLINE This course covers the theoretical and applied foundations of Bayesian statistical analysis with an emphasis on computational tools for Bayesian hierarchical models. We will discuss model checking, model assessment, and model comparison. The course will cover Bayesian stochastic simulation (Markov chain Monte Carlo) in depth with an orientation towards deriving important properties of the Gibbs sampler and the Metropolis Hastings algorithm. Extensions and hybrids will be discussed. We will then use Markov chain Monte Carlo tools to fit linear and nonlinear specifications with multiple levels, longitudinal features, and non-normal distributional assumptions. Lectures will include theoretical discussions of modeling and estimation as well as practical guidance for fitting complex multilevel models with R and JAGS software. Applications will be drawn from political science,sociology, epidemiology, economic policy, and public administration. Participants are expected to understand linear regression in matrix algebra terminology, have some exposure to R, and know basic statistical inference. 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. Como can be easily reached by train from Milano and its airports. More details are available on the website. -- Dr Raffaele Argiento CNR IMATI -- Milano Tel. +39 02 23699.529 Web www.mi.imati.cnr.it/raffaele

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Convegno in onore di Patrizia Berti
by Fabrizio Leisen 26 Jan '15

26 Jan '15

Gentili Colleghi, con grande piacere vi segnalo il seguente convegno organizzato in onore della Prof. Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015 I seguenti speakers hanno già confermato la loro presenza: Eugenio Regazzini Giorgio Letta Romano Scozzafava Fabio Spizzichino Giulianella Coletti Domenico Candeloro Barbara Vantaggi Irene Crimaldi Luca Pratelli Emanuele Dolera Sonia Petrone Fabrizio Leisen Pietro Rigo Nelle prossime settimane verrá inviato un programma più dettagliato su questa lista. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail per confermare la vostra presenza. Indirizzi email: pietro.rigo(a)unipv.it o fl79(a)kent.ac.uk Un cordiale saluto, Fabrizio Leisen e Pietro Rigo -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://sites.google.com/site/fabrizioleisen/

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Bicocca Winter School (2-6 February 2015)
by Francesco Caravenna 22 Jan '15

22 Jan '15

Last announcement for the Bicocca Winter School: RECENT BREAKTHROUGHS IN SINGULAR STOCHASTIC PDEs University of Milano-Bicocca (2-6 February 2015) People willing to take part in the school are requested to register no later than Thursday 29 January 2015. For updated information, we refer to the website: http://www.matapp.unimib.it/~fcaraven/spdes2015/ The Organizing Committee Francesco Caravenna, Federica Masiero, Gianmario Tessitore

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Seminar Matteo Ruggiero (University of Torino and Collegio Carlo Alberto), Venice, January 26/2015, 2.00pm
by Roberto Casarin VE 21 Jan '15

21 Jan '15

Dear all, University Ca' Foscari of Venice invites you to the seminar: Title: Filtering hidden Markov measures (joint with Papaspiliopoulos, O. and Spanò, D.) Speaker: Matteo Ruggiero University of Torino and Collegio Carlo Alberto When/Where: Januray 25/2015, 2.00pm Room 10C, Department of Economics San Giobe 873/b, Venice Apologies for cross posting Kind regards Roberto Casarin -- Roberto Casarin University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Fax: +39 041.234.91.76 Web: http://venus.unive.it/r.casarin/

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PhD position in probability/stochastic analysis at Leeds university
by Elena Issoglio 21 Jan '15

21 Jan '15

Dear Colleague, a PhD position for UK/EU students at Leeds University is available within the framework "Leeds York NERC Doctoral Training Partnership (DTP)". Title: An Abstract Model for Surface Water Flow; Stochastic Differential Equations on Graphs and related Fractal Limits Deadline: February 2nd 2015. Supervisor: Elena Issoglio, e.issoglio @ leeds.ac.uk How to apply: http://www.nercdtp.leeds.ac.uk/how-to-apply/ More info at http://www.nercdtp.leeds.ac.uk/projects/index.php?id=151 Please forward to any potential candidate.

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[Fwd: GSSI Postoctoral positions in Math- 2nd announcement]
by davide gabrielli 21 Jan '15

21 Jan '15

For any question regarding the application procedure please email info(a)gssi.infn.it. DO NOT REPLY TO THIS E-MAIL 3 Post Doctoral Positions in Mathematics @GSSI - Deadline February 2, 2015 Second Announcement WE APOLOGIZE FOR REPEATED E-MAILS The International Doctoral School Gran Sasso Science Institute (GSSI) L'Aquila Italy, offers 3 postdoctoral research positions. http://www.gssi.infn.it/postdoc/ The annual gross salary is EURO 40K, positions are for two years. Candidates must have earned their doctoral degree not earlier than January 1, 2011. Selected candidates are expected to start their appointments not later than September 1st, 2015. Research Topics: Stochastic particles systems and macroscopic limits. Euler and Navier -Stokes equations, Nonlinear hyperbolic PDEs, Mathematical models of collective dynamics, self-organizing complex systems arising from biology and social sciences. Variational methods in continuum mechanics of solids, fluids and biological matter. Numerical methods for nonlinear PDEs. * Pierangelo Marcati * Mathematics & Computer Science Division, Chair GranSasso Science Institute, INFN - L'Aquila - Italy http://www.gssi.infn.it http://www.gssi-aq.eu Professor at Department of Information Engineering, Computer Science and Mathematics University of L'Aquila - Italy Skype name: p.marcati http://univaq.it/~marcati ++39(086)243-3143 ++39(086)243-3180 -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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seminario LEGLAND
by Elena Villa 20 Jan '15

20 Jan '15

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 ******************************************* *Lunedi' 26 Gennaio*,*ore 16:00* Aula Dottorato, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano *DAVID LEGLAND* (Institut National de la Recherche Agronomique, UMR-LGMPA, Thiverval-Grignon) terrà un seminario dal titolo *Image analysis developements for plant tissues microstructure quantification* ABSTRACT: In a context of valorisation of plant products, such as food processing or biorefinery, it is often required to better understand the relationships between experimental condition and end-usage properties: mechanical properties, sensory texture, degradability... In order to know how the cellular structure or the tissue organisation impacts the final properties, adequate quantitative methods are required. We will present several methodological developments in the quantification of the microstructure of plant products from digital images acquired at different scales. For quantifying the 3D cellular structure of cells observed at microscopic scales, a stereological approach was developed, involving local discretization of geometric features from 3D binary images using Minkowski functionals formalism, and an estimation at the scale of the organ based on the Horvitz-Thomspon principle. Image texture analysis from mathematical morphology can be used to quantify cellular structure from grey-level macroscopy images. At a larger scale, the spatial organisation of tissues within the organ was described based on tools from spatial statistics. At each quantification scale, the question of the integration of image collection is adressed through the computation of statistical cartographies of the cellular morphology. 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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Avviso di mini-corso :: Lijoi@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 20 Jan '15

20 Jan '15

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Lunedì, 9 Febbraio, ore 10:30-12:30 e 14:00-16:00 Martedì, 10 Febbraio, ore 10:30-12:30 e 14:00-16:00 ----------------------------------------------------------------------------- Aula VI (quarto piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma ANTONIO LIJOI (University of Pavia, Department of Economics and Management) terrà un mini-corso rivolto principalmente (ma non solo) agli studenti di dottorato dal titolo AN INTRODUCTION TO BAYESIAN NONPARAMETRICS Il corso è gratuito ma, dato il numero limitato di posti disponibili in aula, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: http://goo.gl/ASdZE3 Entro Martedì 3/2 verrà inviata conferma dell'effettiva disponibilità del posto richiesto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias in favore di studenti di dottorato. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Syllabus del corso - Exchangeable sequences and prediction. Species sampling problems - The Dirichlet process: definition and main properties - Beyond the Dirichlet process: priors based on completely random measures - Stick-breaking priors - Density estimation: mixtures of the Dirichlet process and of more general discrete random probability measures - Beyond exchangeability: an overview of recent advances in the literature

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Limit Theorems in Probability, March 23-26, Imperial College
by Enrico Scalas 20 Jan '15

20 Jan '15

Dear colleagues, you may be interested in the conference: Limit Theorems in Probability, http://wwwf.imperial.ac.uk/~amijatov/IP/LimitTheorems/LTP.html at Imperial College from Monday 23 March to Thursday 26 March. It will celebrate the 70th birthday of N.H. Bingham (Nick Bingham). Best regards, Enrico Scalas

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PhD Course di M. Pinar al DISMEQ - reminder
by Fabio Bellini 19 Jan '15

19 Jan '15

Cari colleghi, domani pomeriggio dalle 14 alle 17 nell'aula seminari del Dipartimento di Statistica e Metodi Quantitativi (DISMEQ) della Università di Milano-Bicocca inizierà il corso intensivo in 6 lezioni dal titolo "Optimization: theory and algorithms" tenuto dal Prof. Mustafa Pinar della Bilkent University di Ankara. Il corso, che proseguirà nei giorni 21-22-23-26-27 gennaio, fa parte del programma di internazionalizzazione del Dottorato in Statistica e Matematica per la Finanza ed è rivolto a studenti di dottorato e giovani ricercatori in Matematica, Statistica, Economia e Finanza. La partecipazione è libera ma per motivi organizzativi occorre registrarsi mandando una email a nicoletta.alghisi(a)unimib.it. Saluti Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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invito al decennale CUSSB
by Paola Rancoita 19 Jan '15

19 Jan '15

Vi inoltro l'invito della Prof.ssa Di Serio alla giornata di seminari, che e' stata organizzata per il 27 gennaio in occasione del decennale del CUSSB. L'evento e' gratuito ma, per questioni organizzative, viene richiesta una breve registrazione ai partecipanti. Cordiali saluti, Paola Rancoita ---------------------------------------------------------------------------------------------------- Care Colleghe, Cari Colleghi, in data 27 gennaio 2015, a dieci anni dalla fondazione, il CUSSB vuole festeggiare l'importante traguardo con una giornata di seminari che vede ospiti coautori e amici italiani e da tutto il mondo. La giornata sarà dedicata a diversi aspetti con cui la metodologia statistica, biostatistica e bioinformatica puo' contribuire in modo fondamentale ad affrontare le problematiche biomediche moderne. Il programma è in allegato. Saremo lieti di avervi nostri ospiti per questo evento presso la sede dell'Università Vita-Salute San Raffaele, Aula Ippocrate a partire dalle ore 9:00. Per ovvi motivi organizzativi chiederei agli interessati di completare una breve registrazione - a titolo gratuito - cui è possibile accedere dal tasto REGISTRATION (al link http://www.cussb.unisr.it/view.asp?id=48) oppure direttamente da https://docs.google.com/forms/d/1m2rafGoJiJwSQVbQZrV2wwWU4eudwLBmABpA0BqWBs…. Nell'attesa di vedervi numerosi vi invio un caro saluto Clelia ________________________________________________________________ Clelia Di Serio, PhD Full Professor in Medical Statistics and Epidemiology Director of CUSSB (University Centre for Statistics in the Biomedical Sciences) www.cussb.unisr.it Vita-Salute San Raffaele University Via Olgettina 58 20132 Milan, Italy ________________________________________________________________

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Fwd: First announcement: Spring School on discrete Ricci curvature, Paris, Paris, IHP, May 18-22 2015
by Gustavo Posta 19 Jan '15

19 Jan '15

Begin forwarded message: > > From: Cyril ROBERTO <croberto(a)math.cnrs.fr> > Subject: First announcement: Spring School on discrete Ricci curvature, Paris, Paris, IHP, May 18-22 2015 > Date: 19 gennaio 2015 11:59:58 GMT+01:00 > FIRST ANNOUNCEMENT > Spring School > IHP, Paris > Monday – Friday, May 18-22, 2015 > > > Dear Colleague, > > You are cordially invited to participate in the Spring School at the Henri Poincaré Institute, Paris, May 18-22, 2015. > > We are pleased to inform you that Jürgen Jost (Max Plank Institute, Leipzig) and Christian Leonard (Paris Ouest University) will give 10 hours lectures (each) > on Discrete Ricci curvature. The aim is to bring researchers from different communities (Geometry, Probability, Analysis) on the common topic of the Ricci curvature and its consequences. > > To get more information about this Spring School, please go to the following web page (in construction): > > http://wiki-math.univ-mlv.fr/gemecod/doku.php/springschool2015 > > Registration is free but mandatory. In order to register, fill the form on the bottom of the aforementioned web page. > > Note that the school may have some (limited number of) financial supports for young people (PhD, postdocs). In case you ask for a support, please > indicate it during the registration. Financial support is up to approximately 500 euros. Please read the conditions on the bottom of the school web page. > > Looking very much forward to seeing you in Paris, > > With all best wishes, > The organizers (N. Gozlan, C. Roberto, P. Romon and P.M. Samson) > > P.S.: Please bring this Winter School to the attention of graduate students, postdocs and colleagues who may be interested. > P.P.S.: Sorry for the multiple instances of the same message. >

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Seminario ANCHISI (RGS & Matematica Applicata)
by Giacomo Aletti 19 Jan '15

19 Jan '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 26 Gennaio 2015, alle ore 14.30, nell'Aula Dottorato (primo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "A Bayesian model of pain perception and its modulation" Davide ANCHISI, Dipartimento di Scienze Mediche e Biologiche, Università di Udine Abstract: While pain and pain modulation are most studied at the molecular and circuitry level, little is known about the logic and computational strategies underlying them. In the talk I'll describe a probabilistic model of pain inspired by those developed mainly in research on vision. The model can account for pain perception and for phenomena related to pain such as the placebo effect or the modulation of pain due to emotions, motivation and context. Moreover, the model makes novel predictions, confirmed by experimental findings. I will also discuss the relevance of a theoretical model not only in fitting the data and making new predictions but also for it's power to unveil what the nociceptive system is pursuing and why the modulation of pain occurs as it does (e.g. why there is a placebo effect) ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy

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2-year Post Doc research position
by Antonella Basso 16 Jan '15

16 Jan '15

Subject: 2-year Post Doc research position The Department of Economics of Ca' Foscari University of Venice announces a selection for a 2-year Post Doc research position (with no teaching obligation) in Mathematics applied to economics and finance (Italian code for Scientific Disciplinary Sector: SECS-S/06, 13/D4). The details and Information about the selection procedure can be found at the following link: http://www.unive.it/nqcontent.cfm?a_id=138305 The deadline for applications is February 16, 2015. Candidates are expected to submit a research project. Research projects focused on models and methods useful for evaluation are specially appreciated, either for the evaluation of scientific research, or for the valuation of financial instruments, or for the evaluation of public organizations/structures or the public administration itself. Please spread the information to all the people that might be interested. Best regards, 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(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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SUMMER SCHOOL ON COPULAS: change of dates
by Gianfausto Salvadori 16 Jan '15

16 Jan '15

Dear Colleagues, all interested people (especially PhD and Post-doc students) are kindly invited to attend the following INTERNATIONAL SUMMER SCHOOL ON COPULAS. *** PLEASE CIRCULATE THIS MAIL TO ALL INTERESTED PEOPLE. THANKS. *** For infos, feel free to contact "gianfausto.salvadori(a)unisalento.it" _________________________________________________________________ SUMMER SCHOOL ON COPULAS FOR HYDROLOGY AND ENVIRONMENTAL SCIENCES Université de Pau et des Pays de l'Adour Pau, France, July 6-10, 2015 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 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 *** Université de Pau et des Pays de l'Adour. Pau, France, July 6-10, 2015 *** WEB SITE *** http://lma-umr5142.univ-pau.fr/copula/ ____________________________________________________ Gianfausto SALVADORI ____________________________________________________ Università del Salento Dipartimento di Matematica e Fisica "E. De Giorgi" Provinciale Lecce-Arnesano, P.O.Box 193 I-73100 Lecce (Italy) ____________________________________________________ PHONE: +39-0832-29 7584. FAX: +39-0832-29 7594 ____________________________________________________ E-MAIL: gianfausto.salvadori(a)unisalento.it http://www.unisalento.it/people/gianfausto.salvadori http://www.degruyter.com/view/j/demo ____________________________________________________

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Second announcement: de Finetti Workshop on 21/01/2015
by Marco Maggis 16 Jan '15

16 Jan '15

On the behalf of the Scientific Committee we are glad to invite you to a one day Workshop which will be held in Milan on Wednesday the 21st of January 2015, at the Department of Mathematics, Sala di Rappresentanza, via C. Saldini 50. Final program: 09:50-10:00 Welcome Remarks 10:00-10:45 Emanuela Rosazza Gianin, Università Milano Bicocca. *Dual Representation of Minimal Supersolutions of Convex BSDEs* *Coffee break* 11.15-12.00 Sergio Pulido, EPFL, Lausanne. *Polynomial preserving diffusions on the unit ball* 12.00-12.45 Stefano De Marco, Ecole Polytechnique, Paris. *On robust bounds for options on VIX given marginals* *Lunch* 14:45-15:30 Beatrice Acciaio, LSE, London. *Arbitrage of the first kind and filtration **enlargements* 15:30-16:15 Jacopo Mancin, LMU, Munich. *Robust Quadratic Hedging via G-expectations* *Coffee break* 16.45-17:30 Simone Cerreia-Vioglio, Bocconi University. *Hilbert A-modules* The workshop will end up with the usual *De Finetti Risk Seminar* 18:00-19:00 Bruno Bouchard, Universitè Paris-Dauphine. *Hedging under market impact* We kindly ask to send an email to marco.maggis(a)unimi.it if you are willing to partecipate. Kind regards. Marco Frittelli Marco Maggis Matteo Burzoni

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Fwd: Three Associate Professorships or Professorships at Oxford
by Francesco Caravenna 16 Jan '15

16 Jan '15

Ricevo e inoltro. > Three Associate Professorships (or Professorships) at the Mathematical Institute, Oxford University, in > > Pure Mathematics, > The Analysis of Nonlinear Partial Differential Equations, > Probability > > are being advertised (see below for more details and links). Please bring them to the attention of anyone who might be interested. The Institute is very keen to encourage more applications from women. > > Best wishes > Frances Kirwan > > ---------------------------------- > > Associate Professorship (or Professorship) of Pure > Mathematics > https://www.maths.ox.ac.uk/node/13652 > > Salary Range: > On a scale from £44,620 per annum with substantial additional benefits > Closing Date: > Friday, January 30, 2015 - 12:00 > The Mathematical Institute proposes to appoint an Associate Professor (or Professor) of Pure Mathematics from 1 September 2015 or as soon as possible thereafter. The successful candidate will be offered a Tutorial Fellowship at Pembroke College under arrangements described in the job description. The combined University and College salary will be on a scale from £44,620 per annum with substantial additional benefits. > > The main duties of the post are to carry out, disseminate the results of, obtain funding for, and supervise research at a high international standard in pure mathematics, to teach a range of topics in mathematics via lectures, classes and tutorials, and to perform administrative and pastoral functions associated with teaching and research. > > The successful candidate will have a PhD in mathematics or closely related subject and will demonstrate the ability to carry out research at a high international level in pure mathematics and the ability to teach effectively across a range of topics in mathematics. Preference will be given to applicants working in Algebra, broadly interpreted, or at the interface of Algebra and another core area of mathematics. The duties and responsibilities of the post are set out in the further particulars, which may be obtained from vacancies(a)maths.ox.ac.uk. The job description also contains details of the application procedure. > > The closing date for applications is 30 January 2015. > > Queries about the post should be addressed to Brenda Willoughby at vacancies(a)maths.ox.ac.uk or telephone: +44 (0) 1865 273576. > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. > > Committed to equality and valuing diversity > > ---------------------------- > > Associate Professorship (or Professorship) of The > Analysis of Nonlinear Partial Differential Equations > https://www.maths.ox.ac.uk/node/13654 > > Salary Range: > On a scale from £44,620 per annum with substantial additional benefits > Closing Date: > Friday, January 30, 2015 - 12:00 > The Mathematical Institute proposes to appoint an Associate Professor (or Professor) of the Analysis of Nonlinear Partial Differential Equations from 1 September 2015 or as soon as possible thereafter. The successful candidate will be offered a Tutorial Fellowship at Trinity College under arrangements described in the job description. The combined University and College salary will be on a scale from £44,620 per annum with substantial additional benefits. > > The main duties of the post are to carry out, disseminate the results of, obtain funding for, and supervise research at a high international standard in the analysis of nonlinear partial differential equations, to teach a range of topics in mathematics via lectures, classes and tutorials, and to perform administrative and pastoral functions associated with teaching and research. > > The successful candidate will have a PhD in mathematics or closely related subject and will demonstrate the ability to carry out research at a high international level in the analysis of nonlinear partial differential equations and the ability to teach effectively across a range of topics in mathematics. The duties and responsibilities of the post are set out in the further particulars, which may be obtained from vacancies(a)maths.ox.ac.uk. The job description also contains details of the application procedure. > > The closing date for applications is 30 January 2015. > > Queries about the post should be addressed to Brenda Willoughby at vacancies(a)maths.ox.ac.uk or telephone: +44 (0) 1865 273576. > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. > > Committed to equality and valuing diversity > > -------------------------------- > > Associate Professorship (or Professorship) of > Probability > https://www.maths.ox.ac.uk/node/13653 > > Salary Range: > On a scale from £44,620 per annum with substantial additional benefits > Closing Date: > Friday, January 30, 2015 - 12:00 > The Mathematical Institute proposes to appoint an Associate Professor (or Professor) of Probability from 1 September 2015 or as soon as possible thereafter. The successful candidate will be offered a Tutorial Fellowship at St Hugh’s College under arrangements described in the job description. The combined University and College salary will be on a scale from £44,620 per annum with substantial additional benefits. > > The main duties of the post are to carry out, disseminate the results of, obtain funding for, and supervise research at a high international standard in probability (including stochastic analysis), to teach a range of topics in mathematics via lectures, classes and tutorials, and to perform administrative and pastoral functions associated with teaching and research. > > The successful candidate will have a PhD in mathematics or closely related subject and will demonstrate the ability to carry out research at a high international level in probability (including stochastic analysis) and the ability to teach effectively across a range of topics in mathematics. The duties and responsibilities of the post are set out in the further particulars, which may be obtained from vacancies(a)maths.ox.ac.uk. The job description also contains details of the application procedure. > > The closing date for applications is 30 January 2015. > > Queries about the post should be addressed to Brenda Willoughby at vacancies(a)maths.ox.ac.uk or telephone: +44 (0) 1865 273576. > > Applications are particularly welcome from women and black and minority ethnic candidates, who are under-represented in academic posts in Oxford. > > Committed to equality and valuing diversity >

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Seminario SALOMOND
by Matteo Ruggiero 16 Jan '15

16 Jan '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 23 Gennaio 2015 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Jean-Bernard SALOMOND (CWI, Netherlands) BAYESIAN NONPARAMETRIC TESTING FOR EMBEDDED HYPOTHESES WITH APPLICATION TO SHAPE CONSTRAINS Abstract: If Bayesian nonparametric methods have received a great interest in the literature, only a few is known for testing nonparametric hypotheses, and especially the asymptotic properties of such tests. The problem of testing between two nonparametric hypotheses is known to be difficult, but the problem becomes even harder when the hypotheses are embedded. In this work, we propose a method to circumvent these difficulties with a special focus on shape constrains testing. We propose an approach that allows us to derive a Bayesian answer to testing problems that has good asymptotic properties and that are easy to use in practice. Furthermore, from our method, we can easily derive posterior separation rate of the tests which to our best knowledge has not been studied in the Bayesian literature so far. We apply our approach to several testing problems with a special attention to the problems of testing for positivity or monotonicity in a nonparametric regression problem. 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 http://sites.carloalberto.org/ruggiero

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Seminar announcement
by Luca di persio 14 Jan '15

14 Jan '15

DATE AND TIME Wednesday, January 21, 2015 at 3:30 PM PLACE Dept. Computer Science - UniVr - Strada le Grazie 15 - Ca'Vignal 2 - Room M *Michele Bonollo* *Market Risk and the FRTB (R)-Evolution ? Review and Open Issues* ** We will present the so called * fundamental review of trading book *(FRTB) a new market risk approach published by the Basel commitee directive (i.e. papers 265 and 305). Such an approach implies that banking institutions have to move from the standard Value at Risk (VaR, quantile based) approach to the Expected Shortfall (ES, average over the tail) methodology as a measure of risk. The theoretical differences are well known, but some implementaion issues are very challenging for the banking industry, such as the backtesting procedures. In the seminar after a thoretical revew some practical cases will be discussed. Details: http://www.di.univr.it/?ent=seminario&id=3262&lang=en 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

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Fwd: [World] 22 PhD positions in Discrete Mathematics in Graz and Leoben (Austria)
by Gustavo Posta 14 Jan '15

14 Jan '15

Begin forwarded message: > From: Christoph Koch <ckoch(a)math.tugraz.at> > Subject: [World] 22 PhD positions in Discrete Mathematics in Graz and Leoben (Austria) > Date: 14 gennaio 2015 14:25:02 GMT+01:00 > > > The Doctoral Program "Discrete Mathematics" (in its second phase > 2015-2018) offers up to 22 PhD positions for an advanced PhD training > and research program. > > It is run jointly by > > - Graz University of Technology, > - University of Graz, > - University of Leoben. > > The doctoral program is funded by the Austrian Science Fund (FWF) and > the three supporting universities. > > The range of topics comprises the following topics: > > - Commutative and non-commutative Algebra > - Number Theory > - Additive Combinatorics > - Discrete Dynamics and Fractals > - Graph Theory > - Combinatorial Group Theory > - Discrete Stochastics > - Combinatorial Optimization > - Computational and Discrete Geometry > - Analysis of Algorithms > > We offer up to 22 PhD positions for up to 4 years and a gross salary > of 27.900 EUR per year. There is additional funding for extended > stays abroad. The official language is English. The positions are > assigned to 11 specific research projects within the above areas. For > details about the research projects as well as the formal application > criteria, see > > www.math.tugraz.at/discrete > > A selection of candidates will be invited for an interview. There will > be two major interview sessions, one in March 2015 and a second one in > June 2015. For being considered for the first interview session, and > possible start in March/April, applications have to arrive by February > 15, 2015. Later applications, which are to be considered for the > second interview session and possible start in October, have to arrive > by May 15, 2015. > > Applications should be sent by e-mail to > > discrete(a)TUGraz.at > to the coordinators of the doctoral program. > > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Seminario di Paolo Foschi presso Prometeia - Bologna
by Giacomo Scandolo 13 Jan '15

13 Jan '15

Il giorno Giovedì 22 Gennaio 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Paolo FOSCHI (Università di Bologna) terrà un seminario dal titolo "Forecasting forward price curves in electricity markets: a factor model" Abstract A dynamic factor model for the cross section for italian electricity forward prices is presented. This market is characterised by a small number of quotations for each forward contract and by a large bid-ask spread. Moreover, it is not uncommon to observe inconsistencies in the cross section of forward quoted prices. The aim of the proposed model is twofold. Firstly, this approach allows to filter out noise and to help in identifying inconsistencies. Secondly, it provide a tool to fill-in missing quotations and to unpack forward contract with long delivery into smaller ones (i.e. a quarter or a calendar into its monthly components). The model is built using monthly contracts are used as basic entities and their dynamics is modeled as follows. The cross section of those contracts is decomposed in two set of factors: the first set, which depends on the time-to-delivery, allows to financial structure of the market. The second set, which depends on the actual delivery month, will capture the seasonal component. The parameters of those factors are allowed to be slowly varying to achieve maximal flexibility.

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Seminario MAZZONI (RGS & Matematica Applicata)
by Giacomo Aletti 12 Jan '15

12 Jan '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 19 Gennaio 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Neuromorphic tactile computation" Alberto MAZZONI The Biorobotics Institute, Scuola Superiore S.Anna http://sssa.bioroboticsinstitute.it/user/1627 Abstract: One of the main challenges in upper limb neuroprosthetics is to implement realistic tactile feedback. An emerging trend for tactile feedback is to mimic the neuronal activity of biological mechanoreceptors in order to enable natural learning of feedback. We implemented real-time neuromorphic artificial touch by injecting the raw output of a biomimetic tactile sensor into an Izhikevich neuronal model emulating the firing behavior of mechanoreceptors. The resulting neuromorphic spike trains were able to classify naturalistic textures with high accuracy by mean of Victor Purpura metrics. Crucially, we found that the decoding performance based on neuromorphic spike trains was robust for a broad range of sensing conditions. Being able to categorize naturalistic textures in different sensing conditions, these neurorobotic results pave the way to the use of neuromorphic tactile sensors in future real-life neuroprosthetic applications. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.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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Workshop "Images of the mind:new frontiers in brain imaging"
by Andrea Ongaro 12 Jan '15

12 Jan '15

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ISIPTA'15 second call for papers and posters
by Serena Doria 12 Jan '15

12 Jan '15

*ISIPTA '15 SECOND CALL FOR PAPERS & POSTERS* 9th International Symposium on Imprecise Probability: Theories and Applications 20-24 July 2015 Pescara, Italy Website with up-to-date information on all aspects of the conference: http://www.sipta.org/isipta15 Scientific program contact: isipta15(a)easychair.org Local organization contact: isipta15(a)unich.it *Important Dates* 30 Jan - Paper abstracts & preliminary papers due 13 Feb - Review-ready papers due 31 Mar - Conference hotel pre-reservation deadline 08 Apr - Paper notification 17 Apr - Poster-only abstracts due 06 May - Poster-only notification 29 May - Early-bird registration deadline (?350 full; ?200 student) *Scope & Symposium Format* ISIPTA is the primary international forum to present and discuss new results related to imprecise probability. We welcome both theoretical and applied original contributions. In this edition, we especially welcome papers connecting imprecise probabilities with related research in fields such as economics, philosophy, sociology, and engineering. There will be no parallel sessions. Each paper that is accepted is presented both (i) in a plenary session, meant for a short introduction and a sketch of the context and relevance; and (ii) in a poster session, where ample time is given for in-depth explanation and discussion. The poster-only track provides a second, free format presentation option. It is also open for preliminary results, challenges, etc. *New: non-proceedings papers* To adapt to different publication cultures in different fields, we introduce a new option: the non-proceeding papers. Authors may request that their contribution is not published in the proceedings in case this precludes later publication of an expanded journal version. The PC Board will decide on a case-by-case basis. If accepted, a one-page abstract will be published in the proceedings, and the paper must be freely available on-line (e.g., as a working paper). *Invited Speakers* Massimo Marinacci, AXA-Bocconi Chair in Risk Department of Decision Sciences, Bocconi University, Milan, Italy Itzhak Gilboa, Professor of Economics and Decision Sciences Eitan Berglas School of Economics, Tel-Aviv University, Israel & HEC, Paris, France Peter M. Williams, a Founding Father of Imprecise Probability and Principal BW Mining, Brighton, UK *Special Issue* After the conference, a special issue with a selection of the accepted papers will be published in an expanded version in the International Journal of Approximate Reasoning. *Steering Committee* T. Augustin (LMU München, Germany) + PC Board G. de Cooman (Ghent University, Belgium) S. Doria (University G. d'Annunzio, Italy) + Local Organization E. Miranda (University of Oviedo, Spain) + PC Board E. Quaeghebeur (CWI, Amsterdam, Netherlands) + PC Board T. Seidenfeld (Carnegie Mellon University, USA) We look forward to your contribution and to seeing you in Pescara!

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2015 AMMCS-CAIMS Congress (Waterloo, ON, Canada, June 7-12, 2015)
by Enrico Scalas 12 Jan '15

12 Jan '15

Care colleghe e cari colleghi, vi segnalo due sessioni/minisimposi che si terranno all'AMMCS-CAIMS (http://www.ammcs-caims2015.wlu.ca/) e che sono potenzialmente interessanti per chi si occupa di probabilita' applicata: Fractional Calculus and Probability http://www.ammcs-caims2015.wlu.ca/special-sessions/fcp/ Wealth Distribution and Statistical Equilibrium in Economics http://www.ammcs-caims2015.wlu.ca/special-sessions/wdsee/ Cordiali saluti Enrico Scalas

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Bando per assegno di ricerca biennale nel settore SECS-S/06
by Antonella Basso 11 Jan '15

11 Jan '15

Si informa che alla pagina web http://www.unive.it/nqcontent.cfm?a_id=1538 è stato pubblicato il bando per un *assegno di ricerca biennale nel settore SECS-S/06 (13/D4)* con scadenza il 16/02/2015. Si tratta di un assegno d'area della durata di 24 mesi per lo svolgimento di attività di collaborazione alla ricerca nel settore scientifico disciplinare SECS-S/06 (13/D4) presso il Dipartimento di Economia dell'Università Ca' Foscari Venezia. Si richiede la presentazione da parte del candidato di un progetto di ricerca. In particolare si sollecita la presentazione di progetti sui modelli e metodi per la valutazione, che potranno essere relativi alla valutazione della ricerca scientifica, alla valutazione di strumenti finanziari, alla valutazione di strutture della pubblica amministrazione ecc. Si invitano tutti gli interessati a presentare domanda. 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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22 PhD positions in Discrete Mathematics in Graz and Leoben (Austria)
by Fabio Zucca 10 Jan '15

10 Jan '15

Ricevo e inoltro il seguente messaggio con preghiera di diffusione a chi pensate possa essere interessato. Mi scuso con chi l'avesse già ricevuto. Fabio Zucca ____________________________________________________________________ ---------- Forwarded message ---------- Date: Fri, 09 Jan 2015 19:49:46 +0100 From: DK Discrete Mathematics <discrete(a)tugraz.at> To: dmlist(a)math.tugraz.at Subject: 22 PhD positions in Discrete Mathematics in Graz and Leoben (Austria) The Doctoral Program "Discrete Mathematics" (in its second phase 2015-2018) offers up to 22 PhD positions for an advanced PhD training and research program. It is run jointly by - Graz University of Technology, - University of Graz, - University of Leoben. The doctoral program is funded by the Austrian Science Fund (FWF) and the three supporting universities. The range of topics comprises the following topics: - Commutative and non-commutative Algebra - Number Theory - Additive Combinatorics - Discrete Dynamics and Fractals - Graph Theory - Combinatorial Group Theory - Discrete Stochastics - Combinatorial Optimization - Discrete and Computational Geometry - Analysis of Algorithms We offer up to 22 PhD positions for up to 4 years and a gross salary of 27.900 EUR per year. There is additional funding for extended stays abroad. The official language is English. The positions are assigned to 11 specific research projects within the above areas. For details about the research projects as well as the formal application criteria, see www.math.tugraz.at/discrete<http://www.math.tugraz.at/discrete> Doctoral Program Discrete Mathematics Doctoral Program Discrete Mathematics Altre info...<http://www.math.tugraz.at/discrete> A selection of candidates will be invited for an interview. There will be two major interview sessions, one in March 2015 and a second one in June 2015. For being considered for the first interview session, and possible start in March/April, applications have to arrive by February 15, 2015. Later applications, which are to be considered for the second interview session and possible start in October, have to arrive by May 15, 2015. Applications should be sent by e-mail to discrete(a)TUGraz.at to the coordinators of the doctoral program.

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seminari al CNR-IMATI
by Antonella Bodini 09 Jan '15

09 Jan '15

A causa di perduranti problemi di accesso al sito dell'IMATI, di cui ci scusiamo, si ricorda il programma di seminari previsti il pomeriggio di mercoledi' 14 p.v. presso la sede di Milano, via Bassini 15, aula A: 14.30 Hedibert Lopes - (INSPER, Sao Paulo, Brazil) Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series 15:00 Sonia Petrone - (Bocconi University, Milano, Italy) TBA 15:30 Coffee break 16:00 Nick Polson - (University of Chicago, USA) Vertical Likelihood Sampling 16:30 Refik Soyer - (George Washington University, Washington, USA) Markov Modulated Bayesian Queues La partecipazione e' gratuita, ma per ragioni organizzative si invitano gli interessati a segnalare la partecipazione tramite mail ad antonella.bodini AT mi.imati.cnr.it. -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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WORKSHOP “PATH-DEPENDENT PDEs AND STOCHASTIC EQUATIONS WITH MEMORY”
by Salvatore Federico 08 Jan '15

08 Jan '15

WORKSHOP “PATH-DEPENDENT PDEs AND STOCHASTIC EQUATIONS WITH MEMORY” Friday, January 23rd, 2015 Dipartimento di Economia, Management e Metodi Quantitativi Via Conservatorio 7, Milano Aula Seminari TALKS: - Nizar Touzi, Ecole Polytechnique, Paris, "Comparison of viscosity solutions of semilinear path-dependent PDE" - Zhenjie Ren, Ecole Polytechnique, Paris, "Viscosity solution of semi linear path dependent PDE: Existence via Perron’s method" - Andrea Cosso, Universite' Paris Diderot, "Viscosity solutions for path-dependent PDEs in infinite dimension, I" - Mauro Rosestolato, LUISS, Roma, "Viscosity solutions for path-dependent PDEs in infinite dimension, II" - Federica Masiero, Universita' di Milano Bicocca, "Optimal control of stochastic delay equation via the Pontryagin maximum principle" - Giovanni Zanco, Universita' di Pisa, "Infinite dimensional methods in path-dependent SDEs and PDEs" - Cecilia Prosdocimi, LUISS, Roma, "Appreciating the past to value the future" Link: http://www.demm.unimi.it/ecm/home/aggiornamenti-e-archivi/tutte-le-notizie/… Attached the full program For further information, please contact Salvatore Federico, salvatore.federico(a)unimi.it <salvatore.federico(a)unimi.it>

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[Job offer] PostDoc Position in Statistics, University of Milan, Deadline: 17-Feb-2015
by stefano iacus 08 Jan '15

08 Jan '15

[Apologizes for cross-posting but please circulate to potential candidates] The Department of Economics, Management and Quantitative Methods, University of Milan, offers a two years postdoc position in Statistics. * The research theme of the postdoc is: "Social Well Being Index: integrating big data, social media and official statistics to develop a new social wealth indicator." This project aims to build an index of subjective well-being based on the analysis of data from Twitter. This SWBI = "Social Well Being Index" makes use of million of opinions expressed every day on Twitter to investigate dynamically the perception of personal well-being and relationships within society. SWBI focuses on "personal" and "social" as well as well-being at "work". The SWBI will be coupled and compared with other wealth indicators, like GDP, to perform cross-country analyses. * Directors of research: Stefano M. Iacus, Silvia Salini * Who should apply: Successful candidate should have a PhD in Statistics, Mathematics, Computer Science or related fields and good knowledge of the R programming language. * How to apply? Read the complete call here: http://www.unimi.it/cataloghi/ass_collaborazione_ricerca/BANDO_tipo_A_2014e… * Salary: The postdocs will be employed with a fixed term employment contract at the University of Milan. Gross salary amounts to approximately 21K EUR/year. * Deadline: 17 February 2015 For further informations mail to: Stefano M. Iacus, stefano.iacus(a)unimi.it ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Fwd: Postdoctoral positions in Buenos Aires
by davide gabrielli 07 Jan '15

07 Jan '15

---------- Forwarded message ---------- From: Leonardo Rolla <leonardo.rolla(a)gmail.com> Date: 2015-01-07 15:11 GMT+01:00 Subject: Fwd: Postdoctoral positions in Buenos Aires To: Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Leonardo T Rolla Universidad de Buenos Aires ---------- Forwarded message ---------- From: Probability Buenos Aires <probab(a)dm.uba.ar> Date: Wed, Jan 7, 2015 at 10:59 AM Subject: Postdoctoral positions in Buenos Aires Applications are invited for a post-doctoral position in Probability and related areas. Please feel free to forward this message to other colleagues and potential candidates. The deadline is January 23. The position lasts one year (possibly renewable) and has a monthly stipend of 11000 pesos, to start at anytime in 2015. Applicants should be write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Short research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by January 26. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Böhning@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 07 Jan '15

07 Jan '15

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Giovedì, 22 Gennaio, ore 10:00 - 12:30 e 15:00 - 17:30 ----------------------------------------------------------------------------- Aula VII (piano terra) Dipartimento di Scienze Statistiche Sapienza Università di Roma DANKMAR BÖHNING (University of Southampton) terrà un mini-corso dal titolo ROMAN INTRODUCTION INTO CLOSED POPULATION CAPTURE-RECAPTURE ESTIMATION Il corso è gratuito ma, dato il numero limitato di posti disponibili nel lab, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: http://goo.gl/KQm8zW Entro Lunedì 19 Gennaio verrà inviata conferma dell'effettiva disponibilità del posto richiesto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias in favore di studenti di dottorato. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Questo corso fa parte delle attività promosse nell’ambito del FIRB Futuro in Ricerca 2012: “Modelli mistura e a variabili latenti per l'inferenza causale e l'analisi di dati socio-economici”. Saluti Marco Alfò, Paolo Giordani (+ Pierpaolo Brutti) --- Syllabus del corso > Lincoln-Petersen-Chapman estimation > Log-linear modelling for multiple sources > Marginal modelling using Chao and ratio regression > Marginal modelling using covariates: zero-tranucated Poisson and Chao with covariates. The course will make use of various case studies on homeless populations, family violence, drug users and the problem of disease occurence underestimation. Software: STATA

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Bando per "Risk Assessment & Management" [SECS P09 e affini], Laurea Magistrale "Economics & Finance", LM-16, Scadenza 22.1.2015
by stefano iacus 07 Jan '15

07 Jan '15

Cari tutti, vi pregherei di far circolare anche presso i colleghi Economisti di area Aziendale [SECS P09 e affini] la notizia di bando qui sotto. E' stato bandito un corso di "Risk Assessment and Management", Secs P09, per il corso di Laurea Magistrale in Economics & Finance (LM-16, http://www.mef.unimi.it) More details on the course: TITLE: Risk Assessment and Management LANGUAGE: English CONTENT: The course (40h) to be held on the third trimester 2015 should focus on risk management in the context of portfolios of stocks and fixed income securities along these lines: * fixed income securities: pricing, term structure relationships, interest-rate risk management; * equity securities: valuation models, financial statement analysis, price risk management; * options, futures and other derivatives: valuation and risk management. DEADLINE: 22.1.2105 HOW TO APPLY: http://www.unimi.it/cataloghi/affidamenti_bandi/DR_16962_BANDO_CONTRATTI.doc REFERENCE AND FURTHER INFOS: mef(a)unimi.if ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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seminari all'IMATI
by Antonella Bodini 07 Jan '15

07 Jan '15

Scusandomi per l'errore e la conseguente pioggia di mail, correggo il link dei seminari di Hedibert Lopes (INSPER, Sao Paulo, Brazil), Sonia Petrone (Bocconi University), Nick Polson (University of Chicago, USA) e Refik Soyer (George Washington University, Washington, USA) http://www.mi.imati.cnr.it/seminari/seminari2.html Cordiali saluti, Antonella -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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seminari all'IMATI
by Antonella Bodini 07 Jan '15

07 Jan '15

Mercoledi' 14 gennaio a partire dalle 14.30, presso la sede di Milano dell'IMATI, Hedibert Lopes (INSPER, Sao Paulo, Brazil), Sonia Petrone (Bocconi University), Nick Polson (University of Chicago, USA) e Refik Soyer (George Washington University, Washington, USA) presenteranno alcuni risultati recenti delle loro ricerche. Il programma provvisorio è disponibile all'indirizzo web: http://www.mi.imati.cnr.it/seminari/seminari2.html Tutti gli interessati sono invitati a partecipare. La partecipazione e' gratuita ma, per ragioni organizzative, e' richiesta l'iscrizione tramite mail a questo indirizzo email. Cordiali saluti, Antonella -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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seminari all'IMATI - Progetto Bandiera Fabbrica del Futuro
by Antonella Bodini 07 Jan '15

07 Jan '15

Nella mattinata di mercoledi' 14 gennaio presso la sede di Milano dell'IMATI verranno presentati alcuni risultati ottenuti nel corso del Progetto Bandiera Fabbrica del Futuro. Il programma è disponibile all'indirizzo web: http://www.mi.imati.cnr.it/seminari/index.html Tutti gli interessati sono invitati a partecipare. La partecipazione e' gratuita ma, per ragioni organizzative, e' richiesta l'iscrizione (si veda sul sito). Cordiali saluti, Antonella -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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Stochastic Analysis and Applications Mongolia 2015 - Ulan Bator, July 27 – August 7, 2015
by Carina Geldhauser 05 Jan '15

05 Jan '15

Cari tutti, vi invio un nostro cordiale invito alla nostra scuola d'estate in analisi stochastica. Tenete in conto che dal'anno scorso non c'e piu bisogno di un visto per entrare la Mongolia per un periodo di meno di 30 giorni. Vi prego di inoltrare l'invito sopratutto ai vostri colleghi residente in paesi di sviluppo, per cui ci sono anche borse per viaggio e alloggio. Purtroppo i nostri fondi non ci permettono di dare le borse per il viaggio ai partecipanti italiani! Grazie, Carina FIRST ANNOUNCEMENT ----------------------------------- Stochastic Analysis and Applications Mongolia 2015 July 27 – August 7, 2015 The two-week research school aims to will take place at the National University of Mongolia in the capital city Ulan Bator. Invited mini-courses and special topic lecturers include: • E. Baurdoux (London) • L. Beck (Augsburg) • J. Bertoin (Zurich) • G. Borot (Bonn) • M. Caballero (UNAM, Mexico) • L. Doering (Mannheim) • E. Eberlein (Freiburg) • C. Goldschmidt (Oxford) • A. Lambert (Paris) • B. Oksendal (Oslo) • C. Pardo (CIMAT, Mexico) • L. Popovic (Montreal) Additional conference talks will also be given by attendees. There is no registration fee. Limited funding is available to (partially) cover travel expenses and/or accomodation costs. Preference is given to participants from Mongolia and developing countries. Please register (whether in need of funding or not) at our CIMPA page: www.students.cimpa.info/login <http://www.students.cimpa.info/login> Please contact the organisers if you are interested in presenting at the meeting. For more information, please visit our website: http://smcs.num.edu.mn/saam2015/ Organizing committee: J. Bertoin C. Geldhauser A. Kyprianou T. Saizmaa -- Carina Geldhauser Institute for Applied Mathematics Bonn University Endenicher Allee 60, 53115 Bonn phone: +49 (0) 228 73 3190 web: http://wt.iam.uni-bonn.de/geldhauser

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Conference at TUM (March 30 -- April 01, 2015): Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation (fwd)
by Tiziano Vargiolu 02 Jan '15

02 Jan '15

---------- Forwarded message ---------- Date: Fri, 2 Jan 2015 10:17:57 -0300 From: Zorana Grbac <zorana.grbac(a)googlemail.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Conference at TUM (March 30 -- April 01, 2015): Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation Conference at TUM (March 30 -- April 01, 2015): Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation ================================ Dear colleagues, it is our pleasure to announce the conference ?Challenges in Derivatives Markets: Fixed income modeling, valuation adjustments, risk management, and regulation?, for which we would like to invite you as contributed speaker or visitor. The conference will take place at Technische Universit?t M?nchen, March 30 ? April 01, 2015. Thanks to our generous sponsor KPMG, the registration fee for the 3-day event is only 155 Euro. We are especially proud having ? Damiano Brigo, ? St?phane Cr?pey, ? Ernst Eberlein, ? John Hull, ? Wolfgang Runggaldier, ? Luis Seco, ? Thorsten Schmidt, and ? Wim Schoutens among the confirmed speakers. So we are looking forward to an extraordinary scientific event to which we hope you will contribute with your presentation/attendance. The aim of the conference is to provide a venue for practitioners and academics working with derivatives to present state-of-the-art research, exchange ideas, and share visions on future developments in the field. The first focal point of the conference will be on recent developments in interest-rate modeling and derivatives pricing. Various types of multi-curve term structure models and especially post-crisis extensions of the Libor market model will be discussed. The second focus will be put on counterparty and liquidity risk in a global derivatives market. Derivative valuation and risk management in the presence of collateral and liquidity issues will be the central topics with special regard to valuation adjustments such as CVA (credit valuation adjustment), DVA (debt valuation adjustment), FVA (funding valuation adjustment), and other XVAs as well as their interplay. Emphasis will be put on modeling and pricing, as well as risk management and regulatory aspects. More information is given on the website http://www.mathfinance.ma.tum.de/kpmgce/conference-challenges-in-derivative… To facilitate the organization of the event, your registration by January 20, 2015 is highly appreciated. If you are interested in providing a contributed talk (these will most likely take place on Wednesday, April 01, 2015), please provide us an abstract/paper of your presentation. Best regards from the scientific committee, Kathrin Glau, Zorana Grbac, Matthias Scherer, and Rudi Zagst

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Bando per assegno di ricerca biennale nel settore SECS-S/06
by Antonella Basso 28 Dec '14

28 Dec '14

Si informa che alla pagina web http://www.unive.it/nqcontent.cfm?a_id=1538 è stato pubblicato il bando per un *assegno di ricerca biennale nel settore SECS-S/06 (13/D4)* con scadenza il 16/02/2015. Si tratta di un assegno d'area della durata di 24 mesi per lo svolgimento di attività di collaborazione alla ricerca nel settore scientifico disciplinare SECS-S/06 (13/D4) presso il Dipartimento di Economia dell'Università Ca' Foscari Venezia. Si richiede la presentazione da parte del candidato di un progetto di ricerca. In particolare si sollecita la presentazione di progetti sui modelli e metodi per la valutazione, che potranno essere relativi alla valutazione della ricerca scientifica, alla valutazione di strumenti finanziari, alla valutazione di strutture della pubblica amministrazione ecc. Si invitano tutti gli interessati a presentare domanda. 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(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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Supporto per la Risk Transparency
by Antonella Basso 26 Dec '14

26 Dec '14

Cari Amici e Colleghi, dopo circa tre anni è ripartita l'iniziativa per la Risk Transparency da parte della Comunita' Europea. L'intento principale e' quello di utilizzare metodologie adeguate per misurare il grado di rischio dei diversi strumenti finanziari. E' molto importante che ci sia una larga partecipazione di persone competenti. Per sostenere il "Movement for Risk Transparency" e' sufficiente riempi re il form http://risktransparency.altervista.org/adhere-new-movement-risk-transparenc… ( semplicemente nome, cognome, affiliation e indirizzo mail) Di seguito una breve sintesi di tale iniziativa: Nel corso degli anni passati il “Movement for Risk Transparency” ha condotto importanti iniziative di promozione e supporto di un’efficace normativa di trasparenza informativa presso la Commissione Europea, l’ESMA e lo IOSCO. Nel novembre 2014, un’iniziativa congiunta di ESMA, EBA ed EIOPA (European Insurance and Occupational Authorities) riunite all’interno della Joint Commitee of European Supervisory Authorities (JCESA) ha prodotto un importante documento di consultazione sul tema chiave rappresentato dal Key Investor Document (KID) per i PRIIPS. Il documento tecnico è pubblicamente visionabile al link: http://www.esma.europa.eu/system/files/jc_dp_2014_02_-_priips_discussion_pa… In questo report la JCESA rimette in discussione l’approccio what-if precedentemente regolamentato nel caso dei fondi armonizzati (UCITS), facendo proprie gran parte delle critiche mosse a suo tempo dal “Movement for Risk Transparency”. Allo stesso tempo, viene richiesta un’esplicita valutazione di possibili implementazioni degli scenari di performance, anche attraverso l’indicazione delle probabilità. Non mancano domande dettagliate su temi centrali su cui “Movement for Risk Transparency” ha già preso in passato un’aperta posizione, come la rappresentazione dei costi – anche impliciti – del prodotto attraverso il calcolo del fair value o la determinazione di un opportuno orizzonte temporale. La pubblicazione di questo documento è un grande risultato, frutto dell’azione coordinata e coerente che il “Movement for RiskTransparency” ha tenuto nel corso degli anni. Ma deve essere un punto di partenza, non uno di arrivo: infatti, sulla base delle risposte alla consultazione la JCESA predisporrà le bozze dei c.d. Regulatory Technical Standards (RTS) snodo fondamentale per arrivare ad una regolamentazione europea pienamente trasparente. A tal fine, “Movement for Risk Transparency” ha predisposto un documento tecnico di risposta alla consultazione pubblica che alleghiamo alla presente lettera: nel documento si ripropongono i temi più importanti già affrontati ed ampiamente condivisi nelle precedenti iniziative, contestualizzati nell’ambito di intervento relativo ai PRIIPS. Ti invitiamo a prendere visione del documento di risposta e, se lo ritieni opportuno, di aderire all'iniziativa. È sufficiente riempire il form ed indicare la qualifica che vuoi appaia sulla lettera. Il termine per rispondere alla pubblica consultazione della JCESA è il 17 febbraio 2015; pertanto per esigenze organizzative ti preghiamo di inviare la tua adesione preferibilmente entro il 31 gennaio 2015. Grazie ancora per il supporto e sinceri Auguri di Buon Anno Rita D'Ecclesia -- 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(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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Fwd: PhD in probability in Bristol UK
by Faggionato, Alessandra 26 Dec '14

26 Dec '14

---------- Forwarded message ---------- From: Balint Toth <Balint.Toth(a)bristol.ac.uk> Date: 2014-12-24 16:01 GMT+01:00 Subject: PhD in probability in Bristol UK To: Balint Toth <Balint.Toth(a)bristol.ac.uk> Dear Colleagues and Friends, We are keen to attract strong applicants to our graduate (PhD) programme in Bristol and I'd be very grateful if you could circulate the information below and the attached flyer to your final year undergraduate and Master's students. Applications from students with experience in analysis and probability would be especially welcome. Funding is available, but competitive. We will make an initial round of assessment of applications at the end of January. Those wishing to start a PhD in September 2015 are advised to apply soon. The probability group at the School of Mathematics, University of Bristol consists of *Marton Balazs <http://www.maths.bris.ac.uk/~mb13434/>* (interacting particle systems, scaling limits) *Sean Collins <http://www.maths.bris.ac.uk/~maejc/>* (game theory, Markov decision processes, reinforcement learning) *Ayalvadi Ganesh <http://www.maths.bris.ac.uk/~maajg/>* (random networks, queuing, stochastic algorithms, complexity) *Oliver Johnson <http://www.maths.bris.ac.uk/~maotj/>* (information theory, limit theorems of probability, entropy and its use) *John McNamara, FRS <http://www.maths.bris.ac.uk/~majmm/>* (mathematical aspects of behavioural ecology and evolutionary biology) *Balint Toth <http://www.maths.bris.ac.uk/~mabat/>* (random walks, statistical physics, interacting particles, scaling limits) *Feng Yu <http://www.maths.bris.ac.uk/~maxfy/>*(mathematical biology and genetics, bioinformatics) We have strong links and collaborations with research groups in analysis, combinatorics, dynamical systems and ergodic theory, random matrix theory, mathematical physics and statistics in the department and with researchers in various other fields of science and engineering in other schools of the university. Thanks for your cooperation. With best wishes, Balint --------------------------------- Prof. Balint Toth School of Mathematics University of Bristol http://www.maths.bris.ac.uk/~mabat/ -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Bando professore di II fascia
by Marco Scarsini 23 Dec '14

23 Dec '14

Bando per il conferimento di numero un posto di professore di ruolo di II fascia per il settore concorsuale 13/D4 – Metodi matematici dell'economia e delle scienze attuariali e finanziarie, settore scientifico-disciplinare SECS-S/06 – Metodi matematici dell'economia e delle scienze attuariali e finanziarie, presso il Dipartimento Economia e Finanza della LUISS Libera Università Internazionale degli Studi Sociali Guido Carli codice concorso: DEF-ASSOC-33-2014 Scadenza: lunedì 19 gennaio 2015 http://www.luiss.it/ateneo/opportunita-di-lavoro/reclutamento-docenti-di-ru… ******************************************************* 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: 3 GSSI Post Doc positions] (fwd)
by Tiziano Vargiolu 23 Dec '14

23 Dec '14

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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Pubblicazione bandi chiamata professori II fascia ai sensi dell’art. 18 comma 1 della L. n. 240/2010 - nota informativa (fwd)
by Tiziano Vargiolu 23 Dec '14

23 Dec '14

-------- Messaggio Inoltrato -------- Oggetto: Fwd: [DOCENTI] Pubblicazione bandi chiamata professori II fascia ai sensi dell?art. 18 comma 1 della L. n. 240/2010 - nota informativa Data: Tue, 23 Dec 2014 13:32:35 +0100 Mittente: Marco LiCalzi <mlicalzi(a)gmail.com> Gentili consoci, vi informo che ? stato pubblicato nella Gazzetta Ufficiale n. 100 del 23 dicembre 2014, l'avviso di indizione delle procedure selettive per la copertura di n. 1 posto di professore universitario di seconda fascia, Settore Concorsuale 13/D4, presso il Dipartimento di Management dell?Universit? Ca? Foscari Venezia, da coprire mediante chiamata ai sensi dell'art. 18, comma 1, L. 240/2010. Il termine di scadenza per la presentazione delle domande ? il 22 gennaio 2015. Il bando ? consultabile alla pagina http://intra.unive.it/plapps/bandi/common/showbando?id=24455 del sito d?ateneo, nonch? su: http://bandi.miur.it/ http://ec.europa.eu/euraxess/index.cfm/jobs/index Con i migliori auguri, marco licalzi. __________________________________ Marco Li Calzi Department of Management Universit? Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://virgo.unive.it/licalzi -- 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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Brabazon: Seminar at the Dept. of Economics, Ca' Foscari University of venice
by Marco Corazza 23 Dec '14

23 Dec '14

Dear All, the Department of Economics, Ca' Foscari University of Venice, invite you to the seminar: ********************************************** Speaker: Anthony Brabazon (University College Dublin, IR) ********************************************** Title: Natural Computing ********************************************** Abstract: The field of Natural Computing has been the focus of a substantial research effort in recent decades. One particular strand of this research concerns the development of computational algorithms using metaphorical inspiration from systems and phenomena that occur in the natural world. These naturally inspired computing algorithms have proven to be successful problem solvers across domains as diverse as management science, bioinformatics, finance, marketing, engineering, architecture and design, to name but a few. In this seminar a concise overview of Natural Computing is provided focussing on the sub domain of social computing. ********************************************** Where/When: Room E, Dept. of Economics, San Giobe 873/b, Venice January 12/2015, 2.00pm Apologies for cross posting Season greatings and kind regards -- 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 -- <<The discovery of high-temperature superconductors, the determination of DNA's double-helix structure, the first observations that the expansion of the Universe is accelerating -- all of these breakthroughs won Nobel prizes and international acclaim. Yet none of the papers that announced them comes anywhere close to ranking among the 100 most highly cited papers of all time.>> http://www.nature.com/top100

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 21 Dec '14

21 Dec '14

14th INTERNATIONAL CONFERENCE C R E D I T 2015 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* Venice, Italy 1 - 2 October 2015 *GRETA Associati *(Venice, Italy), *Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany), the *University of Zurich* (Zurich, Switzerland) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on October 1-2, 2015. 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 *fourteenth* of a series dedicated to various aspects of credit risk. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * *Wealth inequality, firm financing and credit risk* o Is local wealth inequality affecting the quality of institutions and the choice over market versus bank finance, and thereby determining corporate finance and credit risk outcomes? * *Home ownership and credit risk* o Are measures promoting home ownership or financial innovations responding to an increase in ownership demand, for example, resulting in more credit risk? * *Collateral availability, credit and risk* o Is the availability of collateral determining credit granting and credit risk? * *Banking supervision and credit risk* o Is the level and quality of bank supervision leading to an optimal level of credit risk? o What is the impact of the institutional organization of banking supervision on credit risk? * *Central bank policies and credit risk* o Are monetary conditions drivers of bank credit risk taking? Under all circumstances? The Scientific Committee for the Conference consists of: *Steven Ongena*, University of Zurich, Programme Chair *Mark Carey, *Board of Governors of the Federal Reserve System *Hans Degryse*, KU Leuven *Jan Krahnen*, Goethe University *André Lucas*, VU University Amsterdam *Loriana Pelizzon*, Ca Foscari University of Venice and Goethe University *Stephen Schaefer*, London Business School The final program will include both submitted and invited papers. Acceptances received from invited speakers include *Mark Carey* (Board of Governors of the Federal Reserve System), *Jean Charles Rochet* (University of Zurich) and *Vikrant Vig* (London Business School). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 15, 2015 *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 10, 2015*. The final version of accepted papers must be received by August 31, 2015. Please send papers: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information will be available shortly on the Conference website: http://www.greta.it/credit/credit2015/credit2015.htm <http://www.greta.it/credit/credit2015/credit2015.htm>

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XVI WORKSHOP on QUANTITATIVE FINANCE - registration due by Januay 6th, 2015 (fwd)
by Tiziano Vargiolu 19 Dec '14

19 Dec '14

XVI WORKSHOP on QUANTITATIVE FINANCE January 29-30, 2015 Deadline for registration: January 6th, 2015. Registration form available at the Workshop website: www.qfinancexvi.altervista.org Venue: Department of Economics University of Parma Via J.F. Kennedy, 6 43125 Parma Italy The Workshop is the sixteenth edition of a successful initiative whose aim is to set a common forum of ideas and discussions among researchers and practitioners interested in Finance. It provides an excellent platform to present and discuss recent advances in mathematical modelling and numerical methods for quantitative finance. The Workshop hosts contributions from Mathematical Finance, Quantitative Risk Management, Financial Economics, Computational Finance, Financial Econometrics, Statistics of Financial Markets, Corporate Finance. As in the previous editions of the Workshop, we wish to particularly encourage an international participation of young researchers; both theoretical and applied contributions are welcome. There are no registration fees. Contacts: Marzia De Donno (xviwqf(a)gmail.com) Phone: +39-0521-03-2481, Fax +39-0521-03-2385 Scientific Committee: Fabio Bellini (University of Milano Bicocca) - Andrea Consiglio (University of Palermo) - Gianluca Fusai (University of Piemonte Orientale) - Friedrich Hubalek (Vienna University of Technology) - Elisa Luciano (University of Torino) - Maria Elvira Mancino (University of Firenze) - Paola Modesti (University of Parma) - Massimo Morini (Banca IMI) - Mustafa Pinar (Bilkent University) - Simona Sanfelici (University of Parma) - Sergio Scarlatti (University of Roma Tor Vergata) - Carlo Sgarra (Polytechnic of Milano) - Peter Tankov (University Paris-Diderot) - Josef Teichmann (ETH Zurich) - Tiziano Vargiolu (University of Padova) Local Committee: Marzia De Donno, Gino Favero, Paola Modesti, Annamaria Olivieri, Simona Sanfelici, Federica Trani We are looking forward to meeting you in Parma! On behalf of the Local Committee, Simona Sanfelici -- ------------------------------------------- Simona Sanfelici Dipartimento di Economia Via J.F. Kennedy, 6 43100 Parma - ITALY Tel. +39-0521-032386 Fax +39-0521-032385 simona.sanfelici(a)unipr.it http://economia.unipr.it/DOCENTI/sanfelici -------------------------------------------

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Fwd: January 27-28, IRS 2015 Conference Program
by Francesco Caravenna 19 Dec '14

19 Dec '14

> Da: Inhomogeneous Random Systems <Inhomegenous.Random.Systems(a)math.cnrs.fr> > Oggetto: January 27-28, IRS 2015 Conference Program > Data: 19 dicembre 2014 15:33:52 GMT+01:00 > > Dear Colleagues, > > Here is the program of the conference on: > > INHOMOGENEOUS RANDOM SYSTEMS > > > Tuesday January 27 and Wednesday January 28, 2015 > > Institut Henri Poincaré > Amphithéâtre Darboux > 11, rue Pierre et Marie Curie, > (http://www.ihp.jussieu.fr) > > > Registration is important for organizational purposes: > thank you for registering if you haven't done so yet. > > > Abstracts are available at: > http://irs.math.cnrs.fr > > > Looking forward to meeting you in Paris, > > Ellen Saada, Thierry Gobron, Francois Dunlop. > > > *You will find in attachment a PDF file of the program > with the same informations as below which you may print and post up. > > > *The "Rencontres de Physique Statistique", will take place at ESPCI > on January 29th and 30th, 2015 (http://www.comphys.ethz.ch/jstat/) > > -------------------------------------------------------------------- > -------------------------------------------------------------------- > > INHOMOGENEOUS RANDOM SYSTEMS > Systemes Aleatoires Inhomogenes > January 27-28 2015 > > Conference Program > > Institut Henri Poincare > 11, rue Pierre et Marie Curie, Paris > http://www.ihp.jussieu.fr > > > Tuesday January 27: > ------------------------------------------------------------------- > RANDOM INTERFACE MODELS. > ------------------------------------------------------------------- > Moderator: Fabio Toninelli (Lyon). > > > 9.00- 9.30 Opening > > 9.30-10.20 Fabio Toninelli (Lyon): Introduction. > > 10.20-11.10 Beatrice de Tiliere (Paris): Height representation of > XOR-Ising loops via bipartite dimers. > > 11.10-11.30 Coffee Break > > 11.30-12.20 Ron Peled (Tel Aviv): Delocalization of two-dimensional random > surfaces with hard-core constraints. > > 12.20-13.50 Lunch > > 13.50-14.40 Fabio Martinelli (Roma): Harmonic pinnacles in the discrete > Gaussian model. > > 14.40-15.30 Oren Louidor (Haifa): The full extremal process of the > discrete Gaussian free field in 2D. > > 15.30-15.50 Coffee Break > > 15.50-16.40 Benoit Laslier (Cambridge): The Glauber dynamics on lozenge > tilings and other dimer models. > > 16.40-17.30 Thierry Bodineau (Palaiseau): Interface motion in disordered > media. > > > Wednesday 28 January: > ------------------------------------------------------------------- > RANDOM TILINGS AND SURFACES. > ------------------------------------------------------------------- > Moderator: Jeremie Bouttier (Saclay) > > > 9.20-10.10 Jeremie Bouttier (Saclay): Introduction. > > 10.10-11.00 Sylvie Corteel (Paris): Dimers on Rail Yard Graphs. > > 11.00-11.20 Coffee Break > > 11.20-12.10 Alessandro Giuliani (Roma): Height fluctuations in interacting dimers. > > 12.10-13.40 Lunch > > 13.40-14.30 Filippo Colomo (Firenze): Arctic curves of the six-vertex model. > > 14.30-15.20 Thomas Fernique (Villetaneuse): From random to quasiperiodic tilings. > > 15.20-15.40 Coffee Break > > 15.40-16.30 Leonid Petrov (Charlottesville): Dynamics of random surfaces and > interacting particle systems via spectral properties. > > 16.30-17.20 Patrik Ferrari (Bonn): From a 2+1 dimensional particle system to > random tilings and random matrices. > ------------------------------------------------------------------- > > Registration: > > The conference is free and open to all. > Registration is important for organizational purposes: > please register in advance by sending an e-mail to > "inter(a)math.cnrs.fr" with subject: IRS 2015 > and the following informations: > > Name: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ > Institution:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ > Address:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ > _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ > Email:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ > > or mail to: > Ellen Saada > Laboratoire MAP5 > Universite Paris Descartes > 45 Rue des Saints Peres, 75270 Paris cedex 06, France. > Fax: +33 1 42 86 41 44 > > You may also consult the conference web page at: > > http://irs.math.cnrs.fr > > > Hotel reservations and other practical informations are available > on request. > > Francois Dunlop Thierry Gobron Ellen Saada > Physique Theorique Physique Theorique Mathematiques > et Modelisation et Modelisation Appliquees > Cergy-Pontoise Cergy-Pontoise Paris Descartes > (33)134257509 (33)134257511 (33)183945876 > > Partially supported by Université de Cergy-Pontoise, Université Paris > Descartes, ESF program RGLIS and CNRS. > -------------------------------------------------------------------- > -------------------------------------------------------------------- >

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seminario MACCI
by Elena Villa 19 Dec '14

19 Dec '14

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 ******************************************* *Venerdi' 9 Gennaio 2015*,*ore 15:00* Sala Rappresentanza, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano il Professor *CLAUDIO MACCI*(Università di Roma Tor Vergata) terrà un seminario dal titolo *Risultati asintotici per medie empiriche di variabili aleatorie geometriche indipendenti* ABSTRACT: Consideriamo variabili aleatorie geometriche e indipendenti che soddisfano opportune impotesi. Presentiamo risultati di grandi deviazioni (e deviazioni moderate) per le loro medie empiriche, e vedremo alcune applicazioni ai "weak records" di variabili aleatorie i.i.d. discrete. 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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De Finetti Workshop on 21/01/2015 (date was missing)
by Marco Maggis 17 Dec '14

17 Dec '14

On the behalf of the Scientific Committee we are glad to invite you to a one day Workshop which will be held in Milan on Wednesday the 21st of January 2015, at the Department of Mathematics, Sala di Rappresentanza, via C. Saldini 50. Preliminary programme: 09:50-10:00 Welcome Remarks 10:00-10:45 Emanuela Rosazza Gianin, Università Milano Bicocca. Coffee break 11.15-12.00 Sergio Pulido, EPFL, Lausanne. 12.00-12.45 Stefano De Marco, Ecole Polytechnique, Paris. Lunch 14:45-15:30 Beatrice Acciaio, LSE, London. 15:30-16:15 Jacopo Mancin, LMU, Munich. Coffee break 16.45-17:30 Simone Cerreia-Vioglio, Bocconi University. The workshop will end up with the usual De Finetti Risk Seminar 18:00-19:00 Bruno Bouchard, Universitè Paris-Dauphine. We kindly ask to send an email to marco.maggis(a)unimi.it if you are willing to partecipate. We wish you a Merry Christmas and a happy New Year. Marco Frittelli Marco Maggis Matteo Burzoni

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De Finetti Workshop: the Mathematics of Finance and Economics
by Marco Maggis 17 Dec '14

17 Dec '14

On the behalf of the Scientific Committee we are glad to invite you to a one day Workshop which will be held in Milan, Department of Mathematics, Sala di Rappresentanza, via C. Saldini 50. Preliminary programme: 09:50-10:00 Welcome Remarks 10:00-10:45 Emanuela Rosazza Gianin, Università Milano Bicocca. Coffee break 11.15-12.00 Sergio Pulido, EPFL, Lausanne. 12.00-12.45 Stefano De Marco, Ecole Polytechnique, Paris. Lunch 14:45-15:30 Beatrice Acciaio, LSE, London. 15:30-16:15 Jacopo Mancin, LMU, Munich. Coffee break 16.45-17:30 Simone Cerreia-Vioglio, Bocconi University. The workshop will end up with the usual De Finetti Risk Seminar 18:00-19:00 Bruno Bouchard, Universitè Paris-Dauphine. We kindly ask to send an email to marco.maggis(a)unimi.it if you are willing to partecipate. We wish you a Merry Christmas and a happy New Year. Marco Frittelli Marco Maggis Matteo Burzoni

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Millossovich: Seminar at the Dept. of Economics, University Ca' Foscari of Venice
by Marco Corazza 16 Dec '14

16 Dec '14

Dear all, the Department of Economics, University Ca' Foscari of Venice, invite you to the seminar: ********************************************** Speaker: Pietro Millossovich (City University London, UK) ********************************************** Where/When: Room E, Dept. of Economics, San Giobe 873/b, Venice December 22/2014, 2.00pm ********************************************** Title: Two Populations Stochastic Mortality Models and Longevity Basis Risk ********************************************** Abstract: Longevity swaps provide an alternative de-risking solution for pension funds and life offices which has been gaining popularity in the recent years. While most swaps contracted so far are bespoke, an efficient market solution would require the hedging instrument to be standardized and based on a publicly available mortality index. In this case, it is crucial for the risk hedger to assess the extent of the basis risk left, which ultimately amounts to the difference between the book and the index mortality experiences. To this end, a two population mortality forecasting model is required. In this presentation, we address the choice of the most appropriate multi population mortality model basis risk assessment, discussing in particular the constraint due to the limited size of many existing pension books. Apologies for cross posting Kind regards -- 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 -- <<The discovery of high-temperature superconductors, the determination of DNA's double-helix structure, the first observations that the expansion of the Universe is accelerating -- all of these breakthroughs won Nobel prizes and international acclaim. Yet none of the papers that announced them comes anywhere close to ranking among the 100 most highly cited papers of all time.>> http://www.nature.com/top100

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Fwd: call for application
by Gustavo Posta 15 Dec '14

15 Dec '14

Begin forwarded message: > Dear Colleague, > > The Institute for Advanced Study of Aix-Marseille University (IMéRA) > is issuing calls for applications for residencies in 2015-2016 > (Deadline : 7 January 2015). > > These calls include individual applications and call for team applications. > > IMéRA receives researchers and artists under residence schemes ; it also accommodates a few multi-disciplinary teams with a collective project for short duration stays. Residents work on their own research projects in connection with Aix-Marseille teams and research centres. > > Please visit our web page for details, if interested. > http://imera.univ-amu.fr > > Best Regards, Amine Asselah > Scientific Director. >

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Fwd: Concorso RTD SECS-S06 presso Università LIUC (fwd)
by Tiziano Vargiolu 15 Dec '14

15 Dec '14

---------- Forwarded message ---------- Date: Fri, 12 Dec 2014 22:10:53 +0100 From: Antonella Basso <basso(a)unive.it> Ricevo e inoltro la seguente informazione. -------- Messaggio Inoltrato -------- Oggetto: Concorso RTD SECS-S06 presso Universit? LIUC Data: Fri, 12 Dec 2014 19:30:23 +0100 (CET) Mittente: Giovanni Crespi <giovanni.crespi(a)unibocconi.it> A: Antonella Basso <basso(a)unive.it> Chiarissima Prof.ssa Basso, Le chiederei di poter diffondere tra i soci AMASES l'informazione del bando di un posto da RTD a tempo parziale presso l'Universit? LIUC di Castellanza. L e informazioni sul bando e sulle modalit? di presentazione della domanda sono reperibili nel sito dell'Ateneo all'indirizzo http://www.liuc.it/cmgenerale/ default.asp?ssito=219&codice=59. La scadenza per la presentazione delle doma nde ? il 7 gennaio 2015. Grazie in anticipo e, con l'occasione, auguro a Lei ed ai colleghi un buon N atale. Giovanni Crespi -- 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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seminario al CNR-IMATI
by Antonella Bodini 15 Dec '14

15 Dec '14

Si ricorda che venerdi' 19 dicembre alle ore 11 presso la sede di Milano dell'IMATI, via Bassini 15, nella sala pentagonale al secondo piano, Ting WANG (University of Otago, New Zealand) terra' il seminario *Modelling of seismic activity using Markov-modulated Hawkes process and its extensions* Earthquakes are processes in which the internal workings are only observed indirectly, although the final effects are all too observable! Hidden Markov models (HMMs, a general statistical framework for modelling partially observed systems) are an intuitively attractive idea for analysing seismicity. I will introduce the Markov-modulated Hawkes process that we developed for investigating long-term patterns in seismicity rate. The catalogue of the Landers earthquake sequence, which included multiple mainshocks, was used as a case study. I will show how this model captures the cyclic parent-generating-offspring feature of the temporal behaviour of earthquakes. I will also discuss our current work on extending this temporal model by including spatial variation of the seismic activity and the earthquake magnitude. Our aim is to categorize spatiotemporal seismic hazards holistically, using the entire earthquake record in a selected region to identify patterns correlated with subsequent large earthquakes, rather than the traditional way of hunting for individual foreshocks. Tutti gli interessati sono invitati a partecipare. -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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2 job opportunities in Cambridge (UK)
by Francesco Caravenna 13 Dec '14

13 Dec '14

Ricevo e inoltro. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% JOB: Research Associate in Probability Theory, University of Cambridge (UK) Applications are invited for a Research Associateship in Probability Theory to be held in the Statistical Laboratory. The post is available for two years from 1 September 2015 or by negotiation. The appointment will be made at an appropriate point on the University's Research Associate scale (between £28,695 and £37,394 pa). The successful candidate will normally have a PhD prior to their appointment, and have demonstrated a capacity to produce world-class research. This position is associated with the EPSRC Programme Grant 'New Frontiers in Random Geometry', and priority will be given to applicants with expertise in relevant fields. For more information and details on how to apply, please visit: https://www.dpmms.cam.ac.uk/vacancy/ %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% JOB: Lectureship in Statistics, University of Cambridge (UK) Applications are invited for a University Lectureship in Statistics to commence on 1 September 2015 or by agreement. Appointment will be made at an appropriate point on the scale for University Lecturers (£38,511 to £48,743) and will be for a probationary period of five years with appointment to the retiring age thereafter, subject to satisfactory performance. For further details and information about how to apply please visit: https://www.dpmms.cam.ac.uk/vacancy/ The University of Cambridge values diversity and is committed to equality of opportunity. The Department would particularly welcome applications from women, since women are, and have historically been, under-represented on our academic staff. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Annuncio di seminario
by pratelli＠dm.unipi.it 12 Dec '14

12 Dec '14

Martedi 16 dicembre, alle ore 17, nella Sala dei Seminari del Dipartimento di Matematica dell'Universita' di Pisa, il prof. PETER BANK (Technische Universitat Berlin) terra' il seguente seminario: SUPERREPLICATION WHEN TRADING AT MARKET INDIFFERENCE PRICES Abstract We consider a large investor who seeks to superreplicate a given contingent claim. Trading is done dynamically at market indifference prices as introduced in earlier joint work with D. Kramkov. The nonlinearities of this model for an illiquid financial market turn out to make this fundamental problem surprisingly intricate as the usual tools from convex analysis to prove, e.g., existence cannot be applied. Moreover, it is possible (and economically nonetheless reasonable) that an asset can be replicated with two different initial levels of wealth without this creating arbitrage opportunities. We introduce a notion of efficient friction suitable for this price impact model and show how this ensures existence of optimal superrelicating portfolios under some assumptions on the market makers utility functions. We also establish efficient friction to hold when payoffs of traded assets are specified via Levy processes or certain affine processes, e.g., like in Barndorff-Nielsen-Shepard stochastic volatility models. This is joint work with Selim Gokay.

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Avviso di seminario :: Kalcsics@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 11 Dec '14

11 Dec '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Lunedì 15 Dicembre, ore 12am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma JOERG KALCSICS (Institute of Operations Research, Karlsruhe Institute of Technology) terrà un seminario dal titolo ON SALES & SERVICE DISTRICTING PROBLEMS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT In sales districting, the task is to assign a given set of (prospective) customer accounts, each with a fixed market potential, to the individual members of the sales force such that each customer has a unique representative and each sales person faces equitable workload and has an equal income opportunity in terms of incentive pay, i.e., the districts should be balanced. Two other important planning criteria in sales districting are travel distances and clearly defined geographic areas of responsibility. The latter criterion is desired to avoid competition among the sales force and is typically termed as contiguity. Concerning travel distances, if a sales person visits each customer every day, then the travel time is proportional to the length of a TSP tour. However, the workload of districts is usually balanced over 2-4 weeks and some customers may have to be visited only once during this time whereas others require weekly service. Moreover, customers may have time windows, tours may include overnight stays, and so on, which makes the actual computation of the travel times impossible for large problems instances. Therefore, districting uses the concept of compactness as a proxy for travel distances. A district is said to be geographically compact if it is round-shaped and undistorted. The hope is that compact districts result in smaller travel times on a day-to-day basis than non-compact districts. A similar setting is encountered in service districting. In sales & service districting, customers are predominantly represented as points and although there exists a large body of literature, there is no consensus on a common compactness measure or suitable approaches to model contiguity of point sets. For example, all compactness measures are based on distances either between the center of a district and its basic units or between pairs of basic units of the same district. But even if they follow the same idea, the resulting districts may look considerably different. In this talk, we want to give an overview of different approaches to measure compactness and assess contiguity, and discuss their strengths and weaknesses when applied to practical problems. Moreover, we present a mathematical formulation to solve the districting problem optimally as well as an efficient geometric algorithm that is capable of coping with large practical problems.

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Cancellazione
by Maurizio Barbato 10 Dec '14

10 Dec '14

Salve vorrei che il mio indirizzo email fosse cancellato dalla mailing list. Grazie, Maurizio Barbato Inviato da iPhone

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