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call for paper
by Enea Bongiorno 30 Oct '24

30 Oct '24

Carissimi, segnalo la seguente Special Issue di EcoSta (Econometrics and Statistics) con deadline 30 Giugno. Cordiali saluti, Enea ------------------- Special Issue on HIGH-DIMENSIONAL AND FUNCTIONAL DATA ANALYSIS Econometrics and Statistics http://www.elsevier.com/locate/ecosta We are inviting submissions to the special issue of the journal Econometrics and Statistics dedicated to High-dimensional and Functional Data Analysis. Such data structures have been an important focus of methodological, theoretical and applied statistics research for over two decades, with applications areas including biostatistics, economics, finance, chemometrics, environmetrics, genetics, geophysics, and neuroimaging. The aim of this special issue is to collect research papers concerned with computational and data-analytic aspects of high-dimensional and functional data analysis. Papers in the following areas are particularly welcome, as long as they pertain to the general theme of the special issue: Classification, clustering , discrimination, prediction; Dependent data structures; Hypothesis testing and model selection; Nonparametric modeling; Statistical Learning; high-dimensional econometrics; large panels. In order to be considered for publication, a submission must have a significant novel component in either high-dimensional or functional data analysis with emphasis on methodological, computational or theoretical aspects or novel analysis of important new data sets. Authors who are uncertain about the suitability of their paper should contact the editors. Submissions will be refereed according to standard procedures for Econometrics and Statistics. Information about the journal can be found at http://www.elsevier.com/locate/ecosta. The deadline for submissions is 30 June 2025. However, papers can be submitted at any time and once they are received, they will enter the editorial system immediately. Papers for the special issue should be submitted using the Elsevier Electronic Submission tool EM: https://www.editorialmanager.com/ecosta/. In the EM, please choose the special issue on High-dimensional and Functional Data Analysis. The special issue Guest Editors: Enea Bongiorno, University of Eastern Piedmont, Italy Email: enea.bongiorno(a)uniupo.it Frederic Ferraty, Toulouse Jean Jaures University, France Email: ferraty(a)math.univ-toulouse.fr Erricos Kontoghiorghes, Cyprus University of Technology and Birkbeck UNiversity of London, UK Email: erricos(a)cut.ac.cy Jeng-Min Chiou, Academia Sinica, Taiwan Email: jmchiou(a)stat.sinica.edu.tw -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Seminario 05/11 ore 11 A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries
by ANTONIO PIEVATOLO 30 Oct '24

30 Oct '24

[ENGLISH BELOW] Con preghiera di diffusione, si avvisa che in data 05-11-2024, alle ore 11:00 precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via A. Corti 12, la Dr. Alice Giampino, Università degli Studi di Milano-Bicocca, terrà un seminario dal titolo A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries Abstract: Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population characteristics. To address this gap, we introduce a Bayesian nonparametric model for co-clustering multivariate ordinal data that treats censored observations as informative, rather than merely missing. We demonstrate that this offers a significant improvement in understanding the underlying structure of the data. Our model exploits the flexibility of two independent Dirichlet processes, allowing us to infer potentially distinct subpopulations that characterize the latent structure of both subjects and variables. The ordinal nature of the data is addressed by introducing latent variables, while a matrix factorization specification is adopted to handle the high dimensionality of the data in a parsimonious way. The conjugate structure of the model enables an explicit derivation of the full conditional distributions of all the random variables in the model, which facilitates seamless posterior inference using a Gibbs sampling algorithm. We demonstrate the method's performance through simulations and by analyzing politician and movie ratings data. Gli interessati potranno partecipare al seminario da remoto, utilizzando il link indicato qui sotto https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk1YjcxOWMtYjQzYy00… oppure in presenza previa prenotazione via email a federico.cortese(a)mi.imati.cnr.it<mailto:federico.cortese@mi.imati.cnr.it> Distinti saluti, Federico P. Cortese ***ENGLISH*** Dear all, We are honoured to announce that on 11/05/2024, at 11:00 AM, in the Pentagonale Room of the CNR Research Area 1 in Milan, Via A. Corti 12, Dr. Alice Giampino from the University of Milano-Bicocca will present a seminar titled: A Bayesian Model for Co-clustering Ordinal Data with Informative Missing Entries Abstract: Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population characteristics. To address this gap, we introduce a Bayesian nonparametric model for co-clustering multivariate ordinal data that treats censored observations as informative, rather than merely missing. We demonstrate that this offers a significant improvement in understanding the underlying structure of the data. Our model exploits the flexibility of two independent Dirichlet processes, allowing us to infer potentially distinct subpopulations that characterize the latent structure of both subjects and variables. The ordinal nature of the data is addressed by introducing latent variables, while a matrix factorization specification is adopted to handle the high dimensionality of the data in a parsimonious way. The conjugate structure of the model enables an explicit derivation of the full conditional distributions of all the random variables in the model, which facilitates seamless posterior inference using a Gibbs sampling algorithm. We demonstrate the method's performance through simulations and by analyzing politician and movie ratings data. Interested participants may attend the seminar remotely using the link provided below: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk1YjcxOWMtYjQzYy00… or in person by reserving a spot via email at federico.cortese(a)mi.imati.cnr.it<mailto:federico.cortese@mi.imati.cnr.it> Best regards, Federico P. Cortese To unsubscribe from this group and stop receiving emails from it, send an email to all_ricercatori+unsubscribe(a)imati.cnr.it<mailto:all_ricercatori+unsubscribe@imati.cnr.it>.

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Workshop "Random Geometric Structures and Statistical Physics", 30 June - 4 July 2025, Rome
by Faggionato, Alessandra 29 Oct '24

29 Oct '24

Dear all, This is a preliminary announcement for the workshop “Random Geometric Structures and Statistical Physics,” to be held at the Department of Mathematics, Sapienza University of Rome, from June 30 to July 4, 2025. The workshop is part of the Eccellenza scientific program at Sapienza, titled “Statistical Mechanics and Nonequilibrium Processes.” The workshop will cover topics such as random growth processes, percolation, random walks and interacting particles on random graphs, random surfaces, statistical mechanics, and more. It will gather experts from these research fields. A follow-up message will be sent with more information once the meeting website is available. The organizers, Alessandra Faggionato Vittoria Silvestri Lorenzo Taggi -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminario PRISMA mar 5 nov 2024
by Francesco Caravenna 29 Oct '24

29 Oct '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per martedì 5 novembre 2024. I relatori saranno Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) che ci parleranno di Il moto browniano iperbolico e le sue ramificazioni con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Enzo Orsingher (Sapienza Università di Roma) e Wolfgang Woess (Technische Universitaet Graz) TITOLO: Il moto browniano iperbolico e le sue ramificazioni RIASSUNTO: Il moto browniano ramificato (branching Brownian motion - BBM) in ambito euclideo è stato studiato intensamente durante molti decenni da studiosi rinomati. Il BBM sul disco (ossia semipiano) iperbolico ha ricevuto molta meno attenzione. Un lavoro profondo di Lalley and Sellke (1997) ha messo in luce la fase ricorrente, risp. transitoria del BBM sul disco di Poincaré. In particolare, Lalley e Sellke hanno determinato la dimensione di Hausdorff dell'insieme limite sulla frontiera (il cerchio unitario) in funzione del tasso di ramificazione delle particelle. Nel primo dei due seminari viene introdotta la geometria del disco iperbolico con la metrica di Poincaré e del modello equivalente del semipiano superiore. Si presenta il Laplaciano iperbolico, cioè l'operatore di Laplace-Beltrami associato a questa superficie. Esso è l'operatore infinitesimale del moto browniano iperbolico. Si presentano alcune proprietà chiave di questo processo. Nel secondo seminario si introduce il moto browniano ramificato iperbolico. Vengono presentati alcuni nuovi risultati. In particolare, si forniscono i tassi della massima e minima distanza iperbolica della popolazione al tempo t dal punto di partenza e delle stime asintotiche più precise nella fase transitoria. L'altro tema principale riguarda il comportamento delle distribuzioni empiriche della popolazione ramificante e la loro convergenza a una distribuzione limite aleatoria sulla frontiera di supporto infinito. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Budapest
by Faggionato, Alessandra 28 Oct '24

28 Oct '24

Ricevo da Marton Balasz e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Marton Balazs <m.balazs(a)bristol.ac.uk> Date: Mon, 28 Oct 2024 at 13:31 School and workshop on stochastic interacting particle systems and random matrices ===8<=== Dear Colleagues, It is our pleasure to announce the School and the Workshop on Stochastic interacting particle systems and random matrices, to be held at the Erdős Center of the Rényi Institute, Budapest. School on Stochastic interacting particle systems and random matrices: 16-20 June, 2025 Workshop on Stochastic interacting particle systems and random matrices: 23-27 June, 2025 - The School will feature minicourses from the following distinguished researchers: Charles Bordenave Ivan Corwin László Erdős Nina Gantert Alice Guionnet Bálint Virág We are also planning on short talks from interested attendees. Further details are to be found at https://erdoscenter.renyi.hu/events/school-stochastic-interacting-particle-… . Registration deadline: 15 March 2025. - The workshop will consist of numerous talks by researchers ranging from early career colleagues to top experts of interacting particle systems and of random matrix theory. There will also be opportunities for discussions during the meeting. Please see details at https://erdoscenter.renyi.hu/events/workshop-stochastic-interacting-particl… . Registration deadline: 15 May 2025. Please advertise these meetings to interested students and colleagues. With best wishes from the organisers: Márton Balázs Laure Dumaz Benedek Valkó Bálint Vető probstatphys25(a)renyi.hu ===8<=== -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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GPSD conference in Dresden
by Enrico Scalas 28 Oct '24

28 Oct '24

Dear Colleagues, On behalf of the organisers, I would like to point you to the GPSD conference in Dresden https://www.gpsd-2025.de/ As usual, apologies for cross-posting. Best wishes, Enrico Scalas

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PhD Studentship in Stochastic Analysis at Bath
by Mario Maurelli 27 Oct '24

27 Oct '24

Dear colleagues, I am forwarding the following announcement from Avi Mayorcas about a PhD position at the University of Bath. Best regards Mario Maurelli Dear Colleagues, I am currently advertising for a PhD position at the University of Bath. The topic would be ideally suited to students with an interest in one or multiple areas of analysis, probability, stochastic analysis and PDE. However, mathematically strong students with a background in physics or economics would also be well-suited. Please find the advert here: https://www.findaphd.com/phds/project/stochastic-analysis-of-many-body-syst… Note: the advert currently says _UK students only_, however, due to a recent internal decision this will no longer apply, the advert will be updated in due course. Please feel free to point any interested students here to contact me here: https://researchportal.bath.ac.uk/en/persons/avi-mayorcas Many thanks and best wishes, Avi

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Save the date: Avi Wigderson (Turing award + Abel prize!) at Tor Vergata 31.10
by Michele Salvi 25 Oct '24

25 Oct '24

Dear all, We are honoured to announce that on Thursday, October 31st (15h00, Aula Gismondi) RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host at Tor Vergata University Prof. Avi Wigderson (Princeton University, 2023 Turing award and 2021 Abel prize) with the seminar “The value of Errors in Proofs” The seminar is meant for a broad audience, do not hesitate to spread the word with whom might be interested, students included! All the details can be found on the website of the event: https://www.mat.uniroma2.it/~pasquale/seminars/wigderson2024/ https://www.mat.uniroma2.it/~pasquale/seminars/wigderson2024/ 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… https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV. https://www.mat.uniroma2.it/~rds/events.php Best regards, Michele Salvi

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SPASS seminar: Claudio Macci
by Andrea Agazzi 25 Oct '24

25 Oct '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Large and moderate deviations for Gaussian neural network* by *Claudio Macci* (Università di Roma Tor Vergata) The seminar will take place on *TUE, 29.10.2024* at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <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 <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: Large and moderate deviations for Gaussian neural network* *Abstract: We prove large and moderate deviations for the output of Gaussian fully connected neural networks. The main achievements concern deep neural networks (i.e., when the model has more than one hidden layer) and hold for bounded and continuous pre-activation functions. However, for deep neural networks fed by a single input, we have results even if the pre-activation is ReLU. When the network is shallow (i.e., there is exactly one hidden layer) the large and moderate principles hold for quite general pre-activations and in an infinite-dimensional setting.Joint work with Barbara Pacchiarotti (Università di Roma Tor Vergata) and Giovanni Luca Torrisi (IAC-CNR).*

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post doc positions in Sao Paulo state, Brazil
by Daniela Bertacchi 23 Oct '24

23 Oct '24

The Stochastic Systems Modeling project in São Paulo state, Brazil, is recruiting three post-doctoral research fellows in the fields of Probability Theory and Stochastic Processes. The project is spread across four universities (USP, UNICAMP, UFSCar, UFABC) and includes Drs. Anatoly Yambartsev, Andressa Cerqueira, Cristian F. Coletti, Eduardo Jordão Neves, Élcio Lebensztayn, Fábio P. Machado, Florencia Leonardi, Leonardo T. Rolla, Luiz Renato G. Fontes, Miguel Abadi, Nancy L. Garcia, Pablo A. Gomes, Renato Gava, Sandro Gallo, and Vladimir Belitsky. The main lines of research include percolation and interacting random walks, population dynamics and genetic models, information propagation models, characterizers in dynamical systems and inference, and modeling and inference in complex systems. These are two-year positions, renewable for a third year, funded by the São Paulo Research Foundation through grant 23/13453-5, with the following conditions: Teaching requirements: none Start date: flexible Net salary: 144,000.00 BRL per year Research grant: 14,400.00 BRL per year Applications should be uploaded to https://forms.gle/MosUNPinEsBkQknG6 by the deadline below and include: Cover letter Short CV Research Statement Two confidential reference letters should be uploaded to https://forms.gle/EYUa1VkUQH6PYUFbA by the same deadline. Those without access to Google can send the material directly to lrenato(a)ime.usp.br Deadline: December 15, 2024 ===================================================== <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> Privo di virus.www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Precision Health Day – Call for Abstracts
by Azzimonti Laura 23 Oct '24

23 Oct '24

Dear colleagues, We are excited to announce the first Precision Health Day, organized by Scuola Universitaria Professionale della Svizzera Italiana (SUPSI) and Ente Ospedaliero Cantonale (EOC). This event will bring together experts from academia, industry, and institutions to discuss the latest advancements in precision healthcare, focusing on data science, AI, medical devices, bioinformatics, telemedicine, and more. Date: 28 March 2025 Location: Lugano, Switzerland (with remote participation available) Languages: Italian and English Submit here<https://easychair.org/cfp/phealthday2025> your research abstract by December 8, 2024. Accepted abstracts will be selected for oral or poster presentations and shared in the event proceedings. For more information and registration updates, visit our event page<https://www.supsi.ch/en/giornata-della-salute-di-precisione> or contact meditech(a)supsi.ch<mailto:meditech@supsi.ch>. We look forward to your participation! Best regards, Laura Azzimonti on behalf of the conference organization committee ––––––––––––––––––––––––––––––– http://people.idsia.ch/~laura.azzimonti/

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Announcement of the YEP workshop “Interacting Particle Systems on Random Structures”
by Vanessa Jacquier 23 Oct '24

23 Oct '24

Dear Colleagues, We are glad to announce that the 20th edition of the Young European Probabilists (YEP) workshop *Interacting Particle Systems on Random Structures *will take place on *23-27 June, 2025* in EURANDOM at Eindhoven University of Technology. The workshop will feature 3 mini-courses by the following distinguished speakers: - Shankar Bhamidi (University of the North Carolina) - Cristian Giardinà (Università degli Studi di Modena e Reggio Emilia) - Andrea Montanari (Stanford University) The workshop will also include invited talks, and short talk sessions for early postdocs and PhD students based on abstract proposals. The workshop is free but registration will be mandatory. In a future announcement we will provide the link for the registration. Please feel free to contact us for any additional information. Looking forward to meeting you in Eindhoven! The organising committee, Simone Baldassarri, Remco van der Hofstad, Vanessa Jacquier, Matthias Löwe The organizers of this workshop are committed to ensuring that scientific events are accessible to everyone, regardless of their identity, and are devoted to creating a safe and respectful environment for all participants. --------------------------------------- Vanessa Jacquier *Post-doctoral researcher * Department of Mathematics University of Utrecht Budapestlaan 6, 3584 CD *Utrecht*, The Netherlands.

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OWABC evolves into OWABI - Kick off talk October 31st
by Massimiliano Tamborrino 23 Oct '24

23 Oct '24

Dear all, After 5 Seasons of the One World Approximate Bayesian Computation (ABC) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…>, launched in April 2020 to gather members and disseminate results and innovation during those weeks and months under lockdown, we have now decided to launch a "new" seminar series, the One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…>, to better reflect the broader interest and scope of this series, which goes beyond ABC. In particular, simulation-based inference and ML related techniques will play a crucial role. We are also please to announce that Stefan Radev<https://faculty.rpi.edu/stefan-radev> <https://faculty.rpi.edu/stefan-radev> has joined the OWABI Organiser Team. The 1st OWABI talk will be given by Ullrich Koethe<https://hci.iwr.uni-heidelberg.de/vislearn/people/ullrich-koethe/> (University of Heidelberg), who will talk about "Free-form flows for physics-informed generative modeling" on Thursday the 31st October at 11am UK time. Abstract: The talk first introduces a useful categorization of the (sometimes confusing) "generative model zoo" in terms of different change-of-variables formulas. It then shows how normalizing flows, a major architecture for generative neural networks, can be used for simulation-based Bayesian inference in the sciences. Finally, it proposes free-form flows to simplify the incorporation of physical prior knowledge, e.g. rotation and translation invariance or the restriction of the distribution to a manifold, into generative models. Keywords: normalizing flows; physical-informed neural networks; simulation-based inference The talk will be streamed on MS Teams: Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 394 858 339 716 Passcode: qLKarj We are looking forward to seeing you all, best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Sverker Lerheden fellowships for Postdoctoral studies
by Gabriele Pittarello 23 Oct '24

23 Oct '24

Buongiorno, Ricevo ed inoltro questa opportunità per un Postdoc presso la Stockholm University con il mio collaboratore Mathias Lindholm <https://www.su.se/english/profiles/matli-1.182521>, Associate Professor. Deadline: November 1, 2024 Interessi di ricerca di Mathias: Applied Probability/ Finance and Insurance Applications. Per ulteriori informazioni: lindholm(a)math.su.se Cordialità, Gabriele Pittarello =================================================================== Il giorno lun 21 ott 2024 alle ore 13:56 Mathias Millberg Lindholm < lindholm(a)math.su.se> ha scritto: This year's call for the Sverker Lerheden postdoc fellowships at the math department in Stockholm is now open and it closes on November 1. This is a call within all areas of mathematics, and focus will be on persons early on in their career. More information about the position can be found here: https://www.su.se/department-of-mathematics/news/sverker-lerheden-fellowshi… <https://lnkd.in/d6quk4FX> Don't hesitate to contact me if you have any questions about the application, projects etc. (lindholm(a)math.su.se) This is an annual call that typically opens up in October, if you'd be interested some other year. =================================================================

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Fwd: [dynlist] Mini-course Prof. Michael Yampolsky (first lecture)
by Stefano Marmi 22 Oct '24

22 Oct '24

Dear all, a gentle reminder of the mini-course by Michael Yampolsky. It will be also possible to follow the lectures remotely at the link given in the message below. Kind regards Stefano Marmi Dear all, In the next few weeks Prof. Michael Yampolsky (University of Toronto Mississauga) will give a series of 4 lectures on*“Computability and Computational Complexity Questions in Dynamics”* at the Scuola Normale Superiore in Pisa. The lectures will take place on Thursdays October 24 and 31 and November 7 and 14, at* 4:30* pm in* Aula Volterra*, Piazza dei Cavalieri 7 and will be streamed online. Please find below the title and abstract of the first lecture (Thursday October 24) and the relative zoom link. *October 24:* *Computability and computational complexity in dynamics: can we trust numerical predictions of limiting behavior of orbits?* The development of the modern subject of dynamical systems went hand-in-hand with numerical modeling. However, the theoretical basis of such modeling has remained largely unexplored and offers exciting challenges. What can and cannot be computed about the behavior of a dynamical system? I will give an overview of some of the recent results and directions of study. *Zoom link* : https://us02web.zoom.us/j/87207701292?pwd=cS85dXl0WC9udDhJNmkrd3FQVDJhdz09 Below you can find titles and abstracts of the next lectures. *October 31:* *Don’t believe your lying eyes: (non)-computability of Julia sets.* The talk will be a deep dive into the question of computability and computational complexity of Julia sets. Their fractal images are among the most-computed pictures in all of mathematics. But can we trust what these computations show? The results are surprising, and involve some beautiful complex analysis. The talk will be based on my work with M. Braverman, as well as more recent results obtained with A. Dudko, C. Rojas, and others. *November 7:* *How to lose at Monte Carlo: computing statistical behavior of dynamical systems.* Introduced by Ulam and von Neumann in the 1940s, Monte Carlo technique remains the most ubiquitous tool for statistical modeling. Surprisingly, our recent work with C. Rojas shows that such modeling probably fails for some very simple dynamical systems. I will present this theorem and discuss the resulting mathematical challenges. *November 14:* *Thurston versus Turing: algorithmic hardness of classifying finite dynamical systems.* Historically, the algorithmic aspects of classification problems have motivated much of the research in geometric topology (knot theory, classification of surfaces and 3-manifolds, etc). These questions are also very fruitful in dynamics. I will discuss the joint results with N. Selinger, K. Rafi and others on algorithmic decidability of Thurston equivalence and the connection with geometrization questions in dynamics. Best wishes, Roberto -- Hai ricevuto questo messaggio perché sei iscritto al gruppo "dynlist-pisa" di Google Gruppi. Per annullare l'iscrizione a questo gruppo e non ricevere più le sue email, invia un'email a dynlist-pisa+unsubscribe(a)googlegroups.com. Per visualizzare questa discussione sul Web, visita https://groups.google.com/d/msgid/dynlist-pisa/CAKFnWE7dszS-w-YgmBpuTacFQ0t… <https://groups.google.com/d/msgid/dynlist-pisa/CAKFnWE7dszS-w-YgmBpuTacFQ0t…> .

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Halloween Conference on Cyber Risk Measurement and Management
by Sabrina Mulinacci 21 Oct '24

21 Oct '24

Dear all, I am glad to announce that on October 31st 2024 the University of Bologna will host the Halloween Conference on the financial risk management issues raised by cyber-risk. As in the typical structure of the Halloween Conferences on Risk Management hosted within the Graduate Course in Quantitative Finance, the actual conference will be preceded by a two day tutorial to prepare the audience. Participation is free, but registration is mandatory. The complete program, including link for registration can be found at the link https://eventi.unibo.it/halloween2024 Link for on-line participation will be provided right before the conference. Best wishes, Sabrina

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1st Workshop on Data Science for Health and Biology - save the date
by Anna Paganoni 21 Oct '24

21 Oct '24

Dear collegues, we are glad to announce the** *1st Workshop on Data Science for Health and Biology (DS4HB),* jointly organized by Politecnico di Milano and Human Technopole, which will take place at *Politecnico di Milano on April 7-9, 2025*. DS4HB will bring together the brightest minds in data science, healthcare, and biology for a unique event designed to inspire dialogue, collaboration, and innovation in this multidisciplinary research field. The workshop is organized in 3 thematic days - *Data Science for Omics* (Day 1), *Data Science for Imaging* (Day 2) and *Data Science for Electronic Health Records* (Day 3) - and offers a broad landscape of invited talks, panel discussions, training and networking events. Featuring a diverse blend of perspectives and internationally renowned speakers, DS4HB provides a platform for cutting-edge ideas to flourish and for the next generation of researchers to learn from the leaders shaping the future of the life sciences. Discover more at _https://www.ds4hb.polimi.it/index.html <https://www.ds4hb.polimi.it/index.html>_ Registration and poster submission will open soon. Politecnico di Milano and Human Technopole are two leading Italian institutions at the forefront of advancing data science in biology, precision medicine and health-related research. DS4HB is promoted by the _Health Analytics <https://mox.polimi.it/research-areas/health-analytics/>_ and _Statistical Learning <https://mox.polimi.it/research-areas/statistics/>_ groups of the _MOX laboratory <https://mox.polimi.it/>_ within the _Mathematical Department of Politecnico <https://www.mate.polimi.it/>_, and the _Health Data Science Center <https://humantechnopole.it/en/research-centres/health-data-science/>_ of _Human Technopole <https://humantechnopole.it/en/>_. We look forward to meeting you all in Milan next April! Best regards Francesca Ieva (chair) on behalf of the Scientific and Organizing committees of DS4HB -- Anna Maria Paganoni MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Piazza Leonardo da Vinci, 32 I-20133 Milano - Italy tel. +39 02 2399 4574 fax. +39 02 2399 4568 e.mail:anna.paganoni@polimi.it

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SPASS Seminar: Lars Schroeder
by Gianmarco Bet 21 Oct '24

21 Oct '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Stationary distribution of node2vec random walks on household models* by *Lars Schroeder* (University of Twente) The seminar will take place on *TUE, 22.10.2024* at* 11:00 CET* in Aula Tricerri, Dipartimento di Matematica e Informatica "Ulisse Dini", UNIFI and streamed online at this link <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 <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Stationary distribution of node2vec random walks on household models* *Abstract: node2vec random walks are tuneable random walks that come from the popular computer science algorithm node2vec which is used for feature learning on networks. The transition probabilities of the random walks depend on the previous visited node and on the triangles that contain the current and the previous node. Even though the algorithm is very popular in the field of computer science, mathematical properties of the random walks almost have not been explored. We will present results on the stationary distribution of these random walks on household models and compare it with the simple random walk.*

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Seminars in Statistics - Beatrice Acciaio (ETH Zurich)
by Pierpaolo De Blasi 20 Oct '24

20 Oct '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Martedi 22 Ottobre 2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ *12.00-13.00* Speaker: Beatrice Acciaio (ETH Zurich) Title: *Stretched Brownian Motion and Bass local-volatility model* Abstract: The concept of stretched Brownian motion (SBM) has been introduced by Backhoff-Veraguas et al (2020) as the unique solution to a dynamic formulation of the martingale transport problem. The name originates from the characteristic of mimicking as closely as possible the movement of a Brownian particle, while fitting the prescribed marginals. Conze and Henry-Labordere (2021) suggested a fixed-point iteration scheme for the computation of the SBM. In this talk I will review fundamental results for the SMB and provide convergence results of the fixed-point iteration. This constitutes the building block for the computation of the Bass local volatility model, which is a Markov model perfectly calibrated to vanilla options for finite maturities, and an approximation of the Dupire local volatility model. [Based on a joint work with A. Marini and G. Pammer.] ------------------------------------------------ Sarà possibile seguire entrambi i seminari anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/85297679121?pwd=LBx0D9qCgMil8TYPZzR6bXKyAleCgR.1> I seminari sono organizzati 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/>

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Fwd: January 28-29 IRS 2025 Conference Announcement
by Faggionato, Alessandra 20 Oct '24

20 Oct '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Inhomegenous Random <inter(a)math.cnrs.fr> Date: Sun, 20 Oct 2024 at 16:29 Subject: January 28-29 IRS 2025 Conference Announcement To: <faggiona(a)mat.uniroma1.it> Dear Colleagues, This is the first announcement for the two-day conference on: INHOMOGENEOUS RANDOM SYSTEMS which will be held on Tuesday 28 and Wednesday 29 January 2025 at Institut Henri Poincaré, Paris. You will find in attachment a PDF file of the announcement with the same informations as below which you may print and post up. Looking forward to meeting you in Paris, Christian Maes, Kirone Mallick, Ellen Saada. --------------------------------------------------------------------- INHOMOGENEOUS RANDOM SYSTEMS Systemes Aleatoires Inhomogenes January 28-29, 2025 Institut Henri Poincaré 11-13, rue Pierre et Marie Curie, Paris The aim of this annual workshop is to bring together mathematicians and physicists working on disordered or random systems, and to discuss recent developments on themes of common interest. Each of the two days is devoted to a specific topic; the 2025 session is planned as follows. Tuesday 28 January: SPIN GLASSES AND RELATED TOPICS. Moderator: Jean-Christophe Mourrat (Lyon). Spin glasses are models of statistical mechanics characterized by disordered interactions and complex energy landscapes. They serve as fundamental examples of complex systems, providing insights into various scientific fields. This event will bring together different perspectives from mathematics, physics, and computer science, showcasing recent developments and promising research directions. Speakers: Leticia Cugliandolo (Paris), Brice Huang (Boston), Antoine Maillard (Paris), Remi Monasson (Paris), Guilhem Semerjian (Paris), Eliran Subag (Rehovot), Pierfrancesco Urbani (Saclay). Wednesday 29 January: ERGODICITY-BREAKING PHENOMENA IN QUANTUM MECHANICS. Moderator: Wojciech De Roeck (Leuven) Experimental marvels like cold atoms are allowing us to probe many-body Hamiltonian dynamics in a very detailed way, bringing into focus questions that might have seemed almost philosophical in earlier decades. One of the surprises from these experiments is that such systems often fail to thermalize. Phenomena like `localization', `quantum scars' and various types of glassy behaviour are ubiquitous in these simple quantum systems, whereas they do not seem so common in condensed matter platforms. This day brings together several specialists from this field. Speakers: Marin Bukov (Dresden), François Huveneers (London), Andrea De Luca (Cergy), David Luitz (Bonn), Markus Mueller (Vienna), Silvia Pappalardi (Koeln), Simone Warzel (Muenchen). --------------------- The conference is free and open to all. To facilitate local organization, please register in advance by sending an e-mail to: inter(a)math.cnrs.fr with subject: IRS 2025 and the following informations: Name: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Institution:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Address:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Email:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ You may also consult the conference web page at: https://irs.math.cnrs.fr Christian Maes Kirone Mallick Theoretische Fysica Physique Théorique, IPhT KU Leuven, Belgium CEA, Saclay Ellen Saada Mathématiques, MAP5 CNRS, Université Paris Cité Partially supported by CNRS, Université Paris Cité, CEA and KU Leuven. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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International Workshop on Objective Bayesian Methodology, Athens June 8-12, 2025
by Brunero Liseo 20 Oct '24

20 Oct '24

Apologies for cross-posting The 2025 Objective Bayes (O'Bayes) Methodology Conference will be held in Athens, Greece, from June 8 to 12, 2025. Information about the conference is available on the website https://obayes25.aueb.gr/ Please note that registration for the O'Bayes25 meeting is now open. Please visit the site https://obayes25.aueb.gr/registration.html and register before the end of February (for regular registration fees). The conference will feature invited presentations and discussions by several experts in Objective Bayes methodology. It will also feature contributions in the form of poster presentations. The deadline for poster proposals is February 28, 2025. Junior participants are eligible for travel grants that could provide (at least partial) support. Please have a look at the corresponding section on the webpage for instructions on submitting poster proposals. Hope to see you in Athens, next June! Brunero Liseo on behalf of the O'Bayes 2025 Scientific Committee _______________________________________________________ Merlise Clyde, Duke University, USA Anabel Forte, University of Valencia, Spain Peter Grunwald, Centrum Wiskunde & Informatica, The Netherlands Brunero Liseo (Chair), Sapienza Università di Roma, Italy Alexandra Schmidt, McGill University, Canada Abel Rodriguez, University of Washington, USA Cristiano Villa, Duke Kunshan University, China _______________________________________________________ -- ============================================ 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>* ============================================

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Fwd: Pre-doctoral position in Barcelona / Contracte predoctoral a Barcelona / Contrato predocotral en Barcelona
by Enea Bongiorno 17 Oct '24

17 Oct '24

ricevo ed inoltro ---------- Forwarded message --------- From: Pedro Delicado Useros <pedro.delicado(a)upc.edu> Date: Thu, 17 Oct 2024 at 19:58 Subject: Fwd: Pre-doctoral position in Barcelona / Contracte predoctoral a Barcelona / Contrato predocotral en Barcelona To: Pedro Delicado Useros <pedro.delicado(a)upc.edu> (Catalan and Spanish versions follow) ------------------------------ Dear friends, We are looking for candidates for a 4-year pre-doctoral contract to develop a PhD thesis in our research group, in Barcelona. Please find more details in the attached documents. I would be grateful if you could share this offer with potential candidates. Thanks in advance, Pedro Delicado ----------------------------- Benvolguts amics, estem buscant candidats per a un contracte predoctoral de 4 anys per desenvolupar una tesi doctoral al nostre grup de recerca, a Barcelona. Trobareu més detalls als documents adjunts. Us agrairia que compartiu aquesta oferta amb candidats potencials. Gràcies per endavant, Pedro Delicado ----------------------------- Estimados amigos, estamos buscando candidatos para un contrato predoctoral de 4 años para desarrollar una tesis doctoral en nuestro grupo de investigación, en Barcelona. Encontraréis más detalles en los documentos adjuntos. Os agradecería que compartierais esta oferta con posibles candidatos. Gracias de antemano, Pedro Delicado -- -------------------------------------------------- Pedro Delicado Departament d'Estadística i Investigació Operativa Universitat Politècnica de Catalunya Despatx 211, Edifici C5, Campus Nord C/ Jordi Girona 1-3, 08034 Barcelona (SPAIN) Tel: (34) 93 401 5698 Fax: (34) 93 401 5855 e-mail: pedro.delicado(a)upc.edu Web address: http://www-eio.upc.es/~delicado -------------------------------------------------- -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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post-doctoral position in Paris PSL
by Pietro Caputo 16 Oct '24

16 Oct '24

ricevo e inoltro con piacere: ========================== PSL university is awarding two Junior Research Chairs (three-year high end postdoctoral positions) as part of its research program 'Statistical Physics and Mathematics’. This program gathers physicists and mathematicians from three departments: * CEREMADE at University Paris Dauphine – PSL, * DMA at Ecole normale supérieure – PSL * LPENS at Ecole normale supérieure – PSL. Application deadline: *28th November 2024*. Further details about the position and the application procedure can be found here : *https://academicjobsonline.org/ajo/jobs/28737 <https://academicjobsonline.org/ajo/jobs/28737>* Further details about our project and associated activities; may be found here *https://www.ceremade.dauphine.fr/dokuwiki/psl-spm:start <https://www.ceremade.dauphine.fr/dokuwiki/psl-spm:start>* Feel free to also get in touch with one of us for any additional questions. WIth best wishes, the coordinators of the program Guillaume Barraquand Djalil Chafai Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Call for Papers – XXVI Workshop on Quantitative Finance (QFW 2025) (fwd)
by Tiziano Vargiolu 15 Oct '24

15 Oct '24

Dear Colleagues, We are pleased to invite submissions for the XXVI Workshop on Quantitative Finance, taking place in Palermo from April 15-17, 2025. Contributions are welcome from the fields of Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Empirical Corporate Finance, Insurance, Computational Finance, Econophysics, Financial Econometrics, Financial Applications of Artificial Intelligence and Machine Learning, Fintech and Insurtech, Game-Theoretical Models in Finance, and other related research areas. Submission Guidelines: There will be two types of presentations: * Long Talks: 25 minutes + 5 minutes discussion * Short Talks: 15 minutes Submissions should include either a full paper or an extended abstract (minimum of four pages) and will be reviewed by the Scientific Committee. Please submit your work via the conference email: qfw2025(a)unipa.it by February 11, 2025. Important Dates: * Paper/Extended Abstract Submission Deadline: February 11, 2025 * Notification of Acceptance: March 15, 2025 * Registration Deadline: March 21, 2025 For more details, please visit QFW 2025 website. We look forward to your contributions and hope to see you in Palermo! Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 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 pec:andrea.consiglio@pec.it www:http://bit.ly/AndreaConsiglio

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LUISS Seminar, Luca Taschini -- October 17 at 12:00
by Sara 15 Oct '24

15 Oct '24

Dear all, we are happy to announce the next seminar by *Luca Taschini*, Chair of Climate Change Finance - University of Edinburgh Business School and Grantham Research Institute the LSE: *Title: Equity Returns and Firm Performance* 17 Oct 2024 - 12:00 / 13:00 Viale Romania Meeting room: TD2 AB *Abstract:* We present a statistic representing the variability of temperature anomalies and demonstrate its impact on US firms and investors. A long-short strategy that sorts firms based on spatial exposure earns a market- adjusted alpha of 39 basis points per month. The metric is related to aggregate decreases in firm profitability, with asymmetric effects across industries. These outcomes are driven by reductions in consumer demand and labor productivity coupled with changes in investor and media attention. The geographically scalable statistical framework provides a reference for assessing the quantitative effects of physical climate risks, offering a metric for improving the disclosure of material climate risks. *Online participation* link: https://luiss.webex.com/luiss/j.php?MTID=mb1bba82226a8ed98cee062b608143886 user: w_guest(a)luiss.it pw: iWM6dnD4k0Q *Ciao, Sara* 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

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Junior Workshop on Mathematical Game Theory
by Marco Scarsini 14 Oct '24

14 Oct '24

We are pleased to announce the Junior Workshop on Mathematical Game Theory <https://sites.google.com/view/jwmgt/home>. It will take place on November 21-22, 2024 at Luiss University. Only invited speakers will give a talk. There will be neither contributed talks nor posters. We have some capacity (and budget) constraints, so, although attendance is free, we need participants to register by filling out this form <https://docs.google.com/forms/d/e/1FAIpQLSfmVRc8mAq-xOySVNfrrC2k3MbwYnAaVEd…> by October 31. The workshop will bring together a group of young researchers in different areas of mathematical game theory. The talks will cover, among others, the following topics: Random games Stochastic games Learning in games Matching theory Dynamic routing games Algorithmic game theory Workshop address: Viale Pola 12, <https://www.google.com/maps/place/Luiss+Guido+Carli/@41.9189645,12.5087042,…> 00198 Rome, Italy <https://www.google.com/maps/place/Luiss+Guido+Carli/@41.9189645,12.5087042,…> The organizers Maurizio D'Andrea Marco Scarsini Xavier Venel Junior Workshop on Mathematical Game TheoryJunior Workshop on Mathematical Game Theory <https://sites.google.com/view/jwmgt/home> ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY

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Seminars Stochastics and Applications: Mathis FITOUSSI
by Stefano Pagliarani 14 Oct '24

14 Oct '24

Dear all, On October 15th, in the classroom Aula Arzelà, Department of Mathematics of the University of Bologna, the following seminar will take place: * 14:00-15:00: Mathis FITOUSSI "WEAK DISCRETIZATION ERROR TECHNIQUES FOR SINGULAR DRIFT SDES" as part of the cycle Stochastics and Applications. The abstracts are available at https://www.dm.unibo.it/seminari/mat/serials/36. For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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First Announcement: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld
by Ferrari, Giorgio 12 Oct '24

12 Oct '24

Dear All, I forward the following announcement which might be of interest for some of you. Best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%% First Announcement: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld We are excited to announce that the 14th International Symposium on Imprecise Probabilities: Theories and Applications (ISIPTA 2025) will be held at the Bielefeld University Center for Interdisciplinary Research from Tuesday, July 15, 2025, to Friday, July 18, 2025. ISIPTA is the premier international event dedicated to the exploration of imprecise probabilities, providing a platform for both theoretical advancements and practical applications. We invite contributions on all aspects of imprecise probabilities, a term encompassing a wide range of mathematical and statistical models that quantify uncertainty without the restriction of precise probabilities. Topics of interest include, but are not limited to, sets of probability measures, partial preference orderings, game-theoretic probability, choice functions, interval probabilities, risk measures, nonlinear expectations, belief functions, and possibility theory. The symposium will feature both contributed sessions and keynote talks from leading experts in the field. Keynote speakers are • Carole Bernard (Grenoble École de Management & Vrije Universiteit Brussel) • Itzhak Gilboa (Hautes Études Commerciales de Paris) • Peter Grünwald (Centrum Wiskunde & Informatica & Leiden University) • Jan Obłój (University of Oxford) For further details, please visit the conference website: https://isipta25.sipta.org/home We look forward to welcoming you to Bielefeld!

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Fwd: [ST-NET] Postdoc in Innsbruck in probability
by Elisabetta Candellero 11 Oct '24

11 Oct '24

Ricevo e inoltro con piacere. Elisabetta --------- Postdoc opening at the University of Innsbruck, Austria. The position is for 3.5 years, starting with March 1, 2025. The area of research is probability theory, in particular random walks on graphs and groups, branching random walks, aggregation models such as internal DLA, sandpiles, or a closely related field. The position is in the research group of Ecaterina Sava-Huss (ecaterina.sava-huss(a)uibk.ac.at, https://www.uibk.ac.at/mathematik/personal/sava-huss/) The gross salary is around 4.7k eur/month, 14 times/year and there are several other benefits for university employees. Deadline for application is November 7, 2024. For more information and to apply use the link https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=14618 (legally binding announcement is in German).

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Seminario Padova - Andrea Bovo
by alekos.cecchin＠unipd.it 11 Oct '24

11 Oct '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (18 Ottobre) 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: Andrea Bovo (Università di Torino) https://sites.google.com/view/andreabovo Title: An overview on recent results on Stopper vs. Singular-controller games Date: October 18, 2024, at 14:30, 2BC30 Abstract: We study various formulations of zero-sum games between a singular-controller and a stopper over finite-time horizon in which the underlying process is a multi-dimensional controlled stochastic differential equation evolving in an unbounded domain. We prove that such games admit a value and provide an optimal strategy for the stopper. In some cases we show that the value of the game is the maximal solution, in a suitable Sobolev class, of a variational inequality of min-max type with obstacle constraint and gradient constraint. Under stricter assumptions, we provide an optimal strategy for the controller and we obtain a connection between the space derivative of the value function and the solution of an optimal stopping problem with absorption. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminari presso Politecnico di Milano: Y. Sun (KAUST), M. Genton (KAUST), S. Greven (Humboldt University), Davy Paindaveine (Université Libre de Bruxelles), K. Mueller (TU Berlin)
by Laura Maria Sangalli 11 Oct '24

11 Oct '24

Cari Colleghi, vi segnalo un ricchissimo programma di seminari, previsti presso il Dipartimento di Matematica del Politecnico di Milano, nelle prossime settimane, con speakers di forte rilievo internazionale. Segnalo che per i seminari della serie MOX Colloquia occorre la registrazione (gratuita) alla piattaforma Cassyni: https://cassyni.com/s/mox-colloquia cliccando il tasto blu "Subscribe" nella pagina principale. Tutti gli interessati sono cordialmente invitati a partecipare. Un caro saluto, Laura Sangalli --------------- Mercoledì 16 Ottobre, ore 10:00, Aula Seminari - VI Piano Ying Sun, KAUST https://cemse.kaust.edu.sa/people/person/ying-sun Titolo: Spatio-temporal DeepKriging for large environmental data Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Giovedì 17 Ottobre, ore 14:00 **MOX Colloquium**, Aula Consiglio - VII Piano Marc Genton, KAUST https://cemse.kaust.edu.sa/people/person/marc-g-genton Titolo: Exascale Geostatistics for Environmental Data Science Link: https://cassyni.com/events/T9SKSXcxcGhLiHvUUfV7aD Mercoledì 23 Ottobre, ore 10:00, Aula Seminari - VI Piano Sonja Greven, Humboldt University, Berlino https://www.wiwi.hu-berlin.de/en/Professorships/vwl/statistik/team/grevenso Titolo: Bayes spaces for sparsely sampled density functions with an application to changing temperature distributions Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Venerdì 25 Ottobre, ore 12:00, Aula Seminari - VI Piano Davy Paindaveine, Université Libre de Bruxelles https://davy.paindaveine.web.ulb.be Titolo: Rank tests for PCA under weak identifiability Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Giovedì 21 Novembre, ore 14:00 **MOX Colloquium**, Aula Consiglio - VII Piano Klaus Mueller, TU Berlin https://web.ml.tu-berlin.de/author/prof.-dr.-klaus-robert-muller/ Titolo: Machine Learning and AI for the Sciences: toward understanding Link: https://cassyni.com/events/HPfFtf7ELqgkkzqR7cbDru —— 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

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Fwd: Tenure-track and postdoctoral positions at UBC, and the 2025 PIMS-CRM summer school
by Faggionato, Alessandra 11 Oct '24

11 Oct '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Omer Angel <angel(a)math.ubc.ca> Date: Fri, 11 Oct 2024 at 04:50 Subject: Tenure-track and postdoctoral positions at UBC, and the 2025 PIMS-CRM summer school To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, We would be grateful if you forward information about the positions and summer school below to any candidates who may be interested. For all of these, we especially welcome applications from members of under-represented and/or marginalized groups, including women, people with disabilities, racial minorities, LGBTQ+, and indigenous individuals. ==================================================================== **Tenure track in Discrete Mathematics or Probability** The math department is seeking candidates for a tenure-track Assistant Professor position, to start July 2025. Applicants should hold a PhD or equivalent in mathematics or a related discipline. Postdoctoral experience is normally expected. We are specifically looking for a new colleague working in Discrete Mathematics or Probability, though exceptional candidates in other areas of mathematics may also be considered. Apply by Nov. 20 at https://www.mathjobs.org/jobs/list/25045 ==================================================================== **Postdoctoral position**: The probability group at UBC plans to hire postdoctoral fellows, to start in July 2025. This is a 3-year positions with a relatively low teaching load. Applicants should have obtained a recent Ph.D. in Mathematics or a closely related discipline, or expect to complete one before the starting date. Candidates should demonstrate excellent potential in research and teaching. Apply by Nov. 15 at https://www.mathjobs.org/jobs/list/25286 ==================================================================== The 2025 PIMS-CRM summer school in probability will take place at UBC in June 2-27. There are two long courses, to be given by Tom Hutchcroft and Mathav Murugan. There will also be three mini-courses, given by Nathanael Berestycki, Nina Holden, and Tianyi Zheng. The school is aimed primarily at graduate students and postdocs. See details at https://secure.math.ubc.ca/Links/ssprob25/index.php There is some funding available for participants. Apply by Dec 15 at https://www.mathjobs.org/jobs/list/25443 Applicant from SLMath sponsor institutions should also apply at https://www.slmath.org/summer-schools/1071 ==================================================================== omer -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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PhD positions at NTU Singapore
by Sgarabottolo, Alessandro 10 Oct '24

10 Oct '24

Dear all, I would like to inform you that Ariel Neufeld is looking for PhD students at NTU Singapore. Please find below a brief description of the positions. Best regards, Alessandro Sgarabottolo ———————————————————————— PhD Positions in Mathematical Finance and Stochastic Optimization at NTU Singapore There are PhD positions on offer within the research group of Ariel Neufeld at the Division of Mathematical Sciences at NTU Singapore. The candidate should be interested in working in one (or more) of the following research topics: * Mathematical Finance * Stochastic Analysis & Stochastic Optimal Control * Stochastic Optimization in the field of Numerical Optimal Transport, Distributionally Robust Optimization, or Machine Learning (Reinforcement Learning, Theory of Neural Networks) If you are interested in the position, please send your CV to the email address: ariel.neufeld(a)ntu.edu.sg<mailto:ariel.neufeld@ntu.edu.sg>

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Procedura selettiva Prof. I fascia STAT-04/A (EX SSD SECS-S/06), Dip. Matematica - Università di Bologna
by Fabrizio Lillo 09 Oct '24

09 Oct '24

L'Università di Bologna ha bandito una procedura selettiva per la copertura di un posto di professore universitario di ruolo, I FASCIA, da coprire mediante chiamata ai sensi dell’art. 18, comma 4, Legge 240/2010 per il GSD 13/STAT-04 (EX SC 13/D4 Metodi matematici dell'economia e delle scienze attuariali e finanziarie). Il Dipartimento interessato è quello di Matematica. Il bando è reperibile all'indirizzo https://bandi.unibo.it/s/apos4/d-r-n-1462-del-4-settembre-2024-bando-per-la… La scadenza per la presentazione della domanda è il 24 ottobre 2024. ---------------------------------------- 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

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Seminar Alessandra Bianchi at Tor Vergata 16.10
by Michele Salvi 09 Oct '24

09 Oct '24

Dear all, On Wednesday, October 16th, at 14h00 in Aula D'Antoni of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Alessandra Bianchi (University of Padova) with the seminar "Mixing cutoff for simple random walks on the Chung-Lu directed graph” Abstract: In this talk, we consider a simple random walk defined on a Chung-Lu directed graph, an inhomogeneous random network that extends the Erdos Renyi random digraph by including edges independently according to given Bernoulli laws. In this non-reversible setting, we will focus on the convergence toward the equilibrium of the dynamics. In particular, under the assumption that the average degree grows logarithmically in the size n of the graph (weakly dense regime), we will establish a cutoff phenomenon at the entropic time of order log(n)/loglog(n). We will then show that on a precise window the cutoff profile converges to the Gaussian tail function. This is qualitatively similar to what was proved in a series of works by Bordenave, Caputo, Salez for the directed configuration model, where degrees are deterministically fixed. In terms of statistical ensembles, this analysis provides an extension of these cutoff results from a hard to a soft-constrained model. Joint work with G. Passuello. 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…> https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV.

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PhD position at University of Agder
by Mario Maurelli 09 Oct '24

09 Oct '24

Dear colleagues, I am forwarding the following announcement from Torstein Nilssen about a call for a PhD scholarship at the Department of Mathematical Sciences of University of Agder in Norway: https://www.jobbnorge.no/en/available-jobs/job/268182/phd-research-fellow-i… The candidate will conduct research in the intersection between stochastic analysis, fluid equations and differential geometry. More specifically, the project will explore rough path techniques applied to fluid models from geometric hydrodynamics. The project can explore topics of rough path analysis and/or geometric hydrodynamics depending on the interest of the candidate. Deadline: Nov 1st, 2024. For further information you can contact torstein.nilssen(a)uia.no . Best regards Mario Maurelli

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PhD in probabilità a Warwick
by Giuseppe Cannizzaro 09 Oct '24

09 Oct '24

Cari colleghi, Il gruppo di probabilità di Warwick offre borse di studio per dottorati di ricerca. Qualora conosceste qualche bravo studente di master interessato, vi pregherei di far loro presente questa possibilità e inoltrare loro la mail. Cordiali saluti, Giuseppe Cannizzaro --------------------------------- The Probability group at the University of Warwick (*P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>*) is looking for talented students to undertake their *PhD studies* with us. The successful applicant will join one of the *largest probability groups <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* worldwide with an established track record of high-quality research and a broad range of interests <https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re…>. The Probability group is *joint *between the Mathematics and Statistics Department and you can apply to either or *both* (recommended). See P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> for a list of potential supervisors and their affiliation; *co-supervision* is possible and encouraged. The appointments include · *fully funded scholarships* for both UK and international students of the duration of 4 years; · a *travel allowance* for schools, workshops and conferences; · a *training fund* for extended research stays. Applications are received and assessed throughout the year on a *first-come-first-served basis*, with the prestigious Chancellor scholarship has a deadline of *9th December 2024. *For more information on funding please visit the webpage at the following *link <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* . The programme consists of 6 months of *research training* with the possibility to attend graduate level courses taught by leading experts. Further, it is enriched by a variety of activities: 3 dedicated weekly *seminars*; *research focus groups* on cutting-edge topics; minicourses, workshops and conferences, ensuring a continued presence of international and distinguished visitors. Useful links: - P@W group: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Research at P@W: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Fundings: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - CDT in Statistics: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… - CDT in Mathematics: https://warwick.ac.uk/fac/sci/maths/currentstudents/currentpostgraduates/ph…

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SPASS seminar: Omiros Papaspiliopoulos
by Andrea Agazzi 09 Oct '24

09 Oct '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Scalable large scale variational inference * by *Omiros Papaspiliopoulos* (Università Bocconi) The seminar will take place on *TUE, 15.10.2024* at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <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 <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: Scalable large scale variational inference * *Abstract: The motivation behind this work is a computational framework for approximate statistical inference for the broad class of generalized bi-linear mixed models, special cases of which are generalized linear mixed models, factor models and probabilistic factorization models to mention a few popular examples. The objective is that the resultant inference has theoretically provable guarantees in terms of both uncertainty quantification and computational complexity. * * In this talk, I will first give some highlights of our work in using this framework for analyzing political ideology in Europe and then I will give a stand-alone short introduction to variational inference, discussing some theoretical aspects of its scalability.*

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call for visiting professors
by Irene Crimaldi 09 Oct '24

09 Oct '24

Dear Colleagues, The call for visiting professors is out. Here are the links: https://www.imtlucca.it/it/jobopportunity/visiting-professor-positions-econ… https://inomics.com/job/visiting-professor-programme-in-economics-statistic… Irene Crimaldi

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Seminario di Bertram Duering in Sapienza
by Enrico Scalas 08 Oct '24

08 Oct '24

Car* collegh*, Il 19 novembre 2024, in aula 24 del Dipartimento di Scienze Statistiche, Sapienza, Università di Roma, alle ore 14, il Prof. Bertram Düring della University of Warwick, Mathematics Institute terrà un seminario dal titolo From interacting agents to emerging patterns in economics and sociology Riassunto: Real-world systems in economics and sociology often consist of a large number of interacting agents that may form patterns or develop a collective behaviour. Typical applications include wealth and income distribution in an economy and opinion formation in a society. Mathematical techniques originating from statistical mechanics can be successfully developed further to model such systems and obtain mesoscopic and macroscopic descriptions of the microscopic dynamics. Such approaches frequently lead to generalisations of the classical Boltzmann equation for gas dynamics and associated limit partial differential equations. In this talk I will discuss different kinetic models for wealth distribution and opinion formation, and present analytical and numerical results. Tutte le persone interessate sono invitate a partecipare. Chi fosse interessato a partecipare a distanza, per favore, mi scriva a: enrico.scalas(a)uniroma1.it Cordiali saluti, Enrico Scalas

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Uncertainty and Risk in Financial Mathematics, Milan Decembre 18-19
by Marco Maggis 08 Oct '24

08 Oct '24

Dear Colleagues, We are pleased to invite you to the workshop *"Uncertainty and Risk in Financial Mathematics,"* which will take place on *December 18-19, 2024* at the *Department of Mathematics, University of Milan, via C. Saldini 50*. This workshop will bring together academics and practitioners in the field to discuss the latest developments and challenges related to uncertainty and risk in financial mathematics. The confirmed speakers include: - Peter Bank - Anna Battauz - Fabio Bellini - Fulvia Confortola - Marzia De Donno - Alessandro Doldi - Sigrid Källblad - Athena Picarelli - Sergio Pulido - Nizar Touzi *Registration is free but mandatory* for organizational purposes. You can find more information and updates on the workshop website: Workshop Website <https://sites.google.com/view/unrifim24/home?authuser=0> We hope you will join us for this event, and we look forward to welcoming you to Milan. Best regards, Marco Maggis, Marco Frittelli, and Luciano Campi

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post-doctoral positions in Paris - PSL
by CRISTINA TONINELLI 08 Oct '24

08 Oct '24

Dear colleagues, PSL university is awarding two Junior Research Chairs (three-year highend postdoctoral positions) as part of its research programme 'Statistical Physics and Mathematics’. This programme gathers physicists and mathematicians from three departments: * CEREMADE at University Paris Dauphine – PSL, * DMA at Ecole normale supérieure – PSL * LPENS at Ecole normale supérieure – PSL. Application deadline: 28th November 2024. Further details about the position and the application procedure can be found here : https://academicjobsonline.org/ajo/jobs/28737 Further details about our project and associated activities; may be found here https://www.ceremade.dauphine.fr/dokuwiki/psl-spm:start Feel free to also get in touch with one of us for any additional questions. WIth best wishes, the coordinators of the program Guillaume Barraquand Djalil Chafai Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Fwd: Post-doctoral position in Paris
by Maurizia Rossi 08 Oct '24

08 Oct '24

Dear all, Please find below more information about this position. Best wishes, Maurizia - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com ---------- Messaggio inoltrato --------- Da: Nathael Gozlan <Nathael.Gozlan(a)math.cnrs.fr> Data: mar 8 ott 2024 alle 10:37 Oggetto: Post-doctoral position in Paris A: Natael Gozlan <Nathael.Gozlan(a)math.cnrs.fr> CC: Dear colleagues, A two years post-doctoral position is open in Université Paris Cité (Laboratoire MAP 5). It is funded by the ANR project SOCOT (Stochastic Orders and Constrained Optimal Transport). All candidates with a background in optimal transport, stochastic mass transport, convex geometry or functional inequalities are encouraged to apply. The position is expected to start in September 2025 or later. All relevant informations may be found in the pdf file attached to this email. The application deadline is January 31st. If you know young researchers who could be interested, please forward this email to them. Best regards, Nathael Gozlan

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Seminario PRISMA oggi
by Francesco Caravenna 08 Oct '24

08 Oct '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, martedì 8 ottobre 2024, Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) parleranno di Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) TITOLO: Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn. RIASSUNTO: Nel 1931, E.Schrödinger si interessò al problema di calcolare l’evoluzione più probabile di una nube di particelle Browniane indipendenti condizionatamente all’osservazione della loro configurazione agli istanti iniziale e finale. In linguaggio moderno, questo problema, detto problema di Schrödinger, viene formulato rigorosamente attraverso la teoria delle grandi deviazioni come un problema di minimizzazione entropica con vincoli marginali. Molti anni dopo, T.Mikami scoprì che il problema di Schrödinger converge verso il problema del trasporto ottimo, detto di Monge-Kantorovich, nel limite di rumore piccolo. Questo collegamento, che permette di vedere il problema di trasporto entropico come una regolarizzazione del problema deterministico, è stato largamente sfruttato negli ultimi anni nel contesto dello statistical machine learning. Il motivo principale di questo interesse è che il problema del trasporto entropico si può risolvere con un algoritmo veloce e di facile implementazione, l’algoritmo Sinkhorn. Tale algoritmo, introdotto negli anni '60, richiede solamente alcune semplici operazioni tra matrici, come la moltiplicazione componente per componente: in particolare, non è necessaria alcuna inversione di matrice. Dal punto di vista teorico, l’attrattiva principale risiede nella convergenza esponenziale nel numero di iterazioni. Tuttavia, la comprensione di questo fenomeno è ancora incompleta, per esempio nel caso base del costo quadratico, e più in generale per problemi di trasporto con costi non limitati e marginali a supporto non compatto. Anche per misure discrete, ci sono ancora numerose questioni aperte, per esempio riguardo alla dipendenza del tasso di convergenza dal parametro di regolarizzazione. L’obiettivo della prima parte di questo seminario è di introdurre il problema di Schrödinger come problema di meccanica statistica, esporre il collegamento con il problema di Monge Kantorovich, e introdurre l’algoritmo di Sinkhorn. Nella seconda parte il seminario si concentrerà sul problema della convergenza esponenziale, offrendo una panoramica su risultati più o meno recenti e le diverse tecniche di dimostrazione, e presentando alcune domande aperte. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Fwd: EPFL Statistics faculty search, and MSc
by Laura Maria Sangalli 07 Oct '24

07 Oct '24

Inoltro un avviso per posizioni e master presso EPFL. Cordialmente, 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 Inizio messaggio inoltrato: Da: Victor Panaretos <victor.panaretos(a)epfl.ch<mailto:victor.panaretos@epfl.ch>> Oggetto: EPFL Statistics faculty search, and MSc Data: 4 ottobre 2024, 16:16:56 CEST A: "Laura M. Sangalli" <laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it>> Rispondi a: <victor.panaretos(a)epfl.ch<mailto:victor.panaretos@epfl.ch>> Dear Laura, I'm writing to ask if you might be willing to disseminate some information related to statistics @ EPFL. First and foremost, we have an open rank faculty search (deadline November 1st) and we'd be grateful if you could spread the word among possibly interested colleagues: https://www.epfl.ch/about/working/page-26457-en-html/faculty-position-in-st… We are interested in any area of core statistics, whether it is related to methods, computation, theory, or applications! Second, EPFL has launched an MSc in Statistics open to students with a good mathematical background (https://www.epfl.ch/education/master/programs/statistics/) and we'd really appreciate it if you could communicate this to suitable students interested in further study abroad. Education at EPFL is very affordable, and it's in a beautiful region, so hopefully students will find it to be an attractive proposition. We will shortly send physical copies of a poster, and would be grateful if you could display them prominently in your department; a PDF version is here<https://www.dropbox.com/scl/fi/fcijzeep827ru7k33lo9o/master_of_statistics20…>, in case it would be useful. Of course we would be happy to return the favour both by mentioning your institution to our students and by displaying any posters you care to send. With my sincere thanks and best regards on behalf of the Statistics group at EPFL! Victor

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mini-course on "Computability and Computational Complexity Questions in Dynamics"
by Stefano Marmi 07 Oct '24

07 Oct '24

Prof. Michael Yampolsky (University of Toronto) will give a series of 4 lectures on "Computability and Computational Complexity Questions in Dynamics" at the Scuola Normale Superiore in Pisa. The lectures will take place on Thursday October 24 and 31 and November 7 and 14, at 2:30 pm in Aula Volterra, in Piazza dei Cavalieri 7. The titles and abstracts of each of the 4 lectures are given below. Please contact me if you have any questions. Stefano Marmi stefano.marmi(a)sns.it 1) October 24: Computability and computational complexity in dynamics: can we trust numerical predictions of limiting behavior of orbits? The development of the modern subject of dynamical systems went hand-in-hand with numerical modeling. However, the theoretical basis of such modeling has remained largely unexplored and offers exciting challenges. What can and cannot be computed about the behavior of a dynamical system? I will give an overview of some of the recent results and directions of study. 2) October 31: Don’t believe your lying eyes: (non)-computability of Julia sets The talk will be a deep dive into the question of computability and computational complexity of Julia sets. Their fractal images are among the most-computed pictures in all of mathematics. But can we trust what these computations show? The results are surprising, and involve some beautiful complex analysis. The talk will be based on my work with M. Braverman, as well as more recent results obtained with A. Dudko, C. Rojas, and others. 3) November 7: How to lose at Monte Carlo: computing statistical behavior of dynamical systems Introduced by Ulam and von Neumann in the 1940s, Monte Carlo technique remains the most ubiquitous tool for statistical modeling. Surprisingly, our recent work with C. Rojas shows that such modeling provably fails for some very simple dynamical systems. I will present this theorem and discuss the resulting mathematical challenges. 4) November 14: Thurston versus Turing: algorithmic hardness of classifying finite dynamical systems Historically, the algorithmic aspects of classification problems have motivated much of the research in geometric topology (knot theory, classification of surfaces and 3-manifolds, etc). These questions are also very fruitful in dynamics. I will discuss the joint results with N. Selinger, K. Rafi and others on algorithmic decidability of Thurston equivalence and the connection with geometrization questions in dynamics.

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First Lucia Workshop on Fractional Calculus and Processes in Växjö, Sweden
by Lorenzo CRISTOFARO 03 Oct '24

03 Oct '24

Dear colleagues, The Lucia celebration on December 13 is one of the most important Swedish traditions. Processions of white-clad Lucias and their followers bear candles and sing songs to bring light in the Scandinavian winter. Saffron buns and mulled wine (glögg) are also part of the celebration. From December 9-December 13, 2024 we will organize the First Lucia Workshop on Fractional Calculus and Processes at the Linnæus University in Växjö, Sweden. Please visit the conference webpage for more information: https://lnu.se/en/meet-linnaeus-university/current/events/2024/lufcap2024/ The main goal of the workshop is to bring together the best specialists in various fields of fractionality and fractality. The results of the workshop will be published in a special issue of MSTA. If you are inclined to participate it would be great if you can let us know until October 15. Please indicate if you want to contribute a talk (email to (wolfgang.bock(a)lnu.se<mailto:wolfgang.bock@lnu.se>)). The participation of the workshop will be free of charge. Though some funding is available and we are working hard to acquire more it would be very helpful for our planing if you could indicate whether you would be needing some support from our side. We can of course not guarantee a travel support at the moment. With warm regards, Wolfgang Bock, Chirstian Engström, Elmira Nabizadeh and Yuliya Mishura

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Seminario Dieter Mitsche, Martedì 8 Ottobre, Sapienza Università di Roma
by Silvestri, Vittoria 02 Oct '24

02 Oct '24

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 8 Ottobre, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Dieter Mitsche (Pontificia Universidad Católica de Chile) *Title: *Component sizes in spatial random graphs *Abstract:* We consider a large class of spatially-embedded random graphs that includes among others long-range percolation, continuum scale-free percolation and the age-dependent random connection model. We assume that the parameters are such that there is an infinite component. We identify the stretch-exponent $\zeta$ of the subexponential decay of the cluster-size distribution. That is, with $|\CC(0)|$ denoting the number of vertices in the component of the vertex at $0\in \R^d$, we prove $ P (k\le |\CC(0)|<\infty)=\exp\big(-\Theta(k^{\zeta})\big), $ as $k$ tends to infinity. The value of $\zeta$ undergoes several phase transitions with respect to three main model parameters: the Euclidean dimension $d$, the power-law tail exponent $\tau$ of the degree distribution and a long-range parameter $\alpha$ governing the presence of long edges in Euclidean space. Joint work with Joost Jorritsma and Julia Komjáthy. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Seminar Andriy Olenko at Tor Vergata 09.10
by Michele Salvi 02 Oct '24

02 Oct '24

Dear all, On Wednesday, October 9th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Andriy Olenko (La Trobe University Melbourne) with the seminar "Limit theorems for multifractal products of random fields” Abstract: We will discuss the asymptotic properties of multifractal products of random fields. The obtained limit theorems provide conditions for the convergence of cumulative fields in $L_q$ spaces. New results concerning the rate of convergence of cumulative fields will also be presented. Simple, unified conditions for the limit theorems and the calculation of the Rényi function are provided, which are even less restrictive than those found in existing one-dimensional results. The developed methodology is further applied to multidimensional multifractal measures. Finally, a new class of examples based on geometric sub-Gaussian random fields will be introduced. In this case, the general assumptions take a simple form and can be expressed solely in terms of covariance functions. This presentation is based on joint work with I. Donhauzer (La Trobe University). 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… The seminar is part of the Excellence Project MatMod@TOV.

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9 Oct 2024 - Seminar Anna Fiori
by Enea Bongiorno 02 Oct '24

02 Oct '24

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - when: 9 October 2024, at 16.15 - where: room 206, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/eic-tuux-rzh Title: *Compositional methods and capital allocation: a proposal * *Speaker: **Anna Fiori, Università degli Studi di Milano-Bicocca* *Abstract*: The capital allocation problem of an insurance company relates to the decomposition of an aggregate risk capital into additive contributions corresponding to different risk sources (e.g., individual agents, business units, specific guarantees included in a set of contracts). The proportions of risk capital allocated to each part can be viewed as quantitative descriptions of the components of a whole, subject to a fixed sum constraint (full allocation). This interpretation suggests interesting connections between capital allocation principles and Compositional Data (CoDa) analysis. The purpose of this work is to introduce a novel allocation framework that prioritizes the compositional perspective. In particular, we propose an optimality criterion based on a (modified) compositional distance between relative losses and capital shares allocated to them. In this way, we explicitly recognize that the relevant information associated with risks arising from –and resources assigned to– each constituent part is indeed information relative to a total. Different from previous research on compositional capital allocations, our approach is not restricted to gradient allocation rules or specific risk measures like VaR or CVaR. We propose instead a general reformulation of the optimal capital allocation problem which is inherently consistent with the relative scale of compositional variables. The resulting capital allocation solutions are compared to other proposals in recent literature and evaluated empirically on a dataset of cyber losses. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1kKe_GZFJ4rnsTJ4PlOGTxDWs6dYYModv/view?usp=…> Seminari Matematici Statistici <https://seminari-ms.uniupo.it/home-page> ----------------------------------- -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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IWFOS2025 – SUBMISSION OPEN
by Enea Bongiorno 01 Oct '24

01 Oct '24

*Apologies for cross-posting.* *6th International Workshop on Functional and Operatorial Statistics (IWFOS 2025)* *iwfos2025.uniupo.it* <https://iwfos2025.uniupo.it/> *25-27 June 2025, Novara, Italy* *Dear Colleagues, Dear Friends,* *We are glad to inform you that the *Submission Tool <https://iwfos2025.uniupo.it/information-submission>* is now **open**!* You can now submit a short paper (6 to 8 pages). The LaTeX template and more detailed information are available at iwfos2025.uniupo.it/information-submission. The submission process is managed by the EquinOCS system by Springer. During the process you will be requested to indicate whether the submission is for an oral proposal or a poster by selecting the suitable paper category (talk or poster proposal). All submissions will be reviewed by experts selected by the Scientific Program Committee. *IMPORTANT DEADLINES:* · *December 31, 2024:* Submission deadline · *January 31, 2025:* Notification of the decision · *February 14, 2025:* Revised submission deadline · *February 25, 20*25: Registration for presenters who have an accepted contribution Early submissions are encouraged due to organizational requirements. No extensions will be granted after December 31, 2024. *TOPICS* The congress focuses on topics related to 'infinite-dimensional statistical problems or methods', with a special emphasis on: · Statistical modelling for functional variables · Functional Data Analysis · Operator-based Statistics · Background for Statistics in infinite-dimensional spaces · High-dimensional Statistics We also welcome contributions in Machine Learning to foster relationships between these diverse fields of modern statistics and contribute to their future development. *INVITED SPEAKERS:* · Anne van Delft, Columbia University NY, USA · Holger Dette, RUHR-University Bochum, Germany · Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain · Karel Hron, Palacký University Olomouc, Czech Republic · Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium · Alessandra Menafoglio, Politecnico di Milano, Italy · Pavlo Mozharovskyi, Telecom Paris, France · Anuj Srivastava, Florida State University, USA · Shahin Tavakoli, University of Geneva, Switzerland · Simone Vantini, Politecnico di Milano, Italy *PUBLICATIONS:* - A *book of proceedings* edited by *Springer*, containing the accepted short papers, will be available online to all participants. - Additionally, a *Special Issue* of the *Journal of Multivariate Analysis* will be initiated from this workshop, open to both workshop presentations and other innovative contributions in the field. Stay tuned for more updates on our website <https://iwfos2025.uniupo.it/>. Thank you for your attention, and we look forward to seeing you in Novara! Best regards, On the behalf of the Chairs, Enea Bongiorno -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Invitation, 7th Asset Pricing Conference by LTI@UniTO | October 8, 2024
by Luca Regis 01 Oct '24

01 Oct '24

Dear Colleagues, please find here below the announcements and links to register and attend (in person or online) the 7th Asset Pricing Conference organised by LTI@UniTo, which will take place at Collegio Carlo Alberto (Torino) on October 8th. Best regards, Luca Regis ---------------------------------------------------------------------------------------------------------- <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/vkxmf…> *7th Asset Pricing Conference by* *LTI@UniTO* *8th October 2024, 10:15 - 18:30* *Fondazione Collegio Carlo Alberto, Piazza Arbarello 8, Torino* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/6qij_…> 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 *Thu Nguyen* from the University of Amsterdam. She will receive a discussion from *Fabio Trojani* (University of Geneva, Swiss Finance Institute and University of Torino) during the conference and will be awarded a *prize of €500.* *View the full program* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/BCUPq…> *Attend in person* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/V5kf8…> *Follow online* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/b2S4s…> *To see future events in Finance and neighboring fields please check our new web page **CCA Finance* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/-ykto…> *.* *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/3Tpc9FH…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/L-LXQ…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/w7v3q…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/zeUle…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/ktNFK…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/Cht…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/90z…> *Founders* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsEcDi11N8SBSD1yTVFJMw/bqm…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsF4YQDRlUY6cT5nrKE350/vs6…> *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.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsFWt8Ps9qe1mj9dF9Cmn4/R6W…> 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.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsFzDqcIYCjwwzDScyBWV8/_nN…> *Unsubscribe* <https://4z5y5.r.sp1-brevo.net/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/z1WfmqA…> *© 2022 Fondazione Collegio Carlo Alberto*

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Workshop "Mathematics for our Health 2024" (M4H), 7-8 Novembre 2024, Politecnico di Milano
by Laura Maria Sangalli 30 Sep '24

30 Sep '24

Care Colleghe e Colleghi, Siamo lieti di annunciare il workshop "Mathematics for our Health 2024" (M4H), che si terrà il 7 e 8 Novembre 2024 presso il Politecnico di Milano, nell’ambito delle attività del finanziamento “Dipartimento di Eccellenza” a favore del Dipartimento di Matematica. Si ricorda soprattutto che il workshop è aperto anche ai contributi di giovani ricercatori sotto forma di poster. La registrazione dei poster è aperta fino al 15 Ottobre 2024. Per maggiori informazioni e per registrarsi, è disponibile il sito web: https://www.mate.polimi.it/events/M4H24/ Cordiali saluti, Il comitato scientifico e organizzatore del workshop M4H —— 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

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Seminar Dario Spanò @LUISS
by Alessia Caponera 30 Sep '24

30 Sep '24

Dear all, The Department of Economics and Finance at LUISS University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Dario Spanò, Warwick University *Title*: *Dualities and Intertwinings in the Two-Parameter Poisson-Dirichlet Diffusion* *When*: October 3rd, 12:00 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: TD2 AB *Abstract*: Mathematical population genetics has been an incredible culture broth for the recent developments of the modern theory of stochastic duality. Duality in genetics clarifies the intrinsic link between forward-in-time dynamics of a population’s allele frequencies evolution and backward-in-time dynamics of the same population’s ancestry. I will show that a duality with very much the same genetic ancestral structure can be established for an infinite-dimensional diffusion – the Two-parameter Poisson-Dirichlet diffusion – helping significantly the tractability of such processes for simulation and inference. *Webpage*: https://economiaefinanza.luiss.it/research-seminar/dualities-and-intertwini… *Should you be interested, please kindly send me an email.* Best wishes, Alessia Caponera

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Winter School on Fractional Calculus and Processes in Växjö, Sweden
by Lorenzo CRISTOFARO 30 Sep '24

30 Sep '24

Con preghiera di diffusione Dear Colleagues, We would like to draw your attention to the Winter School on Fractional Calculus and Processes, held December 4- December 7, 2024 at the Linnæus University in Växjö, Sweden. The school is targeted at PhD-students and PostDocs. Master students are also welcome. Participation is free, but registration is mandatory via an e-mail to Wolfgang Bock (wolfgang.bock(a)lnu.se<mailto:wolfgang.bock@lnu.se>). Our aim is to bring together young researchers for scientific exchange, networking and discussions on career paths. Participants are encouraged to give a talk or to present a poster (please indicate this in the registration mail). There will be compact courses on Fractional Calculus by Giacomo Ascione and on Stochastic Analysis of Fractional Processes by Wolfgang Bock. We hope to spend an exciting week with you, framed by the wonderful Swedish winter landscape. Note that the winter school can easily combined with a participation of the First Lucia Workshop on Fractional Calculus and Processes at the Linnæus University in Växjö, Sweden the week after. Please visit the conference webpage for more information: https://lnu.se/en/meet-linnaeus-university/current/events/2024/lufcap2024/ and indicate in the registration mail, if you want to participate the conference, too. With best regards Wolfgang Bock, Andreas Petersson, Lorenzo Cristofaro, and Ihsan Arharas

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Seminario Christian Hirsch - Politecnico di Milano - 10 Ottobre 2024
by Luca Scarpa 30 Sep '24

30 Sep '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 10 Ottobre 2024, ore 14:30. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Christian Hirsch, Aarhus University. Title: Large deviations of one-hidden-layer neural networks. Abstract: In this talk, I will present large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. I will explain how to derive quenched and annealed large deviation principle for the empirical weight evolution during training when letting the number of neurons and the number of training iterations simultaneously tend to infinity. The weight evolution is treated as an interacting dynamic particle system. The distinctive aspect compared to prior work on interacting particle systems lies in the discrete particle updates, simultaneously with a growing number of particles. This talk is based on joint work with Daniel Willhalm. Link Zoom: <http://polimi-it.zoom.us/j/94501257503> Join our Cloud HD Video Meeting<http://polimi-it.zoom.us/j/94501257503> polimi-it.zoom.us<http://polimi-it.zoom.us/j/94501257503> [zoom.ico]<http://polimi-it.zoom.us/j/94501257503> Link Seminario Polimi: <https://www.mate.polimi.it/eventi/?id=2487> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/eventi/?id=2487> mate.polimi.it<https://www.mate.polimi.it/eventi/?id=2487> [apple-touch-icon-152x152-precomposed.png]<https://www.mate.polimi.it/eventi/?id=2487> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Announcement of the school "Statistical Mechanics of Spin Glasses, Neural Networks and Learning"
by Pietro Caputo 30 Sep '24

30 Sep '24

Ricevo e inoltro con piacere: ----------------- The Hausdorff School of Mathematics of the University of Bonn will host a Special Topic School on *"Statistical Mechanics of Spin Glasses, Neural Networks and Learning"* from 16-20 June 2025. The school consists of four series of lectures by Elena Agliari (Sapienza University of Rome) Gérard Ben Arous (CIMS, New York University) Aukosh Jagannath (University of Waterloo, Canada) Andrea Montanari (Stanford University) These will be complemented by selected lectures and discussions. This school will provide a unique opportunity for graduate students and post-doctoral researchers in probability theory and mathematical physics who are interested in these topics to gain in-depth knowledge from leading researchers. Applications can be submitted online (by clicking on the "Submit new application" button) at https://www.mathematics.uni-bonn.de/hsm-school/programs/schools/hsm-special… The University of Bonn and HCM are committed to diversity and equal opportunities. Applications from women are therefore strongly encouraged. Please contact me if you have any questions. On behalf of the Organising Committee Véronique Gayrard veronique.gayrard(a)math.cnrs.fr

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Seminario PRISMA mar 8 ott 2024
by Francesco Caravenna 28 Sep '24

28 Sep '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per martedì 8 ottobre 2024. I relatori saranno Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) che parleranno di Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) TITOLO: Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn. RIASSUNTO: Nel 1931, E.Schrödinger si interessò al problema di calcolare l’evoluzione più probabile di una nube di particelle Browniane indipendenti condizionatamente all’osservazione della loro configurazione agli istanti iniziale e finale. In linguaggio moderno, questo problema, detto problema di Schrödinger, viene formulato rigorosamente attraverso la teoria delle grandi deviazioni come un problema di minimizzazione entropica con vincoli marginali. Molti anni dopo, T.Mikami scoprì che il problema di Schrödinger converge verso il problema del trasporto ottimo, detto di Monge-Kantorovich, nel limite di rumore piccolo. Questo collegamento, che permette di vedere il problema di trasporto entropico come una regolarizzazione del problema deterministico, è stato largamente sfruttato negli ultimi anni nel contesto dello statistical machine learning. Il motivo principale di questo interesse è che il problema del trasporto entropico si può risolvere con un algoritmo veloce e di facile implementazione, l’algoritmo Sinkhorn. Tale algoritmo, introdotto negli anni '60, richiede solamente alcune semplici operazioni tra matrici, come la moltiplicazione componente per componente: in particolare, non è necessaria alcuna inversione di matrice. Dal punto di vista teorico, l’attrattiva principale risiede nella convergenza esponenziale nel numero di iterazioni. Tuttavia, la comprensione di questo fenomeno è ancora incompleta, per esempio nel caso base del costo quadratico, e più in generale per problemi di trasporto con costi non limitati e marginali a supporto non compatto. Anche per misure discrete, ci sono ancora numerose questioni aperte, per esempio riguardo alla dipendenza del tasso di convergenza dal parametro di regolarizzazione. L’obiettivo della prima parte di questo seminario è di introdurre il problema di Schrödinger come problema di meccanica statistica, esporre il collegamento con il problema di Monge Kantorovich, e introdurre l’algoritmo di Sinkhorn. Nella seconda parte il seminario si concentrerà sul problema della convergenza esponenziale, offrendo una panoramica su risultati più o meno recenti e le diverse tecniche di dimostrazione, e presentando alcune domande aperte. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminario Alice Callegaro
by Gustavo Posta 26 Sep '24

26 Sep '24

Martedì 1 Ottobre 2024 alle 14:00 presso la Sala di Consiglio del dipartimento di Matematica "G. Castelnuovo" dell'Università degli studi di Roma "la Sapienza", Alice Callegaro (Technische Universität München) terrà il seminario dal titolo: Survival and complete convergence for a branching annihilating random walk Abstract: We study a branching annihilating random walk in which particles move on the discrete lattice in discrete generations. Each particle produces a poissonian number of offspring which independently move to a uniformly chosen site within a fixed distance from their parent's position. Whenever a site is occupied by at least two particles, all the particles at that site are annihilated. This can be thought of as a very strong form of local competition and implies that the system is not monotone. For certain ranges of the parameters of the model we show that the system dies out almost surely or, on the other hand, survives with positive probability. In an even more restricted parameter range we strengthen the survival results to complete convergence with a non-trivial invariant measure. A central tool in the proof is comparison with oriented percolation on a coarse-grained level, using carefully tuned density profiles which expand in time and are reminiscent of discrete travelling wave solutions. Based on a joint works with Matthias Birkner, Jiří Černý, Nina Gantert and Pascal Oswald. Tutti gli interessati sono invitati a partecipare. ---------------------------------------------------------------- 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>*

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School "Statistical Mechanics, Nonequilibrium Processes and Probability", Feb 17-28 2025
by Lorenzo Taggi 25 Sep '24

25 Sep '24

Dear Colleagues, We are glad to announce that the winter school Statistical Mechanics, Nonequilibrium Processes and Probability will take place on February 17-28, 2025 in Rome at the Mathematics Department of Sapienza University. The school will inaugurate the scientific Eccellenza program at Sapienza, titled Statistical Mechanics and Nonequilibrium Processes, which will end in June 2025 and will include workshops, doctoral courses and seminar series. The school and the scientific period will be devoted to several topics including kinetic theory and probability, random growth models, percolation, probabilistic models for neural networks, quantum-mechanical transport, non-dissipative transport in topological materials, large scale limits. The common substrate is the investigation of equilibrium and nonequilibrium phenomena and of statistical physics models, with rigorous mathematical methods. Our goal is to expand knowledge in these areas, by presenting current research directions at an introductory level and aimed at students and young researchers, and by fostering new lines of collaborative research. Lecturers of the February school: Week 1 (17-21 Feb) - Kazuo Aoki (National Cheng Kung University & Kyoto University) - Eric Carlen (Rutgers University) - Alessia Nota (University of L'Aquila) - Benjamin Schlein (University of Zurich) Week 2 (24-28 Feb) - Paul Dario (University of Paris-Est Créteil) - Sabine Jansen (Ludwig Maximilian University) - Eva Löcherbach (University of Paris 1) - Fabio Toninelli (Technical University of Vienna) The school will include short talk sessions for early postdocs and PhD students. Financial support will be available to a limited number of young participants. Requests for financial support will open in the fall. The school is free but registration will be mandatory. In a future announcement we will provide the link for registering to the first and/or the second week. For any information do not hesitate to contact us. The organising committee, Giada Basile Alessandra Faggionato Vittoria Silvestri Sergio Simonella Lorenzo Taggi

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Workshop "Mathematics for Planet Earth 2024" 11-12 Novembre @ PoliMi
by Simone Vantini 25 Sep '24

25 Sep '24

Gentili Colleghe e Colleghi, Siamo lieti di annunciare il workshop "Mathematics for Planet Earth 2024" (M4E24), che si terrà l’11 e 12 Novembre 2024 presso il Politecnico di Milano, nell’ambito delle attività del finanziamento MUR “Dipartimento di Eccellenza 2023-2027” a favore del Dipartimento di Matematica del Politecnico di Milano. Questo workshop ha come scopo di evidenziare l’importanza della Matematica nella comprensione della dinamica dei diversi aspetti del nostro pianeta e nell’affrontare le sfide che il nostro pianeta dovrà affrontare nel futuro. Le presentazioni copriranno diversi aspetti: dall’analisi dei cambiamenti climatici, alla gestione delle risorse e alla conservazione del pianeta. Siamo onorati di presentare sei illustri speakers: * Denis Allard, BioSP, INRAE, Francia. Building and simulating complex geostatistical models for climate and environmental sciences * Inga Berre, Università di Bergen, Norvegia. Modeling of heat transfer, multiphase flow, and deformation in fractured geothermal systems * Didier Cloteau, Università di Paris-Saclay, Centrale Supelec, Francia. Mathematical and computational challenges in Probabilistic Seismic Hazard Assessment. * Bernd Flemisch, Università di Stoccarda, Germania. Geological Carbon Storage: Computational Models and their Validation * Taras Gerya, ETH, Svizzera. Biogeodynamics: influence of plate tectonics for life evolution and habitability * Cecilia Stanghellini, Università Wageningen, Olanda. From external climate to climate within a greenhouse: utility and complexity of models La partecipazione al workshop è gratuita ma per motivi organizzativi la registrazione è necessaria. Il workshop è aperto anche ai contributi di giovani ricercatori sotto forma di poster. La scadenza per il caricamento di titolo e abstract dei poster è il 15 ottobre 2024. Per maggiori informazioni è disponibile il sito web: www.mate.polimi.it/events/M4E24/<http://www.mate.polimi.it/events/M4E24/> Cordiali saluti, Il comitato scientifico e organizzatore del workshop M4E24 ____________ Simone Vantini Professor of Statistics MOX Laboratory for Modeling and Scientific Computing Dept. of Mathematics - Politecnico di Milano Piazza Leonardo da Vinci 32, 20133, Milano, Italy

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Seminario di J. Moller al Politecnico di Milano, Mercoledì 9 ottobre
by Mario Beraha 25 Sep '24

25 Sep '24

Buongiorno a tutti, Vi segnalo il seguente seminario in presenza presso il Politecnico di Milano. Il seminario verrà erogato anche in modalità on-line al seguente link https://polimi-it.zoom.us/j/98526429718 9/10/2024, ore 10:00, Aula Saleri 6° Piano, Edifico 14 “La Nave”, campus Leonardo, via Edoardo Bonardi 9, 20133 Milano. Speaker: Jesper Moller, Aalborg University Titolo: The sufficient digits of continuous random variables Abstract: A general setting for nested subdivisions of a bounded real set into intervals defining the digits X_1,X_2, ... of a random variable X with a probability density function f is considered. Under the weak condition that f is almost everywhere lower semicontinuous, a coupling between X and a non-negative integer-valued random variable N is established so that X_1, ...,X_N have an interpretation as the “sufficient digits”, since the distribution of (X_{N+1}, X_{N+2}, ...) conditioned on (X_1, ...,X_N) does not depend on f. The importance of this coupling result and some suggestions and open problems for future research are discussed. Related papers are available on arXiv: arxiv.org/abs/2404.09525 <http://arxiv.org/abs/2404.09525>, arxiv.org/abs/2307.06685 <http://arxiv.org/abs/2307.06685>. Contatto: mario.beraha(a)polimi.it <mailto:mario.beraha@polimi.it> Buona giornata, Mario Beraha

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Postdoctoral positions at the Department of Economics, University of Verona
by Alessandro Gnoatto 24 Sep '24

24 Sep '24

The Department of Economics<http://www.dse.univr.it/?lang=en> of the University of Verona is seeking to fill two Postdoc positions in any field of Financial Mathematics, Economics and Econometrics. Information about the financial mathematics and econometrics group can be found at http://dse.univr.it/quantlab The Department has been designated as a Department of Excellence for years 2023-2027 thanks to the outstanding track record and future vision and it offers a vibrant research environment in the newly built campus of Santa Marta next to the city center. Research conducted by the Department covers a wide range of topics, such as quantitative finance, econometrics, health economics, inequality and poverty, and statistical methods for economic analysis. As a Department of Excellence, we are leading large-scale, transdisciplinary projects and we can count on substantial funding and resources to further strengthen our research over the next 4 years. The research position is ideally meant for newly minted or close to completion PhDs. The appointment is expected to start in Autumn 2025 at the latest. The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. There are no teaching obligations and knowledge of Italian is not required. The salary is approximately € 35,000 gross per year. Generous tax breaks are available to candidates who have been residing outside of Italy. Applications should be received by October 31, 2024 and should include: * a cover letter with a clear statement of research interests and a motivation for why the candidate would like to join our department * a curriculum vitae * a job market paper * at least two reference letters The application material should be uploaded on the EconJobMarket<https://econjobmarket.org/>. Selected applicants will be interviewed via Zoom on November/December 2024. For additional information or any inquiry please write to postdoc(a)dse.univr.it<mailto:postdoc@dse.univr.it>. Please, if writing an email to this address, do not include links to external websites. -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Seminario a Roma1, Mercoledì 25 Settembre
by Faggionato, Alessandra 24 Sep '24

24 Sep '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Basile, Giada <basile(a)mat.uniroma1.it> Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Mercoledì 25 settembre, ore 16:00, sala di Consiglio Heide Langhammer (WIAS, Berlin) *Large deviations for a spatial particle process with coagulation* Abstract. In this talk we consider a spatial version of the Marcus-Lushnikov process, which models the evolution of particles that merge pairwise in a series of coagulation events. The particles are equipped with a spatial location and an integer mass. In a coagulation event a pair of particles is merged and replaced by a new particle. The mass of the newly formed particle is the sum of the former two and its location is sampled according to a given distribution. The exponential rate of a coagulation event depends on the locations and masses of the particle pair via a coagulation kernel. For the non-spatial version of this model it is known that certain kernels exhibit a gelation phase transition, which describes the formation of one or several large particles after a finite time. In this talk we introduce a new approach for studying the process. We will provide a formula that connects its distribution to a Poisson point process and show how this can be used to derive a large deviation principle. From this we gain new insights into the limiting behavior of the process and obtain criteria for the gelation phase transition. Tutte le persone interessate sono invitate a partecipare. Il seminario si svolgerà all'interno delle attività del progetto PRIN 202277WX43 "Emergence of condensation-like phenomena in interacting particle systems: kinetic and lattice models" finanziato dall’Unione europea – Next Generation EU. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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[Ca' Foscari University] Master in Quantum Machine Learning
by Marco Corazza 20 Sep '24

20 Sep '24

Dear Colleague, kind Professional, kind Expert, I hope this message finds you well. I am writing to you in my capacity as the Director of the *Executive Master’s Program in Quantum Machine Learning* <https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/> to inform you that *applications for the program are now open*. The program delves into Quantum Computing alongside Machine Learning, with a particular focus on financial applications. Therefore, if you know any graduates, experts, or professionals who may be interested in these topics, I kindly ask you to inform them. For further information, you can visit the Master's program webpage <https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/> or feel free to contact me directly (corazza(a)unive.it) I would like to conclude by highlighting that the *application deadline is November 24, 2024*. Kind regards, Marco Corazza Director of the Executive Master in Quantum Machine Learning Ca' Foscari University of Venice -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice Cannaregio 873, 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef --

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Fwd: Annuncio 17ma edizione del "Premio Cuozzo"
by Lucia Caramellino 20 Sep '24

20 Sep '24

Ricevo e volentieri inoltro. Buona giornata, Lucia > Inizio messaggio inoltrato: > > Da: Alfonso Sorrentino <sorrentino(a)mat.uniroma2.it> > Oggetto: Annuncio 17ma edizione del "Premio Cuozzo" > Data: 20 settembre 2024 alle ore 09:13:21 CEST > A: undisclosed-recipients:; > > Care colleghe e cari colleghi, > > anche quest'anno, Il Dipartimento di matematica dell’Università degli Studi di Roma “Tor Vergata” ha indetto una selezione pubblica per il conferimento di un premio di studio intitolato “Michele Cuozzo” dell’importo di € 3000 destinato a candidati/e che abbiano conseguito il titolo di dottore di ricerca in matematica presso un'università italiana. Per maggiori informazioni: https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2024.pdf <https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2024.pdf> > > Scadenza per l'invio della domanda: le ore 12,00 del giorno 13 Ottobre 2024. > > Saremmo grati se poteste aiutarci a diffondere questo messaggio. > > Un caro saluto > Alfonso > > >

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International Conference in Venice on AI, digital and sustainability transitions - CALL FOR PARTICIPATION
by Monica Billio 18 Sep '24

18 Sep '24

23nd INTERNATIONAL CONFERENCE CREDIT 2024 *The frontiers of new risks: AI, digital and sustainability transitions * Venice, Italy 3 – 4 October 2024 * * *GRETA Associati* (Venice, Italy),*CRIF* (Bologna, Italy), *European Datawarehouse *(Frankfurt am Main, Germany), *European Investment Fund* (Luxembourg), *Intesa Sanpaolo* (Milan, Italy) and *Modefinance* (Trieste, Italy) are partners in organising a Conference to be held in Venice on October 3-4, 2024. * * The CREDIT 2024 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 2024 is the *twenty-third* 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*,*Joint Research Center European Commission*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Sustainability necessarily involves the adaptation of today’s business model to the dynamic nature of the current digitalised environments. Corporations need to make sure that resources, especially technology, are being used responsibly and efficiently to improve the lives of the present generations and future generations as well as strengthen their relationships with the environment as to solve sustainability-related problems such as poverty, environmental degradation, pollution and inequality. Artificial Intelligence (AI) has the potential to address these societal problems including sustainability. The climate crisis and the degradation of the physical environment are complex problems that require the most innovative and advanced solutions. The real value of AI hence lies in its ability to facilitate and foster environmental and social governance, rather just as a tool to reduce pollution, poverty and resource depletion. In the age of AI, societies depend on big data, social media, knowledge management and data science to survive and achieve these sustainability goals. AI has the potential to reshape not only finance and industry but also the whole society. There is need to understand opportunities and challenges as to properly manage all relevant risks. The SCIENTIFIC COMMITTEE for the Conference consists of: *Marcin Kacperczyk *(Imperial College London, Programme Chair) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Marie Brière* (AMUNDI & Université Libre de Bruxelles) *Lucia Alessi* (Joint Research Center, European Commission) *Leonardo Gambacorta *(Bank For International Settlements) *Mila Getmansky Sherman* (Isenberg School of Management, UMass Amherst) *Christian Gollier* (Toulouse School of Economics) *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) *Roberto Rigobon *(MIT Sloan School of Management) *Stephen Schaefer* (London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *PROGRAMME:* https://www.greta.it/index.php/it/general-information-credit24/programme-20… *REGISTRATION*: https://registration.nexave.org/it/iscrizione-evento/32/23rd-international-… For the Registration Fees and more detailed information, please visit the Conference website: https://www.greta.it/index.php/it/credit-2024 *ACKNOWLEDGEMENT OF EUROPEAN FUNDING* The organization of the conference has benefitted from financial support by: - the European Union – Next Generation EU, Mission 4 Component 2, as part of the *GRINS project - Growing Resilient, INclusive and Sustainable* (code: PE0000018, CUP: H73C22000930001) - National Recovery and Resilience Plan (PNRR) - *ESG UPTAKE — TSI-2023-ESGRM-IBA* - ESG risk management framework for the financial sector. Funded by the European Commission - Grant Agreement N° 101145727.

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An Autumn Day in Probability and Statistical Physics: Firenze, 25/10/2024 dalle 10:30
by Gianmarco Bet 18 Sep '24

18 Sep '24

Care colleghe e colleghi, Il 25 Ottobre dalle 10:30 si terrà al Dipartimento di Matematica e Informatica dell’Università di Firenze (Viale G. Morgagni 67) la quattordicesima giornata di seminari ``An Autumn Day in Probability and Statistical Physics''. SPEAKERS e PROGRAMMA DELLA GIORNATA: 10:30 Welcome coffee 11:00 - 12.45 Morning speaker: Prof. Marielle Simon (Université Lyon 1), Title: ``On exclusion processes with phase separation" 13:00 - 14:30 Lunch 14:30 - 16.15 Afternoon speaker: Prof. Michel Mandjes (Leiden University), Title: ``Dynamic random graphs: analysis and inference" Vedi in fondo al messaggio per gli abstracts. Per una migliore organizzazione, chiediamo cordialmente a coloro che fossero interessati di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: link <https://docs.google.com/forms/d/e/1FAIpQLSeqo4UjeP8hcVCzXwTk6I_zNzBq_AJ3z6x…> Maggiori informazioni, sono reperibili alla pagina web dell’evento: https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://www.google.com/url?q=https://sites.google.com/unifi.it/florence-pro…>. Vi aspettiamo numerosi e vi preghiamo di diffondere l’annuncio con chi pensiate possa essere interessata/o, in particolare giovani ricercatrici e ricercatori! Luisa Andreis, Luca Avena e Gianmarco Bet 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. ABSTRACTS ____________________________________________ SPEAKER: Prof. Marielle Simon (Université Lyon 1) TITLE: ``On exclusion processes with phase separation" ABSTRACT: "Stochastic lattice gases" are models of interacting particles subject to stochastic dynamics. They have been widely studied for about thirty years by both mathematicians and physicists. Their structure makes it possible to analyse them rigorously, while illustrating numerous physical phenomena: in particular, one of the main objectives is to prove rigorously the convergence of the microscopic system towards a macroscopic PDE, after rescaling in time and space (also known as the ‘hydrodynamic limit’). In the first lecture I will give several illustrations of this convergence result thanks to the most well-known example, namely the symmetric simple exclusion process. In the second lecture, I will show how to enrich these models in order to derive some phase separation at the macroscopic level, with a free boundary that moves within the system. SPEAKER: Prof. Michel Mandjes (Leiden University) TITLE: Dynamic random graphs: analysis and inference ABSTRACT: The bulk of the random graph literature concerns models that are of an inherently static nature, in that features of the random graph at a single point in time are considered. There are strong practical motivations, however, to consider random graphs that are stochastically evolving, so as to model networks’ inherent dynamics. In this talk I’ll discuss a set of dynamic random graph mechanisms and their probabilistic properties. Key results cover functional diffusion limits for subgraph counts (describing the behaviour around the mean) and a sample-path large-deviation principle (describing the rare-event behaviour, thus extending the seminal result for the static case developed by Chatterjee and Varadhan). The last part of my talk will be about estimation of the model parameters from partial information. We for instance demonstrate how the model’s underlying parameters can be estimated from just snapshots of the number of edges. We also consider settings in which particles move around on a dynamically evolving random graph, and in which the graph dynamics are inferred from the movements of the particles (i.e., not observing the graph process).

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Workshop 21-23 October 2024 University of Genova
by Monia Lupparelli 17 Sep '24

17 Sep '24

Dear colleagues, the trees4cat Workshop (Trees for Categorical Data) aims to strengthen the network of researchers working on asymmetric independence and models for contingency tables. We invite contributions to the workshop. Topics of interest include, but are not limited to, contingency tables, staged trees, asymptotic theory, software implementations, and algebraic statistics. Key details about the workshop: • Workshop Title: trees4cat (Trees for Categorical Data) • Dates: 21-23 October 2024 • Location: Department of Mathematics, University of Genoa, Italy • Abstract Submission Deadline: 30 September 2024 Submit your abstract here: https://tinyurl.com/trees4catabs • Registration: https://tinyurl.com/trees4catreg (Please note: participants can register also after the abstract submission deadline.) • Financial Support: Partial financial support is available for a few participants. • Workshop Webpage: https://stagedtrees.github.io/events/trees4cat.html Confirmed Speakers: • Eliana Duarte (University of Porto) • Maria Kateri (RWTH Aachen University) • Manuele Leonelli (IE University) • Tamás Rudas (Eötvös Loránd University) • Jim Smith (University of Warwick) • Liam Solus (KTH University) There will be two tutorials on the first day of the workshop, especially for PhD students and early career researchers. Call for Journal Submissions: Participants are encouraged to submit articles on the topics of the workshop to the Algebraic Statistics journal. Articles will be handled by members of the organising committee, and accepted papers will appear in a single issue. We look forward to your participation in trees4cat. Should you have any questions, please feel free to contact us at Manuele.leonelli(a)ie.edu Best regards, The Organizing Committee https://stagedtrees.github.io/events/trees4cat.html -- Monia Lupparelli Associate Professor +(39) 055 2751517 UNIVERSITÀ DEGLI STUDI DI FIRENZE Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (DISIA) --

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Workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, Politecnico di Milano, September 26-27, 2024 - Reminder
by Alessandro CALVIA 17 Sep '24

17 Sep '24

Dear colleagues, this is a gentle reminder about the upcoming workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, to be held at Politecnico di Milano, Department of Mathematics, Aula Consiglio (7th floor) on September 26-27, 2024. The workshop is dedicated to Professor Marco Fuhrman, on the occasion of his 60th birthday. The official program is now available on the website https://www.mate.polimi.it/events/SPOCA/ The workshop begins on Thursday, September 26, at 15:30 (registration opens at 15:00) and ends on Friday, September 27, at 12:40. Attendance is possible only in presence upon registration, which is free but mandatory. Unfortunately, we cannot offer financial support. If you are interested in attending, please use the registration form (available until Friday, September 20) on the official website of the workshop, where you can also find some general travel information and suggestions on hotels near Politecnico di Milano. For any further information, please contact spoca-dmat(a)polimi.it<mailto:spoca-dmat@polimi.it> . Best regards, The organizing committee Alessandro Calvia (Università degli Studi di Parma) Luciano Campi (Università degli Studi di Milano) Fulvia Confortola (Politecnico di Milano) Andrea Cosso (Università degli Studi di Milano) Giuseppina Guatteri (Politecnico di Milano) Mattia Martini (Université Côte d’Azur) Firma il tuo 5xmille all’Università di Parma. Aiutaci a potenziare la capacità di accoglienza, soprattutto abitativa, per le studentesse e gli studenti. - Indica 00308780345 nella tua dichiarazione dei redditi.

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Avviso di seminario
by Barbara Martinucci 16 Sep '24

16 Sep '24

*Università di SalernoDipartimento di Matematica* *AVVISO DI SEMINARIO* Il Prof. Alfonso Suárez-Llorens (Universidad de Cádiz. Dpto. Estadística e I.O.) terrà, venerdì 20 settembre, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Extreme Value Distributions and Their Shape* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di CrescenzoBarbara MartinucciAlessandra MeoliSerena Spina* *Link su Teams*: https://teams.microsoft.com/l/meetup- join/19%3ameeting_YWUzZDAyMjgtZDE3YS00NDk1LTlmZmItYmExNjc4Njg2ODE1%40thread.v2/0?context=%7 b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d-097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9- 8153-d04cb91c1edf%22%7d ID riunione: 345 585 611 215 Passcode: 9P9iwD *Abstract* This talk will cover Extreme Value Theory and its key results on convergence, focusing on the Generalized Extreme Value (GEV) family and the Generalized Pareto Distribution (GPD) family. Additionally, we will explore the concept of the shape of a distribution and how it can be used to characterize GEV and GPD distributions. This characterization can serve as the basis for developing a graphical tool to assess tail weight. The presentation will conclude with a real-world example applied to environmental data.

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Mathematics for our Health, 2024, Politecnico di Milano
by Laura Maria Sangalli 16 Sep '24

16 Sep '24

Siamo molti lieti di invitarvi al workshop Mathematics for our Health, 2024, che si terrà presso il Politecnico di Milano nei giorni 7-8 Novembre https://www.mate.polimi.it/events/M4H24/ Si tratta di un’iniziativa supportata dal Progetto di Dipartimento di Eccellenza 2023-2027, del Dipartimento di Matematica del Politecnico di Milano. Tutti gli interessati sono cordialmente invitati a partecipare. Scadenza per la registrazione all’evento (gratuita ma necessaria per ragioni organizzative) e per la sottomissione di contributi: **30 Settembre**. Un caro saluto, 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

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Seminars in Statistics - Arturo Kohatsu-Higa (Ritsumeikan University, Japan)
by Pierpaolo De Blasi 16 Sep '24

16 Sep '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 20 Settembre 2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ *12.00-13.00* Speaker: Kohatsu-Higa (Ritsumeikan University, Japan) Title: *Derivation of killed processes: Applications in Finance* Abstract: In various fields including some in finance it is useful to have the concept of derivative of a killed process or a stopping time. We have started a project where such concepts can be discussed. Presently, we are developing some theoretical results that can be later applied. We will give a brief description of the project, achieved goals and some heuristics. I will present some results that have been obtained in joint work with Dan Crisan (Imperial College) in the one dimensional case and in the half space case. The generalizations of these results to the case of a smooth domain are being developed with Fabio Antonelli (University of L’Aquila). I will also briefly describe some possible financial applications. ------------------------------------------------ Sarà possibile seguire entrambi i seminari anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89801479465?pwd=knhLbOfMHOc7L7ScTWFkPJqEO3zXRK.1> I seminari sono organizzati 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/>

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NEW SEMINAR SERIES: econOMEtRics in Rome
by Alessia Caponera 16 Sep '24

16 Sep '24

Dear colleagues, I would like to advertise the NEW SEMINAR SERIES: *econOMEtRics in Rome* The objective of this seminar series is to bring together academics and practitioners with a shared interest in econometrics. The series is co-organized by Gianluca Cubadda (School of Economics, Tor Vergata University of Rome), Massimo Franchi (Department of Statistical Sciences, Sapienza University of Rome), Tommaso Proietti (School of Economics, Tor Vergata University of Rome), and Paolo Santucci de Magistris (Department of Economics and Finance, Luiss University). The seminars will be hosted alternately at three locations: the Department of Economics and Finance at Luiss University, the Department of Statistical Sciences at Sapienza University of Rome, and the facilities of the School of Economics at Tor Vergata University of Rome (Via Lucullo 11, 00187 Rome). Visit the seminar series webpage econOMEtRics in Rome and subscribe to the mailing list to stay informed: https://lnkd.in/dT6auwxt <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Flnkd.in%2…> Best wishes, Alessia Caponera

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1st CAM-Risk conference, December 18-20, 2024 Pavia
by Giacomo Bormetti 13 Sep '24

13 Sep '24

Dear Colleagues, This is a reminder that the deadline (September 30, 2024) for paper submission to the 1st CAM-Risk conference, which will be held in Pavia in December 2024, is approaching. More information about the event is available at the following link https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top… Topics of interest, without being exhaustive, concern 1. Growth and business cycle analysis 2. Quantitative Finance and Econometrics 3. New risks and financial stability 4. Migration, trade, and the labor market 5. Climate change and energy policies 6. European issues 7. The economic, social, and political impact of COVID-19 and the risks of future epidemics We are looking forward to meeting you in Pavia. Kind Regards Giacomo Bormetti Elena Molho

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Jean Jacod seminar in Verona, 25/9/24 at noon
by Cecilia Mancini 13 Sep '24

13 Sep '24

Dear all, on Wednesday 25 September, at noon, Professor Jean Jacod will give the seminar High Frequency Returns Sign-Based Robust Inference, at the Department of Economics in Verona, via Cantarane 24, aula Vaona (from the main entrance of the main building in Santa Marta turn left, metal stairs, 1st floor, ring the bell on the right, staircase with 3 steps, room on the left) It is possible to follow it also on zoom at the following link: https://univr.zoom.us/j/94276571806 Abstract We derive the limit of infill asymptotic distribution for the sum of positive returns of prices or log-prices in a given period of time. The framework is multivariate and quite general: it allows for the presence of leverage effects and jumps with finite activity. In a second step, the results are used to estimate the drifts (or rather, the Sharpe ratios) of the continuous part of the processes. Joint work with Nour Meddahi All interested people are warmly invited to take part Best regards in the meantime, Cecilia

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Seminar Anna Calissano @LUISS
by Alessia Caponera 13 Sep '24

13 Sep '24

Dear all, The Department of Economics and Finance at LUISS University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Anna Calissano, Imperial College London *Title*: *Barycentric Subspace Analysis for Sets of Graphs* *When*: September 19th, 12:00 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 103a-103b *Abstract*: Barycentric subspace analysis (BSA) is introduced for a set of unlabelled graphs, which are graphs with no correspondence between nodes. Identifying each graph by the set of its eigenvalues, the graph spectrum space is defined as a novel and computationally efficient quotient manifold of isospectral graphs. In such a manifold, the notion of BSA is extended. We showcase how BSA can be used as a powerful dimensionality reduction technique for complex data: BSA searches for a subspace of a lower dimension, minimizing the projection of data points. As the subspace is identified by a set of reference points, the interpretation is straightforward. BSA is performed and compared with clustering and PCA on a simulated dataset and a real-world dataset of airline company networks. Joint work with Elodie Maignant, Alain Trouvé, and Xavier Pennec *Webpage*: *https://economiaefinanza.luiss.it/research-seminar/barycentric-subspace-analysis-for-sets-of-graphs <https://economiaefinanza.luiss.it/research-seminar/barycentric-subspace-ana…>* *Should you be interested, please kindly send me an email.* Best wishes, Alessia Caponera

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Open tenure track professor positions at Helsinki and Tampere (Finland)
by Gasbarra, Dario 13 Sep '24

13 Sep '24

Dear colleagues, You may already be aware of the recently opened positions at universities of Helsinki and Tampere, but if not, please see below. Please also share them with potential applicants! Some positions have deadlines already in a couple of weeks. Links to these and other job announcements can also be found at Fin-Math-Job, which has recently moved to the address https://matemaattinenyhdistys.fi/fin-math-job. /// Three Tenure Track positions at Tampere University The Mathematics unit at Tampere University invites applications for three (3) Assistant/Associate/Full Professors in Mathematics (Tenure Track). To complement and strengthen our research profile, we are especially seeking candidates in the following three research areas: 1. Algebra and Topology 2. Mathematical Analysis (especially Analysis of Partial Differential Equations) 3. Mathematical Logic Further details, requirements, and instructions to apply, are available through the following links: Algebra and Topology and Mathematical Analysis: Deadline October 7th, 2024 (23:59 Finnish time) https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=2408 Mathematical Logic: Deadline September 30th, 2024 (23:59 Finnish time) https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=3&jid=2359 More information on the Tampere University Mathematics unit is available at https://www.tuni.fi/en/math /// Assistant Professor or Associate Professor in Mathematics at the University of Helsinki A call has been opened for a tenure track professor in mathematics at the department of Mathematics and Statistics, Univetsity of Helsinki, with an application deadline on Oct 31. For this call, our primary target group is early-stage independent researchers with 3-10 years of experience since completion of their PhD. The years are not a strict requirement as such, but it should be mentioned that the call is open only on a tenure track level. More details can be found from the attached PDF and from the web page https://jobs.helsinki.fi/job/Helsinki-Assistant-Professor-or-Associate-Prof… If you have any questions about the position, you can contact Jani Lukkarinen <jani.lukkarinen(a)helsinki.fi<mailto:jani.lukkarinen@helsinki.fi>> or, for technical questions about the recruitment process and recruitment system, Jussi Hartikainen <jussi.a.hartikainen(a)helsinki.fi<mailto:jussi.a.hartikainen@helsinki.fi>> . /// Best regards, Petri Laarne, Secretary of the Finnish Mathematical Society

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I: Bando per Assegno di Ricerca CNR-IMATI
by ANTONELLA BODINI 13 Sep '24

13 Sep '24

Gentili colleghi, con preghiera di massima diffusione, in calce un avviso per un assegno di ricerca presso la sede di Genova dell'IMATI su Modelli e algoritmi di analisi di immagini PET/CT per la caratterizzazione della struttura e delle aree del cervello in pazienti sani o affetti da patologie neurologiche (es., Alzheimer) o tumorali. Cordiali saluti, Antonella ________________________________ Contratto: Assegno di ricerca Tema di ricerca: Modelli e algoritmi di analisi di immagini PET/CT per la caratterizzazione della struttura e delle aree del cervello in pazienti sani o affetti da patologie neurologiche (es., Alzheimer) o tumorali Scadenza: Sep 26 2024 Dettagli relativi all’attività: Attività di Ricerca nell’ambito del Progetto DIT.PN007.005- PRIN 2022 - Bando 2022 Cod. 2022WK7NHC “Brain estrogen receptor expression in the perimenopausal transition: kinetic and geometric analyses of [18F]-fluoroestradiol (FES) PET/CT and correlation with neuropsychological, biochemical and magnetic resonance imaging biomarkers”, finanziato dall’Unione europea“ NextGenerationEU, CUP B53D23019050006. Sede: Genova Richieste Possono partecipare alla selezione i soggetti che, a prescindere dalla cittadinanza e dall’età, siano in possesso dei seguenti requisiti alla data di scadenza del termine per la presentazione delle domande di ammissione: a) Diploma di Laurea conseguito secondo la normativa in vigore anteriormente al D.M. 509/99, oppure Laurea Specialistica/Magistrale (D.M. 5 maggio 2004) attinente alla tematica del progetto e curriculum professionale idoneo allo svolgimento di attività di ricerca; b) Tutti i titoli conseguiti all’estero (diploma di laurea, dottorato ed eventuali altri titoli) dovranno essere, di norma, preventivamente riconosciuti in Italia secondo la legislazione vigente in materia (informazioni sul sito del Ministero dell’Università e della Ricerca Scientifica: www.miur.it) L'equivalenza dei predetti titoli conseguiti all'estero che non siano già stati riconosciuti in Italia con la prevista procedura formale predetta, verrà valutata, unicamente ai fini dell'ammissione del candidato alla presente selezione, dalla commissione giudicatrice costituita ai sensi dell’art. 6, comma 1 del Disciplinare; c) Esperienza nell’ambito della tematica di cui all’art. 1, dichiarato con le modalità di cui all’art. 4. In particolare, il destinatario dovrà possedere competenze di programmazione software. Inoltre, costituiranno elementi preferenziali: la conoscenza di strutture dati per immagini 2D e dati 3D, di tecniche di machine learning e/o deep learning; d) Conoscenza della lingua inglese; e) Conoscenza della lingua italiana (solo per i candidati stranieri). Informazioni: Dott. Giuseppe Patane’, CNR-IMATI, giuseppe.patane(a)cnr.it<mailto:giuseppe.patane@cnr.it> ---------------- Giuseppe Patane' CNR - Consiglio Nazionale delle Ricerche IMATI - Istituto di Matematica Applicata e Tecnologie Informatiche Via De Marini, 6 16149 Genova, Italy Phone: +39-0106475684 Cell.: +39-3495320947 e-mail: giuseppe.patane(a)cnr.it Home: http://www.ge.imati.cnr.it Home Page: http://pers.ge.imati.cnr.it/patane/Home.html Skype: giuseppe-imati

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Seminario Dr. Frederick Kin Hing Phoa - CNR IMATI, lunedì 16 settembre 2024
by Elisa Varini 12 Sep '24

12 Sep '24

Con preghiera di diffusione, si avvisa che in data *16-09-2024*, alle ore *11:00* precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via A. Corti 12, il *Dr. Frederick Kin Hing Phoa, Institute of Statistical Science, Academia Sinica, Taiwan, *terrà un seminario dal titolo *Some Initial Investigations and Analyses on the Earthquake Data in Taiwan* Abstract: This talk will focus on some initial investigations and analyses on the earthquake data in Taiwan, which is collected and managed by the Institute of Earth Science, Academia Sinica. Four potential projects are resulted: (1) the analysis of Distributed Acoustic Sensing (DAS) signals to develop an early earthquake alarm system; (2) the spatial-temporal data analysis and clustering on earthquake occurrences in Taiwan; (3) the modeling on the relationship between earthquake occurrences and seasonal trend of underground water levels of surrounding areas; and (4) the phrase transition model for the prediction of landslide occurrences using environmental factors and earthquake-related information. All studies are currently ongoing and preliminary, so discussions and suggestions are very welcome. Gli interessati possono partecipare in presenza o da remoto, attraverso il link sotto riportato: https://teams.microsoft.com/l/meetup-join/19%3ameeting_M2M5MjU3ZTQtODVlNC00… Cordialmente, Elisa Varini

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One day on Random Walks in Lévy media' - 27 September, 2024 - Padova
by alessandra bianchi 10 Sep '24

10 Sep '24

Dear colleagues, We are pleased to announce the workshop “One day on random walks in Lévy media," which will take place on Friday, September 27, 2024, at the Mathematics Department of the University of Padova. This workshop will focus on recent developments in the study of superdiffusive dynamics, with a particular emphasis on random motion in Lévy media. Our goal is to bring together researchers from various branches of mathematics, particularly those working at the intersection of probability and mathematical physics, to foster discussions on key open problems in the field. We especially encourage the participation of young researchers and PhD students. For more information about the program, please visit the following link: https://www.math.unipd.it/~bianchi/RWLM24.html Best regards, the organizers Alessandra Bianchi David Barbato Bernardo D’Auria -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Fwd: 23rd Northeast Probability Seminar -- please register and circulate this announcement
by Faggionato, Alessandra 06 Sep '24

06 Sep '24

Buongiorno Ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Ivan Corwin Dear colleagues, The 23rd Northeast Probability Seminar will run Thursday November 21 - Friday November 22, 2024 at Columbia University. The plenary speakers are: Hubert Lacoin (IMPA) Hao Shen (Madison) Yilin Wang (IHES) Christian Webb (Helsinki) There will also be several short talks by participants, and opportunities to socialize. In order to attend this year *YOU MUST REGISTER VIA THIS GOOGLE FORM BEFORE NOVEMBER 19: https://forms.gle/D1c3LUnD75kSJKta9 <https://forms.gle/D1c3LUnD75kSJKta9>* This is necessary in case Columbia's campus has limited access during the seminar. When filling out that form you will be asked if you wish to apply for funding and to give a short talk. If so, please follow the instructions there. Funding is from an NSF grant and preference will be given to early career participants, in particular graduate students and postdocs who do not have other sources of funding. Likewise for short talks. More information including a provisional schedule can be found on the website: https://probability.commons.gc.cuny.edu/23rd-northeast-probability-seminar/ Best, Ivan Corwin, on behalf of the local and scientific organizers. ps. Apologies if you receive this announcement multiple times

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(PMS)^2 talk - D. Kinzebulatov - sept 10 at 14:00
by Carlo Orrieri 06 Sep '24

06 Sep '24

Dear colleagues, we are happy to announce the following talk Damir Kinzebulatov (Université Laval) Recent progress on well-posedness of singular SDEs with critical drifts Abstract: In the first part of the talk, I will review the basic results on SDEs with singular drifts. In the second part, I will discuss some recent progress on weak and strong existence and conditional uniqueness for SDEs with singular drifts having critical-order singularities. These drifts either (a) reach the critical strength of the singularities, i.e. multiplying such a drift by a constant even slightly greater than 1 can destroy the weak existence, or (b) are more singular (not necessarily even in L^{2}_{\loc}(R^{1+d})) and can have critical 1/\sqrt{t} singularities in time. I will be referring to De Giorgi's method in L^p with p chosen sufficiently large (in order to accommodate the strength of the singularities going up to the critical threshold), some "fractional" Duhamel series representations and an appropriate parabolic Adams-Krylov estimate, the method of Röckner-Zhao of constructing strong solutions, and a "critical" Orlicz space with gauge function \cosh - 1 that allows to treat the Kolmogorov operator with the borderline strength of the singularities in the drift where the L^p no longer exists. Date and time: Thursday September 10, 14:00-15:00 (Rome time zone) Place: Aula Beltrami, Dip. Matematica, Univ. Di Pavia. Zoom meeting link: https://unipv-it.zoom.us/j/96306243310?pwd=YahZ15tfGy3iF4SoCc5JoQ5UDxDiDB.1 <https://unipv-it.zoom.us/j/96306243310?pwd=YahZ15tfGy3iF4SoCc5JoQ5UDxDiDB.1> ID riunione: 963 0624 3310 Codice d’accesso: 920516 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 and Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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4 year postdoc in Probability and Statistical Mechanics — Innsbruck
by Elia Bisi 06 Sep '24

06 Sep '24

Dear colleagues, I would like to advertise a 4 year postdoc position in Probability and Statistical Mechanics hosted by Sasha Glazman at the University of Innsbruck. Innsbruck is a brilliant city in the Austrian Alps, very close to the Italian border. For more information and details on how to apply, see here: https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=14523 Best regards, Elia ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science

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Seminar Professor Michael Benzaquen 26/09 aula mancini@SNS
by Manuel NAVIGLIO 06 Sep '24

06 Sep '24

Dear All, On the morning of Thursday, 26th, we will be hosting a seminar by Professor Michael Benzaquen from École Polytechnique and Capital Fund Management, Paris. The seminar will take place at 10:00 AM in Aula Mancini at Scuola Normale. Attached, you will find the title and abstract of the seminar. Additionally, I would like to remind you that Professor Benzaquen will also give another seminar in the afternoon, as part of the Physics in the AI Era <https://agenda.infn.it/event/40134/> conference, in Aula Stemmi. The title of this seminar is: "Econophysics: Why and What For?". Best regards, Manuel ------------------------------------------------------------------------------------------------- Mitigating Farmland Biodiversity Loss: A Bio-Economic Model of Land Consolidation and Pesticide Use Biodiversity loss driven by agricultural intensification is a pressing global issue, with significant implications for ecosystem stability and human well-being. We design an integrated bio-economic agent-based model, informed by historical data from the French agricultural sector, to project future biodiversity trends and evaluate policy interventions. Our model predicts further biodiversity decline under a business-as-usual scenario, primarily due to intensified land consolidation. We evaluate two policy options: reducing pesticide use and subsidizing small farmers. While pesticide reduction rapidly benefits biodiversity in the beginning, it eventually leads to increased land consolidation and further biodiversity loss. In contrast, subsidizing small farmers by reallocating a small fraction of existing subsidies, stabilizes farm sizes and enhances biodiversity in the long run. The most effective strategy results from combining both policies, leveraging pesticide reduction alongside targeted subsidies to balance economic pressures and consistently improve biodiversity.

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Reminder - Workshop LSID24 - Padova, September 18 - 20, 2024
by Alberto Chiarini 04 Sep '24

04 Sep '24

With this message we would like to remind you about the upcoming workshop: Large scale behaviour of interacting diffusions: from stochastic control to functional inequalities Padova, September 18 - 20, 2024 The goal of the workshop is to discuss recent advances on the study of asymptotic properties of interacting particle systems, with a special emphasis on controlled systems. Topics of interest include but are not limited to propagation of chaos, infinite dimensional Hamilton-Jacobi equations and ergodicity. We also aim at fostering discussions on the interplay between control methods and other emerging techniques to establish functional inequalities. SPEAKERS: Luisa ANDREIS (Politecnico Milano) Charles BERTUCCI (École polytechnique Paris) Michele COGHI (Trento) Andrea COSSO (Milano Statale) Samuel DAUDIN (Université Côte d'Azur) Benoit DAGALLIER (Courant Institute, New York) Katharina EICHINGER (École polytechnique Paris) Markus FISCHER (Padova) Richard KRAAIJ (TU Delft) Elisa MARINI (Padova) Mario MAURELLI (Pisa) Pierre MONMARCHÉ (Sorbonne Paris) Carlo ORRIERI (Pavia) Sam POWER (Bristol) Julien REYGNER (École des Ponts Paris) Katharina SCHUH (TU Wien) Yoan TARDY (École polytechnique Paris) Please use the following link for more information about the program and to register for the event (registration is free but mandatory) https://events.math.unipd.it/LSID24/. Thank you for your consideration and we hope to see you in a couple of weeks, the organizers, Alekos Cecchin, Alberto Chiarini, Giovanni Conforti and Alessandra Cipriani

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talk Prof. Felix-Benedikt Liebrich - 10 September
by Emanuela Rosazza Gianin 04 Sep '24

04 Sep '24

Dear all, you are all invited to participate to the following seminar on *Tuesday 10th of September 2024 at 16:30* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): *Speaker: *Felix-Benedikt Liebrich (Univ. of Amsterdam) *Title:* The (?) reference measure *Abstract:* A functional on random variables is law invariant with respect to a reference probability (or probabilistically sophisticated) if its value only depends on the distribution of its argument under that measure. The class of such functionals is not only vast, but of integral importance for financial, actuarial, and economic applications. In this talk, we take a concrete functional as given and ask (i) if there can be more than one such reference probability, and (ii) how one can infer the reference probability from the functional. This stance is in contrast to wide parts of the literature that treat the reference probability as given. Nevertheless, as I will show at the beginning of my talk, it is in line with the investigation of probabilistically sophisticated preferences and arises as a natural consequence of the Marinacci-Svistula Uniqueness Theorem. Concerning question (i), I demonstrate that uniqueness holds for a wide class of functionals unless they are constant or depend only on the essential supremum and essential infimum of the argument. Applications to monetary and return risk measures will be given. Concerning the calibration question (ii), I show how to infer the reference measure as a related supremum or infimum in the space of bounded charges. While this approach is generally versatile, it fails in the important case of the Value-at-Risk. Here, a suitable alternative is presented. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Research grant PRIN-PNRR - Ca' Foscari - Deadline: Sept 5
by Marco Corazza 03 Sep '24

03 Sep '24

Dear All, I would like to inform you about a research grant opportunity with an application deadline of September 5th, 2024, under the following PRIN-PNRR 2022 project for which I am the PI: *"Machine learning methods and other new tools for assessing and managing risks associated with the transition to a climate-neutral society".* - link to the grant proposals: *https://www.unive.it/data/28825/ <https://www.unive.it/data/28825/>*; on this page, you need to search for the call for application "*Machine learning methods and other new tools for assessing and managing risks associated with the transition to a climate-neutral society-PRIN 2022 PNRR-CUP: H53D23008460001*". Saluti / Best regards, Marco Corazza

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Fwd: Looking for PhD students (Predoctoral contract)
by Enea Bongiorno 03 Sep '24

03 Sep '24

ricevo ed inoltro per chi potesse essere interessato. Cordiali saluti, Enea ---------- Forwarded message --------- From: Cristina Muiños <cristina.muinos(a)udc.es> Date: Tue, 3 Sept 2024 at 13:53 Subject: Looking for PhD students (Predoctoral contract) To: <cristina.muinos(a)udc.es> Cc: Mario Francisco Fernandez <mariofr(a)udc.es> The modeling, optimization and statistical inference (MODES) research group of the *University of A Coruña* (UDC) is looking for PhD students to be hired (Predoctoral contract) for the research project *Statistical **Inference using flexible methods for complex data: theory and applications* (PID 2023-147127OB-I00). The call for these predoctoral contracts will be published on the official bulletin board of the UDC online services site. For more details about the research project, funded by the Spanish Ministry of Science and Innovation (MICINN), please contact its principal investigator: Mario Francisco Fernández (mariofr(a)udc.es) For *more information* on the administrative process please contact at cristina.muinos(a)udc.es We will appreciate if you could spread this announcement. Thank you very much in advance. Kind regards, Cristina Muíños Roca Grupo MODES/M2NICA Facultade de Informática Universidade da Coruña Campus de Elviña s/n 15071 A Coruña Tfn: (+34) 981 167 000 (ext. 1308) cristina.muinos(a)udc.es -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Mathematical Imaging and Random Geometry in Nice 25-26 Nov 2024
by Elena Di-Bernardino 02 Sep '24

02 Sep '24

https://imageomalea.sciencesconf.org/ Un annucio di un workshop in Geometria Aleatoria a Nizza (25-26 novembre 2024). L'iscrizione è obbligatoira (sul sito qui sopra) ma gratuita. Saluti, Elena Di Bernardino https://math.unice.fr/~elenadb/

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[Reminder] INdAM Workshop: Analysis and Geometry of Random Fields
by Random Fields 28 Aug '24

28 Aug '24

Dear colleagues, this is a kind reminder of I*NdAM Workshop: Analysis and Geometry of Random Fields* that will be held at the INdAM F. Severi, first floor, Dipartimento di Matematica G. Castelnuovo, Piazzale Aldo Moro 5, *Roma*, on *September 4-5-6, 2024*. For more information please visit the website <https://events.dm.unipi.it/e/randomfields> of the event or contact the organizers at *indamrandomfields2024(a)gmail.com* <indamrandomfields2024(a)gmail.com> Best wishes, The organizers (Francesco Grotto and Anna Paola Todino)The organizers (Francesco Grotto and Anna Paola Todino)

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SPASS Seminar: Luigi Amedeo Bianchi
by Francesco Grotto 27 Aug '24

27 Aug '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Stochastic evolution equations on networks* by Luigi Amedeo Bianchi (Università di Trento) The seminar will take place WED, 04.09.2024 at 11:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. (Notice that the time slot is different from the usual one) The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: * In this talk I will present some recent results on stochastic evolution equations on a finite network, with a two-walls potential and weighted discrete Laplace operators. I will show the existence of a martingale solution as a limit of suitable approximations, and discuss a few extensions and open problems. This talk is based on ongoing joint work with S. Bonaccorsi.

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PNRR funded Research fellowship - Deadline: September 5, 2024
by Diana BARRO 25 Aug '24

25 Aug '24

Dear Colleagues, The Department of Economics at Università Ca' Foscari Venezia invites applications for a fellowship funded by the PNRR Project: Growing Resilient, Inclusive, and Sustainable (GRINS). Title: Spoke 4 - Sustainable investing: risks and returns through the ESG lenses. *Duration of contract: 12 months *(with possible extension) - approximately starting: October 2024. Stipend: The research fellowship amounts to Euro 24.320,38.=per year, gross to the recipient, net of the expenses to be sustained by the Provider. Scientific coordinator: Prof. Diana Barro Link to the call for applications: https://www.unive.it/data/12137/ https://apps.unive.it/domandeconcorso-en/accesso/dec-barro-pnrr-29072024 *Application deadline: September 5, 2024- 12.00 (noon) local time* Please forward this email to potential candidates. Thank you and best regards, Diana Barro -- -- Diana Barro Associate Professor Dept. of Economics Ca' Foscari University - Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346938 E-mail address: d.barro(a)unive.it Web page: http://www.unive.it/data/persone/d.barro

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Due posizioni Tenure-Track presso la Duke University
by filippo ascolani 23 Aug '24

23 Aug '24

Buongiorno, segnalo l'apertura di due posizioni come Assistant/Associate professor nel Dipartimento di Scienze Statistiche della Duke University: maggiori informazioni sono disponibili nel testo qui sotto. Cordiali saluti. Filippo Ascolani The Department of Statistical Science at Duke University in Durham, NC, invites applications for two tenure-track positions at the Assistant or Associate Professor level to begin July 1, 2025. Applicants must combine promise of excellence in academic research with a commitment to high-quality education at the graduate and undergraduate levels. Applicants from all areas of statistical science are encouraged to apply. Applicants should submit a cover letter, curriculum vitae, research and teaching statements, letters from three references, and one reprint/preprint via Academic Jobs Online (https://academicjobsonline.org/ajo/jobs/28100) Enquiries for this position, including dual career support services, can be emailed to stat-tt-search(a)duke.edu . Further information about the Department, including our educational programs and interdisciplinary collaborations, can be found at https://stat.duke.edu/. Applications received by November 7, 2024 will be guaranteed full consideration. Duke University and the Department of Statistical Science are strongly committed to advancing inclusive excellence throughout our research, teaching, and service activities. It is essential that all members of the community feel valued and welcome, that the contributions of all individuals are respected, and that all voices are heard. All members of our community are expected to uphold these values. Duke University is an Affirmative Action/Equal Opportunity Employer committed to providing employment opportunity without regard to an individual's age, color, disability, gender, gender expression, gender identity, genetic information, national origin, race, religion, sex, sexual orientation, or veteran status.

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Enrico Anglesio Prize 2024
by Lidia Sacchetto 18 Aug '24

18 Aug '24

Dear All, I would like to take the opportunity to share information about a Prize in the field of epidemiology (details below and attached). Please feel free to distribute this within your groups and institutes. Apologies for any cross-posting. Best regards, Lidia Sacchetto, PhD -- The Fondo Elena Moroni for Oncology is pleased to announce that the contest for The Enrico Anglesio Prize 2024 is open! Candidates may submit their applications with the Online Registration Form (EAP2024 Online Application System<https://www.fondoelenamoroni.org/?register_participant>) by September 15, 2024. The Enrico Anglesio Prize (EAP) is awarded to a young researcher (40 years of age or less) who submits an original work in the domain of Cancer Epidemiology, Cancer Registration and Oncology. Studies on methodology, descriptive data analysis or clinical studies area all well accepted. More information can be found at http://www.fondoelenamoroni.org/en/the-prize/

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Fwd: Postdoc in stochastic analysis
by Lucio Galeati 16 Aug '24

16 Aug '24

Buongiorno, Segnalo questa posizione Postdoc a FU Berlin, nel gruppo di Nicolas Perkowski. Saluti, Lucio Galeati -------------------------------------------------------------- Dear all, I am looking for a: Research assistant (m/f/d) (postdoc) in stochastic analysis limited to 3 years (100%, 13 TV-L FU) Reference code: MI-WM19/2024/Perkowski Applications deadline: August 26, 2024. Applications should be addressed electronically to: ag_stochastik_secr(a)mi.fu-berlin.de For further information please follow the link to the published job posting. in English: https://www.fu-berlin.de/universitaet/beruf-karriere/jobs/english/MI-MI-WM1… in German: https://www.fu-berlin.de/universitaet/beruf-karriere/jobs/wiss/19_fb-mathem… Sincerely, Nicolas Perkowski

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Fwd: PhD position
by Antonio Agresti 12 Aug '24

12 Aug '24

Ricevo ed inoltro. ---------- Forwarded message --------- Da: Alexandra Blessing <alexandra.blessing(a)uni-konstanz.de> Date: ven 9 ago 2024 alle ore 18:08 Subject: PhD position To: Dear colleagues, I am looking for a PhD student starting between December 2024 and April 2025 within the Collaborative Research Grant *Fluctuations and Nonlinearities in Classical and Quantum Matter beyond Equilibrium* (SFB 1432) at the University of Konstanz. The person should have a strong background in stochastic analysis (preferably also dynamical systems) and should be open for collaborations with the physics department. The position is for 4 years. Could you please forward this information to potential candidates that can contact me via e-mail for further information? Thank you very much! Best regards, Alexandra

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4 POSTDOCTORAL FELLOWSHIPS at Scuola Superiore Meridionale
by Tiziano De Angelis 12 Aug '24

12 Aug '24

Dear All, The call for postdoc positions at Scuola Superiore Meridionale is now out. The positions may be of interest for candidates with a background in applied probability, stochastic control and mathematical finance. Positions are for 1 year, renewable up to 3 years, with generous funding. Below you can find the official advert with all the relevant information. I would be grateful if you could please circulate it as widely as possible. I am available to discuss possible projects with interested candidates. Best wishes (e Buon Ferragosto) Tiziano -------------------------------------- 4 POSTDOCTORAL FELLOWSHIPS IN MODELING AND ENGINEERING RISK AND COMPLEXITY (MERC) AVAILABLE AT THE SCUOLA SUPERIORE MERIDIONALE, THE NEW SCHOOL FOR ADVANCED STUDIES OF THE UNIVERSITY OF NAPLES The call for applications for 4 postdoctoral fellowships in Modeling and Engineering Risk and Complexity (MERC) at the Scuola Superiore Meridionale in Naples, Italy is now available at: https://www.ssmeridionale.it/avcp/selezione-pubblica-per-titoli-e-colloquio… Further details on the MERC research program and its board are available at: https://www.ssmeridionale.it/modeling-and-engineering-risk-and-complexity-m… The candidate's research activity must align with at least one of the following three multidisciplinary areas: 1. Mathematical and/or computational modeling, analysis, and control of complex and multi-agent systems, their emergent behaviour and their applications; 2. Stochastic modeling and reliability theory of phenomena and complex systems; 3. Modeling, analysis, and management of natural, Na-Tech, anthropogenic, and industrial risks, with strong emphasis on both methodological aspects and practical applications. Successful candidates will work closely with research groups involved in the "Modeling and Engineering Risk and Complexity" (MERC) doctoral program at the Scuola Superiore Meridionale. They will also be involved in teaching and tutoring activities, holding courses within the doctoral programs and/or the study programs designed for regular students. Each fellowship is 1-year long (renewable up to 3 years) with a yearly gross salary of EUR 35,000. Anyone who has obtained a PhD in Science, Mathematics and Engineering (or is expected to complete a PhD by the end of January 2025) can apply. Deadline for applications: 15th October 2024

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Bando RTT MATH-03/B - Dipartimento SBAI Sapienza
by Claudio Durastanti 09 Aug '24

09 Aug '24

Sii informa che è stato pubblicato il bando 2024RTTE004 relativo all'indizione di una procedura selettiva per l’assunzione di un ricercatore a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022 nel GSD 01/STAT-MATH-03, SSD MATH-03/B presso il Dipartimento di Scienze di base e applicate per l'Ingegneria (SBAI), Sapienza Università di Roma. Maggiori informazioni sono disponibili assieme al bando al seguente ink: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/221249 Scadenza: 22 agosto 2024 Si prega di dare la massima diffusione. Grazie per l'aiuto e la collaborazione Claudio Durastanti -- *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>*

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PostDoc position on Physics-Informed Machine Learning at IDSIA USI-SUPSI
by Azzimonti Laura 08 Aug '24

08 Aug '24

The "Dalle Molle" Institute for Artificial Intelligence (IDSIA) in Lugano, Switzerland is looking for a PosDoc Researcher in Physics-Informed Machine Learning. The researcher will work on the development and the application of novel Physics-Informed Machine Learning (PI-ML) techniques in order to overcome the limits of standard “black-box” ML practice, while reducing the computational time for simulating numerical models and improving their prediction performances. The main application will be in the field of materials science in the context of rubber compounds, in collaboration with Pirelli. *** About the position *** We look for candidates with a Ph.D. in Mathematics, Physics, Engineering, Computer Science, or related areas. The ideal candidate should have a solid background in mathematical modelling, ordinary and partial differential equations, dynamical systems, machine learning and/or related fields, good programming skills in Python and/or R and a strong commitment to fulfil research objectives. We offer a fixed-term position (initially for two years, with intent of prolongation) with an attractive salary, in line with Swiss standards and the candidate’s experience. *** About the application *** The instructions for the application, and other details of the call, can be found at the following link: https://www.supsi.ch/en/bando2030 Deadline: 1st September 2024 *** About IDSIA *** IDSIA is a world-class research institute on AI founded in 1988, affiliated with both Università della Svizzera Italiana (USI) and Scuola Universitaria Professionale della Svizzera Italiana (SUPSI). It counts more than 100 staff researchers and more than 50 Ph.D. students, active in the research areas of machine learning, optimisation and control, autonomous robotics, intelligent networked systems, geometric computing and vision, natural language processing and information retrieval. IDSIA is based in the beautiful city of Lugano (Canton Ticino, Switzerland), located at the new USI-SUPSI Campus Est of Viganello-Lugano, a few hundred meters from the city center and the lake of Lugano. ––––––––––––––––––––––––––––––– http://people.idsia.ch/~laura.azzimonti/

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Workshop 21-23 October 2024 University of Genova
by Eva Riccomagno 07 Aug '24

07 Aug '24

Dear All, on behalf of the programme committee we are pleased to announce the trees4cat Workshop (Trees for Categorical Data), organised in collaboration with the Department of Statistics (University of Florence), Department of Mathematics (University of Genoa), School of Science and Technology (IE University). · Dates: 21-23 October 2024 · Location: Department of Mathematics, University of Genoa, Italy · Registration: o https://tinyurl.com/trees4catreg <https://urlsand.esvalabs.com/?u=https%3A%2F%2Ftinyurl.com%2Ftrees4catreg&e=…> o Note: Early registrations are welcome for organisational reasons - 1st call on 15 September. · Abstract submission: https://tinyurl.com/trees4catabs <https://urlsand.esvalabs.com/?u=https%3A%2F%2Ftinyurl.com%2Ftrees4catabs&e=…> · Financial support: Partial financial support is possible for a few participants. · Workshop webpage: For more details, visit https://stagedtrees.github.io/events/trees4cat.html <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fstagedtrees.github.io%2Fevent…> · Confirmed speakers: o Eliana Duarte (University of Porto) o Maria Kateri (University of Aachen) o Manuele Leonelli (IE University) o Tamás Rudas (Eötvös Loránd University) o Jim Smith (University of Warwick) o Liam Solus (KTH University) The topics of the workshop include, but are not limited to, contingency tables, staged trees, asymptotic theory, software implementations and algebraic statistics. It aims is to strengthen the European network of researchers working on staged trees, chain event graphs, reasoning on asymmetric independence inference and models for contingency tables. We look forward to your participation in trees4cat. Should you have any questions, please feel free to contact us at Manuele.leonelli(a)ie.edu <mailto:Manuele.leonelli@ie.edu>. Best regards, The Organizing Committee https://stagedtrees.github.io/events/trees4cat.html <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fstagedtrees.github.io%2Fevent…> _____________________ Eva Riccomagno Department of Mathematics University of Genova President of the IANUA university Consortium

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Posizione PO in Probabilità e Statistica Matematica a Milano-Bicocca - scadenza 22/08/2024
by Gianmario Tessitore - UNIMIB 06 Aug '24

06 Aug '24

Buongiorno a tutti Si comunica che è da poco uscito il bando per una posizione da professore di prima fascia in Probabilità e Statistica Matematica (g.s.d. 01/MATH-03 - s.s.d. MATH-03/B) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca. La scadenza è il 22/08/2024. Per maggiori informazioni sul bando e sulla compilazione della domanda è possibile consultare la pagina https://www.unimib.it/ateneo/gare-e-concorsi/2024-po18-049 Si prega di condividere con potenziali candidati/e interessati/e. Cordiali saluti, Gianmario Tessitore -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Postodoc at UniTo - mathematics
by Elena Issoglio 04 Aug '24

04 Aug '24

Dear colleagues Please find attached the call for four 2-year postdoc positions at the maths department of the university of Torino. They are open to all maths subjects, including probability theory. Deadline 23 Sept, all details in the file attached. Please forward this to all potentially interested candidates. You can contact me (elena.issoglio(a)unito.it) if you need further info. Best wishes Elena Issoglio

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International Conference in Venice - CALL FOR PARTICIPATION
by CREDIT 01 Aug '24

01 Aug '24

23nd INTERNATIONAL CONFERENCE CREDIT 2024 *The frontiers of new risks: AI, digital and sustainability transitions * Venice, Italy 3 – 4 October 2024 * * *GRETA Associati* (Venice, Italy),*CRIF* (Bologna, Italy), *European Datawarehouse *(Frankfurt am Main, Germany), *European Investment Fund* (Luxembourg), *Intesa Sanpaolo* (Milan, Italy) and *Modefinance* (Trieste, Italy) are partners in organising a Conference to be held in Venice on October 3-4, 2024. * * The CREDIT 2024 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 2024 is the *twenty-third* 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*,*Joint Research Center European Commission*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Sustainability necessarily involves the adaptation of today’s business model to the dynamic nature of the current digitalised environments. Corporations need to make sure that resources, especially technology, are being used responsibly and efficiently to improve the lives of the present generations and future generations as well as strengthen their relationships with the environment as to solve sustainability-related problems such as poverty, environmental degradation, pollution and inequality. Artificial Intelligence (AI) has the potential to address these societal problems including sustainability. The climate crisis and the degradation of the physical environment are complex problems that require the most innovative and advanced solutions. The real value of AI hence lies in its ability to facilitate and foster environmental and social governance, rather just as a tool to reduce pollution, poverty and resource depletion. In the age of AI, societies depend on big data, social media, knowledge management and data science to survive and achieve these sustainability goals. AI has the potential to reshape not only finance and industry but also the whole society. There is need to understand opportunities and challenges as to properly manage all relevant risks. The SCIENTIFIC COMMITTEE for the Conference consists of: *Marcin Kacperczyk *(Imperial College London, Programme Chair) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Marie Brière* (AMUNDI & Université Libre de Bruxelles) *Lucia Alessi* (Joint Research Center, European Commission) *Leonardo Gambacorta *(Bank For International Settlements) *Mila Getmansky* (Isenberg School of Management, UMass Amherst) *Christian Gollier* (Toulouse School of Economics) *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) *Roberto Rigobon *(MIT Sloan School of Management) *Stephen Schaefer* (London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *PROGRAMME:* https://www.greta.it/index.php/it/general-information-credit24/programme-20… *REGISTRATION*: https://registration.nexave.org/it/iscrizione-evento/32/23rd-international-… For the Registration Fees and more detailed information, please visit the Conference website: https://www.greta.it/index.php/it/credit-2024 *ACKNOWLEDGEMENT OF EUROPEAN FUNDING* The organization of the conference has benefitted from financial support by: - the European Union – NextGenerationEU, as part of the *GRINS project - Growing Resilient, INclusive and Sustainable* (GRINS PE00000018) - *ESG UPTAKE — TSI-2023-ESGRM-IBA* - ESG risk management framework for the financial sector. Funded by the European Commission - Grant Agreement N° 101145727.

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Summer school in Generative and Explainable AI in Pisa
by Aikaterini Papagiannouli 30 Jul '24

30 Jul '24

Dear colleagues, we are pleased to invite you to attend the Summer School in Generative and Explainable AI, to be held at University of Pisa in the mathematics department on September 16-18, 2024. The workshop will feature talks by directors specialising in Generative AI from META and UBS Zurich, as well as presentations by academics in Explainable AI from Scuola Normale Superiore. The goal of the summer school is to bridge the gap between academic research and industry, promoting collaboration in the fields of generative and explainable AI. If you are interested in attending, please register on the website https://sites.google.com/unipi.it/gen-x-pis-ai/home, which will be regularly updated to give you all the information about the school. For any further information, please contact aikaterini.papagiannouli(a)unipi.it Please feel free to share this event with anyone who might be interested! Best regards, on behalf of the organising committee, Katerina

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Call for papers conference ΠAIe
by Manuel NAVIGLIO 25 Jul '24

25 Jul '24

Dear All, please note the following call for papers. Manuel Naviglio ——————————————————————————————————— Physics in the AI era (ΠAIe) is a conference completely organized by Young Researchers supporting Young Researchers participation. The event is organized to provide talk sessions on the field of the Artificial Intelligence and Physics and will involve the Department of Physics at the University of Pisa and the Scuola Normale Superiore (24-27 September 2024). This workshop aims to promote the dialogue between the physics community and that of artificial intelligence to explore together the potential that AI can offer in the field of physics and how this can bring significant benefits to both communities, inviting renowned experts from both sectors. The workshop will take place over 4 days and will also cover Econophysics at Scuola Normale. The days will be organized so that experts in computer science will describe cutting-edge techniques related to AI, while expert physicists will introduce how these techniques can be utilized in their field. No FEE is required and accomodation for young researchers can be provided. Abstract Submissions from young researchers for talk and poster sessions is encouraged. For more information and to enroll check the event at this link https://agenda.infn.it/event/40134/ <https://agenda.infn.it/event/40134/> m. ---------------------------------------- Manuel Naviglio INFN - Sezione Pisa Scuola Normale Superiore, Pisa ITALY

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Postdoc on quantum algorithms for hydrodynamics equations
by Giacomo De Palma 23 Jul '24

23 Jul '24

Dear all, The Department of Mathematics of the University of Bologna is opening an expression of interest for a 12-month postdoc on numerical simulations of quantum algorithms for hydrodynamics equations. The position will be supervised by me in collaboration with the Italian company Fincantieri and will have a competitive salary of approximately 2050€ net per month. THE STARTING DATE MUST NECESSARILY BE NO LATER THAN NOVEMBER 1, 2024. Only the MSc is required, but an experience in quantum algorithms and/or numerical simulations of partial differential equations is preferable. Applications should be sent by email to giacomo.depalma(a)unibo.it<mailto:giacomo.depalma@unibo.it> with subject “QAHE application” and must include: * CV with publication list * Motivation letter The applicants can arrange for up to two recommendation letters to be sent by email to giacomo.depalma(a)unibo.it<mailto:giacomo.depalma@unibo.it>. The application deadline is on August 25, 2024. Please feel free to forward this message to potentially interested candidates. Best wishes, Giacomo

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Bando per 3 Assegni di Ricerca presso l'Istituto per le Applicazioni del Calcolo
by Maurizio Ceseri 22 Jul '24

22 Jul '24

Buongiorno, segnalo la seguente opportunità presso l’Istituto per le Applicazioni del Calcolo, nell’ambito delle attività di ricerca e trasferimento tecnologico del progetto Sportello Matematico per l'Innovazione e le Imprese. È indetta una selezione pubblica, per titoli e colloquio, per il conferimento di n. 3 assegni di ricerca, tipologia A) “Assegni professionalizzanti” (due anni rinnovabili), bandito dall’Istituto per le Applicazioni del Calcolo “Mauro Picone” del CNR sulla tematica: "*Pratiche e modelli di innovazione aperta per favorire l’adozione di Tecnologie Matematiche da parte delle Imprese: implementazione sul campo, promozione e studio quali-quantitativo*" Requisiti: Diploma di Laurea Specialistica/Magistrale in una delle seguenti discipline: Matematica, Fisica, Ingegneria, Statistica, Informatica, Economia Scadenza invio domande: 31 luglio 2024 Data colloquio: 6 agosto 2024 Il colloquio si terrà in presenza presso la sede dell'Istituto per le Applicazioni del Calcolo "Mauro Picone" del CNR, via dei Taurini 19, Roma. Al seguente link è disponibile il bando con tutte le informazioni: https://www.urp.cnr.it/system/files/2024-06/IAC-06-2024-RM_signed.pdf Grazie Cordiali Saluti Maurizio Ceseri Sportello Matematico per l'Innovazione e le Imprese Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, Politecnico di Milano, September 26-27, 2024
by Alessandro CALVIA 22 Jul '24

22 Jul '24

Dear colleagues, we are pleased to invite you to attend the workshop Stochastic Processes, Stochastic Optimal Control, and their Applications, to be held at Politecnico di Milano on September 26-27, 2024. The workshop is dedicated to Professor Marco Fuhrman, on the occasion of his 60th birthday. The workshop features talks by Marco Campi (Università degli Studi di Brescia) François Delarue (Université Côte d'Azur) Fausto Gozzi (Luiss “G. Carli”) Jean Jacod (Université Paris VI) Federica Masiero (Università degli Studi di Milano-Bicocca) Huyên Pham (Université Paris Cité) Gianmario Tessitore (Università degli Studi di Milano-Bicocca) The workshop begins on Thursday, September 26, at 16:00 and ends on Friday, September 27, at 12:00. Attendance is possible only in presence upon registration, which is free but mandatory. Unfortunately, we cannot offer financial support. If you are interested in attending, please register on the website https://www.mate.polimi.it/events/SPOCA/, which will be regularly updated to give you all the information about the workshop. For any further information, please contact spoca-dmat(a)polimi.it<mailto:spoca-dmat@polimi.it> . Best regards, The organizing committee Alessandro Calvia (Università degli Studi di Parma) Fulvia Confortola (Politecnico di Milano) Andrea Cosso (Università degli Studi di Milano) Giuseppina Guatteri (Politecnico di Milano) Mattia Martini (Université Côte d’Azur) Firma il tuo 5xmille all’Università di Parma. Aiutaci a potenziare la capacità di accoglienza, soprattutto abitativa, per le studentesse e gli studenti. - Indica 00308780345 nella tua dichiarazione dei redditi.

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Post-Doc positions at the University of Padova
by alekos.cecchin＠unipd.it 19 Jul '24

19 Jul '24

Dear all, Two post-doc positions are open at the Department of Mathematics of the University of Padova. The deadline is August 5th The call for application is at https://www.math.unipd.it/news/bando-n-13-2024-per-n-2-assegni-di-ricerca-m… The position is funded through the research project “MeCoGa – mean field control and games” of the University of Padova, principal investigator Alekos Cecchin. Requirements and project We seek candidates with the aspiration to contribute to the research project “MeCoGa – mean field control and games” of the University of Padova. Candidates must hold, or be about to obtain, a PhD in mathematics, applied mathematics, or a related field, and should possess a relevant record of publications. Expertise in research related to mean field games or mean field control problems is preferable, but not mandatory. The project may also involve applications to financial and energy markets, including numerical studies. In general, candidates should have carried out research in probability, analysis, or financial mathematics. The position holder is expected to undertake rigorous and innovative research, publish in high quality international journals, and contribute to the research activities of the Department. There are no teaching duties associated with the position. The post-doc position is for a 18 months fixed-term contract, with a possible extension of six months. Appointments are full-time and the salary is about 2k€ net per month. The starting date of the contract is between September 2024 and February 2025. About the group The research will be conducted at the Department of Mathematics of the University of Padova within an interdisciplinary group composed of pure and applied mathematicians working on mean field games and mean field control. Some details about the group can be found at <https://sites.google.com/view/mfgrt-in-padova/home-page> https://sites.google.com/view/mfgrt-in-padova/home-page . Kind regards Alekos Cecchin

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Fwd: Announcement of Winter School on Disordered Media - Budapest, January 20-24, 2025
by Faggionato, Alessandra 18 Jul '24

18 Jul '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Balint Toth <b4l1nt.t0th(a)gmail.com> Date: Thu, 18 Jul 2024 at 15:56 Subject: Announcement of Winter School on Disordered Media - Budapest, January 20-24, 2025 Dear Friends and Colleagues, It is our pleasure to inform you about the following upcoming event to be held at the Rényi Institute <https://renyi.hu/en?>/*Erdős Center* <https://erdoscenter.renyi.hu/>, in *Budapest*: *Winter School on Disordered Media <https://erdoscenter.renyi.hu/events/school-disordered-media>* January 20-24, 2025 The School will be held at the *Rényi Institute <https://renyi.hu/en?>*, Budapest, Hungary. It is part of the *Semester on Probability and Statistical Physics <https://erdoscenter.renyi.hu/articles/probability-and-statistical-physics-2…>* (January-June 2025) hosted by Erdős Center. MSc students, PhD students and postdocs, young researchers are most welcome to apply. (However, participation is not restricted to this category.) The programme of the school consists of five minicourses given by distinguished researchers of the field, short presentations by participants of the school and an open problem session. [The following week a Workshop on Disordered Media <https://erdoscenter.renyi.hu/events/workshop-disordered-media> (January 27-31, 2025) will also be held at the same venue. Information about this second event will follow soon.] The following minicourses will be held within the program of the School: *David Belius <https://davidbelius.github.io/>*: INTRODUCTION TO SPIN GLASSES, *Nathanael Berestycki <https://homepage.univie.ac.at/nathanael.berestycki/>*: LIOUVILLE QUANTUM GRAVITY AND ITS SPECTRAL GEOMETRY, *Marek Biskup <https://www.math.ucla.edu/~biskup/>*: EXTREMAL PROPERTIES OF THE RANDOM WALK LOCAL TIME, *Ron Peled <http://www.math.tau.ac.il/~peledron/>*: DISORDERED SPIN SYSTEMS, FIRST-PASSAGE PERCOLATION AND MINIMAL SURFACES IN RANDOM ENVIRONMENT, *Sergio Simonella <https://sergiosimonella.wordpress.com/>*: KINETIC LIMITS FOR THE DILUTE CLASSICAL GAS. Detailed instructions for applications and practicalities to be found at the *web-page of the event <https://erdoscenter.renyi.hu/events/school-disordered-media>*. *APPLICATION DEADLINE: OCTOBER 31, 2024.* WE KINDLY ASK YOU TO SPREAD THE INFORMATION AMONG MSc/PhD students, postdocs and young researchers within your range of interaction and encourage them to apply and take part. With our best wishes, Ágnes Backhausz, Gábor Pete, Balázs Ráth and Bálint Tóth (the organisers) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Assegno di ricerca SECS-S/01 Dipartimento di Matematica, Università di Genova
by Eva Riccomagno 16 Jul '24

16 Jul '24

Dear Colleagues, I am currently advertising a postdoctoral position at the Department of Mathematics of the University of Genova. Application deadline: 22/07/2024 at 12:00, Italian time. The call for applications is available at the following link: https://concorsi.unige.it/home/procedure/4828 (Concorsi online - Università degli Studi di Genova) A doctorate is not required at the time of application. The start date of the contract is after 01/10/2024. The research will be carried out in collaboration with the Regione Liguria and will include the validation of a methodological framework for sampling and estimation of rare or elusive subpopulations, with particular attention to the Ligurian subpopulations poorly represented in the EU-SILC survey. Please contact riccomagno(a)dima.unige.it <mailto:riccomagno@dima.unige.it> for more information about the project and the call for proposal, and please forward the announcement to potential candidates. With best regards, Eva Riccomagno _____________________ Eva Riccomagno Department of Mathematics University of Genova President of the IANUA university Consortium

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Fwd: bando assegno di ricerca n. 2/2024
by Bertini, Lorenzo 16 Jul '24

16 Jul '24

Gent.mi Colleghi, Vi informo che è stato pubblicato sul sito web dell'Ateneo di Roma `La Sapienza', vedi https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/220985 un bando per il conferimento di n. 1 assegno di ricerca annuale categoria B tip. I GSD 01/MATH-03 – SSD MATH-03/B “Probabilità e statistica matematica” GSD 01/MATH-04 – SSD MAT-04/A “Fisica matematica” scadenza: 15 agosto 2024 Cordialmente, Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Fwd: bando assegni di ricerca in uscita il 2 luglio 2024
by Lu Xu 14 Jul '24

14 Jul '24

Dear colleagues, There are 3 post-doctoral positions at Gran Sasso Science Institute. The positions are for 24 months (with possibility of extension) and are open to (one of the) the following areas: Probability and Statistical Mechanics, Numerical Analysis, Partial Differential Equations, Scientific Computing. The application has to be sent by the online application form at this link: https://applications.gssi.it/postdoc/ with all the indicated documents before August 20, 2024 - 3 pm (Italian time). We warmly encourage potential candidates who want to develop a research project in probability and its applications on statistical & quantum mechanics. Please find the details in item 1.1 of Art. 2 in the attached call, or at this webpage: https://gssi.it/communication/announcements/item/25387-bando-assegni-di-ric… With best regards, Lu Xu Gran Sasso Science Institute ---------- Forwarded message --------- From: Simona Di Carlo <simona.dicarlo(a)gssi.it<mailto:simona.dicarlo@gssi.it>> Date: Wed, 3 Jul 2024 at 10:01 Subject: Re: bando assegni di ricerca in uscita il 2 luglio 2024 To: Roberto Aloisio <roberto.aloisio(a)gssi.it<mailto:roberto.aloisio@gssi.it>>, Jan Harms <jan.harms(a)gssi.it<mailto:jan.harms@gssi.it>>, Manuel Arca Sedda <manuel.arcasedda(a)gssi.it<mailto:manuel.arcasedda@gssi.it>>, Felicia Carla Tiziana Barbato <felicia.barbato(a)gssi.it<mailto:felicia.barbato@gssi.it>>, Lorenzo Pagnanini <lorenzo.pagnanini(a)gssi.it<mailto:lorenzo.pagnanini@gssi.it>>, Patrizio Pelliccione <patrizio.pelliccione(a)gssi.it<mailto:patrizio.pelliccione@gssi.it>>, Gianlorenzo D'Angelo <gianlorenzo.dangelo(a)gssi.it<mailto:gianlorenzo.dangelo@gssi.it>>, Alessandro Palma <alessandro.palma(a)gssi.it<mailto:alessandro.palma@gssi.it>>, Paolo Veneri <paolo.veneri(a)gssi.it<mailto:paolo.veneri@gssi.it>>, Nicola Guglielmi <nicola.guglielmi(a)gssi.it<mailto:nicola.guglielmi@gssi.it>>, Serena Cenatiempo <serena.cenatiempo(a)gssi.it<mailto:serena.cenatiempo@gssi.it>>, Francesco Viola <francesco.viola(a)gssi.it<mailto:francesco.viola@gssi.it>>, Paolo Antonelli <paolo.antonelli(a)gssi.it<mailto:paolo.antonelli@gssi.it>> Cc: Eleonora Ciocca <eleonora.ciocca(a)gssi.it<mailto:eleonora.ciocca@gssi.it>>, Phd Secretariat <phd.secretariat(a)gssi.it<mailto:phd.secretariat@gssi.it>> Buongiorno a tutti, il bando è uscito in Gazzetta, pubblicato sul sito GSSI e il portale applications è correttamente online. Un caro saluto, Simona -- Simona Di Carlo GSSI - Gran Sasso Science Institute School of Advanced Studies Rectorate Office Via M. Iacobucci, 2 - 67100 L<https://maps.google.com/?q=Via+M.+Iacobucci,+2+-+67100+L+Aquila+(AQ),+Italy…>'Aquila (AQ), Italy<https://maps.google.com/?q=Via+M.+Iacobucci,+2+-+67100+L+Aquila+(AQ),+Italy…> E-mail: simona.dicarlo(a)gssi.it<mailto:phd.secretariat@gssi.it> Tel.: +39 0862 4280 443 Mobile: +39 335 7601833 Website: www.gssi.it<http://www.gssi.it/>

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Procedura selettiva 2024RTT05 - GSD 13/STAT-03, SSD STAT-03/B - Università di Padova
by Alessandra Fabbri Colabich 11 Jul '24

11 Jul '24

Si informa che è stato pubblicato il bando *2024RTT05 * relativo all'indizione di una procedura selettiva per l’assunzione di n. 13 ricercatori a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022 , di cui uno nel GSD 13/STAT-03, SSD STAT-03/B presso il Dipartimento di Scienze Statistiche. Info al link: https://www.unipd.it/procedura-2024RTT05 *Scadenza: 8 agosto 2024 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

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Seminari Cornalba e Crippa - 18 luglio
by Enea Bongiorno 11 Jul '24

11 Jul '24

Ricevo e inoltro. Cordialmente, Enea ---------- Forwarded message --------- Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro i seguenti annunci di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Anna Maria Gambaro -------------------------------- Title: Multi-objective reward generalization: improving performance of Deep Reinforcement Learning for applications in single-asset trading Speaker: Federico Cornalba, Department of Mathematical Sciences, University of Bath, UK Abstract: In this talk, we investigate the potential of Multi-Objective, Deep Reinforcement Learning for stock and cryptocurrency single-asset trading: in particular, we consider a Multi-Objective algorithm which generalizes the reward functions and discount factor (i.e., these components are not specified a priori, but incorporated in the learning process). Using several assets (BTCUSD, ETHUSDT, XRPUSDT, AAPL, SPY, NIFTY50), we discuss the reward generalization property of the proposed Multi-Objective algorithm, preliminary statistical evidence for its predictive stability over the corresponding Single-Objective strategy, and its performance for sparse reward mechanisms. Joint work with C. Disselkamp (pagent.ai), D. Scassola (aindo, and Università degli Studi di Trieste), and C. Helf (pagent.ai). - date: 18 July 2024 - time: 2.00 PM - room: 205, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/mbu-duor-fva _____________________ Title: ESG Data Imputation and Greenwashing Speaker: Giulia Crippa,Operations Research and Financial Engineering, Princeton University & The Aggregate Confusion Project at Sloan School of Management, MIT Abstract: In recent years, there has been a notable surge of Environmental, Social, and Governance (ESG) investing. This paper provides a simple and comprehensive tool to tackle the issue of missing ESG data. Firstly, it allows to shed light on the failure of ESG ratings due to data sparsity. Exploiting machine learning techniques, we find that the most significant metrics are promises, targets and incentives, rather than realized variables. Then, data incompleteness is addressed, which affects about 50% of the overall dataset. Via a new methodology, imputation accuracy is improved with respect to traditional median-driven techniques. Lastly, exploiting the newly imputed data, a quantitative dimension of greenwashing is introduced. We show that when rating agencies do not efficiently impute missing metrics, ESG scores carry a quantitative bias that should be accounted by market players. - date: 18 July 2024 - time: 3.00 PM - room: 205, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/mbu-duor-fva ----------------------------------- Link sito UPO dei Seminari di Matematica e Statistica <https://sites.google.com/uniupo.it/seminari-ms/home-page> --------------------------------- -- Anna Maria Gambaro - Researcher *Dipartimento di Studi per l'Economia e l'Impresa* *Università del Piemonte Orientale* *@ *annamaria.gambaro(a)uniupo.it *w **https://upobook.uniupo.it/annamaria.gambaro* <https://upobook.uniupo.it/annamaria.gambaro>* <http://multiblog.uniupo.it/>* *ssrn* https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2448937 *h* Via Perrone 18, 28100 Novara (Italy) <https://www.google.it/maps/place/Via+Ettore+Perrone,+18,+28100+Novara+NO/@4…> -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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PhD_MMED call for applications - deadline approaching
by Mastrogiacomo Elisa 09 Jul '24

09 Jul '24

Dear all, we remind that the deadline for applications to the PhD Program in Methods and Models for Economic Decisions for the next academic year 2024-2025 (Cycle 40) is approaching. There are 8 posts with scholarship available (6 ordinary scholarships + 2 additional scholarships PNRR DM 630). Here you can find the links to the call for applications on the University webpage in English https://www.uninsubria.eu/programs/phd-doctoral-research and in Italian https://www.uninsubria.it/formazione/offerta-formativa/dottorati Application must be submitted exclusively online, through Student Secretarial Web Services until July 11, 2024 12:00 p.m. We encourage potential candidates who wish to pursue research projects in operations research, probability, and their financial and economic applications. This includes areas such as multiobjective optimization, stochastic control, and mathematical finance. For more information on the Department of Economics and its quantitative research group members and research areas, please visit this webpage: https://archivio.uninsubria.it/siti-tematici-o-federati/siti-dei-dipartimen… Best regards, Elisa Mastrogiacomo Elisa Mastrogiacomo ----------------------------------------- Professore Ordinario di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia>

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Seminario Youngsoo Baek - Giovedì 11 Luglio - University of Pisa
by Aikaterini Papagiannouli 09 Jul '24

09 Jul '24

Dear Colleagues, We would like to invite you to the following seminar: On Frequentist Coverage of Bayes Posteriors for Non Linear Inverse Problems by Youngsoo Baek (Duke University) The seminar will take place on THU, 11.07.2024 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link<https://meet.google.com/gji-phwo-vbg>. Katerina Papagiannouli -------------------------------------------- Abstract: We present two new results on the frequentist coverage of Bayes posteriors when estimating linear functionals of the unknown parameter in a nonlinear, PDE-based inverse problem. The results are valid for Gaussian process priors under sufficiently strong smoothness assumptions on the model. They provide a characterization of asymptotic coverage and Gaussian geometry for the standard posterior credible bands based on the first two moments, irrespective of whether Bernstein von-Mises (BvM) theorem holds or not. In the case it does hold, our sufficient conditions are sharper than previous known results. The proof is based on a particular choice of a least favorable transformation of the parameter and an injectivity estimate on the prior RKHS. As an application, we study the case of estimating diffusivity coefficient in a Darcy flow problem, where necessary conditions of BvM breaks down. This is a joint work with Katerina Papagiannouli.

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Fwd: Call for applications - PhD S3W - ordinary and Pegaso scholarships
by Irene Crimaldi 08 Jul '24

08 Jul '24

Dear all, The call for applications for 3 ordinary scholarships and 3 Pegaso scholarships for the PhD in Social Sciences for Sustainability and Wellbeing has been published. https://www.unifi.it/p12693.html https://www.s3w.unifi.it/art-225-s3w-phd-program-call-for-applications-ordi… The ordinary scholarships are open topic. The Pegaso scholarships are on the following themes: 📌1. Stimulating the Circular Economy 📌2. Encouraging Prosocial Behaviors 📌3. Promoting Participation in Health Participating in the call for ordinary scholarships requires a single application, while each of the Pegaso scholarships requires a specific application. The application deadline is August 5, 2024, at 12:00 PM (midday Italian time). ------------------------------ *[Call for Applications]* https://www.unifi.it/upload/sub/dottorati/40/borse_pegaso/dr_869_2024_all-1… *[Ph.D. Scholarships fact sheets]* https://www.unifi.it/upload/sub/dottorati/40/borse_pegaso/dr_869_2024_all-2… *[Online Application]* https://sol.unifi.it/domdottpegaso/login_en.jsp

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Oggi 8 luglio 2024, ore 11: seminario Dr. Daya Shanker - CNR-IMATI
by Elisa Varini 08 Jul '24

08 Jul '24

Si avvisa che in data *08-07-2024*, alle ore *11:00* precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via Corti 12, il *Dr. Daya Shanker, Department of Earthquake Engineering, Indian Institute of Technology Roorkee, *terrà un seminario dal titolo *Geological investigation of Natural Background Radiation Hazard in Southern Tamil Nadu, India, and its effect on built environment* Abstract: Exposure and quantification of radioactivity has become environmental and civil problems around the world. The radioactivity even in minor quantities will build up in human body and subsequently, lead to unknown and erratic health complications particularly those related to sustainable development, agricultural production, habitat, ecosystem, and forest. A very high intrinsic anomalous radioactivity >26 microGy/h was identified in the hinterlands within the boulders of syenite rock body around Puttetti in western part of Kanyakumari district, southern Tamil Nadu, India. Further, in the hinterlands, the weathered rocks around Inayam and Midalam localities were also found to be more radioactive ranging from 4 to 22 microGy/h compared to the radiation exposure from the adjoining beach sectors at various locations from Chavara to Tuticorin (1–14 microGy/h). The observed radiation levels are presumably the highest concentration in southern India and conceivably it is foremost instant that a very high intrinsic radiogenic source in the hinterlands is reported in southwest coast of India. Public concerns of radiation exposure of safety in high background areas are of great social and civil relevance. The construction materials used for dwelling purposes from these areas should be avoided from health hazard point of views. Significant radiation doses will certainly enter the human body as most of the people have the habit of sitting and sleeping on the floor. People living in the region are expected to receive significant radiation, which may get accumulated in the human body causing long-term health problem. It is also advisable if the area falls having already natural background radiation hazard must be avoided for the future nuclear power plants/reactors. Gli interessati possono partecipare in presenza o da remoto, attraverso il link sotto riportato: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MTQ1OGU0MGEtNThlNC00… Cordialmente, Elisa Varini

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[JOB] MSCA Postdoctoral Fellowship 2024 with Integreat: Expression of Interest
by Valeria Vitelli 04 Jul '24

04 Jul '24

Dear colleagues, I would like to draw your attention to the following expression of interest: if you know a researcher in Europe or globally, who may be interested in carrying out a postdoctoral project with Integreat <https://www.integreat.no/> in Norway, please help us to spread the news about the call under. *Full call: **https://www.integreat.no/about/vacancies/postdoctors/* <https://www.integreat.no/about/vacancies/postdoctors/> We are searching for PhD holders (up to 8 years from the date of award), who have not resided in Norway for more than 12 months during the last 3 years at the time of the deadline (11 Sep 2024). We welcome especially cross-disciplinary projects across Machine Learning (ML), Statistics, Logic, Language Technology and Ethics. Candidates may apply with an independent idea that may be linked to the Integreat projects and research foci <https://www.integreat.no/research/projects/>, or they can contribute to the projects mentioned in the call: - https://www.integreat.no/research/projects/uncertainty-quantification.html - https://www.integreat.no/research/projects/learning-from-human-preferences-… Candidates will join a vibrant community of scientists, from young talents to established researchers, across Machine Learning, Statistics, Logic, Language Technology and Ethics from Norway and internationally. Integreat’s aim is to train a community of early career researchers, to become the next generation of scientists of modern knowledge-driven machine learning. Contract duration: three years (two funded by the EU under the MSCA action, the third year is funded by the UiO). Deadline: the EU deadline is on 11 September, candidates may take contact with a potential supervisor at Integreat or our administrative leader Maria Dikova (admin(a)integreat.no) as soon as possible. All project proposals are to be developed by the deadline (11 September 2024) with an Integreat supervisor. All the best, Valeria -- Valeria Vitelli Oslo Centre for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway group page: https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> mailto: valeria.vitelli(a)medisin.uio.no

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Emerging Risks in Economics and Finance Workshop, Florence, September 12-13
by federico.maglione＠unifi.it 04 Jul '24

04 Jul '24

The Department of Economics and Management (DISEI) at the University of Florence is hosting the Emerging Risks in Economics and Finance Workshop on September 12-13, 2024. This workshop aims to unite young scholars whose research centers on the quantitative modeling and management of emerging risks, such as climate change, ESG factors, pandemics, war, and demographic shifts. Researchers from the fields of financial economics, econometrics, risk management, stochastic analysis, and probability will present their latest findings through 30-minute presentations on these topics. We are glad to have Prof. Umberto Cherubini from Alma Mater Studiorum - University of Bologna, and Prof. Alex Weissensteiner from the Free University of Bozen-Bolzano as our keynote speakers. The event will be held at the Department of Economics and Management, via delle Pandette, 9. Attendance is free, but we kindly ask attendees to register before September 1st. Further information, and the registration link, can be found at workshop website https://sites.google.com/unifi.it/eref2024/

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4-YEAR PHD PROGRAM IN MODELING AND ENGINEERING RISK AND COMPLEXITY AT THE SCUOLA SUPERIORE MERIDIONALE, NAPLES, ITALY
by Tiziano De Angelis 03 Jul '24

03 Jul '24

Dear All, I am pleased to share the announcement below, please feel free to pass it on to anyone potentially interested. Students with a background in probability may be interested in both the MERC and MPHS programmes. Best wishes Tiziano --------------------------------------------------------------------------- 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/avcp/bando-di-concorso-xl-ciclo-dottorato-ssm/ https://www.ssmeridionale.it/wp-content/uploads/2024/06/Call-for-applicatio… We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting new program. *5** 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 3,800 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://www.ssmeridionale.it/modeling-and-engineering-risk-and-complexity-m… 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 **20th August 2024**.** Applications must be submitted using the online platform as explained at the link below:* https://www.ssmeridionale.it/wp-content/uploads/2024/06/Call-for-applicatio… Successful candidates will be announced by the end of September 2024 with the course officially starting on 1st November 2024. For any further information, 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.

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Fall School „Time Series, Random Fields and beyond“, Ulm, Sept. 2024
by Robert Stelzer 03 Jul '24

03 Jul '24

NEW DEADLINE FOR POSTER SUBMISSIONS: July 31st, 2024 Dear colleagues, we would like to draw your attention to the German-Japanese Fall School „Time Series, Random Fields and beyond“ which will take place at Ulm University, September 23 - 27, 2024. It is organized jointly by the Institute of Statistical Mathematics (Tokyo), University of Tokyo, Tohoku University (Sendai) and Ulm University. It targets graduate and PhD students as well as PostDocs who would like to learn more about the state-of-the-art in random processes in space and time as well as related topics. The focus of the school includes the geometry of random fields and their excursions, multivariate extreme value theory, Markov Chain Monte Carlo, hyperuniformity in random geometric systems as well as spectral methods for space-time series. The following international experts will give lectures in their fields: 1. Hermine Bierme (University of Tours, France) 2. Zakhar Kabluchko (University of Münster, Germany) 3. Kengo Katamani (Institute of Statistical Mathematics, Tokyo, Japan) 4. Michael Klatt (German Aerospace Center, Ulm, Germany) 5. Yasumasa Matsuda (Tohoku University, Sendai, Japan) 6. Gennady Samorodnitsky (Cornell University, Ithaca, USA) *https://www.uni-ulm.de/mawi/mawi-stochastik/allgemeines/aktuelles/fall-school-time-series-random-fields-and-beyond-2024/* <https://www.uni-ulm.de/mawi/2nd-ism-uulm-joint-workshop/> Best regards, Satoshi Kuriki, Alexander Lindner, Yasumasa Matsuda, Teppei Ogihara, Evgeny Spodarev, Robert Stelzer -- +++++++++++++++++++++++++++++++++++++++++ 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 https://www.uni-ulm.de/mawi/finmath/people/prof-dr-robert-stelzer/

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Modelling and Managing Energy Risks - Modena - Settembre 2024
by Giacomo Scandolo 03 Jul '24

03 Jul '24

Segnalo il seguente annuncio di Conferenza. ---------------------------------------------------------------------------------------------------------- Dear Colleagues, The departments DEMB@UniMoRE, dSEA@unipd, and DISEI@unifi are organizing together an International Conference on “Modelling and Managing Energy Risks” which will be held on 19-20 Sept 2024 in Modena. The conference brings together academics and practitioners working in energy markets. It is meant to be a forum to discuss energy risks and to provide practical insights. It is addressed to a wider audience and is designed for academics, researchers, practitioners, and business people. We have experts from all around the world (Europe, Japan, USA), and a full list of keynote and invited speakers is available at https://www.mamer2024.unimore.it/participants/ together with information about the venue, (tentative) program, registration, and connected deadlines. Please note that for organizational reasons, there is a limited number of admitted attending auditors, hence the deadline for registration is binding (12 July 2024). Feel free to forward this email to your colleagues interested in the topic. We hope that this can be of interest to you and, in that case, see you in Modena. The organizing committee: - Angelica Gianfreda, Department of Economics and Management, University of Padua - Alessandro Giovanni Grasso, Department of Economics "Marco Biagi", University of Modena & Reggio Emilia - Carlo Alberto Magni, Department of Economics "Marco Biagi", University of Modena & Reggio Emilia - Giacomo Scandolo, Department of Economics, University of Firenze

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Prague-Berlin workshop - Inference for SPDEs and related topics
by Josef Janák 01 Jul '24

01 Jul '24

Dear colleagues, I would like to invite you to the Prague-Berlin workshop: *Inference for SPDEs and related topics* which will take place on 26-27 September 2024 in Prague. https://spdes24.cuni.cz/ The detailed program and abstracts are still to be announced, but you can expect many interesting talks in the fields of probability, stochastic partial differential equations, inference for stochastic processes, stochastic modeling and simulations. In addition, you will definitely enjoy the beauty of the great city of Prague. Registration is open until 31 July 2024. In case of any questions, please contact the organisers or me. I hope you will find the workshop interesting and that I will see many of you in Prague! With kind regards, Josef Janák

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Bando RTD-B a Firenze - 13/STAT-04
by Giacomo Scandolo 01 Jul '24

01 Jul '24

Segnalo che presso il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Università degli Studi di Firenze è stato bandito un posto RTD-B nel gruppo scientifico-disciplinare 13/STAT-04 (SSD SECS-S/06). Link al bando: https://www.unifi.it/p12631.html Scadenza domande: 25 luglio 2024 Cordiali saluti Giacomo Scandolo

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Conferenza del Prof. Michel Talagrand "Chaining: a long history" - Roma 15 luglio 2024 ore 11.00
by Bertini, Lorenzo 01 Jul '24

01 Jul '24

Gent.mi colleghi, vi segnalo il seguente seminario di M. Talagrand. Cordiali Saluti, Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/ ------ Lunedì 15 luglio p.v. alle ore 11.00, presso la Biblioteca accademica, Scuderie Vecchie di Villa Torlonia <https://www.google.it/maps/@41.9143328,12.5095965,3a,75y,226.65h,95.87t/dat…>, Via L. Spallanzani 1/A, il Prof. Michel Talagrand (Académie des Sciences, Paris) terrà una conferenza sul tema *Chaining: a long history*. La conferenza è organizzata da LYSM in collaborazione con l’Accademia Nazionale delle Scienze detta dei XL. Ulteriori informazioni sul seguente sito <https://www.altamatematica.it/lysm/en/colloquilysm/> Con i migliori saluti Segreteria Accademia Nazionale delle Scienze detta dei XL Via L. Spallanzani 7 - 00161 Roma Tel. 06 44250054 email: segreteria(a)accademiaxl.it sito web: www.accademiaxl.it sito QuarantaScienza: www.quarantascienza.it pagina Youtube: https://www.youtube.com/@accademiaxl1942 PEC: accademiaxl(a)pec.it Skype: accademianazionalescienze Villino Rosso di Villa Torlonia <https://www.google.it/maps/place/Accademia+Nazionale+Delle+Scienze+detta+de…>

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Seminario Dr. Daya Shanker - CNR-IMATI, 8 luglio 2024
by Elisa Varini 01 Jul '24

01 Jul '24

Con preghiera di diffusione, si avvisa che in data *08-07-2024*, alle ore *11:00* precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via Corti 12, il *Dr. Daya Shanker, Department of Earthquake Engineering, Indian Institute of Technology Roorkee, *terrà un seminario dal titolo *Geological investigation of Natural Background Radiation Hazard in Southern Tamil Nadu, India, and its effect on built environment* Abstract: Exposure and quantification of radioactivity has become environmental and civil problems around the world. The radioactivity even in minor quantities will build up in human body and subsequently, lead to unknown and erratic health complications particularly those related to sustainable development, agricultural production, habitat, ecosystem, and forest. A very high intrinsic anomalous radioactivity >26 microGy/h was identified in the hinterlands within the boulders of syenite rock body around Puttetti in western part of Kanyakumari district, southern Tamil Nadu, India. Further, in the hinterlands, the weathered rocks around Inayam and Midalam localities were also found to be more radioactive ranging from 4 to 22 microGy/h compared to the radiation exposure from the adjoining beach sectors at various locations from Chavara to Tuticorin (1–14 microGy/h). The observed radiation levels are presumably the highest concentration in southern India and conceivably it is foremost instant that a very high intrinsic radiogenic source in the hinterlands is reported in southwest coast of India. Public concerns of radiation exposure of safety in high background areas are of great social and civil relevance. The construction materials used for dwelling purposes from these areas should be avoided from health hazard point of views. Significant radiation doses will certainly enter the human body as most of the people have the habit of sitting and sleeping on the floor. People living in the region are expected to receive significant radiation, which may get accumulated in the human body causing long-term health problem. It is also advisable if the area falls having already natural background radiation hazard must be avoided for the future nuclear power plants/reactors. Gli interessati possono partecipare in presenza o da remoto, attraverso il link sotto riportato: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MTQ1OGU0MGEtNThlNC00… Cordialmente, Elisa Varini

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I: Postdoc opportunity in math finance with Ecole des Ponts ParisTech (fwd)
by Tiziano Vargiolu 29 Jun '24

29 Jun '24

____________________________________________________________________________ Da: Julien GUYON <julien.guyon(a)enpc.fr> Inviato: giovedì 27 giugno 2024 12:50 A: Lorenzo Torricelli <lorenzo.torricelli2(a)unibo.it> Oggetto: Postdoc opportunity in math finance with Ecole des Ponts ParisTech Dear Lorenzo, How are you? I am contacting you to let you know that I have funding for a 1.5 year postdoc position in math finance at CERMICS, Ecole des Ponts ParisTech, which can start anytime from September 1, 2024. It is funded by the Chair Futures of Quantitative Finance, a research partnership between BNP Paribas, Ecole des Ponts, and Universite Paris Cite. The monthly net compensation is around 2,500 euros. The position is free of teaching duties but candidates interested in consolidating their teaching experience will have the opportunity to give lectures at Ecole des Ponts. Do you know of anyone who could be interested? Could you please forward this information to anyone who could be a good fit? Many thanks and best wishes, Julien https://cermics.enpc.fr/~guyon/

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SPASS: seminar
by Marco Romito 28 Jun '24

28 Jun '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: * Kallianpur-Robbins laws for Processes with regenerative increments and applications* by Sotirios Kotitsas (Warwick University) The seminar will take on TUE, 02.07.2024 at 14:00 CEST in Aula Seminari, Dipartimento di Matematica, UNIPI 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 *---------------------------------------------------------* Let (X_t )_t≥0 be a regenerative process in R^d , d=1,2. We study the additive functional ∫_0 ^T R(X_s ) ds, where R : R^d → R is an integrable function. When (X_t )_t≥0 is a Brownian motion, the limiting distribution of this additive functional, when appropriately normalized, is given by the Kallianpur-Robbins theorem. Under minor assumptions, we extend this theorem to the case of the regenerative processes. We then present some applications to Random walks in a random environment and to SPDEs.

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6yrs Tenure-Track Assistant Professor in Statistics at University of Milan
by Luca Rossini 27 Jun '24

27 Jun '24

Dears, We are hiring a tenure-track assistant professor (RTT) in Statistics (SECS-S/01) at the University of Milan. The candidate should hold a Ph.D. degree in Statistics, Econometrics or Economics or equivalent, from an Italian or foreign university. The baseline gross salary is approximately 44.000€ per annum for 6 years. Tenure as an Associate Professor will be granted subject to holding the Italian National Qualification as an Associate Professor. Teaching load: 60 hours per year before tenure. Important tax reductions may apply for 5 or more years according to the Italian rules for candidates who have resided abroad for the last 2 years. The Department of Economics, Management and Quantitative Methods was selected for a second consecutive five-year period (2023-2027) as one of the "Departments of Excellence" (Dip di Eccellenza) by the Italian Ministry of University and Research (MIUR). Here is the link to the detailed description of the procedure: https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/sele… 19 July 2024). Best regards Luca -- -- Prof. Luca Rossini Associate Professor in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email: luca.rossini87(a)gmail.com; luca.rossini(a)unimi.it skype: luca.rossini14 web: https://rossiniluca.github.io/web/

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Fwd: Pubblicazione bando per n. 3 assegni tipo B in tutte le aree della matematica (applicata e pura) e delle scienze informatiche - Dipartimento di Matematica “Tullio Levi-Civita”
by Claudio Fontana 26 Jun '24

26 Jun '24

Dear colleagues, There are 3 POST-DOCTORAL POSITIONS at the Department of Mathematics of the University of Padova. The positions are for 18 MONTHS and are open to ALL FIELDS OF MATHEMATICS. In the application package, the applicant has to submit a research proposal. We warmly encourage potential candidates who want to develop a research project in probability and its applications, including mathematical finance, statistical mechanics, and related fields, to get in touch with a member of the Probability group before submitting the application. You can find a list of the current members and main research areas of the Probability group of the University of Padova on this webpage: https://www.math.unipd.it/en/research/research-areas/mathematics/probabilit… Best regards, Claudio Fontana ----- Forwarded message from Assegni di Ricerca <assegni(a)math.unipd.it> ----- Date: Tue, 25 Jun 2024 16:18:55 +0200 From: Assegni di Ricerca <assegni(a)math.unipd.it> Reply-To: assegni.ricerca(a)math.unipd.it Subject: Pubblicazione bando per n. 3 assegni tipo B in tutte le aree della matematica (applicata e pura) e delle scienze informatiche - Dipartimento di Matematica “Tullio Levi-Civita” To: afferenti(a)math.unipd.it Cc: assegni.ricerca(a)math.unipd.it Gentili Docenti, vi comunico che è stato pubblicato il bando di selezione n.12/2024 per il conferimento di N. 3 ASSEGNI DI RICERCA, TIPO B, in tutte le aree della matematica (applicata e pura) e delle scienze informatiche, nel contesto del Progetto Budget Integrato per la Ricerca Dipartimentale (BIRD) – Anno 2024 presso il Dipartimento di Matematica “Tullio Levi-Civita”. Il bando scadrà LUNEDì 15/07/2024 ORE 13:00 ed è stato pubblicato nel sito del MUR, in euraxess e nel sito del DM alla pagina: https://www.math.unipd.it/news/bando-n-12-2024-per-n-3-assegni-di-ricerca-t… Alla suddetta pagina sono disponibili oltre al bando, le linee guida per la presentazione della domanda di partecipazione tramite PICA e il template da utilizzare sia per descrivere il progetto di ricerca che il/la candidato/a intende sviluppare sia per indicare i nominativi dei referees per le lettere di referenza. Resto a disposizione. Cordialmente, Per il Settore Ricerca Elvira Pedone ----- End forwarded message -----

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Focus session : Stochastic processes / Probability theory for fractional PDEs.
by Enrico Scalas 26 Jun '24

26 Jun '24

Car* collegh*, vi segnalo questa iniziativa che può essere di interesse. Mi scuso in anticipo se avete già ricevuto l'annuncio. Cordiali saluti, Enrico Scalas -- Il giorno mer 26 giu 2024 alle ore 10:45 Pavan Pranjivan Mehta < pavan.mehta(a)sissa.it> ha scritto: > Dear All, > We are pleased to announce the special focus session on "*stochastic > processes / probability theory* for fractional PDEs.*" *from *05 July to > 02 August 2024* within our ongoing Fractional Calculus Seminar Series > <https://mathlab.sissa.it/fractional-calculus-seminars> (online) at > SISSA, Trieste, Italy. > Please see below for the list of talks; equally, please visit our website > for the full program : > https://mathlab.sissa.it/fractional-calculus-seminars > > Please forward this email to your friends / colleagues, who may be > interested in this research direction; and subscribe to the mailing list to > receive the Zoom meeting link : > https://lists.sissa.it/mailman/listinfo/fc-seminars > > Indeed, I remain at your disposal for any questions. > > *Website* : https://mathlab.sissa.it/fractional-calculus-seminars > *YouTube* : https://www.youtube.com/@FractionalCalculusSeminar > > *List of Talks* > ***** indicates two or more talks, scheduled on the same day. > *All times are quoted in local time zone of Rome, ITALY* > *Date (DD/MM/YYYY)* > *Time (CET/CEST, Rome/Paris)* > *Speaker* > *Title* > 05 / 07 / 2024 > 15:00-16:00 > *Luisa Beghin* > (Sapienza University, Rome) > Stochastic processes on infinite-dimensional spaces and fractional > operators > <https://mathlab.sissa.it/stochastic-processes-infinite-dimensional-spaces-a…> > 12 / 07 / 2024 > 15:00-16:00 > *Enrico Scalas* > (Sapienza University of Rome, Italy) > Fundamental solution of the space-time fractional diffusion equation using > Monte Carlo simulations of CTRWs > <https://mathlab.sissa.it/fundamental-solution-space-time-fractional-diffusi…> > 19 / 07 / 2024 > 15:00-16:00***** > *Ralf Metzler****** > (Institute of Physics & Astronomy, University of Potsdam, 14476 Potsdam, > Germany) > Fractional Brownian motion with time- and space-dependent Hurst exponent > <https://mathlab.sissa.it/fractional-brownian-motion-time-and-space-dependen…> > 19 / 07 / 2024 > 16:00-17:00***** > *Mirko D'Ovidio****** > (Dept. of Basic and Applied Sciences for Engeenering / Sapienza University > of Rome) > Fractional Boundary Value Problems: Results and Applications > <https://mathlab.sissa.it/fractional-boundary-value-problems-results-and-app…> > 26 / 07 / 2024 > 15:00-16:00 > *Michael Roeckner* > (Bielefeld University) > Nonlinear Fokker–Planck equations with fractional Laplacian and > McKean–Vlasov SDEs with Levy–Noise > 02 / 08 / 2024 > 15:00-16:00 > *Bruno Toaldo* > (University of Torino) > TBA > > Thanks and Regards, > Pavan Pranjivan Mehta, > SISSA, International School for Advanced Studies, Italy > https://www.pavanpmehta.com | pavan.mehta(a)sissa.it | ppranjiv(a)sissa.it > > > Contact me for Fractional Calculus Seminars (online) at SISSA > <https://mathlab.sissa.it/fractional-calculus-seminars> > To join : https://lists.sissa.it/mailman/listinfo/fc-seminars > _______________________________________________ > fc-seminars mailing list > fc-seminars(a)lists.sissa.it > https://lists.sissa.it/mailman/listinfo/fc-seminars > *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>*

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Bando per 3 Assegni di Ricerca presso l'Istituto per le Applicazioni del Calcolo
by Maurizio Ceseri 26 Jun '24

26 Jun '24

Buongiorno, segnalo la seguente opportunità presso l’Istituto per le Applicazioni del Calcolo, nell’ambito delle attività di ricerca e trasferimento tecnologico del progetto Sportello Matematico per l'Innovazione e le Imprese. È indetta una selezione pubblica, per titoli e colloquio, per il conferimento di n. 3 assegni di ricerca, tipologia A) “Assegni professionalizzanti” (due anni rinnovabili), bandito dall’Istituto per le Applicazioni del Calcolo “Mauro Picone” del CNR sulla tematica: "*Pratiche e modelli di innovazione aperta per favorire l’adozione di Tecnologie Matematiche da parte delle Imprese: implementazione sul campo, promozione e studio quali-quantitativo*" Requisiti: Diploma di Laurea Specialistica/Magistrale in una delle seguenti discipline: Matematica, Fisica, Ingegneria, Statistica, Informatica, Economia Scadenza invio domande: 31 luglio 2024 Data colloquio: 6 agosto 2024 Il colloquio si terrà in presenza presso la sede dell'Istituto per le Applicazioni del Calcolo "Mauro Picone" del CNR, via dei Taurini 19, Roma. Al seguente link è disponibile il bando con tutte le informazioni: https://www.urp.cnr.it/system/files/2024-06/IAC-06-2024-RM_signed.pdf Grazie Cordiali Saluti Maurizio Ceseri Sportello Matematico per l'Innovazione e le Imprese Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Dolomites Winter School
by Stefano Pagliarani 26 Jun '24

26 Jun '24

It is our pleasure to announce the Dolomites Winter School on Optimal Transport: from Robust Pricing to Model Calibration which will take place in Folgarida on January 26-31, 2025. Mission: The winter school is designed for Ph.D. students as well as early career researchers in the areas of stochastic control, martingale optimal transport, mathematical finance. However, any researcher in these areas is encouraged to partecipate. A detailed program will be posted soon on the web site of the school: https://sites.google.com/view/dolomitesws25 Courses: * Beatrice Acciaio (ETH Zurich), * Jan Obloj (University of Oxford), Highlights: * Free participation (registration is compulsory) * Financial support (lodging and meals) for early-career researchers (PhD, postdocs, etc.); applications are open until September 15, 2024. * Contributed sessions for the participants Further information available at https://sites.google.com/view/dolomitesws25 For special queries, please contact the organizers at: ws25unibomi(a)gmail.com<mailto:ws25unibomi@gmail.com> ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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Bando Professore II fascia GSSI
by Bertini, Lorenzo 25 Jun '24

25 Jun '24

Cari colleghi, vi segnalo che è stata bandita una procedura di selezione ai sensi €™art. 18, comma 1, della legge n. 240/2010 per il reclutamento di un professore di seconda fascia per il GSD 01/MATH-03 - Analisi matematica, probabilita' e statistica matematica, S.S.D. MATH-03/B - Probabilita' e statistica matematica. Si allega il bando. Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Concorso da RTDb di MAT/06 a Padova - scadenza 25/8/2016
by Marco Ferrante 25 Jun '24

25 Jun '24

Cari colleghi, vi segnalo che il Dipartimento di Matematica dell'Università di Padova ha bandito un posto di ricercatore di tipo B nel settore MAT/06. Il bando è disponibile alla pagina http://www.math.unipd.it/it/news/?id=1898 La scadenza per la presentazione delle domande è il 25 agosto 2016. Marco Ferrante

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Fwd: IWFOS2025 - 2nd announcement - Call for papers
by Enea Bongiorno 24 Jun '24

24 Jun '24

Apologies for cross-posting*.* ******************************************************************************************* Dear Colleagues, Dear Friends, We are thrilled to announce the *6th International Workshop on Functional and Operatorial Statistics (IWFOS 2025)*, which will take place from *June 25 – 27, 2025 in Novara, Italy*. *Visit our new website at iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/> for more details!* *INVITED SPEAKERS:* - Anne van Delft, Columbia University NY, USA - Holger Dette, RUHR-University Bochum, Germany - Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain - Karel Hron, Palacký University Olomouc, Czech Republic - Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium - Alessandra Menafoglio, Politecnico di Milano, Italy - Pavlo Mozharovskyi, Telecom Paris, France - Anuj Srivastava, Florida State University, USA - Shahin Tavakoli, University of Geneva, Switzerland - Simone Vantini, Politecnico di Milano, Italy ******************************************************************************************* *CALL FOR PAPERS:* We invite you to contribute to the workshop by submitting a short paper (6 to 8 pages) on topics related to 'infinite-dimensional statistical problems or methods', with a special focus on: - Statistical modelling for functional variables - Functional Data Analysis - Operator-based Statistics - Background for Statistics in infinite-dimensional spaces - High-dimensional Statistics We also welcome contributions in Machine Learning to foster relationships between these diverse fields of modern statistics and contribute to their future development. Please ensure your short paper follows the author guidelines on our website <https://iwfos2025.uniupo.it/> and is submitted using the dedicated submission form (it will open in September). All submissions will be reviewed by experts selected by the Scientific Program Committee. *Workshop Format:* The workshop will feature no parallel sessions, with approximately 30 Oral communications spread over 5 half days. Oral presentations will be selected among the accepted short papers, Poster sessions will accommodate additional contributions not selected for oral presentation. *IMPORTANT DEADLINES:* - *September 2024:* Submissions open - *December 31, 2024:* Submission deadline - *January 31, 2025:* Notification of the decision - *February 14, 2025:* Revised submission deadline - *February 25, 20*25: Registration for presenters who have an accepted contribution Early submissions are encouraged due to organizational requirements. No extensions will be granted after December 31, 2024. *PUBLICATIONS:* - A *book of proceedings* edited by *Springer*, containing the accepted short papers, will be available online to all participants. - Additionally, a *Special Issue* of the *Journal of Multivariate Analysis* will be initiated from this workshop, open to both workshop presentations and other innovative contributions in the field. ******************************************************************************************* Stay tuned for more updates on our website <https://iwfos2025.uniupo.it/>. Thank you for your attention, and we look forward to seeing you in Novara! Best regards, Germán Aneiros, Enea Bongiorno, Aldo Goia, Marie Hušková

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Eurandom workshop “Interacting particles in the continuum", 9-13 September 2024
by Vanessa Jacquier 21 Jun '24

21 Jun '24

Inoltro per conoscenza: Dear colleagues, the registration is now open for the workshop *“**Interacting particles in the continuum**"* *taking place September 09-13 2024 at EURANDOM in Eindhoven* The goal of the workshop is to bring together researchers that work on various aspects of stochastic interacting systems in continuous space. This includes for example interacting particles in the continuum, their equilibrium and metastable behavior as well as stochastic dynamics of such systems. A special focus of the workshop also lies on the influence of geometry in natural random objects such as Brownian motion, Gibbs point processes and interacting Markovian systems. This EURANDOM event thrives to provide a platform for the lively exchange of national and international researchers on every career level. Ten dedicated 30 min contributed talks will be competitively distributed to young scientists based on abstract proposals. *Speakers:* Prof. Fabrice Baudoin, Aarhus University (Keynote) Prof. Sabine Jansen, LMU Munich (Keynote) Chiara Boccato, University of Milan Florian Theil, University of Warwick Anja Sturm, University of Goettingen Christof Kuelske, University of Bochum Elena Pulvirenti, TU Delft David Dereudre, University of Lille Pierre Perruchaud, University of Luxemburg Rik Versendaal, TU Delft Anna Paola Todino, University of Piemonte Jonathan Junné, TU Delft Richard Kraaij, TU Delft *Call for abstracts from young researchers:* The program provides a few slots each afternoon for talks reserved for young researchers. We fill these slots based on a competitive abstract submission. If you are interested in giving a talk, please send an email to Benedikt Jahnel (Benedikt.Jahnel(a)wias-berlin.de <w.l.f.v.d.hoorn(a)tue.nl>) (by July 14 2024) that includes title and abstract for your proposed talk. Additionally we plan a poster session. More details and registration can be found at https://www.eurandom.tue.nl/event/gibbs-point-processes-and-applications/ Registration is free but mandatory. We look forward to seeing you in Eindhoven, with best regards, Wioletta Ruszel, Frank Redig, Benedikt Jahnel --------------------------------------- Vanessa Jacquier *Post-doctoral researcher * Department of Mathematics University of Utrecht Budapestlaan 6, 3584 CD *Utrecht*, The Netherlands.

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RTT 01/A3 (MAT/05 - MAT/06) Milano Statale
by Andrea Cosso 20 Jun '24

20 Jun '24

Buongiorno, vi segnalo che è stato bandito un posto di ricercatore tenure-track (RTT) nel settore concorsuale 01/A3 (corrispondente a MAT/05 e MAT/06) presso il Dipartimento di Matematica dell’Università degli Studi di Milano. Il bando si trova al seguente link: https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/sele… La scadenza per la presentazione delle domande è il 19 luglio 2024. Cordiali saluti, Andrea Cosso English version Dear colleagues, the Mathematics Department of the University of Milan has opened a position as tenure-track researcher (RTT) in 01/A3, corresponding to the scientific sectors MAT/05 and MAT/06 (Mathematical Analysis, Probability and Mathematical Statistics): https://www.unimi.it/en/node/49983 The deadline for applications is July 19, 2024. Best regards, Andrea Cosso La Statale per il futuro Salute, transizione digitale, sostenibilità Il tuo 5xmille<https://www.unimi.it/it/ateneo/sostenere-la-statale/cinque-mille> ai nuovi progetti di ricerca dell'Università degli Studi di Milano. Codice fiscale 80012650158

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2 positions of Research Assistant - Imaging and Vision Laboratory, University of Milano-Bicocca
by Elisa Varini 20 Jun '24

20 Jun '24

The Imaging and Vision Laboratory at the University of Milano-Bicocca is seeking two candidates for a 12-months Research Assistant (Italian Assegno di Ricerca – Post-Doc Equivalent). The candidates will work in the context of the project "SMILE: Statistical Machine Learning for Exposure development", funded by the Italian Ministry of University and Research (MUR) through the PRIN 2022 PNRR program. A Master's Degree in Computer Science, Data Science, Computer Engineering, Sciences and technologies for the environment and the territory, or Mathematics is required. - Duration: 12 months each - Start of the contract: November 1, 2024 - Salary: monthly net of about 2,000 Euro - Deadline: July 8, 2024 at 12:00 (Rome time) Apply here: https://www.unimib.it/ateneo/gare-e-concorsi/cod-24a143 If you are interested, and for more information please contact: gianluigi.ciocca(a)unimib.it Brief description of the project The purpose of the research is the study of machine learning techniques for the extraction of information inherent the type, characteristics, and distribution of buildings on a given territory. This information will be used to assess the exposure development of the territory to potential risk situations. To this end, the data expected to be analyzed will be heterogeneous and may come from aerial imagery (e.g. remote sensing), land use data surveyed by public administrations (e.g. ISTAT-National Institute of Statistics) and crowd-sourced data collected by trained citizens. Artificial intelligence tools such as deep neural networks applicable to image classification, object detection and semantic segmentation are expected to be used in the development of this study.

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Seminario Mattia Martini - Politecnico di Milano - 28 Giugno 2024
by Luca Scarpa 18 Jun '24

18 Jun '24

Si segnala il seguente seminario a tutti gli interessati. Venerdì 28 Giugno 2024, ore 11. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Mattia Martini, Laboratoire J.A. Dieudonné, Université Cotê d’Azur. Title: Fourier Galerkin approximation of mean field control problems. Abstract: Over the past twenty years, mean field control theory has been developed to study cooperative games between weakly interacting agents (particles). The limiting formulation of a (stochastic) mean field control problem, arising as the number of agents approaches infinity, is a control problem for trajectories with values in the space of probability measures. The goal of this talk is to introduce a finite dimensional approximation of the solution to a mean field optimal control problem set on the d-dimensional torus, without relying on particle-based methods. Our approximation is obtained by means of a Fourier-Galerkin method, the main principle of which is to truncate the Fourier expansion of probability measures. However, this operation has the main feature not to leave the space of probability measures invariant, which drawback is know as Gibbs’ phenomenon. We prove that the Fourier-Galerkin method induces a new finite-dimensional control problem with trajectories in the space of probability measures with a finite number of Fourier coefficients. We also present convergence results for the optimal control, trajectory, and value function, showing that our method achieves faster convergence rates than the usual particle approach, offering a more efficient alternative. This talk is based on joint work with François Delarue. Link Zoom: https://polimi-it.zoom.us/j/96132906687?pwd=XkWbAEEwLArGvbC49YFfWQh8Vqcl78.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2457 ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Seminars Colaneri and Scopelliti
by Stefano Pagliarani 18 Jun '24

18 Jun '24

Dear all, On June 19th, in the classroom Aula Vitali, Department of Mathematics at the University of Bologna, the following seminars will take place: * 11:00-12:00: Domenico SCOPELLITI "PREFERENCE RELATIONS AND EQUILIBRIUM PROBLEMS: A VARIATIONAL APPROACH" * 12:00-13:00: Katia COLANERI "RANDOM CARBON TAX POLICY AND INVESTMENT INTO EMISSION ABATEMENT TECHNOLOGIES" as part of the cycle Stochastics and Applications. The abstracts are available at https://www.dm.unibo.it/seminari/mat/serials/36 For any question, please contact the organizers: Lorenzo Cerboni Baiardi and Stefano Pagliarani. Best regards, ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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avviso di seminario
by Barbara Martinucci 18 Jun '24

18 Jun '24

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Il Prof. *Nikolai Leonenko *(*Cardiff University, UK*) terrà, *giovedì 20 giugno, alle ore 12:00*, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Varentropy Estimation via Nearest Neighbour Graphs* 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_NzM0Yjc4OGItZDAxNS00… ID riunione: 332 326 211 910 Passcode: M5x2Be *Abstract* The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate of varentropy of random vector based on the nearest neighbour graphs (distances). The asymptotic unbiasedness and consistency of the estimates are established. The talk is based on joint results with Yu Sun (LSE, UK) and Emanuele Taufer (University of Trento, Italy). Reference Leonenko, N., Sun, Y., and Taufer, E. (2024). Varentropy estimation via nearest neighbour graphs. ArXiv, 2402.09374, p.1-51

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Avviso di Seminario a Caserta
by epirozzi 17 Jun '24

17 Jun '24

AVVISO DI SEMINARIO   Mercoledì 19 giugno 2024, alle ore 11:00, in aula G, del Dipartimento di Matematica e Fisica dell Università Vanvitelli in Caserta, la Professoressa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), terrà un seminario dal titolo Stochastic integration and stochastic differential equations involving fractional Brownian motion Abstract: We consider path-wise integration w.r.t. fBm and the properties of the respective integrals. Then we consider SDEs with fBm, existence and uniqueness result, and some examples and applications. Le proponenti Luigia Caputo, Enrica Pirozzi, Roberta Schiattarella https://teams.microsoft.com/l/meetup-join/19%3angtFxnVYxWJkiJh491ssYOedTfvV…

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Avviso di seminario prof.ssa Mishura - Cambio data
by Luigia Caputo 17 Jun '24

17 Jun '24

AVVISO di SEMINARIO Dipartimento di Matematica e Applicazioni “R. Caccioppoli” Università degli Studi di Napoli Federico II Il giorno 20 giugno 2024, alle ore 11:30, in aula F del Dipartimento di Matematica e Applicazioni R. Caccioppoli, la Prof.ssa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), terrà il seguente seminario: “Entropy and alternative entropy functionals of fractional Gaussian noise” Abstract: We introduce the notion of Shannon entropy in application to fractional Gaussian noise and present its properties with respect to Hurst index. Alternative entropy functionals are constructed and studied. The prediction problem for fractional Gaussian noise is considered. Microsoft Teams link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… I Proponenti Luigia Caputo, Enrica Pirozzi e Roberta Schiattarella

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Seminario prof. Hernandez Montoya
by Enrico Scalas 17 Jun '24

17 Jun '24

Avviso di seminario Il 19 giugno 2024, in aula 24 del Dipartimento di Scienze Statistiche presso Sapienza, Università di Roma. dalle ore 14, il Prof. Alejandro Raul Hernandez Montoya dell’Universidad Veracruzana a Xalapa, Messico, terrà un seminario dal titolo: On the universality of the wealth distribution and preliminary results of data analyses performed on Mexican income data Tutte le persone interessate sono invitate a partecipare. Cordiali saluti, Enrico Scalas

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Seminario Daniela Bertacchi - Politecnico di Milano - 20 Giugno 2024
by Luca Scarpa 17 Jun '24

17 Jun '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 20 Giugno 2024, ore 11. Aula Seminari Mox VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Daniela Bertacchi, Università di Milano-Bicocca. Title: A new stochastic order applied to branching random walks. Abstract: Stochastic ordering is a powerful tool to compare random variables and processes. We introduce a new type of stochastic ordering which generalizes the germ order introduced by Hutchcroft in 2022, which uses the generating function of the process. We apply this order to compare different branching random walks on a countable space $X$. We prove that given two branching random walks with law $\mu$ and $\nu$ respectively, with $\mu\ge\nu$, then in every set where there is extinction according to $\mu$, there is extinction also according to $\nu$. Moreover, in every set where there is strong local survival according to $\nu$, there is strong local survival also according to $\mu$, provided that the supremum of the global extinction probabilities, for the $\nu$-process, taken over all starting points $x$, is strictly smaller than 1. New conditions for survival and strong survival for inhomogeneous branching random walks are provided. We also extend a result of Moyal (1962), on the properties of fixed points of the generating function of a branching random walk. Link Zoom: https://polimi-it.zoom.us/j/98506199710?pwd=XQWObX8sheg0QTOpRhovbDS7ozxYl0.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2456 ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Two post-doctoral positions @Scuola Normale Superiore, Pisa.
by Giulia Livieri 15 Jun '24

15 Jun '24

*1. Post-doctoral research position: *"Mathematical modeling for the study of climate change and its impact on the financial systems". 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 details: * https://bandi.mur.gov.it/bandi.php/public/fellowship/id_fellow/267486 *Deadline:* June 19, 2024. *Job duration:* 12 months. *Teaching:* none. *Remuneration:* 25,000 Eur per year. *2. Post-doctoral research position: *"Probabilistic models for the energy transition". 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 details: * https://bandi.mur.gov.it/bandi.php/public/fellowship/id_fellow/267899 *Deadline:* June 24, 2024. *Job duration:* 12 months. *Teaching:* none. *Remuneration:* 25,000 Eur per year. Interested candidates can contact me or Dr. Roberto Pellungrini ( roberto.pellungrini(a)sns.it) for questions/clarifications. Best wishes, Giulia.

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Seminar Prof. William F Rosenberger @unimib
by Giacomo Aletti 14 Jun '24

14 Jun '24

Ricevo e inoltro volentieri. G From: Andrea Ghiglietti <andrea.ghiglietti(a)unimib.it> Date: Friday, 14 June 2024 at 11:52 To: Giacomo Aletti <giacomo.aletti(a)unimi.it> Subject: Seminar Prof. William F Rosenberger @unimib Dear all, you are invited to participate to the following seminar on Tuesday 25th of June 2024 at 11:00 at University of Milano-Bicocca (Via Bicocca degli Arcimboldi 8 - Milano - Room 2062, Building U7, 2nd floor): Speaker: William F. Rosenberger (George Mason University) Title: Casual Inference for Clinical Trails*: A Spellchecker’s Guide to Randomization Tests in Complex Settings Sir Austin Bradford Hill, the developer of the first randomized clinical trial, was a proponent of simplicity in statistical analysis, and strongly emphasized careful study design as the critical component of all medical studies. While he didn’t mention randomization tests in his 1937 book, I believe he would have liked their simplicity and interpretability. Any inference procedure which assumes random sampling from a population ignores Fisherian principles regarding the analysis of designed experiments. And clinical trials are the quintessential designed experiment. While we hear quite often about preservation of type I error rates and, more recently, about causal inference, these are natural elements of a randomization test. We discuss these issues and demonstrate that randomization tests can be used for more complex settings, such as multiple (>2) treatment comparisons, analyses with missing outcome data, and subgroup analyses. It is interesting to note that the only cohort of statisticians NOT excited about randomization tests in this age of causal inference are the designers and conductors of randomized clinical trials! I will conclude with a few historical notes about Fisher and de Finetti*. *The two most often misspelled words during my term as Biometrics co-editor. WebEx Link: https://unimib.webex.com/unimib/j.php?MTID=m055f520c4202f12aee18484284e1d49b Best wishes, Andrea Ghiglietti La Statale per il futuro Salute, transizione digitale, sostenibilità Il tuo 5xmille<https://www.unimi.it/it/ateneo/sostenere-la-statale/cinque-mille> ai nuovi progetti di ricerca dell'Università degli Studi di Milano. Codice fiscale 80012650158

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Borsa di Ricerca CNR-IMATI Genova
by Elisa Varini 14 Jun '24

14 Jun '24

Con richiesta di massima diffusione, Vi segnalo che è stato pubblicato un bando di selezione per il conferimento di una borsa di ricerca per lo svolgimento di attività presso CNR-IMATI sede Genova. Le attività avranno come obiettivo l'integrazione di dati eterogenei, modellazione e visualizzazione 3D per il monitoraggio ambientale e saranno svolte nell'ambito del progetto PNRR NATIONAL CENTRE FOR HPC, BIG DATA AND QUANTUM COMPUTING - HPC, Spoke 5. La borsa può essere conferita a giovani laureati (max 35 anni) che abbiano conseguito la laurea specialistica/magistrale in Informatica (LM-18), Matematica (LM-40), Fisica (LM-17), Ingegneria Informatica (LM-32) o equipollenti. Scadenza bando: 26 giugno 2024. https://selezionionline.cnr.it/jconon/call-detail?callCode=IMATI-BR-006-202… Rimango a disposizione per chiarimenti, ove necessario. Daniela <https://selezionionline.cnr.it/jconon/call-detail?callCode=IMATI-BR-006-202…> Selezioni online Consiglio Nazionale delle Ricerche - Borse di Ricerca - IMATI-BR-006-2024-GE <https://selezionionline.cnr.it/jconon/call-detail?callCode=IMATI-BR-006-202…> Selezioni online Consiglio Nazionale delle Ricerche selezionionline.cnr.it ---------------------------------------------------------------------------------------- CNR www.cnr.it _facebook <https://www.facebook.com/CNRsocialFB>__twitter <https://twitter.com/CNRsocial_>__instagram <https://www.instagram.com/cnrsocial/>__linkedin <https://www.linkedin.com/company/283032>_ *Daniela Cabiddu* * * CNR, ISTITUTO DI MATEMATICA APPLICATA E TECNOLOGIE INFORMATICHE "ENRICO MAGENES" Tel. 010-6475696 daniela.cabiddu(a)cnr.it Via de Marini, 6, 16149 – Genova www.cnr.it <http://www.cnr.it/>

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PhD positions in Rome Sapienza University
by Lorenzo Taggi 14 Jun '24

14 Jun '24

We announce PhD positions in Probability at Rome Sapienza University Application Deadline: 20 June, 23.59 CET Net salary: 1600 euro monthly How to apply: https://www.uniroma1.it/en/pagina/admissions-2024-2025-phd -programmes Probability group in Rome Sapienza: https://www.mat.uniroma1.it/ricerca/gruppi-di-ricerca/modelli-stocastici For further information please contact lorenzo.taggi(a)uniroma1.it or vittoria.silvestri(a)uniroma1.it

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Fwd: First sessions of the FDA&A (Functional Data Analysis & Applications) online seminar
by Enea Bongiorno 13 Jun '24

13 Jun '24

Dear colleagues, apologize for cross-postings, I receive and forward your information. Best regards, Enea ---------- Forwarded message --------- From: Angelina Roche <roche(a)ceremade.dauphine.fr> Date: Mon, 10 Jun 2024 at 11:32 Subject: First sessions of the FDA&A (Functional Data Analysis & Applications) online seminar To: Angelina Roche <roche(a)ceremade.dauphine.fr> Dear all, Valentin Patilea (ENSAI, Rennes) and I are launching an online seminar dedicated to Functional Data Analysis and its applications. The first two sessions will take place at ENSAI (Rennes) and will be broadcast via Zoom : Friday June 14, 11:00 (Paris time, UTC+2) Alberto Suarez : Machine learning with functional data: near-perfect classification. Zoom link https://zoom.us/j/98383021730?pwd=aoAajCHnOv8YvObQabpYmzydjaul4d.1 Secret code 445024 Friday June 21, 14:00 (Paris time, UTC+2) Tailen Hsing : A functional-data perspective in spatial data analysis https://zoom.us/j/94701019628?pwd=TI3o910MwmBvJeMKYa5O4oVgvrjEsN.1 Secret code 467679 Abstracts are available on the fo <https://ensai.fr/en/equipe/valentin-patilea/>llowing page (tab FunStatMath <https://ensai.fr/en/equipe/valentin-patilea/>) and a dedicated webpage will be launched soon. We have also set up a mailing list to disseminate information about the seminar. Please let us know if you're interested in receiving information about future sessions, and we'll add your email to the list. Please also feel free to forward this message to anyone else who might be interested! Kind regards, Angelina Roche (https://www.ceremade.dauphine.fr/~roche/) and Valentin Patilea. -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Seminar Prof. William F Rosenberger :: Friday, 14 June 2024 (Sapienza University of Rome)
by Nina Deliu 12 Jun '24

12 Jun '24

Cari colleghi, Ho il piacere di segnalare il seguente seminario organizzato dal Dipartimento MEMOTEF, Università degli Studi di Roma La Sapienza. *Data:* Venerdì 14 Giugno, ore 16.00-17.00 *Relatore: *Prof. William Fisher Rosenberger, Distinguished Professor in Mathematical Statistics @ George Mason University, USA *Titolo:* *Casual** Inference for Clinical *Trails**: A Spellchecker’s Guide to Randomization Tests in Complex Settings *Abstract:* Sir Austin Bradford Hill, the developer of the first randomized clinical trial, was a proponent of simplicity in statistical analysis, and strongly emphasized careful study design as the critical component of all medical studies. While he didn’t mention randomization tests in his 1937 book, I believe he would have liked their simplicity and interpretability. Any inference procedure which assumes random sampling from a population ignores Fisherian principles regarding the analysis of designed experiments. And clinical trials are the quintessential designed experiment. While we hear quite often about preservation of type I error rates and, more recently, about causal inference, these are natural elements of a randomization test. We discuss these issues and demonstrate that randomization tests can be used for more complex settings, such as multiple (>2) treatment comparisons, analyses with missing outcome data, and subgroup analyses. It is interesting to note that the only cohort of statisticians NOT excited about randomization tests in this age of causal inference are the designers and conductors of randomized clinical trials! I will conclude with a few historical notes about Fisher and de Finetti. *The two most often misspelled words during speaker's term as Biometrics co-editor Il seminario si terrà in *Aula 1 - GINI, Edificio di Scienze Statistiche*, piano terra, CU002, Città Universitaria, e potrà essere altresì seguito online via Zoom. https://uniroma1.zoom.us/j/82089465970 Meeting ID: 820 8946 5970 -- Passcode: 140624Bill Saluti, N *Nina Deliu* Assistant Professor (RTDA) in Statistics – *MEMOTEF, Sapienza Università di Roma* Research Visitor* – Biostatistics Unit, University of Cambridge* Personal website: *https://nina-dl.github.io/ <https://nina-dl.github.io/>* X (Twitter): @DeliuNina *Although my work pattern means that I will occasionally send emails outside normal working hours, you should not feel any pressure to respond outside of your own working pattern.* -- *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>*

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Summer school: Particle systems in random environments *** second announcement
by alice.callegaro＠tum.de 07 Jun '24

07 Jun '24

Dear colleagues, We would be grateful if you could advertise to the junior members of your groups the Summer School on Particle Systems in Random Environments, which will take place at the Goethe-Universität Frankfurt from August 26 to 30, 2024. The school will focus on widely popular models, such as random walks, the contact process, the voter model and branching random walks in random (dynamical) environments and/or graphs, and will feature three mini courses by •⁠ ⁠Luca Avena (University of Florence) •⁠ ⁠Nina Gantert (TU Munich) •⁠ ⁠Daniel Valesin (University of Warwick), which will be complemented by a number of talks related to the main topics given by young researchers. Registration is free but mandatory, and funding is available for the accommodation of young participants. The deadline is June 20, 2024. For further information and the registration procedure please visit the school website https://www.math.cit.tum.de/math/personen/professuren/gantert/summer-school… Best regards, The organisers Alice Callegaro (TU Munich), Felix Hermann (GU Frankfurt), Marco Seiler (FIAS)

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Scalable Uncertainty Mangement 2024 (November 27-29, Palermo):
by Giuseppe Sanfilippo 06 Jun '24

06 Jun '24

Our apologies if you receive multiple copies of this mail. =================================== Conference announcement + key dates =================================== The 16th International Conference on Scalable Uncertainty Management (SUM 2024) will be held in Palermo, Italy from November 27-29, 2024. See: https://sum2024.unipa.it/ Key dates (CET 23:59): Abstract Submission (optional but useful to organizers): June 17, 2024 Paper Submission: June 24, 2024 Notification: August 31, 2024 Camera-ready copies: September 15, 2024 Conference: Nov. 27-29, 2024 ============= Description ============= Established in 2007, the SUM conferences are currently bi-annual events which aim to gather researchers with a common interest in managing and analyzing imperfect information from a wide range of fields, such as Artificial Intelligence and Machine Learning, Databases, Information Retrieval and Data Mining, the Semantic Web and Risk Analysis, and with the aim of fostering collaboration and cross-fertilization of ideas from the different communities. An originality of the SUM conferences is their care for dedicating a large space of their program to tutorials covering a wide range of topics related to uncertainty management. Each tutorial provides a survey of one of the research areas in the scope of the conference. ===================== Topics of Interest ===================== We solicit papers on the management of large amounts of complex kinds of uncertain, incomplete, or inconsistent information. We are particularly interested in papers that focus on bridging gaps, for instance between different communities, between numerical and symbolic approaches, or between theory and practice. Topics of interest include (but are not limited to): Imperfect information in databases - Methods for modeling, indexing, and querying uncertain databases - Top-k queries, skyline query processing, and ranking - Approximate, fuzzy query processing - Uncertainty in data integration and exchange - Uncertainty and imprecision in geographic information systems - Probabilistic databases and possibilistic databases? - Data provenance and trust - Data summarization - Very large datasets Imperfect information in information retrieval and semantic web applications - Approximate schema and ontology matching - Uncertainty in description logics and logic programming - Learning to rank, personalization, and user preferences - Probabilistic language models - Combining vector-space models with symbolic representations - Inductive reasoning for the semantic web Imperfect information in artificial intelligence - Statistical relational learning, graphical models, probabilistic inference Argumentation, defeasible reasoning, belief revision - Weighted logics for managing uncertainty - Reasoning with imprecise probability, Dempster-Shafer theory, possibility theory - Approximate reasoning, similarity-based reasoning, analogical reasoning - Planning under uncertainty, reasoning about actions, spatial and temporal reasoning - Incomplete preference specifications - Learning from data Risk analysis - Aleatory vs. epistemic uncertainty - Uncertainty elicitation methods - Uncertainty propagation methods - Decision analysis methods - Tools for synthesizing results ======================== Submission Guidelines ======================== SUM 2024 solicits original papers in the following three categories: - Long papers (at most 14 pages, references excluded): technical papers reporting original research or survey papers - Short papers (between 4 and 7 pages, references excluded): papers reporting promising work-in-progress, system descriptions, position papers on controversial issues, or survey papers providing a synthesis of some current research trends - Extended abstracts (2 pages) of recently published work in a relevant journal or top-tier conference All SUM submissions must be formatted according to the LNCS/LNAI guidelines:https://www.springer.com/gp/computer-science/lncs/conference-pro… Papers should be submitted via EasyChair: https://easychair.org/conferences/?conf=sum2024 ============= Publication ============= Accepted long (at most 14 pages) and short papers (2-7 pages) will be published by Springer in the Lecture Notes in Artificial Intelligence (LNAI) series. Authors of an accepted long or short paper will be expected to sign copyright release forms, and one author is expected to give a presentation at the conference. Authors of accepted abstracts (2 pages) will be expected to present their work during the conference, but the extended abstracts will not be published in the LNCS/LNAI proceedings (they will be made available in a separate booklet). ========================================================================================= Organization ========================================================================================= Sébastien Destercke (Université de technologie de Compiègne), PC Co Chair Maria Vanina Martinez (IIIA-CSIC), PC Co Chair Giuseppe Sanfilippo, (University of Palermo), General/Local Chair

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Bando Scuola di Dottorato in Scienze Sociali ed Economiche
by Roy Cerqueti 06 Jun '24

06 Jun '24

Buongiorno, si segnala la pubblicazione del bando di accesso alla Scuola di Dottorato in oggetto. Un curriculum si rivolge a data science per le scienze sociali, e credo possa essere di interesse. I candidati che volessero selezionare quel curriculum dovrebbero selezionare il curriculum 4. Maggiori informazioni si possono reperire qui. https://phd.uniroma1.it/web/SCUOLA-DI-DOTTORATO-IN-SCIENZE-SOCIALI-ED-ECONO… Il bando si trova a https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato. *La scadenza per la presentazione delle domande è fissata inderogabilmente al 20 giugno 2024, ore 23:59.* Cari saluti, Roy Cerqueti -- *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>*

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Seminario Dr. Andrea Brancaccio, CNR-IMATI, 13/06/2024
by ANTONELLA BODINI 05 Jun '24

05 Jun '24

Si avvisa che in data 13-06-2024, alle ore 11:00 precise presso l'Area della Ricerca 1 del CNR, in sala A, il Dr. Andrea Brancaccio, CNR-IMATI, terrà un seminario dal titolo Adaptive Assessment of Knowledge and Planning Using Knowledge Space Theory Sunto: Adaptive individual assessment utilizes algorithms that adjust to each individual's ability based on their responses. This presentation will provide a comprehensive overview of the development and implementation of adaptive assessments using Knowledge Space Theory. It will also explore the theoretical foundations underlying this approach, highlighting its benefits and applications in educational and performance-based contexts. In these settings, this approach develops tools that minimize the number of questions asked while maximizing the information gathered about an individual's knowledge, competencies, abilities, and performance. Gli interessati possono partecipare in presenza o da remoto, attraverso il link sotto riportato. Per ragioni organizzative, gli interessati a partecipare in presenza sono pregati di rispondere a questa mail indicando la loro intenzione entro la mattina stessa del seminario. LINK: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MmVjOGI4MTUtNDdiNi00… Cordialmente, Antonella Bodini

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Ph.D Course Introduction to stochastic partial differential equations, live stream
by Bertini, Lorenzo 05 Jun '24

05 Jun '24

The lectures by Sandra Cerrai of the course Introduction to stochastic partial differential equations will be available on line at the address https://umd.zoom.us/j/7371883183 the whiteboard will be available at https://scribbletogether.com/whiteboard/0CC42CD2-2EE2-4DB3-A135-A1AACED1A43D The first lecture will be today June 5 at 14:00 Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Seminar: Mark Steel @Ca' Foscari 13th June
by Roberto CASARIN 05 Jun '24

05 Jun '24

Dear all, We are happy to announce that our next seminar in statistics and econometrics at DEC, Ca' Foscari University, is quickly approaching: Speaker: Mark Steel (University of Warwick) Title: "Model Uncertainty in Latent Gaussian Models with Univariate Link Function (joint work with Gregor Zens)" Date and time: Thursday the 13th June, 12.15 GMT+2 Place: Meeting Room1, San Giobbe Campus, Department of Economics (DEC), Venice Abstract: We consider a class of latent Gaussian models with a univariate link function (ULLGMs). These are based on standard likelihood specifications (such as Poisson, Binomial, Bernoulli, Erlang, etc.) but incorporate a latent normal linear regression framework on a transformation of a key scalar parameter. We allow for model uncertainty regarding the covariates included in the regression. The ULLGM class typically accommodates extra dispersion in the data and has clear advantages for deriving theoretical properties and designing computational procedures. We formally characterize posterior existence under a convenient and popular improper prior and propose an efficient Markov chain Monte Carlo algorithm for Bayesian model averaging in ULLGMs. Simulation results suggest that the framework provides accurate results that are robust to some degree of misspecification. The methodology is successfully applied to measles vaccination coverage data from Ethiopia and to bilateral migration flow data between OECD countries. The talk will be streamed on Zoom at this link https://unive.zoom.us/s/89974935587 Meeting ID: 89974935587 Passcode: SteelJun24 For updates: https://www.unive.it/data/agenda/3/89253 We are looking forward to seeing you on June 13, best, rc -- 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

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Seminari Yuliya Mishura
by epirozzi 04 Jun '24

04 Jun '24

AVVISO di SEMINARI Dipartimento di Matematica e Applicazioni "R. Caccioppoli" Università degli Studi di Napoli Federico II La Prof.ssa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), i giorni 6 e 19 giugno 2024 terrà i seguenti seminari: Seminario 1 6 Giugno 2024 ore 11:30, aula G del Dipartimento di Matematica e Applicazioni R. Caccioppoli "Pathwise integration with respect to fractional Brownian motion" Abstract: We consider the main elements of the fractional calculus: fractional integrals and fractional derivatives, construct pathwise integrals with respect to Holder functions and apply this construction to fractional Brownian motion and other fractional processes. Microsoft Teams link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Seminario 2 19 Giugno 2024 ore 11:00, aula G del Dipartimento di Matematica e Applicazioni R. Caccioppoli "Entropy and alternative entropy functionals of fractional Gaussian noise" Abstract: we introduce the notion of Shannon entropy in application to fractional Gaussian noise and present its properties with respect to Hurst index. Alternative entropy functionals are constructed and studied. The prediction problem for fractional Gaussian noise is considered. Microsoft Teams link: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Tutti gli interessati sono cordialmente invitati a partecipare. Luigia Caputo, Enrica Pirozzi e Roberta Schiattarella --------------------------------------------------------------------------------------

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Seminario Martin Kolodziejczyk - Politecnico di Milano - 5 Giugno 2024
by Luca Scarpa 04 Jun '24

04 Jun '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 5 Giugno 2024, ore 15. Aula Seminari - III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Martin Kolodziejczyk, Politecnico di Milano Title: McKean-Vlasov SPDEs Abstract: We consider McKean-Vlasov Stochastic Partial Differential Equations with additive noise. We will focus on their well-posedness and long-time behaviour; showing that, under some assumptions on the spatial regularity of the noise, these SPDEs are well-posed and the semigroup resulting from them is strong Feller and irreducible. This is based on joint work with L. Angeli, J. Barrè and M. Ottobre. Link Zoom: https://polimi-it.zoom.us/j/92358057734?pwd=dTNBNHZMQVFZVjgrQ0FJMXpOc3BEdz09 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2440 ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Assegno Mat06: Geometria dei campi aleatori ed applicazioni
by Domenico Marinucci 04 Jun '24

04 Jun '24

Dear colleagues, We are glad to announce a postdoc position (assegno di ricerca) at the Department of Mathematics of Università Rome Tor Vergata. The position is funded by the PRIN project GRAFIA (Geometry of Random Fields and its Applications) and by MUR Departement of Excellence Programme 2023-2027 MatModTov. The primary objective of the project is the study of random fields with a particular interest in their application to the area of neural networks and machine learning. - The position is for 2 years - The net salary is about 2,000 euros per month - The deadline for application is on July 1st - The starting date should be no later than september 2024 All the details can be found at the following link: https://pica.cineca.it/uniroma2/f3-2024-0012/ For any further question do not hesitate to contact me, best regards Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://sites.google.com/view/domenicomarinucci @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Ph.D. position in Statistics at TU/e
by Elisa Perrone 03 Jun '24

03 Jun '24

Dear colleagues, I currently have a vacancy for a Ph.D. position in Statistics at TU/e on topic Dependence Modeling and Copulas. I would appreciate it if you could help me circulate the announcement and forward it to suitable candidates. Here is the link to the job description: https://jobs.tue.nl/en/vacancy/phd-in-statistics-1066918.html <https://jobs.tue.nl/en/vacancy/phd-in-statistics-1066918.html>. We review applications as they arrive, and the vacancy will remain open until filled. Thank you very much, and best wishes, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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PostDoc @ UNIBO
by Daniele Tantari 03 Jun '24

03 Jun '24

Dear colleagues, a new opening for an 18-month postdoc is now available at the University of Bologna. The research activity will focus on the project 𝐑𝐞𝐥𝐢𝐚𝐛𝐢𝐥𝐢𝐭𝐲 𝐚𝐧𝐝 𝐀𝐧𝐨𝐦𝐚𝐥𝐲 𝐃𝐞𝐭𝐞𝐜𝐭𝐢𝐨𝐧 𝐨𝐧 𝐫𝐚𝐧𝐝𝐨𝐦 𝐧𝐞𝐭𝐰𝐨𝐫𝐤𝐬 with a focus on the introduction of probabilistic mathematical models for static and dynamic complex networks, and on the development of statistical inference methods for network reliability and for anomaly detection at both local and global scale. The (researcher side) gross amount of the fellowship contract is € 23.063,83 per annum (around 1.7 KEur per month). The deadline for applications on 𝐒𝐮𝐧𝐝𝐚𝐲, 𝐉𝐮𝐧𝐞 𝟑𝟎, 𝟐𝟎𝟐𝟒. The candidate will join the Mathematical Physics group<https://matematica.unibo.it/it/ricerca/ambiti-di-ricerca/fisica-matematica> <https://matematica.unibo.it/it/ricerca/ambiti-di-ricerca/fisica-matematica> at the Department of Mathematics, with the possibility of other collaborations in different topics. Further information about the call can be found at https://bandi.unibo.it/ricerca/assegni-ricerca...<https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=68030&fbclid=IwZXh0…> Interested candidates can also contact Dott.ssa Federica Gerace (federica.gerace(a)unibo.it) Prof. Gabriele Sicuro (gabriele.sicuro(a)unibo.it) Prof. Daniele Tantari (daniele.tantari(a)unibo.it) ----------------------------------- Daniele Tantari Dipartimento di Matematica Università di Bologna ITALY University website: https://www.unibo.it/sitoweb/daniele.tantari/

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Seminario Dr Alvaro Briz Redon presso Politecnico di Milano
by Laura Maria Sangalli 03 Jun '24

03 Jun '24

Si avvisa che in data 12-06-2024, alle ore 14:00 precise nell’aula Saleri, al sesto piano del Dipartimento di Matematica del Politecnico di Milano, si svolgerà il seguente seminario Dr Alvaro Briz Redon, Universitat de València Titolo: Some extensions and applications of self-exciting processes Abstract: Self-exciting processes allow modeling the occurrence of events whose rate depends on the history of the process. In particular, the triggering function is the term that determines the contribution of each event to the conditional intensity of the process. In this talk, we show some applications of self-exciting processes where the triggering function has a main role. First, a self-exciting point process model with change points in the triggering function is used for analyzing an earthquake dataset. Second, a self-exciting Poisson model whose outcomes are used for clustering NBA players and teams in terms of their scoring dynamics. 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-colloquia-seminars-list/mox-seminars/?id_evento=2… Tutti gli interessati sono cordialmente invitati a partecipare. Un caro saluto, 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

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correction to Ph.D Course Introduction to stochastic partial differential equations
by Bertini, Lorenzo 03 Jun '24

03 Jun '24

Dear all, the dates of the schedule in the previous message are correct, but the days of the week of the lectures are Tuesday/Thursday and not Tuesday/Wednesday as incorrectly stated. I apologize for the incovenience. Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Seminario PRISMA oggi
by Francesco Caravenna 03 Jun '24

03 Jun '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <http://www.umi-prisma.polito.it/>) Ricordiamo che oggi, lunedì 3 giugno 2024, Alessandro De Gregorio (Sapienza Università di Roma) e Stefano Iacus (Harvard University) parleranno di Stimatori regolarizzati per equazioni differenziali stocastiche osservate a tempi discreti con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi, Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Alessandro De Gregorio (Sapienza Università di Roma) e Stefano Iacus (Harvard University) TITOLO: Stimatori regolarizzati per equazioni differenziali stocastiche osservate a tempi discreti RIASSUNTO: Gli stimatori regolarizzati, cioè quegli stimatori che presentano dei termini di penalizzazione nella funzione di perdita, rappresentano uno strumento fondamentale nell'ambito della moderna teoria dell'apprendimento statistico. In questo seminario discuteremo problemi di stima parametrica penalizzata per equazioni differenziali stocastiche osservate a tempi discreti. Tale tema di ricerca è di recente interesse nell'ambito della statistica per processi stocastici. Nella prima parte del seminario, dopo una breve panoramica sulle tecniche di stima per equazioni differenziali stocastiche, introdurremo i modelli stocastici sparsi; ovvero si ipotizza che solo un piccolo numero di parametri determini il "vero" modello. In questo contesto è cruciale considerare degli stimatori regolarizzati che consentano di effettuare la stima e contemporaneamente la selezione del processo di diffusione. In particolare, saranno introdotti gli stimatori LASSO ed Elastic-Net e verranno discusse le loro proprietà asintotiche. La seconda parte dell'intervento sarà dedicata alle equazioni differenziali stocastiche su reti, in cui ciascun nodo della rete è un un'equazione stocastica che dipende dai nodi vicini. Questi modelli vengono introdotti poiché consentono di analizzare serie storiche ad altissima dimensione, sfruttando la struttura sparsa del grafo. Anche in questo contesto saranno introdotti e studiati stimatori penalizzati per la stima dei parametri del modello. Inoltre, la performance degli stimatori mediante sarà analizzate tramite alcune applicazioni. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb <https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb> %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Assistan Professor in Sao Paulo, Brasile
by Daniela Bertacchi 03 Jun '24

03 Jun '24

Segnalo questo annuncio per una posizione alla USP di Sao Paulo, con preghiera di diffusione. %%%% Job Opportunity at USP, one of the largest and most influential universities in Latin America. The Department of Statistics at IME-USP is seeking to fill a position for Assistant Professor. Candidates are required to hold a doctoral degree. Announcement: ATAc - 020/2024 Application Deadline: July 5, 2024 Salary: R$ 12.539.89 per month (Brazilian real, as of May 2023) Fields of Expertise: Data Science, Statistics, and Probability The applicant must specify her field of expertise during the application process. Please note that at the request of the applicant, exams can be conducted in English during the application process. For more information, please visit: https://www.ime.usp.br/concursos/ https://drive.google.com/.../1bO37hEyjF99k-SXhtPYKC.../view Or contact: Prof. Fábio Prates Machado Email: fmachado(a)ime.usp.br %%%%%%

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International Conference in Venice - CALL FOR PAPERS - Deadline June 10, 2024
by Monica Billio 01 Jun '24

01 Jun '24

23nd INTERNATIONAL CONFERENCE CREDIT 2024 *The frontiers of new risks: AI, digital and sustainability transitions * Venice, Italy 3 – 4 October 2024 * * *GRETA Associati* (Venice, Italy),*CRIF* (Bologna, Italy), *European Datawarehouse *(Frankfurt am Main, Germany), *European Investment Fund* (Luxembourg), *Intesa Sanpaolo* (Milan, Italy) and *Modefinance* (Trieste, Italy) are partners in organising a Conference to be held in Venice on October 3-4, 2024. * * The CREDIT 2024 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 2024 is the *twenty-third* 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*,*Joint Research Center European Commission*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Sustainability necessarily involves the adaptation of today’s business model to the dynamic nature of the current digitalised environments. Corporations need to make sure that resources, especially technology, are being used responsibly and efficiently to improve the lives of the present generations and future generations as well as strengthen their relationships with the environment as to solve sustainability-related problems such as poverty, environmental degradation, pollution and inequality. Artificial Intelligence (AI) has the potential to address these societal problems including sustainability. The climate crisis and the degradation of the physical environment are complex problems that require the most innovative and advanced solutions. The real value of AI hence lies in its ability to facilitate and foster environmental and social governance, rather just as a tool to reduce pollution, poverty and resource depletion. In the age of AI, societies depend on big data, social media, knowledge management and data science to survive and achieve these sustainability goals. AI has the potential to reshape not only finance and industry but also the whole society. There is need to understand opportunities and challenges as to properly manage all relevant risks. The organisers encourage submissions on any topic within the overall theme of the conference, with attention to *the use of AI to assess the sustainability impact of finance *(i.e. exploiting AI techniques or Big Data to bridge primary information gaps and proxy the sustainability impact) and *on how climate and digital risks may interact* (i.e. climate denial, social media and social media strategies including deepfakes). The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Patrick Bolton *(Imperial College London), and *Roberto Rigobon* (MIT Sloan School of Management). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Marcin Kacperczyk *(Imperial College London, Programme Chair) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Marie Brière* (AMUNDI & Université Libre de Bruxelles) *Lucia Alessi* (Joint Research Center, European Commission) *Leonardo Gambacorta *(Bank For International Settlements) *Mila Getmansky* (Isenberg School of Management, UMass Amherst) *Christian Gollier* (Toulouse School of Economics) *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) *Roberto Rigobon *(MIT Sloan School of Management) *Stephen Schaefer* (London Business School) *Marti Subrahmanyam *(NYU Stern Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *June 10, 2024 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by July 10, 2024. The final version of accepted papers must be received by August 31, 2024. Please send papers to: GRETA Associati, Dorsoduro 3707 - 30123 Venice, ITALY Phone : +39 349 060 3656 - e-mail: credit(a)greta.it More detailed information on the Conference website: https://www.greta.it/index.php/it/credit-2024

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Call for 4th PhD in Economics at University of Milan and Pavia
by Luca Rossini 01 Jun '24

01 Jun '24

Dear all, The Call for FOUR-YEAR Ph.D. Programme in Economics at the Universities of Milan and Pavia the 2024/25 academic year is out (in Italian) at https://www.unimi.it/en/education/postgraduate-and-continuing-education-pro… An update call in English is available at https://www.phdeconomics.unimi.it/appliation/how-to-apply-1.html The deadline is 27 June. We offer a FULLY FUNDED, FOUR YEAR FULL TIME programme. If you are interested in doing some Bayesian time series econometrics and forecasting, feel free to apply. Please circulate this among your contacts, and to any student that you think may be a good perspective candidate. Best regards Luca -- -- Prof. Luca Rossini Associate Professor in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email: luca.rossini87(a)gmail.com; luca.rossini(a)unimi.it skype: luca.rossini14 web: https://rossiniluca.github.io/web/

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Seminario Padova - Francesca Primavera
by alekos.cecchin＠unipd.it 01 Jun '24

01 Jun '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (7 Giugno) alle ore 14:15 in aula 2AB45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Francesca Primavera (Università di Vienna) https://quarimafi.univie.ac.at/about-us/francesca-primavera/ Title: Functional Itô formula and Taylor expansion for non-anticipative maps of rough paths Date: June 7, 2024, at 14:15, 2AB45 Abstract: We rely on the approximation properties of the signature of càdlàg rough paths to derive a functional Itô formula for non-anticipative maps of rough paths. This leads to a functional extension of the Itô formula for càdlàg rough paths (by Friz and Zhang (2018)) which coincides with the change of variable formula formulated by Dupire (2009) as well as by Cont and Fournie (2010), whenever the notions of the regularity of the functionals and the integration coincide. As a byproduct, we show that sufficiently regular non-anticipative path functionals admit a functional Taylor expansion, leading to a far reaching generalization of the recently established results by Dupire and Tissot-Daguette (2022). The talk is based on ongoing joint work with Christa Cuchiero and Xin Guo. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Fully funded PhD-TA position in Algorithms for Complex Networks at TU/e
by Riccardo Michielan 31 May '24

31 May '24

(mi scuso per il cross-posting) Segnalo questa ottima opportunità di dottorato ad Eindhoven (TU/e) per 5 anni con Nelly Litvak. Scadenza tra poche settimane. ================ ================ ================ *Fully funded PhD-TA position in Algorithms for Complex Networks at Eindhoven University of Technology, Netherlands.* Deadline: June 16, 2024 As a PhD TA candidate you will develop new distributed algorithms for large networks and analyze these algorithms using probability theory and the theory of random graphs. In particular, you will study algorithms for computing the stationary distribution of random walks and policy evaluation. Random walks are used in network analysis for ranking vertices, community detection, and embedding of the vertices in multi-dimensional space for machine learning tasks. Policy evaluation is widely used in reinforcement learning, for instance, for training large language models. The PhD TA position is for 5 years with 25% of your time spent on education. The applicants are required to have MSc in mathematics or applied mathematics. Eindhoven University of Technology offers excellent conditions of employment: - Full-time employment for five years, with an intermediate evaluation (go/no-go) after nine months. You will spend 25% of your employment on teaching tasks. - Salary and benefits (such as a pension scheme, paid pregnancy and maternity leave, partially paid parental leave) in accordance with the *Collective Labour Agreement* for Dutch Universities, scale P (min. €2,770 max. €3,539). - A year-end bonus of 8.3% and annual vacation pay of 8%. - High-quality training programs and other support to grow into a self-aware, autonomous scientific researcher. At TU/e we challenge you to take charge of your own learning process. - An excellent technical infrastructure, on-campus children's day care and sports facilities. - An allowance for commuting, working from home and internet costs. - A Staff Immigration Team and a tax compensation scheme (the 30% facility) for international candidates. See more detail on the website: https://jobs.tue.nl/en/vacancy/phd-ta-on-algorithms-for-complex-networks-10… <https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fjobs.tue.…> Prof.dr. Nelly Litvak Department of Mathematics and Computer Science Eindhoven University of Technology

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Ph.D Course Introduction to stochastic partial differential equations
by Bertini, Lorenzo 31 May '24

31 May '24

During June 2024, Sandra Cerrai (University of Maryland) will offer the Ph.D. Course "Introduction to stochastic partial differential equations" Location. Aula B, Dipartimento di Matematica, University La Sapienza Schedule Tue. 4, June. 14-16 Wed 6 June, 10-12 Tue. 18, June. 14-16 Wed 20 June, 10-12 Tue. 25 June. 14-16 Wed 27 June, 10-12 Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Procedura selettiva 2024RTT04_RISERVATO - SC 13D1 - Università di Padova
by Alessandra Fabbri Colabich 31 May '24

31 May '24

Si informa che è stato pubblicato il bando *2024RTT04_RISERVATO * relativo all'indizione di una procedura selettiva per l’assunzione di n. 3 ricercatori a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022 , di cui uno nel SC 13D1, SSD SECS-S/01 SECS-S/02 presso il Dipartimento di Scienze Statistiche. Info al link: https://www.unipd.it/procedura-2024RTT04_RISERVATO *Scadenza: 27 giugno 2024 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

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Ricercatore Tenure Track, dip. Matematica UNIMI
by Marco Maggis 31 May '24

31 May '24

Sulla Gazzetta Ufficiale – IV serie speciale – Concorsi ed Esami n. 41 del 21/05/2024 è stato pubblicato l’avviso d'indizione di selezioni pubbliche, per titoli e discussione pubblica, per la copertura di un posto di ricercatore a tempo determinato in tenure track (*RTT*), mediante stipula di contratto di lavoro subordinato della durata di 6 anni, ai sensi dell’art. 24 della Legge 30 dicembre 2010 n. 240 come modificato dall’art.14 comma 6-decies del decreto legge 30 aprile 2022, n. 36 convertito con modificazioni, dalla Legge 29 giugno 2022, n. 79, per lo svolgimento di attività di ricerca e di didattica, di didattica integrativa e di servizio agli studenti, *presso il Dipartimento di Matematica dell’Università degli Studi di Milano; Settore Concorsuale 13/D4, SSD SECS-S/06* (nuova denominazione GSD:13/STAT-04 SSD: STAT-04/A)*.* La procedura di compilazione ed invio della domanda di partecipazione alle suddette selezioni pubbliche è interamente ed esclusivamente telematica e prevede l’utilizzazione dell’applicazione informatica SICON. Il testo integrale del bando, con allegato il facsimile della domanda e con l’indicazione dei requisiti e delle modalità di partecipazione alle sopracitate selezioni pubbliche, è disponibile alla pagina Web https://www.unimi.it/it/node/581/ scegliendo il codice della procedura (5552) attraverso il motore di ricerca a inizio pagina, oppure usando il LINK <https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/sele…> diretto. Il termine ultimo per la presentazione delle domande è fissato *per le ore 12:00 del 21 giugno 2024.* Marco Frittelli Marco Maggis

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Post-doctoral position @Scuola Normale Superiore.
by Giulia Livieri 30 May '24

30 May '24

*Post-doctoral research position: *"Mathematical modeling for the study of climate change and its impact on the financial systems". 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 details: * https://trasparenza.sns.it/moduli/downloadFile.php?file=oggetto_allegati/24… *Job duration:* 12 months. *Teaching:* none. *Remuneration:* 25,000 Eur per year. Interested candidates can contact me or Dr. Roberto Pellungrini (roberto. pellungrini(a)sns.it) for questions/clarifications. Best wishes, Giulia

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Seminario Richard Samworth - Politecnico di Milano
by Laura Maria Sangalli 29 May '24

29 May '24

Si avvisa che in data 31-05-2024, alle ore 14:30 precise al Politecnico di Milano, in aula B.51 (edificio 14), si svolgerà il seguente seminario Prof. Richard Samworth, Cambridge Titolo: Isotonic subgroup selection and its role in clinical trials Abstract: Given a sample of covariate-response pairs, we consider the subgroup selection problem of identifying a subset of the covariate domain where the regression function exceeds a pre-determined threshold. This is particularly relevant in clinical trials and other applications in the life sciences, for instance where we might want to determine a subgroup that would benefit from a vaccine or treatment. We introduce a computationally-feasible approach for subgroup selection in the context of multivariate isotonic regression based on martingale tests and multiple testing procedures for logically-structured hypotheses. Our proposed procedure satisfies a non-asymptotic, uniform Type I error rate guarantee with power that attains the minimax optimal rate up to poly-logarithmic factors. Extensions cover classification, isotonic quantile regression and heterogeneous treatment effect settings. 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-colloquia-seminars-list/mox-seminars/?id_evento=2… Questa iniziativa è parte delle Ph.D. Lectures finanziate dal Dipartimento di Eccellenza, 2023-2027, Dipartimento di Milano, Politecnico di Milano. Cordialmente, 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

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SPASS Seminars: Sara Svaluto Ferro and Elisa Marini
by Andrea Agazzi 29 May '24

29 May '24

Dear Colleagues, We would like to invite you to the following (double) SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstracts below): *Signature-based models: theory and calibration * by *Sara Svaluto Ferro* (Università di Verona) *Noise-induced oscillations for the mean-field dissipative contact process* by* Elisa Marini* (Università degli Studi di Padova) The seminars will take place on *TUE, 4.6.2024* respectively at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, UNIPI *and 15:00 CET* in Aula Tricerri, Dipartimento di Matematica e Informatica "Ulisse Dini", UNIFI and both streamed online at this link <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 <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Signature-based models: theory and calibration * *Abstract: Universal classes of dynamic processes based on neural networks and signature methods have recently entered the area of stochastic modeling and Mathematical Finance. This has opened the door to robust and more data-driven model selection mechanisms, while first principles like no arbitrage still apply.In the first part of the talk we focus on signature SDEs whose characteristics are linear functions of a primary underlying process, which can range from a (market-inferred) Brownian motion to a general multidimensional tractable stochastic process. The framework is universal in the sense that classical models can be approximated arbitrarily well and that the model characteristics can be learned from all sources of available data by simple methods. Indeed, we derive formulas for the expected signature in terms of the expected signature of the primary underlying process.In the second part we focus on a stochastic volatility model where the dynamics of the volatility are described by linear functions of the (time extended) signature of a primary process. Under the additional assumption that this primary process is of polynomial type, we obtain closed form expressions for the squared VIX by exploiting the fact that the truncated signature of a polynomial process is again a polynomial process. Adding to such a primary process the Brownian motion driving the stock price, allows then to express both the log-price and the squared VIX as linear functions of the signature of the corresponding augmented process. For both SPX and VIX options we obtain highly accurate calibration results.The talk is based on joint works with Christa Cuchiero, Guido Gazzani, and Janka Möller.* *Noise-induced oscillations for the mean-field dissipative contact process* *Abstract: In this talk, we will introduce a dissipative version of the contact process with mean-field interaction admitting a simple epidemiological interpretation. In particular, we will focus on the thermodynamic limit of the process, providing a law of large numbers (propagation of chaos) and a central limit theorem for the corresponding normal fluctuations.These results reveal that it is the noise, which is only present in the finite-size system and is internal to the system, that induces persistent oscillatory behaviors reminiscent of the emergence of pandemic waves in real epidemics.*

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Seminar Riccardo Passeggeri @ Unimib
by Federico Camerlenghi 28 May '24

28 May '24

Dear all, we are glad to announce the next DEMS seminar: *Friday, 7th June 2024* *Time 12.00*, Seminar room 2104, Department of Economics, Management and Statistics (DEMS) Building U7, second floor, University of Milano - Bicocca The speaker is Riccardo Passeggeri from Imperial College London. *Title*: *Random signed measures* *Abstract*: In this talk I present the theory of random signed measures and its applications to Bayesian nonparametric statistics and to sparse random graphs. In particular, I provide a necessary and sufficient condition for the extension of random signed measures, which solves a 70-year-old open problem dating back to the works of Alfred Renyi. This allows us to obtain a canonical definition of a random signed measure. Further, I present a representation of completely random signed measures (CRSMs), which extends the celebrated Kingman's representation for completely random measures (CRMs) to the real-valued case. I will also discuss some examples including the Skellam point process, which we show to be equivalent to a simple signed point process with independent increments, and the Gaussian random measure. Best wishes, Federico Camerlenghi

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Seminari MAD-la MAtematica dei DAti - Pisa
by Marco Romito 27 May '24

27 May '24

Carə tuttə, Siamo lieti di annunciare il seguente ciclo di incontri presso il Dipartimento di Matematica dell'Università di Pisa, organizzato nell'ambito del progetto speciale per la didattica /MAD - La Matematica dei Dati!/ *Martedì 28 maggio 2024, dalle ore _10:00_* Presso: Aula Magna *Francesco Preta (freelance AI researcher and consultant)* /"Basics of Natural Language Processing and Applications of Large Language Models"/ La presentazione sarà seguita da un tutorial con esempi di implementazione. *Martedì 4 giugno 2024, dalle ore 9:00* Presso: Aula Seminari *Juliette Achddou (Università degli Studi di Milano)* /"Introduction to Online learning: the multi-armed bandit problem"/ *Luca Papariello (BIP – Business Integration Partners S.p.A.)* /"Data-Driven Decision Making: Case Studies and Insights"/ *Daniele Malpetti (IDSIA)* /"Centralized and federated machine learning in biomedicine"/ / / Qui di seguito il link al sito con tutte le informazioni aggiornate:https://sites.google.com/unipi.it/mad/home/prossimi-eventi <https://sites.google.com/unipi.it/mad/home/prossimi-eventi>. Tutte le persone interessate sono invitate a partecipare. A presto, Andrea Agazzi Mario Correddu Aikaterini Papagiannouli Marco Romito ------------------------------------------------------------------------ Dear all, We are pleased to announce the following series of talks, that wil take place at the Math Department of the University of Pisa, organized as part of the MAD project - /The Mathematics of Data!/ *Tuesday, May 28, 2024, at_ 10:00_ AM *Location: Aula Magna *Francesco Preta (freelance AI researcher and consultant)* /"Basics of Natural Language Processing and Applications of Large Language Models"/ The presentation will be followed by a tutorial with implementation examples. *Tuesday, June 4, 2024, from 9:00 AM* Location: Aula Seminari *Juliette Achddou (Università degli Studi di Milano)* /"Introduction to Online learning: the multi-armed bandit problem"/ *Luca Papariello (BIP – Business Integration Partners S.p.A.)* /"Data-Driven Decision Making: Case Studies and Insights"/ *Daniele Malpetti (IDSIA)* /"Centralized and federated machine learning in biomedicine"/ / / The site of the project with all the updated information: https://sites.google.com/unipi.it/mad/home/prossimi-eventi <https://sites.google.com/unipi.it/mad/home/prossimi-eventi>. Anyone interested is welcome to join. Best regards, Andrea Agazzi Mario Correddu Aikaterini Papagiannouli Marco Romito

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COPA 2024 @ Polimi | Tutorial Speakers Announced
by Simone Vantini 27 May '24

27 May '24

Dear all, We are pleased to announce the speakers for the tutorials at this year’s Symposium on Conformal and Probabilistic Prediction with Applications (COPA 2024) that will be held in Milan, Italy, at the Politecnico di Milano from the 9th to the 11th of September 2024. COPA is the annual event dedicated to the theory, methodology, and application of conformal and probabilistic prediction. It brings together researchers and practitioners from around the globe. COPA 2024 promises to be a hub of cutting-edge research, insightful discussions, and networking opportunities. Tutorial #1: Conformal Prediction in Python with crepes What to Expect: Discover the capabilities of crepes, a Python package that transforms standard classifiers and regressors into well-calibrated tools with reliable p-values and prediction sets. Prof. Henrik Boström will guide you through the core algorithms and demonstrate practical applications of conformal classifiers, regressors, and predictive systems using crepes. Tutorial Speaker: Prof. Henrik Boström from KTH Royal Institute of Technology, Stockholm, Sweden, is a leading expert in machine learning algorithms. With a focus on conformal prediction, ensemble learning, and explainable machine learning, Henrik has significantly contributed to various industries, including pharmaceuticals, healthcare, automotive, and insurance. His editorial and conference roles further underscore his influence in the field. Tutorial #2: MAPIE - Uncertainty Quantification Made Easy What to Expect: Explore MAPIE, a versatile Python library that simplifies the implementation of conformal prediction methods. Dr. Thibault Cordier will show you how MAPIE, part of the scikit-learn-contrib project, can handle tasks from classification and regression to more complex applications like multi-label classification and semantic segmentation, ensuring probabilistic guarantees on key metrics. Tutorial Speaker: Dr. Thibault Cordier from Lab Invent of Capgemini Invent, France, is a Data and Research Scientist leading the MAPIE project. With a PhD in Computer Science, his research focuses on distribution-free inference and conformal prediction, applied across computer vision, natural language processing, and time series analysis. For more details and to register, please visit the COPA 2024 Website at https://copa-conference.com/. Early bird registration fees are available until May 30, 2024. We look forward to seeing you in Milan! Kind regards, Simone Vantini Associate Professor of Statistics MOX Laboratory for Modeling and Scientific Computing Department of Mathematics, Politecnico di Milano simone.vantini(a)polimi.it<mailto:simone.vantini@polimi.it> Matteo Fontana Lecturer in Data Science Department of Computer Science School of Engineering, Physical and Mathematical Sciences, Royal Holloway, University of London matteo.fontana(a)rhul.ac.uk<mailto:matteo.fontana@rhul.ac.uk>

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Seminario PRISMA lun 3 giu 2024
by Francesco Caravenna 27 May '24

27 May '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/ <http://www.umi-prisma.polito.it/>) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb <https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb> Il prossimo appuntamento è per lunedì 3 giugno 2024. I relatori saranno Alessandro De Gregorio (Sapienza Università di Roma) e Stefano Iacus (Harvard University) che parleranno di Stimatori regolarizzati per equazioni differenziali stocastiche osservate a tempi discreti con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/82939128330 <https://uniroma1.zoom.us/j/82939128330> Meeting ID: 829 3912 8330 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Alessandro De Gregorio (Sapienza Università di Roma) e Stefano Iacus (Harvard University) TITOLO: Stimatori regolarizzati per equazioni differenziali stocastiche osservate a tempi discreti RIASSUNTO: Gli stimatori regolarizzati, cioè quegli stimatori che presentano dei termini di penalizzazione nella funzione di perdita, rappresentano uno strumento fondamentale nell'ambito della moderna teoria dell'apprendimento statistico. In questo seminario discuteremo problemi di stima parametrica penalizzata per equazioni differenziali stocastiche osservate a tempi discreti. Tale tema di ricerca è di recente interesse nell'ambito della statistica per processi stocastici. Nella prima parte del seminario, dopo una breve panoramica sulle tecniche di stima per equazioni differenziali stocastiche, introdurremo i modelli stocastici sparsi; ovvero si ipotizza che solo un piccolo numero di parametri determini il "vero" modello. In questo contesto è cruciale considerare degli stimatori regolarizzati che consentano di effettuare la stima e contemporaneamente la selezione del processo di diffusione. In particolare, saranno introdotti gli stimatori LASSO ed Elastic-Net e verranno discusse le loro proprietà asintotiche. La seconda parte dell'intervento sarà dedicata alle equazioni differenziali stocastiche su reti, in cui ciascun nodo della rete è un un'equazione stocastica che dipende dai nodi vicini. Questi modelli vengono introdotti poiché consentono di analizzare serie storiche ad altissima dimensione, sfruttando la struttura sparsa del grafo. Anche in questo contesto saranno introdotti e studiati stimatori penalizzati per la stima dei parametri del modello. Inoltre, la performance degli stimatori mediante sarà analizzate tramite alcune applicazioni. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Fwd: Deadline extended for ESOBE 2024
by Roberto CASARIN 27 May '24

27 May '24

fyi ---------- Forwarded message --------- Da: Sune Karlsson <Sune.Karlsson(a)oru.se> Date: lun 27 mag 2024 alle ore 14:27 Subject: Deadline extended for ESOBE 2024 To: <ECONOMETRIC-RESEARCH(a)jiscmail.ac.uk> The deadline for submitting papers to ESOBE 2024 (European Seminar on Bayesian Econometrics) has been extended to June 9, 2024. Submit a paper or an extended abstract by sending an e-mail to ESOBE2024(a)oru.se We welcome submissions from all fields of applied Bayesian econometrics (macro, micro and financial), as well as papers on statistical methodology, machine learning and computing. The conference will feature both plenary and poster sessions. The conference will take place on August 22-24 at Örebro University. Please see the conference website https://www.oru.se/esobe2024 for additional information. --- Sune Karlsson Professor of Statistics Handelshögskolan/Örebro University School of Business Phone: +46 19 301257 https://www.oru.se/hh/sune_karlsson https://econpapers.repec.org/RAS/pka1.htm E-mailing Örebro University will result in the university processing your personal data, for more information on how this is done, see https://www.oru.se/english/about-us/processing-of-personal-data-at-orebro-u…. E-mail correspondence with Örebro University may be classified as official and public documents and are handled according to archive regulations. ######################################################################## To unsubscribe from the ECONOMETRIC-RESEARCH list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=ECONOMETRIC-RESEARCH&… This message was issued to members of www.jiscmail.ac.uk/ECONOMETRIC-RESEARCH, a mailing list hosted by www.jiscmail.ac.uk, terms & conditions are available at https://www.jiscmail.ac.uk/policyandsecurity/ -- 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

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Fwd: [owps] Reminder next OWPS
by Faggionato, Alessandra 27 May '24

27 May '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: One World Probability <ow.probability(a)gmail.com> Date: Mon, 27 May 2024 at 08:40 Subject: [owps] Reminder next OWPS To: <owps(a)lists.bath.ac.uk> This is a gentle reminder that the next OWPS will be *today* from *15:00* to *17:00* *CEST *time. There will be two talks on the topic of exploration driven analysis of random graphs. The talks will touch upon general techniques and specific applications of these techniques. Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar <https://protect-eu.mimecast.com/s/-zGkCWqjZFlpkVlsnEyR_?domain=eur01.safeli…> . ----------------------- Talk 1 :* Mariana Olvera-Cravioto, University of North Carolina at Chapel Hill* Local limits and preferential attachment graphs This talk is meant to provide an overview of local weak convergence techniques for a large class of directed random graphs, including static models such as the Erdos-Renyi, Chung-Lu, stochastic block model, and configuration models, as well as dynamic models such as the collapsed branching process and the directed preferential attachment graph. We explain how local limits can be used to study important structural graph properties, including centrality measures such as the PageRank distribution. We further use the insights obtained from our analysis of centrality measures to explain how static models and evolving models differ in how large degree vertices are distributed within the graph and how they shape their neighborhoods. In particular, we show that the empirically accepted “power-law hypothesis” on scale-free graphs, which states that the PageRank distribution follows a power-law with the same tail index as the in-degree distribution, holds in most static models but not in the dynamic models we study. This is joint work with: Sayan Banerjee and Prabhanka Deka. Talk 2 : Sayan Banerjee, *University of North Carolina at Chapel Hill* Exploration-driven networks We propose and investigate a class of random networks where incoming vertices locally explore the graph before attaching to an existing vertex. Specific instances of these networks correspond to uniform attachment, linear preferential attachment and attachment with probability proportional to vertex PageRanks. We obtain local weak limits for such networks and use them to derive asymptotics for the limiting empirical degree and PageRank distribution. We also quantify asymptotics for the degree and PageRank of fixed vertices, including the root, and the height of the network. Two distinct regimes are seen to emerge, based on the expected exploration distance of incoming vertices, which we call the ‘fringe’ and ‘non-fringe’ regimes. These regimes are shown to exhibit different qualitative and quantitative properties. In particular, networks in the non-fringe regime undergo ‘condensation’ where the root degree grows at the same rate as the network size. Networks in the fringe regime do not exhibit condensation. Interesting phase transition phenomena are exhibited for the height of the tree and the limiting PageRank distribution. The latter connects to the well-known power-law hypothesis and the proposed class of models `interpolate’ between the PageRank behavior of static and dynamic graphs discussed in Mariana’s talk. Based on joint works with Mariana Olvera-Cravioto, Shankar Bhamidi and Xiangying (Zoe) Huang. Zoom-link: https://zoom.us/j/3766827761 Meeting ID: 376 682 7761 Passcode: sPNKq1 -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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talk Prof. Domenico Marinucci on May 27 - DIMA - UNIGE
by Ernesto De Vito 24 May '24

24 May '24

Dear all, this is a kind reminder of the following seminar Speaker : Domenico Marinucci (https://sites.google.com/view/domenicomarinucci/home) Affiliation: Dipartimento di Matematica - Università Roma Tor Vergata Title: Spectral complexity of deep neural networks Date: Monday, May 27, 2024 at 11.30 Place: Aula 704 (7th floor) , Dipartimento di Matematica at University of Genova, Via Dodencaneso 35, Teams link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NTEyMmU4MWEtZjIwOC00… Abstract: It is well-known that randomly initialized, push-forward, fully-connected neural networks weakly converge to isotropic Gaussian processes, in the limit where the width of all layers goes to infinity. In this paper, we propose to use the angular power spectrum of the limiting fields to characterize the complexity of the network architecture. In particular, we define sequences of random variables associated with the angular power spectrum, and provide a full characterization of the network complexity in terms of the asymptotic distribution of these sequences as the depth diverges. On this basis, we classify neural networks as low-disorder, sparse, or high-disorder; we show how this classification highlights a number of distinct features for standard activation functions, and in particular, sparsity properties of ReLU networks. Our theoretical results are also validated by numerical simulations. Joint work with Simmaco Di Lillo, Michele Salvi e Stefano Vigogna Best wishes, Ernesto --------------------- Ernesto De Vito DIMA - Dipartimento di Matematica MaLGa - Machine Learning Genoa center Via Dodecaneso 35 16146 Genova Italy e-mail: ernesto.devito(a)unige.it tel: +390103536783

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talk Dott. Marco Tarsia on May 29, 2024
by Mastrogiacomo Elisa 24 May '24

24 May '24

Dear all, you are invited to participate to the following seminar on Wednesday 29th of May 2024 at 12:00: Title: STOCHASTIC ORDERINGS FOR SET-VALUED RISK MEASURES Abstract: We introduce and analyze from an axiomatic point of view an extension to the set-valued scenario of the maximal correlation risk measure as defined by Burgert and Rüschendorf (2006). Furthermore, we present the notion of stochastic ordering for random vectors, utilizing the upper expectation operator - introduced in Hamel and Heyde (2021) - in conjunction with extensive classes of multidimensional functions. We then explore the consistency of such stochastic orderings for appropriate set-valued risk measures. These measures resemble the maximal correlation risk measure, offering flexibility regarding adherence to all the axioms of a portfolio aggregator and a proper set-valued risk measure. A remarkable example within this category is represented by law-invariant set-valued risk measures, such as the set-valued distortion risk measure as defined, for example, in Chen and Hu (2019). The in-person presentation will be held in Room 3 Padiglione Morselli, Via Ottorino Rossi, 9, 21100 Varese VA<https://www.google.com/maps/place//data=!4m2!3m1!1s0x478681f7697827db:0x771…>, Insubria University. Scan the QR code in the attached file to join the seminar online in MS Teams. Best regards, Elisa Mastrogiacomo Elisa Mastrogiacomo ----------------------------------------- Professore Ordinario di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia>

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JOB: Research Associate in Bayesian Statistics, Newcastle University
by Fabrizio Leisen 24 May '24

24 May '24

Con preghiera di diffusione. IMPORTANTE: Il candidato deve gia avere un dottorato di ricerca. Non sono considerati candidati che non hanno ancora ottenuto (o stanno per ottenere) un dottorato di ricerca. È richiesta buona conoscenza di Statistica Bayesiana e metodi computazionali. È una posizione di due anni basata a Newcastle. Il progetto sarà supervisionato da me, Prof. Cristiano Villa e Prof. Kevin Wilson. Cordiali Saluti, Fabrizio -- Fabrizio Leisen Professor of Statistics King’s College London Department of Mathematics Strand | WC2R 2LS | London JOB: Research Associate in Bayesian Statistics School of Mathematics, Statistics and Physics, Newcastle University Full advert: https://jobs.ncl.ac.uk/job/Newcastle-Research-Associate-in-Bayesian-Statist… Applications are invited from outstanding individuals for a Research Associate in Bayesian Statistics, to start from August/September 2024 for a period of two years. The project is at the forefront of Bayesian inference and aims to design a novel Bayesian methodology to implement Bayesian Additive Regression Trees (BART) models to deal with non-linear phenomena. In particular, the aim is to bridge the Loss-based methodology to the framework of BART, building on the previous works of Dr Cristiano Villa and Prof. Fabrizio Leisen on model selection, linear regression models and Gaussian graphical models. The successful candidate will work on developing prior distributions to estimate the structure of the trees and the number of trees in a BART model, and building scalable and efficient computational tools to ease the implementation of the methodology. The candidate must have a solid background in computational methods for Bayesian inference to develop efficient algorithms for the new proposed modelling framework. Within the project, the candidate will also perform theoretical modelling and data analysis, as well as disseminate the outputs through publications and presentations at scientific meetings. The successful candidate will join the growing Statistics group at Newcastle University and interact with the Statistics group at King's College London. The position is offered on a fixed term basis for two years from the start date, or tenable until the project end date, whichever is soonest. Generous funds are available for travel, training and other support. To apply, please complete the online application and attach a CV and covering letter by the deadline of 23rd June 2024. In your covering letter, please outline how you are either working towards, meet or exceed all the essential requirements for the role holder as outlined in the full advertisement, and highlight any expertise relevant to the project. For all information enquiries about the position, please contact Dr Kevin Wilson (kevin.wilson(a)newcastle.ac.uk<mailto:kevin.wilson@newcastle.ac.uk>), Prof Cristiano Villa (cristiano.villa(a)dukekunshan.edu.cn<mailto:cristiano.villa@dukekunshan.edu.cn>) or Prof. Fabrizio Leisen (fabrizio.leisen(a)kcl.ac.uk<mailto:fabrizio.leisen@kcl.ac.uk>). Kind Regards Kevin Dr Kevin Wilson Reader in Applied Statistics School of Mathematics, Statistics & Physics Newcastle University kevin.wilson(a)newcastle.ac.uk You may leave the list at any time by sending the command SIGNOFF allstat to listserv(a)jiscmail.ac.uk, leaving the subject line blank. -- Fabrizio Leisen Professor of Statistics King’s College London Department of Mathematics Strand | WC2R 2LS | London

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UPDATED: Time Series Models for Financial and Environmental Risk - May 30 - Ca' Foscari University
by Roberto CASARIN 21 May '24

21 May '24

Dear Colleagues, On Thursday the 30th of May you are all warmly invited to our one-day workshop organised under the GRINS Project on *Time Series Models for Financial and Environmental Risk* Participation is free. However, for organizational purposes, you are kindly asked to register by May the 27th here https://bit.ly/form-workshop-timeseriesmodels . Ca’ Foscari University, San Giobbe Economics Campus, Meeting Room 1, Venezia *Program:* 10.00am Registration 10.45am *Welcome Remarks: Prof. Monica Billio, Ca’ Foscari University of Venice, Project Leder of the Grins Spoke 4, Sustainable Finance.* *1st Session* 11.00am *Prof.* *Giacomo Bormetti, University of Pavia*, *Measuring price impact and information content of trades in a time-varying setting.* 11.45am *Dr. Giuseppe Buccheri, University of Verona*, *Semiparametric Estimation of Volatility in the Presence of Intraday Drift Dynamics.* 12.30pm Lunch *2nd Session* 2.00pm* Dr. Dario Palumbo, Ca' Foscari University of Venice*, *An Observation-Driven Generalized Poisson Model*. 2.45pm *Dr. Enzo D'Innocenzo, University of Bologna, **Limit results for score-driven filters**.* 3.30pm Coffee break 4.00pm *Keynote speech**: Prof. Andrew Harvey, University of Cambridge. **Score-driven models: overview and recent developments.* *Abstracts*: *Prof.* *Giacomo Bormetti,*University of Pavia, Italy https://unipv.unifind.cineca.it/get/person/021642 *Measuring price impact and information content of trades in a time-varying setting* We propose a non-linear observation-driven version of the Hasbrouck (1991) model for dynamically estimating trades' market impact and information content. We find that market impact displays an intraday pattern superimposed with large fluctuations. Some of them are exogenous, and, as an example, we investigate market impact dynamics around FOMC announcements. Contrary to Hasbrouck (1991), we find that the information content of trades depends on the local liquidity level and the recent history of prices and trades. Finally, we use the model to estimate the time-varying permanent impact parameter, which allows performing a dynamic transaction cost analysis. Joint work with Francesco Campigli and Fabrizio Lillo. *Dr. Giuseppe Buccheri,*University of Verona, Italy https://sites.google.com/view/giuseppe-buccheri/home *Semiparametric Estimation of Volatility in the Presence of Intraday Drift Dynamics* In the conventional semimartingale representation of the log-price of a financial security, the volatility of daily log-returns is consistently estimated by their ex-post quadratic variation. A crucial assumption underlying this result is that the drift dynamics are negligible or pre-determined given past information. Recent empirical evidences of intraday unanticipated variations of mean returns call into doubt the validity of this assumption. We propose a semiparametric estimator of the daily return volatility incorporating the effect of stochastic intraday dynamics of the drift process. This framework allows us to test for the presence of drift dynamics in the data and to assess their impact on the daily return volatility. Our empirical analysis shows three main results: (i) there exists compelling evidence of intraday drift dynamics across various asset classes; (ii) when the drift moves significantly, our measure of volatility provides a better description of the return distribution; (iii) the component of the return variance associated with drift dynamics is non-negligible and possesses predictive power. Joint work with Giorgio Vocalelli. *Dr. Dario Palumbo,* Ca' Foscari University of Venice, Italy https://www.unive.it/data/people/22437798 *An Observation-Driven Generalized Poisson Model for Environmental Variables* Based on the Generalised Poisson (GP) conditional distribution, a new general class of observation-driven models for count data is presented and their theoretical properties are derived. The GP is a flexible distribution which allows for both under- and over-dispersion. As a special member of this class, a score-driven model version is introduced. We show that this specification is robust to the presence of outliers and can be extended to allow for time varying over-dispersion. For the estimation of the model we provide a Bayesian inference framework and an efficient posterior approximation procedure based on Markov Chain Monte Carlo. The applications on environmental variables show that the proposed model is well suited for capturing the over-dispersion feature of the data. *Dr. Enzo D'Innocenzo,* University of Bologna, Italy https://www.enzodinnocenzo.com/ *Limit results for score-driven filters* A study of the filtering approximation-theoretic properties of score-driven time series models. The new results are derived under a set of Lipschitz-type and tail conditions, from which I obtain maximal and deviation inequalities for the filtering approximation error. For the latter, I use techniques from empirical process theory. The novel proposed approach allows, for the first time, to study the asymptotic behavior of the empirical distribution function and the empirical processes of the approximated residuals. Since score-driven models encompasses the well-known generalized autoregressive conditional heteroskedasticity, it is proved that the results obtained in this paper extends those of Francq and Zakoian (2022) for this class of nonlinear models. In conclusion, I also give an application of these results to a popular score-driven time series models, namely, the Beta-t-GARCH(1,1) model. *Prof. Andrew Harvey,*University of Cambridge, UK *https://www.econ.cam.ac.uk/people/emeritus/ach34 <https://www.econ.cam.ac.uk/people/emeritus/ach34>* *Score-driven models: overview and recent developments* Score-driven <ach34(a)cam.ac.uk)Score-driven> time series models were introduced into the literature more than a decade ago. Since then progress has been made on the theory and a variety of new models have been introduced. I begin by reviewing theoretical results on stationarity and invertibility and show how these apply to moment-driven and score-driven models for dynamic location and/or scale parameters from a wide range of distributions. Issues of robustness are discussed and it is argued that quasi score-driven (QSD) models have an important role to play. The advantages of an exponential link function are stressed. In particular it is argued that (Q)SD-EGARCH models are much better than standard (moment-driven) GARCH models. I finish by showing how the score-driven approach solves two difficult problems: constructing time series models for censored observations and circular data. -- 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

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Time Series Models for Financial and Environmental Risk - May 30 - Ca' Foscari University
by Roberto CASARIN 21 May '24

21 May '24

Dear Colleagues, On Thursday the 30th of May you are all warmly invited to our one-day workshop organised under the GRINS Project on *Time Series Models for Financial and Environmental Risk* *https://www.unive.it/data/33113/3/88487 <https://www.unive.it/data/agenda/3/88487>* Participation is free. However, for organizational purposes, you are kindly asked to register by May the 27th here https://bit.ly/form-workshop-timeseriesmodels . Ca’ Foscari University, San Giobbe Economics Campus, Meeting Room 1, Venezia *Program:* 10.00am Registration 10.45am *Welcome Remarks: Prof. Monica Billio, Ca’ Foscari University of Venice, Project Leder of the Grins Spoke 4, Sustainable Finance.* *1st Session* 11.00am *Prof.* *Giacomo Bormetti, University of Pavia*, *Measuring price impact and information content of trades in a time-varying setting.* 11.45am *Dr. Giuseppe Buccheri, University of Verona*, *Semiparametric Estimation of Volatility in the Presence of Intraday Drift Dynamics.* 12.30pm Lunch *2nd Session* 2.00pm* Dr. Dario Palumbo, Ca' Foscari University of Venice*, *An Observation-Driven Generalized Poisson Model*. 2.45pm *Dr. Enzo D'Innocenzo, University of Bologna, **Limit results for score-driven filters**.* 3.30pm Coffee break 4.00pm *Keynote speech**: Prof. Andrew Harvey, University of Cambridge. **Score-driven models: overview and recent developments.* *Abstracts*: *Prof.* *Giacomo Bormetti,*University of Pavia, Italy https://unipv.unifind.cineca.it/get/person/021642 <https://warwick.ac.uk/dfirth> *Measuring price impact and information content of trades in a time-varying setting* We propose a non-linear observation-driven version of the Hasbrouck (1991) model for dynamically estimating trades' market impact and information content. We find that market impact displays an intraday pattern superimposed with large fluctuations. Some of them are exogenous, and, as an example, we investigate market impact dynamics around FOMC announcements. Contrary to Hasbrouck (1991), we find that the information content of trades depends on the local liquidity level and the recent history of prices and trades. Finally, we use the model to estimate the time-varying permanent impact parameter, which allows performing a dynamic transaction cost analysis. Joint work with Francesco Campigli and Fabrizio Lillo. *Dr. Giuseppe Buccheri,*University of Verona, Italy https://sites.google.com/view/giuseppe-buccheri/home <https://www.ikosmidis.com/> *Semiparametric Estimation of Volatility in the Presence of Intraday Drift Dynamics* In the conventional semimartingale representation of the log-price of a financial security, the volatility of daily log-returns is consistently estimated by their ex-post quadratic variation. A crucial assumption underlying this result is that the drift dynamics are negligible or pre-determined given past information. Recent empirical evidences of intraday unanticipated variations of mean returns call into doubt the validity of this assumption. We propose a semiparametric estimator of the daily return volatility incorporating the effect of stochastic intraday dynamics of the drift process. This framework allows us to test for the presence of drift dynamics in the data and to assess their impact on the daily return volatility. Our empirical analysis shows three main results: (i) there exists compelling evidence of intraday drift dynamics across various asset classes; (ii) when the drift moves significantly, our measure of volatility provides a better description of the return distribution; (iii) the component of the return variance associated with drift dynamics is non-negligible and possesses predictive power. Joint work with Giorgio Vocalelli. *Dr. Dario Palumbo,* Ca' Foscari University of Venice, Italy https://www.unive.it/data/people/22437798 *An Observation-Driven Generalized Poisson Model for Environmental Variables* Based on the Generalised Poisson (GP) conditional distribution, a new general class of observation-driven models for count data is presented and their theoretical properties are derived. The GP is a flexible distribution which allows for both under- and over-dispersion. As a special member of this class, a score-driven model version is introduced. We show that this specification is robust to the presence of outliers and can be extended to allow for time varying over-dispersion. For the estimation of the model we provide a Bayesian inference framework and an efficient posterior approximation procedure based on Markov Chain Monte Carlo. The applications on environmental variables show that the proposed model is well suited for capturing the over-dispersion feature of the data. *Dr. Enzo D'Innocenzo,* University of Bologna, Italy https://www.enzodinnocenzo.com/ <https://researchportal.uc3m.es/display/inv16189> *Limit results for score-driven filters* A study of the filtering approximation-theoretic properties of score-driven time series models. The new results are derived under a set of Lipschitz-type and tail conditions, from which I obtain maximal and deviation inequalities for the filtering approximation error. For the latter, I use techniques from empirical process theory. The novel proposed approach allows, for the first time, to study the asymptotic behavior of the empirical distribution function and the empirical processes of the approximated residuals. Since score-driven models encompasses the well-known generalized autoregressive conditional heteroskedasticity, it is proved that the results obtained in this paper extends those of Francq and Zakoian (2022) for this class of nonlinear models. In conclusion, I also give an application of these results to a popular score-driven time series models, namely, the Beta-t-GARCH(1,1) model. *Prof. Andrew Harvey,*University of Cambridge, UK *https://www.econ.cam.ac.uk/people/emeritus/ach34 <https://www.econ.cam.ac.uk/people/emeritus/ach34>* *Score-driven models: overview and recent developments* Score-driven <ach34(a)cam.ac.uk)Score-driven> time series models were introduced into the literature more than a decade ago. Since then progress has been made on the theory and a variety of new models have been introduced. I begin by reviewing theoretical results on stationarity and invertibility and show how these apply to moment-driven and score-driven models for dynamic location and/or scale parameters from a wide range of distributions. Issues of robustness are discussed and it is argued that quasi score-driven (QSD) models have an important role to play. The advantages of an exponential link function are stressed. In particular it is argued that (Q)SD-EGARCH models are much better than standard (moment-driven) GARCH models. I finish by showing how the score-driven approach solves two difficult problems: constructing time series models for censored observations and circular data. -- 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

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Summer School on "Computational Methods in Finance and Economics", 9-13 September 2024, San Miniato, Italy.
by Giulio Bottazzi 21 May '24

21 May '24

Dear Colleagues, the Centro de Giorgi, Scuola Normale Superiore, and the Institute of Economics of Scuola Superiore Sant'Anna, are jointly organizing the Ph.D.Summer School on "Computational Methods in Finance and Economics". The school is aimed at graduate students in Economics, Finance and related disciplines. For information and application please check https://crm.sns.it/event/528/ Best Regards, Giulio Bottazzi -- Giulio Bottazzi PGP Key ID:BAB0A33F Professor of Economics Faculty of Social Sciences Advanced Calculus for Economics and Finance Theory and Methods https://link.springer.com/book/10.1007/978-3-031-30316-6 Scuola Superiore Sant'Anna 56127 - Pisa, Italy Phone:(+39)-050-883365 email:bottazzi@santannapisa.it Fax: (+39)-050-883344 http://www.sssup.it/~bottazzi The information transmitted is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. Any review of, re-transmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient, is prohibited. If you received this in error, please inform the sender by e-mail and delete the content. Il contenuto e gli allegati di questo messaggio sono strettamente confidenziali e ad uso esclusivo del destinatario. Ne sono vietati la diffusione, l'inoltro e l'uso non autorizzato da parte di utenti diversi dal destinatario. Qualora il presente messaggio Le fosse pervenuto per errore, La preghiamo di distruggerlo e darcene comunicazione a mezzo e-mail.

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seminar PESCE
by Stefano Pagliarani 20 May '24

20 May '24

Dear all, On May 22nd, in the classroom Aula Arzelà, Department of Mathematics of the University of Bologna, the following seminars will take place: * 11:00-12:00: Antonello PESCE "OPTIMAL IRREVERSIBLE INVESTMENTS WITH PRICE IMPACT IN A COMPETING MARKET: A SINGULAR STOCHASTIC GAME" * 12:00-13:00: Fabrizio LILLO "A NOISY DYNAMICAL SYSTEM MODEL OF FINANCIAL SYSTEMIC RISK" as part of the cycle Stochastics and Applications. The abstracts are available at https://www.dm.unibo.it/seminari/mat/serials/36 For any question, please contact the organizers: Lorenzo Cerboni Baiardi and Stefano Pagliarani. ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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Seminario 4 giugno e visita a Milano Bandyopadhyay Antar
by Giacomo Aletti 20 May '24

20 May '24

Nell’ambito dei progetti di eccellenza, il Prof. Bandyopadhyay Antar Theoretical Statistics and Mathematics Unit Head of Indian Statistical Institute, Delhi Centre, New Delhi, India sarà a Milano nella settimana 2-9 giugno. È stato organizzato un seminario per il 4 giugno 2024 dalle ore 14.30 alle ore 15.30 in Aula Maggiore, via Celoria 2, Milano, dal titolo A classical random reinforcement model viewed differently! Abstract: In this talk, we will start by explaining a classical random reinforcement model introduced by Pólya back in 1920 which is widely known as the Pólya's urn scheme. We will then indicate several unrelated examples can be thought as following Pólya's model provided we allow ourselves a novel infinite dimensional generalization. After indicating the difficulties which arise due to absence of good mathematical (mostly algebraic) techniques to deal with infinite dimensional matrices (or appropriate linear operators), we will explain a new probabilistic technique to handle the infinite dimensional generalization. We shall define a novel stochastic process which will turn out to be Markov with respect to a new type of "time'' parameter, which instead of deterministic and unidirectional, will be random and will have a tree-type structure. We shall show that this new process and the infinite dimensional generalization of Pólya's balanced urn scheme have the same law. This will enable us to derive fairly general scaling limits for the infinite dimensional scheme and show that classical results can be easily derived without much difficulties and completely avoiding algebraic techniques. Moreover, we will show that apparently unrelated problems arising from a variety of different fields such as combinatorics, statistical physics and statistics, can be solved by using this new generalization. Il seminario è pensato per un pubblico non specialistico ed è aperto a tutti.

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talk Prof. Nacira Agram on May 23, 2024 - REMINDER
by Emanuela Rosazza Gianin 20 May '24

20 May '24

Dear all, you are all invited to participate to the following seminar on *Thursday 23th of May 2024 at 15:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Nacira Agram (KTH Stockholm)* Titolo: *Deep learning for conditional McKean-Vlasov Jump diffusions* Abstract: My talk focuses on using deep learning methods to optimize the control of conditional McKean-Vlasov jump diffusions. We begin by exploring the dynamics of multi-particle jump-diffusion and presenting the propagation of chaos. The optimal control problem in the context of conditional McKean-Vlasov jump-diffusion is introduced along with the verification theorem (HJB equation). A linear quadratic conditional mean-field (LQ CMF) is discussed to illustrate these theoretical concepts. Then, we introduce a deep-learning algorithm that combines neural networks for optimization with path signatures for conditional expectation estimation. The algorithm is applied to practical examples, including LQ CMF and interbank systemic risk, and we share the resulting numerical outcomes. Based on joint work with Jan Rems. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Seminario Padova - Marta Leocata
by alekos.cecchin＠unipd.it 20 May '24

20 May '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (24 Maggio) alle ore 14:30 in aula 2AB45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Marta Leocata (Luiss University) https://sites.google.com/view/martaleocata/ Title: A MFG approach for competing firms in the Emission Trading System Date: May 24, 2024, at 14:30, 2AB45 Abstract: In this talk I will consider the problem of reducing the carbon emissions of a set of firms over a finite time horizon. Firms can trade allowances in a way that minimizes the total expected costs from abatement and trading plus a terminal quadratic penalty, and they can also choose which type of energy to use (fossil or green) to produce their goods and thus maximize profits from production. Using mean-field game theory and mean field control theory, we aim to understand how different types of market competition can influence the energy transition. This is a joint work with Giulia Livieri (LSE) and Gianmarco Del Sarto (SNS). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminar in Statistics - SAMUEL LIVINGSTON
by Pierpaolo De Blasi 20 May '24

20 May '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 24 Maggio 2024, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Samuel Livingston (UCL UK) Title: *Robust gradient-based sampling algorithms using skew-symmetric numerical schemes* Abstract: State-of-the-art sampling algorithms for smooth continuous distributions are typically gradient-based, e.g. Langevin or Hamiltonian Monte Carlo. It is known, however, that particular features of the distribution to be sampled can cause them to be unstable/work poorly. The algorithms are typically based on a numerical simulation of some stochastic process (e.g. the overdamped Langevin diffusion), and the instability comes from the choice of numerical scheme. I will introduce a new explicit numerical scheme for diffusions, which has skew-symmetric increments, and can be used to design simple and fast sampling algorithms that are provably more robust. I will show that the resulting 'unadjusted Barker algorithm', so called because of its connection to the Barker Metropolis—Hastings algorithm of Livingstone & Zanella (JRSS B, 2022) is well-defined and converges at a geometric rate to an equilibrium which is close to the distribution of interest in many cases when the unadjusted Langevin algorithm is transient. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81530120491?pwd=YUV4Y2dtb1creEMvRkR5SkpmeW1sQT09> 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/>

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Posizioni Postdoc all'Università di Granada
by Antonio DI CRESCENZO 18 May '24

18 May '24

Buongiorno, invio notizia di 2 posizioni Postdoc all'Università di Granada su argomenti: - "Modelling and differential equations" e "Statistics and operational research". _____________________________________________________________ To all interested candidates: The Institute of Mathematics of the University of Granada (IMAG) offers two postdoctoral positions, to start in September-October 2024, and with an end date of December 31, 2025. These positions are in the areas of "*Modelling and differential equations*" and "*Statistics and operational research*" (one position per area). The application deadline is *June 10, 2024*. Further details can be found at IMAG's website https://wpd.ugr.es/~imag/imag-maria-de-maeztu-postdocs-2024/ These contracts are supported by IMAG's Excellence Seal "María de Maeztu" with reference CEX2020-001105-M. --

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6-year assistant professor position (non-tenured) in probability, TU Vienna
by Toninelli, Fabio Lucio 18 May '24

18 May '24

Dear colleague, the Technical University of Vienna is advertising a 6-year assistant professor position (non-tenured) in probability theory, within the Probability research group (https://www.tuwien.at/en/mg/proba)<https://www.tuwien.at/en/mg/mstoch> <https://www.tuwien.at/en/mg/mstoch> Deadline for applications: June 27th, 2024. Earliest possible starting date: September 2024 For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/233239 The teaching load is 4 hours/week. Please forward this to potentially interested candidates Best wishes Fabio Toninelli (head of the Probability group) --------------------------------------------------------------------- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

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Open Postdoc Position in the are of mathematical Finance at the University of Vienna
by viktoria.schildhammer＠univie.ac.at 17 May '24

17 May '24

Dear All, this is to inform about an open Postdoc position at the department of Statistics and Operations Research at the University of Vienna, in the working group of Prof. Cuchiero. The University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Post-Doc (2 years, 40h) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The post-doctoral researcher will work in the group of the START research project "Universal structures in Mathematical Finance", led by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance. *Deadline for applications: June 15, 2024.* Further information can be found here: https://jobs.univie.ac.at/job-invite/2493/ Please foward this message to any interested person. Thank you and best wishes Viktoria Schildhammer

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