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Borse di studio per attività di ricerca - Uni Pavia e UniCredit
by Giorgia Callegaro 07 Nov '19

07 Nov '19

Carissimi tutti, vi comunico che all'Albo Ufficiale d'Ateneo di Pavia, alla pagina *http://www-5.unipv.it/alboufficiale/ <http://www-5.unipv.it/alboufficiale/>* è stato pubblicato in data 31/10/2019 il seguente bando (n. 1726): * Bando di concorso per il conferimento di n. *2* borse di studio per attività di ricerca dal titolo -Modelli di rischio finanziario- presso il Dipartimento di Scienze Politiche e Sociali dell'Università degli Studi di Pavia - *Scadenza 20 novembre 2019 - ore 12:00* L’attività di ricerca verterà sulla tematica “*Modelli di rischio finanziario*” e si svolgerà presso la sede di Milano di Unicredit S.p.A. e sarà finanziata con fondi del contratto Unicredit, di titolarità della Prof.ssa Figini. Durata di mesi 12. L'importo totale della borsa è di € 15.600,00 e sarà corrisposto in rate mensili. Grazie per l'attenzione. Cordiali saluti, Giorgia Callegaro -- Giorgia Callegaro Assistant 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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Permanent position in Probability, Statistics, Actuarial or Financial Mathematics at DCU
by Paolo Guasoni 06 Nov '19

06 Nov '19

Dear Colleague, Dublin City University has an Assistant or Associate Professor (permanent) position in Probability, Statistics, Actuarial or Financial Mathematics: https://www.dcu.ie/sites/default/files/hr/bc1010_assistant_associate_profes… The closing date for the application is December 8, 2019. With best regards, Paolo Guasoni -- * *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/DublinCityUni> <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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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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