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de Finetti risk seminar - November 2018
by Emanuela Rosazza 15 Nov '18

15 Nov '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Mathias Beiglboeck University of Vienna Title: Adapted transport and mathematical finance Abstract: Adapted transport plans generalize adapted processes in the same way as usual transport plans are a relaxed form of Monge-mappings. Correspondingly, one obtains an adapted / causal variant of the usual Wasserstein distance. We will review these concepts and explain why they are relevant for mathematical finance and in particular the problems involving model-uncertainty. LOCATION: The seminar will be held on Wednesday, November 21, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ****************************************************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Fwd: Andrea Collevecchio -- advertisement research fellow position Monash University
by pietro caputo 14 Nov '18

14 Nov '18

Ricevo e inoltro: ---------- Forwarded message --------- From: Andrea Collevecchio <andrea.collevecchio(a)monash.edu> Date: Wed, Nov 14, 2018 at 2:26 PM Subject: Andrea Collevecchio -- advertisement research fellow position Monash University *---------------------------------------------------* *Research Fellow, Probability Theory* *Job No.: *581433 *Location:* Clayton campus *Employment Type:* Full-time *Duration:* 2 year fixed-term appointment *Remuneration:* $66,706 - $90,532 pa Level A (plus 9.5% employer superannuation) The Level A research-only academic will be required to make a contribution towards the University’s research effort and pursue defined projects relevant to the particular field of research in order to develop their expertise. The successful applicant will undertake research in probability theory and/or statistical mechanics, working closely with Dr Andrea Collevecchio, A/Prof Tim Garoni and A/Prof Kais Hamza. The position will be funded by ARC Discovery Project DP180100613, and will involve studying the behaviour of specific classes of random walks with long memory. This role is a full-time position; however, flexible working arrangements may be negotiated. At Monash University, we are committed to being a Child Safe organisation. Some positions at the University will require the incumbent to hold a valid Working with Children Check. Your application must address the selection criteria. Please refer to[image: Download File] “How to apply for Monash Jobs <https://www.monash.edu/jobs/how-to-apply/applying-for-the-job>”. *Enquiries* sci-maths-jobs(a)monash.edu *IMPORTANT* Refer to the link http://careers.pageuppeople.com/513/cw/en/job/581433/research-fellow-probab… *Position Description* [image: Download File] Research Fellow, Probability Theory <https://secure.dc2.pageuppeople.com/apply/TransferRichTextFile.ashx?sData=U…> *Closing Date* Tuesday 20 November 2018, 11:55 pm AEDT

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Assistant/Associate Professor position in Statistics at DCU
by Paolo Guasoni 14 Nov '18

14 Nov '18

Dear Colleague, Dublin City University has an Assistant/Associate Professor position in Statistics (5 years fixed term/permanent): https://www.dcu.ie/sites/default/files/hr/assistant-associate_professor_in_… The closing date for the application is January 6th, 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://www4.dcu.ie/iss/seanadh-riomhphoist.shtml>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://www4.dcu.ie/iss/email-disclaimer.shtml>* * -- <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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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 13 Nov '18

13 Nov '18

Dear Colleagues, we are pleased to recall that the Second Italian Meeting on Probability and Mathematical Statistics will be held in Vietri sul Mare (SA), Italy, June 17th - 20th, 2019. The location is Lloyd's Baia Hotel (www.lloydsbaiahotel.it/) Please, follow the relevant information on the web site of the meeting: http://www.salerno2019.dipmat.unisa.it The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Giacomo Ascione, Aniello Buonocore, Camilla Calì, Luigia Caputo, Antonio Di Crescenzo, Maria Longobardi, Barbara Martinucci, Alessandra Meoli, Luca Paolillo, Paola Paraggio, Enrica Pirozzi, Fabio Travaglino

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Spring school on Random Interfaces in Augsburg, March 12-15, 2019 -- Deadline for financial support
by Luigi Amedeo Bianchi 13 Nov '18

13 Nov '18

Dear all, this is a reminder for the spring school on *Random Interfaces* to be held at the University of Augsburg, Germany, for three full days from March 13th to March 15th, 2019. The school will focus on random interfaces, both continuous (approached by means of stochastic partial differential equations) and discrete (together with their hydrodynamic limits). The school will feature a main course by Tadahisa Funaki (Waseda University/University of Tokyo), a minicourse by Fabio Toninelli (Université Claude Bernard Lyon 1) and an invited lecture by Dimitra Antonopoulou (University of Chester). A poster session for participants is also foreseen. This spring school is intended for PhD students and young researchers, but open for everyone. Registration to the school is free, but compulsory for organisatorial purposes. Limited funds are available to offer financial support to some selected students and young researchers (post-docs). The deadline for applications for financial support is *15th December 2018.* More information and the registration form are available on the website https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho… We are looking forward to seeing you in Augsburg. The organisers, Lisa Beck, Luigi Amedeo Bianchi, Dirk Blömker, Franco Flandoli, Marco Romito, Dario Trevisan

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minicorso prof. Pitacco @UniTN
by Stefano Bonaccorsi 13 Nov '18

13 Nov '18

Carissimi, vi segnalo il seguente corso che sarà tenuto dal prof. Ermanno Pitacco. Cordiali saluti, Stefano Bonaccorsi ---------------------------------------------------------- Stochastic Processes for Actuarial Sciences A short course at the Department of Mathematics Ermanno Pitacco (Università di Trieste) Aims and Prerequisites. This course aims at introducing technical and financial aspects of the insurance business, with a special emphasis on the actuarial valuation of insurance products. The course has been planned assuming as target students: advanced undergraduate and master students in Mathematics and Data Science, having attended courses providing basic notions of Financial Mathematics (interest rates, compound interest, present values, accumulations, annuities, etc.); advanced undergraduate and master students in Economics, Business and Finance, with basic competence in Probability (probability distributions, conditional probabilities, expected value, variance, etc); professionals and technicians operating in insurance and pension areas, whose job may regard investments, risk analysis, financial reporting, and so on, hence implying communication with actuarial professionals and managers. Schedule Monday 2019/02/11 09.00-13.00 (Stefano Bonaccorsi) Room A212 Friday 2019/02/15 15.00-19.00 (Ermanno Pitacco) Room A212 Monday 2019/02/18 09.00-13.00 (Ermanno Pitacco) Room TBA Friday 2019/02/22 15.00-19.00 (Ermanno Pitacco) Room TBA Details For further information, please contact Prof. Stefano Bonaccorsi (stefano.bonaccorsi "at" unitn.it) Admission: Course open to max 30 LM students (+ PhD Students) How to apply: Fill the form you find here: https://webapps.unitn.it/Apply/it/Web/GoHome/altro/spas_2018 Further informations: http://datascience.maths.unitn.it/events/spas2019/index.html

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Post-doctoral position in Probability - Paris
by Cristina Toninelli 12 Nov '18

12 Nov '18

Dear friends and colleagues, I am currently advertising a postdoctoral position in Probability to be held in Ceremade, University Paris Dauphine. The position is funded by my European project MALIG, whose aim is to develop a mathematical approach to the liquid-glass transition and other jamming transitions. Main areas of research include interacting particle systems, bootstrap percolation cellular automata and glassy dynamics. The position is for two years. The expected starting date is September 2019, but a different date may be arranged. The successful candidate will not have teaching duties and will have substantial fundings for travel. I would be grateful if you would bring this announcement to the attention of potential candidates and distribute it via local mailing lists and I apologise if you receive this email more than once. Candidates can contact me directly for any additional information at toninelli(a)ceremade.dauphine.fr or visit the postdoc announcement on my website https://www.ceremade.dauphine.fr/~toninelli/postdoc.html Best regards, Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: B617 --------------------------------------------------------------------------------------------

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7 Marie Curie PhD positions available in Milan, Eindhoven, Lisbon, Novi Sad (Project BIGMATH)
by Alessandra Micheletti 12 Nov '18

12 Nov '18

I am happy to announce that 7 open PhD positions are available in the framework of the Marie Curie EID (European Industrial Doctorate) BIGMATH – “Big Data Challenges for Mathematics”, at Università degli Studi di Milano (Italy), TU Eindhoven (The Netherlands), IST Lisbon University (Portugal), University of Novi Sad (Serbia). The PhD students will spend at least 18 months in an industry in a country different from the enrollment center. Applicants to each position must have not spent more than 12 months in the last 3 years in the country of the recruting center. Salaries comply with the EU Marie Skłodowska-Curie Actions-ITN general standards. The calls for recruitment in TU Eindhoven (2 positions – deadline Dec 5 2018) and University of Milan (2 positions – deadline Dec 31 2018) have already been published. The other calls will follow soon. The mathematical fields of research involved in the project are mainly: Statistics, Optimization, Large Scale Linear Algebra. For information and requirements of the specific calls please visit the web page http://itn-bigmath.unimi.it -- ------------------------------------ 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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Politecnico di Milano - Seminario Fiserova
by Alessandra Menafoglio 09 Nov '18

09 Nov '18

Si avvisa che in data 21-11-2018, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, si svolgerà il seguente seminario: Relatore Eva Fiserova, Palacky University Olomouc, Czech Republic Titolo Working with compositional data in coordinates Abstract Compositional data are multivariate observations carrying only relative information, popularly expressed in percentages, proportions, mg/kg, etc. Because of features inherent to compositional data, such as scale invariance and the relative scale, the statistical analysis of raw compositional data often leads to spurious results. Natural principles of compositional data are followed by the Aitchison geometry on a simplex, the sample space of compositional data (Aitchison, 1986; Pawlowsky-Glahn et al., 2015). However, because most standard statistical methods rely on the Euclidean geometry in real space, compositional data need to be converted to this space prior to statistical processing. In the lecture, we will present the log ratio methodology for dealing with compositional data and several types of their coordinate representations, such as orthonormal log-ratio coordinates, pivot coordinates, weighted pivot coordinates (Hron et al., 2017), or symmetric balances (Kynvclova et al., 2017). Their usage will be demonstrated on examples. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Alessandra Menafoglio -- Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133, Milan Italy Phone: +39 02 2399 4642 Email: <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it

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Seminar announcement
by Marco Scarsini 09 Nov '18

09 Nov '18

Department of Economics and Finance LUISS Viale Romania 32 00196 Roma November 15, 2018, 12:00 noon Room 207 *Speaker: *Mathias Staudigl / Maastricht University *Title: * *“Learning in Time Varying Games”* *Abstract:* *“In this paper, we examine the long-term behavior of regret minimizing agents in time-varying games with continuous action spaces. In its most basic form, (external) regret minimization guarantees that an agent’s cumulative payoff is no worse in the long run than that of the agent’s best fixed action in hindsight. Going beyond this worst-case guarantee, we consider a dynamic regret variant that compares the agent’s accrued rewards to those of any sequence of play. Specializing to a wide class of no-regret strategies based on mirror descent, we derive explicit rates of regret minimization relying only on imperfect gradient observations. We then leverage these results to show that players are able to stay close to Nash equilibrium in time-varying monotone games – and even converge to Nash equilibrium if the sequence of stage games admits a limit.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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