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

11 Jul '24

Si informa che è stato pubblicato il bando *2024RTT05 * relativo all'indizione di una procedura selettiva per l’assunzione di n. 13 ricercatori a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022 , di cui uno nel GSD 13/STAT-03, SSD STAT-03/B presso il Dipartimento di Scienze Statistiche. Info al link: https://www.unipd.it/procedura-2024RTT05 *Scadenza: 8 agosto 2024 ore 13* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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

11 Jul '24

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

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

09 Jul '24

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

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

09 Jul '24

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

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

08 Jul '24

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

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

08 Jul '24

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

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

04 Jul '24

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

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

04 Jul '24

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

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

03 Jul '24

Dear All, I am pleased to share the announcement below, please feel free to pass it on to anyone potentially interested. Students with a background in probability may be interested in both the MERC and MPHS programmes. Best wishes Tiziano --------------------------------------------------------------------------- The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity of the Scuola Superiore Meridionale (a brand new School for Advanced Studies established in Naples by the Italian Government in 2019) is now out and available at <https://www.ssmeridionale.it/en-us/la-scuola/bandi-di-concorso/dottorati> https://www.ssmeridionale.it/avcp/bando-di-concorso-xl-ciclo-dottorato-ssm/ https://www.ssmeridionale.it/wp-content/uploads/2024/06/Call-for-applicatio… We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting new program. *5** fully funded 4-year scholarships are available this year* *Each scholarship includes* a stipend of EUR 19,000 per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least *12 months abroad* during their PhD. Each Scholarship also includes approx EUR 3,800 for research costs/travel per year. Students can choose their projects and supervisor from a vast range of options during their first year. Examples of past and ongoing research projects are available on the website of the MERC PhD program at https://www.ssmeridionale.it/modeling-and-engineering-risk-and-complexity-m… Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above *by* *no later than **20th August 2024**.** Applications must be submitted using the online platform as explained at the link below:* https://www.ssmeridionale.it/wp-content/uploads/2024/06/Call-for-applicatio… Successful candidates will be announced by the end of September 2024 with the course officially starting on 1st November 2024. For any further information, contact the PhD Coordinator, Prof Mario di Bernardo, via e-mail at merc(a)ssmeridionale.it, or any of the PhD Board members listed in the PhD website above.

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

03 Jul '24

NEW DEADLINE FOR POSTER SUBMISSIONS: July 31st, 2024 Dear colleagues, we would like to draw your attention to the German-Japanese Fall School „Time Series, Random Fields and beyond“ which will take place at Ulm University, September 23 - 27, 2024. It is organized jointly by the Institute of Statistical Mathematics (Tokyo), University of Tokyo, Tohoku University (Sendai) and Ulm University. It targets graduate and PhD students as well as PostDocs who would like to learn more about the state-of-the-art in random processes in space and time as well as related topics. The focus of the school includes the geometry of random fields and their excursions, multivariate extreme value theory, Markov Chain Monte Carlo, hyperuniformity in random geometric systems as well as spectral methods for space-time series. The following international experts will give lectures in their fields: 1. Hermine Bierme (University of Tours, France) 2. Zakhar Kabluchko (University of Münster, Germany) 3. Kengo Katamani (Institute of Statistical Mathematics, Tokyo, Japan) 4. Michael Klatt (German Aerospace Center, Ulm, Germany) 5. Yasumasa Matsuda (Tohoku University, Sendai, Japan) 6. Gennady Samorodnitsky (Cornell University, Ithaca, USA) *https://www.uni-ulm.de/mawi/mawi-stochastik/allgemeines/aktuelles/fall-school-time-series-random-fields-and-beyond-2024/* <https://www.uni-ulm.de/mawi/2nd-ism-uulm-joint-workshop/> Best regards, Satoshi Kuriki, Alexander Lindner, Yasumasa Matsuda, Teppei Ogihara, Evgeny Spodarev, Robert Stelzer -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de https://www.uni-ulm.de/mawi/finmath/people/prof-dr-robert-stelzer/

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