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Workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, Politecnico di Milano, September 26-27, 2024
by Alessandro CALVIA 22 Jul '24

22 Jul '24

Dear colleagues, we are pleased to invite you to attend the workshop Stochastic Processes, Stochastic Optimal Control, and their Applications, to be held at Politecnico di Milano on September 26-27, 2024. The workshop is dedicated to Professor Marco Fuhrman, on the occasion of his 60th birthday. The workshop features talks by Marco Campi (Università degli Studi di Brescia) François Delarue (Université Côte d'Azur) Fausto Gozzi (Luiss “G. Carli”) Jean Jacod (Université Paris VI) Federica Masiero (Università degli Studi di Milano-Bicocca) Huyên Pham (Université Paris Cité) Gianmario Tessitore (Università degli Studi di Milano-Bicocca) The workshop begins on Thursday, September 26, at 16:00 and ends on Friday, September 27, at 12:00. Attendance is possible only in presence upon registration, which is free but mandatory. Unfortunately, we cannot offer financial support. If you are interested in attending, please register on the website https://www.mate.polimi.it/events/SPOCA/, which will be regularly updated to give you all the information about the workshop. For any further information, please contact spoca-dmat(a)polimi.it<mailto:spoca-dmat@polimi.it> . Best regards, The organizing committee Alessandro Calvia (Università degli Studi di Parma) Fulvia Confortola (Politecnico di Milano) Andrea Cosso (Università degli Studi di Milano) Giuseppina Guatteri (Politecnico di Milano) Mattia Martini (Université Côte d’Azur) Firma il tuo 5xmille all’Università di Parma. Aiutaci a potenziare la capacità di accoglienza, soprattutto abitativa, per le studentesse e gli studenti. - Indica 00308780345 nella tua dichiarazione dei redditi.

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Post-Doc positions at the University of Padova
by alekos.cecchin＠unipd.it 19 Jul '24

19 Jul '24

Dear all, Two post-doc positions are open at the Department of Mathematics of the University of Padova. The deadline is August 5th The call for application is at https://www.math.unipd.it/news/bando-n-13-2024-per-n-2-assegni-di-ricerca-m… The position is funded through the research project “MeCoGa – mean field control and games” of the University of Padova, principal investigator Alekos Cecchin. Requirements and project We seek candidates with the aspiration to contribute to the research project “MeCoGa – mean field control and games” of the University of Padova. Candidates must hold, or be about to obtain, a PhD in mathematics, applied mathematics, or a related field, and should possess a relevant record of publications. Expertise in research related to mean field games or mean field control problems is preferable, but not mandatory. The project may also involve applications to financial and energy markets, including numerical studies. In general, candidates should have carried out research in probability, analysis, or financial mathematics. The position holder is expected to undertake rigorous and innovative research, publish in high quality international journals, and contribute to the research activities of the Department. There are no teaching duties associated with the position. The post-doc position is for a 18 months fixed-term contract, with a possible extension of six months. Appointments are full-time and the salary is about 2k€ net per month. The starting date of the contract is between September 2024 and February 2025. About the group The research will be conducted at the Department of Mathematics of the University of Padova within an interdisciplinary group composed of pure and applied mathematicians working on mean field games and mean field control. Some details about the group can be found at <https://sites.google.com/view/mfgrt-in-padova/home-page> https://sites.google.com/view/mfgrt-in-padova/home-page . Kind regards Alekos Cecchin

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Fwd: Announcement of Winter School on Disordered Media - Budapest, January 20-24, 2025
by Faggionato, Alessandra 18 Jul '24

18 Jul '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Balint Toth <b4l1nt.t0th(a)gmail.com> Date: Thu, 18 Jul 2024 at 15:56 Subject: Announcement of Winter School on Disordered Media - Budapest, January 20-24, 2025 Dear Friends and Colleagues, It is our pleasure to inform you about the following upcoming event to be held at the Rényi Institute <https://renyi.hu/en?>/*Erdős Center* <https://erdoscenter.renyi.hu/>, in *Budapest*: *Winter School on Disordered Media <https://erdoscenter.renyi.hu/events/school-disordered-media>* January 20-24, 2025 The School will be held at the *Rényi Institute <https://renyi.hu/en?>*, Budapest, Hungary. It is part of the *Semester on Probability and Statistical Physics <https://erdoscenter.renyi.hu/articles/probability-and-statistical-physics-2…>* (January-June 2025) hosted by Erdős Center. MSc students, PhD students and postdocs, young researchers are most welcome to apply. (However, participation is not restricted to this category.) The programme of the school consists of five minicourses given by distinguished researchers of the field, short presentations by participants of the school and an open problem session. [The following week a Workshop on Disordered Media <https://erdoscenter.renyi.hu/events/workshop-disordered-media> (January 27-31, 2025) will also be held at the same venue. Information about this second event will follow soon.] The following minicourses will be held within the program of the School: *David Belius <https://davidbelius.github.io/>*: INTRODUCTION TO SPIN GLASSES, *Nathanael Berestycki <https://homepage.univie.ac.at/nathanael.berestycki/>*: LIOUVILLE QUANTUM GRAVITY AND ITS SPECTRAL GEOMETRY, *Marek Biskup <https://www.math.ucla.edu/~biskup/>*: EXTREMAL PROPERTIES OF THE RANDOM WALK LOCAL TIME, *Ron Peled <http://www.math.tau.ac.il/~peledron/>*: DISORDERED SPIN SYSTEMS, FIRST-PASSAGE PERCOLATION AND MINIMAL SURFACES IN RANDOM ENVIRONMENT, *Sergio Simonella <https://sergiosimonella.wordpress.com/>*: KINETIC LIMITS FOR THE DILUTE CLASSICAL GAS. Detailed instructions for applications and practicalities to be found at the *web-page of the event <https://erdoscenter.renyi.hu/events/school-disordered-media>*. *APPLICATION DEADLINE: OCTOBER 31, 2024.* WE KINDLY ASK YOU TO SPREAD THE INFORMATION AMONG MSc/PhD students, postdocs and young researchers within your range of interaction and encourage them to apply and take part. With our best wishes, Ágnes Backhausz, Gábor Pete, Balázs Ráth and Bálint Tóth (the organisers) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Assegno di ricerca SECS-S/01 Dipartimento di Matematica, Università di Genova
by Eva Riccomagno 16 Jul '24

16 Jul '24

Dear Colleagues, I am currently advertising a postdoctoral position at the Department of Mathematics of the University of Genova. Application deadline: 22/07/2024 at 12:00, Italian time. The call for applications is available at the following link: https://concorsi.unige.it/home/procedure/4828 (Concorsi online - Università degli Studi di Genova) A doctorate is not required at the time of application. The start date of the contract is after 01/10/2024. The research will be carried out in collaboration with the Regione Liguria and will include the validation of a methodological framework for sampling and estimation of rare or elusive subpopulations, with particular attention to the Ligurian subpopulations poorly represented in the EU-SILC survey. Please contact riccomagno(a)dima.unige.it <mailto:riccomagno@dima.unige.it> for more information about the project and the call for proposal, and please forward the announcement to potential candidates. With best regards, Eva Riccomagno _____________________ Eva Riccomagno Department of Mathematics University of Genova President of the IANUA university Consortium

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Fwd: bando assegno di ricerca n. 2/2024
by Bertini, Lorenzo 16 Jul '24

16 Jul '24

Gent.mi Colleghi, Vi informo che è stato pubblicato sul sito web dell'Ateneo di Roma `La Sapienza', vedi https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/220985 un bando per il conferimento di n. 1 assegno di ricerca annuale categoria B tip. I GSD 01/MATH-03 – SSD MATH-03/B “Probabilità e statistica matematica” GSD 01/MATH-04 – SSD MAT-04/A “Fisica matematica” scadenza: 15 agosto 2024 Cordialmente, 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/

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Fwd: bando assegni di ricerca in uscita il 2 luglio 2024
by Lu Xu 14 Jul '24

14 Jul '24

Dear colleagues, There are 3 post-doctoral positions at Gran Sasso Science Institute. The positions are for 24 months (with possibility of extension) and are open to (one of the) the following areas: Probability and Statistical Mechanics, Numerical Analysis, Partial Differential Equations, Scientific Computing. The application has to be sent by the online application form at this link: https://applications.gssi.it/postdoc/ with all the indicated documents before August 20, 2024 - 3 pm (Italian time). We warmly encourage potential candidates who want to develop a research project in probability and its applications on statistical & quantum mechanics. Please find the details in item 1.1 of Art. 2 in the attached call, or at this webpage: https://gssi.it/communication/announcements/item/25387-bando-assegni-di-ric… With best regards, Lu Xu Gran Sasso Science Institute ---------- Forwarded message --------- From: Simona Di Carlo <simona.dicarlo(a)gssi.it<mailto:simona.dicarlo@gssi.it>> Date: Wed, 3 Jul 2024 at 10:01 Subject: Re: bando assegni di ricerca in uscita il 2 luglio 2024 To: Roberto Aloisio <roberto.aloisio(a)gssi.it<mailto:roberto.aloisio@gssi.it>>, Jan Harms <jan.harms(a)gssi.it<mailto:jan.harms@gssi.it>>, Manuel Arca Sedda <manuel.arcasedda(a)gssi.it<mailto:manuel.arcasedda@gssi.it>>, Felicia Carla Tiziana Barbato <felicia.barbato(a)gssi.it<mailto:felicia.barbato@gssi.it>>, Lorenzo Pagnanini <lorenzo.pagnanini(a)gssi.it<mailto:lorenzo.pagnanini@gssi.it>>, Patrizio Pelliccione <patrizio.pelliccione(a)gssi.it<mailto:patrizio.pelliccione@gssi.it>>, Gianlorenzo D'Angelo <gianlorenzo.dangelo(a)gssi.it<mailto:gianlorenzo.dangelo@gssi.it>>, Alessandro Palma <alessandro.palma(a)gssi.it<mailto:alessandro.palma@gssi.it>>, Paolo Veneri <paolo.veneri(a)gssi.it<mailto:paolo.veneri@gssi.it>>, Nicola Guglielmi <nicola.guglielmi(a)gssi.it<mailto:nicola.guglielmi@gssi.it>>, Serena Cenatiempo <serena.cenatiempo(a)gssi.it<mailto:serena.cenatiempo@gssi.it>>, Francesco Viola <francesco.viola(a)gssi.it<mailto:francesco.viola@gssi.it>>, Paolo Antonelli <paolo.antonelli(a)gssi.it<mailto:paolo.antonelli@gssi.it>> Cc: Eleonora Ciocca <eleonora.ciocca(a)gssi.it<mailto:eleonora.ciocca@gssi.it>>, Phd Secretariat <phd.secretariat(a)gssi.it<mailto:phd.secretariat@gssi.it>> Buongiorno a tutti, il bando è uscito in Gazzetta, pubblicato sul sito GSSI e il portale applications è correttamente online. Un caro saluto, Simona -- Simona Di Carlo GSSI - Gran Sasso Science Institute School of Advanced Studies Rectorate Office Via M. Iacobucci, 2 - 67100 L<https://maps.google.com/?q=Via+M.+Iacobucci,+2+-+67100+L+Aquila+(AQ),+Italy…>'Aquila (AQ), Italy<https://maps.google.com/?q=Via+M.+Iacobucci,+2+-+67100+L+Aquila+(AQ),+Italy…> E-mail: simona.dicarlo(a)gssi.it<mailto:phd.secretariat@gssi.it> Tel.: +39 0862 4280 443 Mobile: +39 335 7601833 Website: www.gssi.it<http://www.gssi.it/>

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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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