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Seminario Prof. Macci 6/9/19 ore 15:30 Insubria University
by Elisa Mastrogiacomo 21 Aug '19

21 Aug '19

Seminar announcement: Macci on Large deviations for risk measures models – September 6, 2019 - 15.30-16.30 Dear Colleagues, On September 6, 2019, 15.30-16.30, Prof. Claudio Macci (University of Roma Tor Vergata) will give a talk on “Large deviations for risk measures in finite mixture models” (joint with Valeria Bignozzi and Lea Petrella). Insubria University Dept. Economics, Via Monte Generoso 71 Sala del Consiglio primo piano Below you find an abstract of Claudio’s paper. You are all invited. Best regards, Elisa Mastrogiacomo Abstract Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is evaluated on the estimated mixture instead of the (unknown) true one, then it is important to investigate the committed error. In this paper we study the asymptotic behaviour of estimated risk measures, as the data sample size tends to infinity, in the fashion of large deviations. We obtain large deviation results by applying the contraction principle, and the rate functions are given by a suitable variational formula; explicit expressions are available for mixtures of two models. Finally, our results are applied to the most common risk measures, namely the quantiles, the expected shortfall and the shortfall risk measure.

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Fwd: University of Oxford: faculty position in Mathematical & Computational Finance
by Marco Romito 17 Aug '19

17 Aug '19

-------- Forwarded Message -------- Subject: University of Oxford: faculty position in Mathematical & Computational Finance Date: Sat, 17 Aug 2019 17:10:16 +0200 From: Rama Cont <Rama.Cont(a)maths.ox.ac.uk> Call for applications: Departmental Lecturer in Mathematical and Computational Finance Mathematical Institute, University of Oxford https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=… Grade 9: £47,263 - £53,765 with a discretionary range to £59,828 p.a. Application Deadline: *September 20, 2019* The Oxford Mathematical Institute proposes to appoint a *Departmental Lecturer in Mathematical and Computational Finance*. This is a *full-time permanent position*, equivalent to a tenured U.S. Associate professor. The Departmental Lecturer will have an outstanding research record in the area of Mathematical and Computational Finance and will be expected to engage in research projects and mentorship of graduate students, lead independent research projects and contribute to the teaching and academic administration as Course Director for the MSc in Mathematical and Computational Finance.The Mathematical, Physical and Life Sciences Division runs periodic exercises to confer the title of Associate Professor to suitably qualified staff members who have met the university’s criteria. The successful candidate will be expected to have a doctorate in mathematics or closely related subject with proven ability and potential to carry out high quality independent research at an international level in Mathematical and Computational Finance, as evidenced by, for example, publications in leading international journals, together with the ability and willingness to undertake the role of Course director for the MSc in Mathematical & Computational Finance. Please direct informal enquiries to the Recruitment Administrator using the email address below, quoting vacancy reference 142100. Applicants should read the job description before writing their application. You will be required to upload a letter setting out how you meet the selection criteria, a curriculum vitae including full list of publications, details of teaching experience, a statement of research interests and the contact details of three referees as part of your online application. For more information on the Oxford Mathematical & Computational Finance Group: https://www.maths.ox.ac.uk/groups/mathematical-finance To apply: https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=… NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by*12.00 noon on Friday 20 September 2019*. Contact Person : the Recruitment Administrator Vacancy ID : 142100 Contact Phone : 01865 273518 Closing Date : 2*0-Sep-2019* Contact Email : vacancies(a)maths.ox.ac.uk <mailto:vacancies@maths.ox.ac.uk?subject=Departmental%20Lecturer%20in%20Mathematical%20and%20Computational%20Finance>

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Concorso RTDA SECS-S/06 università di Verona, scad 22/8/2019
by Cecilia 17 Aug '19

17 Aug '19

Concorso RTDA SECS-S/06 S.C. 13/D4 Metodi Matematici dell’Economia e delle Scienze Attuariali e FinanziarieUniversità di Verona, Dipartimento di Scienze per l'Economia, scadenza 22/8/2019 Bando https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-…

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PhD positions at ETH
by Daniele Cappelletti 02 Aug '19

02 Aug '19

Segnalo due posizioni di dottorato all'ETH, nel gruppo di Control Theory and System Biology <https://mail.ethz.ch/owa/redir.aspx?C=2XSFS4-kVXjKIgR9ycYf_X5K4qAuqGShasSts…>. Il progetto e' volto a sviluppare nuovi strumenti teorici da applicare alla biologia moderna (informazioni piu' dettagliate sono presenti nella locandina e nei link sottostanti). Sono richieste solide basi di teoria dei processi stocastici (o comunque disponibilita' ad apprenderle) e inventiva. Il termine di presentazione delle domande e' il primo settembre. Cordiali saluti, Daniele Cappelletti %%%%%%%%%%%%%%%%%%% You can access the advertisement directly via the following links: - Browser: https://apply.refline.ch/845721/7307/pub/1/index.html <https://mail.ethz.ch/owa/redir.aspx?C=3PvliOca-wxs8fQ8W0RMlAcJipYP7MIBef_pW…> - Mobile: https://m.refline.ch/845721/7307/pub/1/index.html <https://mail.ethz.ch/owa/redir.aspx?C=cFP9Ym6rGCFaGSeSp-9fpBlLkvGpxMQx4KdO6…> The advertisement is also attached to this email as a PDF.

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avviso di seminario UniTN
by Stefano Bonaccorsi 02 Aug '19

02 Aug '19

Eigenvalue bounds for the Laplacian on planar metric graphs *Giovedì 8 agosto 2019 * *Luogo: *Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Sala Seminari "-1" *Ore*: 11:00 *Relatore:* - *Marvin Plümer* (FernUniversität Hagen, Germany) *Abstract:* Self-adjoint differential operators – in particular Schrödinger-type operators – acting on metric graphs have been studied very actively, in recent years. Here, a metric graph is a collection of intervals whose endpoints are identified in a graph-like fashion. In this talk, we present some new developments in the theory of Laplacians on metric graphs: in particular, we discuss the role played by planarity in spectral theory and derive some lower and upper bounds for the eigenvalues of the Laplacian. To derive upper bounds we make use of a geometric representation for planar graphs provided by the classical Circle Packing Theorem of Koebe, Andreev and Thurston. For the derivation of lower bounds, we extend and apply a recently developed transference principle by Amini and Cohen-Steiner that compares eigenvalues of continuous and discrete models in a very convenient way. In this context we give a brief introduction to metric graphs and differential operators on metric graphs. This is joint work with Delio Mugnolo. *Referente*: Stefano Bonaccorsi

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International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 29 Jul '19

29 Jul '19

CREDIT2019 <http://www.greta.it/credit/credit2019/credit2019.htm> * * * * *GRETA Associati* (Venice, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *Intesa Sanpaolo* (Milan, Italy) and *S&P Global Market Intelligence* (London, UK) are co-sponsors of a Conference to be held in Venice on September 26-27, 2019. The objective of the Conference is to bring together academics, practitioners and Ph.D. students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and atmospheric events and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* (Milan, Italy) and the *Joint Research Center, European Commission* (Ispra, Italy), is the *eighteenth *of a series dedicated to various aspects of credit risk. //The adoption of the Paris Agreement on climate change and the UN 2030 Agenda for Sustainable Development marks a historical international commitment to the objective of a more sustainable economy and society. How to mobilise the necessary financing for green and sustainable investments is thus a primary need. // //Meanwhile, Regulators are discussing about a green-supporting or a brown-penalising factor since they want to make sure financial institutions are prepared. It is to find the way to support sustainable investments but it is primarily a discussion about credit risk.// //The banking and insurance industries and more in general the financial sector has to develop new asset management strategies and to adjust their credit allocation practices to cope with these new challenges and take advantage of the new opportunities. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design adapted policy tools. ////////// The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle *(New York University), *Andreas Hoepner* (University College Dublin), *Irene Monasterolo* (Wirtschaftsuniversität Wien) and *Til Schuermann *(Oliver Wyman, New York). The Conference will also feature a panel discussion on researchers', practitioners' and policy makers’ views of the major outstanding problems. The Scientific Committee consists of: *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) *Stefano Battiston* (University of Zurich) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Francesca Campolongo* (Joint Research Center, European Commission) *Robert Engle *(New York University) *Thomas Heller *(Climate Policy Initiative & Stanford University) *Andreas Hoepner* (University College Dublin) * Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Stephen Schaefer* (London Business School) *Cristiano Zazzara* (S&P Global Market Intelligence, New York) **** Sponsors** *GRETA* <http://www.greta.it/> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> S&P Global Market Intelligence <https://www.spglobal.com/marketintelligence/en/> Auspices** ** <http://www.abi.it/Pagine/default.aspx> *Ca' Foscari - Economics Department* <http://www.unive.it/pag/16892> *ABI* <http://www.abi.it/Pagine/default.aspx> AIAF <https://www.aiaf.it/> *JCR - European Commission <https://ec.europa.eu/jrc/en> * ** <https://ec.europa.eu/jrc/en> ** <http://www.abi.it/Pagine/default.aspx> * * **PROGRAMME ** *Thursday, September 26 2019* * **08.30***- 09.00 Registration ** ***09.00***- 09.15 Welcome**** ********Opening Remarks: Carlo Carraro********(Ca’ Foscari University of Venice & CMCC, Programme Chair)**** *** 09.15 - 11.00 Session I: BANKS**AND CREDIT RISK* • *Key-note talk:* /Banks and Climate Risk/, *Til Schuermann*(Oliver Wyman, New York) • /Climate Change and Credit Risk/, Giusy Capasso (Bocconi University) and *Gianfranco Gianfrate*(EDHEC Business School, Nice) •/Relaxing Credit Constraints: Credit Risk, Financial Intermediation Quality, and Environmental Impact/, Ashay Kadam**(Indian Institute of Management at Udaipur) and *Magdalena Pisa* (WHU - Otto Beisheim School of Management) * * *11.00 - 11.30 Coffee break* * 11.30 - 13.15 Session II: CLIMATE RISK AND EQUITY MARKETS* • *Key-note talk:* /Hedging Against Climate Change/, *Robert Engle*(New York University) • /Climate Risks and Stock Returns/, Eugenio Carnemolla (University of Lausanne)and*Giuseppe Vinci* (Rice University, Houston) • /Investor Ownership and Carbon-Intensive Stocks: Who Holds the Carbon Risk Bomb?/, Lukas Benz (University of Augsburg), Stefan Paulus (University of Augsburg), Julia Scherer (University of Augsburg), Janik Syryca (University of Augsburg) and*Stefan Trück* (Macquarie University, Sidney) *13.15 - 14.15 Lunch * * * *14.15 - 15.45 Session III: ***CLIMATE POLICY RISK**** • /Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank Loans/, *Manthos D. Delis*(Montpellier Business School), Kathrin de Greiff (University of Zurich & Swiss Finance Institute)and**Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) /• Assessing Sustainable Finance Policies Via a Stock-flow Consistent Macro Model with Portfolio Choice/, Nepomuk Dunz**(Wirtschaftsuniversität Wien), Irene Monasterolo (Wirtschaftsuniversität Wien)and*Marco Raberto* (University of Genoa) • /Carbon Pricing Paths To A Greener Future And Potential Roadblocks To Public Companies Credit-Worthiness/, *Giorgio Baldassarri **Höger von Högersthal* (S&P Global Market Intelligence, London), Hrvoje Tomicic (S&P Global Market Intelligence, London), Luka Vidovic (S&P Global Market Intelligence, London) and Cristiano Zazzara (S&P Global Market Intelligence, London) *15.45 - 16.30 Coffee break and POSTER SESSION* *16.30 - 18.15 Session IV: CLIMATE CHANGE AND ASSET PRICES*** • *Key-note talk:* /ESG Engagement and Downside Risk/, *Andreas Hoepner*(University College Dublin) • /Is Firm-level Clean or Dirty Innovation Valued More?/, Antoine Dechezleprêtre(London School of Economics), Cal B. Muckley (University College Dublin) and *Parvati Neelakantan*(University College Dublin) • /ESG and Corporate Credit Spreads/, Florian Barth (Friedrich-Alexander Universität Erlangen-Nürnberg), *Benjamin Hübel* (Friedrich-Alexander Universität Erlangen-Nürnberg)and Hendrik Scholz (Friedrich-Alexander Universität Erlangen-Nürnberg) *Social dinner at the Hotel Monaco <https://www.hotelmonaco.it/en/grand-canal-restaurant-venice-centre/>: Speech by Ignazio Visco (Governor, Bank of Italy) * *Friday, September 27 2019* *09.00 - 10.45 Session V: ***CLIMATE ******RISK **PRICING AND ASSESSMENT**** • *Key-note talk:* /A Climate Finance Risk Assessment and Management Approach under Uncertainty/, *Irene Monasterolo*(Wirtschaftsuniversität Wien) /• The Greenium Matters: Evidence on the Pricing of Climate Risk/, *Lucia Alessi *(European Commission), Elisa Ossola (European Commission)and**Roberto Panzica (European Commission) • /Climate Risk and Financial Stability in the Network of Banks and Investment Funds/, Alan Roncoroni (University of Zurich), *Stefano Battiston* (University of Zurich), Luis Onésimo Leonardo Escobar Farfán (Banco de Mexico) and Serafin Martinez Jaramillo (Banco de Mexico & Centro de Estudios Monetarios Latinoamericanos) *10.45 - 11.15 Coffee break* *11.15 - 12.45 **PANEL Session***: CLIMATE CHANGE RISK: THE POLICY MAKERS' POINT OF VIEW**- Moderator: *Francesca Campolongo* (Joint Research Center, European Commission) *_Participants:_* *Sergio Nicoletti Altimari***(European Central Bank) *Mattia Romani* (European Bank for Reconstruction and Development) *Nancy Saich* (European Investment Bank) *Manuela Zweimueller* (European Insurance and Occupational Pensions Authority) *Mario Nava* (European Commission) will contribute a video message *12.45***- 13.45 Lunch** ** ** *13.45 - 15.15 Session VI: **LENDING AND CLIMATE CHANGE* • /High Water, No Marks? Biased Lending After Extreme Weather/, Nicola Garbarino (Bank of England) and *Benjamin Guin*(Bank of England) • /Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case/, Monica Billio (Ca’ Foscari University of Venice & GRETA), *Michele Costola* (SAFE - Goethe University Frankfurt), Loriana Pelizzon(SAFE - Goethe University Frankfurt) and Max Riedel(SAFE - Goethe University Frankfurt & Ca' Foscari University of Venice) • /Climate Change and Bank Lending: the Case of Flood Risk in Italy/, Ivan Faiella(Bank of Italy) and *Filippo Natoli*(Bank of Italy) *15.15***- 15.45 Coffee break** **** *15.45 - 17.15 PANEL Session ***Practice: CLIMATE CHANGE RISK: A PRACTITIONERS’ VIEW **- Moderator: *Isabella Bufacchi* (Il Sole 24 Ore) *_Participants:_* *Mark Carhart***(Kepos Capital, New York) *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC) *Robert Engle* (New York University) *Giulio Mignola* (Intesa Sanpaolo, Turin) *Jobst Neuss* (European Investment Fund, Luxembourg) *Til Schuermann* (Oliver Wyman, New York) *Cristiano Zazzara* (S&P Global Market Intelligence, New York) *17.15 - 18.15 Session VII: CLIMATE CHANGE AND BOND MARKET* • /Climate Change Implications for the Catastrophe Bonds Market: An Empirical Analysis/, *Claudio Morana*(University of Milano - Bicocca, Center for Research on Pensions and Welfare Policies & Rimini Centre for Economic Analysis) and Giacomo Sbrana (NEOMA Business School) • /The Pricing of Green Bonds: Are Financial Institutions Special?/, Serena Fatica (European Commission), Roberto Panzica (European Commission) and *Michela Rancan* (European Commission) *End of conference - Cocktail at the Querini Stampalia* **REGISTRATION** To register for the Conference you are requested to complete the registration form that is available on our website (_http://www.greta.it/credit/credit2019/credit2019.htm_). Registration fees are: Early registration (within August 31st) Late registration (from September 1st on) Academics: 250 Euro + VAT 300 Euro + VAT Practitioners: 800 Euro + VAT 1000 Euro + VAT Academics Poster Presenter: 150 Euro + VAT 200 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT 500 Euro + VAT PhD Students*: 100 Euro + VAT 150 Euro + VAT ** *VAT is currently 22%* *Students will have to provide valid proof of their student status. The registration fees cover: * Admission to all scientific sessions * Lunches and coffee service during the Conference * Conference kit The registration fees do not fully cover the conference dinner on September 26th, 2019, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2019/credit2019.htm *** Please accept our apologies for any crossed e-mails. -- Nota automatica aggiunta dal sistema di posta.

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PhD in statistics and deep neural networks at UT Netherlands
by Gianluca Finocchio 26 Jul '19

26 Jul '19

Gentili colleghi/e, vi inoltro un annuncio dall'università di Twente (Olanda). Cordialmente,GF The statistics group at the University of Twente (UT, in the Netherlands) has a vacancy for a Ph.D. student to work on statistical theory for deep neural networks. A requirement is a M.Sc. degree in mathematics/statistics with solid background in probability theory and mathematical statistics. The deadline for applications is August 15. Intended starting date for the position is in October/November this year. Additional information can be found here https://www.utwente.nl/en/organization/careers/!/292044/phd-in-statistical-… For questions, please email a.j.schmidt-hieber(a)utwente.nl

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Internship positions in machine learning at BCAM, Bilbao
by Marco Romito 25 Jul '19

25 Jul '19

Ricevo e inoltro ============================================ Dear Colleagues, The Basque Center for Applied Mathematics (BCAM) is offering several internship positions to work on machine learning problems. This is an opportunity for MS and last year BS students to start a research career while learning very interesting topics. You can find below the description of the positions. Further informations are available at the link http://www.bcamath.org/en/research/internships <http://www.bcamath.org/en/research/internships>. I appreciate if you can distribute the announcement to potential candidates. Thank you very much. Regards, Gianni ——————————————————————————————————————————— Internship 1: Research topic title: Minimaxsupervised classification Research topic description: Supervised classification can be approached as a zero-sum game between learner and nature. Efficient algorithms can be enabled by using uncertainty sets of distributions defined by a generating function. This project will develop techniques to determine such function and to estimate its expectations Keywords: supervised classification, statistics, probability ——————————————————————————————————————————— Internship 2: Research topic title: Open supervision for machine learning Research topic description: Training data obtained in practice is often provided by a heterogeneous community that label examples with different levels of accuracy, ranging from perfect to missing annotations. This project will develop new machine learning techniques that utilize such weak and heterogeneous training data, and evaluate the performance gains with respect to existing approaches. Keywords: python/R/Matlab, supervised classification ——————————————————————————————————————————— Internship 3: Research topic title: Data science for energy management Research topic description: Numerous data sets related with energy can be exploited in order to improve energy management both at large and small scales. For instance, weather data can serve to better schedule energy generation, historical consumption/generation data can serve to avoid outages, and contextual data can serve to use resources more efficiently. This project will develop techniques that utilize heterogenous and posibly inaccurate, incomplete, or erroneous data in order to improve energy management Keywords:Statistics, data science, machine learning ——————————————————————————————————————————— Internship 4: Research topic title: Probabilistic energy forecasting Research topic description: Energy forecasing is widely used to manage energy resources, e.g., schedule generation and prevent outages. This project will develop techniques that obtain probability distributions of future energy consumption/generation using energy related data. In particular, the techniques developed will use data such as historical consumption/generation, weather conditions, location, and time. Keywords:Probabilistic forecasting, online learning, supervised learning ——————————————————————————————————————————— Internship 5: Research topic title: Projective geometry of convex sets and its application to machine learning Research topic description: The natural transformations in machine learning (Markov transitions, stochastic kernels, channels, probabilistic mappings) are affine/projective transformations between probability simplexes. This project will 1) characterize such linear geometrical representation and its relationship with classical convex geometry, e.g., convex duality, support functions, and barycentric coordinates; and 2) develop machine learning techniques inspired by such geometrical interpretation, e.g., dimensionality reduction based on invariance w.r.t. affine/projective transformations. Keywords:Projective geometry, convex geometry, advanced linear algebra. ——————————————————————————————————————————— ——————————————————————————————————————————— Required knowledge and skills: Statistics/probability, Linear algebra, optimization, Programming in python or R or Matlab Required language skills: Spanish or English Duration and dates: 3 months; flexible dates depending student availability Covered expenses: To be negotiated Application deadline: 30th of August ================================================================ — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> | www.bcamath.org/gpagnini <http://www.bcamath.org/gpagnini> ( matematika mugaz bestalde )

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Invito a sottoporre articoli al Journal for Mathematics in Industry
by Alessandra Micheletti 22 Jul '19

22 Jul '19

Diffondo la seguente informazione da parte dell'editor in chief del Journal of Mathematics in Industry. Grazie ad un nuovo accordo con la Springer, chi ha una affiliation presso un centro ECMI (European Consortium for Mathematics in Industry), puo' pubblicare gratuitamente sul giornale, che e' di tipo open access. In Italia i centri ECMI sono attualmente: Universita' degli Studi di Milano Politecnico di Milano Universita' degli Studi di Verona Universita' degli Studi di Catania IAC-CNR Roma Ulteriori informazioni sull'ECMI e sulle quote associative si possono trovare al sito https://ecmiindmath.org/ Resto a disposizione per ulteriori spiegazioni. Cordialmente, Alessandra Micheletti ------------------------------------------ Some weeks ago, Adérito Araújo, president of ECMI (European Consortium for Mathematics in Industry), informed all members on a new opportunity to publish within the ECMI-Springer open-access Journal of Mathematics in Industry. <https://mathematicsinindustry.springeropen.com/> [image: ECMI_JMiI] The Journal of Mathematics in Industry is a high-quality journal that brings together research on developments in mathematics for industrial applications, including both methods and the computational challenges they entail. Here, industry is understood as any activity of economic and/or social value. As such, “mathematics in industry” concerns the field as it actually improves industrial processes and helps to master the major challenges presented by cost and ecological issues. In terms of theory, the journal seeks articles with demonstrable mathematical and statistical developments motivated by problems of modern industry. With regard to computational aspects, it publishes works introducing new methods and algorithms that represent significant improvements on the existing state of the art of modern numerical and simulations methods. In addition, online publication in Journal of Mathematics in Industry gives you the opportunity to publish large datasets, large numbers of color illustrations and movies, to display data in a form that can be read directly by other software packages so as to allow readers to manipulate the data for themselves, and to create all relevant links. A new agreement has been made with Springer *allowing all researchers affiliated to an ECMI member-institution to publish in our journal free of charge to the author(s).* The article processing charge (APC) will be waived at the expense of ECMI. To have access to this publishing opportunity, please contact your local ECMI node representative to get the institutional reference code for ECMI, which is needed during the submission process to waive the APC. You may find your local ECMI node representative here: https://ecmiindmath.org/list-of-ecmi-members/ Please help in making our ECMI Journal of Mathematics in Industry a success story! Do not hesitate to contact me for further information or to answer your questions. Michael Günther Editor-in-chief of Mathematics in Industry guenther(a)uni-wuppertal.de -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics 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 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Fwd: QFW2020 - First call
by Maria Elvira Mancino 18 Jul '19

18 Jul '19

Dear All, we are ready to deliver the First call for papers for the workshop. Please find the call attached to this message. I kindly ask your support in promoting the event. Thanks in advance, arrivederci a Napoli Stefania Corsaro

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