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Seminario De Santis a Roma Tre, 19 ottobre 2016
by Pietro Caputo 12 Oct '16

12 Oct '16

SEMINARIO Probabilita' a Roma Tre Prof. Emilio De Santis Universita' La Sapienza Titolo: Stochastic Ising model with fast decreasing temperature. Mercoledi' 19 Ottobre 2016 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, 311 Abstract Abstract. In the regime of temperature fast decreasing to zero, results on the stochastic Ising models are presented. A k-dynamics allowing to flip sets of k spins at the same time is also introduced showing that the behavior of the models deeply depends on this parameter. For these models we follow the classification of Gandolfi, Newman, Stein (2000), i.e. a model is of type F if any spin flips finitely many times a.s., it is of type I if any spin flips infinitely many times a.s., or it is of type M otherwise. Conditions to obtain models of type F, I, or M and examples are discussed.

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First announcement : Third STAR workshop on Random Graphs
by Tobias Mueller 11 Oct '16

11 Oct '16

First announcement : Third STAR workshop on Random Graphs The workshop will take place on Thursday 26 and friday 27 January 2017 on the campus of the University of Utrecht (more details of the location and schedule will be added later). This will be the 3rd STAR Workshop on Random Graphs. The first took place in 2012 and the second in 2015. We are very pleased to announce the following prominent researchers have agreed to deliver plenary talks: - Marián Boguñá (Barcelona) - Mihyun Kang (Graz) - Vincent Tassion (Geneva/Zürich) - Nick Wormald (Melbourne) A limited number of slots for contributed talks are available. If you would like to propose a short talk, please let us know by e-mailing Ben Hansen at benhansen09(a)gmail.com. (In case of too much interest, selection will be based on relevance of the talk and the career stage of the speaker.) The workshop is open to all and free of charge, but please register to let us know that you are coming by sending an e-mail to: benhansen09(a)gmail.com The website of the workshhop can be found at the address : http://www.math.uu.nl/stochsem/WorkshopRGs2017/

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EFI2, December 5-6, Padova, Italy: deadline approaching for abstract submission
by Tiziano Vargiolu 07 Oct '16

07 Oct '16

(sorry for cross-postings) Dear all, we wish to remind you that the deadline for the abstract submission to the workshop Energy Finance Italia (Padova, Italy, December 5-6, 2016) is approaching (October, 15). You can find more details on the workshop's website: http://events.math.unipd.it/efi2/ We also wish to remind you that a selection of the accepted papers will be published a special issue of Energy Economics (further details on the website, as soon as defined with the Editor). We all hope to see you all in Padova! Important dates --------------- - October 15, 2016: deadline for abstract submission - November 1, 2016: notification of acceptance 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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seminar announcement
by Marco Scarsini 06 Oct '16

06 Oct '16

Thursday 13 October, from 12.00 to 13.00, room 207 viale Romania 32 00197 Rome. Speaker: Max Klimm (Technische Universität Berlin) Title: Optimal Impartial Selection Abstract: A fundamental property of many interactions like the awarding of prizes, the election of heads of committees or the process of peer review is that one or more members of a set of agents are selected based on nominations from within the set. Since the agents act as voters and nominees at the same time it is desirable that a selection mechanism is impartial in the sense that the probability of selecting an agent is independent of the nominations cast by that agent. In graph theoretic terms, this leads to the interesting problem of selecting vertices with high in-degrees under the constraint that the selection probability of each vertex is independent of its outgoing edges. We give a randomized impartial mechanism that in expectation selects an agent with at least half the maximum number of nominations. This is best possible subject to impartiality and resolves a conjecture of Alon et al. Further results are given for the case where some agent receives many nominations, each agent casts at least one nomination, and more than one agent is selected. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Corso: Introduction to Functional Data Analysis
by antonio.pievatolo＠cnr.it 05 Oct '16

05 Oct '16

Gentili colleghi, dal 14 ottobre al 4 novembre, presso la sede di Milano dell'IMATI, Laura Sangalli e Simone Vantini, del MOX-Politecnico di Milano, terranno un corso di Introduzione all'analisi dei dati funzionali. Il calendario ed il programma sono disponibili a questo link: http://www.imati.cnr.it/index.php/news-3/502-course-introduction-to-functio… Il corso e' gratuito, ma per ragioni organizzative tutti gli interessati sono invitati a registrarsi inviando entro il 12 ottobre una mail alla Signora Simona Milani: simona AT mi.imati.cnr.it. Cordiali saluti, Antonio Pievatolo

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Seminari di René Aid e Alvaro Cartea a Firenze (12 ottobre)
by Giacomo Scandolo 03 Oct '16

03 Oct '16

Il giorno mercoledì 12 ottobre, nell'ambito della giornata inaugurale del MsC in Finance and Risk Management dell'Università di Firenze, sono previsti i seminari: René Aid (Université Dauphine - Paris) "Mathematics and Financial Economics" Alvaro Cartea (University of Oxford) "Model Uncertainty in Electricity Interconnector Markets" I dettagli sono nella locandina in allegato. Tutti gli interessati sono invitati a partecipare.

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Tenured/Tenure-Track Faculty Positions in Statistics at OSU
by Peruggia, Mario 02 Oct '16

02 Oct '16

Department: Statistics Position: Discovery Theme Initiative Tenure Track/Tenured Faculty Rank: Two Assistant Professors and One Open Rank Description: The Department of Statistics in the College of Arts and Sciences at The Ohio State University invites applications for two tenure track assistant professor positions and an open rank position, to begin effective Autumn Semester 2017. We seek energetic researchers in areas of modern statistical methods, computation, and data analysis with preference for expertise as follows: For the open-rank position, expertise in statistics and machine learning. An appointment at the associate or full professor level requires a demonstrated record of scholarly leadership. The assistant professor positions span a range of areas. One position is directed toward environmental analytics; the second position is directed toward predictive analytics. In all cases, commitments to both methodological research and scientific collaboration are required. Interests in applications to decision analysis in the presence of uncertainty, complex systems, including physical and biological systems as well as those involving human behavior and well-being are of special interest. Faculty members are expected to be dedicated to the development and delivery of educational programs at all levels. Experience working in interdisciplinary teams and mentoring members of underrepresented groups is a plus. This position is partially funded by Translational Data Analytics, a focus area of Ohio State's Discovery Themes Initiative, a significant faculty hiring investment in key thematic areas in which the university can build on its culture of academic collaboration to make a global impact: http://discovery.osu.edu/ Qualifications: Candidates are expected to have a Ph.D. in Statistics, or a related area, by the start of Autumn Semester 2017, and to present evidence of excellence in teaching and in both methodological and collaborative research. Further information about the department can be found at http://www.stat.osu.edu/. Appointment is contingent on the university's verification of credentials and other information required by law and/or university policies, including but not limited to a criminal background check. About Columbus: The Ohio State University campus is located in Columbus, the capital city of Ohio. Columbus is the center of a rapidly growing and diverse metropolitan area with a population of over 1.5 million. The area offers a wide range of affordable housing, many cultural and recreational opportunities, excellent schools, and a strong economy based on government as well as service, transportation and technology industries (see http<http://liveworkplaycolumbus.com/>://<http://liveworkplaycolumbus.com/>liveworkplaycolumbus<http://liveworkplaycolumbus.com/>.<http://liveworkplaycolumbus.com/>com<http://liveworkplaycolumbus.com/>/<http://liveworkplaycolumbus.com/>). Columbus has consistently been rated as one of the Top U.S. cities for quality of life, and was selected as one of the Top 10 cities for African Americans to live, work, and play by Black Enterprise magazine. Additional information about the Columbus area is available at http<http://www.columbus.org/>://<http://www.columbus.org/>www<http://www.columbus.org/>.<http://www.columbus.org/>columbus<http://www.columbus.org/>.<http://www.columbus.org/>org. Application Instructions: Candidates for all positions should apply to Academic Jobs Online at: https://academicjobsonline.org/ajo/jobs/7935. All candidates will be considered for all advertised positions, as judged appropriate by the search committee. Therefore, a single application suffices for all. A complete application consists of a cover letter, curriculum vitae, research and teaching statements, and three letters of reference, on letterhead, submitted directly to Academic Jobs Online by the writers. For appointment as an assistant professor, transcripts should be included. Review of applications will begin on November 1, 2016. Applications will continue to be accepted until the positions are filled. Inquiries may be directed to Mario Peruggia at facultysearch(a)stat.osu.edu<mailto:facultysearch@stat.osu.edu>. The Ohio State University is committed to establishing a culturally and intellectually diverse environment, encouraging all members of our learning community to reach their full potential. We are responsive to dual-career families and strongly promote work-life balance to support our community members through a suite of institutionalized policies. We are an NSF Advance Institution<https://email.osu.edu/owa/redir.aspx?C=pq8lyvcHsU-B0ymOrhYcY7tqTwjCv9EI_vMq…> and a member of the Ohio/Western Pennsylvania/West Virginia Higher Education Recruitment Consortium<https://email.osu.edu/owa/redir.aspx?C=pq8lyvcHsU-B0ymOrhYcY7tqTwjCv9EI_vMq…> (HERC). The Ohio State University is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation or identity, national origin, disability status, or protected veteran status. ------------------------------ Mario Peruggia Professor of Statistics The Ohio State University ------------------------------

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ICEEE 2017 - call for papers - EXTENDED DEADLINE 7th October 2016
by Monica Billio 01 Oct '16

01 Oct '16

*The submission deadline is extended to October, 7th, 2016. *Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017) The Italian Econometric Association (SIdE) is pleased to announce the Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017), which will take place January 25-27, 2017, in Messina, Italy. Economists, statisticians and econometricians are invited to submit theoretical and applied papers in all areas of econometrics and empirical economics. Invited speakers: Maria Cristina De Nardi (University College London, Federal Reserve Bank of Chicago, IFS and NBER), Lucrezia Reichlin (London Business School). Conference webpage: http://virgo.unive.it/side/?page_id=1745 Submission of papers is now possible via Easychair: ** https://easychair.org/conferences/?conf=iceee7th (with a limit of one paper per submitter) at https://easychair.org/conferences/?conf=iceee7th. The deadline for submission is *OCTOBER **7, 2016*. The decision notification date is November 20, 2016. Program Committee: Erich Battistin (Queen Mary University of London), Monica Billio (Ca’ Foscari University of Venice - Chair), Fabio Canova (BI Norwegian Business School), Roberto Casarin (Ca’ Foscari University of Venice), Giuseppe Cavaliere (University of Bologna), Massimiliano Caporin (University of Padua), Valentina Corradi (University of Warwick), Fulvio Corsi (Ca’ Foscari University of Venice), Walter Distaso (Imperial College London and University of Messina), Luca Fanelli (University of Bologna), Mario Forni (University of Modena and Reggio Emilia), Raffaella Giacomini (University College London), Tullio Jappelli (University of Naples “Federico II”), Simone Manganelli (European Central Bank, Frankfurt), Raffaele Miniaci (University of Brescia), Chiara Monfardini (University of Bologna), Edoardo Otranto (University of Messina), Franco Peracchi (University of Rome “Tor Vergata”), Elena Pesavento (Emory University), Francesco Ravazzolo (Free University of Bozen), Barbara Rossi (ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI), Eduardo Rossi (University of Pavia and European Commission Joint Research Center), Alessandro Tarozzi (Universitat Pompeu Fabra and Barcelona GSE). Local organizing Committee: Walter Distaso (Imperial College and University of Messina – Chair), Leone Leonida (University of Messina and King’s College), Dario Maimone Ansaldo Patti (University of Messina), Daniela Rupo (University of Messina) Prizes: One prize of Euro 1,500 will be awarded to the best conference paper written by young scientists in Macroeconometrics or Financial Econometrics (Carlo Giannini Prize, offered by SIdE). One prize of Euro 2,500 will be awarded to the best conference paper written by young scientists in Theoretical or Applied Microeconometrics (Labour Prize, offered by LABOUR: Review of Labour Economics and Industrial Relations). For eligibility to both prizes, all authors of a paper must be no more than 4 years past the PhD defense.

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seminario Tsay in Bicocca
by Fabio Bellini 30 Sep '16

30 Sep '16

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seminario Dott. Severino - 12 ottobre 2016 - Bicocca
by Emanuela Rosazza 29 Sep '16

29 Sep '16

Si avvisa che il giorno mercoledì 12 ottobre 2016 alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026) si terrà il seguente seminario: Speaker: Dott. Federico Severino (Università Bocconi, Milano) Titolo: “Weak time-derivatives and no arbitrage pricing” Abstract: The risk-neutral pricing formula is a central result of asset pricing theory that provides the proper valuation of European derivatives in absence of arbitrages. Despite the variety of option payoffs, price dynamics are driven by the same interest rate process. We formalize this intuition by showing that no arbitrage prices constitute the weak solution of a differential equation, where the risk-free rate has a prominent role. To achieve this goal, we introduce the notion of weak time-derivative, which permits to differentiate functions of Markov processes. It generalizes the infinitesimal generator and provides a characterization of martingales, submartingales and supermartingales; in particular, martingales are characterized by a null weak time-derivative. Through the weak time-derivative, we formulate the no arbitrage pricing differential equation and we prove existence and uniqueness of the solution with both deterministic and stochastic interest rates. Finally, we reformulate the eigenvalue-eigenvector problem of Hansen and Scheinkman (2009) and we retrieve a decomposition of the stochastic discount factor, well-known in the long-term risk literature. This is joint work with Massimo Marinacci. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* 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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