- Random - Mailing list — Dipartimento di Matematica, UniPI

Hooke Research Fellowships at the University of Oxford (fwd)
by Tiziano Vargiolu 07 Nov '23

07 Nov '23

---------- Forwarded message ---------- Date: Tue, 7 Nov 2023 15:42:20 +0000 (GMT) From: Rama Cont <Rama.Cont(a)maths.ox.ac.uk> To: vargiolu(a)math.unipd.it Subject: Hooke Research Fellowships at the University of Oxford Hooke Postdoctoral Research Fellowships Mathematical & Computational Finance Group Mathematical Institute, University of Oxford https://www.maths.ox.ac.uk/node/65978 Deadline: 22 November 2023 The Oxford Mathematical & Computational Finance Group invite applications from talented researchers with interests in Stochastic analysis, Mathematical Finance or Data Science for a Hooke Research Fellowship starting September 2024. These prestigious Fellowships at the University of Oxford are full-time, fixed term up to 36 months starting September 2024 and provide an ideal opportunity for candidates to pursue an independent research programme. Successful applicants will be free to conduct their own research programme. To aid the development of their academic profile, Fellows will be required to contribute up to three hours of departmental teaching per week for the 24 weeks of each academic year, averaged over the period of the Fellowship to allow for extended visits elsewhere. Candidates will have, or be close to completing, a PhD in mathematics or a related discipline. They must show evidence of independence and the ability to undertake research of the highest academic standard, hold an outstanding record of papers published in major international journals (commensurate with career stage), and have a relevant research plan which would enhance the Mathematical Institute’s research profile. Additional information about the post, and a full list of selection criteria, are available here: https://www.maths.ox.ac.uk/node/65978 Please direct informal enquiries to recruitment(a)maths.ox.ac.uk, quoting vacancy reference 168995. Applicants should read the job description before writing their application. You will be required to upload a supporting letter setting out how you meet the selection criteria, a curriculum vitae including full list of publications with top three papers starred, a statement of research interests including a plan for research during the Fellowship, and the names and contact details of two referees as part of your online application. NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date. Applications for this vacancy are to be made online. To apply for this post and for further details, including a job description and selection criteria, please click on the link below: https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id= 168995 Only applications received before 12:00 noon UK time on 22 November 2023 can be considered. Oxford is committed to equality and valuing diversity. CLOSING DATE: 22 NOVEMBER 2023 - 12:00 UK TIME

1 0

Fwd: Postdoctoral career development positions in Oxford
by Elisabetta Candellero 07 Nov '23

07 Nov '23

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Christina Goldschmidt <christina.goldschmidt(a)gmail.com> Date: Tue, Nov 7, 2023 at 3:37 PM Subject: Postdoctoral career development positions in Oxford To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear colleagues, [With apologies for cross-posting!] The Department of Statistics at Oxford has just advertised four postdoctoral fellowship positions, called Bicentenary Florence Nightingale Fellows, with closing date *12 noon on 22nd November*. These are available in any area of Probability or Statistics. The jobs are fixed-term, with two available for five years, and two available for two years. The Florence Nightingale Fellowships are career development positions, intended to carry around half the teaching load of an ordinary Oxford faculty position. They can start on or before 1st September 2024. More details can be found in the official advertisement <https://my.corehr.com/pls/uoxrecruit/erq_jobspec_version_4.display_form?p_c…>, where there are also links to detailed job descriptions and the online application form. (Candidates should please note that their referees should send their letters of reference by the closing date.) I would be very grateful if you could bring this to the attention of any suitable people that you know! If potential applicants have any questions about the posts, please ask them to contact Christl Donnelly < christl.donnelly(a)stats.ox.ac.uk> or Patrick Rebeschini < patrick.rebeschini(a)stats.ox.ac.uk>. If they have any questions specifically about probability in Oxford, they should feel free to contact either me or Julien Berestycki <julien.berestycki(a)stats.ox.ac.uk>. Many thanks and best wishes, Christina. -- Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm | she/her Department of Statistics and Lady Margaret Hall, University of Oxford ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

1 0

Post-Doc position at Pavia
by Enrico Priola 07 Nov '23

07 Nov '23

Dear All, a call for one-year post-doc position (renewable up to further 12 months) is open at the Department of Mathematics of the University of Pavia. The topic of the research is “SPDES AND APPLICATIONS” within the project PRIN 2022 “Noise in fluid dynamics and related models”. The details of the call are at https://alboufficiale.unipv.it/files/004841775-UNPVCLE-367d4353-5d2c-45ba-b… (an english translation is available in https://drive.google.com/file/d/1e3lIJ9VKSBinm4i5szzjbL94guazJi1D/view?usp=… ) The position is open to graduates who do not yet hold a Ph.D. The starting date is flexible. Remuneration: Eur. 24000 (gross). The deadline is 7 december 2023 (12.00 Rome time). I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Enrico Priola -- Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

1 0

Una giornata con Mauro Piccioni
by Gustavo Posta 07 Nov '23

07 Nov '23

Cari amici, siamo felici di annunciare il convegno "Tra probabilità e statistica: una giornata con Mauro Piccioni" che si terrà il 30 novembre 2023 dell'aula Consiglio del Dipartimento di matematica Guido Castelnuovo dell'Università degli Studi di Roma "la Sapienza". La partecipazione è libera ma, per ragioni organizzative, si richiede di confermare la propria presenza scrivendo a gustavo.posta(a)uniroma1.it una mail con subject "PartecipoMauro". Programma 10:30 Benvenuto e apertura lavori 11:00 Domenico Marinucci: Geometry and topology of spin random fields 12:00 Franco Flandoli: Recent trends in stochastic fluid dynamics 13:00 Pausa pranzo 15:00 Antonio Lijoi: Dirichlet curves and beyond: some recent findings on means of random probability measures 16:00 Gianluca Torrisi: Sharp deviations and extended CLTs of shot noise and Hawkes processes 17:00 Paolo Dai Pra: Noise-induced oscillations for the mean-field Dissipative Contact Process Per ulteriori dettagli e aggiornamenti: https://www1.mat.uniroma1.it/ricerca/convegni/2023/convegnoMauro/ ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ------------------------------------------------------------------ -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

1 0

R: Seminario di Probabilità e Finanza
by alekos.cecchin＠unipd.it 06 Nov '23

06 Nov '23

Buongiorno a tutti, Vorremmo segnalarvi che questo venerdì (10 Novembre) alle ore 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Bernardo D’Auria (Università di Padova) Title: An optimal stopping problem for Gauss-Markov bridges Date: November 10, 2023 at 14:30, room 2BC30, Torre Archimede, University of Padova Abstract: In this talk I’ll present a work I’ve been recently interested in. It consists in finding the optimal barrier strategy that maximizes the expected value of a Gauss-Markov bridge. The Gauss-Markov bridges are a general class of processes, obtained by conditioning a Gaussian Markov process to end in a specific point at a specific terminal time, or expiration date. This class includes the Brownian bridge and the Ornstein-Uhlenbeck bridge process as special cases, and its members have the property to be non-homogeneous in time and with an unbounded drift near the expiration date. I’m going to show that a feasible way to deal with the optimal stopping problem is to use a time-space transformation that allows to reduce it to an infinite horizon problem about a Brownian motion. Vi aspettiamo numerosi! Alberto e Alekos

1 0

annuncio seminario
by Sara Pasquali 06 Nov '23

06 Nov '23

Si informa che il giorno venerdì *10 novembre 2023 *alle *ore 11.00* presso il CNR di Milano di via A. Corti 12, in *Sala Pentagonale *(edificio Bassini), il dott. Giuseppe Buffoni (associato IMATI-CNR, ex ENEA) terrà il seminario *On the structure of composite odd integers and prime numbers* *Abstract: * With the expression ''structure of an odd integer'' we mean the set of properties of the integer /n/ which specifies the odd integer /2n+1/ and brings about its behaviour. These properties of /n/, for both composite and prime numbers, are expounded in detail, together with their geometrical implications. In this context, a set, in a two dimensional space, where all the composite odd integers in /[2a+1, 2n+1]/ are localized, is illustrated. Sarà possibile seguire il seminario anche in streaming su Teams, collegandosi a CLICCA QUI PER PARTECIPARE AL SEMINARIO <https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGJkM2JkNTYtNGE1Ni00…> ID riunione: 363 939 185 427 Passcode: WUQ25p Chi intendesse partecipare alla riunione di persona, è pregato, per ragioni di sicurezza, di inviare conferma all’indirizzo sara.pasquali(a)mi.imati.cnr.it Cordiali saluti Sara Pasquali -- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Dr. Sara Pasquali CNR-IMATI Via Bassini, 15 20133 MILANO - ITALY =========== Tel. +39 02 23699525 Fax. +39 02 23699538 e-mail:sara.pasquali@mi.imati.cnr.it ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

1 0

Post-Doc position at Tor Vergata
by Davide Pirino 06 Nov '23

06 Nov '23

Dear all, the Centre for Economic and International Studies <http://www.ceistorvergata.it/> of the University of Rome Tor Vergata <https://web.uniroma2.it/en> is promoting an 18-month post-doc position within the project PRICE: A NEW PARADIGM FOR HIGH-FREQUENCY FINANCE, financed by the PRIN 2022 program. You can apply online via the PICA system using the link https://pica.cineca.it/uniroma2/f2-2023-0019/ Please find attached a copy of the call. The deadline is December 10, 2023. Should you have any questions concerning how to apply (or for further details on the position), please do not hesitate to contact me. Kind regards Davide Pirino

1 0

Avviso di seminario
by Barbara Martinucci 03 Nov '23

03 Nov '23

UNIVERSITA' DI SALERNO Dipartimento di Matematica *AVVISO** DI SEMINARIO* Il Prof. *Thomas SIMON *(Université de Lille) terrà, *mercoledì 8 novembre, alle ore 15:00*, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *On Tsallis cumulative entropies* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* *Alessandra Meoli**Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6p… * Abstract* We investigate the Tsallis cumulative entropy, an information measure recently introduced as a cumulative version of the classical Tsallis differential entropy. This functional is considered as a perturbation of the expected mean residual life via some power weight function. This point of view leads to the introduction of the dual cumulative Tsallis entropy and of two families of coherent risk measures generalizing those built on mean residual life. We characterize the finiteness of the cumulative Tsallis entropy in terms of Lp-spaces and show how they determine the underlying distribution. We also study the range of the Tsallis cumulative entropy under various constraints. In the symmetric case with finite variance, whereas the maximization of the Tsallis differential entropy gives rise to the classical q−Gaussian distribution which is a perturbation of the Gaussian distribution having a finite range or heavy tails, the maximization of the cumulative Tsallis entropy leads to an analogous perturbation of the Logistic distribution.

1 0

LTI@UniTO Seminar: Leonidas Barbopoulos | November 7, 2023 @ 12:00 - 13:15
by Luca Regis 03 Nov '23

03 Nov '23

Dear Colleagues, it is my pleasure to forward you the invitation to the following seminar organized by LTI@UniTO and CCA. The seminar can be attended online via zoom (link below). Best regards, Luca Regis <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/rk…> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminar *November 7, 2023 | 12:00 - 13:15* *The Real Effects of Dark Trading* *Leonidas Barbopoulos (University of Edinburgh Business School)* *Abstract*. Up to 50% of trading in some stocks is in opaque off-market venues, prompting regulatory debate about dark trading. We analyze the real effects of dark trading and find that it positively impacts corporate investment decisions. In moderate amounts, it makes stock prices more informative, thereby helping managers learn from stock prices, and improving company performance. It also increases manager forecast accuracy and influences decisions during M&As. However, high levels can be harmful. We address identification through a quasi-natural experiment, instrumental variables, and Heckman selection models. To attend online, join Zoom meeting <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/QB…> *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.a.d.sendibm1.com/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/axWY…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/pp…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/zR…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/fB…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/GE…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/u1…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/fb…> *Founders* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/QK…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/N_…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/Ex-c…> *© 2022 Fondazione Collegio Carlo Alberto* Luca Regis Associate Professor ESOMAS Department University of Torino sites.google.com/view/lucaregis www.carloalberto.org/lti

1 0

SPASS Seminar: Theresa Lange
by Francesco Grotto 03 Nov '23

03 Nov '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Regularization by noise of an averaged version of the Navier-Stokes equations* Theresa Lange (University of Bielefeld) The seminar will take place on TUE, 7.11.2023 at 14:00 CET in Aula Mancini, Scuola Normale Superiore, Pisa and streamed online at the link below (*please notice the unusual venue*). The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: * *In [T16], the author constructs an averaged version of the deterministic three-dimensional Navier-Stokes equations (3D NSE) which experiences blow-up in finite time. In the last decades, various works have studied suitable perturbations of ill-posed deterministic PDEs in order to prevent or delay such behavior. A promising example is given by a particular choice of transport noise used in [FL21] in the context of the vorticity form of the 3D NSE, and in [FGL21] for more general models. In this talk, we analyze the model in [T16] in view of those two works and discuss the regularization skills of transport noise in the context of the averaged 3D NSE. This is joint work with Martina Hofmanová (U Bielefeld).* *References:* *[T16] T. Tao, Finite time blowup of an averaged three-dimensional Navier-Stokes equation. Journal of the American Mathematical Society 29(3), pp. 601-674 (2016)* *[FL21] F. Flandoli, D. Luo, High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations. Probability Theory and Related Fields 180, pp. 309-363 (2021)* *[FGL21] F. Flandoli, L. Galeati, D. Luo, Delayed blow-up by transport noise. Communications in Partial Differential Equations 46(9), pp. 1757-1788 (2021)*

1 0

Postdoc position in Milan
by Luisa Andreis 02 Nov '23

02 Nov '23

ITALIAN [ENGLISH BELOW]-------------------------------- Cari colleghi e care colleghe, Si è aperto un bando per un assegno di ricerca annuale al Politecnico di Milano. Il bando chiude il 24 novembre 2023. Il progetto intende usare tecniche probabilistiche (limiti di scala, fluttuazioni, grandi deviazioni) nell’ambito di stochastic reaction networks con componenti spaziali. Questa posizione è parte del progetto PRIN 2022 ConStRAINed (Convergence and Stability of Reaction And Interaction Network Dynamics)<https://constrained.polito.it/>, in collaborazione con il Politecnico di Torino e l’Università di Pisa. Trovate i dettagli del bando qui<https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-per-a…>. Attenzione: la data di inizio dell’assegno è flessibile. Sono disponibile per qualsiasi ulteriore informazione (sul progetto, sulla posizione o sulla procedura per partecipare alla selezione) all’indirizzo email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it> Vi prego di condividere questo annuncio con chiunque pensate possa essere interessata/o. Cordiali saluti, Luisa Andreis ENGLISH----------------------------------------------------- Dear colleagues, A call for a 1 year post-doc position is open at the Mathematics Department of Politecnico di Milano, Italy. The deadline is November 24, 2023. The project aims to study and use probabilistic techniques (scaling limits, fluctuations, large deviations) in the framework of stochastic reaction networks with spatial components. This position is part of the larger project ConStRAINed (Convergence and Stability of Reaction And Interaction Network Dynamics)<https://constrained.polito.it/>, jointly with Politecnico di Torino and University of Pisa. You find the details of the call here<https://www.polimi.it/en/faculty/working-at-the-politecnico/research-grants…>. Please, note that the starting date is flexible. For any further information on the project, the position or the application procedure, please feel free to contact me at: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it> We would be grateful if you could forward this announcement to whoever you think might be interested. Best regards, Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

1 0

Call of Interest for RTT @Unisi, Siena
by Piero MAZZARISI 02 Nov '23

02 Nov '23

Dear all, This is a Call of Interest for an RTT position in SECS-S/06 at the Department of Economics and Statistics, University of Siena. Expressions of interest can be sent to (both) Salvatore Bimonte (salvatore.bimonte(a)unisi.it <mailto:salvatore.bimonte@unisi.it>) and Caterina Ciabattini (caterina.ciabattini(a)unisi.it <mailto:caterina.ciabattini@unisi.it>), following the instructions in the document attached to the email. Best regards, Piero — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: pieromazzarisi.com <https://pieromazzarisi.wordpress.com/>

1 0

First announcement Brazilian School of Probability 2024
by Francesco Caravenna 31 Oct '23

31 Oct '23

Ricevo e inoltro. > Da: Dirk Erhard <erharddirk(a)gmail.com> > Oggetto: First announcement Brazilian School of Probability 2024 > Data: 31 ottobre 2023, 12:21:30 CET > > Dear Colleagues, > > > > It is a pleasure to announce the Brazilian School of Probability 2024 (EBP 2024), which will take place from August 5 to August 9, 2024, in Salvador, Bahia. > > The EBP 2024 will feature two mini-courses, plenary talks, contributed talks, and poster sessions, all presented in a relaxed atmosphere. This will mark our first edition in Salvador, which is culturally one of the most vibrant places in Brazil, with a significant influence of African culture. For more information, please visit our website at https://ebp.ufba.br/ <https://ebp.ufba.br/>. > > We anticipate that registration will open in January 2024, and we will send a reminder in due course. > > We would greatly appreciate it if you could promote these events among your colleagues. > > > On behalf of the organizing committee > Dirk Erhard > Tertuliano Franco > Milton Jara > Otávio Menezes

1 0

GAMM Annual meeting 2024 - section on uncertainty quantification, call for abstracts
by Lorenzo Tamellini 31 Oct '23

31 Oct '23

(apologies for cross-posting) Dear colleagues, We are happy to announce that the submission of abstracts to the uncertainty quantification Section of the upcoming GAMM annual meeting has opened: https://jahrestagung.gamm.org/annual-meeting-2024/94th-annual-meeting/ - *When? *March 18-22, 2024. - *Where?* Magdeburg, Germany. - *Deadline for submission of abstracts?* December 1st, 2023. We are excited to announce our four keynote speakers: - *Omar Knio (KAUST, Saudi Arabia):* “Dynamical and neural network approaches to downscaling of noisy and partial observations” - *Linus Seelinger (Karlsruhe Institute of Technology, Germany):* “UM-Bridge: Bridging the Gap between Advanced UQ and Advanced Models from Prototype to HPC” - *Elisabeth Ullmann (TU Munich, Germany):* "Rare event estimation with PDE-based models" - *Carlo Marcati (University of Pavia, Italy):* "Neural network surrogates for elliptic PDEs" We are looking forward to seeing many of you in Magdeburg. It will be a great chance to connect to the GAMM Activity Group on uncertainty quantification and discuss the latest advances in the field. Best regards, Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands), Lorenzo Tamellini (CNR IMATI, Italy)

1 0

PhD Position in Financial Mathematics/Actuarial Science at Bielefeld University
by Ferrari, Giorgio 30 Oct '23

30 Oct '23

Dear All, I forward the following announcement about a 3-year PhD position at Bielefeld University on Financial Mathematics/Actuarial Science. Best wishes, Giorgio Ferrari ------------------------------------------------------------------------ Dear all, this is to announce a PhD Position in Financial Mathematics/Actuarial Science at the IMW, Bielefeld University, starting from 01.04.2024. https://uni-bielefeld.hr4you.org/jobpdfprint/2909 <https://uni-bielefeld.hr4you.org/jobpdfprint/2909> Could you bring the position to the attention of potentially interested students? Thank you very much! Best regards, Maren Schmeck --------------------------------------------------------------------- Prof. Dr. Maren Diane Schmeck Mathematische Versicherungsökonomik Institut für Mathematische Wirtschaftsforschung Universität Bielefeld

1 0

Phd position at Utrecht University
by Vanessa Jacquier 30 Oct '23

30 Oct '23

Inoltro per conoscenza il seguente link dove sono presenti informazioni riguardanti una posizione per un phd all’università di Utrecht. https://www.uu.nl/en/organisation/working-at-utrecht-university/jobs/phd-po… Vanessa

1 0

Fwd: 2024 Princeton ML Theory Summer School Announcement
by Giovanni Peccati 30 Oct '23

30 Oct '23

Dear Colleagues, Please find below the announcement of a forthcoming summer school on Machine Learning, to be held in Princeton in 2024. With my best regards, Giovanni Peccati ---------- Forwarded message --------- Da: Boris Hanin <bhanin(a)princeton.edu> Date: dom 29 ott 2023 alle ore 16:15 Subject: 2024 Princeton ML Theory Summer School Announcement To: Boris Hanin <bhanin(a)princeton.edu> Dear All, This is an announcement for an in-person Machine Learning Theory Summer School at Princeton that will run this coming summer. Here are the details: *What*? A summer school for PhD students on machine learning theory. The main courses will be given by Florent Krzakala, Lenka Zdeborova, Sasha Rakhlin, Morgane Austern, Jason Altschuler, and Bruno Lourerio. *When*? August 6 - 15, 2024 *Where*? At Princeton. *Why*? A chance to learn about some exciting new ideas from computer science, statistics, physics, and mathematics for understanding machine learning. Also, an opportunity to meet other young researchers. To learn more, see the attached poster. To receive full consideration, applications must be submitted by March 1, 2024 through the summer school website <https://mlschool.princeton.edu/>. Best, Boris Hanin Assistant Professor Princeton ORFE https://hanin.princeton.edu -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

2 1

Post-doc position at Politecnico di Milano
by Margherita Zanella 27 Oct '23

27 Oct '23

Dear colleagues, a call for a 2-years post-doc position is open at the Mathematics Department of Politecnico di Milano. The deadline is November 21, 2023. This project aims to study stochastic models for modeling the effect of radiation on biological tissues. The position is part of the PRIN PNRR 2022 project titled "Stochastic particle-based reaction-diffusion models with heterogeneous interaction for radiation therapy", jointly with University of Trento and Istituto Nazionale di Fisica Nucleare. You find the details of the call here<https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-per-a…>. Please, note that the starting date is flexible. For any further information on the project, the position or the application procedure, please feel free to contact: margherita.zanella(a)polimi.it Best regards, Margherita Zanella

1 0

PhD position in Stockholm
by Tommaso Visonà 27 Oct '23

27 Oct '23

Dear all, there is an opening for a PhD position at Stockholm University. The Department of Mathematics at Stockholm University has an opening for a *PhD position* in the division of mathematical statistics starting in spring 2024, or by mutual agreement. We are looking to hire a student for a *project **on random matrices and extreme value theory* supervised by Johannes Heiny. A project description can be found at https://stockholmuniversity.app.box.com/s/9xe7e1vt1ukq42k8st3op5lncolknho8 The ideal candidate has completed or is nearing completion of a Master in Mathematics or related field with interest to participate in the research and teaching of the division. The opportunity for further qualification is offered. Please *apply until November 03, 2023* at https://www.su.se/english/about-the-university/work-at-su/available-jobs/ph… For further inquiries about the position do not hesitate to contact Johannes Heiny (johannes.heiny(a)math.su.se). Best, Tommaso Visonà

1 0

Fwd: due bandi da Research Collaborator (1 anno ciascuno) presso IMT Lucca
by Irene Crimaldi 27 Oct '23

27 Oct '23

FYI ---------- Forwarded message --------- From: Giorgio Stefano Gnecco <giorgio.gnecco(a)imtlucca.it> Date: Fri, Oct 27, 2023 at 8:34 AM Subject: Fwd: due bandi da Research Collaborator (1 anno ciascuno) presso IMT Lucca To: Antonio Camurri <antonio.camurri(a)unige.it>, Gualtiero Volpe < gualtiero.volpe(a)unige.it>, Davide Rocchesso <davide.rocchesso(a)unipa.it>, Alessandro D'Ausilio <dsllsn(a)unife.it>, Matteo Bertucco < matteo.bertucco(a)univr.it>, Marcello Sanguineti <marcello.sanguineti(a)unige.it>, Irene Crimaldi <irene.crimaldi(a)imtlucca.it>, Martino BELVEDERI MURRI < blvmtn(a)unife.it> Carissimi, potreste far circolare questa e-mail, e segnalarla a potenziali persone interessate? ---------- Forwarded message --------- From: Giorgio Stefano Gnecco <giorgio.gnecco(a)imtlucca.it> Date: Fri, Oct 27, 2023 at 8:31 AM Subject: due bandi da Research Collaborator (1 anno ciascuno) presso IMT Lucca To: <ricercaoperativa(a)di.unito.it> Buongiorno, segnalo nella presente e-mail i link ai seguenti bandi, relativi a due posizioni da "Research Collaborator" presso IMT Lucca da 1 anno ciascuno (con possibilità di rinnovo), rispettivamente in: - "ANALISI AUTOMATICA E PREDIZIONE DI QUALITÀ DEL MOVIMENTO UMANO" - progetto PRIN 2022 PNRR "MOTUS" ( https://www.imtlucca.it/it/jobopportunity/automated-analysis-and-prediction… ); - "ANALISI DEL MOVIMENTO UMANO ED ARTIFICIALE: MODELLI ED APPLICAZIONI" - progetto PRIN 2022 "MAHATMA" ( https://www.imtlucca.it/it/jobopportunity/human-and-artificial-movement-ana… ). Informazioni relative alle modalità di applicazione si possono trovare ai rispettivi link. In entrambi i casi, la scadenza per la presentazione delle domande è il 27 Novembre 2023 alle ore 13. Cordiali saluti, Giorgio Stefano Gnecco

1 0

Post-doc position in Nottingham
by Federico Girotti 26 Oct '23

26 Oct '23

Dear All, I would like to draw your attention to the following post-doc position available in Nottingham: https://jobs.nottingham.ac.uk/vacancy.aspx?ref=SCI469023. Application deadline 17 November 2023 The researcher will work with Dr. Madalin Guta and Prof. Juan P. Garrahan on the EPSRC funded project entitled “Statistical Theory of Controlled Quantum Dynamics”. The project aims to develop a new framework for statistical inference with finitely correlated states, and to apply the mathematical results to the identification and estimation of quantum open systems. The team will work on establishing central limit and concentration results for quantum processes, exploiting dynamical phase transitions for quantum enhanced metrology, applying input-output control techniques towards optimal measurement design, and developing statistical learning methods of time-dependent parameters. The researcher will be an integral part of an interdisciplinary team based in the School of Mathematical Sciences and the School of Physics and Astronomy, and will actively contribute to the research activities at the overlap of the broad areas of quantum information, statistics and metrology, quantum open systems and non-equilibrium dynamics, and quantum control. Best wishes, Federico Girotti Research Associate School of Mathematical Sciences University of Nottingham

1 0

MAF2024 - 2nd Call for Conference Contributions - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 26 Oct '23

26 Oct '23

*11th International Conference* *MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE - MAF2024* *University of Le Havre Normandie, Le Havre Cedex (FR) - April 4-6, 2024* *https://sites.google.com/unisa.it/maf-2024/ <https://sites.google.com/unisa.it/maf-2024/>* *2ND CALL FOR CONFERENCE CONTRIBUTIONS* *AIM* MAF2024 fosters collaboration between mathematicians and statisticians, to facilitate the development of theoretical and methodological advancements, as well as their applications. MAF2024 also promotes participation from both academicians and practitioners. *VENUE and DATES* - University of Le Havre Normandie – Le Havre Cedex, France - April 4 to 6, 2024 *CONFERENCE WEBSITE* *https://sites.google.com/unisa.it/maf-2024/ <https://sites.google.com/unisa.it/maf-2024/>* *ORGANIZERS* - University of Le Havre Normandie – Le Havre Cedex, France - Ca’ Foscari University of Venice – Venezia, Italy - University of Salerno – Fisciano (SA), Italy *CALL FOR CONTRIBUTIONS*, MANDATORY - Abstract submission deadline: January 8, 2024 - Notification of abstract acceptance deadline: January 24, 2024 *CALL FOR PAPERS*, FACULTATIVE A short paper, 4 to 6 pages, can be submitted for publication after peer review in a book edited by Springer - Paper submission deadline: January 8, 2024 - Notification of paper acceptance deadline: January 24, 2024 - The final version of the paper, revised according the peer review, must be sent by February 6, 2024 *FEES* - Registration by January 31, 2024: On-site: 220 euros; In remote mode and for students: 140 euros - Registration after January 31, 2024: On-site: 300 euros; In remote mode and for students: 180 euros *FURTHER INFORMATION* - Organized sessions are solicited - Hybrid sessions are planned - Other information (e.g., accommodation details, list of topics of interest, etc.) is available on the conference website

1 0

de Finetti seminar: 8 November, 16:30
by Marco Maggis 26 Oct '23

26 Oct '23

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following lecture: Umut Cetin London School of Economics Title: *Insider trading with penalties and BSDEs* Abstract: We study equilibrium in a continuous time Kyle-Back model with a risk neutral informed trader whose trades are subject to costs, which can also be viewed as legal penalties for illegal insider trading if caught by the authorities. Existence of equilibrium is established under certain assumptions on the asset’s terminal payoff. Informed trader’s value function is related to a BSDE whose terminal condition is determined in equilibrium, which turns out to be the fixed point of a nonlinear operator. Equilibrium also reveals an interesting connection between h-transforms and quadratic BSDEs. LOCATION: The seminar will be held on *November 8, *2023 at *16.30,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee: Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

1 0

Open PhD student position at Ulm University
by Robert Stelzer 26 Oct '23

26 Oct '23

Dear Colleagues, We are currently looking for a talented young researcher interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/52af87d73b16de8fb9ba18b936962… (German version: https://stellenangebote.uni-ulm.de/jobposting/108657eab3e5796ef2dd07d9e2855…) the announcement for an open position as a PhD student (academic employee) at the Institute of Mathematical Finance at Ulm University starting April 2024 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer *For the Institute of Mathematical Finance we are looking for an* Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of Statistics, Data Science, Financial Mathematics and Stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for an outstanding junior scientist full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification in the form of a doctoral degree. It is strongly intended to increase the extent of the position by the acquisition of additional funding. Your profile: o a very good master degree in a mathematical field of study or a comparable degree o interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences o willingness to pursue a PhD degree o interest in didactics and high-quality teaching o Commitment, ability to work in teams and interest in interdisciplinary cooperation o very good command of English and ability to teach in English Your responsibilities: o Contribution to the teaching and supervision duties of the institute. The formal teaching load is two hours per semester and week o Participation in the research projects of the institute o own further scientific qualification (PhD studies) * * *> Referenz-no.:* 23154 *> Application deadline:* 30.11.2023 *> Scope: Part-time (50%) > Temorary: initial contract for 3 years > Remuneration: TV-L EG 13 > Start: 01.04.2024 or later* Hiring is done by the Central University Administration. Your contract for further information: : Prof. Dr. Robert Stelzer, phone +49 731/50-23520 **We look forward to your application via our online application portal We seek to increase the proportion of women in research and teaching and particularly encourage qualified female scientists to apply for this position. Severely disabled applicants with equal aptitude will be given preferential consideration. *The university and what we offer:<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/>* *https://www.uni-ulm.de/job-portal <https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/>* * Seize the opportunity and join us in shaping the future of the University!* -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

1 0

CALL FOR EXPRESSIONS OF INTEREST FOR 2 POST-DOC POSITIONS AT THE UNIVERSITY OF TORINO
by Luca Regis 25 Oct '23

25 Oct '23

CALL FOR EXPRESSIONS OF INTEREST FOR 2 POST-DOC POSITIONS The ESOMAS Department <https://www.esomas.unito.it/do/home.pl> of the University of Torino will soon open two post-doctoral positions funded by the following two PRIN PNRR 2022 projects: - Supply chain disruptions, financial losses and their prevention (PI: prof. Elisa Luciano) - Measuring, Managing and Hedging Indirect Climate-Transition Risk (PI: prof. Luca Regis) The start date is going to be in early 2024. Post-doc positions are for 2 years, possibly renewable for an additional year. No teaching load. Potentially interested candidates are strongly encouraged to contact Elisa Luciano (elisa.luciano(a)unito.it) or Luca Regis (luca.regis(a)unito.it) for further details, while sending them their cvs at their earliest convenience (possibly by November 3rd). The ESOMAS Department is ranked among the best economics departments in Italy and was awarded the "Dipartimenti d'Eccellenza" grant 2017-2022 and 2023-2027. The post-docs will work within the finance group at ESOMAS, which carries out part of its activities as Carlo Alberto Finance <https://www.carloalberto.org/cca-finance/> at the Collegio Carlo Alberto <https://www.carloalberto.org/>, in a dynamic and international research environment. -- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

1 0

Post-doc positions at Milano-Bicocca - Errata Corrige
by Francesco Caravenna 25 Oct '23

25 Oct '23

(The previous message contained a wrong link, here is the correct one) Four post-doc positions are currently open at the Department of Mathematics and Applications, University of Milano-Bicocca, in all areas of mathematics. Detailed information about the official call and the application procedure can be found here: https://www.unimib.it/ateneo/gare-e-concorsi/cod-a2-2023-assegni-ricerca-ti… We encourage in particular applications from candidates working in probability theory and related fields. The application deadline is November 23 at 13:00. Do not hesitate to contact me for further information. Best wishes, Francesco Caravenna -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

1 0

Post-doc positions at Milano-Bicocca
by Francesco Caravenna 25 Oct '23

25 Oct '23

Four post-doc positions are currently open at the Department of Mathematics and Applications, University of Milano-Bicocca, in all areas of mathematics. Detailed information about the official call and the application procedure can be found here: https://www.unimib.it/ateneo/gare-e-concorsi/cod-a2-2023-assegni-ricerca-ti… <https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a2-a2-typ…> We encourage in particular applications from candidates working in probability theory and related fields. The application deadline is November 23 at 13:00. Do not hesitate to contact me for further information. Best wishes, Francesco Caravenna -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ <http://www.matapp.unimib.it/~fcaraven/> _________________________________________

1 0

6 permanent positions in Stats & Prob at Warwick
by Spano, Dario 24 Oct '23

24 Oct '23

Gentili colleghe/i, A Warwick, UK (Statistics Department) abbiamo appena aperto 6 posizioni permanenti (Assistant or Associate professor) che coprono essenzialmente tutte le aree di Statistica e Probabilità (incluse Machine Learning e aree limitrofe). Vi invito cortesemente a circolare l’annuncio qui sotto a chiunque possa essere interessato. Scadenza: 27 novembre 2023. Cordiali saluti, Dario Spanò ==== Assistant and Associate Professor positions in Statistics at Warwick Outstanding and enthusiastic academics are sought by the Department of Statistics at Warwick, one of the world’s most prominent and most research active departments of Statistics. The Department has close relations with the co-located Mathematics Institute and Department of Computer Science and with other departments such as Economics and the Warwick Business School. Six permanent posts are available, which reflects the strong commitment of the University of Warwick to invest in Statistics: Assistant Professor, Statistics (3 positions in Applied, Methodological or Theoretical Statistics ) Assistant Professor, Computational Statistics or Machine Learning (2 positions) Associate Professor (1 position, any area of Probability, Mathematical Finance or Statistics) Applicants should have evidence or promise of world-class research excellence and ability to deliver high quality teaching across our broad range of degree programmes. At Associate Professor level, applicants should have an outstanding publication record. Other positive indicators include enthusiasm for engagement with other disciplines, within and outside the Department and, at Associate Professor level, a proven ability to secure research funding. Further details of the requirements for each of the positions can be found at https://warwick.ac.uk/statjobs. The Department of Statistics is committed to promoting equality and diversity, holding an Athena SWAN Silver award which demonstrates this commitment. We welcome applicants from all sections of the community and will give due consideration to applicants seeking flexible working patterns, and to those who have taken a career break. Further information about working at the University of Warwick, including information about childcare provision, career development and relocation is at https://warwick.ac.uk/services/humanresources/workinghere/. Informal enquires can be addressed to Professor Jon Forster (J.J.Forster(a)warwick.ac.uk<mailto:J.J.Forster@warwick.ac.uk>) or to any other senior member of the Warwick Statistics Department. Closing date: November 27, 2023. More details and a link to the application forms: https://warwick.ac.uk/statjobs Further information about the Department of Statistics: https://warwick.ac.uk/stats Further information about the University of Warwick: https://www2.warwick.ac.uk/services/humanresources/jobsintro/furtherparticu…

1 0

Seminar in Statistics - PATRICK REBESCHINI
by Pierpaolo De Blasi 23 Oct '23

23 Oct '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 27 Ottobre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Patrick Rebeschini* (Oxford University, UK) Title: *Algorithmic Stability, Generalization, and Privacy for Diffusion Models* Abstract: The acclaimed success of diffusion models sparks a need to formulate theoretical guarantees to explain the generalization capability of such distribution learning methods, despite the high-dimensional nature of the training data and sampling procedures being utilized. Prior efforts accounting for the empirical nature of score matching mechanisms typically hinge on uniform learning strategies, which provide error bounds that are algorithm-agnostic and often yield results that depend exponentially badly on the problem dimension. In this work, we move away from uniform learning approaches and develop algorithm-dependent generalization error bounds based on the framework of algorithmic stability from supervised learning. We introduce the notion of 'score stability’, which encapsulates the score learning process's susceptibility to perturbations in the training data. We show that score-stable algorithms generalize well and generate differentially-private samples. To showcase the applicability of our framework, we consider score functions learned via canonical gradient-based optimization procedures, and establish generalization bounds that display a linear dependence on the dimension. Our bounds are stated with respect to the reverse KL divergence and the maximum mean discrepancy, notions of error commonly used in the analysis and training of diffusion models. (Joint work with Tyler Farghly, George Deligiannidis, and Arnaud Doucet) ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88107896961?pwd=TFZhS01BS3IzZmtSRWZNTWJhNHRNQT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

1 0

SPASS Seminar: Simon Michaël Schulz
by Francesco Grotto 20 Oct '23

20 Oct '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Well-posedness and stationary states for a crowded active Brownian system with size-exclusion* by *Simon Michaël Schulz* (Scuola Normale Superiore) The seminar will take place on *TUE, 24.10.2023* at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, University of Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> ------------------------------------------- Abstract: We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an orientation. This equation incorporates diffusion in both the spatial and angular coordinates, as well as a non-linear non-local drift term, which depends on the angle-independent density. The spatial diffusion is non-linear degenerate and also comprises diffusion of the angle-independent density, which one may interpret as cross-diffusion with infinitely many species. Our proof relies on interpreting the equation as the perturbation of a gradient flow in a Wasserstein-type space. It generalizes the boundedness-by-entropy method to this setting and makes use of a gain of integrability due to the angular diffusion. We also prove uniqueness in the particular case where the non-local drift term is null, and provide existence and uniqueness results for stationary equilibrium solutions. This is joint work with Martin Burger.

1 0

Manifestazione di interesse - assegni di rricerca presso Università Bocconi
by Antonio Lijoi 19 Oct '23

19 Oct '23

Gentili colleghe/i, inoltro un invito a manifestare interesse per posizioni da assegnista di ricerca che verranno bandite a breve dall’Università Bocconi. Cordiali saluti, Antonio Lijoi ------------ ** Call for expression of interest ** The Bocconi Institute for Data Science and Analytics (BIDSA) will soon open two post-doctoral positions on Bayesian Nonparametrics, under the supervision of Antonio Lijoi and Igor Pruenster. The start date should ideally be in early 2024 but there is some space for flexibility. Successful applicants will be based at the BayesLab (https://bayeslab.unibocconi.eu), a BIDSA research unit focusing on Bayesian learning. Potentially interested candidates are strongly encouraged to contact Antonio Lijoi (antonio.lijoi(a)unibocconi.it) or Igor Pruenster (igor(a)unibocconi.it) for further details, possibly before November 1, 2023.

1 0

Seminars at Sapienza Univ. - 23-24 Oct.
by Luisa Beghin 19 Oct '23

19 Oct '23

Dear all, we are pleased to invite you to the two seminars organised by the Department of Statistical Sciences, Sapienza University of Rome, which can be followed via Zoom. *Location:* Room n.24, 4th floor, Edificio CU002 (Scienze Statistiche) *Zoom: * https://uniroma1.zoom.us/j/84380852385?pwd=RDBrcVdvelRMM0VmczlXYWgwL2pPZz09 *Time:* *Monday 23th of October, at 10.30* *Speaker: *Josè Luis Da Silva (University of Madeira - Portugal) *Title:* A Biorthogonal Approach to Infinite Dimensional Fractional Poisson Measures *Abstract*: We use a biorthogonal approach to the analysis of the infinite dimensional fractional Poisson measure. The complex Hilbert space w.r.t. these measures are described in terms of a proper system of generalized Appell polynomials. The kernels of the monomials may be expressed in terms of the Stirling operators of the first and second kind as well as the falling factorials in infinite dimensions. Associated to this system of Appell polynomials is the dual Appell system which is suitable to describe generalised functions. We then construct and characterize test and generalised functions in terms of integral transform as entire functions. *Time:* *Tuesday 24th of October, at 14.30* *Speaker: *Tobias Kuna (University of L'Aquila) *Title:* An Intrinsic Characterization of Moment Functionals in the Compact Case *Abstract:* We discuss characterizations of linear functionals $L$ on an unital commutative real algebra $A$ which can be represented as integral w.r.t. a compactly supported Radon measure on the character space of $A$. We give a characterization by the following three types of conditions: bounds on the growth of $(L(a^n))_n$, non-negativity of $L$ on Archimedean quadratic models, and continuity of $L$ w.r.t. submultiplicative seminorms on $A$. We will relate each of these conditions to a different technique solving this instance of the moment problem. Surprisingly, we can also provide an exact characterization of the compact support of the representing Radon measure purely in terms of $L$. This is a joint work arXiv:2204.05630 with Maria Infusino, Salma Kuhlmann and Patrick Michalski. Best regards. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

1 0

YStatS Webinar - Stochastic Fluid Dynamics
by Lucio Galeati 18 Oct '23

18 Oct '23

Dear all, It is my pleasure to announce an upcoming Webinar on Stochastic Fluid Dynamics, organized by the YoungStatS initiative, to take place on 15th November 2023 at 15:00 CET. There will be four young researchers speaking (Diego Alonso-Orán, Daniel Goodair, Erwin Luesink, Milo Viviani), moderated by Umberto Pappalettera. All further information, and the link to register to attend (registration is free but mandatory), can be found here: https://youngstats.github.io/post/2023/10/14/stochastic-fluid-dynamics/ Hope to see you there! Best, Lucio

1 0

Annuncio "AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS"- 20 novembre 2023
by Luisa Andreis 17 Oct '23

17 Oct '23

Care colleghe e colleghi, Vi annunciamo che Lunedì 20 Novembre si terrà la dodicesima giornata di seminari: AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Monday 20 November 2023 Lecturers: Christina Goldschmidt (Oxford) and Rajat Subhra Hazra (Leiden) Location: Sala Tricerri, Dipartimento di Matematica e Informatica Ulisse Dini, viale Morgagni 67/a, Firenze, Firenze Ricordiamo che ciascun oratore farà una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni, inclusi gli abstract dei talk, sono reperibili alla pagina web dell’evento<https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p…>. Note pratiche: a coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: https://docs.google.com/forms/d/e/1FAIpQLSdd9c4Oud-o_taW4ygl767bKWm1YhM9-x5… Vi aspettiamo numerosi e vi preghiamo di diffondere l’annuncio con chi pensiate possa essere interessato/a, in particolare giovani ricercatrici e ricercatori! Gianmarco Bet e Luisa Andreis Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. PROGRAMMA Prof. Christina Goldschmidt (University of Oxford) Title: Trees and snakes Prof. Rajat Suburra Hazra (University of Leiden) Title: The membrane model 10:30-11:00 Welcome coffee 11.00-11.45 Introductory lecture: Goldschmidt 11.45-12.15 Break 12.15-13.00 Seminar: Goldschmidt 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Hazra 15.15-15.45 Break 15.45-16.30 Seminar: Hazra Trovate qui<https://drive.google.com/file/d/1GHmrRKm53NBGzkF0AHdQtbE8dlMnI4k6/view> il poster dell’evento. ------------------------------------------------------- Luisa Andreis ------------------------------------------------------- RTD-B Dipartimento di Matematica Politecnico di Milano Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)polimi.it<mailto:luisa.andreis@polimi.it>

1 0

31st World Meeting of the International Society for Bayesian Analysis, ISBA2024
by Roberto CASARIN 17 Oct '23

17 Oct '23

Dear all, we are happy to announce the: *31st World Meeting of the International Society for Bayesian Analysis (ISBA)* *July 1-7, 2024, Ca' Foscari University of Venice, Venice, Italy* The World Meeting of the International Society for Bayesian Analysis (ISBA) will take place at Ca' Foscari University of Venice on July 1-7, 2024 ( http://www.unive.it/isba2024) and will be hosted by the Department of Economics and co-organized with the Venice centre in Economic and Risk Analytics (VERA, https://unive.it/vera). The meeting aims to bring together the international statistical community of researchers and professionals who develop Bayesian methods and apply them to challenging problems in different fields, ranging from economics, and finance, to business, industry, biostatistics, pharmaceutical statistics, environmental statistics, etc. *Lectures*: Dani Gamerman (Universidade Federal do Rio de Janeiro), Andrew Gelman (Columbia University), Kerrie Mengersen (Queensland University of Technology), Marina Vannucci (Rice University), Michael Jordan (University of California, Berkeley), Stephanie van der Pas (Amsterdam University Medical Center). *Keynote Speakers*: Antonietta Mira (USI and Università degli Studi dell'Insubria), Omiros Papaspiliopoulos (Bocconi University), Alexandra Schmidt (McGill University), Johannes Schmidt-Hieber (University of Twente). *Deadline for submitting contributed talks and posters: November 17, 2023. * Complete details regarding registration and accommodations will be available at the conference’s website at http://www.unive.it/isba2024 *Organizing Committee* Roberto Casarin (Chair), Ca’ Foscari University of Venice Emanuele Aliverti, University of Padua Isadora Antoniano Villalobos, Ca’ Foscari University of Venice Monica Billio, Ca’ Foscari University of Venice Guido Consonni, Catholic University of Milan Stefano Favaro, University of Turin Brunero Liseo, Sapienza University of Rome Sonia Petrone, Bocconi University of Milan Christian P. Robert, Université Paris Dauphine Stefano Tonellato, Ca’ Foscari University of Venice Laura Ventura, University of Padua *Scientific Committee* Sinead Williamson (Chair), University of Texas at Austin/Apple Sergios Agapiou, University of Cyprus Trevor Campbell, University of British Columbia Roberto Casarin, Ca’ Foscari University of Venice Luis Mauricio Castro Cepero, Pontificia Universidad Católica de Chile Christopher Drovandi, Queensland University of Technology Daniele Durante, Bocconi University Hedibert Freitas Lopes, Institute of Educatio and Research Emtiyaz Khan, RIKEN Center Matthias Katzfuss, University of Wisconsin-Madison Juhee Lee, University of California Santa Cruz David Nott, National University of Singapore Stéphanie van der Pas, Amsterdam UMC Bruno Sansó, University of California Mike West, Duke University -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

1 0

Bandi assegni di ricerca presso POLIMI
by Laura Maria Sangalli 17 Oct '23

17 Oct '23

Vi prego di fare circolare il seguente avviso di bandi di assegni di ricerca SECS/S01 tra i potenziali interessati Bando di selezione per il conferimento di assegni di ricerca per lo svolgimento del programma di ricerca denominato: “STATISTICAL LEARNING PER IL PROGETTO GRINS – GROWING RESILIENT, INCLUSIVE AND SUSTAINABLE.WP2 PROGETTO GRINS – PNRR PE9 SPOKE7_2023_ASSEGNI_DMAT_14” Responsabili: Prof. Piercesare Secchi, Prof.ssa Francesca Ieva https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-per-a… Scadenza: 18-10-23 Colloquio: 25-10-23 *** Bando di selezione per il conferimento di assegni di ricerca per lo svolgimento del programma di ricerca denominato: “MODELLI E ANALISI PER DATI CLINICI PROVENIENTI DA PROGETTI DELLE RETI CARDIOLOGICA E NEUROLOGICA.ATTIVITÀ WG6 PROGETTO HEALTH BIG DATA-PROTOCOLLO DI INTESA CON ALLEANZA CONTRO IL CANCRO_2023_ASSEGNI_DMAT_12” Responsabile: Prof.ssa Francesca Ieva https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-per-a… Scadenza: 18-10-23 Colloquio: 26-10-23 —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

1 0

One World ABC Seminar: Stefan Radev - 26th October, 1pm Uk time
by Massimiliano Tamborrino 17 Oct '23

17 Oct '23

Dear all, our next One World ABC Seminar www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is quickly approaching. We are happy to inform you that our next OWABC speaker is Stefan Radev<https://faculty.rpi.edu/stefan-radev> (Rensselaer Polytechnic Institute, US), who will talk about "More expressive amortized Bayesian inference via joint learning and self-consistency?" on Thursday, the 26th October at 1pm UK time (please notice the different time!) Abstract: We propose “jointly amortized neural approximation” (JANA) to simultaneously learn intractable likelihood functions and posterior densities arising in Bayesian surrogate modeling and simulation-based inference. To this end, we train three complementary networks in an end-to-end fashion: 1) a summary network to compress individual data points, sets, or time series into informative embedding vectors; 2) a posterior network to learn an amortized approximate posterior; and 3) a likelihood network to learn an amortized approximate likelihood. The interaction between these networks opens a new route to amortized marginal likelihood and posterior predictive estimation. Furthermore, we observe that we can increase the efficiency of amortized inference by leveraging the marginal likelihood as a proxy for the self-consistency of Bayes’ rule. Upon perfect approximation, the marginal likelihood is constant across all parameter values by definition. However, approximation error leads to undesirable variance in the marginal likelihood estimates across different parameter values. We formulate violations of this symmetry as a loss function applicable in both likelihood-based and simulation-based scenarios. We demonstrate the utility of these approaches on illustrative Bayesian models, including both simple examples and representative cases. The talk will be streamed on MS Teams, and it can be joined via this link https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZWQwZjg3NTktNjY4OS00… or via Meeting ID: 389 057 974 73 Passcode: H9uMjk We're looking forward to seeing you next week, best, Massimiliano on the behalf of the OWABC Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Seminario a Napoli
by epirozzi 16 Oct '23

16 Oct '23

Avviso di Seminario il giorno 25 Ottobre 2023 alle ore 14:30 Anna Vidotto Dipartimento di Matematica e Applicazioni Università degli studi di Napoli FEDERICO II terrà un seminario dal Titolo: The Malliavin-Stein Approach and an Improved Second-Order Poincaré Inequality. Abstract: In this talk we will introduce the so-called Malliavin-Stein approach for obtaining quantitative central limit theorems for functionals of Gaussian fields, that this combination works admirably well was discovered by Nourdin and Peccati in their seminal paper from 2009. Then we will present an improved version of the second-order Gaussian Poincaré inequality, first introduced in Chatterjee (2009) and Nourdin et al. (2009), and consequent applications. Il seminario si terrà nella Sala Professori Primo livello al Dipartimento di Matematica e Applicazioni, Università degli Studi di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Sarà anche possibile seguirlo online mediante Teams al seguente link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/enrica.pirozzi

1 0

Double seminar: Francesco D'Amore & Isabella Ziccardi at Tor Vergata
by Michele Salvi 16 Oct '23

16 Oct '23

Dear all, On Thursday, October 19th, at 14h00 (change of usual time!) in Aula Dal Passo at the Math Department of Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host the seminars 14h00 - Francesco D'Amore (Aalto University, Espoo) "The Strong Lottery Ticker Hypothesis and the Random Subset Sum Problem” Abstract: The Strong Lottery Ticket Hypothesis (SLTH) posits that randomly-initialized neural networks contain subnetworks (strong lottery tickets) that achieve competitive accuracy when compared to sufficiently small target networks, even those that have been trained. Empirical evidence for this phenomenon was first observed by Ramanujan et al. in 2020, spurring a line of theoretical research: Malach et al. (2020), Pensia et al. (2020), da Cunha et al. (2022), and Burkholz (2022) have analytically proved formulations of the SLTH in various neural network classes and under different hypotheses. In this presentation, we provide an overview of the state-of-the-art theoretical research on the SLTH and its connection with the Random Subset Sum (RSS) problem in theoretical computer science. While previous works on the SLTH ensure that the strong lottery ticket can be obtained via unstructured pruning, we demonstrate how recent advances in the multidimensional generalization of the RSS problem can be leveraged to obtain forms of structured pruning. Additionally, we highlight how refining the RSS results would yield tighter formulations of the SLTH. This presentation is based on a joint work with Arthur da Cunha and Emanuele Natale that will be presented at NeurIPS 2023. 15h00 - Isabella Ziccardi (Bocconi) "Distributed Self-Stabilizing MIS Algorithms" Abstract: I will discuss self-stabilizing distributed algorithms that find a Maximal Independent Set in an n-vertex graph. These algorithms share the feature of utilizing randomization to break symmetry. I will compare them based on the following parameters: the number of states used by each node, the knowledge of the graph required by each node, and their stabilization time. The first three algorithms are obtained by reconsidering some existing algorithms and making them self-stabilizing by introducing additional states. The first algorithm gets along with three states, but each node must have knowledge of ∆, the maximum node degree. In the second algorithm, nodes only need to be aware of their degree, but each node v has O(∆(v)) states, where ∆(v) is the degree of v. The third algorithm also requires O(∆(v)) states for each node v, but it works in the restricted beeping communication model. All three algorithms stabilize in O(log n) rounds with high probability. Lastly, I will talk about two algorithms that aim to create self-stabilizing algorithms with a constant number of states while requiring no knowledge of the underlying graph. The first algorithm is a natural process that, despite its simplicity, has received limited attention in the literature. It stabilizes in O(polylog(n)) rounds for specific graph families but may exhibit slower convergence time on general graphs. The final algorithm is a modification of this simple process, that tries to fix the particular situations that slow down the convergence. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The seminar is part of the Excellence Project MatMod@TOV.

1 0

One world probability seminar October 19th
by Alberto Chiarini 16 Oct '23

16 Oct '23

Ricevo e inoltro: ------------------------------------------------------ Dear all. The next session of the One World Probability Seminar will be on October 19 (Thursday) from 14:00 to 16:00 UTC.The speakers of this session are Martin Hairer (Imperial College and EPFL) and Hao Shen (Wisconsin-Madison). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Talk 1 : Stochastic quantization of Yang-Mills Speaker : Martin Hairer Abstract : We report on recent progress on the problem of building a stochastic process that admits the (hypothetical in 3D) Yang-Mills measure as its invariant measure. One interesting feature of our construction is that it preserves gauge-covariance in the limit even though it is broken by our UV regularisation. This is based on joint work with Ajay Chandra, Ilya Chevyrev, and Hao Shen. Talk 2 : Invariant measure and universality of the 2D Yang-Mills Langevin dynamic Speaker: Hao Shen Abstract : In [CCHS20] by Chandra, Chevyrev, Hairer and S., a Langevin dynamic for 2D Yang-Mills (YM) was constructed on 2D torus. In this talk we discuss some new results based on a joint paper with Chevyrev [CS22]. We prove that the 2D YM measure is invariant for the Langevin dynamic constructed in [CCHS20]. Our argument relies on a combination of regularity structures, lattice gauge-fixing, and Bourgain’s method for invariant measures. In particular, we prove a universality result which states that for a wide class of lattice YM gauge theories, their corresponding Langevin dynamics converge to the same continuum dynamic constructed in [CCHS20]. An important step is a proof of uniqueness for the mass renormalisation of the gauge-covariant continuum Langevin dynamic, which allows us to identify the limit of discrete approximations. As corollaries we obtain a gauge-fixed decomposition of the YM measure into a Gaussian free field and an almost Lipschitz remainder, and a proof of universality for the 2D YM measure under a wide class of discrete approximations. Zoom-link: https://univienna.zoom.us/j/66242024127?pwd=K201d0FGQ1dvZHIzZERlUnNSbUlRQT09 Meeting ID: 662 4202 4127 Passcode: 188885 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

1 0

special issue of "Decisions in Economics and Finance" on "The Mathematics of Subjective Probability"
by Pietro Rigo 13 Oct '23

13 Oct '23

The Journal "Decisions in Economics and Finance" is announcing a special issue on "The Mathematics of Subjective Probability". The main topics are: Probability theory Theory of choice under uncertainty Game theory and learning Mean fields games Stochastic optimization and control Optimal transport Possible connections with economic phenomena would be greatly appreciated. The special issue follows the conference that took place in Milan in september 2023: https://www.msp2023.campus.unimib.it/ Submission will take place through the journal platform, upon specifying the special issue of interest. The deadline is december 31st 2023. Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

1 0

Call for expression of interest -2 research fellowships at University of Cagliari
by Maria Infusino 13 Oct '23

13 Oct '23

Ricevo e inoltro volentieri. ————————————————————————————————————————————————- The Department of Mathematics and Computer Science of the University of Cagliari will shortly open calls for *two research fellowships* for 12 months within a multidisciplinary research project on the study of networks and graph structures. We are seeking for candidates with a background in one of these topics: - inferential statistics, statistical modeling (supervisor Silvia Columbu) - numerical linear algebra (supervisors Caterina Fenu and Alessandro Buccini) - logic (supervisor Stefano Bonzio) - computer science and visualization (supervisor L Davide Spano) Background in the analysis of networks under their different theoretical and applied aspects are highly valued. The positions will be opened at the Department of Mathematics and Computer Science of the University of Cagliari. The official calls will be advertised before the end of 2023, but we encourage potential interested applicants to get in touch with us to express their interest. There is no specific deadline, but we encourage applicants to express their interest before October 31st, 2023. Silvia Columbu (silvia.columbu(a)unica.it <http:///horde/imp/smartmobile.php#compose?to=silvia.columbu%40unica.it>), Caterina Fenu (kate.fenu(a)unica.it <http:///horde/imp/smartmobile.php#compose?to=kate.fenu%40unica.it>), Stefano Bonzio (*stefano.bonzio(a)unica.it <stefano.bonzio(a)unica.it>*), Alessandro Buccini (*alessandro.buccini(a)unica.it <alessandro.buccini(a)unica.it>*), Davide Spano (*davide.spano(a)unica.it <davide.spano(a)unica.it>*) *Brief description of the project:* *GraphNet: models, computation and estimation in networks and graph analysis *is an interdisciplinary research project with the global objective of integrating and developing mathematical, statistical and computer science tools to provide a thorough comprehension of the complex association between graph theory and network science. The primary project's aim is to bridge together the abstract mathematical structure of graphs and the computational and inferential approaches in the description of real-world networks arising from applications. We will deal with 3 objectives: theoretical aspects of graph structures, analysis of case studies, and implementation of appropriate computational and visualization tools.

1 0

Call postdoc @Unisi
by Piero MAZZARISI 13 Oct '23

13 Oct '23

Dear colleagues, I would like to advertise the call for a 18-months postdoc position at the University of Siena on: “Models of dynamic networks for the study of financial systemic risk.” A synthetic description of the project topic can be found here, both in Italian and English: https://titulus-unisi.cineca.it/albo/viewer?view=files/003066882-UNSISIE-20… Deadline for applications: October, 30th 2023. The call as well as instructions for application, can be found here: https://www.unisi.it/node/12841 Do not hesitate to contact me for further information. Best regards, Piero Mazzarisi — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: pieromazzarisi.com <https://pieromazzarisi.wordpress.com/>

1 0

seminario Federico Capannoli (16 Ottobre, Sapienza)
by Matteo Quattropani 13 Oct '23

13 Oct '23

Salve a tutti, Segnalo il seguente seminario, che avrà luogo Lunedì 16 Ottobre alle ore 17:00 in Sala di Consiglio (Dipartimento di Matematica, Università La Sapienza): Speaker: Federico Capannoli (Leiden University) Title: Meeting, Coalescence and Consensus on random directed graphs. Abstract: We consider Markovian dynamics on a typical realization of the so-called Directed Configuration Model (DCM), which is a random directed graph with prescribed in- and out-degrees. In this random geometry, we study the meeting time of two random walks starting at stationarity, the coalescence time for a system of coalescent random walks, and the consensus time of the voter model. Indeed, it is known that the latter three quantities are related to each other when the underlying sequence of graphs satisfies certain mean field conditions. We provide a complete characterization of the distribution of meeting, coalescence and consensus time on a typical random graph as a function of a single quantity θ. More precisely we show that, for a typical large graph from the DCM ensemble, the distribution of the meeting time is well-approximated by an exponential random variable. Furthermore, we provide the precise first-order approximation of its expectation, showing that the latter is linear in the size of the graph, and the explicit preconstant θ depends on some easy statistics of the degree sequence. As a consequence, we can analyze the effect of the degree sequence on the expected meeting time and, via some explicit examples, how its regularity/variability play crucial roles in the information diffusion. This is based on a joint work with Luca Avena (University of Florence), Rajat Subhra Hazra (Leiden University) and Matteo Quattropani (Sapienza, University of Rome). Saluti, Matteo Quattropani

1 0

Post-doc position in mathematical statistics in Tartu (Estonia)
by Daniela Bertacchi 12 Oct '23

12 Oct '23

Ricevo e inoltro: ******************************************* *Post-doc position in mathematical statistics in Tartu (Estonia)* https://jobrxiv.org/job/university-of-tartu-27778-postdoc-position-in-mathe… *Announcement* The Institute of Mathematics and Statistics at the University of Tartu is seeking to fill the post of a Postdoctoral Research Fellow in mathematical statistics. The fixed-term position is scheduled for a duration of 1 year, the regular full employment time is 40 hours per week. The institute is located at the University of Tartu Delta Centre, https://delta.ut.ee/en <https://delta.ut.ee/en%E2%80%9D> The successful candidate will join the research project “Statistical modelling with hidden Markov models and model validation” under supervision of Prof Jüri Lember and Ass Prof Kristi Kuljus. Project description: Manyfold Markov models are generalizations of hidden Markov models (HMM). A manyfold Markov model is a multi-dimensional Markov chain, where typically some of the marginal processes are considered as latent variables. Mostly two- or three- dimensional models – called pairwise or triplet Markov models (PMM or TMM) – are studied. Such a general approach yields a large and flexible class of dynamical models, thus, for instance, HMM is just a very narrow subclass of TMMs. The purpose of the project is to study different inference problems related to these Markov models, an important research direction is segmentation or decoding. The research combines theory with practice, involving working out the corresponding probability-theoretical framework as well as necessary dynamic programming algorithms, studying their properties and implementing the methods to real data. Both frequentist and Bayesian settings will be considered. Requirements: Candidates should hold a PhD degree in mathematical statistics or mathematics. Good command of written and spoken English is expected. Candidates are invited to submit their application (CV, list of publications, a scanned copy of the PhD diploma, brief motivation letter, and contacts for at least two references). Application deadline is November 15, 2023; expected start date is January 1, 2024.

1 0

Pisa-Leipzig statistical learning seminar: Ernesto De Vito
by Andrea Agazzi 12 Oct '23

12 Oct '23

Dear Colleagues, We would like to invite you to the following statistical learning seminar, jointly organized by UniPi, AI institute Uni Leipzig, and MPI for Mathematics in the Sciences (abstract below): * Understanding Neural Networks with Reproducing Kernel Banach Spaces* by *Ernesto De Vito* (Università di Genova) The seminar will take place on *MON, 16.10.2023* at *15:00 CET *in Aula Riunioni, Dipartimento di Matematica, Università di Pisa and streamed online here <https://uni-leipzig.zoom.us/j/68738656421?pwd=Zll6MkdBVXAvYmZaUmV1QnJ5RWxXd…> (see seminar website for further info). The organizers, A. Agazzi, N. Cyrille, A. Kreiss, S. Mukherjee, and K. Papagiannouli. https://sites.google.com/unipi.it/sslapdys -------------------------------------------- * Title: Understanding Neural Networks with Reproducing Kernel Banach Spaces* Abstract: *Characterizing the function spaces corresponding to neural networks can provide a way to understand their properties. The talk is devoted to show how the theory of reproducing kernel Banach spaces can be used to characterize the function spaces corresponding to neural networks. In particular, I will show a representer theorem for a class of reproducing kernel Banach spaces, which includes one hidden layer neural networks of possibly infinite width. Furthermore, I will prove that, for a suitable class of ReLU activation functions, the norm in the corresponding reproducing kernel Banach space can be characterized in terms of the inverse Radon transform of a bounded real measure. * *The talk is based on joint work with F. Bartolucci, L. Rosasco and S. Vigogna.*

1 0

Seminario Padova - Quattropani
by alekos.cecchin＠unipd.it 12 Oct '23

12 Oct '23

Buongiorno a tutti, Vorremmo segnalarvi che questo venerdì (13 ottobre) alle ore 14:30 in aula 2BC30 del Dipartimento di Matematica dell’Università di Padova (Torre Archimede) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Matteo Quattropani (Università la Sapienza di Roma) Title: Mixing of the Averaging process on graphs Date: October 13, 2023 at 14:30, room 2BC30, Torre Archimede, Padova; in presenza Abstract: The Averaging process (a.k.a. repeated averages) is a mass redistribution model over the vertex set of a graph. Given a graph G, the process starts with a non-negative mass associated to each vertex. The edges of G are equipped with Poissonian clocks: when an edge rings, the masses at the two extremes of the edge are equally redistributed on these two vertices. Clearly, as time grows to infinity, the state of the system will converge (in some sense) to a flat configuration in which all the vertices have the same mass. This very simple process has been introduced to the probabilistic community by Aldous and Lanoue in 2012. However, up to few years ago, there was no graph for which sharp quantitative results on the time needed to reach equilibrium were available. Indeed, the analysis of this process requires different tools compared to the classical Markov chain framework, and even in the case of seemingly straightforward geometries—such as the complete graph or the 1-d torus—it can be handled only by means of non trivial probabilistic and functional analytic techniques. During the talk, I’ll try to give a broad overview of the problem and of its difficulties, and I'll present the few examples that have been completely settled. Based on joint work with P. Caputo (Roma Tre) and F. Sau (Università di Trieste) Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

1 0

per le elezioni del Consiglio Scientifico dell’INdAM
by Antonio DI CRESCENZO 12 Oct '23

12 Oct '23

All'elettorato attivo delle ELEZIONI 2023 per il rinnovo degli Organi dell’INdAM Care/i colleghe/i, come sapete, dal 10 ottobre 2023 (alle ore 10) all'11 ottobre 2023 (alle ore 17) saremo chiamati a rinnovare gli organi di governo dell'Istituto Nazionale di Alta Matematica "F. Severi" (cf. https://www.altamatematica.it/ <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fwww.altamatematica.it%2F&e=ed…> blog/2023/08/08/elezioni-2023-per-il-rinnovo-degli-organi-*dellindam/)* In particolare, nell'elenco dei candidati per le elezioni del Consiglio Scientifico dell’INdAM è presente *Domenico Marinucci*, prof. ordinario di Probabilità e Statistica Matematica nel Dipartimento di Matematica dell’Università di Roma Tor Vergata (cf. https://www.altamatematica.it/blog/2023/09/19/elenco-dei-candidati-con-i-do… <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fwww.altamatematica.it%2Fblog%…>). In allegato è presente una breve presentazione al riguardo. Altre informazioni sono disponibili al sito web https://sites.google.com/view/ <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fsites.google.com%2Fview%2F&e=…> *domenicomarinucci/home* Desideriamo esprimere il nostro pieno e convinto sostegno nei confronti del collega *Marinucci*, in quanto reputiamo che la sua competenza ed esperienza potrà contribuire in modo significativo alla realizzazione delle attività e dei compiti del Consiglio Scientifico dell’INdAM. Ringraziando per l'attenzione, vi invitiamo a partecipare alle votazioni, Giacomo Aletti, Federico Bassetti, Luisa Beghin, Stefano Bonaccorsi, Luciano Campi, Nicoletta Cancrini, Pietro Caputo, Lucia Caramellino, Francesco Caravenna, Cristina Caroli Costantini, Andrea Cosso, Paolo Dai Pra, Anna De Masi, Ernesto De Vito, Antonio Di Crescenzo, Alessandra Faggionato, Franco Fagnola, Salvatore Federico, Marco Ferrante, Benedetta Ferrario, Franco Flandoli, Marco Fuhrman, Yun Gang Lu, Fabio Martinelli, Andrea Pascucci, Franco Pellerey, Mauro Piccioni, Enrico Priola, Pietro Rigo, Marco Romito, Laura Sacerdote, Enrico Scalas, Gianmario Tessitore, Dimitrios Tsagkarogiannis.

2 2

Call for postdoc applications at Luiss in the area of Applied Mathematics
by Fausto Gozzi 11 Oct '23

11 Oct '23

Dear All Call for an 24-months postdoc on the topic "Impact of the Human Activities on the Environment and Economic Decision Making in a Heterogeneous Setting: Mathematical Models and Policy Implications" Deadline: November 6, 2023 - 2 p.m. - Central European Time (CET) Link to the call for application https://economiaefinanza.luiss.it/news/2023/10/03/bando-di-valutazione-comp… Link to submit your application https://cloudserverjsa.luiss.it/LGCAssegni/index.zul?CDS=AS4188 We are looking for candidates with an expertise in at least one of the following fields: theoretical and/or numerical analysis of PDEs, probability, and stochastic analysis, optimal control, differential games. Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270

1 0

Call for interest for Postdoc at Tor Vergata
by Davide Pirino 11 Oct '23

11 Oct '23

Dear all, the Department of Economics and Finance of the University of Rome Tor Vergata is expressing a Call of Interest for two Postdoctoral Fellows funded under the following research projects: - Stochastic control and games and the role of information, PI: Prof. Katia Colaneri, funded by PRIN 2022 (12 months); - A New Paradigm for High-Frequency Finance, PI: Prof. Davide Pirino funded by PRIN 2022 (18 months). The postdoctoral fellows should have completed, or be close to completing, a PhD with substantial training in quantitative skills (econometrics, mathematical finance, stochastic analysis and control). The projects involve theoretical and empirical research. The applicant will become a member of a robust and dynamic quantitative team comprising over 10 researchers. Active participation and collaboration within the team are highly encouraged. Starting date: beginning of 2024. Teaching: none. The compensation structure is competitive, determined by one's job experience, and open to negotiation. Interested candidates can contact Prof. Colaneri (katia.colaneri(a)uniroma2.it) and Prof. Pirino (davide.pirino(a)gmail.com) for questions/clarifications, or to send a cv, as soon as possible.

1 0

PhD position in Probability Theory at TU Delft
by Elena Pulvirenti 09 Oct '23

09 Oct '23

Dear all, could you help me share this position? If you know of any suitable candidate, I would be grateful if you could bring the position to their attention! With many thanks and best regards, Elena ************ The Institute of Applied Mathematics at *TU Delft* invites applications for a *PhD position in Probability Theory* We are looking for a highly motivated candidate to work under the supervision of Dr. E. Pulvirenti, Assistant professor in the *Applied Probability* group of Delft Institute of Applied Mathematics (DIAM). The PhD position is in the area of probability theory and statistical mechanics. The PhD project is a NWO funded "open competition project" which deals with the study of metastability for dilute spin systems. These are classical models of statistical mechanics with bond disorder, i.e. where deterministic pair interactions are replaced by random variables. The main objective is to develop a robust mathematical approach to study the metastable behaviour of these models. Metastability is a universal phenomenon, where a system spends a long time in a state of "pseudo equilibrium" until it crosses over to a stable state. This project aims at identifying the quantities characterising the stochastic nature of this phenomenon, such as the average and the distribution of the random transition time. The candidate should: - Hold a master's degree in mathematics or theoretical physics; - Have a profound knowledge of probability and mathematical physics\statistical mechanics; - Have eagerness to explore complex mathematical challenges; - Have English proficiency both written and spoken; - Be able to work both independently and collaboratively. Are you interested in this vacancy? Please apply before *19 November 2023* via the application button and upload your the following material: - A motivation letter (max. 2 pages) addressed to Elena Pulvirenti. The motivation letter should summarize: (i) why you would like to do a PhD, (ii) why you are interested in the project/topic, (iii) why your profile is suitable for the job, and (iv) what you hope to gain from the position; - A detailed CV (with contact information of 2-3 references); - A transcript of BSc and MSc grades; - The candidates bachelor's and master's theses (if available online, a link is sufficient). If available, a summary of the theses can be added; - Optional: (draft) versions of papers that you have submitted/published. You will be contacted by Elena Pulvirenti for an interview if you are among the leading candidates, in which case more specific information will be provided. For scientific inquiries regarding this vacancy, please contact Elena Pulvirenti, via email: E.Pulvirenti(a)tudelft.nl. In order to simplify communication, please add the prefix [PhDPulvirenti2023] to the email's subject. For more details about the position, see https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details?…

1 0

Fwd: PostDoc Position at Tufts
by Stefano Vigogna 09 Oct '23

09 Oct '23

> Begin forwarded message: > > From: "Murphy, James" <JM.Murphy(a)tufts.edu> > Subject: PostDoc Position at Tufts > Date: 5 October 2023 at 21:52:36 CEST > To: "vigogna(a)mat.uniroma2.it" <vigogna(a)mat.uniroma2.it> > > Hi Stefano, > > I hope you are well. I am hiring a postdoc to start in September of 2024. The ad is here: https://www.mathjobs.org/jobs/list/23235. If you know any students who are graduating and interested in an academic position in the USA, I would be grateful if you let them know about it. > > Thank you for your time and help, > > James

1 0

Lutto per Giuseppe da Prato
by Lorenzo Zambotti 09 Oct '23

09 Oct '23

Care colleghe e cari colleghi il nostro amico e maestro Giuseppe da Prato si è spento durante la giornata di ieri, dopo una vita dedicata allo studio, alla ricerca, alla lettura. Faremo seguire informazioni sulle esequie e su iniziative in suo ricordo. Gli allievi di Beppe -- Lorenzo Zambotti Postal Address: Sorbonne Universite', LPSM - Boite courrier 158 4, place Jussieu - 75252 Paris cedex 05, France Bureau n. 22, 2eme etage, tours 16/26, Jussieu E-mail: lorenzo.zambotti(a)upmc.fr https://www.lpsm.paris/users/zambotti/index

2 1

(PMS)^2 talks: G. Zheng and G. Amir
by Maurizia Rossi 09 Oct '23

09 Oct '23

Dear colleagues, We are happy to announce the following *hybrid* - that is, in person with online streaming - *talks*: Speaker: *Guangqu Zheng* (University of Liverpool) Title: CLT and almost sure CLT for hyperbolical Anderson model with Lévy noise. (Abstract below.) Speaker: *Gidi Amir* (Bar Ilan University) Title: Speed, entropy and other quantities of random walks on groups. (Abstract below.) Date and time: *Tuesday October 10, 10:30-12:30 (Rome time zone) * Place: Dept. of Mathematics and Applications, *Università di Milano-Bicocca*, *room 3014* (*U5/RATIO* building). *Webex meeting link*: https://unimib.webex.com/unimib-it/j.php?MTID=md61ac6bd0a0c3288815a386b472b… *ID meeting*: 2741 951 7655 *Password*: mwCpfq3tr54 - *Abstract (Zheng)*. In this talk, we will first briefly mention the recent research on CLT results of random field solutions to stochastic heat equations and stochastic wave equations with various Gaussian noises. Then, we will talk about the spatial ergodicity (first order result) and CLT (second order fluctuation) for a stochastic linear wave equation driven by Lévy noise, which is based on a joint work with R. Balan (Ottawa) [arXiv:2302.14178]. Finally, we will talk about the associated almost sure central limit theorem, based on a joint work with R. Balan (Ottawa) and P. Xia (Auburn). *Abstract (Amir)*. Given a (finitely supported, symmetric) random walk X_n on a countable groups G, one may consider several quantities associated to the random walk, such as the expected distance E|X_n|, its Shannon entropy H(X_n), its return probabilities P(X_n=id) and more. For example, on polynomial growth groups (e.g. Z^d) it is well known the walk is always diffusive, has logarithmic entropy and polynomial decaying return probabilities, while on the free group the speed and entropy of a random walk increase linearly with n and the return probabilities decay exponentially. A natural problem is to understand what are the possible range of behaviours of such quantities for random walks on groups and how they relate to other group properties. In this lecture I will survey some old and new results on the subject, including some more recent works on speed and entropy of random walks on intermediate growth groups and on possible behaviours of the Law of Iterated Logarithm. The talk is based on joint works with B. Virag, G. Blachar, C. Saroussi and T. Zheng, though we will also touch upon works by A. Erschler, and by J. Brieussel and T. Zheng. All notions will be defined in the talk, and in particular no knowledge of groups is required for the talk. - These talks are part of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards, The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

1 1

Post-doctoral position at University Ca' Foscari, with Marco LiCalzi
by Marco LI CALZI 06 Oct '23

06 Oct '23

*Post-graduate research position: *"Comparative statics under limited attention". (The position is open to graduates who do not yet hold a Ph.D.) *Announcement:* https://apps.unive.it/common2/file/download/assegni_ricerca/651eb4f4459de *Job duration:* 15 months. *Start date:* January 2024, with a modicum of flexibility. *Teaching:* none. *Remuneration:* Eur. 30,204 (gross). *Online application *(to be submitted by 17 November 2023, 12:00 a.m.): https://apps.unive.it/domandeconcorso-en/accesso_cf/dma-licalzi-prin2022 Interested candidates can contact Marco LiCalzi (licalzi(a)unive.it <http://sns.it/>) for questions or clarifications. Applications must be submitted online. -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

1 0

Post-doctoral position at University Ca' Foscari, with Marco LiCalzi
by Marco LI CALZI 06 Oct '23

06 Oct '23

Post-graduate research position: "Comparative statics under limited attention". (The position is open to graduates who do not yet hold a Ph.D.) Announcement: https://apps.unive.it/common2/file/download/assegni_ricerca/651eb4f4459de Job duration: 15 months. Start date: January 2024, with a modicum of flexibility. Teaching: none. Remuneration: Eur. 30,204 (gross). Online application (to be submitted by 17 November 2023, 12:00 a.m.): https://apps.unive.it/domandeconcorso-en/accesso_cf/dma-licalzi-prin2022 Interested candidates can contact Marco LiCalzi (licalzi(a)unive.it <http://sns.it/>) for questions or clarifications. Applications must be submitted online.

1 0

Post-doctoral position at Scuola Normale Superiore di Pisa
by Giulia Livieri 06 Oct '23

06 Oct '23

*Post-doctoral research position: *"Quantitative Approaches for Green Finance". The position is financed by the following research project: "Qnt4Green - Quantitative Approaches for Green Bond Market: Risk Assessment, Agency Problems and Policy Incentives (PRIN 2022)". *Link of the call with all the deatails: * https://trasparenza.sns.it/pagina874_tc-1_assegni-di-ricerca.html *Job duration:* 24 months. *Start date:* around January 2024, with some flexibility. *Teaching:* none. *Remuneration:* 30,000 Eur per year. Interested candidates can contact me or Dr. Roberto Pellungrini (roberto. pellungrini(a)sns.it) for questions/clarifications. Best, Giulia

1 0

Assistant Professor Positions in Statistics and Data Science at The London School of Economics and Political Science
by Giulia Livieri 05 Oct '23

05 Oct '23

Dear Colleagues, The Department of Statistics of The London School of Economics and Political Science has two new openings for Assistant Professor. The deadline for applying is December 10, 2023. You find all details at https://www.lse.ac.uk/statistics/news/recruitment-join-us-at-the-department… Please forward this opportunity to anyone who might be interested! Regards, Giulia Livieri

1 0

Seminar: Guangqu Zheng at Tor Vergata
by Michele Salvi 05 Oct '23

05 Oct '23

Dear all, On Thursday, October 12th, at 15h00 in Aula Dal Passo at the Math Department of Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host the seminar Guangqu Zheng (University of Liverpool) “CLT and almost sure CLT for hyperbolic Anderson model with Lévy noise" Abstract: In this talk, we will first briefly mention the recent research on CLT results of random field solutions to stochastic heat equations and stochastic wave equations with various Gaussian noises. Then, we will talk about the spatial ergodicity (first order result) and CLT (second order fluctuation) for a stochastic linear wave equation driven by Lévy noise, which is based on a joint work with R. Balan (Ottawa) [arXiv:2302.14178]. Finally, we will talk about the associated almost sure central limit theorem, based on a joint work with R. Balan (Ottawa) and P. Xia (Auburn). We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming <https://teams.microsoft.com/l/meetup-join/19:rfsL73KX-fw86y1YnXq2nk5VnZFwPU…>. The seminar is part of the Excellence Project MatMod@TOV.

1 0

6th Asset Pricing Conference by LTI@UniTO | 10th October 2023
by Luca Regis 04 Oct '23

04 Oct '23

Dear Colleagues, please find below the invitation to attend (on-site at CCA in Torino or online) the 6th Asset Pricing Conference organised by LTI@UniTO. Best regards, Luca Regis <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/Uy…> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following event: *6th Asset Pricing Conference by LTI@UniTO* *10th October 2023, 09:50 - 17:50* *Fondazione Collegio Carlo Alberto, Piazza Arbarello 8, Torino* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/L2…> This one-day conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. One presentation slot is devoted to the PhD candidate for the best paper in Asset Pricing. The winner of this slot for this year is *Ruggero Jappelli* from the *Leibniz Institute for Financial Research SAFE*. He will receive a discussion of *Bernard Dumas* (*INSEAD*) during the conference and will be awarded a prize of €500. *View the full program* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/eZ…> *Attend in person* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/QM…> *Follow online* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/R4…> *To see future events in Finance and neighboring fields please check our new web page **CCA Finance* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/Jd…> *.* *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.a.d.sendibm1.com/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/xCTc…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/Pe…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/-v…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/0T…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/o5…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/…> *Founders* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsEcDi11N8SBSD1yTVFJMw/…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsF4YQDRlUY6cT5nrKE350/…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsFWt8Ps9qe1mj9dF9Cmn4/…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsFzDqcIYCjwwzDScyBWV8/…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/MRvj…> *© 2022 Fondazione Collegio Carlo Alberto* Luca Regis Associate Professor ESOMAS Department University of Torino sites.google.com/view/lucaregis www.carloalberto.org/lti

1 0

(PMS)^2 talk: Mario Maurelli
by Margherita Zanella 04 Oct '23

04 Oct '23

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Mario Maurelli (Università di Pisa) Title: Existence and uniqueness by Kraichnan noise for 2D Euler equations with unbounded vorticity. Abstract: We consider the incompressible Euler equations in two or three dimensions and we show that the addition of a suitable multiplicative It\^o noise with superlinear growth prevents a smooth solution from blowing up in finite time. The result is valid for a more general hyperbolic-type SPDE. The proof is based on the Lyapunov function method. We consider the 2D Euler equations on $\\mathbb{R}^2$ in vorticity form, with unbounded initial vorticity, perturbed by a suitable non-smooth Kraichnan transport noise, with regularity index $\\alpha\\in (0,1)$. We show weak existence for every $\\dot{H}^{-1}$ initial vorticity. Thanks to the noise, the solutions that we construct are limits in law of a regularized stochastic Euler equation and enjoy an additional $L^2([0,T];H^{-\\alpha})$ regularity. For every $p>3/2$ and for certain regularity indices $\\alpha \\in (0,1/2)$ of the Kraichnan noise, we show also pathwise uniqueness for every $L^p$ initial vorticity. This result is not known without noise. Joint work with Michele Coghi. Date and time: Tuesday 10 October, 14:30-15:30 (Rome time zone). Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi. (Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano). Zoom link: https://polimi-it.zoom.us/j/91064241084?pwd=VW0vT3FDZHFubkFWcm5KaXgzNXFOZz09 ID riunione: 910 6424 1084 Codice d’accesso: 355806 This is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

1 0

Invito a manifestare interesse per una posizione di ricercatore TD al CNR-IMATI, Milano
by Antonella Bodini 04 Oct '23

04 Oct '23

Con preghiera di massima diffusione, si informa che nelle prossime settimane verrà aperto un bando per l’assunzione a tempo determinato (18 mesi) di un ricercatore presso la sede di Milano dell’Istituto di Matematica Applicata e Tecnologie Informatiche (IMATI) del CNR. L’attività di ricerca riguarderà lo sviluppo e la validazione di metodi statistici e modelli stocastici per applicazioni a (i) modellazione ed analisi di dati da survey; (ii) studio e valutazione di impatto di tecnologie intelligenti secondo un approccio di Health Technology Assessment. Tale attività verrà svolta nell’ambito del progetto PNRR “Robotics and Artificial Intelligence for Socio-Economic Empowerment” (RAISE). E’ richiesta una esperienza almeno triennale in modellistica e inferenza statistica, metodi quantitativi per le scienze sociali, programmazione preferibilmente nell'ambiente computazionale R, ovvero il possesso di un titolo di Dottore di Ricerca attinente. La presa di servizio è prevista al più tardi al 1 marzo 2024. Per maggiori informazioni potete contattarmi direttamente. Cordiali saluti, Antonella Bodini

1 0

SPASS Seminar: Alexandre Gaudillière, 10 October, 11:00, Florence
by Gianmarco Bet 03 Oct '23

03 Oct '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): Too many frogs cannot fall sleep by Alexandre Gaudillière (CNRS) The seminars will take place on TUE, 10.10.2023 at 11:00 CET in Aula Tricerri, Dipartimento di Matematica e Informatica “Ulisse Dini", University of Florence and streamed online (see seminar website for the URL). The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://www.google.com/url?q%3Dhttps://sites.g…> -------------------------------------------- Too many frogs cannot fall sleep Abstract: We prove the existence of an active phase for activated random walks on the lattice in all dimensions. This interacting particle system is made of two kinds of random walkers, or frogs: active and sleeping frogs. Active frogs perform simple random walks, wake up all sleeping frogs on their trajectory and fall asleep at constant rate $\lambda$. Sleeping frogs stay where they are up to activation, when waken up by an active frog. At a large enough density, which is increasing in $\lambda$ but always less than one, such frogs on the torus form a metastable system. We prove that $n$ active frogs in a cramped torus will typically need an exponentially long time to collectively fall asleep ---exponentially long in $n$. This completes the proof of existence of a non-trivial phase transition for this model designed for the study of self-organized criticality. This is a joint work with Amine Asselah and Nicolas Forien. ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Computer Science "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

1 0

REMINDER: three hybrid (in person with online streaming) talks on weak and strong uniqueness for SPDEs and link
by DAVIDE AUGUSTO BIGNAMINI 03 Oct '23

03 Oct '23

Dear colleagues, We remind you about three hybrid talks on weak and strong uniqueness for SPDEs: "Partial smoothing of the stochastic wave equation and regularization by noise phenomena", *Federica Masiero* (Università degli studi di Milano-Bicocca) "Weak uniqueness by noise for (some) singular SPDEs", *Carlo Orrieri* (Università degli studi di Pavia) "Pathwise Uniqueness in infinite dimension by approximation", *Davide Addona* (Università degli studi di Parma) Date and time: *Friday, October 6, 14:30-17:00 (Rome time zone)* Place: *Room VP3, DISAT (Dipartimento di scienza e alta tecnologia), via Valleggio, 11, 22100, Como. * *It will also be possible to attend the talks online at the link: * https://teams.microsoft.com/l/meetup-join/19%3ameeting_MjYwY2FiODgtOTBjYy00… Best regards, Davide Bignamini

1 0

postdoc position
by Marco Scarsini 03 Oct '23

03 Oct '23

Call for an 18-month postdoc on the topic Learning and efficiency in strategic queuing models Deadline: November 6, 2023 - 2 p.m. - Central European Time (CET) - Call for Application <http://economiaefinanza.luiss.it/sites/ef/files/content/Bando%20Assegno%20P…> - Submit <http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4180> <http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4118>your application We are looking for candidates with an expertise in at least one of the following fields: probability, game theory, learning, optimization, theoretical computer science. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY

1 0

Trento Probability Seminar - Zdzislaw Brzezniak - Domani 04/10/23
by Michele Coghi 03 Oct '23

03 Oct '23

Domani si terrà all'università di Trento e in via telematica un seminario di Zdzislaw Brzezniak. Tutte le informazioni a seguire. Saluti, Michele Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation *Luogo:* l'evento si terrà in presenza in Aula Seminari "1" a Povo0 e per via telematica attraverso collegamento alla piattaforma Zoom; per partecipare sarà necessario collegarsi al link seguente e inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/82578903026 Topic: Trento Probability Seminars Meeting ID: 825 7890 3026 Passcode: 978062 *Data:* Mercoledì 4 ottobre *Ore:* 17:00 *Relatore:* - *Zdzislaw Brzezniak* (University of York) *Abstract: * I will discuss the well-posedness of a class of stochastic second-order in time-damped evolution equations in Hilbert spaces, subject to the constraint that the solution lies on the unit sphere. A specific example is provided by the stochastic damped wave equation in a bounded domain of a $d$-dimensional Euclidean space, endowed with the Dirichlet boundary conditions, with the added constraint that the $L^2$-norm of the solution is equal to one. We introduce a small mass $\mu>0$ in front of the second-order derivative in time and examine the validity of the Smoluchowski-Kramers diffusion approximation. We demonstrate that, in the small mass limit, the solution converges to the solution of a stochastic parabolic equation subject to the same constraint. We further show that an extra noise-induced drift emerges, which in fact does not account for the Stratonovich-to-It\^{o} correction term. This talk is based on joint research with S. Cerrai (Maryland). *Referenti*: Stefano Bonaccorsi, Michele Coghi, Luigi Amedeo Bianchi Per conoscere i prossimi eventi è possibile consultare la pagina *https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars-20232024 <https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars…>* Gli eventi passati si trovano alla pagina *https://webmagazine.unitn.it/ciclo/dmath/114273/trento-probability-seminars-20222023 <https://webmagazine.unitn.it/ciclo/dmath/114273/trento-probability-seminars…>*

1 0

Bando Premio Cuozzo per tesi di dottorato
by Lucia Caramellino 02 Oct '23

02 Oct '23

Ricevo ed inoltro il bando del Premio Michele Cuozzo per tesi di dottorato. Per informazioni: https://www.mat.uniroma2.it/dottorato/cuozzo.php Buon pomeriggio, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell > Inizio messaggio inoltrato: > > Da: Luisa Montoro <montoro(a)mat.uniroma2.it> > Oggetto: I: Bando Cuozzo > Data: 2 ottobre 2023 alle ore 13:04:57 CEST > A: dottorandi(a)mat.uniroma2.it, docenti(a)mat.uniroma2.it > > Buongiorno, > > in allegato Bando premio "Michele Cuozzo". > > Con preghiera di diffusione. > > Grazie > > -- > > dott.ssa Luisa Montoro > Dipartimento di Matematica > Università degli Studi di Roma > "Tor Vergata" > Via della Ricerca Scientifica, 1 - 00133 Roma > tel +39-06 7259 4632 > montoro(a)mat.uniroma2.it

1 0

University of Palermo - Two year Post-Doctoral Research Position
by ANDREA CONSIGLIO 02 Oct '23

02 Oct '23

University of Palermo Post-Doctoral Research Position: The Impact of Climate Change on Sovereign Debt Sustainability and its Spillover Effects Duration: Two years Salary: €31,000 per annum Important Dates: Application Deadline: 15th October 2023 Start Date: As soon as possible following the selection process. Position Description: The University of Palermo is pleased to announce a two-year Post-Doctoral research position in the area of Climate Change and Sovereign Debt Sustainability. The research will primarily focus on exploring the implications of climate change on sovereign debt sustainability and the subsequent spillover effects on the real and financial economy. Key Responsibilities: 1. Conducting comprehensive research on the designated topic. 2. Developing and utilizing mathematical and computational models to evaluate the implications. 3. Collaborating with team members to contribute to the GRINS (NRRP extended partnership) project. 4. Preparing and publishing research findings in high-impact journals. 5. Presenting research findings at conferences, workshops, and other academic meetings. Requirements: * Conduct quantitative analysis on the effect of climate change on sovereign debt and its implications for the economy. * Develop and implement econometric and computational models to assess the relationships between climate change, debt sustainability, fiscal space and economic outcomes. * Collaborate with other researchers to produce high-quality research papers for publication in peer-reviewed journals. * Participate in seminars, workshops, and conferences to present research findings and collaborate with global experts in the field. Qualifications: * PhD in Economics, Finance, Applied Math, or a closely related field. Alternatively, 1-2 published or submitted papers in academic journals. * Strong quantitative skills, with a solid background in mathematics. * Proficient programming skills. Familiarity with languages such as R, Python, MATLAB, or similar is essential. * Prior knowledge in debt sustainability analysis and/or climate economics will be an added advantage. * Written and verbal communication skills in English. Funding & Project Details: This position is funded by the NRRP extended partnership project GRINS. More details about the project can be found at [GRINS Official Website](https://bit.ly/GRINS). Application Process: 1. Read and understand the details and instructions of the call (https://bit.ly/AR-Call). 2. Fill out the application form available (https://bit.ly/ApplicationFormAR). 3. Submit the completed application form through certified email. For foreign EU candidates who require assistance with the application process, please get in touch with Prof. Andrea Consiglio at andrea.consiglio(a)unipa.it. For any queries related to the position, please contact Andrea Consiglio, andrea.consiglio(a)unipa.it The University of Palermo values diversity and is committed to equality of opportunity. We encourage applications from candidates of all backgrounds and experiences. Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it<mailto:email%3Aandrea.consiglio@unipa.it> pec:andrea.consiglio@pec.it<mailto:pec%3Aandrea.consiglio@pec.it> www:http://bit.ly/AndreaConsiglio

1 0

Four tenure-track positions (various ranks) in the Department of Statistics at The Ohio State University
by Peruggia, Mario 29 Sep '23

29 Sep '23

Please see below for details about four open positions in the Department of Statistics at The Ohio State University. My best, Mario Position Overview The Department of Statistics at The Ohio State University seeks to fill four tenure-track faculty positions at the following ranks: assistant (two positions), assistant or associate (one position), and open rank (one position). Successful candidates will be expected to contribute to the research, teaching and service missions of the department. Candidates with expertise in all research areas of statistics are encouraged to apply. Preferred areas of interest include (i) high-dimensional data; (ii) the foundations of data science; and (iii) complex dependence structures. We interpret each of these areas broadly. High-dimensional data analysis, for example, is motivated by modern, massive data sets that present computational, modeling, and/or statistical challenges. It is also motivated by data whose dimension is of the same order or exceeds the sample size. The foundations of data science include, for example, algorithmic modeling, large-scale computation, and theory for understanding algorithmic models and their evaluation, as well as related applications. Complex data structures include, as examples, data that are measured in space and time, live in non-standard spaces (functional data, shape data, network data), include individual heterogeneity (random effects), or have unmeasured covariates and unknown relationships (latent variable models). The appointment will be at a level commensurate with the applicant's experience. Applicants must specify the desired appointment rank in their cover letter. Education and Experience Requirements Required: A Ph.D. in Statistics or related field by the start of employment. Candidates should demonstrate a commitment to building a culturally diverse intellectual community, in line with OSU's Shared Values<https://oaa.osu.edu/shared-values-initiative>. Desired: We expect a commitment to methodological research and scientific collaboration and to the development and delivery of courses at both the undergraduate and graduate levels. Applicants at the Associate or Full rank are expected to have established an excellent record of research, mentorship, and service to the profession. How to Apply Please follow this link<https://osu.wd1.myworkdayjobs.com/OSUCareers/job/Columbus-Campus/Open-Searc…> for a full description of the position and application instructions. All qualified applicants will receive consideration for employment without regard to age, ancestry, color, disability, ethnicity, gender, gender identity or expression, genetic information, HIV/AIDS status, military status, national origin, pregnancy, race, religion, sex, sexual orientation, or veteran status. [he Ohio State University] Mario Peruggia, PhD Professor Department of Statistics 205A CH, 1958 Neil Avenue, Columbus, OH 43210-1247 614-292-0963 Office / 614-292-2096 Fax peruggia(a)stat.osu.edu<mailto:peruggia@stat.osu.edu> - https://stat.osu.edu/people/peruggia.1

1 0

Bandi assegni di ricerca presso POLIMI
by Laura Maria Sangalli 29 Sep '23

29 Sep '23

Vi prego di fare circolare il seguente avviso di bandi di assegni di ricerca SECS/S01 tra i potenziali interessati Bando di selezione per il conferimento di assegni di ricerca per lo svolgimento del programma di ricerca denominato: “STATISTICAL LEARNING PER IL PROGETTO GRINS – GROWING RESILIENT, INCLUSIVE AND SUSTAINABLE.WP2 PROGETTO GRINS – PNRR PE9 SPOKE7_2023_ASSEGNI_DMAT_14” Responsabili: Prof. Piercesare Secchi, Prof.ssa Francesca Ieva https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-per-a… Scadenza: 18-10-23 Colloquio: 25-10-23 *** Bando di selezione per il conferimento di assegni di ricerca per lo svolgimento del programma di ricerca denominato: “MODELLI E ANALISI PER DATI CLINICI PROVENIENTI DA PROGETTI DELLE RETI CARDIOLOGICA E NEUROLOGICA.ATTIVITÀ WG6 PROGETTO HEALTH BIG DATA-PROTOCOLLO DI INTESA CON ALLEANZA CONTRO IL CANCRO_2023_ASSEGNI_DMAT_12” Responsabile: Prof.ssa Francesca Ieva https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-per-a… Scadenza: 18-10-23 Colloquio: 26-10-23 —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

1 0

seminario SMS - Isaac Meilijson (Tel Aviv University)
by Elena Issoglio 29 Sep '23

29 Sep '23

Cari colleghi, vi segnalo il prossimo seminario della serie Stochastics and Mathematical Statistics (SMS) https://sites.google.com/view/torinostochastics/home-page *Data:* *Giov 5 Ottobre *alle ore* 14.30-16.30 **(attenzione, seminario doppio con pausa in mezzo!)* *Luogo*: *Aula Magna*, Palazzo Campana, Via Carlo Alberto 10, Torino *Speaker:* *Isaac Meilijson* (Tel Aviv University) *Titolo*: The distribution of the completion time of a PERT network, with an application to last passage percolation. *Abstract**: *Completion times of complex projects are maxima of partial sums of random task times. If these task times have known marginal distributions but arbitrary dependence, bounds are needed for the distribution of the completion time. A method developed by Nádas + M. (1989) will be described, and applied to current work by Busani + M. on last passage percolation models in Physics. Si invitano tutti gli interessati a partecipare. Cordialmente Elena (a nome degli organizzatori Bruno Toaldo, Elena Issoglio) *----------------------------------------------* *Dr Elena Issoglio* *Assistant Professor in Probability **(RTD-B)* *Department of Mathematics "G. Peano", **University of Torino* *Via Carlo Alberto 10, **10123, Torino, **Italy* *webpage: **https://sites.google.com/view/elenaissoglio/home <https://sites.google.com/view/elenaissoglio/home>* *webex personal room: **https://unito.webex.com/meet/elena.issoglio <https://unito.webex.com/meet/elena.issoglio>* *----------------------------------------------*

1 0

LTI@UniTO Seminar: Diego Garcia | October 2, 2023 @ 12:00 - 13:00
by Luca Regis 29 Sep '23

29 Sep '23

Dear Colleagues, it is my pleasure to invite you to the following seminar in Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto (CCA), which will take place at CCA in Torino and can be followed via Zoom. At the event page link you can find the zoom link to attend online and a button to add the event to your calendars. ------------------------------------------------------------------------------------------- October 2nd @ 12.00 Speaker: Diego Garcia (University of Colorado Boulder) Title: New Consumption in the Wild Abstract: We study how market returns shape news consumption, employing 700 million pageviews over 27 months from Australia’s largest financial newspaper, the Australian Financial Review. Aggregate news consumption intensifies on days when the Australian market index decreases, led by a dramatic spike in consumption of markets news. By contrast, firm-specific news consumption declines when the aggregate market moves more (up or down). These findings imply aggregate and firm-specific news are substitutes for one another, consistent with theories of limited attention. These news consumption effects are strongest for fresh news, but they are also present for stale news articles on days when there are no articles about the firm. Joint with Tony Cookson and Elvis Jarnecic Event webpage link: https://www.carloalberto.org/event/diego-garcia-university-of-colorado-boul… Zoom link: https://us02web.zoom.us/j/89773170403?pwd=UDZDMS9BSzU5ckxqWG1yOGVzSkZzZz09#… <https://us02web.zoom.us/j/86924691100?pwd=TGcxeGpoM0dTR1FxaU9hQVM1SmlnUT09> Best regards, Luca Regis

1 0

Bernoulli Instructorship in Statistics at EPFL
by Alessia Caponera 28 Sep '23

28 Sep '23

Dear colleagues, The Institute of Mathematics at the Ecole Polytechnique Fédérale de Lausanne (EPFL) invites applications for a *full-time* *Bernoulli Instructorship in Statistics*. Bernoulli Instructorships are prestigious postdoctoral research positions hosted within the Institute of Mathematics. They offer complete research autonomy and provide travel support, for a period up to four years, allowing promising early career researchers (up to 3 years post-PhD) to launch their independent research career. Bernoulli Instructors are expected to teach courses in their broader domain at all levels. Ability to teach in French is a plus, but not a prerequisite. EPFL salaries for instructors are highly competitive. In addition, instructors receive a substantial yearly budget for travel expenses and other expenditures. The EPFL actively aims to increase the presence of women amongst its employees, and female candidates are strongly encouraged to apply. Application files should be submitted in PDF format and uploaded via the link below by *October 31, 2023*: Applications should include a cover letter, curriculum vitae, publication list, research plan, teaching record, and the names, emails and addresses of at least three references (to be added at the end of the cover letter). For more information, please visit: *https://recruiting.epfl.ch/Vacancies/3103/Description/2 <https://recruiting.epfl.ch/Vacancies/3103/Description/2>* Best wishes, Alessia Caponera

1 0

Tenure-track position in Data Analysis and Quantitative Methods
by Marzia Angela Cremona 28 Sep '23

28 Sep '23

Dear Colleagues, The Department of Operations and Decision Systems of Université Laval has a new opening for a tenure-track position in Data Analysis and Quantitative Methods. The deadline for applying is September 30, 2023. You find all details at https://www.rh.ulaval.ca/emploi/HCM/7455/votreexpertise Please forward this opportunity to anyone who might be interested! Regards, Marzia Cremona Marzia A Cremona Department of Operations and Decision Systems Université Laval T 418 656-2131, poste 412525 https://marziacremona.com<https://marziacremona.com/> Pavillon Palasis-Prince, local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6

1 1

Fwd: Lecturer/Assistant Professor in Mathematics (Probability), University College Dublin
by Francesco Caravenna 27 Sep '23

27 Sep '23

Ricevo e inoltro. > Da: Neil O'Connell <neil.oconnell(a)ucd.ie> > Oggetto: Lecturer/Assistant Professor in Mathematics (Probability), University College Dublin > Data: 27 settembre 2023, 16:21:12 GMT+1 > > Dear Friends and Colleagues, > > We are currently advertising a permanent position in Probability at University College Dublin. > > The closing date for applications is November 13, 2023. Further details can be found at > > https://www.jobs.ac.uk/job/DDA471/lecturer-assistant-professor-in-mathemati… <https://www.jobs.ac.uk/job/DDA471/lecturer-assistant-professor-in-mathemati…> > > Please forward to any suitable candidates who may be interested in applying. > > Best wishes, > Neil

1 0

Fwd: Lezione LEONARDESCA - DUMINIL-COPIN - 9 ottobre
by Maurizia Rossi 27 Sep '23

27 Sep '23

Cari tutti, Ricevo e inoltro con piacere. Cordiali saluti, MR ---------- Messaggio inoltrato --------- Da: Kevin Ray Payne <kevin.payne(a)unimi.it> Data: mer 27 set 2023 alle 16:24 Oggetto: Lezione LEONARDESCA - DUMINIL-COPIN - 9 ottobre A: *Lezioni LEONARDESCHE * Lunedì 9 ottobre 2023, ore 16.30, in Sala Adunanze dell’Istituto Lombardo, Academia di Scienze e Lettere, Palazzo Brera, in Via Brera 28 <https://www.google.com/maps/search/Via+Brera+28?entry=gmail&source=g> il Professore *HUGO DUMINIL-COPIN* *IHES and Université de Genève * parlerà su *Critical Phenomena through the Lens of the Ising Model * ABSTRACT: The Ising model is one of the most classical lattice models of statistical physics undergoing a phase transition. Initially imagined as a model for ferromagnetism, it revealed itself as a very rich mathematical object and a powerful theoretical tool to understand cooperative phenomena. Over one hundred years of its history, a profound understanding of its critical phase has been obtained. While integrability and mean-field behavior led to extraordinary breakthroughs in the two-dimensional and high-dimensional cases respectively, the model in three and four dimensions remained mysterious for years. In this talk, we will present recent progress in these dimensions based on a probabilistic interpretation of the Ising model relating it to percolation models. ABOUT THE SPEAKER: Hugo Duminil-Copin is a dynamic, energetic, and collaborative mathematician whose numerous contributions to statistical physics have justifiably earned him worldwide recognition and numerous awards. His work has centered on using ideas from probability theory to study the critical behavior of various models on networks. His work has revolutionized our understanding of percolation theory by identifying the critical point at which phase transitions occur and by characterizing the behavior of the system above, below and at the critical point. For his many and profound contributions to the understanding of probabilistic models at or near the critical point, Duminil-Copin was awarded the Fields Medal in 2022. Duminil-Copin received his Ph.D at the Université de Genève in 2012 under the direction of fellow Field’s Medalist Stanislav Smirnov with a thesis that exploited percolation theory and combinatorics to investigate the number of self-avoiding walks in hexagonal lattices that was published in the Annals of Mathematics. A series of prestigious prizes followed, including the Rollo Davidson Prize (2012), the Oberwolfach Prize (2013), the European Mathematical Prize (2016) and many others before receiving the Fields Medal. Duminil-Copin is Full Professor at the Université de Genève since 2014 (just two years after the Ph.D) and Permanent Professor at the IHES since 2016. In collaborazione con il: SEMINARIO MATEMATICO E FISICO DI MILANO Per ulteriori informazioni: http://www.matematica.unimi.it/ecm/home/ricerca/lezioni-leonardesche Organizzazione: C.D. Pagani e B. Ruf - Istituto Lombardo, Accademia di Scienze e Lettere K.R. Payne - Dipartimento di Matematica "F. Enriques", Università degli Studi di Milano F. Cipriani - Dipartimento di Matematica "F. Brioschi", Politecnico di Milano T. Weigel - Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca G. Savarè - Department of Decision Sciences, Università Bocconi Milano --

1 0

postdoctoral position at Politecnico di Torino
by Daniele Cappelletti 27 Sep '23

27 Sep '23

Dear all, This is to inform you that there is an opening for a two-year postdoctoral position at Politecnico di Torino (advertised as a 1-year renewable position), in connection with the project "ConStRAINeD" (link <https://constrained.polito.it/>). If you are interested, please apply via the following link: https://careers.polito.it/default.aspx?id=135/2023-AR Please note that the deadline for the application is October 5 at 3PM *Rome time*. Best regards, Daniele

1 0

Talks
by DAVIDE AUGUSTO BIGNAMINI 26 Sep '23

26 Sep '23

Dear colleagues, We are happy to announce three talks on weak and strong uniqueness for SPDEs. Speaker: *Federica Masiero* (Università degli studi di Milano-Bicocca) Title: Partial smoothing of the stochastic wave equation and regularization by noise phenomena Speaker: *Carlo Orrieri* (Università degli studi di Pavia) Title: Weak uniqueness by noise for (some) singular SPDEs Speaker: *Davide Addona* (Università degli studi di Parma) Title: Pathwise Uniqueness in infinite dimension by approximation Date and time: *Friday, October 6, 14:30-17:00 (Rome time zone)* Place: *Room VP3, DISAT (Dipartimento di scienza e alta tecnologia), via Valleggio, 11, 22100, Como. * The detailed program can be found in the attached poster. Best regards, Davide Bignamini

1 0

Reminder :: DEMS Bicocca Statistics seminar - Victor M. Panaretos - September 27th at 12 pm
by Alessia Caponera 25 Sep '23

25 Sep '23

Dear colleagues, We remind you about the seminar of Victor M. Panaretos (EPFL), on *Wednesday the* *27th of September at 12:00 pm*, at the University of Milano-Bicocca, Department of Management, Economics, and Statistics (DEMS). The seminar will be held in presence at the DEMS seminar room 2104 (building U7 Civitas, 2nd floor). ******************************************************* *Time: *Wednesday September 27th, at 12:00 pm *Place: *University of Milano-Bicocca | DEMS | Room 2104 (building U7 Civitas, 2nd floor) *Title: *Graphical Models for Stochastic Processes *Speaker:* Victor M. Panaretos (Institute of Mathematics, EPFL) *Abstract:* Graphical models allow us to distinguish direct and indirect associations in data. They can be used as models or they can be the targets of inference, and have been extensively studied in many contexts, the most recent emphasis being in high-dimensional statistics. For the most part, one considers a collection of random vectors indexed by a finite or discrete set. The purpose of this talk is to explore what happens when we are interested in the associations within and between stochastic processes. In the first case, we are dealing with graphical models with uncountable rather than discrete index set. In the latter case, we are dealing with graphical models for finite collections of function-valued random variables. Such settings introduce conceptual challenges owing to the lack of infinite-dimensional analogues of familiar algebraic tools, such as matrix inverses and determinants. It will turn out that the two problems share commonalities but also notable differences. Based on joint work with Kartik Waghmare (EPFL) and Tomas Masak (EPFL). ******************************************************* Best wishes, Alessia Caponera

1 0

Seminar by G. Giacomin (LPSM Paris) in Padova
by Giorgia Callegaro 22 Sep '23

22 Sep '23

Dear all, you are kindly invited to attend the seminar given in Padova by Prof. G. Giacomin. Here are the details: * Date: 30 October 2023 * Room: 2AB40, Torre Archimede * Title: Products of random matrices and the statistical mechanics of disordered Ising chains * Abstract: A general issue in statistical mechanics is understanding the role of disorder: disordered models are models that are made more realistic by allowing the presence of impurities. We consider this question in the basic context of Ising spin chains with nearest neighbor interaction J and random external field (the disorder). The matrix transfer method allows to rewrite the model in terms of a product of random matrices: in particular, the free energy density coincides with the top Lyapunov exponent. I will explain why the limit of J tending to infinity is of particular interest. As a matter of fact, for this limit one finds in the physical literature a remarkable prediction based on a renormalization group approach (work of Daniel Fisher in the 90s). We (collaboration with Orphée Collin and Yueyun Hu) have recently proven this prediction in the case in which the external field is centered. I will explain the result and some ideas from the proof by highlighting the interplay that arises in this problem between the theory of random matrix products and stochastic analysis. The seminar will *only* be in presence. See you there, thanks, The Padova Probability Group -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

1 0

EFI9 - Save the date - Call for papers (fwd)
by Tiziano Vargiolu 22 Sep '23

22 Sep '23

(apologies for cross-postings) Dear all, we invite you to submit contributions to the 9th edition of the Energy Finance Italia conference (EFI8) that will be held on February 12-14, 2024 at the University of Bari. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. Keynote speaker: Ruediger Kiesel (University of Duisburg/Essen). IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 27, 2023, - Deadline for abstracts/papers submissions: Dec. 4, 2023, - Notification of abstract/paper acceptance: Dec. 18, 2023. - Early bird registration: Dec. 22, 2023 VENUE: Department of Business and Law Studies Largo Abbazia Santa Scolastica 53, Bari More information will be available as soon as possible. Looking forward to meet you in Bari! Best Regards for the Organizing committee: Viviana Fanelli and Tiziano Vargiolu

1 0

Seminars at Ca' Foscari University: Melvyn Weeks, University of Cambridge
by Roberto CASARIN 22 Sep '23

22 Sep '23

Dear all, I am pleased to invite you to the seminar organised by the Department of Economics at Ca' Foscari University of Venice, which can be followed via Zoom. Time: Wednesday 27th of September, at 10.30 Location: Campus San Giobbe, Meeting Room 1 Zoom: https://www.unive.it/data/agenda/3/77644 Speaker: Melvyn Weeks (University of Cambridge) Title: Making Sense of Natural Language: Measuring Cultural Fit and Its Impact on Managerial Tenure Abstract: We create measures for managers' cultural fit using one of the latest machine learning technologies – the sentence embedding model - by analysing 11.5 million speeches in earnings calls. A better cultural fit is significantly and positively correlated with managerial tenure. We demonstrate that the effect of cultural fit on managerial tenure is causal using causal survival forests. Firms that hire culturally disruptive managers have lower future market values and performance. The stock market reacts positively to signals that indicate low cultural dispersion within the firm. -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024 -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

1 0

OWABC seminar - Carlo Albert - September 28, 9am UK time
by Massimiliano Tamborrino 22 Sep '23

22 Sep '23

Dear all, the 5th Season of the One World ABC www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is about to start. We are working on the lineup, after having secured some exciting talks (more info to come). If you are interested in giving a talk or would like to suggest a speaker, please get in touch with Massimiliano Tamborrino (massimiliano.tamborrino(a)warwick.ac.uk) or any of the other organisers. Our first speaker is Carlo Albert<https://www.eawag.ch/en/about-us/portrait/organisation/staff/profile/carlo-…>, who is talking about "Learning summary statistics for Bayesian inference with Autoencoders" on Thursday the 28th September at 9am UK time, with an abstract reported below. The talk will be streamed on Zoom https://chalmers.zoom.us/j/69069218828 Password: 594071 We are looking forward to seeing you next Thursday, best, Massimiliano on the behalf of the OneWorldABC Organisers Date: Thursday, September 28, 9am UK time Speaker: Carlo Albert<https://www.eawag.ch/en/about-us/portrait/organisation/staff/profile/carlo-…>, Swiss Federal Institute of Aquatic Science and Technology Title: Learning summary statistics for Bayesian inference with Autoencoders Abstract: In order for ABC to give accurate results and be efficient, we need summary statistics that retain most of the parameter-related information and cancel out most of the noise, respectively. For many scientific applications, we need strictly more summary statistics than model parameters to reach a satisfactory approximation of the posterior. Therefore, we propose to use a latent representation of deep neural networks based on Autoencoders as summary statistics. To create an incentive for the encoder to encode all the parameter-related information but not the noise, we give the decoder access to explicit or implicit information on the noise that has been used to generate the training data. We validate the approach empirically on two types of stochastic models, one being a member of the exponential family, the other one not. ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Seminars at Ca' Foscari University: Dimitris Korobilis, University of Glasgow
by Roberto CASARIN 22 Sep '23

22 Sep '23

Dear Colleagues, It is my pleasure to invite you to the seminar organised by the Department of Economics at Ca' Foscari University of Venice, which can be followed via Zoom. Time: Monday 25, at 12.15 Location: Campus San Giobbe, Meeting Room 1 Zoom: https://www.unive.it/data/33113/3/76558 Speaker: Dimitris Korobilis (University of Glasgow)Title: Monitoring Multicountry Macroeconomic Risk Abstract: We propose a multicountry quantile factor augmented vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions of macroeconomic time series. The presence of quantile factors allows for summarizing these two heterogeneities in a parsimonious way. We develop two algorithms for posterior inference that feature varying level of trade-off between estimation precision and computational speed. Using monthly data for the euro area, we establish the good empirical properties of the QFAVAR as a tool for assessing the effects of global shocks on country-level macroeconomic risks. In particular, QFAVAR short-run tail forecasts are more accurate compared to a FAVAR with symmetric Gaussian errors, as well as univariate quantile autoregressions that ignore comovements among quantiles of macroeconomic variables. We also illustrate how quantile impulse response functions and quantile connectedness measures, resulting from the new model, can be used to implement joint risk scenario analysis. Keywords: quantile VAR; MCMC; variational Bayes; dynamic factor model -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024 -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

1 0

Milan Time Series Seminars (MiTSS)
by Luca Rossini 22 Sep '23

22 Sep '23

Dears, University of Milan (La Statale), University of Milan-Bicocca, FondazioneEniEnrico Mattei(FEEM), Polytechnic of Milan and BocconiUniversity invite you to the Milan Time Series Seminars (MiTSS). The goal of MiTSSis to bring together researchers with common interests in time series econometrics. The seminar provides a forum for researchers to present their work to a broad academic and professional audience. All the information on the location and on the speakers is available at https://sites.google.com/unimib.it/mitss <https://sites.google.com/unimib.it/mitss/home-page>/home-page <https://sites.google.com/unimib.it/mitss/home-page> and in the attached poster. Best wishes LucaRossini (on behalf of the Scientific Committee) -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web:https://lucarossini.wixsite.com/luca-rossini

1 0

Fw: PhD position at TU Wien
by Avalos Pacheco, Alejandra 21 Sep '23

21 Sep '23

Ricevo e inoltro. Alejandra Avalos P. ________________________________ From: Ulrike Schneider <ulrike.schneider(a)tuwien.ac.at> Sent: 21 September 2023 14:32 Subject: PhD position at TU Wien Dear colleagues, the Econometrics group at TU Wien is announcing a job opening for a PhD position (for up to 4 years) in Mathematical Statistics/Econometrics. I would be grateful if you could forward the announcement to potentially interested candidates - thank you! Best wishes from Vienna, Ulrike

1 0

4th Italian Meeting on Probability and Mathematical Statistics: call for Contributed Sessions
by Michele Salvi 20 Sep '23

20 Sep '23

Dear all, The 4th Italian Meeting on Probability and Mathematical Statistics will be held in Rome from the 10th to the 14th of June 2024. The official website of the event is: https://probabilityrome2024.it/ The conference will take place in San Pietro in Vincoli <https://probabilityrome2024.it/venue/>, just a 4-minute walk away from the Colosseum and the Imperial Fora. The plenary speakers include Beatrice Acciaio (ETH Zürich), Francesco Caravenna (Milano Bicocca), Massimiliano Gubinelli* (Oxford) (*tbc), Cristina Toninelli (PSL Paris) and Lorenzo Rosasco (UniGe and MIT). Furthermore, on the afternoon of June the 12th, Professor Hugo Duminil-Copin (University of Geneva and Institut des Hautes Études Scientifiques), member of the Academia Europaea and winner of the Fields Medal in 2022, will give a colloquium <https://probabilityrome2024.it/protomoteca-seminar/> in the Protomoteca hall on the Capitoline Hill. The event will be followed by the conference dinner on the Terrazza Caffarelli, offering a unique view of Rome by night. We invite everyone interested in contributing to the event to submit proposals for a Contributed Session, please refer to the details provided here <https://probabilityrome2024.it/submission/>. Additionally, we welcome proposals for single Contributed Talks and Posters. Important deadlines - Submission of Contributed Sessions: 15 December 2023 - Registration: 31 March 2024 for early-bird fee We look forward to welcoming you to Rome, The organizers

1 0

Secondo annuncio: Convegno La Statistica al CNR al servizio del Paese
by Antonella Bodini 20 Sep '23

20 Sep '23

In occasione del Centenario del Consiglio Nazionale delle Ricerche, la sede milanese dell'Istituto di Matematica Applicata e Tecnologie Informatiche "E. Magenes" del CNR organizza la seconda edizione de "La Statistica al CNR al servizio del Paese", una giornata dedicata agli studi condotti da ricercatori CNR a favore dello sviluppo tecnologico, economico, sociale e culturale del Paese, in cui la Statistica ha un ruolo di rilievo. L'evento si svolgerà interamente online il 18 ottobre secondo il programma disponibile al sito [ http://stat100.mi.imati.cnr.it/ | http://stat100.mi.imati.cnr.it ] / I temi trattati spaziano dal clima alle relazioni tra inquinamento e salute, all’uso della statistica e dell’intelligenza artificiale per la salute e la sanità pubblica, ma si parlerà anche di protezione dei dati dagli attacchi informatici, di salute mentale, di terremoti, di protezione del nostro ricco patrimonio monumentale e di come la pandemia abbia cambiato il nostro modo di lavorare. La partecipazione è gratuita, ma la registrazione è obbligatoria per ricevere le indicazioni sulle modalità di partecipazione online. Con preghiera di massima diffusione tramite i vostri contatti, cordiali saluti. Antonella ----- Antonella Bodini CNR-IMATI via E. Bassini 15, 20133 Milano [ https://imati.cnr.it/mypage/people/BodiniAntonella.htm | https://imati.cnr.it/mypage/people/BodiniAntonella.htm ]

1 0

Fwd: assegni di ricerca progetto di eccellenza Roma Tor Vergata
by Lucia Caramellino 19 Sep '23

19 Sep '23

Ricevo e inoltro. Buona serata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: assegni di ricerca progetto di eccellenza > Data: 16 settembre 2023, 10:31:49 CEST > A: dipartimento(a)mat.uniroma2.it > > Carissime e carissimi, > > è stato pubblicato il bando per 4 assegni di ricerca biennali di III fascia (circa 25.000 euro annui al netto degli oneri) su ogni area della Matematica legata la progetto di eccellenza del Dipartimento di Matematica di Roma “Tor Vergata": > > https://pica.cineca.it/uniroma2/f3-2023-0008/ > > la scadenza per la presentazione delle domande è il 14 ottobre 2023. > > A presto > > Filippo > -- > ************************ > Prof. Filippo Bracci > Direttore/Head > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it > Web-page: www.mat.uniroma2.it/~fbracci >

1 0

Fwd: Postdoc in Bath
by Elisabetta Candellero 19 Sep '23

19 Sep '23

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matthew Roberts <mir20(a)bath.ac.uk> Date: Tue, Sep 19, 2023 at 10:00 AM Subject: Postdoc in Bath To: Marcel Ortgiese <ma2mo(a)bath.ac.uk> Dear all, We are currently advertising for a 3-year postdoc position in Bath to work with Marcel and me. The position starts on 1 March 2024 or as soon as possible thereafter. The postdoc is part of the EPSRC project "Interplay between geometry and randomness in fitness landscapes for expanding populations", but candidates will also be encouraged to work on other projects alongside this. If you know anyone who might be interested in a project at the intersection of branching processes, random media and stochastic processes in evolutionary biology, please forward our email. For more information about the university and how to apply, please see: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED10977 The application deadline is Wednesday 01 November 2023. Best wishes, Matt

1 0

Seminario Woess 27 settembre ore 14:30 Milano-Bicocca
by Daniela Bertacchi 17 Sep '23

17 Sep '23

Università di Milano-Bicocca *AVVISO DI SEMINARIO* Il prof. Wolfgang Woess (TU Graz, Austria), mercoledì 27 settembre, alle ore 14:30, nella stanza 3014 del Dipartimento di Matematica e Applicazioni (terzo piano U5), terrà un seminario dal titolo *Boundary behaviour of branching Markov chains* *Abstract: * We study multitype branching Markov chains on denumerable state(= type) spaces in discrete time. It is supposed that the offspring distributions satisfy a uniform "L log L" moment condition with state-independent expected offspring number, and that the associated "base" Markov chain on the state space is transient and irreducible. Given the population at time n at the different states, we normalize it by dividing by its total number. The resulting empirical distribution is a random probability measure on the state space. Assuming that the latter is equipped with a "geometric" compactification with a boundary at infinity, a main focus is on the question whether the sequence of empirical distributions converges a.s. weakly to a random probability distribution on the boundary. This is joint work with Vadim A. Kaimanovich (Ottawa), to appear in Ann. Inst Poincare' Prob. Stat. There is related, parallel work by Candellero and Hutchcroft. Tutti gli interessati sono invitati a partecipare.

1 0

Workshop on Network Mathematics
by GIOVANNI LUCA TORRISI 17 Sep '23

17 Sep '23

Gentili colleghi, segnalo a tutti gli interessati il seguente workshop https://project.inria.fr/ercnemo/workshops-and-seminary/8-days-on-network-m… Cordialmente, Giovanni Luca Torrisi.

1 0

Seminar in Bologna: Jaap Spreeuw
by Sabrina Mulinacci 16 Sep '23

16 Sep '23

Dear all, we are glad to announce the following hybrid seminar: Speaker: Jaap Spreeuw (Bayes Business School) Title: Projecting mortality rates using a Markov chain Wednesday, September 20, 2023 at 4 pm In person: Aula III - Department of Statistical Sciences, Via Belle Arti, 41, Bologna On line: Teams Link Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_YzAwZmYzZWItN2I3Yi00…> ID riunione: 317 010 892 973 Passcode: Rmqpe5 Scarica Teams<https://www.microsoft.com/en-us/microsoft-teams/download-app> | Partecipa sul Web<https://www.microsoft.com/microsoft-teams/join-a-meeting> The abstract and more details can be found here https://stat.unibo.it/it/eventi/projecting-mortality-rates-using-a-markov-c… Sincerely, Sabrina Mulinacci [https://stat.unibo.it/@@site-logo/logo-unibo.png]<https://stat.unibo.it/it/eventi/projecting-mortality-rates-using-a-markov-c…> Projecting mortality rates using a Markov chain<https://stat.unibo.it/it/eventi/projecting-mortality-rates-using-a-markov-c…> Relatore: Jaap Spreeuw (Bayes Business School) stat.unibo.it

1 0

Politecnico di Milano- Seminario M. Sesia
by Laura Maria Sangalli 15 Sep '23

15 Sep '23

Si avvisa che in data 21-09-2023, alle ore 14:30 precise presso il Politecnico di Milano, in aula 16B.2.1, nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Sesia Matteo, University of Southern California Titolo: Adaptive conformal classification with noisy labels Abstract: This work develops novel conformal prediction methods for classification tasks that can automatically adapt to random label contamination in the calibration sample, enabling more informative prediction sets with stronger coverage guarantees compared to state-of-the-art approaches. This is made possible by a precise theoretical characterization of the effective coverage inflation (or deflation) suffered by standard conformal inferences in the presence of label contamination, which is then made actionable through new calibration algorithms. Our solution is flexible and can leverage different modeling assumptions about the label contamination process, while requiring no knowledge about the data distribution or the inner workings of the machine-learning classifier. The advantages of the proposed methods are demonstrated through extensive simulations and an application to object classification with the CIFAR-10H image data set. Reference: http://export.arxiv.org/abs/2309.05092 Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2315 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

1 0

seminario SMS - Trevisani (Universitade da Coruña and CITIC)
by Elena Issoglio 13 Sep '23

13 Sep '23

Cari colleghi, vi segnalo il prossimo seminario della serie Stochastics and Mathematical Statistics (SMS) https://sites.google.com/view/torinostochastics/home-page *Data:* *Mer 20 Settembre *alle ore* 14.00-15.00* *Luogo*: *Aula C*, Palazzo Campana, Via Carlo Alberto 10, Torino *Speaker:** Davide Trevisani* (Universitade da Coruña and CITIC) *Titolo*: A brief introduction to XVA and KVA *Abstract**: * Differently from some financial asset classes whose risks can belong to a wide market segment, many derivatives are closely tied to counterparty risk. Already at the end of ’90s, and definitively with the great crisis of 2007-2008, quantifying such risk gained great importance in financial industry. However, nowadays, institutions are not merely concerned with coping with default events but also with the expenses associated with such risks. These expenditures are primarily driven by regulatory requirements and contractual obligations. Quantifying these costs is the aim of Value Adjustments (XVAs). In this talk, we briefly present the mathematical framework of market with dividends. We then examine a pricing model with KVA (Capital Value Adjustment). Si invitano tutti gli interessati a partecipare. Cordialmente Elena (a nome degli organizzatori Bruno Toaldo, Elena Issoglio) *----------------------------------------------* *Dr Elena Issoglio* *Assistant Professor in Probability **(RTD-B)* *Department of Mathematics "G. Peano", **University of Torino* *Via Carlo Alberto 10, **10123, Torino, **Italy* *webpage: **https://sites.google.com/view/elenaissoglio/home <https://sites.google.com/view/elenaissoglio/home>* *webex personal room: **https://unito.webex.com/meet/elena.issoglio <https://unito.webex.com/meet/elena.issoglio>* *----------------------------------------------*

1 0

DEMS Bicocca Statistics seminar - Victor M. Panaretos - September 27th at 12 pm
by Alessia Caponera 13 Sep '23

13 Sep '23

Dear colleagues, We are pleased to announce the seminar of Victor M. Panaretos (EPFL), on *Wednesday the* *27th of September at 12:00 pm*, at the University of Milano-Bicocca, Department of Management, Economics, and Statistics (DEMS). The seminar will be held in presence at the DEMS seminar room 2104 (building U7 Civitas, 2nd floor). ******************************************************* *Time: *Wednesday September 27th, at 12:00 pm *Place: *University of Milano-Bicocca | DEMS | Room 2104 (building U7 Civitas, 2nd floor) *Title: *Graphical Models for Stochastic Processes *Speaker:* Victor M. Panaretos (Institute of Mathematics, EPFL) *Abstract:* Graphical models allow us to distinguish direct and indirect associations in data. They can be used as models or they can be the targets of inference, and have been extensively studied in many contexts, the most recent emphasis being in high-dimensional statistics. For the most part, one considers a collection of random vectors indexed by a finite or discrete set. The purpose of this talk is to explore what happens when we are interested in the associations within and between stochastic processes. In the first case, we are dealing with graphical models with uncountable rather than discrete index set. In the latter case, we are dealing with graphical models for finite collections of function-valued random variables. Such settings introduce conceptual challenges owing to the lack of infinite-dimensional analogues of familiar algebraic tools, such as matrix inverses and determinants. It will turn out that the two problems share commonalities but also notable differences. Based on joint work with Kartik Waghmare (EPFL) and Tomas Masak (EPFL). ******************************************************* Best wishes, Alessia Caponera

1 0

SPASS Seminars: Giuseppe Cannizzaro and Giacomo di Gesù
by Francesco Grotto 13 Sep '23

13 Sep '23

Dear Colleagues, We would like to invite you to the following (double) SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstracts below): *Weak coupling scaling of critical SPDEs* by *Giuseppe Cannizzaro *(University of Warwick) *Sharp asymptotics for the Allen-Cahn equation in the limit of small noise and large volume* by* Giacomo di Gesù* (La Sapienza) The seminars will take place on *TUE, 19.9.2023* respectively at *14:00 CET and 15:00 CET *in Aula Seminari, Dipartimento di Matematica, University of Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Weak coupling scaling of critical SPDEs* Abstract: The study of stochastic PDEs has known tremendous advances in recent years and, thanks to Hairer's theory of regularity structures and Gubinelli and Perkowski's paracontrolled approach, (local) existence and uniqueness of solutions of subcritical SPDEs is by now well-understood. The goal of this talk is to move beyond the aforementioned theories and present novel tools to derive the scaling limit (in the so-called weak coupling scaling) for some stationary SPDEs at the critical dimension. Our techniques are inspired by the resolvent method developed by Landim, Olla, Yau, Varadhan, and many others, in the context of particle systems in the supercritical dimension and might be well-suited to study a much wider class of statistical mechanics models at criticality. *Sharp asymptotics for the Allen-Cahn equation in the limit of small noise and large volume* Abstract: We consider the Allen-Cahn equation on a finite interval perturbed by space-time white noise. Keeping the size of the spatial domain fixed, the dynamics becomes metastable in the limit of vanishing noise. I will review some sharp metastability estimates in this regime and discuss how the invariant measure and long-time behavior is affected if one allows the system size to grow while the noise vanishes (joint work with L. Bertini and P. Buttà).

1 0

Call of interest - 2 postdoc positions funded by PRIN/MUR
by Maurizia Rossi 12 Sep '23

12 Sep '23

Dear all, this is a "call of interest" for two postdoctoral positions (assegni di ricerca), related to the PRIN/MUR project 2022 GRAFIA "Geometry of random fields", that will soon be available at the University of Rome Tor Vergata (1 position) and Milano-Bicocca (1 position). The aim of the project is the investigation of several issues in the area of random fields, including the time-dependent case and focussing also on interactions with statistics, geometry and functional analysis. The project is motivated by a variety of applications in different areas, such as cosmology and astrostatistics, climate sciences, machine learning and neural networks. Expressions of interest can be sent to Domenico Marinucci ( marinucc(a)mat.uniroma2.it) and Maurizia Rossi (maurizia.rossi(a)unimib.it). Best regards, Valentina Cammarota, Domenico Marinucci, Maurizia Rossi -- Maurizia Rossi Associate Professor in Probability Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

1 0

Post-doc in Luxembourg
by Giovanni Peccati 11 Sep '23

11 Sep '23

Dear Colleagues, I would like to recall that there is an opening for a* 2 years post-doc position* in my research group - at the *Department of Mathematics of Luxembourg University* <https://wwwfr.uni.lu/recherche/fstm/dmath> - starting on *December 1st, 2023 *(or later). At a later stage, it will be possible to extend the position by one additional year. (The deadline for applications is *September 15th*, but I might decide to extend it a little longer.) Here is a link to the page of the official announcement, from which it is possible to apply http://emea3.mrted.ly/3gqx0 With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

1 0

AVVISO DI SEMINARIO
by Barbara Martinucci 10 Sep '23

10 Sep '23

UNIVERSITA' DI SALERNO Dipartimento di Matematica *AVVISO** DI SEMINARIO* La Prof.ssa *Giulia DI NUNNO* (University of Oslo, Department of Mathematics) mercoledì 13 settembre, alle ore 13:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), terrà un seminario dal titolo: *Sandwich volatility modelling and hedging* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* *Alessandra Meoli**Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTcwY2Q1ZDktYmIyMS00… *Abstract* Sandwiched Volterra Volatility (SVV) models are a class of models able to capture both the long memory and the rough aspects of volatility. We present the structure and the properties. We then move to consider hedging and consider the explicit computation of quadratic hedging strategies. the theoretical solution is well-known in terms of the non-anticipating derivative for all square integrable claims, the fact that these models are typically non-Markovian provides a concrete difficulty in the direct computation of conditional expectations at the core of the explicit hedging strategy. To overcome this difficulty, we propose a Markovian approximation of the model which stems from an adequate approximation of the kernel in the Volterra noise. We show some numerical simulations performed with different methods.

1 0

Workshop announcement "Turbulence on the Banks of Arno", SNS Pisa
by Franco Flandoli 10 Sep '23

10 Sep '23

Dear all, We are glad to announce the 1st edition of the workshop "Turbulence on the Banks of Arno", to be held at Scuola Normale Superiore in Pisa (Italy) from the 31st of January to the 2nd of February 2024. The goal of the workshop is to provide a platform for early-stage researchers (ideally Ph.D. students and postdoctoral fellows) working in the field of turbulence to come together, exchange ideas, and present their own research. The workshop will also feature two lecture series, delivered by Professors Jeremie Bec and Michele Coti Zelati. More details are available at the web page: https://indico.sns.it/e/ <https://indico.sns.it/event/62/>tuba Please notice that registration to the event is free but mandatory. The deadline for registration is *November 15th 2023*. Accommodation in Pisa will be provided free of charge for all participants, and additional remboursement for travel expenses may be granted upon request. Please feel free to circulate this message to anybody who might be interested. Looking forward to seeing you in Pisa, The organizers, Franco Flandoli, Eliseo Luongo, Silvia Morlacchi, Andrea Papini, Umberto Pappalettera

1 0

Workshop “Replicability crisis in science?”,University of Padua, Italy, 19 September 2023
by Susi Ceron 08 Sep '23

08 Sep '23

Dear All, it is a pleasure to announce the Workshop “Replicability crisis in science?” University of Padua, Italy, 19 September 2023 Speakers: Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber Cancer Institute, Harvard University, USA (https://scholar.harvard.edu/parmigiani) Prof. Branden Fitelson, Department of Philosophy and Religion, Northeastern University, USA (https://cssh.northeastern.edu/faculty/branden-fitelson/) Prof. Gianmarco Altoè, Department of Developmental Psychology and Socialisation, University of Padua (https://www.dpss.unipd.it/en/gianmarco-altoe) Prof. Alessandra Salvan, Department of Statistical Sciences, University of Padua (https://homes.stat.unipd.it/alessandrasalvan/en/home-2/) Prof. Marzia Soavi, Department of Philosophy, Sociology, Education and Applied Psychology, University of Padua (https://www.unipd.it/en/contatti/rubrica?detail=Y&ruolo=1&checkout=cerca&pe… <https://www.unipd.it/en/contatti/rubrica?detail=Y&ruolo=1&checkout=cerca&pe…>) Workshop content: When evaluating the reliability of scientific findings and predictions, a major concern is about their replicability, that is their consistency across different studies aimed at answering the same question. A ‘replicability crisis’ has been claimed in the last decades, denouncing that a large part of published research findings, especially in applied sciences, such as psychology or medicine failed to be confirmed by subsequent studies. Difficulties in moving from empirical evidence and data analysis to a scientific result push towards the need to clarify various aspects, such as rigorous definitions, the possible tools for understanding and communicating the uncertainty inherent in most scientific conclusions, the definition of non-questionable research practices. Workshop Website: https://replicabilityday.stat.unipd.it Registration: Registration for the workshop is now open on Eventbrite <https://www.eventbrite.it/e/biglietti-replicability-crisis-in-science-68647…>. Organizers: Department of Statistical Sciences, University of Padova, Italy: Alessandra Salvan and Bruno Scarpa Department of Philosophy, Sociology, Education and Applied Psychology, University of Padova, Italy: Massimiliano Carrara and Fabio Grigenti Further details can be found at https://replicabilityday.stat.unipd.it or contact Bruno Scarpa (scarpa(a)stat.unipd.it) Info: replicability(a)stat.unipd.it The workshop has been organised together with the twin event of the Summer school on “Replicability crisis in science?” <https://replicability.stat.unipd.it> -- Segreteria Amministrativa Dipartimento di Scienze Statistiche Università degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 www.stat.unipd.it <http://www.stat.unipd.it/>

1 0

call Secondo Incontro UMI per Dottorandi
by Claudia Ceci 07 Sep '23

07 Sep '23

Buongiorno a tutt*, segnalo che è aperta la call per i dottorandi e neo-dottorati in tutti gli ambiti della matematica e applicazioni per presentare una comunicazione al Secondo Incontro UMI per Dottorandi, che si svolgerà a Napoli il 13 e 14 giugno 2024: https://umi.dm.unibo.it/2023/09/05/call-ii-incontro-umi-dottorandi/ Vi prego di darne diffusione ai potenziali interessati. Cari saluti Claudia Ceci **************************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

1 0

Fwd: Scomparsa di Antonio Galves
by Nappo, Giovanna 06 Sep '23

06 Sep '23

Con grande tristezza inoltro questo messaggio di Mauro Piccioni sulla scomparsa di Antonio Galves. Giovanna Nappo ---------- Forwarded message ---------- From: Mauro Piccioni <mauro.piccioni(a)uniroma1.it> Date: Wed, 6 Sep 2023 22:50:38 +0200 Subject: Scomparsa di Antonio Galves To: "Nappo, Giovanna" <nappo(a)mat.uniroma1.it> Subject: Scomparsa di Antonio Galves E' con grande dolore che comunico ai colleghi probabilisti che nella serata di ieri è venuto a mancare il Prof. Antonio Galves del Dipartimento di Matematica e Statistica dell'Università di San Paolo, membro della Accademia delle Scienze Brasilianaa, ben noto alla comunità dei probabilisti e fisici matemstici italiani per i suoi contributi alla metastabilita' e ai sistemi di particelle. Antonio ha anche dato contribuiti fondamentali per le applicazioni alla linguistica, attraverso l'uso degli alberi di contesto, e alle neuroscienze, sviluppando con Eva Locherbach un modello di reti neurali biologiche diventato un riferimento per il settore. Mauro Piccioni.

1 0

SPASS Seminars: Gigliola Staffilani and Vanessa Jacquier
by Andrea Agazzi 06 Sep '23

06 Sep '23

Dear Colleagues, We would like to invite you to the following (double) SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstracts below): Some recent developments in wave turbulence theory by *Gigliola Staffilani* (MIT) Homogeneous and heterogeneous nucleation in the three-state Blume-Capel model by* Vanessa Jacquier* (University of Utrecht) The seminars will take place on *TUE, 12.9.2023* respectively at *14:00 CET and 15:00 CET *in Aula Seminari, Dipartimento di Matematica, University of Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- Some recent developments in wave turbulence theory Abstract: In this talk I will present two different approaches in the study of wave turbulence theory. The first, introduced by Bourgain, consists in analyzing the long time behavior of high Sobolev norms for the defocusing, cubic NLS equation on 2D tori (periodic solutions). In this context I will emphasize how the rationality or irrationality of the torus affects the analysis. The second approach deals with the rigorous derivation of the 3-wave kinetic equation from a weakly nonlinear multidimensional KdV type equation. Homogeneous and heterogeneous nucleation in the three-state Blume-Capel model Abstract: We study the metastable behavior of the stochastic Blume–Capel model evolving according to the Glauber dynamics with zero boundary conditions. We will show that, due to the three–state character of the Blume–Capel model, the metastability scenario proven for periodic boundary conditions changes deeply when different boundary conditions are considered. The Hamiltonian of the Blume–Capel model depends on the magnetic field h and the chemical potential λ. We study the heuristic in the whole region λ,h > 0, where the chemical potential term equally favors minus and plus spins with respect to zeroes and the magnetic field favors pluses and disadvantages minuses with respect to the zeroes, and we compare our results with the Blume-Capel model with periodic boundary conditions. Then, we analyze in detail the region λ>h > 0. In this region, we identify the unique metastable state -1, we compute the energy barrier from -1 to the stable state +1, and we find an estimate for the asymptotic behavior of the transition time from the metastable to the stable state as β->∞, where β is the inverse of the temperature.

1 0

RTT mat/07 a Roma1
by Faggionato, Alessandra 06 Sep '23

06 Sep '23

Buongiorno, dato che molti probabilisti sono interdisciplinari, riporto l'annuncio per un RTT mat/07 a Roma1: sulla Gazzetta Ufficiale - IV Serie Speciale n. 67 del 05.09.2023 è stato pubblicato il D.R. n. 2162/2023 del 07.08.2023 per n. 1 posto RTT presso il Dipartimento di Matematica “Guido Castelnuovo” SSD MAT/07. Il suddetto D.R. è stato, altresì, pubblicato sul Portale Trasparenza di Ateneo al seguente link: https://web.uniroma1.it/trasparenza/sites/default/files/Bando_2023RTTE013_w… Le domande di partecipazione dovranno pervenire entro il 05 ottobre 2023. Saluti Alessandra ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

1 0

Webinar on ERC Mathematics funding opportunities
by Alessandra Micheletti 06 Sep '23

06 Sep '23

Webinar announcement. ECMI together with the Committee for Applications and Interdisciplinary Relations of the EMS, in cooperation with the ERC Mathematics Panel coordinator Maria Gonzalez, organise an online webinar on ERC funding opportunities in Mathematics and on the ERC evaluation process. The presentation will include contributions of ERC grant holders. Date: September 19, 2023 at 11am (CEST) Link: https://maths-cam-ac-uk.zoom.us/j/92899777272?pwd=a2FrMS84TzlJN3EwWmV1U0swM… <https://urldefense.com/v3/__https:/maths-cam-ac-uk.zoom.us/j/92899777272?pw…> Meeting ID: 928 9977 7272 Passcode: 373722 See also this link for the detailed program https://ecmiindmath.org/2023/07/20/erc-mathematics-webinar/ ERC mathematics webinar ecmiindmath.org ------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics ECMI <https://ecmiindmath.org/> Vice President Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 https://alessandramichelettiwebpage.wordpress.com/

1 0

RTT - 13/D1 Roma Sapienza, scadenza 4 ottobre 2023
by Brunero Liseo 06 Sep '23

06 Sep '23

Con preghiera di diffusione Brunero Liseo PROCEDURA SELETTIVA DI CHIAMATA PER N. 1 POSTO DI RICERCATORE A TEMPO DETERMINATO IN TENURE TRACK (RTT) RISERVATA EX ART. 24, COMMA 1-BIS, L. 240/2010 – DIP. DI METODI E MODELLI PER L’ECONOMIA, IL TERRITORIO E LA FINANZA – COD. CONCORSO 2023RTTE014 (SPC: 2023-2189-1461-208114) | Amministrazione trasparente (uniroma1.it) <https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/208114> -- ============================================ 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 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================ -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

1 0

RTD-A in Statistica (SEC-S/01) @UNIGE
by Francesco Porro 06 Sep '23

06 Sep '23

Buongiorno, è stata bandita una posizione RTD-A presso il Dipartimento di Matematica (DIMA) dell'Università degli Studi di Genova nel settore SECS-S/01 sul progetto PNC DHEAL-COM dal titolo: "Strengthening a person-centred ecosystem for the co-creation of digital health services for a smart community". Scadenza presentazione domande: 12-09-23 (ore 12:00) Bando della procedura: https://concorsi.unige.it/home/procedure/4189;jsessionid=BF131D4BA8693DDE2B… Le documentate domande di ammissione alla procedura devono essere prodotte, in via telematica, utilizzando una specifica applicazione informatica, con le modalità di cui all'art. 3 del bando. Per informazioni: Eva Riccomagno - riccomagno(a)dima.unige.it Francesco Porro - francesco.porro(a)unige.it Cordiali saluti, Francesco

1 0

workshop announcement on "SDEs with low-regularity coefficients: theory and numerics" - 21 & 22 Sept, Torino
by Elena Issoglio 05 Sep '23

05 Sep '23

Dear colleagues, This is to announce the workshop on "SDEs with low-regularity coefficients: theory and numerics" <https://sites.google.com/view/singular-sdes2023/home> that will be held at the dept of mathematics in Torino, on 21-22 September 2023. The objective of the meeting is to exchange ideas and recent results in 'singular stochastic analysis'. In particular we study Stochastic Differential Equations with coefficients of low regularity. Such coefficients may be functions or (reasonably well-behaved) distributions. The driving noises can be Gaussian or non-Gaussian (e.g. fractional Brownian motion, Levy process, etc...) and the type of SDE may be a standard forward diffusion, a backward SDE or even a McKean-type SDE. These singular SDEs can be investigated from a theoretical perspective, hence answering fundamental questions such as existence, uniqueness and regularity of the solution, long time behaviour and other features of the solutions. They can also be addressed from a numerical approximation perspective, hence designing numerical schemes and proving their convergence and relative rate of convergence. Invited speakers are: - Mireille Bossy (Inria Sophia Antipolis) - Oleg Butkovsky (Weierstrass Institute Berlin) - Konstantinos Dareiotis (University of Leeds) - Mate Gerencser (TU Wien) - Ludovic Goudenege (CNRS) - Benjamin Jourdain (Ecole des Ponts ParisTech) - Khoa Le (University of Leeds) - Chengcheng Ling (TU Wien) - Stephane Menozzi (University of Evry) - Francesco Russo (ENSTA Paris) - Michaela Szölgyenyi (University of Klagenfurt) The registration is free but mandatory. Deadline for registering is 10th September. Please register here <https://forms.gle/D3D1CKidMGKmcQcG8>. For more info you can contact Elena Issoglio at elena.issoglio(a)unito.it. Feel free to circulate the announcement to anyone who may be interested in this workshop. Best wishes, Elena Issoglio *----------------------------------------------* *Dr Elena Issoglio* *Assistant Professor in Probability **(RTD-B)* *Department of Mathematics "G. Peano", **University of Torino* *Via Carlo Alberto 10, **10123, Torino, **Italy* *webpage: **https://sites.google.com/view/elenaissoglio/home <https://sites.google.com/view/elenaissoglio/home>* *webex personal room: **https://unito.webex.com/meet/elena.issoglio <https://unito.webex.com/meet/elena.issoglio>* *----------------------------------------------*

1 0

Premio de Finetti e seminario vincitore Conferenza UMI
by Claudia Ceci 05 Sep '23

05 Sep '23

Buonasera a tutt*, vi comunico che il PREMIO BRUNO de FINETTI 2023 (Premio UMI, Profilo A destinato a matematici che abbiano dato rilevanti contributi nel campo del Calcolo delle Probabilità e delle sue applicazioni) è stato conferito a Jacopo Borga. Si riporta un breve estratto del verbale della commissione giudicatrice: "Dopo lunga e approfondita discussione, decide all’unanimità di assegnare il Premio “Bruno de Finetti” 2023, a *Jacopo BORGA*. Tra i candidati che hanno presentato domanda, a parere della Commissione, meritano una menzione speciale i seguenti nominativi (in ordine alfabetico): Giorgio Ferrari, Maurizia Rossi e Bruno Toaldo." Giovedì 7 settembre, a Pisa, nello spazio del Congresso UMI dedicato ai Gruppi UMI, dalle 16:35 alle 17:05, nell'Aula 1 del Polo Carmignani, Jacopo BORGA terrà il seguente seminario: TITOLO: Geometria dei meandri aleatori ABSTRACT: Nel 1912, Henri Poincaré pose la seguente domanda: "In quanti modi una curva semplice chiusa, chiamata meandro, può attraversare una retta in un numero prefissato di punti?". Nonostante vari sforzi, questa domanda rimane ancora aperta dopo più di un secolo. Presenterò una nuova congettura per il limite di scala di un meandro aleatorio uniforme e discuterò alcuni recenti risultati che vanno nella direzione di dimostrare tale congettura. Il colloquio sarà basato su un lavoro con Ewain Gwynne e Xin Sun. Tutti gli interessati sono invitati a partecipare. Cari saluti, Claudia Ceci -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

1 0

Expression of interest - 2 postdocs positions
by Francesco Giuseppe Cordoni 05 Sep '23

05 Sep '23

Dear colleagues, the Departments of Mathematics at the University of Trento and Politecnico of Milan are expressing a call of interest for two two-year postdoctoral fellow positions funded by the PRIN project titled "Stochastic particle-based reaction-diffusion models with heterogeneous interaction for radiation therapy" We are looking for candidates who have recently completed or are nearing completion of a Ph.D. in Mathematics, with a strong background in either stochastic particle systems or stochastic partial differential equations. The primary focus of this project is the study of stochastic multiscale systems with heterogeneous interaction and their long-term behavior. The anticipated start date for successful candidates is in the spring of 2024. If you are interested, please send to Francesco Cordoni ( francesco.cordoni(a)unitn.it) or Margherita Zanella ( margherita.zanella(a)polimi.it) your expression of interest and an updated CV. Best regards, Francesco Giuseppe Cordoni - Ph.D. Tenure track assistant professor -------------------------------------------------- Laboratory of Applied Mathematics Department of Civil, Environmental and Mechanical Engineering University of Trento Via Mesiano,77, 38123 Trento, ITALY e-mail: francesco.cordoni(a)unitn.it --------------------------------------------------

1 0

International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 04 Sep '23

04 Sep '23

*GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg),*European Investment Fund* (Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 21-22, 2023. The *CREDIT 2023* conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. *CREDIT 2023* is the *twenty-second *in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics* and *VERA – Venice centre in Economic and Risk Analytics for public policies - of the Ca' Foscari University of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. /Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The CREDIT 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems./ The Scientific Committee consists of: *Moritz Schularick* (Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University)* Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR)* Loriana Pelizzon* (Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer* (London Business School)* Marti Subrahmanyam* (NYU Stern Business School) * Christoph Trebesch* (Kiel Institute)** *PROGRAMME: Click here to see the conference programme <https://www.greta.it/index.php/it/general-information-credit23/programme-20…>* ** **REGISTRATION: Click here to register <https://registration.nexave.org/it/iscrizione-evento/27/22nd-international-…>** For the Registration Fees and more detailed information, please visit the *Conference website <https://www.greta.it/index.php/it/credit-2023>* -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

1 0

Seminario congiunto di Probabilità e Fisica Matematica a Roma1
by Faggionato, Alessandra 04 Sep '23

04 Sep '23

Buongiorno, il seguente seminario si terrà al Dipartimento di Matematica, Università La Sapienza: *Martedì 12 Settembre, ore **14:00*, *Sala di Consiglio* *Speaker: Armand Bernou (Università di Lione)* *Title: Harris theorems for kinetic models with physical boundary conditions* Abstract: Harris theorems are powerful tools for studying the asymptotic behavior of Markovian models. Originating from the probabilistic literature, they were recently adapted to the PDE framework by Hairer-Mattingly and Cañizo-Mischler. I will present some recent works in which this method furnishes an alternative strategy for treating kinetic models with boundary conditions. I will discuss in particular the long-time behavior of the free-transport kinetic equation and of the linear Boltzmann models when the gas is enclosed in a domain with diffuse or Cercignani-Lampis boundary condition and variable temperature at the wall, which, in general, can not be handled with usual hypocoercivity methods. Cordiali saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

1 0

Seminario di Franchesca Cottini a Trento
by Michele Coghi 04 Sep '23

04 Sep '23

Cari colleghi, giovedì Francesca Cottini kerrà un seminario presso l'Università di Trento. Trovate tutti i dettagli in calce a questa email. Saluti, Michele Coghi *Luogo:* l'evento si terrà in presenza in *Aula Seminari 1 – PovoZero* – Via Sommarive 14 e per via telematica attraverso collegamento alla *piattaforma Zoom*. Per partecipare sarà necessario collegarsi al link seguente e inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/82578903026 ID riunione: 825 7890 3026 Passcode: 978062 *Data:* Giovedì 7 settembre 2023 *Ore:* 14:30 *Gaussian fluctuations for 2d directed polymers* *Relatrice:* - *Francesca Cottini *(University of Luxembourg e National University of Singapore) *Abstract: * The model of directed polymer in random environment describes a perturbation of the simple random walk caused by a random environment (disorder). In recent years, there has been extensive research on the partition functions of this model and its asymptotic behavior on large scale, also motivated by their link with the solution of the Stochastic Heat Equation. After introducing the model and its motivations, we will focus on the 2d case. We will provide an overview of the main results regarding the fluctuations of the partition functions in both the sub-critical regime (where a deep understanding has by now been obtained) and the critical regime (where many key questions are still open). We will also highlight the distinctions between these observed phenomena. We will then present an alternative and convenient technique to recover both existing and new results. This method is based on a novel CLT for polynomial chaos (i.e. a multi-linear polynomial of independent random variables) which only requires second moment computations. If time allows, we will also discuss the so-called quasi-critical regime, which bridges the gap between the sub-critical and the critical regime and identifies the most extended range where Gaussian fluctuations hold, before reaching the critical regime where they fail. The talk is based on joint works with Francesco Caravenna and Maurizia Rossi (University of Milano-Bicocca). *Referenti: *Stefano Bonaccorsi e Michele Coghi https://webmagazine.unitn.it/evento/dmath/117702/gaussian-fluctuations-for-… [image: Università di Trento] <http://www.unitn.it/> *Staff di Dipartimento-Matematica* Università degli Studi di Trento Via Sommarive, 14 - 38123 Povo (TN) Tel. +39 0461 283898 - Francesca Stanca Tel. +39 0461 281980 - Michela Vinotti Tel. +39 0461 281511 - Davide Bortoli Tel. +39 0461 281625 - Orietta Osele Tel. +39 0461 281701 - Cinzia Parolari -- Dr. Michele Coghi University of Trento, Math Department via Sommarive 14 - 38123 Povo (Trento) - I Povo 0, Room 2.91 E-Mail: michele.coghi(a)unitn.it

1 0

Two talks at UniMiB: Marco Carfagnini and Willem Van Zuijlen [7 September]
by Tal Orenshtein 02 Sep '23

02 Sep '23

Dear colleagues, I am glad to announce the following hybrid probability seminar with *two* *speakers* at Milano-Bicocca. Date and time: *Thursday September 7, 10:00-12:00 *(Rome time, zone)*, * *Aula 3014* Building *U5*/RATIO, Univ. *Milano-Bicocca*. Zoom link: https://us02web.zoom.us/j/84444882953?pwd=QkVweTJ4RDJMamN3cjExblViUExMZz09 ID riunione: *844 4488 2953, *Passcode: *835623* *10:00-11:00 Marco Carfagnini (*University of California San Diego) Title: Spectral gaps via small deviations. Abstract: In this talk we will discuss spectral gaps of second order differential operators and their connection to limit laws such as small deviations and Chung’s laws of the iterated logarithm. The main focus is on hypoelliptic diffusions such as the Kolmogorov diffusion and horizontal Brownian motions on Carnot groups. If time permits, we will discuss spectral properties and existence of spectral gaps on general Dirichlet metric measure spaces.This talk is based on joint works with Maria (Masha) Gordina and Alexander (Sasha) Teplyaev. *11:00-12:00 Willem Van Zuijlen* (Weierstrass Institute Berlin) Title: Weakly self avoiding walk in a random potential. Abstract: We investigate a model of simple-random walk paths in a random environment that has two competing features: an attractive one towards the highest values of a random potential, and a self-repellent one in the spirit of the well-known weakly self-avoiding random walk. We tune the strength of the second effect such that they both contribute on the same scale as the time variable tends to infinity. In this talk I will discuss our results on the identification of (1) the logarithmic asymptotics of the partition function, and (2) of the path behaviour that gives the overwhelming contribution to the partition function. This is joint work with Wolfgang König, Nicolas Pétrélis and Renato Soares dos Santos. Best regards, Tal Orenshtein -- Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://sites.google.com/site/talorenshtein314159/

1 0

RoMaDS: A day on Statistical Physics for Machine Learning
by Stefano Vigogna 01 Sep '23

01 Sep '23

Dear all, we are glad to announce the workshop RoMaDS: A day on Statistical Physics for Machine Learning http://www.mat.uniroma2.it/~rds/statphyml.php which will take place at University of Rome Tor Vergata on September 15, 2023. Speakers: Andrea Agazzi Elena Agliari Giulio Biroli Matthieu Wyart Riccardo Zecchina Registration at https://docs.google.com/forms/d/e/1FAIpQLSeXVfuC4speVe0_xjGB0h-l3p6iU57lX2_… Is free but compulsory. Thanks for sharing with those who might be interested. The organizers Domenico Marinucci, Michele Salvi, Stefano Vigogna

1 0

Workshop "Regolare, costituire e organizzare una Comunità Energetica Rinnovabile", 14 settembre, Brescia
by Tiziano Vargiolu 01 Sep '23

01 Sep '23

Workshop: "Regolare, costituire e organizzare una Comunità Energetica Rinnovabile" Data: giovedì 14 settembre 2023 Luogo: Sala della Biblioteca, via San Faustino 74/B, Brescia Una giornata di approfondimento costruttivo con Istituti di Regolazione, amministratori pubblici locali e mondo scientifico per indirizzare al meglio la ricerca e le importanti scelte organizzative di un grande progetto di sostenibilità per la nostra società, con relatori provenienti da ANPCI, ARERA, Fondazione ENI Enrico Mattei, Ministero dell'Ambiente e della Sicurezza Energetica, Regione Veneto e dalle Universita' di Brescia, Padova e Pavia. L'evento si svolgerà in presenza ed e' gratuito, ma per ragioni organizzative e' richiesta l'iscrizione. Sarà inoltre possibile seguire i lavori online: il link per il collegamento verrà inviato agli interessati all'indirizzo indicato in iscrizione. Maggiori dettagli e modalita' di iscrizione su https://www.unibs.it/it/ateneo/comunicazione/tutte-le-news/workshop-regolar… Cordiali saluti a tutti Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu -------------------------------------------------------------------------- Informativa sulla Privacy: https://www.unibs.it/it/node/1452

1 0

3rd edition of: The Mathematics of Subjective Probability
by Pietro Rigo 31 Aug '23

31 Aug '23

Dear all, this is to recall the 3rd edition of the workshop on The Mathematics of Subjective Probability<https://www.msp2023.campus.unimib.it/>: Topics in economics and probability to be held at the University Milano-Bicocca in Milan on 11-13 September 2023. The three days of the workshop are devoted to: 11/09 THEORY OF DECISIONS * Vladimir Vovk (Royal Holloway, London), * Fabio Maccheroni (UNiversità Bocconi), * Lorenzo Bastianello (Università di Venezia), * Sabrina Mulinacci (Università di Bologna), * Giuseppe Attanasi (Università "La Sapienza"), * Aldo Montesano (Università Bocconi). 12/09 STOCHASTIC CONTROL * Nizar Touzi (Ecole Polytechnique), * Giorgio Fabbri (Université de Grenoble), * Max Nendel (Universitaet Bielefeld), * Alessandro Calvia (Università di Parma), * Giuseppina Guatteri (Politecnico di Milano), * Daria Ghilli (Università di Pavia), * Marta Leocata (Scuola Normale Superiore), * Cristiano Ricci (Università di Pisa). 13/09/ OPTIMAL TRANSPORT * Mathias Beiglboeck (Universitaet Wien), * Giuseppe Savaré (Università Bocconi), * Pietro Siorpaes (Imperial College, London), * Hugo Lavenant (Università Bocconi), * Giulia Cavagnari (Politecnico di Milano), * Giacomo Enrico Sodini (Universitaet Wien). The registration<https://www.msp2023.campus.unimib.it/registration> is free but mandatory. Deadline for registering is 6 September Feel free to circulate the announcement to anyone who may be interested in this workshop. Best wishes, Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

1 0

Postdoc Positions at University of Verona: Expression of interest
by Giuseppe Buccheri 30 Aug '23

30 Aug '23

Dear all, the Department of Economics of the University of Verona is expressing a Call of Interest for Postdoctoral Fellows funded under the following research projects: - Realized Random Graphs: A New Econometric Methodology for the Inference of Dynamic Networks, PI: Prof. Giuseppe Buccheri, funded by PRIN 2022 - A New Paradigm for High-Frequency Finance, PI: Prof. Roberto Reno, funded by FIS 2021 and PRIN 2022 The postdoctoral fellows should have completed, or be close to completing, a PhD with substantial training in quantitative skills (statistics, econometrics, math, physics). Some experience in economics and finance is preferred but not strictly necessary. The projects involve theoretical and empirical research. We are willing to open 2+ positions (depending on available candidates), to work on both projects as well as to related research in time series, financial econometrics, asset pricing. The candidate will join a strong and vibrant quantitative group which includes 10+ researchers. Interaction with the group is encouraged. Job duration: 18 months, extendible up to 4 years under specific conditions. Start date: January 2024, with some flexibility. Teaching: none. The remuneration scheme is competitive, based on job experience and negotiable. Interested candidates can contact Prof. Buccheri (giuseppe.buccheri(a)univr.it) and Prof. Reno (roberto.reno(a)univr.it) for questions/clarifications, or to send a cv, as soon as possible. Giuseppe Buccheri Assistant Professor of Econometrics (RTDB) Department of Economics University of Verona Polo Santa Marta, Floor 1, Room 1.70 Via Cantarane, 24, 37129 Verona VR

1 0

Workshop in Turin - September 12 and 13, 2023
by Giuseppe D'Onofrio 29 Aug '23

29 Aug '23

Dear all, we are happy to announce the workshop titled “*Stochastic Models of the Brain and related Topics*”, which will take place at the Department of Mathematics of the University of Torino on *September 12 and 13, 2023*. List of speakers: - *Markus Diesmann* (Jülich Research Centre, Germany) - *Sonja Grün* (Jülich Research Centre - RWTH Aachen University, Germany) - *Ryota Kobayashi* (The University of Tokyo, Japan) - *Lubomir Kostal* (Czech Academy of Sciences, Czech Republic) - *Kristýna Kováčová* (Czech Academy of Sciences, Czech Republic) - *Shigeru Shinomoto* (ATR Institute International, Japan) - *Alessandra Stella* (Università di Torino, Italy) - *Irene Tubikanec* ( University of Klagenfurt, Austria) For more information, please visit the webpage https://sites.google.com/view/stochasticsinthebrain/home-page Registration is free and welcome, but mandatory. We are looking forward to seeing you in Turin! Best regards, The organizers

1 0

Rinnovo Commissione ASN (Abilitazione Scientifica Nazionale)
by Francesco Caravenna 25 Aug '23

25 Aug '23

Segnaliamo che è aperto il bando per la formazione delle commissioni nazionali 2023-2025 per il conferimento dell'Abilitazione Scientifica Nazionale (ASN): https://www.mur.gov.it/it/atti-e-normativa/decreto-direttoriale-n-1211-del-… La scadenza per fare domanda è fissata per venerdì 15 settembre 2023 alle 15:00. È auspicabile un'ampia partecipazione da parte degli aspiranti commissari, come garanzia di pluralità. Gli amministratori

1 0

Procedura selettiva 2023RUB07 - RTDb 13D3
by Alessandra Fabbri Colabich 25 Aug '23

25 Aug '23

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per l'assunzione di 1 Ricercatore a tempo determinato RTD-B, nel settore concorsuale 13D3, presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2023RUB07 La *scadenza* per la presentazione delle domande è il *31 agosto 2023 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich

1 0

Workshop Eco-Stat Asymptotics, 11/9/2023 Verona
by Cecilia Mancini 23 Aug '23

23 Aug '23

Dear All, we are glad to announce the 1st Workshop on Eco-Stat Asymptotics, organized by the Department of Economics of the University of Verona, which will take place on September 11th 2023 in via Cantarane 24, Verona 9:10-10:00 Nakahiro Yoshida (University of Tokyo), TBD 10:00-10:50 Ismaël Castillo (Sorbonne Université), Bayesian nonparametric adaptation with heavy-tailed prior 11:20-12:10 Olga Klopp (ESSEC Business School), Optimality of Variational Inference for Stochastic Block Model 12:10-13:00 Botond Szabo (Bocconi University), Theoretical guarantees for Variational Bayes 14:30-15:20 Matteo Pelagatti (University of Milan Bicocca), Measuring, testing and understanding dependence between two random variables of any kind 15:20-16:10 Giuseppe Buccheri (University of Verona), Statistical identification of linear stochastic differential equations with unobservable drift process 16:40-17:30 Paolo Dai Pra (University of Verona), Polarization and Coherence in Mean Field Games Driven by Private and Social Utility 17:30-18:20 Mathieu Rosenbaum (École Polytechnique), TBD Registration is free, but mandatory before September 4th 2023 Website linux2.dse.univr.it/wesa/<http://linux2.dse.univr.it/wesa/> The workshop is co-sponsored by the group GNAMPA - INdAM. We look forward to welcoming you in Verona! Best regards, Cecilia

1 0

Fwd: Call for expressions of interest for faculty positions at GSSI
by Faggionato, Alessandra 22 Aug '23

22 Aug '23

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: GSSI Probability & Math Phys Group <proba(a)gssi.it> Date: Tue, 8 Aug 2023 at 15:00 Subject: Call for expressions of interest for faculty positions at GSSI To: <proba(a)gssi.it> Dear colleagues, The Mathematics Division at the Gran Sasso Science Institute (GSSI) invites expressions of interest for - *a faculty position at the Assistant Professor level (Tenure Track - RTDB)** in** Mathematical Physics *and Probability: - an associate professor position in Numerical Analysis. from highly qualified researchers worldwide. More information are available at the following link https://www.gssi.it/communication/announcements/item/23423-expression-of-in… The expressions of interest should be sent at the earliest convenience and in any case not later than *October 20, 2023 *(Math Phys and Probability) and *December 20, 2023* (Numerical Analysis) respectively. We would be grateful if you could circulate the following information among potential interested researchers. With best regards, The GSSI Mathematics Group -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

1 0

Two-year postdoc position at the Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 18 Aug '23

18 Aug '23

Dear colleagues, I would like to advertise the call for a two-year postdoc position at the Scuola Normale Superiore on: “Statistical, Machine Learning and Artificial Intelligence models for Economics and Finance” as part of the research projects “SoBigData++: European Integrated Infrastructure for Social Mining and Big Data Analytics” and “SoBigData RI Preparatory Phase Project”. Deadline for applications: September, 11th 2023 at 04:00 pm (Italian time) The call, both in Italian and English, as well as instructions for application, can be found here: Portale Trasparenza Scuola Normale Superiore - Assegno di ricerca Modelli statistici, di Machine Learning e di Intelligenza Artificiale per l’Economia e la Finanza / Research contract named Statistical, Machine Learning and Artificial Intelligence models for Economics and Finance (sns.it) <https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_15438_874_1.html> Do not hesitate to contact me for further information. Best regards Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

1 0

3 years long Postdoc position at the SNS
by Stefano Marmi 17 Aug '23

17 Aug '23

Dear colleagues, I would like to advertise the call for one three-years long post-doc position at the Scuola Normale Superiore, financed on a grant provided by Fineco Asset Management, on "Applications of Machine Learning and Artificial Intelligence methods in Quantitative Finance and Investments" The deadline is September, 11th 2023 at 04:00 pm CEST. The research activity will be done in close collaboration with the Fineco Asset Management quantitative team in Dublin (Ireland) and will include visits, also of several weeks, at Fineco headquarter in Dublin. The call, both in italian and english, as well as instructions for application, can be found here: Portale Trasparenza Scuola Normale Superiore - Assegno di ricerca Applicazioni del Machine Learning e dell’Intelligenza Artificiale alla Finanza Quantitativa e agli Investimenti / Research contract Applications of Machine Learning and Artificial Intelligence methods in Quantitative Finance and Investments (sns.it) <https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_15436_874_1.html> The webpage of the quantitative finance group at the Scuola Normale Superiore is http://mathfinance.sns.it/ Do not hesitate to contact me or Fabrizio Lillo for further information. Best regards Stefano Marmi

1 0

3-year postdoc position at TU Graz, Austria
by Mihyun Kang 14 Aug '23

14 Aug '23

Applications are invited for a postdoc position for 3 years at the Graz University of Technology (TU Graz), Austria. The envisioned starting date is 1 November 2023, but starting earlier or later is possible. The candidate should exhibit a strong background and track record in discrete probability theory, especially in random discrete structures. The position is funded by the Austrian Science Fund (FWF) within the Austrian-German joint project "Sparse random combinatorial structures". There are no teaching obligations. The salary is according to the standard personnel costs and salaries for FWF projects (https://www.fwf.ac.at/en/research-funding/personnel-costs) -- the current gross monthly salary is 4,351.90 EUR (14 x a year). Application documents: - CV - short description of research interests - list of two people who may be contacted for reference letters All application documents in a single PDF-file should be submitted to Ms Karin Kernbichler karin.kernbichler(a)tugraz.at Applications received by 15 September 2023 will be given full consideration. The interview with short-listed candidates will take place online on 29 September. https://www.math.tugraz.at/comb/index.php?link=jobs

1 0

Fwd: Postdoc in Bath
by Elisabetta Candellero 10 Aug '23

10 Aug '23

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Wed, Aug 9, 2023 at 3:03 PM Subject: Postdoc in Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, I am hiring a postdoc, for around 15 months, starting as soon as possible. The project is entitled "Branching random walks with dormancy among disasters", and the deadline to apply is 11th September. The advert is here: https://www.bath.ac.uk/jobs/Vacancy.aspx?id=23669 Please pass this on to anyone who might be interested. Apologies if you receive this more than once. Best wishes, Matt

1 0

Associate Professor Position at Durham University
by Pietro Caputo 08 Aug '23

08 Aug '23

ricevo e inoltro: ------------------------------ *Da:* CHHITA, SUNIL <sunil.chhita(a)durham.ac.uk> *Inviato:* martedì 8 agosto 2023 12:15 *Oggetto:* Associate Professor Position at Durham University Dear Friends and Colleagues, Apologies if you receive more than one copy of this message. We are currently advertising a new faculty position (Associate Professor) in probability, stochastic analysis or a related area, to join the probability group <http://www.maths.dur.ac.uk/PiNE/prob_at_dur.html> at Durham University <https://www.dur.ac.uk/mathematical.sciences/>, UK. The closing date for applications is 20th September 2023. Please see the links for more details and on how to apply: Durham site <https://durham.taleo.net/careersection/du_ext/jobdetail.ftl?job=23001339&tz…> and Mathjobs <https://www.mathjobs.org/jobs/list/22741>. Please pass this email on to anyone who you think might be interested. Best wishes Sunil

1 0

Season 5 of the One World ABC Seminar Series
by Massimiliano Tamborrino 05 Aug '23

05 Aug '23

Dear all, With Season over, it is time to look ahead towards Season 5 of the One World ABC seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…>. A few info on this regard: * The nominations for next OWABC speakers are now open. If you would like to hear from someone or would like to propose your nomination, please send an email to me (massimiliano.tamborrino(a)warwick.ac.uk) or to any of the other OWABC Organisers with the name of the speaker and a link to the relevant works (preprints are welcome). * We are glad to announce that Clara Grazian<https://www.sydney.edu.au/science/about/our-people/academic-staff/clara-gra…> (University of Sidney) and David Frazier<https://dtfrazier.netlify.app/> (Monash University) are now member of the Organising Committee. * Next year seminars are expected to run at 8am or 8.30am UK time. Obviously, ad-hoc arrangements will be taken when having speakers from America. I would like to wish you a great summer/winter break, best, Massimiliano on the behalf of the OWABC Organisers * ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Workshop “Replicability crisis in science?”| University of Padua, Italy | 19 September 2023
by Sara Pillan 03 Aug '23

03 Aug '23

Dear All, it is a pleasure to announce the *Workshop “Replicability crisis in science?”University of Padua, Italy, 19 September 2023* Speakers: Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber Cancer Institute, Harvard University, USA (https://scholar.harvard.edu/parmigiani) Prof. Branden Fitelson, Department of Philosophy and Religion, Northeastern University, USA (https://cssh.northeastern.edu/faculty/branden-fitelson/) Prof. Gianmarco Altoè, Department of Developmental Psychology and Socialisation, University of Padua ( https://www.dpss.unipd.it/en/gianmarco-altoe) Prof. Alessandra Salvan, Department of Statistical Sciences, University of Padua (https://homes.stat.unipd.it/alessandrasalvan/en/home-2/) Prof. Marzia Soavi, Department of Philosophy, Sociology, Education and Applied Psychology, University of Padua ( https://www.unipd.it/en/contatti/rubrica?detail=Y&ruolo=1&checkout=cerca&pe… ) Workshop content: When evaluating the reliability of scientific findings and predictions, a major concern is about their replicability, that is their consistency across different studies aimed at answering the same question. A ‘replicability crisis’ has been claimed in the last decades, denouncing that a large part of published research findings, especially in applied sciences, such as psychology or medicine failed to be confirmed by subsequent studies. Difficulties in moving from empirical evidence and data analysis to a scientific result push towards the need to clarify various aspects, such as rigorous definitions, the possible tools for understanding and communicating the uncertainty inherent in most scientific conclusions, the definition of non-questionable research practices. Workshop Website: https://replicabilityday.stat.unipd.it Registration: Registration for the workshop is now open on Eventbrite <https://www.eventbrite.it/e/biglietti-replicability-crisis-in-science-68647…> . Organizers: Department of Statistical Sciences, University of Padova, Italy: Alessandra Salvan and Bruno Scarpa Department of Philosophy, Sociology, Education and Applied Psychology, University of Padova, Italy: Massimiliano Carrara and Fabio Grigenti Further details can be found at https://replicabilityday.stat.unipd.it or contact Bruno Scarpa (scarpa(a)stat.unipd.it) Info: replicability(a)stat.unipd.it The workshop has been organised together with the twin event of the Summer school on “Replicability crisis in science?” <https://replicability.stat.unipd.it/>.

1 0

PhD at the Scuola Normale Superiore (Pisa, Italy). Call 2023-2024
by Fabrizio Lillo 30 Jul '23

30 Jul '23

The call for applications to the 2023/2024 PhD program in Computational Methods and Mathematical Models for Sciences and Finance at the Scuola Normale Superiore, Pisa, see https://www.sns.it/en/computational-methods-and-mathematical-models-science… is available here https://www.sns.it/sites/default/files/2023-02/dd_bando_phd_2023-24_sci_sps… One of the fellowships is on a specific topic PNRR SoBigData.it project "*Data Science, Machine Learning and Artificial Intelligence*" The deadline is August 24 Please distribute this information to potentially interested candidates. Thank you very much in advance. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

1 0

Tenure Track Assistant Professorship
by Marco Maggis 28 Jul '23

28 Jul '23

*Da:* Claudia Klüppelberg <cklu(a)cit.tum.de> *Inviato:* venerdì 28 luglio 2023 14:32 *A:* Marco Maggis <marco.maggis(a)unimi.it> *Cc:* Marco Maggis <marco.maggis(a)unimi.it> *Oggetto:* Tenure Track Assistant Professorship The Technical University of Munich (TUM) invites applications for the prestigious Rudolf Mößbauer Tenure Track Assistant Professorships to be appointed in spring 2024. Each such position is a W2 fixed-term (6 year) tenure-track professorship with the possibility for promotion to a tenured W3. The research areas considered in this year's call include time series, spatial statistics, and related topics under the broader heading of Statistical Modelling and Uncertainty Quantification for Spatio-Temporal Data. Applications are to be submitted online by Wednesday, September 20, 2023. Further information and instructions for how to apply can be found in the full call for applications at https://portal.mytum.de/jobs/professuren/NewsArticle_20230724_132730 For inquiries feel free to contact Prof. Mathias Drton <mathias.drton(a)tum.de >. -- Prof. Dr. Claudia Klüppelberg Department for Mathematics, Technical University of Munich Postal Address: Boltzmannstr. 3, 85748 Garching bei München Office Location: Parkring 13, 85748 Garching bei München e-mail: cklu(a)cit.tum.de <cklu(a)cit.tum.de> Support the activities of the Bernoulli Society by becoming a member http://www.bernoullisociety.org

1 0

Correction: Associate professor in Finance
by Marco Maggis 28 Jul '23

28 Jul '23

With reference to the previous email: 1) Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for ASSOCIATE professor ( http://abilitazione.miur.it/public/index.php for applications), or must be holding an equivalent academic position abroad. 2) Deadline for application: August 25 at 12:00 Best regards Marco Maggis

1 0

Associate professor in Finance
by Marco Maggis 27 Jul '23

27 Jul '23

The Department of Mathematics of the University of Milan is hiring an Associate Professor in Mathematical Methods for Finance and Economics (SECS-S/06). Interested candidates can apply online at the following link https://www.unimi.it/en/node/47320 The successful candidate is expected to contribute to the development of the department under the programme “Dipartimento di Eccellenza” ( https://www.miur.gov.it/dipartimenti-di-eccellenza) and also to the department’s academic teaching activities (with a teaching load of 120 hrs per year), its strategy and governance, as well as providing scientific leadership and participating in international and national grant applications. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for full professor ( http://abilitazione.miur.it/public/index.php for applications), or must be holding an equivalent academic position abroad. Salary is fixed by national standards and starts at 52000 EUR (gross). Taxes reduction may apply for 5 or more years according to the Italian rules for candidates moving to Italy from abroad. For any inquiry please do not hesitate to contact us. Marco Maggis Marco Frittelli

1 0

Tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna (fwd)
by Tiziano Vargiolu 26 Jul '23

26 Jul '23

---------- Forwarded message ---------- Date: Wed, 26 Jul 2023 10:57:00 +0200 From: Christa Cuchiero <christa.cuchiero(a)univie.ac.at> Subject: Tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna Dear Giorgia, Claudio, Martino and Tiziano, I just wanted to inform you that a tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna has been announced, see https://personalwesen.univie.ac.at/en/jobs-recruiting/tenure-track-professo… I would be grateful if you could spread the information about the position in your networks and to let me know about potentially interested candidates. Thanks a lot in advance! Kind regards, Christa -- -- Univ.-Prof. Christa Cuchiero Department of Statistics and Operations Research University of Vienna Kolingasse 14-16 1090 Wien, Austria phone: +43 4277 38690 email: christa.cuchiero(a)univie.ac.at web: https://homepage.univie.ac.at/christa.cuchiero/

1 0

MAF2024 - 1st Call for Conference Contributions - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 25 Jul '23

25 Jul '23

*11th International Conference* *MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE - MAF2024* *University of Le Havre Normandie, Le Havre Cedex (FR) - April 4-6, 2024* *1ST Call for Conference Contributions* Dear All, I'm glad to send you the first call for MAF2024 contributions. For your convenience, please see the attached flyer. Best regards, Marco Corazza - Ca' Foscari University of Venice, Italy (On behalf of the Steering committee of MAF2024) *AIM* MAF2024 fosters collaboration between mathematicians and statisticians, to facilitate the development of theoretical and methodological advancements, as well as their applications. By leveraging this interdisciplinary approach, the conference aims to emphasize the synergy between these disciplines. MAF024 also promotes participation from both academicians and practitioners. *VENUE and DATES* • University of Le Havre Normandie – Le Havre Cedex, France • April Thursday 4 – Saturday 6, 2024 *TOPICS, but not limited to* Actuarial models, Artificial Intelligence, Behavioural finance, Blockchain technologies, Commodity markets analysis, Credit risk methods and models, Decentralized Finance, Digital asset analysis, ESG finance, FinTech, Fund performance evaluation, Insurance portfolio analysis, InsurTech, Interest rate models, Machine Learning, Management in insurance business, Methods and models for time series analysis, Models for financial derivatives, Multivariate techniques for financial markets analysis, Optimization, Pricing, Risk management, Sovereign risk, Static and dynamic portfolio selection and management, Text analysis, Trading systems. *ORGANIZERS* - University of Le Havre Normandie – Le Havre Cedex, France - Ca’ Foscari University of Venice – Venezia, Italy - University of Salerno – Fisciano (SA), Italy *STEERING COMMITTEE* - M. Corazza – Ca’ Foscari University of Venice, Italy - F. Gannon – University of Le Havre Normandie, France - F. Legros – ICN Business School, France - C. Perna – University of Salerno, Italy - C. Pizzi – Ca’ Foscari University of Venice, Italy - M. Sibillo – University of Salerno, Italy - V. Touzé – Sciences Po – OFCE, France *SCIENTIFIC COMMITTEE* Please, see https://apps.unive.it/server/eventi/76128/MAF2024_scientific-committee.pdf *CALL FOR CONTRIBUTIONS, mandatory*- Abstract submission: January 8, 2024 - Notification of abstract acceptance: January 24, 2024 *CALL FOR PAPERS, facultative* A short paper, 4 to 6 pages, can be submitted for publication after peer review in a book edited by Springer - Paper submission: January 8, 2024 - Notification of paper acceptance: January 24, 2024 - The final version of the paper, revised according the peer review, must be sent by February 6, 2024 *FEES* - Registration by January 31, 2024 - On-site: 220 euros; For students: 140 euros - Registration after January 31, 2024 - On-site: 300 euros; For students: 180 euros *FURTHER INFORMATION* - Organized sessions are solicited - All other necessary information (e.g., conference website address, where to stay, ...) will be provided soon. -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

1 0

3rd edition of: The Mathematics of Subjective Probability
by Pietro Rigo 24 Jul '23

24 Jul '23

Dear all, this is to recall the 3rd edition of the workshop on The Mathematics of Subjective Probability<https://www.msp2023.campus.unimib.it/>: Topics in economics and probability to be held at the University Milano-Bicocca in Milan on 11-13 September 2023. The three days of the workshop are devoted to: 11/09 THEORY OF DECISIONS * Vladimir Vovk (Royal Holloway, London), * Fabio Maccheroni (UNiversità Bocconi), * Lorenzo Bastianello (Università di Venezia), * Sabrina Mulinacci (Università di Bologna), * Giuseppe Attanasi (Università "La Sapienza"), * Aldo Montesano (Università Bocconi). 12/09 STOCHASTIC CONTROL * Nizar Touzi (Ecole Polytechnique), * Giorgio Fabbri (Université de Grenoble), * Max Nendel (Universitaet Bielefeld), * Alessandro Calvia (Università di Parma), * Giuseppina Guatteri (Politecnico di Milano), * Daria Ghilli (Università di Pavia), * Marta Leocata (Scuola Normale Superiore), * Cristiano Ricci (Università di Pisa). 13/09/ OPTIMAL TRANSPORT * Mathias Beiglboeck (Universitaet Wien), * Giuseppe Savaré (Università Bocconi), * Pietro Siorpaes (Imperial College, London), * Hugo Lavenant (Università Bocconi), * Giulia Cavagnari (Politecnico di Milano), * Giacomo Enrico Sodini (Universitaet Wien). The registration<https://www.msp2023.campus.unimib.it/registration> is free but mandatory. Deadline for registering is 20 August Feel free to circulate the announcement to anyone who may be interested in this workshop. Best wishes, Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

1 0

rtd-B MAT/06 Università del Piemonte Orientale
by Anna Paola Todino 24 Jul '23

24 Jul '23

Dear Colleagues, A call for applications for a *tenure track position* (RTD-B) in Probability and Mathematical Statistics, SSD MAT/06, is open at The Department of Science, Technology and Innovation (DISIT) of Università del Piemonte Orientale. The deadline is July 27, 3 pm. The official call is available at the link: https://www.uniupo.it/it/concorsi/concorsi-il-personale-docente-e-ricercato… <https://www.uniupo.it/it/concorsi/concorsi-il-personale-docente-e-ricercato…> Please feel free to forward this message to potentially interested candidates. Best regards, Anna Paola Todino

1 1

Bando dottorato presso Università degli Studi di Milano
by Stefania Ugolini 21 Jul '23

21 Jul '23

Cari colleghi. vorrei segnalare la scadenza imminente del seguente bando di dottorato. Resto a disposizione per ogni chiarimento. Cordiali saluti, Stefania Ugolini. Numero 1 borsa di studio messa a disposizione dall’Università degli Studi di Milano a valere su fondi del DM 118/2023 per dottorati di ricerca rientranti negli ambiti di interesse del PNRR per il seguente programma: “Clima, ambiente e degrado dei beni culturali: dalle molecole stocastiche interagenti alla nanoscala ai campi medi delle concentrazioni alla macroscala. Modellistica e stime con misure di laboratorio” (CUP G43C23000980006) Domanda di ammissione: dal 27/06/2023 al 26/07/2023 Lettere di referenza Il Collegio docenti richiede la presentazione di n. 1 lettera di referenza, da redigersi secondo il Modello 2 qui accluso, da trasmettere all’indirizzo e-mail segrdott.mat(a)unimi.it<mailto:segrdott.mat@unimi.it> BANDO: https://apps.unimi.it/files/bandi/bando-2024-2-dottorato-in-scienze-matemat…

1 0

International Conference in Venice Social, Sovereign and Geopolitical Risks- CALL FOR PARTICIPATION
by Monica Billio 18 Jul '23

18 Jul '23

CREDIT2023 <https://www.greta.it/index.php/it/credit-2023> *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg),*European Investment Fund* (Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 21-22, 2023. The *CREDIT 2023* conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. *CREDIT 2023* is the *twenty-second *in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics* and *VERA – Venice centre in Economic and Risk Analytics for public policies - of the Ca' Foscari University of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. /Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The CREDIT 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems./ The Scientific Committee consists of: *Moritz Schularick* (Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University)* Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR)* Loriana Pelizzon* (Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer* (London Business School)* Marti Subrahmanyam* (NYU Stern Business School) * Christoph Trebesch* (Kiel Institute)** *PROGRAMME: Click here to see the conference programme <https://www.greta.it/index.php/it/general-information-credit23/programme-20…>* ** **REGISTRATION: Click here to register <https://registration.nexave.org/it/iscrizione-evento/27/22nd-international-…>** For the Registration Fees and more detailed information, please visit the *Conference website <https://www.greta.it/index.php/it/credit-2023>* *** Please accept our apologies for any crossed e-mails. ** Probably you are in our mailing list from very long time because you collaborated with us or with our associates, you asked to be informed about our activities, you attended our conferences or you submitted papers to our call for papers. If you would like to continue enjoying the benefits of keeping up to date with our future events, invitations, and developments, you do not need to do anything. If you would prefer to no longer receive communications from us, please send an email with Subject "Cancel from Mailing List" to credit(a)greta.it <mailto:credid@greta.it> BS <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> Privo di virus.www.avg.com <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2> -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

1 0

assegno di ricerca a Firenze
by Giacomo Scandolo 18 Jul '23

18 Jul '23

Assegno di ricerca, settore SECS-S/06, presso il Dipartimento DISEI dell'Università di Firenze. L'assegno è finanziato da fondi NGEU-PNRR attraverso il Partenariato Esteso PE-3 RETURN (Multi-Risk Science for Resilient Communities under a Changing Climate). E' richiesto il Dottorato di ricerca o titolo equivalente conseguito all'estero. Titolo: Incertezza di modello nella misurazione di rischi finanziari, energetici, climatici e naturali Descrizione: La ricerca riguarderà l’impatto che l’assunzione di un modello descrittivo-statistico ha sull’analisi e quantificazione dei rischi di diversa natura e sulle conseguenti politiche di mitigazione. Le applicazioni potranno essere ad ampio spettro, in linea con l'interdisciplinarietà del Partenariato. Responsabile scientifico: Prof. Giacomo Scandolo Durata: 24 mesi Inizio: novembre 2023 Lordo percipiente annuo: 26750 Euro E' inoltre prevista una "mobility allowance" lorda di 5670 Euro annui in caso di assegnista residente fuori dall'Italia. Scandenza domande: 03/08/2023 Data colloquio (online): 05/09/2023 Link al bando: (italiano) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… (inglese) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… Per ogni ulteriore informazione, contattare: giacomo.scandolo(a)unifi.it --------------------------------------------------------------------------------------------- Post-doc research grant at the Department of Economics (DISEI) of the University of Florence. The grant is financed by the NGEU-NRRP through the Extended Partnership PE-3 RETURN (Multi-Risk Science for Resilient Communities under a Changing Climate). A PhD degree is required for the position. Subject: Model uncertainty in financial, energy, climate, and natural risks assessment Description: The research activity will consider how selecting a descriptive-statistical model may impact on the analysis and assessment of different types of risks and on the derived mitigation policies. The range of possible applications is wide, in line with the interdisciplinary character of the PE-3. Duration: 24 months Start date: November 2023 Salary (annual, gross): 26750 Euro There is also a "mobility allowance" of 5670 Euro (annual, gross) in case the grant holder is officially resident outside Italy. Application deadline: 03/08/2023 Online interviews: 05/09/2023 Link to the call: (italian) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… (english) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… For any further information, please contact: giacomo.scandolo(a)unifi.it

1 0

AVVISO DI SEMINARIO
by Barbara Martinucci 17 Jul '23

17 Jul '23

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Il dott. *Costantino RICCIUTI* (Università di Roma "La Sapienza", Dipartimento di Scienze Statistiche) terrà, giovedì 20 luglio, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Multivariate subordination, generalized fractional equations **and anomalous diffusion* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* * Alessandra Meoli* * Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6p… *Abstract* In this talk we consider multiparameter Levy processes and multivariate subordinators in the sense of [1]. These models are not as well-known as other multiparameter extensions of Levy processes, such as the Brownian sheet or the Additive processes, yet they lead to a number of results that are interesting both in Analysis and Statistical Physics. Inspired by [1], we develop a theory for subordination of random fields, also providing a Phillips-type formula. This allows us to obtain stochastic solutions to systems of differential or integro-differential equations. We also study the composition of multiparameter Levy processes by means of the so-called "inverses" of multivariate subordinators. The resulting processes have interesting long range dependence properties and are governed by non local equations (potentially exhibiting fractional operators). As a byproduct, we present a model of anomalous diffusion where the particle moves within anisotropic media. The results presented in this talk are taken from [2] and [3]. [1] O. Barndorff-Nielsen; J. Pedersen; K. Sato. Multivariate subordination, self-decomposability and stability. Adv. in Appl. Probab. 33 (1), 160-187, 2001. [2] L. Beghin; C. Macci; C. Ricciuti. Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics. Stoch. Proc. Appl. 130(10), pp. 6364-6387, 2020. [3] F. Iafrate; C. Ricciuti. Some families of random fields related to multiparameter Levy processes. arXiv preprint arXiv:2211.00346, 2022.

1 0

Conference Discrete Probability Days at CRM Barcelona
by Elisabetta Candellero 17 Jul '23

17 Jul '23

Ricevo e inoltro con piacere. Elisabetta ------------------------- From Monday October, 16th (morning) to Friday, October 20th (noon) a conference in the broad scope of discrete probability will take place at CRM Barcelona (for a preliminary, not yet final list of speakers see https://www.crm.cat/discrete-probability-days/). Participation is free (ignore the payment information on the website), but space is limited, so registration is obligatory. There is a very limited space for contributed talks and very limited funding for master students/PhD students/postdocs for accommodation on campus in double rooms from Sunday, October 15th to Friday, October 20th (see https://vilauniversitaria.uab.cat/en/get-to-know-the-vila/virtual-tour/). Related to the workshop, on October 10th and 11th, there will be a mini-course on different models for random geometric graphs on CRM (participation at the course is free, but there is no funding for the time of the course) . In case you are interested in participation, send your CV, a short motivation letter (from a scientific point of view and also explaining why you need funding if you apply for this) together with two names for references (no need for reference letters), and state clearly whether you want to participate at the mini-course, and/or you want to give a talk and/or you apply for funding for accommodation on campus, to dmitsche@ gmail.com. Deadline for applying: September 4, 2023. Priority for funding for accommodation during the conference will be given to participants at the mini-course (and depending on the CV).

1 0

Convegno La Statistica al CNR al servizio del Paese
by Antonella Bodini 17 Jul '23

17 Jul '23

In occasione del Centenario del Consiglio Nazionale delle Ricerche, la sede milanese dell'Istituto di Matematica Applicata e Tecnologie Informatiche "E. Magenes" del CNR organizza la seconda edizione de "La Statistica al CNR al servizio del Paese", una giornata dedicata agli studi condotti da ricercatori CNR a favore dello sviluppo tecnologico, economico, sociale e culturale del Paese, in cui la Statistica ha un ruolo di rilievo. L'evento si svolgerà interamente online il 18 ottobre secondo il programma disponibile al sito [ http://stat100.mi.imati.cnr.it/ | http://stat100.mi.imati.cnr.it/ ] La partecipazione è gratuita, ma la registrazione è obbligatoria per ricevere le indicazioni sulle modalità di partecipazione online (i problemi di registrazione già segnalati sono stati risolti). Nell'occasione del Centenario, la giornata sarà aperta anche agli studenti degli ultimi anni delle scuole superiori. Si prega di volerne dare diffusione tramite i vostri contatti. Cordiali saluti. Antonella Bodini ----- Antonella Bodini CNR-IMATI via E. Bassini 15, 20133 Milano https://imati.cnr.it/mypage/people/BodiniAntonella.htm

1 0

ricordo di Nicola Cufaro Petroni
by Antonio DI CRESCENZO 14 Jul '23

14 Jul '23

Care colleghe, cari colleghi, Lunedi 26 Giugno è venuto a mancare il nostro collega Nicola Cufaro Petroni. Nicola è stato uno studioso poliedrico, un didatta appassionato e un sostenitore convinto della pace e del disarmo. Come fisico teorico e matematico, ha dato preziosi contributi in vari ambiti, tra cui ricordiamo la Meccanica Stocastica, i Processi di Levy e l'Analisi Stocastica applicata alla Finanza. L'impegno didattico l'ha portato ad essere relatore di numerose tesi di dottorato di ricerca e di laurea, fornendo sempre, ai suoi allievi, problemi, consigli, sorrisi. Si è inoltre prodigato affinché nascesse l'orientamento di Matematica per la Finanza all'interno della Laurea Magistrale in Matematica, intessendo relazioni col mondo bancario-finanziario del territorio. Prova ulteriore del suo impegno rivolto ai giovani, sono i manuali di Calcolo delle Probabilità e una recente monografia di Teoria della Probabilità e Processi Stocastici per fisici. Il legame profondo con l'istituzione accademica l'ha portato ad impegnarsi per lunghissimo tempo all'interno degli Organi Collegiali di Ateneo, dove si è fatto interprete dei bisogni di crescita di tutta la comunità scientifica barese. Dopo il conseguimento del Diploma in Violino presso il Conservatorio "N. Piccinni", nel corso degli anni ha affiancato l'impegno accademico ad una rilevante attività concertistica, coinvolgendo anche studenti universitari in attività musicali all'interno delle strutture del nostro Ateneo. La sua passione didattica l'ha portato inoltre a tenere per anni un corso di Acustica Fisica presso il Conservatorio di Bari. Fautore del dialogo e dell'incontro non solo tra diverse componenti scientifiche, Nicola è stato anima e mente dell'Unione Scienziati per il Disarmo, e membro del Comitato per la Pace di Terra di Bari, facendosi apprezzare in tale ambito per i suoi interventi documentati e le sue analisi approfondite. Il suo enorme lascito per noi colleghi di Dipartimento e per tutta la comunità italiana di Probabilità e Statistica Matematica, sarà certamente fonte di ispirazione per idee e azioni. Yun Gang Lu, Marcello De Giosa, Vitonofrio Crismale, Stefano Rossi, Simone Del Vecchio, Maria Elena Griseta

1 0

20 luglio ore 11.00 - Seminario Prof. Lopez-Penabad
by Enea Bongiorno 14 Jul '23

14 Jul '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 20 luglio 2023 ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/pwc-hbfh-wpm Title: *Influence of behavioral biases on investment decisions. The importance of financial education during an economic crisis* *Professor M.C. Lopez Penabad, * *University of Santiago de Compostela* Abstract: While classical financial theories assume the rationality of the individual, Behavioral Finance supports the influence of cognitive and emotional aspects on investment decisions. The objective of this study is to contribute to this field by analyzing four biases – Overconfidence, Herd Behavior, Player Fallacy and Hot Hand Fallacy, and Domestic Bias – and their relationship with investors’ personal characteristics, particularly in terms of their Economic Education and Financial Literacy. We also analyze the effect of the financial crisis derived from Covid-19 on the aforementioned biases. This work is based on 109 surveys carried out in Galicia with individual investors, both actual and would-be ones, operating in stock markets. The results confirm that (i) these biases exist and that they relate to financial education and financial literacy; the more individuals there are with limited financial knowledge, the more intensified the biases are, and (ii) that for Overconfidence and Herd Behavior, they are more visible in prolonged crises. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1s9TUF3M1A0Wre3LzsCegylUyaEWXPixt/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

1 0

Two PhD scholarships in Learning Theory, with applications to finance - UNIPI
by Marco Romito 14 Jul '23

14 Jul '23

Dear Colleagues, The Mathematics Department at the University of Pisa has recently published a call (call C) for two PhD positions on /Reinforcement Learning for Quantitative Finance/, funded by Pisa University, through the PNRR program, and Qi4M (https://www.qi4m.com/). The call, with *deadline on 7.08.2023, 1pm*, can be found at https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2023-2024… More info in the pdf call (on page 136) https://alboufficiale.unipi.it/wp-content/uploads/2023/07/BandoC_signed.pdf The scholarships foresee visits abroad and collaborations with the co-funding company. More information on the doctoral school can be found at https://www.dm.unipi.it/phd/. I would be grateful if you could advertise this opportunity to any potential candidate. In case of questions, please feel free to reach out to me. Best regards, M. Romito

1 0

AVVISO DI SEMINARIO
by Barbara Martinucci 12 Jul '23

12 Jul '23

Università di Salerno Dipartimento di Matematica AVVISO DI SEMINARIO La *dott.ssa Diana Taipe Hidalgo* (Faculty of Statistical Studies, Complutense University of Madrid) terrà, *giovedì 13 luglio, alle ore 13:00*, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *"*A Markovian epidemic model with a limited number of hospital beds*"* L'abstract è in allegato. Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZDFiNWFiMjctYjc1NC00… Cordiali saluti, Antonio Di Crescenzo Barbara Martinucci

1 0

Postdoc position in Luxembourg (G. Peccati)
by Giovanni Peccati 11 Jul '23

11 Jul '23

Dear Colleagues, I am happy to announce that there is an opening for a* 2 years post-doc position* in my research group - at the *Department of Mathematics of Luxembourg University* <https://wwwfr.uni.lu/recherche/fstm/dmath> - starting on *December 1st, 2023 *(or later). At a later stage, it will be possible to extend the position by one additional year. Here is a link to the page of the official announcement, from which it is possible to apply http://emea3.mrted.ly/3gqx0 With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

1 0

RTD-A SECS-S/06 at the Scuola Normale Superiore, Pisa
by Fabrizio Lillo 10 Jul '23

10 Jul '23

Dear all, the Scuola Normale Superiore (Pisa, Italy) has opened the call for the recruitment of an RTD-A (three year fixed term researcher) in the scientific sector SECS-S/06 Mathematical Methods of Economics, Finance and actuarial Sciences. The call is available at https://amministrazionetrasparente.sns.it/bando/selezione-di-1-ricercatore-… and the deadline is July 28. The position is partially funded by the grant PNRR - Infrastrutture di Ricerca - SoBigData.it Please distribute the call to potentially interested applicants Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

1 0

Fwd: 25 scholarships in Demography and Social Statistics - PhD Life Course Research
by Alessandra Fabbri Colabich 10 Jul '23

10 Jul '23

We forward for your information -------- Messaggio Inoltrato -------- Oggetto: 25 scholarships in Demography and Social Statistics - PhD Life Course Research Data: Fri, 7 Jul 2023 09:35:29 +0200 Mittente: Daniele Vignoli <daniele.vignoli(a)unifi.it> <daniele.vignoli(a)unifi.it> Dear Colleagues and friends, I would like to inform you about the launch of a new *PhD Program* in *Life Course Research* <https://www.phd-lcr.com>, based on a national alliance among 29 associated Universities across Italian regions. The program offers *25 PhD scholarships* in *Demography *and *Social Statistics *(a list of topics, with the corresponding reference persons, can be found here <https://www.phd-lcr.com/socio-demographic-research-topics>). The PhD program in *Life Course Research* fosters the study of life courses and the significant events that shape them from a *holistic and transdisciplinary perspective*. The program establishes a Scientific Consortium between scholars from the *biomedical, psychological, and socio-demographic fields*. The PhD program in *Life Course Research* will train a new generation of highly skilled scholars with a strong emphasis on *quantitative methods *and *data analysis*. *Unique features* of the Phd in *Life Course Research* are: 1) *Thematic* rather than disciplinary identity; 2) *Super-departmental* and *super-regional* nature of the Consortium to overcome the fragmentation of local approaches; 3) *Multilevel teaching structure* (national/local). The deadline for applications is *August 7*. More info here: https://www.phd-lcr.com How to apply: https://www.unifi.it/p12401.html Best wishes, Daniele Vignoli *---* *Daniele Vignoli* Professor of Demography www.danielevignoli.com *DiSIA* - Dipartimento di Statistica, Informatica, Applicazioni University of Florence Viale G.B. Morgagni 59

1 0

Ricercatore Tenure Track, SECS-S/01 U. Insubria scadenza 27/07/23
by Mira Antonietta 10 Jul '23

10 Jul '23

Cari colleghi, nella Gazzetta Ufficiale n. 48 del 27/06/2023 e nel sito del MUR è stato pubblicato l’avviso del bando per l’assunzione di n. 1 ricercatore a tempo determinato in tenure track (RTT) ai sensi dell’art. 24 della legge 30 dicembre 2010 n. 240, presso il Dipartimento di Economia – nell’ambito del progetto “Dipartimenti di Eccellenza 2023 - 2027” Il bando integrale e la modulistica per la partecipazione sono disponibili nel sito web alla pagina concorsi (“Ricercatori”) https://www.uninsubria.it/concorsi Ricercare la procedura di interesse mediante il codice concorso: BR159 ovvero al link sotto https://www.uninsubria.it/opportunita/n-1-ricercatore-tempo-determinato-ten… La domanda di partecipazione dovrà essere presentata entro e non oltre il giorno 27/07/2023, esclusivamente per via telematica, utilizzando l’applicazione informatica alla pagina: https://pica.cineca.it/uninsubria/ Per eventuali informazioni contattare l’Ufficio Reclutamento docenti (tel. 0332/21 9182–9183-9184 e-mail: reclutamento.docenti(a)uninsubria.it). Vi prego di dare la più ampia visibilità al bando a giovani meritevoli interessati a partecipare. Grazie e cordiali saluti, Antonietta

1 1

Assegno di ricerca (Research fellowship) Dipartimento di Scienze Chimiche, Università di Padova
by Marco Ferrante 09 Jul '23

09 Jul '23

Assegno di ricerca presso il Dipartimento di Scienze Chimiche (Gruppo di Chimica Teorica), Università di Padova Research fellowship at the Department of Chemical Sciences (Theoretical Chemistry Group), University of Padova ·*Progetto PNRR / PNRR Project*: CN HPC Spoke 1 ·*Durata dell’assegno / Duration of the fellowship*: 12 mesi / months ·*Selezioni / Selections*: 22.08.2023 ·*Inizio dell’assegno / Felloship starts in*: settembre o ottobre 2023 / september or october 2023 ·*Lordo percipiente / gorss amount*: 19367.00 Euro ·*Titolo/Title* Strategie meshless ottimizzate tramite machine learning per la soluzione di equazioni stocastiche in molti gradi di libertà Machine learning-optimized meshless strategies for the solution of stochastic equations in many degrees of freedom ·*Progetto/Project* L’assegnista si occuperà dello sviluppo e dell’implementazione di un software per risolvere equazioni stocastiche in molti gradi di libertà, in particolare ottimizzandolo su GPU o architetture hardware simili, ossia che permettano una parallelizzazione estesa su singola scheda. La strategia di risoluzione si baserà su tecniche meshless, dato che il software dovrà essere in grado di affrontare problemi con O(10-100) gradi di libertà. Per ridurre il costo computazionale sarà necessario stabilire la miglior scelta (adattiva) dei punti su cui rappresentare la soluzione dell’equazione. A tale scopo, tecniche di machine learning potranno sfruttare la costruzione iterativa della soluzione sia per accelerare il processo stesso, sia per definire la miglior distribuzione di punti. The research fellow will be responsible for the development and implementation of a software package able to solve stochastic equations in many degrees of freedom. The software should be optimized for GPUs or similar hardware architectures that allow for extensive parallelization on a single board. The resolution strategy will be based on meshless techniques since the software needs to be able to handle problems with O(10-100) degrees of freedom. To reduce the computational cost the optimal (adaptive) choice of points for representing the solution of the equation must be determined. To this purpose, machine learning techniques can be used to exploit the iterative construction of the solution, both to speed up the process itself and to define the best distribution of points. ·*Link (dal / from 13.07.2023 al / to 28.07.2023)*: https://www.dei.unipd.it/node/43362 <https://www.dei.unipd.it/node/43362> -- Prof. Marco Ferrante Prorettore alla Didattica Vice-Rector for Teaching and Education Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271366 Fax: +39-0498271499 E-Mail:ferrante@math.unipd.it URL:http://www.math.unipd.it/~ferrante

1 0

Seminario Prof. Claudio Macci
by epirozzi 07 Jul '23

07 Jul '23

AVVISO di SEMINARIO Prof. CLAUDIO MACCI Dipartimento di Matematica, UNIVERSITÀ Tor Vergata, ROMA TITLE Non-central moderate deviations for compound fractional Poisson processes Abstract The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered Normal distribution. We talk about non-central moderate deviations when the weak convergence is towards a non-Gaussian distribution. In this paper we study non-central moderate deviations for compound fractional Poisson processes with light-tailed jumps. Joint work with Luisa Beghin. Il seminario si terrà il giorno 12 LUGLIO 2023 ore 16:00 nella Aula E del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/enrica.pirozzi

1 0

Seminario Prof. Enrico Scalas
by epirozzi 07 Jul '23

07 Jul '23

AVVISO di SEMINARIO Prof. ENRICO SCALAS School of Mathematical and Physical Sciences of SUSSEX UNIVERSITY TITLE A fractional Hawkes process Abstract A Hawkes point process with kernel proportional to the probability density function of Mittag- Leffler random variables is introduced. This kernel decays as a power law with exponent $\beta+1 \in (1,2]$. Several analytical results are proved, in particular for the expected intensity of the point process and for the expected number of events of the counting process. These analytical results are used to validate algorithms that numerically invert the Laplace transform of the expected intensity as well as Monte Carlo simulations of the process. Finally, Monte Carlo simulations are used to derive the distribution of the number of events. The algorithms used for this presentation are available at https://github.com/habyarimanacassien/Fractional-Hawkes Relevant papers: Chen, J, Hawkes, A G and Scalas, E (2021) A fractional Hawkes process. In: Beghin, Luisa, Mainardi, Francesco and Garrappa, Roberto (eds.) Nonlocal and fractional operators. SEMA SIMAI Springer Series, 26 . Springer International Publishing, pp. 121-131. Habyarimana, Cassien, Aduda, Jane A, Scalas, Enrico, Chen, Jing, Hawkes, Alan G and Polito, Federico (2023) A fractional Hawkes process II: further characterization of the process. Physica A: Statistical Mechanics and its Applications, 615. pp. 1-11. Il seminario si terrà il giorno 12 LUGLIO 2023 ore 15:00 nella Aula E del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0GK_ PHxKtktVYAczOGbTqLmWu95Avgs0s1%40thread.tacv2/1688622949094?context=%7b%22T id%22%3a%222fcfe26a-bb62-46b0-b1e3-28f9da0c45fd%22%2c%22Oid%22%3a%229413faf6- db8e-4858-98b1-442e3ee2a5df%22%7d -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/enrica.pirozzi

1 0

Seminar Barbara Vantaggi in Bologna
by Sabrina Mulinacci 06 Jul '23

06 Jul '23

Dear alla we are glad to announce the seminar of Barbara Vantaggi at the Department of Statistical Sciences of the University of Bologna The seminar is today July 6th 2023 at 4 pm. A dynamic Choquet pricing rule with bid-ask spreads under ambiguity We introduce a dynamic pricing rule allowing for frictions in the form of bid-ask spreads, by modeling “risk-neutral” uncertainty through belief functions. The aim is to face pricing in a multi-period binomial market model under ambiguity. To this purpose, we introduce and characterize Dempster-Shafer multiplicative binomial processes together with the induced conditional Choquet expectation operator. Next, we consider a market formed by a frictionless risk-free bond (whose price is modeled by a deterministic process) and a non-dividend paying stock with frictions (whose lower price is modeled by a Dempster Shafer multiplicative binomial process). In this market we prove an analog of the classical theorem of change of measure relying on the notion of equivalent one-step Choquet martingale belief function. We then propose a dynamic Choquet pricing rule with bid-ask spreads showing that the discounted lower price process of a European derivative contract on the stock is a Choquet super-martingale. We also provide a normative justification in terms of a dynamic generalized no-arbitrage condition. We finally discuss the connections of the introduced dynamic pricing rule with time-consistency and dynamic risk measures. The talk is based on papers in collaboration with A.Cinfrignini and D. Petturiti Here is the link to attend online: Partecipa da computer, app per dispositivi mobili o dispositivo della stanza Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzRkYzA3N2QtYzYyNi00…> ID riunione: 351 139 477 023 Passcode: RzjM3Z

1 0

RoMaDS: A day on Statistical Physics for Machine Learning
by Stefano Vigogna 06 Jul '23

06 Jul '23

Dear all, we are glad to announce the workshop RoMaDS: A day on Statistical Physics for Machine Learning http://www.mat.uniroma2.it/~rds/statphyml.php which will take place at University of Rome Tor Vergata on September 15, 2023. Invited speakers: Andrea Agazzi Elena Agliari Giulio Biroli Matthieu Wyart Riccardo Zecchina Registration at https://docs.google.com/forms/d/e/1FAIpQLSeXVfuC4speVe0_xjGB0h-l3p6iU57lX2_… Is free but compulsory. Thanks for sharing with those who might be interested. The organizers Domenico Marinucci, Michele Salvi, Stefano Vigogna

1 0

Reminder - Amases Summer School
by Roy Cerqueti 05 Jul '23

05 Jul '23

Dear all, this is to inform you that the first edition of the AMASES Summer School will be held next September 4-6 at the University of Rome "La Sapienza", Building CU002. The goal of the Amases summer schools is to train young scholars on topics that are relevant in the context of mathematics applied to the social sciences. This year the title of the school is Social, Financial and Economic Networks. More information on the website: https://www.amases.org/amases-summer-school-2023/ For any question, do not hesitate to contact the organizers: Fabrizio Lillo <fabrizio.lillo(a)unibo.it> Roy Cerqueti <roy.cerqueti(a)uniroma1.it> -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

1 0

Call for expressions of interest in a research fellow position at the University of Milano-Bicocca
by marina pireddu 04 Jul '23

04 Jul '23

We would like to advertise a research fellowship, related to PRIN 2022 "Evolutionary Poisson Games: Theory and Applications", that will soon be available at the University of Milano-Bicocca, of the duration of 18 months, starting from the beginning of 2024. The net monthly salary will be about 1490 euros. The main goal of the research activity is the investigation of socio-economic phenomena by means of an evolutionary game theoretic approach, which leads to nonlinear dynamic models, to be studied via analytical and computational methods, in particular in relation to their stability, bifurcations and chaotic behavior. The research unit is composed by Fausto Cavalli, Ahmad Naimzada, Daniela Visetti and myself. Expressions of interest can be sent to marina.pireddu(a)unimib.it Best regards, Marina Pireddu

1 0

I: Re: [EXTERN] Re: PhD and Postoc Positions - University of Basel and IBM Research Zürich
by Marco Alessandro Fuhrman 03 Jul '23

03 Jul '23

Buongiorno. Inoltro volentieri il messaggio seguente, nella speranza che possa trovare persone interessate. Cordiali saluti. Marco Fuhrman ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- Cari, Sono Enea Monzio Compagnoni(https://www.linkedin.com/in/eneamc/ ) e faccio parte del gruppo di ricerca del Prof. Dr. Aurelien Lucchi(https://dmi.unibas.ch/de/personen/aurelien-lucchi/ ) presso l'Università di Basilea. Il nostro gruppo sta cercando due candidati al dottorato e un post-doc per una collaborazione con IBM Research di Zurigo. Serve che i candidati abbiano un forte background teorico in matematica e/o fisica, ottimizzazione e Quantum Computing. Ecco le posizioni: https://jobs.unibas.ch/offene-stellen/phd-position-in-the-field-of-theoreti… https://jobs.unibas.ch/offene-stellen/phd-position-in-the-field-of-optimiza… https://jobs.unibas.ch/offene-stellen/postdoc-position-in-the-field-of-quan… Più in generale, sentitevi liberi di contattarci se avete studenti interessati a Machine Learning che hanno anche un forte background in Probabilità, Calcolo Stocastico, Analisi (funzionale, reale, convessa, PDE), Ottimizzazione, e altri argomenti rilevanti. In tal caso, contattate direttamente Prof. Lucchi all'indirizzo aurelien.lucchi(a)unibas.ch Vi ringrazio dell'attenzione. Cordiali saluti, Enea Monzio Compagnoni

1 0

SPASS Seminar: Jonathan Mattingly
by Andrea Agazzi 03 Jul '23

03 Jul '23

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Ergodicity, Positive Lyapunov Exponents, and Partial Damping for Random Switching* by *Jonathan Mattingly* (Duke University) The seminar will take place *tomorrow TUE, 04.07.2023* at *14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass --------------------------------------- *Abstract: I will consider some new models inspired by the PDEs/SPDE with complex dynamics such as the 2D Euler and Navier-Stokes equations. The models introduce randomness onto the system through a random splitting scheme. I will explain how the randomly split Galerkin approximations of the 2D Euler equations and other related dynamics can be shown to possess a unique invariant measure that is absolutely continuous with respect to the natural Liouville measure, despite the existence of other invariant measures corresponding to fix points of the PDEs. I will then explain how on proves that the dynamics with respect to this measure has positive Lyapunov exponents almost surely.Lastly, I will discuss recent results which show that the system has a unique invariant measure even when damping is applied to part of the system.This is joint work with Omar Melikechi, Andrea Agazzi, and David Herzog.*

1 0

Call for expressions of interest in a research fellow position at the University of Milano-Bicocca
by marina pireddu 03 Jul '23

03 Jul '23

Dear All, we would like to advertise a research fellowship, related to PRIN 2022 "Evolutionary Poisson Games: Theory and Applications", that will soon be available at the University of Milano-Bicocca, of the duration of 18 months, starting from the beginning of 2024. The net monthly salary will be about 1490 euros. The main goal of the research activity is the investigation of socio-economic phenomena by means of an evolutionary game theoretic approach, which leads to nonlinear dynamic models, to be studied via analytical, simulative and computational methods, in particular in relation to their stability, bifurcations and chaotic behavior. The research unit is composed by Fausto Cavalli, Ahmad Naimzada, Daniela Visetti and myself. Expressions of interest can be sent to marina.pireddu(a)unimib.it Best regards, Marina Pireddu

1 0

RTDA STATISTICA POLIMI
by Laura Maria Sangalli 01 Jul '23

01 Jul '23

E' appena stata bandita una posizione RTD-A presso il Dipartimento di Matematica del Politecnico di Milano nel settore SECS-S/01 sul tema: "Sviluppo e implementazione di modelli e algoritmi per analisi di dati complessi". Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (Junior) ai sensi dell'art. 24, comma 3, lettera a) Legge 30.12.2010, n. 240, Tempo pieno - Settore Concorsuale 13/D1 - STATISTICA, bandita con Decreto Direttoriale n. 6288 del 31/05/2023, pubblicato sulla G.U. del 20/06/2023, n. 46 (Codice procedura: 2023_RTDA_DMAT_4). Scadenza: 20-07-23 Dettagli della procedura: https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-e-con… Programma di Ricerca: ll mondo della data science è attualmente impegnato nello sviluppo di strumenti per l'analisi di dati complessi (ad es. dati ad alta dimensione, gerarchici, non euclidei o con dipendenza spaziale e/o temporale) provenienti da diversi campi di applicazione. In questo contesto, si sono resi necessari modelli e algoritmi flessibili per fare esplorazione, inferenza e predizione in modo affidabile.La ricerca si concentrerà sullo sviluppo, l'implementazione e la validazione di modelli e algoritmi nell'ambito dello Statistical Learning con l'obiettivo di migliorare l'efficienza statistica e computazionale rispetto all'attuale stato dell’arte. La proposta è coerente con il tema del PNRR Ricerca e TT, High Performance Computing, Quantum Computing e riguarda tematiche di ricerca relative alla linea 'matematica per lo sviluppo sostenibile' del progetto del Dipartimento di Eccellenza del DMAT (www.mate.polimi.it/eccellenza/<http://www.mate.polimi.it/eccellenza/>). Per informazioni: Prof. Simone Vantini – simone.vantini(a)polimi.it<mailto:francesca.ieva@polimi.it> —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

1 0

Estensione deadline special issue DEAF
by salvatore federico 30 Jun '23

30 Jun '23

Buongiorno, comunico che la deadline per la special issue DEAF "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" https://www.springer.com/journal/10203/updates/23587054 <https://www.springer.com/journal/10203/updates/23587054> di cui era stato dato annuncio in precedenza alla lista, è stata estesa al 30 settembre 2023 Salvatore Federico

1 0

Seminario di Giovanni Conforti a Roma Tre il 7 luglio 2023
by Pietro Caputo 30 Jun '23

30 Jun '23

Venerdì 7 luglio 2023 alle ore 14:30, Aula M3 Dipartimento di Matematica e Fisica di Roma Tre, Largo San Leonardo Murialdo,1- 00146 Roma. Speaker: Giovanni Conforti (CMAP Ecole Polytechnique, Paris) Title: Stable convexity profiles for Hamilton Jacobi Bellman equations and applications to entropic optimal transport. Abstract: It is well known that solutions of the Hamilton-Jacobi-Bellman (HJB) equation with a convex terminal condition remain convex at all times. In this sense, the set of convex functions is stable under the action of the HJB equation and this result can be derived as a simple consequence of the Prékopa-Leindler inequality. In this talk I will illustrate a probabilistic method based on the analysis of coupling by reflection on a system of forward-backward stochastic differential equations (FBSDEs) that prompts the existence of stable sets for the HJB equation composed of functions that are only "asymptotically convex", but not necessarily convex. If time allows, I will move on to illustrate two consequences of this result to the Schrödinger problem, a.k.a. entropic optimal transport problem. The first is that the optimal coupling satisfies the logarithmic Sobolev inequality and the second one is that Sinkhorn's algorithm converges exponentially fast in the number of iterations to the optimal coupling. Partially based on joint work with A.Durmus and G.Greco

1 0

Assegno di ricerca annuale - One-year post-doc position - Università Ca' Foscari Venezia
by Antonella Basso 30 Jun '23

30 Jun '23

Segnalo il seguente assegno di ricerca presso il Dipartimento di Economia dell’Università Ca’ Foscari Venezia Titolo: Modelli di reti neurali per l’analisi di dati finanziari cross-sectional nel tempo, con applicazione alla valutazione dei prezzi delle abitazioni in Italia Il principale obiettivo del progetto è di studiare l’adattabilità di adeguati modelli a reti neurali ad un contesto dinamico che considera però dati longitudinali e non serie storiche temporali. SSD e/o settore concorsuale: SECS-S/06 Responsabile scientifico e tutor: Prof.ssa Antonella Basso durata: 12 mesi SCADE IL 17/07/2023 ORE 12:00 ORA ITALIANA: Link: https://www.unive.it/data/12138/ -------------------- I would like to point out the following research grant (post-doc) at the Department of Economics of Ca' Foscari University of Venice Subject: Neural networks models for pooled cross-sectional financial data across time, with application to housing pricing in Italy The main goal of the project is to study the adaptability of appropriate neural network models to a dynamical context which considers longitudinal data instead of time series data. Duration: 12 months Deadline: 17/07/2023 at 12:00 Italian time Link: https://www.unive.it/data/12138/ Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

1 0

Seminario di Wei Wu in Sapienza il 4 Luglio
by Lorenzo Taggi 29 Jun '23

29 Jun '23

Si comunica che Wei Wu (NYU Shangai) terrà un seminario presso il Dipartimento di Matematica di Sapienza Università di Roma in Sala di Consiglio, Martedì 4 Luglio ore 14:00, dal seguente titolo e abstract: Title: Massless phases for the Villain model in d>=3 Abstract: The XY and the Villain models are models which exhibit the celebrated Kosterlitz-Thouless phase transitions in two dimensions. The spin wave conjecture, originally proposed by Dyson and by Mermin and Wagner, predicts that at low temperature, spin correlations of these models are closely related to Gaussian free fields. I will review the historical background and discuss some recent progress on this conjecture in d>=3. Based on the joint work with Paul Dario (CNRS).

1 0

Expression of interest for postdoc positions
by Daniele Cappelletti 29 Jun '23

29 Jun '23

Dear all, We are asking for expressions of interest in postdoctoral positions that will soon be available at the Polytechnic University of Turin, Polytechnic University of Milan, or Pisa university. The hired postdocs will develop mathematical results in the setting of stochastic reaction networks, which are a family of continuous-time Markov chains with polynomial transition rates extensively used as models in biochemistry. Specifically, the hired postdocs will work on stochastic process convergence, stationary behaviour (existence and characterization), and/or extensions of the classical models to include spatial heterogeneity (stochastic diffusions, processes on a graph, etc). More details on the project can be found here <https://constrained.polito.it/>. To send an expression of interest, please use this form <https://questionari.polito.it/442865?lang=en>. For any further question, please write to constrained(a)polito.it Daniele, Andrea, Luisa

1 0

(PMS)^2 talk - Cazzaniga - July 3 at 17.00
by Carlo Orrieri 27 Jun '23

27 Jun '23

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Alberto Cazzaniga (Area Science Park) Title: What is the probability that a random symmetric tensor is close to rank-one? Abstract: We address the problem of estimating the probability that a real symmetric tensor is close to rank-one tensors, motivated by the many applications of low-rank approximation. We discuss how the question can be addressed by studying metric invariants of the real Veronese variety thanks to the Weyl's tube formula. We describe the role of the reach and the curvature coefficients with respect to the Bombieri-Weyl metric in obtaining an explicit estimate, and outline the main ideas employed to tackle their calculation. We conclude by discussing some asymptotic results for the case of rational normal curves. Based on joint work with A. Lerario and A. Rosana. Date and time: Monday July 3, 17:00-18:00 (Rome time zone) Place: Laboratorio didattico, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/81154155086?pwd=Rit2Ymd3eE1lUWIrc0ErQlRMcGNVdz09 <https://us02web.zoom.us/j/81154155086?pwd=Rit2Ymd3eE1lUWIrc0ErQlRMcGNVdz09> ID riunione: 811 5415 5086 Passcode: 317594 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

1 0

Seminars in Probability and Finance - Giulia Livieri (LSE London) & Federico Sau (University of Trieste)
by Alberto Chiarini 27 Jun '23

27 Jun '23

========================================================== PADOVA SEMINARS IN PROBABILITY AND FINANCE webpage: http://www.math.unipd.it/~bianchi/seminari/ ========================================================== Dear Colleagues, We would like to invite you to the "Padova seminars in Probability and Finance" this Friday, June 30 starting from 14.30 in Room 2BC30 at the department of Mathematics of the University of Padova. The seminar can also be followed via Zoom from a link to be found at https://www.math.unipd.it/~bianchi/seminari/ This week we will have two contributions: 14:30 - Giulia Livieri (LSE London) 15:30 - Federico Sau (University of Trieste) See further details below. The organizers _____________________________________________________ Speaker: Giulia Livieri (LSE London) Title: Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis Abstract: Causal operators (CO), such as various solution operators to stochastic differential equations, play a central role in contemporary stochastic analysis; however, there is still no canonical framework for designing Deep Learning (DL) models capable of approximating COs. This paper proposes a "geometry-aware'" solution to this open problem by introducing a DL model-design framework that takes suitable infinite-dimensional linear metric spaces as inputs and returns a universal sequential DL model adapted to these linear geometries. We call these models Causal Neural Operators (CNOs). Our main result states that the models produced by our framework can uniformly approximate on compact sets and across arbitrarily finite-time horizons Hölder or smooth trace class operators, which causally map sequences between given linear metric spaces. Our analysis uncovers new quantitative relationships on the latent state-space dimension of CNOs which even have new implications for (classical) finite-dimensional Recurrent Neural Networks (RNNs). We find that a linear increase of the CNO's (or RNN's) latent parameter space's dimension and of its width, and a logarithmic increase of its depth imply an exponential increase in the number of time steps for which its approximation remains valid. A direct consequence of our analysis shows that RNNs can approximate causal functions using exponentially fewer parameters than ReLU networks. Speaker: Federico Sau Title: Spectral gap of the symmetric inclusion process Abstract: In this talk, we consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on the same graph. In the regime in which the gamma-like reversible measures of the particle system are log-concave, our bounds match, yielding a version for the symmetric inclusion process of the celebrated Aldous'spectral gap conjecture --- originally formulated for the interchange process and proved by Caputo, Liggett and Richthammer (JAMS 2010). Finally, by means of duality techniques, we draw analogous conclusions for an interacting diffusion-like unbounded conservative spin system known as Brownian energy process, which may be interpreted as a spatial version of the Wright-Fisher diffusion with mutation. Based on a joint work with Seonwoo Kim (SNU, South Korea). The Zoom meeting can be joined via the link to be found at https://www.math.unipd.it/~bianchi/seminari/

1 0

June 29 - OWABC seminar - Jonas Arruda and Yannik Shälte
by Massimiliano Tamborrino 27 Jun '23

27 Jun '23

Dear all, the last One World ABC Seminar<https://www.warwick.ac.uk/oneworldabc> of the season is behind the corner! On Thursday, June 29, at 9.30am UK time, Jonas Arruda and Yannik Shälte (University of Bonn) will talk about "Amortized simulation-based inference for non-linear mixed-effects models" with an reported below. Abstract: Non-linear mixed-effects models are a powerful tool for studying heterogeneous populations in biology, medicine, engineering, and other fields. However, fitting these models is computationally challenging when the description of individuals is complex and the population is large. To address this issue, we propose the use of neural density estimation to approximate entity-specific posterior distributions in an amortized fashion. This approximation is then used to efficiently infer population-level parameters. Applying this approach to problems from single-cell biology, we demonstrate its scalability to large datasets in an unprecedented manner. Moreover, it enables accurate uncertainty quantification, simple testing of hypotheses, and extends to stochastic models, going beyond what established methods can give. In summary, our method constitutes a highly flexible novel approach has the potential to substantially improve the analysis of heterogeneous populations. The talk will be hosted on MS Teams here: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTYyY2FkMWQtZTkwNi00… We are looking forward to seeing you soon, best, Massimiliano on the behalf of the One World ABC Seminar Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

4 luglio ore 11.00 - Seminario Dott. Lax Chan
by Enea Bongiorno 27 Jun '23

27 Jun '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 4 luglio 2023 ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Title: *Goodness-of-fit test for the Single Functional Index Model* *Dott. Lax Chan* Università del Piemonte Orientale Abstract: An important task in regression analysis is to choose the right specification of the link function that models the dependence structure between the random elements. A challenge arises in the framework of scalar on function regression as the link function is a real-valued operator acting on a functional space, and it is difficult to visualize and hence select a coherent specification. A specification test that uses a semi-parametric approach is proposed, in particular by exploiting the Single Functional Index Model. The test statistic is a special form of U-statistic; its asymptotic null distribution is derived under suitable assumptions, and consistency is proved for a specific class of alternatives. The finite sample performances of the test are evaluated through a simulation study using both asymptotic p-values and some bootstrap approaches. An application of the method developed to a problem commonly arises in the food industry is performed to demonstrate the potentialities of the method. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1C-aG-f1Ml66CMNIxfcQnKD0n7O3oH83r/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

1 0

Avviso di Seminario di Alessandro De Gregorio - mercoledì 28 giugno
by luigia.caputo 26 Jun '23

26 Jun '23

SEMINARIO di PROBABILITÀ e STATISTICA MATEMATICA Il giorno mercoledì 28 giugno 2023, alle ore 11:00, nella Sala Professori al I Livello del Dipartimento di Matematica e Applicazioni "Renato Caccioppoli" dell'Università degli Studi di Napoli Federico II di Napoli il Prof. ALESSANDRO DE GREGORIO del Dipartimento di Scienze Statistiche dell'Università Sapienza di Roma terrà il seguente seminario: "Path dynamics of time-changed Lévy processes: a martingale approach" Abstract: Lévy processes time changed by inverse subordinators have been intensively studied in the last years. Their importance in connection with non-local operators and semi-Markov dynamics is well-understood, but, in our view, several questions remain open concerning the probabilistic structure of such processes. The time-changed Lévy processes are particularly useful to describe complex systems. The purpose of our work is to analyze the features of the sample paths of such processes, focusing on a martingale approach. We introduce the fractional Poisson random measure as the main tool dealing with the jump component of time-changed processes. A central role in the analysis is then played by the martingale properties of suitable fractional Poisson integrals associated with the jumps of the process. This allows to obtain a semi-martingale representation of time-changed processes analogous to the celebrated Lévy-Ito decomposition. The talk is based on a joint work with Francesco Iafrate (Sapienza University of Rome). Link a Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Cordiali saluti, Luigia Caputo e Enrica Pirozzi -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo

1 0

PhD studentship at the University of Leiden
by Eva Riccomagno 25 Jun '23

25 Jun '23

Ricevo ed inoltro volentieri. Cordiali saluti, Eva Riccomagno The Faculty of Science and the Leiden Institute of Advanced Computer Science (LIACS) are looking for a : PhD Candidate, Interpretable causal machine learning for intervention development from wearable sensors data This project is defined within the LABDA (Learning Network for Advanced Behavioural Data Analysis) European project: LABDA is an EU-funded Marie Sklodowska Curie Action (MSCA). Only applications received by July 15, 2023 can be considered. Information Inquiries about the research area can be made to Dr. Mitra Baratchi (m.baratchi(a)liacs.leidenuniv.nl <mailto:m.baratchi@liacs.leidenuniv.nl>) or Prof. Wessel Kraaij (w.kraaij(a)liacs.leidenuniv.nl <mailto:w.kraaij@liacs.leidenuniv.nl>). If you have any questions about the procedure, please contact Anne-Marie Alleblas (jobs(a)liacs.leidenuniv.nl <mailto:jobs@liacs.leidenuniv.nl>) Full details at https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-4371 <https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-43713858p…>3858phd-cand.-interpretable-causal-machine-learning-for-intervention-development-from-wearable-sensor <https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-43713858p…>

1 0

LTI@UniTO seminars | Christopher Polk, May 2nd and Andrea Tamoni, May 3rd @12.00
by Luca Regis 24 Jun '23

24 Jun '23

Dear Colleagues, it is my pleasure to invite you to the following two seminars in Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto (CCA), which will take place at CCA in Torino and can be followed via Zoom. At the event page link you can find the paper, the zoom link to attend online and a button to add the event to your calendars. ------------------------------------------------------------------------------------------- May 2nd @ 12.00 Speaker: Christopher Polk (LSE) Title: The Day Destroys the Night, Night Extends the Day: A Clientele Perspective on Equity Premium Variation Abstract: We decompose market returns into their overnight and intraday components, which dramatically improves equity premium forecasts. Past smoothed overnight market returns strongly negatively forecast subsequent close-to-close returns (quarterly R2 of over 14%), primarily through intraday mean reversion. In contrast, past smoothed intraday market returns strongly positively forecast subsequent overnight returns; this partially-offsetting effect explains PE’s relatively poor forecasting ability (R2 only 3%). Our decomposition also resurrects the conditional CAPM: If we allow market betas to vary with past smoothed overnight returns, the four Fama-French factors’ alphas decrease on average by 84%. We interpret these return patterns through a clientele perspective. First, individual investor expectations and consumption growth strongly positively forecast overnight market returns, while intermediary risk tolerance strongly negatively forecasts intraday market returns. Second, aggregate cash-flow news occurs primarily intraday and is positively (negatively) correlated with revisions in expected future overnight (intraday) returns. Finally, while the Tech boom, Covid crash/rebound, and patterns in meme stocks were primarily driven by overnight returns, the Global Financial Crisis was mostly an intraday phenomenon. Event webpage link: https://www.carloalberto.org/event/christopher-polk-london-school-of-econom… Zoom link: https://us02web.zoom.us/j/83709123462pwd=OWpUM0VvRVNzbTN0bUJlRVVsNzA4Zz09 ------------------------------------------------------------------------------------------------------------------------------ May 3rd @ 12.00 Speaker: Andrea Tamoni (Rutgers Business School) Title: Stock Demand and Price Impact of 401(k) Plans Abstract: We estimate a demand system linking 401(k) plans ownership of individual stocks and funds to their demand for equities, and quantify the effect of 401(k) assets on fund managers’ investment behavior. We find that 401(k) fund and stock ownership are the most important variables, after size, explaining fund demand for stocks, with a one standard deviation increase in 401(k) ownership leading to 15-30% increase in stock demand. Funds managing a larger fraction of 401(k) assets tilt their portfolios toward winners, high beta and long duration stocks, outperforming their benchmarks. This investment behavior has important implications for security pricing and generate a feedback effect if pension flows respond positively to relative fund returns. Lastly, we estimate the equilibrium price impact of a change in 401(k) ownership to be positive and increasing over time, consistent with the shift from active to passive investing. Event webpage link: https://www.carloalberto.org/event/andrea-tamoni-rutgers-business-school/ Zoom link: https://us02web.zoom.us/j/83937896694?pwd=MVFoN2VudVM4a2Y5OXFvaklTRS85Zz09 Best regards, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Albertosites.google.com/view/lucaregis Office: +39 011 670 6065www.carloalberto.org/lti

1 3

Dottorato Matematica @Unisalento
by Fabrizio, Antonio DURANTE 22 Jun '23

22 Jun '23

Cari/e Colleghi/e, vi segnalo che, nell’ambito del bando di concorso per il Dottorato di Ricerca in “Matematica e Informatica”, XXXIX ciclo, presso l'Università del Salento, è disponibile n. 1 posto a tematica vincolata a valere sul PNRR – Centro Nazionale di Ricerca in High- Performance Computing, Big Data and Quantum Computing finalizzato allo svolgimento della seguente linea di ricerca: Metodi matematici per la prevedibilità di eventi climatici estremi Link: https://www1.unisalento.it/bandi-concorsi/-/bandi/view/66651275 La scadenza per l’invio delle domande è: 17 LUGLIO 2023. Invito a diffondere la notizia a tutti i potenziali interessati. Grazie in anticipo. Cordiali saluti, Fabrizio Durante --------------------------------------------------------- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 https://sites.google.com/site/fbdurante/ --

1 0

PhD or postdoc vacancy in Munich (spectral properties of random graphs)
by Markus Heydenreich 22 Jun '23

22 Jun '23

Dear colleagues, We are looking for a talented researcher to work on a project *Localization for very sparse Erdös-Rényi graphs* at LMU Munich. The project focusses on spectral properties of very sparse Erdös-Rényi random graphs. This is a temporary position that can be filled by a PhD student or postdoc (Salary scale TV-L E13, full- or part-time, fixed term) to be started on 01 October 2023 or later. We are looking for candidates with excellent background in mathematical physics or probability theory. The project is part of the newly established SFB/CRC “Mathematics of Many-Body Quantum Systems and Their Collective Phenomena“ (München/Tübingen). Please contact Prof. Peter Müller (mueller(a)lmu.de <mailto:jansen@math.lmu.de>) or Prof. Markus Heydenreich (markus.heydenreich(a)uni-a.de <mailto:m.heydenreich@lmu.de>) for further information about the project. Interested candidates are invited to send a letter of motivation, curriculum vitae as well as name and contact details of two academic references to markus.heydenreich(a)uni-a.de <mailto:m.heydenreich@lmu.de>. Review of application begins on 10 July 2023 and shall continue until the position is filled. Best wishes, Markus Heydenreich and Peter Müller

1 0

Procedura selettiva 2023RUB04 - RTDb 13D1
by Alessandra Fabbri Colabich 22 Jun '23

22 Jun '23

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per 26 posti da Ricercatore a tempo determinato RTD-B, di cui uno nel settore concorsuale 13D1 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2023RUB04 La *scadenza* per la presentazione delle domande è il *20 luglio 2023 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

1 0

4th Italian Workshop of Econometrics and Empirical Economics: “Climate and Energy Econometrics” Bozen, 25-26 January 2024
by Monica Billio 21 Jun '23

21 Jun '23

Home The *Italian Econometric Association* (SIdE-IEA), in collaboration with the Rimini Center for Economic Analysis (RCEA <https://www.rcea.world/>), is pleased to announce the *4th Italian Workshop of Econometrics and Empirical Economics: * *“Climate and Energy Econometrics”* *Bolzano – Bozen* *25-26 January 2024* The workshop focuses on methodological advances and innovative applications of state-of-the-art econometric methods for analyzing climate and energy topics; it aims at bringing together econometricians, economists and statisticians to communicate and discuss the current developments in all fields of econometrics. The conference organizers welcome submissions of both empirical and theoretical research. *Keynote speakers:* * Christiane Baumeister <https://economics.nd.edu/faculty/christiane-baumeister/>(University of Notre Dame) * Jennifer Castle <https://users.ox.ac.uk/~nuff0231/>(University of Oxford) *Scientific Program Committee*: Matteo Manera <https://en.unimib.it/matteo-manera>(University of Milano-Bicocca, chair), Richard Baillie (Michigan State University), Andrea Bastianin (University of Milano), Monica Billio (Ca’ Foscari University of Venice), Hilde Bjørnland (BI Norwegian Business School), Alessandra Canepa (University of Turin), Roberto Casarin (Ca’ Foscari University of Venice), Luca Fanelli (University of Bologna), Stefano Grassi (Università di Roma “Tor Vergata”), Ana Maria Herrera (University of Kentucky), Camilla Mastromarco (Università della Calabria), Zack (J. Isaac) Miller (University of Missouri), Chiara Monfardini (University of Bologna), Rocco Mosconi (Politecnico Milano), Tommaso Proietti (Università di Roma “Tor Vergata”), Gazi Salah Uddin (Linkoping University). *Local Program Committee*: Francesco Ravazzolo <https://www.unibz.it/en/faculties/economics-management/academic-staff/perso…> (Libera Università di Bolzano, co-chair) Greta Goracci (Libera Università di Bolzano), Claudio Morana <https://sites.google.com/unimib.it/claudio-morana>(University of Milano-Bicocca, co-chair) *Submissions*: Papers can be submitted electronically in pdf format (with a limit of one paper per submitter) at https://easychair.org/conferences/?conf=iweee2024 <https://easychair.org/conferences/?conf=iweee2024> The deadline for submissions is *September 3, 2023*. *Fees: * */_SIdE members_/**_:_* SIdE members must regularize their 2024 membership before the beginning of the conference. To renew SIdE membership or become SIdE member visit www.side-iea.it/become-member <http://www.side-iea.it/become-member> * Early bird (until 30th November 2023): 120 euro (regular), 75 euro (student) * Late (after 30th November 2023): 180 euro (all) /_Non SIdE members_/_:_ * Early bird (until 30th November, 2023): 250 euro * Late (after 30th November 2023): 350 euro *Important dates: * * Submission deadline: 3rd September 2023 * Decision notification: 10th November 2023 * Early bird registration: no later than 30th November 2023 * Presenting authors registration: no later than 30th November 2023 *Venue:* Free University of Bozen-Bolzano 4 Universitätsplatz 1 - piazza Università, 1 39100 Bozen-Bolzano *Website:* https://www.side-iea.it/events/conferences/4th-italian-workshop-econometric… <https://www.side-iea.it/events/conferences/4th-italian-workshop-econometric…> *Sponsors:* *Immagine che contiene testo, Carattere, Elementi grafici, grafica Descrizione generata automaticamente* *Immagine che contiene testo, Carattere, schermata, rosso Descrizione generata automaticamente* Immagine che contiene testo, Carattere, schermata, design Descrizione generata automaticamente

1 0

Concorso 1 posto RTD B in STATISTICA - Università Cattolica del Sacro Cuore sede di Milano
by Consonni Guido 21 Jun '23

21 Jun '23

Si segnala il concorso in oggetto indetto con Decreto rettorale n. 9948 del 15 maggio 2023 e pubblicato sulla G.U. - 4ª serie speciale - concorsi n. 45 del 16 giugno 2023. Ricercatori a tempo determinato (art. 24, comma 3, Lettera B L. 240/2010) SETTORE CONCORSUALE: 13/D1 STATISTICA SETTORE SCIENTIFICO-DISCIPLINARE: SECS-S/01 Statistica https://progetti.unicatt.it/progetti-ateneo-milano-brescia-piacenza-e-cremo… SCADENZA 17 luglio 2023 [http://static.unicatt.it/ext-portale/5xmille_firma_mail_2023.jpg] <https://www.unicatt.it/uc/5xmille>

1 0

Seminario di Gloria Bordogna, CNR-IREA
by Antonella Bodini 21 Jun '23

21 Jun '23

Care colleghe, cari colleghi, giovedì 29 giugno, alle ore 14:30 Gloria Bordogna, di CNR-IREA, terrà un seminario dal titolo: "I sistemi per il supporto alle decisioni: dai sistemi esperti al deep learning". Parte delle riflessioni sul tema sono raccolte nel contributo della Dottoressa Bordogna What Really Matters is not just Knowing “What”, “Where” and “When” but also Knowing “How” al volume "Life in Science, Stories, Opinions and Advice for a New Generation of Scientists" edito da Diego Breviario e Jack A. Tuszynski e pubblicato da Springer. Il seminario potrà essere seguito tramite Teams collegandosi al link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MzExMGJlMTctY2Y4Mi00… Buona giornata, Antonella ---- Antonella Bodini CNR-IMATI via E. Bassini 15 20133 Milano

1 0

concorso dottorato matematica uniroma3
by giuliani＠mat.uniroma3.it 21 Jun '23

21 Jun '23

Cari colleghi, vorrei segnalare che il bando di concorso per il Dottorato di Ricerca in Matematica XXXIX ciclo presso l'Università degli Studi Roma Tre è aperto e disponibile al seguente link: https://apps.uniroma3.it/public/bando2023/ Sono disponibili 3 borse su tematiche generali di matematica e 2 su progetti PNRR (su crittografia e machine learning) La scadenza è ravvicinata: MARTEDI 27 GIUGNO alle ore 14:00. Invito a diffondere la notizia a tutti i potenziali interessati. Grazie, cordiali saluti, Alessandro Giuliani

1 0

Seminario DSS Sapienza Roma - Prof.ssa Vidotto
by Alessandro Degregorio 20 Jun '23

20 Jun '23

Buonasera, il *23 Giugno 2023* presso il Dipartimento di Scienze Statistiche - Sapienza Università di Roma - alle *ore 12 (aula 24)*, la prof.ssa *Anna Vidotto* (Università di Napoli Federico II) terrà un seminario: *Title: *The Malliavin-Stein Approach and an Improved Second-Order Poincaré Inequality *Abstract: *In this talk we will introduce the so-called Malliavin-Stein approach for obtaining quantitative central limit theorems for functionals of Gaussian fields. Then we will present an improved version of the second-order Gaussian Poincaré inequality, first introduced in Chatterjee (2009) and Nourdin et al. (2009), and consequent applications. Tutti gli interessati sono invitati a partecipare. Sarà possibile seguire il seminario anche da remoto, tramite il seguente link: https://uniroma1.zoom.us/j/94866257671?pwd=Rm5aRUdTT1dUb0JrS3Q2TjFYNHNOZz09 Saluti, Alessandro De Gregorio -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

1 0

Call for papers Foro de Turismo
by Alessandra Fabbri Colabich 20 Jun '23

20 Jun '23

Dear colleagues: It is a pleasure to present the celebration of the II City of Melilla Tourism Forum face-to-face from October 4th to 7th. The forum is organized around seven thematic symposia where a wide group of professionals will talk about cruise tourism, the problem of connectivity, European projects on Tourism, Tourism and Society, experiences on Tourism, digitization - sustainability, gastronomy and enology. Next to these symposia, parallel sessions of different communications are organized. The realization of this forum will be in person. The trip and accommodation costs of the attendees will be supported by the Conference (up to €400 of funding per attendee in concept of transportation and accommodation. The number of people receiving this funding will depend on the availability of funds). At the time the attendees are going to formalize their registration, they will be informed through HERMES if they get the funding. To access it, it is required: 1. Registering at the following link from July 3th (registration instructions appear there): https://forms.gle/d352ZoL5RSzCrj2ZA 2. Paying the registration fee (proof of payment must be attached when registering): ❖ Early registration: July 3th-September 8th: €80. ❖ Late registration: September 09-17: €120. 3. Making the request for the grant. The submission of applications will be carried out through the Generic Application procedure of the UGR Electronic Register (https://sede.ugr.es/procs/Solicitud-generica-para-la-UGR/). The request will be addressed to the Dean of Facultad de Ciencias Sociales y Jurídicas in Melilla. Optionally, a short abstract between 250 and 300 words of the communication that you intend to present at the Forum (if applicable) in Spanish or English, may be sent in the registration form. To get the grant, the registration order will be considered and preference will be given to attendees who present communication. Regardless of whether an abstract has been sent in the registration form, whoever wishes to send a communication must submit it through the following link: https://forms.gle/yHcWZWUgwanmxM2j8 (also available on the website). Communications may be submitted by September 3th at 11:59 p.m. (CET), with a work- in-progress format of a maximum of 4,500 words. And it should be included in the following tracks: 1. Dimensions of change in tourism today 2. Dimensions of change in leisure tourism 3. Tourism and leisure industries 4. Critical issues in tourism and leisure studies The accepted communications may be included as a book chapter in the influential editorial Dykinson S.L. (Q1 SPI). A period to change/adapt the book chapter, once evaluated in the congress, will be given. The template with the formatting conditions can be downloaded from the official website of the III Forum. And once it is filled out, it must be sent to smoral(a)ugr.es The acceptance of the communications to be presented in the Forum will take place around September 20th, and the author who has sent the communication and paid the registration will be informed of the acceptance. Should you require any more information about this forum; please write to foroturismomelilla(a)ugr.es or check the Conference website: https://foroturismomelilla.

1 0

PH.D. IN MATHEMATICS Universities of Ferrara, Modena-Reggio Emilia, Parma
by Cristian GIARDINA' 20 Jun '23

20 Jun '23

Buongiorno, con preghiera di diffusione, inoltro messaggio relativo al prossimo ciclo di dottorato presso le università di Modena-Reggio Emilia, Parma e Ferrara. Grazie Cristian Giardinà --------------------------- PH.D IN MATHEMATICS Universities of Ferrara, Modena-Reggio Emilia, Parma - CYCLE XXXIX – A.Y. 2023/2024 The call for admission 2023/24 for the Ph.D program in Mathematics is open, applications are invited for 12+2 positions. Information at https://www.unife.it/studenti/dottorato/it/concorsi/concorso-per-titoli-e-c… (correct link) Deadline 27-07-2023 12:00 (Italian Time) Educational purpose: The PhD project in Mathematics is based on the close collaboration between the three universities of Ferrara, Modena-Reggio Emilia and Parma, and has been an established regional and national reality since 2013. Ph.D. students benefit both from the educational offer provided by the three Universities in the different areas of Mathematics and from the plurality of expertise in the faculty. The Ph.D. through an extensive network of national and international contacts and the high qualification of its faculty is able to offer the highest level of education in every specific area of mathematical sciences. The main goal to train highly qualified professional figures in the field of Mathematics, with advanced skills on mathematical models and methodologies, and interdisciplinary applications is achieved through series of lectures, seminars, participation in workshops and research periods in third-party institutions that, on the one hand introduce doctoral students to the world of academic and non-academic research and, on the other hand, allow them to establish work contacts that will accompany them in the years following the completion of their degree. Alongside the study periods, presentations at internationally relevant conferences and workshops are organized to help the doctoral student in the subsequent entry into the work mode. Training is thus specifically directed on the skills of recognizing significant research problems in mathematics, formulating solutions to those problems, and conveying the results to others through oral presentations or written work. The Ph.D., at the end of the program, should be able to: carry out research independently, produce original and relevant results, and fit into the international scientific community. Ph.D.s will possess the skills necessary not only to work in universities and research institutes, but also in industry, public administration and private commercial enterprises. Educational plan: The program provides for the training of mathematicians capable of exploiting the full potential of mathematical and statistical tools and methods to address the inherent complexity of problems posed by applied science and industry. The first year of the Ph.D. program will include advanced theoretical lectures and workshops taught by international scholars chosen by the faculty to provide students with the opportunity to establish direct contact with the international scientific community. These courses may be chosen from a wide range of course offerings in both pure and applied mathematics. In addition, they will be complemented by courses related to soft skills such as computer science, programming and writing research projects in the community. Ph.D. students will also take individualized courses under the guidance of a mentor for the purpose of introducing them to the specific topics of their research. Every year 60 credits must be accrued, and an oral examination is required to demonstrate the research activity performed. Students are expected to spend a minimum of 6 months and a maximum of 18 months abroad. After completing the required courses and exams, students will focus primarily on their chosen research project. Students are evaluated annually on the basis of the progress of their research leading to the writing of the Ph.D. thesis, to which the Ph.D. program in Mathematics devotes great attention. Access to the final examination is subject to the achievement of original research results of international significance.

1 0

Invitation, 4th LTI - Bank of Italy Workshop “Long-term investors’ trends: theory and practice” | June 26th, 2023 @ 9.30 - 18.10 CET
by Luca Regis 20 Jun '23

20 Jun '23

Dear Colleagues, please find below the invitation to the 4th LTI - Bank of Italy Workshop “Long-term investors’ trends: theory and practice” which will take place in Torino at Collegio Carlo Alberto on June 26th. Best regards, Luca Regis > > [Collegio Carlo Alberto] > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/GEN-7a6nP0GIVVWz5rrVEjHGOgmQX0jK8q…> > > > > > > > > [LTI@UniTO] > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/DRogqzgmKL6MQbrEujcfS9bcupLLzVqQwA…> > > > > > > > LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite > you to the following event > > *4th LTI - Bank of Italy Workshop* > > * “Long-term investors’ trends: theory and practice”* > > *June 26th, 2023 @ 9:30 - 18:10* > > *Fondazione Collegio Carlo Alberto, Piazza Arbarello 8, Torino* > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/khs3bTkzOkmQEZsrKfw2rm-oAZ8AbbIKXU…> > > The workshop is organized by Long-Term Investors@UniTO (LTI@UniTO) and > the Directorate General for Economics, Statistics and Research of the > Bank of Italy > > *To Attend IN PERSON * > *Register Here* > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/TBAvT8p96-RNPNC0JLFzmEuOdXmSESNyUP…> > > > > *To Attend ONLINE * > *Register Here* > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/H0nVQBRviAnno-2JhyLJSV9Aysk8qkNmId…> > > > *PROGRAM* > > *9:30 - 9:50* | *Welcome address* > > *Pietro Garibaldi* (LTI@UniTO) and *Lanfranco Suardo* (Banca d’Italia) > > > *9:50 - 10:30* | *Carbon Policy Surprises and Stock Returns: Signals > from Financial Markets* > > *Ugo Panizza* (Geneva Graduate Institute), Martina Hengee (IMF), > Richard Varghese (IMF) > > Discussion: *Ludwig Chincarini* (University of San Francisco) > > > *10:30 - 11:10* |*Flight to climatic safety: local natural disasters > and global portfolio flows * > *Fabrizio Ferriani* (Banca d’Italia), Andrea Gazzani (Banca d’Italia), > Filippo Natoli (Banca d’Italia) > > Discussion: *Michael Donadelli *(Università di Brescia) > > > 11:10 - 11:30 | Coffee Break > > > *11:30 - 12:20* | *Keynote speech* > *Imperfect Financial Expectations: Theory and Evidence* > *Andrea Vedolin *(Boston University) > > *12:20 - 13:00* | *Cultural Steoreotypes of Multinational Banks* > *Orkun Saka* (City University of London), Barry Eichengreen > (University of California Berkeley) > > Discussion: *Michela Altieri *(LUISS) > > > 13:00 - 14:30 | Lunch break > > *14:30 - 15:10* | *Dynamic ESG equilibrium* > *Andrea Tarelli* (Università Cattolica Milano), Doron Avramov (IDC), > Abraham Liuoi (EDHEC), Yang Liu (University of Hong Kong) > > Discussion: *Elisa Luciano* (Università di Torino and CCA) > > > *15:10 - 15:50* | *Financial Intermediaries and demand for duration * > *Marco Zanotti *(Università della Svizzera italiana), Alberto Plazzi > (Università della Svizzera Italiana), Andrea Tamoni (Rutgers Business > School) > > Discussion: *Frank De Jong* (Tilburg University) > > > *15:50 - 16:30* | *Do Institutional Investors stabilize equity markets > in crisis periods? Evidence from Covid-19* > *Stefano Ramelli* (University of St. Gallen), Simon Glossner > (University of Virginia Darden), Pedro Matos (University of Virginia > Darden), Alexander Wagner (University of Zurich) > > Discussion: *Fernando Avalos* (Bank for International Settlements) > > > 16:30 - 16:50 | Coffee Break > > > *16:50 - 17:30* | *Reducing Carbon Using Regulatory and Financial > Market Tools* > *Federica Zeni* (World Bank), Franklin Allen (Imperial College > London), Adelina Barbalau (University of Alberta) > > Discussion: *Tito Cordella* (Johns Hopkins University) > > > *17:30 - 18:10* | *What is missing in Asset-Pricing Factor Models * > *Massimo Dello-Preite* (Imperial College London), Raman Uppal (EDHEC), > Paolo Zaffaroni (Imperial College London), Irina Zviadadze (HEC Paris) > > Discussion: *Fabio Moneta *(Telfer Business School Ottawa) > > *ORGANIZING COMMITTEE* > > *Pietro Garibaldi *(Università di Torino and CCA) > > *Marcello Pericoli* (Banca d’Italia) > > *Luca Regis *(Università di Torino and CCA) > > *Marco Taboga* (Banca d’Italia) > > > > *Fondazione Collegio Carlo Alberto* > > Piazza Arbarello 8 - 10122 Torino, Italy > phone: +3901115630800 <tel:+3901115630800> > segreteria(a)carloalberto.org - www.carloalberto.org > <https://4z5y5.r.a.d.sendibm1.com/mk/mr/0lYePDeWimofBvS35oSrwJ4pb4ARB6fYVblc…> > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/olrYMibecM0nDUr9BLcj8nH-LC70ZUepMt…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/35uVh5Dq7rhTXGo3Yo5YuOtT24TxllYnNc…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/LH8ltvXG8FoeB2f9hBJrAb17_kaX1PR-p8…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NQRbRD6KjC8KQ6NAT_NxqiJ9BKa1-eIDgO…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/kmwmMWBvwRtXM8aY-4t9m6mhAldUk1W7xG…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/L6L0EbWv-LGKqD2kCt-Kqscd6CxgbrFcUS…> > > > *Founders* > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/RY9bYrg7v0kNlLT0nCh-ZjzFzkKbcg0gZc…> > > > > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/qTup2FJSrrXaSluvtwukHqiQMYWdi062aL…> > > > > > > *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* > > *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* > Your personal information has been gathered for the exclusive purpose > of informing you about the Collegio's initiatives, considering our and > your legitimate interest or your consent. If you wish to have your > personal data modified please contact Fondazione Collegio Carlo > Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 > 800 - privacy(a)carloalberto.org > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/uKjPNeKZXrQPi3CebfD4ReEv1HlOMn7Nih…> > To find out about the policies regarding the processing of personal > data pursuant to articles 13-14 of EU Regulation 2016/679, consult the > information at the following link > > _https://www.carloalberto.org/privacy/_ > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/WjCL6o_ToPzhjYkNg6P2ZqrHIxXMqrM9B2…> > > *Unsubscribe* > <https://4z5y5.r.a.d.sendibm1.com/mk/un/m2qlLVGts2MBodl-eJLY_ufE1-n0kYYZ5G16…> > > *© 2022 Fondazione Collegio Carlo Alberto* >

1 0

Position for Assistant Professor in Statistics at Luiss
by Marco Perone Pacifico 16 Jun '23

16 Jun '23

Luiss University, Roma, is inviting applications for a position of Assistant Professor in Statistics. This is a tenure track position, involving teaching and research. The closing date for applications is July 13 at 2:00pm CEST. All details at: https://pica.cineca.it/luiss/def-rtt-19-2023/ Please bring this position to the attention of any interested candidates. Cordially, Marco Perone Pacifico Professor of Statistics Department of Economics and Finance LUISS University Viale Romania 32 00197 Roma, ITALY La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

1 0

SPASS Seminars: Sandra Cerrai and Gianmarco Bet
by Francesco Grotto 15 Jun '23

15 Jun '23

Dear Colleagues, We would like to invite you to the following SPASS seminars, jointly organized by UniPi, SNS, UniFi and UniSi: *The Smoluchowski-Kramers diffusion-approximation for a class of constrained stochastic wave equations* *Sandra Cerrai* (University of Maryland) *Metastability for the Potts model with Glauber dynamics* *Gianmarco Bet *(University of Florence) The seminars will take place on TUE, 20.6.2023, respectively at 14:00 CET and at 15:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract (Cerrai at 14:00): We investigate the well-posedness of a class of stochastic second-order in time-damped evolution equations in Hilbert spaces, subject to the constraint that the solution lies within the unitary sphere. Then, we focus on a specific example, the stochastic damped wave equation in a bounded domain of a d-dimensional Euclidean space, endowed with the Dirichlet boundary condition, with the added constraint that the L^2-norm of the solution is equal to one. We introduce a small mass mu>0 in front of the second-order derivative in time and examine the validity of a Smoluchowski-Kramers diffusion approximation. We demonstrate that, in the small mass limit, the solution converges to the solution of a stochastic parabolic equation subject to the same constraint. We further show that an extra noise-induced drift emerges, which in fact does not account for the Stratonovich-to-Itô correction term.* *Abstract (Bet 15:00): In this talk, I will describe some recent result on the low-temperature metastabile behavior of the ferromagnetic Potts model on a finite two-dimensional grid-graph Λ, evolving according to Glauber dynamics. More specifically, to each spin configuration is associated an energy that depends on local spin alignment, as well as on an external magnetic field that acts only on one spin value. We describe separately the case of negative, positive and, if time allows, zero external magnetic field. In the first case there are q − 1 stable configurations and a unique metastable state. In the second case there are q − 1 symmetric metastable configurations and only one global minimum. In the third scenario the system has q stable equilibria. In the negative and positive cases we study the asymptotic behavior of the first hitting time from the metastable to the stable state as the inverse temperature tends to infinity. Moreover, in both cases we identify the union of gates and prove that this union has to be crossed with high probability during the transition. Based on joint work with Anna Gallo and Francesca Nardi. *

1 0

Fw: Postdoctoral position NYUAD
by Cristina TONINELLI 15 Jun '23

15 Jun '23

Ricevo e inoltro ________________________________ From: Pierre Youssef <yp27(a)nyu.edu> Sent: Thursday, June 15, 2023 11:02 AM To: Cristina TONINELLI <toninelli(a)ceremade.dauphine.fr> Subject: Postdoctoral position NYUAD Dear Cristina, I will have a postdoctoral position at New York University Abu Dhabi, to work on subjects related to High Dimensional Probability and applications. More details are available here<https://apply.interfolio.com/123968>. The starting date is flexible and can be as early as September 2023. Please feel free to share this with other colleagues. Best wishes Pierre

1 0

PhD Positions in Sapienza Università di Roma
by Lorenzo Taggi 15 Jun '23

15 Jun '23

The Mathematics Department “Guido Castelnuovo” of Sapienza Università di Roma calls 9 PhD positions in Mathematics to start in November 2023. Candidates who are interested in working in the area of Probability, Statistical Mechanics, Stochastic Processes under the supervision of any faculty member of the Probability or Mathematical Physics group may contact lorenzo.taggi(a)uniroma1.it for further information. Since the Mathematics Department “Guido Castelnuovo” is an “excellence department”, starting from this year the PhD scholarships are higher than standard Italian PhD scholarships. Please forward this announcement to possibly interested candidates. FURTHER DETAILS: Scholarship: 1637 euro per month (after taxes) It is not required to be able to speak Italian in order to attend the PhD program. It is not required to be in possession of a master degree before the application deadline. Application deadline: 22th of June, 14:00 (CET) Details on the application procedure (in Italian or English): https://phd.uniroma1.it/web/concorso39.aspx?s=&i=3519&m=&l=EN&p=&a= Official call (in Italian or English): https://www.uniroma1.it/sites/default/files/user/1824/call_for_applications… The written test must be undertaken in presence and it is possible to get a reimbursement of 250 euro for participating. It is possible to attend the oral test via zoom. Faculty Members in the Mathematics department: https://www.mat.uniroma1.it/dipartimento/persone

1 0

One World ABC: J. Arruda and Y. Shälte- June 29, 9.30am UK time
by Massimiliano Tamborrino 15 Jun '23

15 Jun '23

Dear all, the last One World ABC Seminar<https://www.warwick.ac.uk/oneworldabc> of the season is quickly approaching! On Thursday, June 29, at 9.30am UK time, Jonas Arruda and Yannik Shälte (University of Bonn) will talk about "Amortized simulation-based inference for non-linear mixed-effects models" with an reported below. Abstract: Non-linear mixed-effects models are a powerful tool for studying heterogeneous populations in biology, medicine, engineering, and other fields. However, fitting these models is computationally challenging when the description of individuals is complex and the population is large. To address this issue, we propose the use of neural density estimation to approximate entity-specific posterior distributions in an amortized fashion. This approximation is then used to efficiently infer population-level parameters. Applying this approach to problems from single-cell biology, we demonstrate its scalability to large datasets in an unprecedented manner. Moreover, it enables accurate uncertainty quantification, simple testing of hypotheses, and extends to stochastic models, going beyond what established methods can give. In summary, our method constitutes a highly flexible novel approach has the potential to substantially improve the analysis of heterogeneous populations. The talk will be hosted on MS Teams here: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTYyY2FkMWQtZTkwNi00… We are looking forward to seeing you soon, best, Massimiliano on the behalf of the One World ABC Seminar Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Amases Summer School
by Roy Cerqueti 15 Jun '23

15 Jun '23

Dear all, this is to inform you that the first edition of the AMASES Summer School will be held next September 4-6 at the University of Rome "La Sapienza", Building CU002. The goal of the Amases summer schools is to train young scholars on topics that are relevant in the context of mathematics applied to the social sciences. This year the title of the school is Social, Financial and Economic Networks. More information on the website: https://www.amases.org/amases-summer-school-2023/ For any question, do not hesitate to contact the organizers: Fabrizio Lillo <fabrizio.lillo(a)unibo.it> Roy Cerqueti <roy.cerqueti(a)uniroma1.it> -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

1 0

Fwd: 2 Postdoc positions in Mathematics at GSSI
by Faggionato, Alessandra 14 Jun '23

14 Jun '23

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it> Date: Wed, 14 Jun 2023 at 17:33 Subject: 2 Postdoc positions in Mathematics at GSSI Dear all, This is to announce the following call for a two 2year Postdoc positions in Mathematics at GSSI, deadline *July 6th, 2023*. We welcome any application in applied PDEs, Numerical Analysis, Statistical Mechanics and Continuum Mechanics. Total gross salary is: € 45.000,00. Please find more details on the position at the following link https://gssi.it/albo-ufficiale-online-gssi post #315 or directly consult the call in English, available here <https://gssi.it/albo-ufficiale-online-gssi/item/download/4396_26fc3b69b46a2…> . For more information on Mathematics research at GSSI you can look at the pages https://www.gssi.it/research-area/maths-research https://www.gssi.it/people/professors/lectures-maths Please feel free to forward this announcement among potentially interested people and applications. With best regards Giulia Basti, Serena Cenatiempo, Marielle Simon, Stefano Olla, Lu Xu -------------------------------------------------- Serena Cenatiempo Gran Sasso Science Institute (GSSI) Viale Crispi n.7, 67100 - L'Aquila (Italy) phone: +39 0862 428 0276 email: serena.cenatiempo[at]gssi[dot]com homepage: http://www.serenacenatiempo.it/ -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

1 0

4-YEAR PHD PROGRAM IN MODELING AND ENGINEERING RISK AND COMPLEXITY AT THE SCUOLA SUPERIORE MERIDIONALE, NAPLES, ITALY
by Tiziano De Angelis 14 Jun '23

14 Jun '23

Dear All, Please find below the advert for 8 fully funded PhD positions at Scuola Superiore Meridionale, which may be of interest for students with a background in applied probability, statistics and mathematical finance. Best wishes Tiziano -------------------------- *4-YEAR PHD PROGRAM IN MODELING AND ENGINEERING RISK ANDCOMPLEXITY AT THE SCUOLA SUPERIORE MERIDIONALE, NAPLES, ITALY* From epidemics, climate change and sustainability to seismic engineering and Industry 4.0, all the crucial challenges facing mankind today require the ability to understand and engineer ever growing reliable interdependent, complex and interconnected systems and infrastructures. If you are interested in studying complex systems, understand how to manage and mitigate risks and cascade effects this is the right program for you! The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity of the Scuola Superiore Meridionale (a brand new School for Advanced Studies established in Naples by the Italian Government in 2019) is now out and available at https://www.ssmeridionale.it/en-us/la-scuola/bandi-di-concorso/dottorati <https://www.ssmeridionale.it/en-us/la-scuola/bandi-di-concorso/dottorati>We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting new program. *8 fully funded 4-year scholarships are available this year*Each scholarship includes a stipend of EUR 19,000 per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least 12 months abroad during their PhD. Each Scholarship also includes approx EUR 3,000 for research costs/travel per year. Students can choose their projects and supervisor from a vast range of options during their first year. Examples of past and ongoing research projects are available on the website of the MERC PhD program at https://bit.ly/merc-PhD <https://bit.ly/merc-PhD>Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above by no later than 25th August 2023. Applications must be submitted using the online platform available at: https://pica.cineca.it/ssm/dottorato39-ssm/domande <https://pica.cineca.it/ssm/dottorato39-ssm/domande>Successful candidates will be announced by the end of September 2023 with the course officially starting on 1st November 2023. For any further information check out the PhD website at https://bit.ly/merc-PhD <https://bit.ly/merc-PhD> or contact the PhD Coordinator, Prof Mario di Bernardo, via e-mail at merc(a)ssmeridionale.it, or any of the PhD Board members listed in the PhD website above.

1 0

Kaiserslautern Applied and Industrial Mathematics Days – KLAIM
by Alessandra Micheletti 14 Jun '23

14 Jun '23

Dear Colleagues, the second edition of the > > Kaiserslautern Applied and Industrial Mathematics Days – KLAIM > > will take place in Kaiserslautern, Germany, from September 25th-27th, 2023. > > The purpose of this workshop is to provide a forum for applied mathematicians from academia, research labs and industry to exchange ideas and to showcase recent results. After the successful start of this new conference series in 2021, we continue this year with the second edition of KLAIM, putting emphasis on the Synthesis of Models and Data. > This thematic focus addresses in particular the combination of model-based approaches and data-driven techniques, leading thus to hybrid learning frameworks. The workshop is hosted jointly by the Fraunhofer-Institute for Industrial Mathematics and the Department of Mathematics at the RPTU Kaiserslautern-Landau. > > The program will be structured along the five tracks > 1. Models and Data across Scales and Domains in Engineering Applications. This track is in collaboration with the ECMI Special Interest Group Math for the Digital Factory. > 2. Risk Management and Machine Learning > 3. Simulation and Optimization in Fluid Dynamics > 4. Mathematical Programming: Uncertain Data and Multiple Objectives > 5. Analyzing Materials Structures: Images, Machine Learning and Stochastic Geometry > > Besides we plan a special session about mathematical research data. > > Deadlines > Submission of abstracts: June 19th, 2023 (strict deadline) > Notification of acceptance: July 3rd, 2023 > Registration and payment of conference fee: August 18th, 2023 > For late registrations after August 18th, the conference fee is 270,- EUR. > > Find out more at: itwm.fraunhofer.de/klaim2023 > ----------------- Associate Professor - Probability and Mathematical Statistics ECMI <https://ecmiindmath.org/> Vice President Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 https://alessandramichelettiwebpage.wordpress.com/

1 0

seminario di Gianni Pistone (DISMA-Politecnico di Torino)
by Paola Siri 14 Jun '23

14 Jun '23

Martedì 20 Giugno alle ore 11.00 presso l’aula seminari del DISMA (Politecnico di Torino) il prof. GIOVANNI PISTONE (de Castro Statistics, Collegio Carlo Alberto, e DISMA (former faculty)) terrà un seminario dal titolo Information Geometry of ANOVA and Transport Theory. ABSTRACT. Functional ANOVA (ANalysis Of VAriance) is used in Statistics and Sistem Theory. It is a non-parametric orthogonal splitting of the vector space of $L^2$ random variables. We use it to split the fibres of the affine statistical bundle. The base set consists of probability densities, and the fibres are vector spaces of Fisher’s scores. On a product sample space, one of the factors in the splitting is an additive model, while the other is a transport model. Tutti gli interessati sono invitati a partecipare. Per chi non avesse possibilità di partecipare in presenza, l'evento sarà trasmesso in streaming al seguente link https://didattica.polito.it/VClass/SeminarioPistone Paola Siri e Barbara Trivellato Paola Siri Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [cid:A8CB887B-8B14-40BE-AAAD-8875D1B7658A]

1 0

oggi ore 11.00 - Seminario Prof.ssa E. Rroji
by Enea Bongiorno 14 Jun '23

14 Jun '23

Buongiorno, con piacere segnalo il seguente seminario che si terrà oggi: -------------------------------- 14 giugno ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Title:* On the microstructure of green bonds* *Prof. Edit Rroji* University of Milano Bicocca - DISMEQ Abstract: The idea of this paper is to investigate differences in brown and green bonds from the lens of the trading activity. Our research exploits the idea that positive and negative jumps in the dynamics of returns have a specific memory nature that can be modelled through a self-exciting process. We investigate the microscopic structure and properties of high-frequency series of green and brown bonds using Hawkes type processes where the kernel is a CARMA(p,q) model. Empirical results suggest that the bid-ask spread of green bonds on average is larger for bonds issued by a financial institution while the opposite happens for bonds issued by a non financial company. Moreover, we observe that the intensities respectively of positive and negative jumps in the price dynamics are not stationary through time. Higher order bivariate Hawkes models provide better fitting results in our datasets, especially for the issuer that operates in the energy sector. This presentation is based on a joint work with Lorenzo Mercuri (University of Milan) and Andrea Perchiazzo (Vrije Universiteit Brussel). ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1NunY3uhobfzBtP0qUUbxLJpnqcvFn4JM/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page>

1 0

PMS^2 hybrid talk: Mario Maurelli - 21/06/2023 - Politecnico di Milano
by Margherita Zanella 13 Jun '23

13 Jun '23

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Mario Maurelli (Università di Pisa) Title: No blow-up by nonlinear It\^o noise for the Euler equations. Abstract: We consider the incompressible Euler equations in two or three dimensions and we show that the addition of a suitable multiplicative It\^o noise with superlinear growth prevents a smooth solution from blowing up in finite time. The result is valid for a more general hyperbolic-type SPDE. The proof is based on the Lyapunov function method. Joint work with Marco Bagnara and Fanhui Xu. Date and time: Wednesday June 21, 14:30-15:30 (Rome time zone). Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi. (Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano). Zoom link: https://polimi-it.zoom.us/j/95561910050?pwd=amJISEdSRnAxcW9pOU53ZDREaEZadz09 ID riunione: 955 6191 0050 Passcode: 455231 This is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

1 0

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random