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Advances in Financial Mathematics 2020 (fwd)
by Tiziano Vargiolu 06 Nov '19

06 Nov '19

---------- Forwarded message ---------- Date: Tue, 5 Nov 2019 18:47:21 +0100 From: Idris Kharroubi <idris.kharroubi(a)upmc.fr> To: undisclosed-recipients: ; Subject: Advances in Financial Mathematics 2020 The conference "Advances in Financial Mathematics 2020" supported by the chair Risques Financiers will take place from january 14 to january 17 2020 at the Cordeliers campus in Paris. It will address topics of particular relevance for the practice of financial risk management : market liquidity, market microstructure, risk measures, numerical methods, model calibration and model risk, robustness, credit/Default/Counterparty risk, regulatory aspects, non-linear valuation, hedging, systemic risk, game theory, blockchain. Registration is free but compulsory on the website https://fin-risks2020.sciencesconf.org/ On Behalf of the organizing committee, Idris Kharroubi Professor Laboratoire de Probabilit?s, Statistique et Mod?lisation Sorbonne University - Facult? of Science and Engineering

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PhD opportunities, Oxford-Imperial StatML
by Stefano Favaro 06 Nov '19

06 Nov '19

Ricevo e inoltro. Cordial saluti, Stefano Favaro **** Inizio messaggio inoltrato **** Da: Patrick Rebeschini <patrick.rebeschini(a)stats.ox.ac.uk> Oggetto: PhD opportunities, Oxford-Imperial StatML Data: 5 novembre 2019 23:45:22 CET A: "stefano.favaro(a)unito.it" <stefano.favaro(a)unito.it> RE: PhD opportunities in Modern Statistics and Statistical Machine Learning at Imperial and Oxford. Deadline for first application round: November 15. Are you interested in modern statistics and machine learning? Do you have a background in Maths, Statistics or related areas? If so then apply to the StatML CDT! StatML is a new Centre for Doctoral Training (CDT) based at Imperial College London and the University of Oxford. We offer a transformative style of doctoral training, leading towards a PhD / DPhil, which provides opportunities to: • explore new research areas using modern statistical methods and machine learning; • make real scientific, societal and industrial impacts with your research; • experience and engage in peer to peer learning; • be involved in cohort based training; • work directly with leading industrial partners; • receive exposure to cutting edge researchers in two world-leading universities. We will offer about 15 studentships for entry in October 2020. Each student will be funded with a grant for four years of study. Typically, the funding is available for Home/EU students – we expect to have two admissions rounds with submission deadlines of 15 November 2019 and 24 January 2020. There are very limited funding opportunities for overseas students (see the website for details). StatML is funded by EPSRC with support from industrial partners. Please visit the StatML website to find out more: https://statml.io/ <https://statml.io/> Stefano Favaro University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/favaro/

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post-doc position in St Petersburg
by Dario Trevisan 05 Nov '19

05 Nov '19

Salve, segnalo ai potenziali interessati un annuncio per una posizione post-doc presso L'Euler International Mathematical Institute a St Peterburg, ``in all areas of Mathematics, Theoretical Computer Science, Mathematical and Theoretical Physics''. Il salario corrisponde circa a 1450 euro netti mensili + biglietti aerei. La durata e' da 1 a 2 anni eventualmente rinnovabili per un altro anno. La domanda va fatta preferibilmente entro il 30.11.19. Per ulteriori dettagli, vedere http://www.pdmi.ras.ru/EIMI/ Saluti, Dario Trevisan -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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14-15 nov: Giovanni Peccati mini-course at Roma Tor Vergata
by Anna Vidotto 05 Nov '19

05 Nov '19

*Mini-course* held by *Giovanni Peccati* (6 hours) Title: *The Malliavin-Stein method* Abstract: *I will provide a self-contained introduction to a collection of probabilistic techniques developed in the last decade, focussing on quantitative limit theorems for non-linear functionals of Gaussian fields, obtained by combining two techniques: (i) the Malliavin calculus of variations, and (ii) Stein's method for probabilistic approximations. I will develop in full detail at least one geometric application related to the structure of level sets of Gaussian fields, and I will try to point out a number of further directions of research, connected e.g. to concentration estimates, entropic bounds, discrete geometric structures and the analysis of Boolean functions.* *A systematically updated list of papers related to Malliavin-Stein techniques can be found here * https://sites.google.com/site/malliavinstein/home *The main reference of the matter is the monograph by I. Nourdin and myself: *https://tinyurl.com/y3h2n8e2 Place: Aula Dal Passo, Dipartimento di Matematica, Università di Roma Tor Vergata Via della Ricerca Scientifica 1, 00133 Roma Schedule: - Thursday November 14th, from 2 PM to 5 PM - Friday November 15th, from 9:30 AM to 12:30 AM --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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3-year postdoctoral fellowship in Statistics
by Samantha Leorato 01 Nov '19

01 Nov '19

Apologize for cross-posting. --------------------------------------------- Dear All, with this e-mail, we would like to inform you that the Department of Economics, Management and Quantitative Methods (DEMM), University of Milan, Italy, launches a call for a full-time, 3-year fixed-term Postdoctoral Research Associate position to work on a statistical science programme grant funded by the Centre of Excellence in Economics and Data Science (CEEDS), awarded by the Italian Ministry of Education (MIUR). The research activity is to be carried out at the Department of Economics, Management and Quantitative Methods of the University of Milan, under the supervision of Prof. Chiara Tommasi, within the research programme “Selection of the most informative observations”. The annual gross remuneration package for this position will be €32,000. The research project concerns adaptation and generalization of the optimal design theory and of some typical results of mathematical statistics, for selecting the most informative observations from a huge and complex data set. Details on the application can be found at https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg… <https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg…>. Deadline for application: November 15th 2019 Samantha Leorato ----------------------------------------------------- Associate Professor in Statistics Dept. Economics, Management, and Quantitative Methods University of Milan, via Conservatorio, 7 20122 Milano Samantha.Leorato(a)unimi.it https://sites.google.com/site/samanthaleorato/ https://www.researchgate.net/profile/Samantha_Leorato -----------------------------------------------------

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Politecnico di Milano - Seminario Borgonovo
by Laura Maria Sangalli 31 Oct '19

31 Oct '19

Si avvisa che in data 06-12-2019, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Emanuele Borgonovo, Bocconi University Titolo: Explainability, intepretability and sensitivity analysis Sommario: A growing research activity is developing for increasing interpretability of machine findings. When complex architectures are used, analysts are, in fact, exposed to the black-box effect. This seminar will review several methods used both in the machine learning and in the simulation community to make the black box more transparent. We shall discuss tools such as partial dependence functions, layerwise relevance propagation, as well as present several local and global sensitivity analysis methods, also proposing new tools and new findings on popular tools. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Fwd: Position in Probability at Durham University
by Elisabetta Candellero 31 Oct '19

31 Oct '19

Ricevo ed inoltro. Elisabetta ---------- Forwarded message ---------- From: "CHHITA, SUNIL" <sunil.chhita(a)durham.ac.uk> To: Cc: Bcc: Date: Wed, 30 Oct 2019 13:45:31 +0000 Subject: Position in Probability at Durham University Dear Friends and Colleagues, Apologies if you receive more than one copy of this message. We are currently advertising a new assistant professor position (i.e. lecturer) in probability at Durham University, UK. The closing date for applications is 13th December 2019. Please see the link below for more details: https://www.dur.ac.uk/jobs/recruitment/vacancies/math20-15/ Please pass this on to anyone who you think might be interested. Many thanks, Sunil Chhita Nicholas Georgiou Ostap Hryniv Mikhail Menshikov Ellen Powell Mustazee Rahman Matthias Troffaes Andrew Wade

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University of Padova: call for interest for a Professor in Probability
by Tiziano Vargiolu 31 Oct '19

31 Oct '19

Please circulate among all potential interested people 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 --------------------------------------------------------------------------

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Call for Papers -- EFI5-Energy Finance Italia Ed.5
by Tiziano Vargiolu 31 Oct '19

31 Oct '19

-------- Messaggio originale -------- Oggetto: Call for Papers -- EFI5-Energy Finance Italia Ed.5 Data: 30-10-2019 23:09 Mittente: LM <lmastroeni(a)os.uniroma3.it> Dear All, we are delivering the Second Call for Papers for the workshop EFI5 - Energy Finance Italia Edn. 5 Roma Tre University, Department of Economics February 10 - 11, 2020 The DEADLINE for submissions is DECEMBER 15TH, 2019 IMPORTANT DATES: DECEMBER, 15TH Deadline for submissions of extended abstracts JANUARY, 15TH Deadline for notification of acceptance JANUARY, 25TH Deadline for the payment of fees JANUARY, 31ST Deadline for the submission of full papers FEBRUARY, 10TH - 11TH Workshop KEYNOTE SPEAKERS: Lutz Kilian [1] and Brian Wright [2] A SELECTION OF PAPERS presented at the workshop will be published in the journal Decisions in Economics and Finance [3]. You can find all the information at the following link http://host.uniroma3.it/eventi/efi5/ All the best Loretta Mastroeni LORETTA MASTROENI Associate Professor of Mathematical Finance Department of Economics Via Silvio D'Amico, 77 - 00145 Rome - Italy ph: +39-6-5733.5693 e-mail: loretta.mastroeni(a)uniroma3.it Skype contact: lmastroeni_1 Links: ------ [1] https://sites.google.com/site/lkilian2019/ [2] https://are.berkeley.edu/users/brian-wright [3] https://www.springer.com/journal/10203

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Fourth European Conference on Queueing Theory (ECQT'20)
by Antonio DI CRESCENZO 30 Oct '19

30 Oct '19

ricevo e inoltro /********************************************************************/ /* *Fourth European Conference on Queueing Theory (ECQT'20)* */ /* Madrid, Spain, *July 20-22, 2020* */ /* ecqt20.sciencesconf.org */ /********************************************************************/ *GENERAL INFORMATION* The European Conferences on Queueing Theory (ECQT) is now a consolidated tradition for the members of the queueing theory community in europe and abroad. After the three past editions (Genth, Belgium in 2014, Toulouse, France in 2016, Jerusalem, Israel in 2018), the next one comes back in Madrid, where the parent MCQT conferences were first organized by Jesús Artalejo during the years 2002-2010. ECQT conferences aim to be a meeting place where scientists and technicians in the field can find a discussion forum to promote research,encourage interaction and exchange ideas. The conference is open to all trends in queueing theory, including the development of the theory, methodology advances, computational aspects and applications. The spirit of the conference is to be a queueing event organized from within Europe, but attendees and submissions need not be restricted to Europe. *CALL FOR ABSTRACTS* We invite you to submit an abstract to ECQT'20 conference. Instructions for preparing the abstracts will be available soon on the conference website . Each abstract accepted for presentation will require a separate registration. The deadline for submission of an abstract is April 15, 2020. *SPECIAL ISSUES* Participants at the conference will be given the opportunity to submit a paper to special volumes of the journals *Queueing Systems: Theory and Applications* (QUESTA) and *Performance Evaluation*. The paper should be based on unpublished work presented at the conference. All submitted papers will be refereed according to the high standards of the journals. The deadline for submission to the special issues is *September 30, 2020*. More information on the special issues will be given in future announcements. *TAKACS THESIS AWARD* The Steering committee of the European Conference on Queueing Theory (ECQT) is pleased to announce the setting up of the third edition of the Takács award. The Takács Award is a bi-annual award presented to doctoral dissertations in recognition of outstanding contributions to queueing theory, including the development of theory, methodological advances, computational aspects and applications. The award will be presented during the ECQT'20 conference. Details will be published in the conference website soon. *ECQT'20 IMPORTANT DATES* Submission site opens: *January 1, 2020* Deadline for abstract submission: *April 15, 2020* Notification of acceptance: *April 30, 2020* Early registration deadline: *May 31, 2020* Conference dates: *July 20-22, 2020* *CONFERENCE WEBSITE* Further information is provided at the conference website <http://ecqt16.sciencesconf.org/>ecqt20.sciencesconf.org, accessible also at ecqt20.uc3m.es. *ECQT'20 ORGANIZING COMMITTEE* *General Chairs*: Bernardo D'Auria, Madrid University Carlos III *TPC Chairs*: Ivo Adan, Eindhoven University of Technology Bernardo D'Auria, Madrid University Carlos III Offer Kella, Hebrew University of Jerusalem *ECQT Steering Committee*: Sem Borst, TU Eindhoven and Nokia Herwig Bruneel, Ghent University Douglas Down, McMaster University Antonis Economou, University of Athens Bara Kim, Korea University Michel Mandjes, University of Amsterdam Antonio Pacheco, IST-UTL Miklos Telek, Budapest University of Technology and Economics Sabine Wittevrongel, Ghent University *Local Organizing Committee*: Sergio Santiago Benito, ADCOMM Century S.L., Madrid

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