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

03 Jul '24

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

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

01 Jul '24

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

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

01 Jul '24

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

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

01 Jul '24

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

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

01 Jul '24

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

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

29 Jun '24

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

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SPASS: seminar
by Marco Romito 28 Jun '24

28 Jun '24

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

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

27 Jun '24

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

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

26 Jun '24

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

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

26 Jun '24

Car* collegh*, vi segnalo questa iniziativa che può essere di interesse. Mi scuso in anticipo se avete già ricevuto l'annuncio. Cordiali saluti, Enrico Scalas -- Il giorno mer 26 giu 2024 alle ore 10:45 Pavan Pranjivan Mehta < pavan.mehta(a)sissa.it> ha scritto: > Dear All, > We are pleased to announce the special focus session on "*stochastic > processes / probability theory* for fractional PDEs.*" *from *05 July to > 02 August 2024* within our ongoing Fractional Calculus Seminar Series > <https://mathlab.sissa.it/fractional-calculus-seminars> (online) at > SISSA, Trieste, Italy. > Please see below for the list of talks; equally, please visit our website > for the full program : > https://mathlab.sissa.it/fractional-calculus-seminars > > Please forward this email to your friends / colleagues, who may be > interested in this research direction; and subscribe to the mailing list to > receive the Zoom meeting link : > https://lists.sissa.it/mailman/listinfo/fc-seminars > > Indeed, I remain at your disposal for any questions. > > *Website* : https://mathlab.sissa.it/fractional-calculus-seminars > *YouTube* : https://www.youtube.com/@FractionalCalculusSeminar > > *List of Talks* > ***** indicates two or more talks, scheduled on the same day. > *All times are quoted in local time zone of Rome, ITALY* > *Date (DD/MM/YYYY)* > *Time (CET/CEST, Rome/Paris)* > *Speaker* > *Title* > 05 / 07 / 2024 > 15:00-16:00 > *Luisa Beghin* > (Sapienza University, Rome) > Stochastic processes on infinite-dimensional spaces and fractional > operators > <https://mathlab.sissa.it/stochastic-processes-infinite-dimensional-spaces-a…> > 12 / 07 / 2024 > 15:00-16:00 > *Enrico Scalas* > (Sapienza University of Rome, Italy) > Fundamental solution of the space-time fractional diffusion equation using > Monte Carlo simulations of CTRWs > <https://mathlab.sissa.it/fundamental-solution-space-time-fractional-diffusi…> > 19 / 07 / 2024 > 15:00-16:00***** > *Ralf Metzler****** > (Institute of Physics & Astronomy, University of Potsdam, 14476 Potsdam, > Germany) > Fractional Brownian motion with time- and space-dependent Hurst exponent > <https://mathlab.sissa.it/fractional-brownian-motion-time-and-space-dependen…> > 19 / 07 / 2024 > 16:00-17:00***** > *Mirko D'Ovidio****** > (Dept. of Basic and Applied Sciences for Engeenering / Sapienza University > of Rome) > Fractional Boundary Value Problems: Results and Applications > <https://mathlab.sissa.it/fractional-boundary-value-problems-results-and-app…> > 26 / 07 / 2024 > 15:00-16:00 > *Michael Roeckner* > (Bielefeld University) > Nonlinear Fokker–Planck equations with fractional Laplacian and > McKean–Vlasov SDEs with Levy–Noise > 02 / 08 / 2024 > 15:00-16:00 > *Bruno Toaldo* > (University of Torino) > TBA > > Thanks and Regards, > Pavan Pranjivan Mehta, > SISSA, International School for Advanced Studies, Italy > https://www.pavanpmehta.com | pavan.mehta(a)sissa.it | ppranjiv(a)sissa.it > > > Contact me for Fractional Calculus Seminars (online) at SISSA > <https://mathlab.sissa.it/fractional-calculus-seminars> > To join : https://lists.sissa.it/mailman/listinfo/fc-seminars > _______________________________________________ > fc-seminars mailing list > fc-seminars(a)lists.sissa.it > https://lists.sissa.it/mailman/listinfo/fc-seminars > *Fai crescere le giovani ricercatrici e i giovani ricercatori* *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587**Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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