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Workshop Announcement - "Common trends and challenges in QFT and stochastic PDEs" - Pavia 11-12/01/2024
by lorenzo zambotti 01 Dec '23

01 Dec '23

Ricevo e inoltro De: Claudio Dappiaggi <claudio.dappiaggi(a)unipv.it> Objet: Workshop Announcement - "Common trends and challenges in QFT and stochastic PDEs" - Pavia 11-12/01/2024 Date: 20 novembre 2023 à 09:46:36 UTC+1 À: Alberto Bonicelli <alberto.bonicelli01(a)universitadipavia.it> Dear Colleague, I would like to draw your attention on the upcoming workshop "Common trends and challenges in QFT and stochastic PDEs" which will take place in Pavia at the Almo Collegio Borromeo on the 11th and 12th of January 2024. Further information on the event can be found at the webpage https://sites.google.com/view/spdesqft/home and the deadline to register is the 10th of December 2023. Notice that the number of participants is limited to 40 on account of organizational restrictions. We would be grateful if you could share the content of this e-mail with your students and with all those who might be interested in this event. In addition, please, attached find a pdf poster of the workshop. Looking forward to hosting you in Pavia. Best regards, Claudio Dappiaggi (on behalf of the organizing committee) -- Claudio Dappiaggi Dipartimento di Fisica Professore Associato Fisica Matematica Via Bassi, 6 - 27100 Pavia (Italia) <http://maps.google.com/?q=Via+Bassi%2C+6+27100+Pavia+%28Italia%29> T. 0382987440 <tel:0382987440> https://claudiodappiaggi.com/

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Postdoc PRIN2022 Stochastic control and games and the role of information
by Claudia Ceci 01 Dec '23

01 Dec '23

Dear all, The Department MEMOTEF, University of Roma Sapienza, is calling for applications for a postdoc funded by the PRIN 2022: *Stochastic control and games and the role of information* (PI: Prof. Claudia Ceci, 12 months). The postdoctoral fellows should have completed, or be close to completing, a PhD. *The deadline to apply is December, 29 2023.* The call is available here: https://web.uniroma1.it/trasparenza/bando/211428_bando-assegno-di-ricerca-n… Please feel free to forward this email to potentially interested candidates. Thanks and Best Regards, Claudia Ceci ************************************* Claudia Ceci Department MEMOTEF University of Rome, Sapienza Via Del Castro Laurenziano 9 Rome 00161 Italy Email: claudia.ceci(a)uniroma1.it

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Assegno di ricerca: Building resilience to emerging risks in financial and insurance markets
by Gabriele Stabile 30 Nov '23

30 Nov '23

Buongiorno. Si segnala che presso il Dipartimento di metodi e modelli per l'economia, il territorio e la finanza (Università Sapienza di Roma) è stato bandito un assegno di ricerca per il settore scientifico disciplinare SECS-S/06 dal titolo: "*Building resilience to emerging risks in financial and insurance markets* ", nell'ambito del progetto PRIN 2022 con stesso titolo. L'assegno ha durata pari a *12 mesi* e il bando scadrà il *29/12/2023* Il bando è reperibile al link seguente https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/211431/2023-12-29T… Gabriele Stabile

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Fwd: Postdoc position in Lyon in probability / mathematical physics (2024-2026)
by Faggionato, Alessandra 29 Nov '23

29 Nov '23

Ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Christophe Garban <christophe.garban(a)gmail.com> Date: mer 29 nov 2023, 09:29 Dear colleagues, I am currently advertising a two-year postdoc position (with a possible extension to a third year) in probability/mathematical physics in University of Lyon 1, deadline January, 18th. Please transfer the announcement below to potential candidates. Thanks a lot! Best wishes, Christophe. ---------------------- Postdoc position in Lyon for 2024 Université Lyon 1 (funded by the ERC project Vortex) Applications are invited for one (possibly two) postdoctoral fellowship in probability/mathematical physics at University Lyon 1. The postdoc is funded by the European Research Council grant Vortex. Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. Practical information: (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2024.pdf ) - The position is for two years (with a possible extension to a third year), with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). - No teaching. - A lot of activity around probability in Lyon. - Great city :-) - The expected starting date is September 2024, but a different date may be arranged. Application and deadline: Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com) before *January 18th, 2024.* Applicants should also arrange for up to three letters of recommendation to be sent to the same address. They will be evaluated first on January 19th, 2024 and then on a rolling basis. *Contacts: *(all members of the ERC project Vortex). Christophe Garban (christophe.garban(a)gmail.com) Diederik van Engelenburg (diederikvanengelenburg(a)gmail.com) Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl) Jean-Marie Stéphan (stephan(a)math.univ-lyon1.fr)

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Seminario di Daniel Parisi - 4 dicembre, Sapienza Università di Roma
by Giacomo Di Gesu 29 Nov '23

29 Nov '23

Buongiorno a tutti, segnalo il seguente seminario: *Lunedì 4 dicembre, ore 17:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Daniel Parisi, Sapienza Università di Roma *Title:* Entropy and mixing time of non-local Markov chains. *Abstract:* We discuss the convergence to the stationary distribution for non-local Markov chains on general spin systems on arbitrary graphs. We show that the relative entropy functional of the corresponding Gibbs measure satisfies the block factorization of entropy, an inequality that controls the entropy on a given region V in terms of a weighted sum of the entropies on blocks A ⊂ V when each A is given an arbitrary nonnegative weight α_A. This inequality generalizes the approximate tensorization of entropy and provides a natural extension of the classical Shearer inequality satisfied by the Shannon entropy. As a consequence of block factorization, we obtain optimal bounds on the mixing time of a large class of sampling algorithms for the ferromagnetic Ising/Potts models, including non-local Markov chains such as the heat-bath block dynamics and the Swendsen-Wang dynamics. The methods also apply to spin systems with hard constraints such as q-colorings and the hard-core gas model. First, we consider spin systems on the d-dimensional lattice Z^d satisfying strong spatial mixing. Then we extend our analysis to spin systems on an arbitrary graph satisfying spectral independence. Finally, we show that the existence of a contractive coupling for any local Markov chain implies spectral independence. saluti, Giacomo Di Gesù

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PhD position in Hamburg
by Michele Salvi 29 Nov '23

29 Nov '23

Ricevo ed inoltro: The Institute of Mathematics of Hamburg University of Technology invites applications for a PhD position in probability theory. The position is funded via the DFG Priority Programme 2265 Random Geometric Systems and the research topic will be on the intersection of limit theorems, Stein's method and stochastic geometry. The successful candidate is expected to have a Master's degree in Mathematics or a related field, a good background in probability theory and proficiency in written and spoken English. The position (75%, TV-L 13) is for three years. The starting date should be in spring or earlier summer 2024. Please apply by December 18, 2023 online via our application portal, where you can find more information: https://stellenportal.tuhh.de/hyuhw For questions please contact Prof. Dr. Matthias Schulte at matthias.schulte(a)tuhh.de <mailto:matthias.schulte@tuhh.de>.

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Convegno in memoria di Giuseppe Da Prato
by Marco Romito 29 Nov '23

29 Nov '23

Giovedì 7 dicembre 2023, Sala Azzurra, Scuola Normale Superiore, Pisa /Una giornata scientifica in ricordo di Giuseppe Da Prato/ 9:30 saluti di Luigi Ambrosio 9:45 Mimmo Iannelli, "Ricordando Beppe, un maestro e un amico" Seguono eventuali brevi interventi liberi. 11:00 coffee break 11:30 Alessandra Lunardi, "Beppe Da Prato e 50 anni di equazioni di evoluzione" 12:30 pranzo 14:30 Lorenzo Zambotti, "Beppe Da Prato e 50 anni di SPDEs" 15:30 Chiusura di Piermarco Cannarsa ed eventuali brevi interventi. Il comitato organizzatore: Luigi Ambrosio Piermarco Cannarsa Gabriella Di Blasio Franco Flandoli Luciano Tubaro

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One world probability seminar this Thursday
by Ilya Chevyrev 28 Nov '23

28 Nov '23

Dear all. The next session of the One World Probability Seminar will be this Thursday (November 30) from 14:00 to 16:00 *UTC time*.The speakers of this session are Vittoria Silvestri (University of Rome La Sapienza) and James Norris (University of Cambridge). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden growth or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will introduce the ALE models, which include Hastings-Levitov models as particular cases, and discuss their large scale behaviour. Based on joint work with James Norris (Cambridge, UK) and Amanda Turner (Leeds, UK). Speaker 1 (14:00-15:00 UTC): Vittoria Silvestri (University of Rome La Sapienza). Title: Analysis of stochastic evolutions in infinite dimensions: application to stability of the Hastings-Levitov models Abstract: Martingales play a important role in the analysis of stochastic processes, in particular in demonstrating laws of large numbers and central limit behaviour. Motivated by the Aggregate Loewner Evolution models discussed in the preceding talk, I will discuss an interplay between martingale inequalities and Lp-multiplier estimates which allows to extend the use of martingales in an infinite-dimensional setting. (This is joint work with Vittoria Silvestri (Rome, La Sapienza) and Amanda Turner (Leeds).) Speaker 2 (15:00-16:00 UTC): James Norris (University of Cambridge). Zoom-link: https://univienna.zoom.us/j/69906409670?pwd=TUNNRFRsMUtSMHA0Y3k2eVhpdVpMQT09 Meeting ID: 699 0640 9670 Passcode: 081765

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3-year Assistant Professorship in Mathematics, DCU
by Paolo Guasoni 28 Nov '23

28 Nov '23

Dear Colleagues, The School of Mathematical Sciences in Dublin City University is inviting applications for the post of Assistant Professor in Mathematics. This is a 3-year position, involving teaching and research. It is expected that the successful candidate will be in post by September 2024. Further details concerning the position may be found at https://www.dcu.ie/sites/default/files/inline-files/rc230616-advert-ap-scho… The application form for interested candidates is available to download at https://www.dcu.ie/hr/vacancies-current-vacancies-external-applicants with the closing date for applications being* Monday 8 January 2024*. Please bring this position to the attention of any interested candidates. With thanks and best wishes, John Appleby -- Professor John Appleby Head, School of Mathematical Sciences A: School of Mathematical Sciences Dublin City University Glasnevin Dublin 9 IRELAND T: +353 1 700 8232 T (secretary): +353 1 700 5293 E: John.Appleby(a)dcu.ie -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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PhD Scholarships in Mathematics at Heriot Watt University, Edinburgh
by Ottobre, Michela 28 Nov '23

28 Nov '23

Dear all, Heriot Watt and the Maxwell Institute for Mathematical Sciences, Edinburgh, are advertising a number of fully funded PhD Scholarships, of the duration of 3 and a half to 4 years. The research activities in Mathematics of Heriot watt and of the Maxwell Institute have an established record across the range of mathematical sciences. The Maxwell Institute is a recognised center for excellence, which ranked 3rd in the UK for quality and breadth of its research at REF2021. Our vibrant research environment is further enhanced by the presence of the International Center for Mathematical Sciences, which attracts a constant flow of national and international high calibre visitors. Applications are open in any area of Pure and Applied Mathematics, including (but not restricted to) Algebra, Mathematical Physics, Analysis of PDEs, Inverse Problems, Uncertainty Quantification, Calculus of Variations, Probability, Stochastic Analysis, Numerical Analysis, Mathematical Biology and Ecology, Modelling, Statistics, Computational Science, Actuarial Mathematics etc. A first deadline for applications is the 22nd of January 2024. After that, the online application system will remain open until end of June, but best chances are for students that apply before January 2022. For information on our programmes, see the link below https://www.maxwell.ac.uk/graduate-school/ A description of (many of) the PhD projects offered by the HW research groups can be found here https://www.hw.ac.uk/uk/schools/mathematical-computer-sciences/research/phd… We actively promote Equality, Diversity and Inclusion and welcome applications from all qualified applicants. All the Best, Michela -------------------------------------- Michela Ottobre Associate Professor of Mathematics Heriot-Watt University https://www.macs.hw.ac.uk/~mo3/ My working hours are flexible. I do not expect a reply outside of your normal working hours ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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Course by Ismael CASTILLO (Sorbonne University)
by Matteo Ruggiero 28 Nov '23

28 Nov '23

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting) we are pleased to announce the following course: -------------------------------------- Ismael CASTILLO (Sorbonne University) ASYMPTOTICS IN BAYESIAN NONPARAMETRICS. Syllabus: - Frequentist analysis of posterior distributions, dominated case, generic convergence theorem - Gaussian process priors and adaptation to smoothness - Deep neural network priors and deep GPs: adaptation to smoothness and structure - Variational Bayes: convergence of variational approximations -------------------------------------- The course will be held exclusively in-person, according to the following schedule: - Tue 12/12, h.16-18 - Wed 13/12, h.14-16 - Thu 14/12, h.9.15-11.15 - Thu 14/12, h.14-16 Course location: Room 30, third floor, Corso Unione Sovietica 218/bis, 10134, Turin. Participation is open to all interested. Best regards, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Course Financial Risk Management by Kim Christensen in Verona, 3 lectures in presence
by Cecilia Mancini 27 Nov '23

27 Nov '23

Dear all, Professor Kim Christensen, from Aarhus University, will hold 3 lectures on the topic “Financial Risk Management ”, for master and PhD students, only IN PRESENCE. The activity is part of the PhD program at the Department of Economics, University of Verona, track Data Analysis and Finance Registration is required, deadline: Tuesday 28 November 2023, 24.00 hrs Here is the timetable 05.12.2023 14.00 – 16.30 Historical simulation, Expected shortfall, room Lab SMS8 (Santa Marta) 06.12.2023 10.00 – 12.30 Probability theory, Time series analysis, room SMT04 (Santa Marta) 06.12.2023 14.00 – 16.30 Volatility modeling, room SMT04 (Santa Marta) Department of Economics (Santa Marta), via Cantarane 24, Verona All interested people are invited to attend In case introductory and summary material on basic concepts and on Value-at-Risk is needed, we can indicate some preliminary references Description: Every day, companies around the world are exposed to various sources of financial risk. Risk management is the process by which such risk exposures are identified, measured and controlled. This course intends to introduce students to basic elements of financial risk management, including how to define risk, how we can measure risk from historical returns data, and how we can exploit stylized features of empirical risk measures to construct time series forecasts of the risk we expect to face in the future. Topics covered: - Coherent risk measures - Expected Shortfall - Historical simulation - Basic time series analysis - Time-varying volatility - Volatility modeling and forecasting - RiskMetrics - The GARCH(1,1) model Prerequisites - introduction to financial risk management, - sources of financial risk - Value-at-risk Reference text: Christofferson, P. F. (2012): Elements of Financial Risk Management. Elsevier Academic Press. Best regards, Cecilia Mancini

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One world probability seminar on Thursday 30 November
by Ilya Chevyrev 24 Nov '23

24 Nov '23

Dear all. The next session of the One World Probability Seminar will be next week on Thursday (November 30) from 14:00 to 16:00 *UTC time*. The speakers of this session are Vittoria Silvestri (University of Rome La Sapienza) and James Norris (University of Cambridge). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden growth or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will introduce the ALE models, which include Hastings-Levitov models as particular cases, and discuss their large scale behaviour. Based on joint work with James Norris (Cambridge, UK) and Amanda Turner (Leeds, UK). Speaker 1 (14:00-15:00 UTC): Vittoria Silvestri (University of Rome La Sapienza). Title: Analysis of stochastic evolutions in infinite dimensions: application to stability of the Hastings-Levitov models Abstract: Martingales play a important role in the analysis of stochastic processes, in particular in demonstrating laws of large numbers and central limit behaviour. Motivated by the Aggregate Loewner Evolution models discussed in the preceding talk, I will discuss an interplay between martingale inequalities and Lp-multiplier estimates which allows to extend the use of martingales in an infinite-dimensional setting. (This is joint work with Vittoria Silvestri (Rome, La Sapienza) and Amanda Turner (Leeds).) Speaker 2 (15:00-16:00 UTC): James Norris (University of Cambridge). Zoom-link: https://univienna.zoom.us/j/69906409670?pwd=TUNNRFRsMUtSMHA0Y3k2eVhpdVpMQT09 Meeting ID: 699 0640 9670 Passcode: 081765

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Workshop EFI9 - deadline(s) approaching (fwd)
by Tiziano Vargiolu 24 Nov '23

24 Nov '23

Dear all, we invite you to submit contributions to the 9th edition of the Energy Finance Italia conference (EFI9) that will be held on February 12-14, 2024 at the University of Bari. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. Keynote speaker: Ruediger Kiesel (University of Duisburg/Essen). Best paper prize: EFI prize, for authors born after January 1st, 1994 A special issue of "Energy Economics" will be associated with this conference. More information on the website https://events.math.unipd.it/EFI9/home IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 27, 2023 (NEXT MONDAY!) - Deadline for abstracts/papers submissions: Dec. 4, 2023, - Notification of abstract/paper acceptance: Dec. 18, 2023. - Early bird registration: Dec. 22, 2023 VENUE: Department of Business and Law Studies Largo Abbazia Santa Scolastica 53, Bari Looking forward to meet you in Bari! Best Regards for the Organizing committee: Viviana Fanelli and Tiziano Vargiolu

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Executive Master in Quantum Machine Learning - the Ca' Foscari University of Venice
by Marco Corazza 24 Nov '23

24 Nov '23

Kind All, I'm pleased to present to you the second edition of the *Executive Master in Quantum Machine Learning* <https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning-…> at the Ca' Foscari University of Venice, which explores *Machine Learning*, *Quantum Computing*, *FinTech*, and others. The Master’s Program has a duration of *one year* and is delivered through *online streaming*, Fridays and Saturdays, full time. The course is scheduled to start in *February 2024*. Candidates have to submit the application for admission by *January*, the *14th 2024*. You can join the *Open-Lesson* on FinTech applications scheduled on *December 2nd, 2023*, starting from *2:00 pm* (Italian time). The Master’s degree Program can rely on important partners and sponsors, including: *Be | Shaping the future*, *Deep Learning Italy*, *IBM*, *Qi4M - AI for Finance*. You can find general information at the following link <https://www.cafoscarichallengeschool.it/wp-content/uploads/2023/05/Descript…> . I respectfully request the widest dissemination of this note. Sincerely, Marco Corazza -- 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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Postodoctoral position at Istituto Nazionale di Geofisica e Vulcanologia, Sezione di Pisa
by Andrea Bevilacqua 24 Nov '23

24 Nov '23

Dear colleagues The National Institute of Geophysics and Volcanology, Pisa Section, has announced an open position for a postdoctoral fellowship titled "Assessment of Volcanic Hazard", funded by the following research project: "Multiparametric Networks, Development of early warning systems and quantitative models for assessing the hazard and risk of Stromboli". Interested candidates may submit their applications following the procedure explained in the documents attached. The original call is in Italian, but an English translation is provided. Speaking Italian is not required. *The deadline for applications is December 16, 2023. * Future updates will be found at the following link: https://istituto.ingv.it/it/amministrazionetrasparente/bandi-di-concorso/as… [BANDO PISA N. 5/2023]. The research activities envisaged during the fellowship will focus on the "Quantitative assessment of volcanic hazard through mathematical models, probabilistic analyses, and techniques for uncertainty quantification", including: 1. Estimation of the occurrence probability of volcanic phenomena. 2. Numerical models of hazardous phenomena in explosive volcanism. 3. Mapping volcanic hazard with uncertainty quantification. *Candidates must have completed a Ph.D.* The research group into which the successful candidate will be integrated possesses expertise spanning from numerical modeling of volcanic processes to hazard estimation using statistical and mathematical models, as well as the collection and analysis of volcanological data and related uncertainties. During the fellowship, there will be encouragement for both deepening and enhancing the candidate's field of expertise and their integration and growth within a multidisciplinary and stimulating environment. Duration: 12 months, with the possibility of an extension. Start date: January 2024, with possible flexibility. Best wishes Andrea Bevilacqua

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Postdoctoral fellowship at the University of Verona
by Giuseppe Buccheri 23 Nov '23

23 Nov '23

Dear all, The Department of Economics of the University of Verona has announced the availability of a postdoctoral fellowship funded under the following research project: Realized Random Graphs: A New Econometric Methodology for the Inference of Dynamic Networks, PI: Prof. Giuseppe Buccheri, funded by PRIN 2022. Interested candidates may submit their applications through the following link: https://www.univr.it/it/concorsi/assegnisti-di-ricerca/assegni-di-ricerca/0… The deadline is December 7, 2023. The postdoctoral fellow should have completed, or be close to completing, a PhD with substantial training in quantitative skills (statistics, econometrics, math, physics). Some experience in economics and finance is preferred but not strictly necessary. The project involves theoretical and empirical research. The candidate will join a strong and vibrant quantitative group which includes 10+ researchers. Interaction with the group is encouraged. Job duration: 18 months, extendible up to 2 years. Start date: January 2024, with some flexibility. Teaching: none. Remuneration scheme is competitive. Giuseppe Buccheri Assistant Professor of Econometrics (RTDB) Department of Economics University of Verona Polo Santa Marta, Floor 1, Room 1.70 Via Cantarane, 24, 37129 Verona VR

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SPASS Seminar: Lucie Laurence
by Andrea Agazzi 23 Nov '23

23 Nov '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Scaling methods for stochastic chemical reaction networks * by Lucie Laurence (INRIA Paris) The seminar will take place on TUE, 28.11.2023 at 14:00 CET 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 -------------------------------------------- *Abstract: **In this talk we investigate stochastic chemical reaction networks (CRNs) with scaling methods. This approach is used to study the stability properties of the associated Markov processes, but also to investigate the transient behavior of the sample paths. It also gives insight on the impact of specific features of these networks such as their polynomial reaction rates, leading to the coexistence of multiple timescales. Some examples of CRNs are discussed to illustrate the multiple timescales involved in the decay of the norm of the state when the CRN starts from a “large” initial state. A detailed scaling analysis of an interesting CRN exhibiting a slow decrease of the norm of the state is presented.*

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Fwd: phd position
by Federica Masiero 23 Nov '23

23 Nov '23

Ricevo e inoltro. Buona giornata Federica ---------- Forwarded message --------- Da: Mark Veraar <M.C.Veraar(a)tudelft.nl> Date: mer 22 nov 2023 alle ore 09:41 Subject: phd position To: Mark Veraar <M.C.Veraar(a)tudelft.nl> Dear all, There is a new opening for a PhD student within my NWO vici project “Foundations of SPDE”. It would be great if you could forward this message to candidates who might be interested. Job details (tudelft.nl) <https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details?…> The deadline for applications is January 31st, 2024. Thanks in advance. Best Mark Veraar -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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XXV Workshop on Quantitative Finance (QFW2024) - Bologna April 11th-13th, 2024
by Giacomo Bormetti 22 Nov '23

22 Nov '23

Dear Colleagues, We are delighted to announce that the XXV Workshop on Quantitative Finance (QFW2024) will take place in Bologna on April 11th-13th, 2024. The Alma Mater University of Bologna will host the meeting. Attendance is free of charge but registration is compulsory. A second announcement will make the call for papers and further details available soon. We are looking forward to meeting you in Bologna, save the date! Giacomo Bormetti On behalf of the Organizing Committee Giacomo Bormetti https://www.unibo.it/sitoweb/giacomo.bormetti

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CIME summer school
by Michele Salvi 22 Nov '23

22 Nov '23

We are glad to announce the CIME summer school "High-Dimensional Approximation: From Theoretical Foundations to Machine Learning and PDEs" which will take place in Cetraro (Italy), at the Grand Hotel San Michele, during the week of September 23-27, 2024. The school will focus on the challenges and state-of-the-art solution strategies for addressing high-dimensional approximation problems. Courses: - Adaptivity in High-Dimensional Statistical Learning (Francis Bach) - Numerics of High-Dimensional PDEs (Markus Bachmayr) - High-Dimensional Approximation in Machine Learning (Gitta Kutyniok) - High-Dimensional Integration (Dirk Nuyens) - Compressive Sensing (Holger Rauhut) The application deadline is May 15, 2024. There are no registration fees. Moreover, PhD students and junior postdocs may request for a CIME grant to cover local accommodation costs. Further information can be found at https://www.mat.uniroma2.it/~speleers/cime2024/ We look forward to welcoming you in Cetraro in September, 2024. The course directors: Albert Cohen Domenico Marinucci Hendrik Speleers

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Fwd: Postdoc position
by Florian Bechtold 22 Nov '23

22 Nov '23

---------- Forwarded message --------- Von: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> Date: Mo., 13. Nov. 2023 um 16:37 Uhr Subject: Postdoc position Dear all, could you please forward the attached job announcement to people you know? https://uni-bielefeld.hr4you.org/job/view/2929/research-position?page_lang=… Thanks! Best, M

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Fwd: Seminario Padova - Dario Trevisan
by Alekos Cecchin 21 Nov '23

21 Nov '23

Buongiorno a tutti, Vorremmo segnalarvi che questo venerdì (24 Novembre) alle ore 14:30 in aula 1BC50 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: *Dario Trevisan* (Università di Pisa) *Title*: On the Concave One-Dimensional Random Assignment Problem: Kantorovich Meets Young *Date*: November 24, 2023 at 14:30, room 1BC50, Torre Archimede, Padova *Abstract*: We consider the assignment (or bipartite matching) problem between n source points and n target points on the real line, where the assignment cost is a concave power of the distance, |x-y|^p, for 0<p<1. It is known that, differently from the convex case (p>1) where the solution is rigid, i.e. it does not depend on p, in the concave case it may varies with p and exhibit interesting long-range connections, making it more appropriate to model realistic situations, e.g. in economics and biology. In the random version of the problem, the points are samples of i.i.d. random variables, and one is interested in typical properties as the sample size n grows. Barthe and Bordenave in 2013 proved asymptotic upper and lower bounds in the range 0<p<1/2, which they conjectured to be sharp. Bobkov and Ledoux, in 2020, using optimal transport and Fourier-analytic tools, determined explicit upper bounds for the average assignment cost in the full range 0<p<1, naturally yielding to the conjecture that a "phase transition" occurs at p=1/2. We settle affirmatively both conjectures. The novel mathematical tool that we develop, and may be of independent interest, is a formulation of Kantorovich problem based on Young integration theory, where the difference between two measures is replaced by the weak derivative of a function with finite q-variation. Joint work with M. Goldman (arXiv:2305.09234). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

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Kloeden PhD-course
by Stefania Ugolini 21 Nov '23

21 Nov '23

Dear All, we are pleased to invite you to the following PhD-course at the Department of Mathematics, Università degli Studi di Milano, Numerical Approximations of Stochastic Partial Differential Equations by Prof. Peter Kloeden (Università di Francoforte) The three lectures will be held at the Department of Mathematics, Via Saldini 50, in the PhD-Room, located at the first floor near the elevator, according to the following schedule: Tuesday 28 November 2023. Aula Dottorato 9:30-12:30 Wednesday 29 November 2023. Aula dottorato: 9:30-12:30 Thursday 30 Novembre 2023. Aula dottorato: 9:30-12:30 The lectures will also be available via zoom at the following link: https://us02web.zoom.us/j/6815552946 Best Regards, Daniela Morale and Stefania Ugolini.

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Doctorate course in Milano
by Stefania Ugolini 21 Nov '23

21 Nov '23

Dear All, we are pleased to invite you to the following course at the Department of Mathematics, Università degli Studi di Milano, Numerical Approximations of Stochastic Partial Differential Equations by Prof. Peter Kloeden (Università di Francoforte-emerito) The three lessons will be held at the Department of Mathematics, Via Saldini 50, in the Doctoral Room, which is located on the second floor near the elevator, according to the following calendar: Martedì 28 novembre 2023. Aula Dottorato 9:30-12:30 Mercoledì 29 novembre 2023. Aula dottorato: 9:30-12:30 Giovedì 30 novembre 2023. Aula dottorato: 9:30-12:30 The lessons will also be broadcast via zoom at the following link:

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Assegno di ricerca, deep learning per immagini mediche, scadenza 29 novembre
by Maurizio Parton 21 Nov '23

21 Nov '23

Carissimi, vi scrivo per pubblicizzare un bando per assegno di ricerca, con scadenza 29 novembre (tra 8 giorni). L'assegno è di 18 mesi, per un compenso lordo di 48K€ (il 33% in più del normale per gli assegni di ricerca). L'argomento è l'analisi di dati medici (prevalentemente immagini, ma non solo) per inferenza su variabili predittive della salute futura del paziente (speranza di vita, probabilità di fratture, e altro). Il tema di ricerca è descritto con qualche dettaglio in più qui (assegno #14): https://www.unich.it/sites/default/files/scheda_1declaratoria_assegni_2.pdf. Background in questo tipo di analisi è benvenuto, ma non necessario, perché è previsto un periodo iniziale di formazione sull'argomento. Il bando è scaricabile a https://www.unich.it/ateneo/concorsi-e-gare/assegni-di-ricerca, per ora è il secondo avviso (cercate "D.R. n.1593 prot. n.72998" per trovarlo). Per qualunque richiesta di informazioni, scrivere a maurizio.parton(a)unich.it. Grazie a tutti, a presto. Maurizio

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Announcement: Quantum Computing for Finance – Course by Prof. Jacquier - 04.12-07.12.2023
by Viktoria Schildhammer 21 Nov '23

21 Nov '23

Dear colleagues, We would like to announce the following course: “Quantum Computing for Finance” held by Professor Antoine Jacquier taking place at the University of Vienna, at the department for Statistics and Operations Research at Kolingasse 14-16, 1090 (https://quarimafi.univie.ac.at/quantum-computing-finance/) The course will take place from Monday, 04.12.2023, until Thursday, 07.12.2023. It is aimed at PhD students and researchers who want to get acquainted with quantum computing and its potential applications in the finance . Please find the preliminary program for the course here: https://quarimafi.univie.ac.at/quantum-computing-finance/programm/. The abstract of the course and a short bio of Antoine Jacquier can be found below and on the website. Attending the course is for free, but please register via email to <viktoria.schildhammer(a)univie.ac.at>. The registration deadline is the 30.11.2023. This is the last day where registrations will be accepted. Please also mention in your registration email your full name and affiliation! In case of problems / questions, please do not hesitate to send us an e-mail! We are looking very much forward to welcoming you at the course! Kind regards, Prof. Christa Cuchiero and Viktoria Schildhammer ------------------------------- Abstract: Quantum Computing, relegated for decades as a spooky distant myth, is now becoming a reality. To wit, quantum computers (albeit small in scale) are already available, developed by the likes of IBM, Rigetti, D-Wave, Google, Microsoft, ..... However, a quantum computer is not simply a bigger and more powerful computer, and requires a whole new set of algorithms to be written to perform useful tasks. These, and the underlying technology, draw from the laws of quantum mechanics, fundamentally different from our usual numerical toolbox. The goal of this course is to provide a mathematical introduction to Quantum Computing and to highlight applications in Quantitative Finance, in particular for Monte Carlo simulations, machine learning and optimisation. Numerical examples (through python) will also be introduced to provide a tangible reality. Bio: Antoine Jacquier is Professor of Mathematics in the Department of Mathematics at Imperial College London. His research interests range from Probability Theory and Stochastic Analysis to Numerical Analysis and Quantum Computing, with a view towards applications in Mathematical Finance. For more details on his research or his published papers, please visit his homepage: https://jackantoinejacquie.wixsite.com/jacquier.

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GAMM Annual meeting 2024 - section on uncertainty quantification, deadline approaching
by Lorenzo Tamellini 21 Nov '23

21 Nov '23

(apologies for cross-posting) Dear colleagues, this is just a reminder that the deadline for submitting abstracts to the sessions on uncertainty quantification at the upcoming GAMM annual meeting is approaching fast (December 1st). If you are interested in joining us, please submit an abstract at your earliest convenience at the link below. Best regards, Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands), Lorenzo Tamellini (CNR IMATI, Italy) Il giorno mar 31 ott 2023 alle ore 09:23 Lorenzo Tamellini < tamellini(a)imati.cnr.it> ha scritto: > (apologies for cross-posting) > > Dear colleagues, > > We are happy to announce that the submission of abstracts to the > uncertainty quantification Section of the upcoming GAMM annual meeting has > opened: > https://jahrestagung.gamm.org/annual-meeting-2024/94th-annual-meeting/ > > - *When? *March 18-22, 2024. > - *Where?* Magdeburg, Germany. > - *Deadline for submission of abstracts?* December 1st, 2023. > > We are excited to announce our four keynote speakers: > > - *Omar Knio (KAUST, Saudi Arabia):* “Dynamical and neural network > approaches to downscaling of noisy and partial observations” > - *Linus Seelinger (Karlsruhe Institute of Technology, Germany):* > “UM-Bridge: Bridging the Gap between Advanced UQ and Advanced Models from > Prototype to HPC” > - *Elisabeth Ullmann (TU Munich, Germany):* "Rare event estimation > with PDE-based models" > - *Carlo Marcati (University of Pavia, Italy):* "Neural network > surrogates for elliptic PDEs" > > > We are looking forward to seeing many of you in Magdeburg. It will be a > great chance to connect to the GAMM Activity Group on uncertainty > quantification and discuss the latest advances in the field. > > Best regards, > Kerstin Lux-Gottschalk (TU Eindhoven, The Netherlands), > Lorenzo Tamellini (CNR IMATI, Italy) >

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postdoc opportunity
by Ciamac Moallemi 20 Nov '23

20 Nov '23

Dear Colleagues, Tim Roughgarden and I are looking for a postdoc to work with us on issues related to the incentives/economics in blockchain technology and decentralized finance, see the advertisement below. If you could kindly circulate to any interesting parties, I’d greatly appreciate it! Best, Ciamac. --- Ciamac Moallemi William von Mueffling Professor of Business Graduate School of Business Columbia University email: ciamac(a)gsb.columbia.edu <mailto:ciamac@gsb.columbia.edu> www: http://moallemi.gsb.columbia.edu <http://moallemi.gsb.columbia.edu/> Job Description & Qualification The Briger Family Digital Finance Lab at Columbia Business School is pleased to announce that it is seeking to hire an inaugural Briger Family Postdoctoral Research Scholar, with a research focus on blockchain and decentralized finance for a period of two years. The Postdoctoral Research Scholar will receive a research budget and collaborate on projects of mutual interest with Ciamac Moallemi (Columbia Business School) and Tim Roughgarden (Columbia CS). The ideal candidate will have an interest in conducting research relevant to issues related to (1) economics and incentives in decentralized blockchain systems, including (but not limited to) topics such as resource pricing, maximal extracted value (MEV), proposer-builder separation, rollups, etc.; and/or (2) decentralized finance, including topics such as the design and analysis of protocols for decentralized exchanges or decentralized lending. Applicants should have a Ph.D. (or expect to complete theirs by Fall 2024) in computer science, operations research, economics, or a related field from an accredited institution and have a record of being an outstanding scholar in every respect. Teaching is not required, but we expect that the applicant participate in the broader mission of the Briger Family Digital Finance Lab, for example, aiding in organizing conferences and panel discussions and outreach to students and industry practitioners . Columbia Business School is a dynamic center of research, with faculty, postdoctoral and visiting scholars, and doctoral students taking a wide range of approaches to social science research with applied implications. More information about Columbia Business School can be found at https://home.gsb.columbia.edu/. Applicants should submit (1) a cover letter; (2) a research statement describing research interests and accomplishments including research they would like to conduct (or have conducted) in blockchain or decentralized finance; (3) a C.V.; and (4) two letters of recommendation. Please email the materials with subject line “Postdoc Briger Family Digital Finance Lab” to dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu> Applications will be reviewed on a rolling basis and should be submitted by December 15th in order to receive full consideration. We expect to make a decision by April 1st. The anticipated start date for this position is July 1, 2024. Columbia University is an Equal Opportunity/Affirmative Action employer. Women and underrepresented minorities are particularly encouraged to apply. Application Procedure Applicants should submit (1) a cover letter; (2) a research statement describing research interests and accomplishments including research they would like to conduct (or have conducted) in blockchain or decentralized finance; (3) a C.V.; and (4) two letters of recommendation. Please email the materials with subject line “Postdoc Briger Family Digital Finance Lab” to dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu> For Additional Questions dfi(a)gsb.columbia.edu <mailto:dfi@gsb.columbia.edu> Website https://business.columbia.edu/dfi/labs/briger-family-digital-finance-lab

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3-year post-doctoral position at the Center for Mathematical Economcics of Bielefeld University
by Ferrari, Giorgio 20 Nov '23

20 Nov '23

Dear Colleagues, please find below the announcement of a 3-year post-doctoral position at the Center for Mathematical Economcics of Bielefeld University. Please forward this message to potential candidates. Best wishes, Giorgio Ferrari %%%%%%%%%%%% * * *Postdoctoral Position for Three Years in Economics, Finance, or Related Fields* *Advertiser:* Center of Mathematical Economics (IMW), Bielefeld University *Field(s) of specialization: *Finance - Microeconomics - Theory - Behavioral Economics - Computational Economics - Decision Sciences - Insurance *Position type(s):* Postdoctoral Scholar *Location of job: *Universitätsstraße 25, Bielefeld, NRW, 33615, Germany (map <https://econjobmarket.org/mapPosition/10289>) *Degree required:* Doctorate *Job start date:* 2024-04-01 *Job duration:* 3 years *Letters of reference required:* 2 *Target date for applications:* 4 Dec 2023 *Application deadline:* 7 Dec 2023 midnight UTC <https://en.wikipedia.org/wiki/Coordinated_Universal_Time> (accepting applications) *Posting end date:* 30 Dec 2023 *Interviews:* Interviews will be conducted remotely by video starting December, 2023. *Ad text:* The Center for Mathematical Economics at Bielefeld University offers a three-year postdoctoral position. The position is allocated to the newly established Research Training Group 'Coping with Uncertainty in Dynamic Economies' (CUDE), which is concerned with a new subfield in economic theory that merges two features central to current and future economies: uncertainty and dynamics. Here, uncertainty is understood in the sense of Frank Knight, in that decision makers struggle to assign reliable estimates of probabilities to future events. This Knightian uncertainty is widely believed to capture our world's mega trends such as climate change, energy crisis, migration, pandemics, and technological development. Its analysis has been a central research topic in decision theory for the last two decades, and increasingly in microeconomic theory more generally, currently being explored at research centers around the world. As main innovation of our program, we seek to explore the implications of uncertainty in dynamic economies, which is vastly understudied at present but critical to answer the economic questions raised by the aforementioned mega trends. For more information, you can visit the Website: https://www.uni-bielefeld.de/zwe/imw/cude/ The position is available as soon as April 1 2024, yet later starts are also possible.

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Seminar in Statistics - NICOLO' CESA BIANCHI
by Pierpaolo De Blasi 20 Nov '23

20 Nov '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 24 Novembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Nicolò Cesa Bianchi (University of Milano) Title: *The power of cooperation in networks of learning agents* Abstract: We study the power of cooperation in a network of agents that exchange information with each other to learn faster. In the talk, we show the extent to which cooperation allows to prove performance bounds that are strictly better than the known bounds for non-cooperating agents. Our results are formulated within the online learning setting and hold either when agents learn a single common task or when each agent learns a different task. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/86081143933?pwd=ZkNVYmkxZWh1WDRzQldhL1NSNVV1UT09> 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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Bando per ricercatore TD in statistica al CNR-IMATI - progetto PNRR
by Antonella Bodini 20 Nov '23

20 Nov '23

Con preghiera di massima diffusione, si ricorda che *il 30 novembre scade* il bando 400.17 IMATI PNRR per l'assunzione a tempo determinato di un ricercatore III livello (livello iniziale) presso la sede di Milano dell'Istituto di Matematica Applicata e Tecnologie Informatiche del CNR (IMATI-CNR). L'attività di ricerca riguarderà lo *sviluppo e la validazione di metodi statistici e modelli stocastici con applicazioni a (i) modellazione ed analisi di dati da sondaggi (survey); (ii) studio e valutazione di impatto di tecnologie intelligenti secondo un approccio di Health Technology Assessment*. Tale attività sarà svolta nell'ambito del progetto PNNR "Robotics and AI for Socio-economic Empowerment" (RAISE). Il bando è pubblicato al sito https://selezionionline.cnr.it/jconon/search-call?filters-codice=400.17# Cordiali saluti, Antonella Bodini

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Position in Cardiff
by Enrico Scalas 20 Nov '23

20 Nov '23

Dear Colleagues, I am forwarding an ad for a lecturer position in Cardiff, UK. More details are available from: https://www.jobs.ac.uk/job/DEB167/lecturer-in-statistics Best wishes, Enrico Scalas -- Applications are invited for a Lectureship in Statistics in the School of Mathematics at Cardiff University. You will have expertise aligned to the School’s Statistics Research Group and will have an established research record in the area of statistics. You will be expected to contribute to our taught programmes, which will also include the supervision of projects for our taught Masters programmes. The School of Mathematics is a research-led School in Cardiff University, one of the UK’s leading universities, with a reputation for internationally excellent research and high-quality teaching. Further information on the School can be found at: http://www.cardiff.ac.uk/mathematics The successful candidate will be appointed at Grade 6 or Grade 7 depending on their skills and experience. This is a full-time, open-ended post, starting on 1st January 2024 or as soon as possible thereafter. Salary: £39,347 - £44,263 per annum (Grade 6) or £49,794 - £54,395 per annum (Grade 7). We particularly welcome applications from women as they are under-represented at Cardiff University in this field. Informal enquiries may be made to Professor Jon Gillard (Head of Statistics Research Group, gillardjw(a)cardiff.ac.uk) or Professor Maggie Chen ( chenJ60(a)cardiff.ac.uk) Closing date: Monday, 8 January 2024

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SPASS Seminar: Michele Stecconi
by Andrea Agazzi 20 Nov '23

20 Nov '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Sobolev-Malliavin regularity of the nodal volume* by Michele Stecconi (University of Luxemburg) The seminar will take place on TUE, 21.11.2023 at 14:00 CET 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 -------------------------------------------- *Abstract: *Consider the nodal volume of a non-degenerate (in a sense to specify) Gaussian random field defined on a compact Riemannian manifold of dimension d greater or equal to 2. We prove that the law of such random variable has an absolutely continuous component, as a direct consequence of its Fréchet differentiability. Moreover, we give an explicit formula for the derivative (the mean curvature). The non-singularity of the law had already been established by Angst and Poly for stationary fields on the d-torus, in dimension d>2, via Malliavin calculus. In this work the two dimensional case remained open, in particular, the Malliavin differentiability of the nodal length was unknown. We prove that the nodal volume admits a L2 Malliavin derivative, for d>2 and that in the case d=2, this is false, but the Malliavin derivative still exists in L1. A fundamental ingredient is to understand the Sobolev regularity of the function f(t) that expresses the volume of the level t of a “typical” Morse function. (A joint work with Giovanni Peccati.)

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Call for applications - PhD in Statistics and Computer Science @Bocconi
by Antonio Lijoi 19 Nov '23

19 Nov '23

*********************** PhD in Statistics and Computer Science - a.y. 2024-2025 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20,000 euros per annum Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information and for starting the online application process. ** Applications are due by February 1, 2024 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The program is structured into two curricula: Statistics (4 scholarships) and Computer Science (3 scholarships). Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. A PhD Day (online) will take place on November 22, at 3pm CET. Interested students may visit https://www.unibocconi.eu/wps/wcm/connect/bocconi/sitopubblico_en/navigatio… and sign up for participation to the presentations of both the Bocconi PhD School and the PhD in Statistics and Computer Science. For further information, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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Lectures on “Discretization of Processes” by Jean Jacod in Verona from 27/11
by Cecilia Mancini 18 Nov '23

18 Nov '23

Dear all, professor Jean Jacod will hold 6 lectures on the topic “Discretization of Processes” within the PhD program of the Department of Economics, University of Verona, track Data Analysis and Finance Here is the timetable Monday 27/11, 15:00-17:45 Wednesday 29/11, 10:00-12:45 Monday 11/12, 15:00-17:45 Wednesday 13/12, 10:00-12:45 Monday 8/1/2024, 15:00-17:45 Wednesday 10/1, 10:00-12:45 aula Vaona, Department of Economics, 1st floor via Cantarane 24, Verona All interested people are invited to attend Best regards, Cecilia

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PostDoc position - Dept. of Mathematics, University of Turin
by Bruno Toaldo 17 Nov '23

17 Nov '23

Dear All, A call for a *15-month** post-doc position* is open at the *Department of Mathematics, University of Turin.* The position is funded by the PRIN2022: Non-Markovian Dynamics and non-local equations. The details of the call are at https://pica.cineca.it/unito/assegni-di-ricerca-unito-2023-iii/file/BANDO%2… Here is the link for applying https://pica.cineca.it/unito/assegni-di-ricerca-unito-2023-iii/ Monthly Salary: €2084 (gross). The *deadline is Nov 23 at 1.00pm.* I would be grateful if you could forward this message to any potentially interested candidate. Thanks and best regards, Bruno Toaldo

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Three positions (Full/Associate/Assistant Prof.) at the University of Bath, UK
by Federico Cornalba 15 Nov '23

15 Nov '23

Dear All, the Department of Mathematical Sciences at the University of Bath UK are currently advertising three positions, one at each level of seniority (Full Professor / Associate Professor / Assistant Professor). These positions are expected to be broadly related to one or more of the following areas: Applied Mathematics, Statistics, Probability, and Data Science. The precise details of the calls can be found in the forwarded email below (application deadline: January 10, 2024). I would be grateful if you could forward this message to potentially interested candidates. Best, Federico --------------------------------------------------------------- Federico Cornalba Lecturer (Assistant Professor) in Mathematics University of Bath Bath BA2 7AY, UK --------------------------------------------------------------- ________________________________ From: maths-group-request(a)lists.bath.ac.uk <maths-group-request(a)lists.bath.ac.uk> on behalf of Gunnar Traustason <gt223(a)bath.ac.uk> Sent: Wednesday, November 15, 2023 1:42 PM To: maths-staff <maths-staff(a)lists.bath.ac.uk> Subject: [maths-staff] Three positions to replace Andreas, Clarice and Paul Dear Colleagues, We are currently advertising for three positions to replace Andreas, Clarice and Paul. ED11095 Professor http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED11095 ED11094 Senior Lecturer or Reader (Associate Professor) http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED11094 ED11093 Lecturer in Mathematics http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED11093 The application deadline is 10 January 2024. Please circulate as widely as possible! Best wishes, Gunnar ------------------------------------------------------------------------------------------------------- Gunnar Traustason Professor in Pure Mathematics Head of Department of Mathematical Sciences University of Bath, UK ------------------------------------------------------------------------------------------------------ You may receive this email outside normal working hours. No response is expected outside your working hours.

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Assegno di ricerca on “Liquidity and systemic risks in centralized and decentralized crypto markets”
by Fabrizio Lillo 15 Nov '23

15 Nov '23

Dear colleagues, I would like to advertise the call for a two-year research fellowship (assegno di ricerca) at the Department of Mathematics of the University of Bologna. The title of the position is “*Liquidity and systemic risks in centralized and decentralized crypto markets*” and is part of the PRIN 2022 research project “Liquidity and systemic risks in centralized and decentralized markets”. The selection is open to candidates in possession of the following qualification: Master Degree or equivalent title in Banking, finance and insurance economics, Economics of financial institutions and markets, Economics and Finance, Physics, Computer Science, Mathematics, Economic, statistical and social sciences, Statistical and economic sciences, Statistics with appropriate scientific and professional curriculum. The deadline for applications is December, 10th 2023 and the expected starting date is February 1, 2024. The call, both in Italian and English, as well as instructions for application, can be found here: https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=67015 Do not hesitate to contact me for further information. Best regards, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Expression of interest - Associate or Full Professor in Verona
by Alessandro Gnoatto 15 Nov '23

15 Nov '23

Expression of Interest Department of Economics - University of Verona The Department of Economics<https://www.dse.univr.it/?lang=en> at the University of Verona is currently seeking qualified candidates for the position of Associate or Full Professor in Economics, Statistics, Mathematical Finance or Financial Econometrics. Besides an excellent research record, the Department values the ability to secure research funding through competitive bids at both the national and international levels. Interested candidates, that must hold an equivalent position abroad, are requested to send their expression of interest to giampietro.cipriani(a)univr.it<mailto:giampietro.cipriani@univr.it>, along with their complete curriculum vitae and their three best publications. The deadline for submissions is December 1, 2023. Recognized by the Italian Ministry of University as one of the "Departments of Excellence," the Department of Economics at the University of Verona has received exceptional funding for the period 2023-2027. Our faculty boasts a young average age and maintains a gender balance. We have implemented a recruitment policy aimed at attracting talented scholars, both from Italy and abroad, in order to further enhance our dynamic and inclusive academic environment. — 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 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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Reminder: 4th Italian Meeting on Probability and Mathematical Statistics
by Michele Salvi 14 Nov '23

14 Nov '23

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

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Fwd: CRM-PIMS summer 2024 school in probability
by Faggionato, Alessandra 14 Nov '23

14 Nov '23

Buongiorno, Ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Omer Angel <angel(a)math.ubc.ca> Date: gio 9 nov 2023, 23:47 Subject: CRM-PIMS summer 2024 school in probability To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, This is an announcement of the 2024 Summer School in Probability which will take place at CRM, Montreal QC, Canada, on July 1-26 2024. Please share the following with anyone who may be interested in taking part. There will be two 4-week courses: * Elliot Paquette: Random matrix theory of high-dimensional optimization * Perla Sousi: Random walks and branching random walks: old and new perspectives There will also be 3 short (3 lecture) courses by * Ellen Powell: Characterisations of random geometric objects * Jacopo Borgo: Permutations in random geometry * Igor Kortchemski: Funding for local expenses will be provided for some participants who are able to attend the entire summer school. This will largely consist of housing in Montreal for the duration of the school. Application for financial support will be accepted on mathjobs with a deadline of January 10, 2024: https://www.mathjobs.org/jobs/list/23694. All information about the summer school can be found at http://www.math.ubc.ca/Links/ssprob24/. The school is intended primarily for graduate students and postdoctoral fellows in Probability. All inquiries may be directed to the organizers: Louigi Addario-Berry <louigi.addario(a)mcgill.ca> Omer Angel <angel(a)math.ubc.ca> Mathav Murugan <mathav(a)math.ubc.ca> Gordon Slade <slade(a)math.ubc.ca>

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RTDa SECS-S/06 presso il Dip.to di Matematica, Università di Padova
by Giorgia Callegaro 13 Nov '23

13 Nov '23

Carissimi, segnalo agli/alle interessati/interessate il bando per un RTDa in "Metodi matematici dell'economia e delle scienze attuariali e finanziarie" (settore SECS-S/06), presso il Dipartimento di Matematica dell'Università di Padova. La scadenza per la presentazione della domanda è il 22 novembre 2023 alle ore 13. Tutti i dettagli sono al seguente link: https://www.unipd.it/procedura-2023RUA06 Cari saluti a tutti/e, Giorgia Callegaro (e tutto il settore SECS-S/06 del Dipartimento) -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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cambio email
by Laura Maria Morato 13 Nov '23

13 Nov '23

cari tutti il mio indirizzo email e' cambiato. Il nuovo e' morato.lauramaria(a)gmail.com

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new email address
by Laura Maria Morato 13 Nov '23

13 Nov '23

cari tutti il mio indirizzo email e' cambiato. Il nuovo e' morato.lauramaria(a)gmail.com

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Seminar in Statistics - SVEN WANG
by Pierpaolo De Blasi 13 Nov '23

13 Nov '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Novembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Sven Wang (Humboldt University Berlin, Germany) Title: *Statistical convergence rates for transport- and ODE-based generative models* Abstract: Measure transport provides a powerful toolbox for estimation and generative modelling of complicated probability distributions. The common principle is to learn a transport map which couples a tractable (e.g. uniform or normal) reference distribution to some complicated target distribution, e.g. by maximizing a likelihood objective. In this talk, we discuss recent advances in statistical convergence guarantees for such methods. While a general theory is developed, we will primarily treat (1) triangular maps which are the building blocks for ’autoregressive normalizing flows’ and (2) ODE-based maps, defined through an ODE flow. The latter encompasses NeuralODEs, a popular method for generative modeling. Our results imply that transport methods achieve minimax-optimal convergence rates for non-parametric density estimation over Hölder classes on the unit cube. Based on the papers arXiv:2207.10231 and arXiv:2309.01043, joint with Youssef Marzouk (MIT, United States), Robert Ren (MIT, United States) and Jakob Zech (U Heidelberg, Germany). ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/84606225203?pwd=aFhFa2RKaWtVd2V6R2Rpc05hRGNodz09> 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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[owps] One world probability seminar on Thursday 16 November
by Ilya Chevyrev 13 Nov '23

13 Nov '23

Dear all. The next session of the One World Probability Seminar will be next week on Thursday (November 16) from 14:00 to 16:00 UTC time. The speakers of this session are Elisabetta Candellero (Universita Roma Tre) and Thomas Finn (Durham University). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Coexistence in competing first-passage percolation Abstract: Consider the following random competition model on a given graph G that is driven by two first-passage percolation processes FPP_1 and FPP_\lambda. Initially, FPP_1 occupies a single site and FPP_\lambda is dormant in seeds that are placed on the sites of G as a product of Bernoulli measures of parameter p. Then, FPP_1 spreads through the edges of G at rate 1 and FPP_\lambda spreads from seeds at rate \lambda when that seed is attempted to be occupied by either FPP_1 or FPP_\lambda. Once a site is occupied by either process it remains occupied by that process henceforth. This model is known as first-passage percolation in a hostile environment (FPPHE) and was first introduced by Sidoravicius and Stauffer ’19. In the first talk, we establish that FPPHE is non-monotone in the sense that increasing p or \lambda may increase the probability that FPP_1 occupies infinitely many sites through constructing a quasi-transitive graph where such behaviour holds. The non-monotonicity of FPPHE makes understanding the phase transitions of the model extremely challenging. We prove that a regime of coexistence exists on hyperbolic and non-amenable vertex transitive graphs where both FPP_1 and FPP_\lambda concurrently occupy infinite connected components with positive probability. In the second talk, we prove that a regime of coexistence also holds on Z^d for d>2 through the introduction of a refined multi-scale analysis that can handle non-equilibrium and non-monotone processes. We relate this proof to recent work on multi-particle diffusion limited aggregation by Sidoravicius and Stauffer ’19 and the SIR model by Dauvergne and Sly ’22 where FPPHE is a crucial analytical tool in understanding non-equilibrium particle systems. Based on joint work with Alexandre Stauffer. Speaker 1 (14:00-15:00 UTC): Elisabetta Candellero (Universita Roma Tre). Speaker 2 (15:00-16:00 UTC): Thomas Finn (Durham University). Zoom-link: https://univienna.zoom.us/j/69711117344?pwd=Y3cwMEI3VkZKSTh5RVZRSGhRN3lUdz09 Meeting ID: 697 1111 7344 Passcode: 305805

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seminario di eugenio regazzini a bologna
by Pietro Rigo 12 Nov '23

12 Nov '23

Giovedi' 16 novembre 2023, alle ore 16, nell'aula III del dipartimento di scienze statistiche di Bologna, Eugenio Regazzini terra' un seminario dal titolo: On the number of elements beyond the ones effectively observed Oltre che in presenza, e' possibile assistere al seminario collegandosi alla piattaforma Microsoft Teams: Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZGRhYmVhZjAtYWFiZS00…>

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EFI9 - Call for Papers (fwd)
by Tiziano Vargiolu 11 Nov '23

11 Nov '23

Apologies for cross-posting --------------------------------------------------------------------------- Second Call for Papers: Energy Finance Italia 9 Conference (EFI9) University of Bari, February 12-14, 2024 Deadline for submission of organized sessions: November 27, 2023 Deadline for extended abstracts/papers: December 4, 2023 Web: https://events.math.unipd.it/EFI9 Contact: efi9(a)uniba.it The Conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Participants are encouraged to submit their papers or proposals of organized sessions on a wide range of theoretical and applied topics in these two research fields, such as (but not limited to): Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, Energy supply chain, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance. Keynote speaker: Ruediger Kiesel Award: Best EFI9 Paper, reserved to the presenters born after January 1st, 1994 Special issue of Energy Economics associated with this conference We are looking forward to welcoming you in Bari. for the organizing committee Viviana Fanelli and Tiziano Vargiolu

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6-year university assistant position in Probability in Vienna
by Prof. Fabio Toninelli 10 Nov '23

10 Nov '23

Dear friends and colleagues, the Technical University of Vienna is advertising a *6-year university assistant (postdoc) position in probability theory, *within the Mathematical Stochastics research group (https://www.tuwien.at/en/mg/mstoch) <https://www.tuwien.at/en/mg/mstoch>*/ <https://www.tuwien.at/en/mg/mstoch> /* Deadline for applications: *January 4th, 2024*. Starting date: *October 2024* For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/220480 Please forward this to potentially interested candidates Best wishes Fabio Toninelli and Marcin Lis -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://sites.google.com/view/fabio-toninelli/home

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Post-doctoral position at the University of Torino
by Matteo Ruggiero 09 Nov '23

09 Nov '23

2-year post-doctoral position at the University of Torino DESCRIPTION Project title: Statistical inference for continuous-state hidden Markov models Project supervisor: Matteo Ruggiero - www.matteoruggiero.it The project will focus on the development of statistical methodologies and computational strategies for signal retrieval and parameter inference in the setting of continuous-state hidden Markov models, with envisioned applications in Bayesian inference and population dynamics. The research activity can be adapted to the profile and interests of the successful candidate regarding both the specific topic and the research approach. The successful candidate will also be part of the research group at the "de Castro" Statistics Initiative (https://www.carloalberto.org/stats) based at Collegio Carlo Alberto. FURTHER DETAILS - Gross salary: EUR 40,000 per year. Travel funds will also be made available. - Planned starting date: Jan 1st, 2024 (with some flexibility on postponement) - Contract: 24 months, subject to positive evaluation of the research activity after the first year. - Requirements: * Degree: already holding a PhD title is preferential but not mandatory. * Required background: solid knowledge of stochastic processes and provable coding skills. * Preferential background: familiarity with hidden Markov models and/or Bayesian inference and/or stochastic population dynamics. - Link to call: https://webapps.unito.it/albo_ateneo/ (Numero di repertorio: 5412) - Link to apply: https://pica.cineca.it/unito/ - Deadline: November 23rd, 2023. Further enquiries can be directed at matteo.ruggiero(a)unito.it. Best regards, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Post-doc position - Sapienza University of Rome (Dep. Statistical Sciences)
by Luisa Beghin 08 Nov '23

08 Nov '23

Dear All, a call for *one-year** post-doc position* (renewable up to further 12 months) is open at the *Department of Statistical Sciences, Sapienza University in Rome.* The topic of the research is “Anomalous diffusions: non-Gaussian Analysis and grey noises". The details of the call are at https://web.uniroma1.it/trasparenza/dettaglio_bando 23_AR-B_MAT/06 <https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/210254> The position is open to graduates who do not yet hold a Ph.D. Salary: €19,367 (gross). The *deadline is 4 december 2023*. For technical assistance on application please contact domenica.zumpano(a)uniroma1.it I would be grateful if you could forward this message to any potentially interested candidate. Thanks and best regards, Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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22 novembre ore 16.00 - Seminario Prof. Simone Vantini
by Enea Bongiorno 08 Nov '23

08 Nov '23

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- 22 novembre ore 16.00 - aula 206, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: https://meet.google.com/ign-wqer-sjs *Finite-sample exact prediction bands for functional data* *Prof. Simone Vantini, Politecnico di Milano* *Abstract:* The talk will deal with the key challenge of creating prediction bands for a new observation in the functional data framework given a training set of observed functional data and possibly in presence of covariates, either scalar, categorical, or functional. Starting from the investigation of the literature concerning this topic, we propose an innovative approach building on top of Conformal Prediction and Functional Data Analysis able to overcome the main drawbacks associated to the existing approaches. Under minimal distributional assumptions (i.e., exchangeability of the random functions), we will show how the new proposed nonparametric method (i) is able to provide prediction regions which could visualized in the form of bands, (ii) is guaranteed with exact coverage probability also for finite sample sizes, and finally (iii) is computational efficient. Different specifications of the method will be compared in terms of efficiency in some simulated and real case scenarios also in the case of multi-dimensional domain and/or codomain. ----------------------------------- Locandina dell'evento <https://drive.google.com/drive/folders/1VJXOiNVwkDI8w2wE0hMqcjFgVzEa7vi4?us…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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

07 Nov '23

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

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

07 Nov '23

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

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

07 Nov '23

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

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

07 Nov '23

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

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

06 Nov '23

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

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annuncio seminario
by Sara Pasquali 06 Nov '23

06 Nov '23

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

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

06 Nov '23

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

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Avviso di seminario
by Barbara Martinucci 03 Nov '23

03 Nov '23

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

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

03 Nov '23

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

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

03 Nov '23

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

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Postdoc position in Milan
by Luisa Andreis 02 Nov '23

02 Nov '23

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

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

02 Nov '23

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

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

31 Oct '23

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

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

31 Oct '23

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

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

30 Oct '23

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

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

30 Oct '23

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

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

30 Oct '23

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

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

27 Oct '23

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

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PhD position in Stockholm
by Tommaso Visonà 27 Oct '23

27 Oct '23

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

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

27 Oct '23

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

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

26 Oct '23

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

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

26 Oct '23

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

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

26 Oct '23

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

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

26 Oct '23

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

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

25 Oct '23

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

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

25 Oct '23

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

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

25 Oct '23

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

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

24 Oct '23

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

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

23 Oct '23

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

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

20 Oct '23

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

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

19 Oct '23

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

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

19 Oct '23

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

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

18 Oct '23

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

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

17 Oct '23

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

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

17 Oct '23

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

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

17 Oct '23

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

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

17 Oct '23

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

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Seminario a Napoli
by epirozzi 16 Oct '23

16 Oct '23

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

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

16 Oct '23

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

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

16 Oct '23

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

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

13 Oct '23

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

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

13 Oct '23

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

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Call postdoc @Unisi
by Piero MAZZARISI 13 Oct '23

13 Oct '23

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

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

13 Oct '23

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

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

12 Oct '23

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

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

12 Oct '23

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

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

12 Oct '23

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

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

12 Oct '23

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

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

11 Oct '23

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

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

11 Oct '23

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

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

09 Oct '23

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

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

09 Oct '23

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

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

09 Oct '23

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

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

09 Oct '23

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

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

06 Oct '23

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

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

06 Oct '23

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

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

06 Oct '23

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

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

05 Oct '23

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

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

05 Oct '23

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

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

04 Oct '23

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

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

04 Oct '23

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

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

04 Oct '23

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

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

03 Oct '23

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

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

03 Oct '23

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

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postdoc position
by Marco Scarsini 03 Oct '23

03 Oct '23

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

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

03 Oct '23

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

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

02 Oct '23

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

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

02 Oct '23

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

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

29 Sep '23

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

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

29 Sep '23

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

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

29 Sep '23

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

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

29 Sep '23

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

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

28 Sep '23

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

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

28 Sep '23

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

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

27 Sep '23

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

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

27 Sep '23

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

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

27 Sep '23

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

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Talks
by DAVIDE AUGUSTO BIGNAMINI 26 Sep '23

26 Sep '23

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

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

25 Sep '23

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

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

22 Sep '23

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

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

22 Sep '23

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

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

22 Sep '23

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

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

22 Sep '23

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

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

22 Sep '23

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

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

22 Sep '23

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

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

21 Sep '23

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

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

20 Sep '23

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

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

20 Sep '23

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

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

19 Sep '23

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

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

19 Sep '23

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

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

17 Sep '23

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

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

17 Sep '23

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

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

16 Sep '23

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

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

15 Sep '23

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

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

13 Sep '23

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

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

13 Sep '23

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

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

13 Sep '23

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

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

12 Sep '23

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

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

11 Sep '23

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

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AVVISO DI SEMINARIO
by Barbara Martinucci 10 Sep '23

10 Sep '23

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

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

10 Sep '23

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

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

08 Sep '23

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

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

07 Sep '23

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

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

06 Sep '23

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

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

06 Sep '23

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

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

06 Sep '23

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

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

06 Sep '23

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

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

06 Sep '23

Con preghiera di diffusione Brunero Liseo PROCEDURA SELETTIVA DI CHIAMATA PER N. 1 POSTO DI RICERCATORE A TEMPO DETERMINATO IN TENURE TRACK (RTT) RISERVATA EX ART. 24, COMMA 1-BIS, L. 240/2010 – DIP. DI METODI E MODELLI PER L’ECONOMIA, IL TERRITORIO E LA FINANZA – COD. CONCORSO 2023RTTE014 (SPC: 2023-2189-1461-208114) | Amministrazione trasparente (uniroma1.it) <https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/208114> -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================ -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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

06 Sep '23

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

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

05 Sep '23

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

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

05 Sep '23

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

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

05 Sep '23

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

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

04 Sep '23

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

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

04 Sep '23

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

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

04 Sep '23

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

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

02 Sep '23

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

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

01 Sep '23

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

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

01 Sep '23

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

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

31 Aug '23

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

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

30 Aug '23

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

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

29 Aug '23

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

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

25 Aug '23

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

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

25 Aug '23

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

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

23 Aug '23

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

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

22 Aug '23

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

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

18 Aug '23

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

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

17 Aug '23

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

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

14 Aug '23

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

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

10 Aug '23

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

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

08 Aug '23

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

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

05 Aug '23

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

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

03 Aug '23

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

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

30 Jul '23

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

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Tenure Track Assistant Professorship
by Marco Maggis 28 Jul '23

28 Jul '23

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

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

28 Jul '23

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

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Associate professor in Finance
by Marco Maggis 27 Jul '23

27 Jul '23

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

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

26 Jul '23

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

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

25 Jul '23

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

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

24 Jul '23

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

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

24 Jul '23

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

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

21 Jul '23

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

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

18 Jul '23

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

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

18 Jul '23

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

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AVVISO DI SEMINARIO
by Barbara Martinucci 17 Jul '23

17 Jul '23

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

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

17 Jul '23

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

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

17 Jul '23

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

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

14 Jul '23

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

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