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Seminario A. Kashlak - Politecnico di Milano
by Laura M. Sangalli 30 May '16

30 May '16

Si avvisa che in data 01-06-2016, 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: Adam Kashlak, Cambridge University Titolo: Inference on covariance operators via concentration inequalities Abstract: Inference on covariance operators is an important part of functional data analysis. Panaretos, Kraus, and Maddocks (2010) compare covariance operators for Gaussian process data. Pigoli, Aston, Dryden, and Secchi (2014) consider a variety of metrics over the space of covariance operators. In this talk, we propose a novel approach to the analysis of covariance operators making use of concentration inequalities. First, non-asymptotic confidence sets are constructed for such operators. Then, subsequent applications including a k sample test for equality of covariance, a functional data classifier, and an expectation-maximization style clustering algorithm are derived and tested on both simulated and phoneme data. 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 url: http://mox.polimi.it/~sangalli

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PhD in Statistics and Mathematical Finance
by Fabio Bellini 30 May '16

30 May '16

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(senza oggetto)
by Tiziano Vargiolu 27 May '16

27 May '16

AVVISO SEMINARI Per martedi' 31 maggio sono programmati i seguenti seminari nell'area probabilita'/finanza presso il Dipartimento di Matematica dell'Universita' di Padova; si svolgeranno nell'aula seminari al VII piano della Torre B. Ore 14.30: Prof. Yuliya Mishura Taras Shevchenko National University of Kyiv Title: Gaussian processes that are generalized quasi-helices and their properties Abstract: We consider several problems for Gaussian processes which are, in some sense, the generalizations of fractional Brownian motion. Three problems are considered: the behavior of the maximal functionals, the representation results and some statistical results. We investigate the asymptotic behavior of maximal functionals under critical values of the parameters of the corresponding quasi-helix, give the representations of the random variables via the integration w.r.t. Gaussian processes and explain how to construct and investigate unknown drift parameter estimators in the SDE involving the general Gaussian processes. Ore 15.30 Prof. Erik Schloegl University of Technology Sydney Title: Toward Quantifying Model Risk Abstract: As a paper by the Board of Governors of the Federal Reserve System put it in 2011, ?The use of models invariably presents model risk, which is the potential for adverse consequences from decisions based on incorrect or misused model outputs and reports.? However, there has been surprisingly little research to date on quantifying this risk, or putting the analysis of this risk on a more rigorous footing. This presentation discusses four types of model risk encountered when using models for the pricing and risk management of derivative financial instruments, and the relationship (and potential trade-offs) between them. Secondly, we consider how one would go about implementing the ?relative entropy? approach to model risk suggested by Glasserman and Xu (2013) in this context, and how this may affect modelling choices in practice. 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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Seminario a Fi 31/5 "Jumping Value at Risk: Order Statistics for Risk Modelling"
by cecilia mancini 26 May '16

26 May '16

Nell'ambito del ciclo di seminari del Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Universita' di Firenze: Martedì 31 Maggio 2016 (campus Novoli, Edificio D6/Aula Bracco) ore 14.00 Luca Spadafora (Banca Popolare di Verona) terrà un seminario dal titolo "Jumping Value at Risk: Order Statistics for Risk Modelling" Tutti gli interessati sono cordialmente invitati a partecipare. La lista dei seminari Disei è raggiungibile al seguente indirizzo: http://www.disei.unifi.it/vp-104-seminari.html

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Save the Date!
by Laura Lea Sacerdote 24 May '16

24 May '16

We are happy to announce that Torino University and Politecnico from June 19 to June 22, 2017 will host the *First Italian National Meeting on Probability and Mathematical Statistics. * Scientific Committee: Claudia Ceci, Franco Fagnola, Franco Flandoli, Paolo Dai Pra, Antonio Lijoi,Franco Pellerey and Laura Sacerdote Scope of the meeting is the scientific exchange between Italian mathematicians working on the subject in Italy or abroad. We also welcome talks from foreign researchers working in Italy. The participation is open to any interested scientist who would like to partecipate. The conference will include lectures of some "seniors" between us, but the focus will be mainly on the work of new generations also through some plenary lectures. We also plan to reserve a space to discuss the future of our researches in Italy. We decide to call this meeting "First meeting" because it is the first conference of this type, since 1998 and we hope it will become a habit in our community. We plan to prepare a web page for the meeting and we will give more details on that page. *Now, please, save the date on your agenda!* We hope in your collaboration for the success on the initiative. Claudia Ceci, Franco Fagnola, Franco Flandoli, Paolo Dai Pra, Antonio Lijoi,Franco Pellerey, Laura Sacerdote ---------------------------------------------------------------------------------------- Siamo lieti di annunciare che l'Universita' e il Politecnico di Torino ospiteranno, dal 19 al 22 Giugno 2017 *Il Primo Convegno Nazionale su Probabilità e Statistica Matematica* Comitato Scientifico: Claudia Ceci, Franco Fagnola, Franco Flandoli, Paolo Dai Pra, Antonio Lijoi,Franco Pellerey e Laura Sacerdote Scopo del Convegno e' favorire lo scambio scientifico tra matematici italiani che lavorino su questi temi, in Italia o all'estero. Saremo anche lieti di avere contributi da ricercatori stranieri che lavorino in Italia. La partecipazione e' aperta a ogni scienziato interessato. Il Convegno comprendera' conferenze di alcuni tra i più "senoir" tra di noi ma il fuoco sara' diretto principalmente verso il lavoro delle nuove generazioni, anche con alcune conferenze plenarie. Pensiamo di riservare anche spazio a una discussione sul futuro delle nostre ricerche in Italia. Abbiamo pensato di chiamare questa conferenza "Prima Conferenza" perche' e' la prima di questo tipo dal 1998 e speriamo che possa divenire un'abitudine per la nostra comunita'. Pensiamo di preparare una pagina web del convegno su cui daremo piu' dettagli. *Ora, per favore, segnatevi la data sulla vostra agenda!* Contiamo sulla vostra collaborazione per il successo dell'iniziativa. Claudia Ceci, Franco Fagnola, Franco Flandoli, Paolo Dai Pra, Antonio Lijoi,Franco Pellerey, Laura Sacerdote -- *Prof. Laura Sacerdote* *Chair of Probability and Statistics* *Program Coordinator of Master's Degree in Stochastics and Data Science* *Dept. Mathematics "G. Peano" * *University of TorinoVia Carlo Alberto 1010123 Torino, Italiatel. +39 0116702919fax +39 0116702878http://www.laurasacerdote.it/ <http://www.laurasacerdote.it/>*

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full professor position in Applied Mathematics/Stochastics (University of Cologne)
by Pietro Caputo 23 May '16

23 May '16

ricevo e inoltro: The Mathematical Institute at the Faculty of Mathematics and Natural Sciences at the University of Cologne is inviting applications for a Professorship (W3) in Applied Mathematics/Stochastics. The Mathematical Institute aims at enhancing its competence in the field of probability and statistics. We are looking for candidates with an excellent reputation in research and teaching in these fields and with a successful record of third-party funded projects. Applicants should have a proven record of interdisciplinary research. The successful candidate is expected to participate in the teaching and administrative duties of the Mathematical Institute. The teaching duties in particular include courses in statistics and courses for our programs in mathematics and business mathematics. Qualification requirements are in accord with the North Rhine-Westphalia University Law and include an excellent track record in research (e. g. habilitation or equivalent qualifications) and teaching. The University of Cologne is an equal opportunity employer in compliance with the German disability laws. Women and persons with disabilities are strongly encouraged to apply. Applications should include a CV, a complete list of publications, a teaching and research statement, information on external funding, academic achievements and honors. Applications should be submitted via the Academic Job Portal of the University of Cologne (https://berufungen.uni-koeln.de) no later than June 19, 2016 to Professor Dr. Ansgar Büschges Dean of the Faculty of Mathematics and Natural Sciences University of Cologne Albertus-Magnus-Platz, D-50923 Cologne, Germany E-Mail mnf-berufungen(a)uni-koeln.de See https://www.stellenwerk-koeln.de/uploads/tx_exinitswkjobs/W3_Professur_Math… for a pdf-version.

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2 PhD student positions in Machine Learning for Geosciences
by Luca Martino 21 May '16

21 May '16

We are searching for outstanding candidates with a strong interest in machine learning and geosciences to cover 2 PhD student positions to join the Image and Signal Processing (ISP) group in the *Universitat de Valencia, Spain,* http://isp.uv.es. The positions are funded by an ERC Consolidator Grant 2015-2020 entitled "Statistical Learning for Earth Observation Data Analysis" (SEDAL), http://sedalproject.wordpress.com, under the direction of* Prof. Gustau Camps-Valls*. More info about the openings in http://isp.uv.es/sedal.pdf *** The project and job description We aim to develop the next generation of statistical inference methods to analyze Earth Observation (EO) data. Machine learning models have helped to monitor land, oceans, and atmosphere through the analysis and estimation of climate and biophysical parameters. Current approaches, however, cannot deal efficiently with the particular characteristics of remote sensing data. We will develop advanced regression (retrieval, model inversion) methods to improve efficiency, prediction accuracy and uncertainties, encode physical knowledge about the problem, attain self-explanatory models, learn graphical causal models to explain the complex interactions between essential climate variables and observations, and discover hidden essential drivers and confounding factors in Climate/Geo Sciences. Highly motivated researchers with a degree/PhD in computer science, statistics, machine learning, electrical engineering, physics, or mathematics are encouraged to apply. All candidates should have a solid understanding and knowledge of machine learning and statistics, and being particularly interested in remote sensing and geoscience problems. The theses will be devoted to: *(PhD1) regression, model inversion and time series analysis, and* *(PhD2) structure learning, graphical models and causal inference*. In both cases, good programming skills (Matlab/Python/R/C++), a critical and organized sense for data analysis, as well as maturity and commitment, strong communication, presentation and writing skills are a big plus. *** Application details - *Deadline: Send your application no later than **June 1st 2016.* - How? Send me: 2-pages CV, motivation letter, 3 best papers, 3 recommendation letters or contacts - When? Preferred starting dates: September 2016 - How long? 3 years contract - How much? Salary according to UV scales including social security, health insurance benefits, and travel money - Where? Valencia, Spain, Mediterranean city, nice weather, hike and beach. Excellent cost-of-living index = 55 *** Contact - Before applying: Informal inquiries may be addressed to Prof. Dr. Gustau Camps-Valls, gustau.camps(a)uv.es - Ready to apply? Send your dossier in one single PDF to gustau.camps(a)uv.es, subject: SEDAL application

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Postdoctoral Position - Università Ca’ Foscari Venezia
by Marco TOLOTTI 21 May '16

21 May '16

*Postdoctoral Position - Università Ca’ Foscari Venezia* The Department of Management at Università Ca’ Foscari Venezia invites applications for a postdoctoral fellowship within the research project: "Interactions in complex economic systems: innovation, contagion and crises”. The general area of of interest is Decision Sciences, with special reference to Mathematical Methods for Economics and Finance. Prospective candidates are expected to have relevant experience on the research topic, and should preferably be holding a Ph.D. or being close to receiving one. The research shall be carried out in English. Duration of contract: 12 months (expected starting date: September 2016). Deadline: June 20th 2016, 12 a.m. (GMT+2, Rome Time) Stipend: The research fellowship amounts to 19.367,00 Euros per year, including taxes and social charges. Research allowance: 1.500,00 Euros, aimed at covering research costs. Abstract of the Project: The study of complex economic systems requires quantitative tools to develop suitable models. Depending on the skills and preferences of the candidate, different lines of research can be undertaken. 1. A methodological research related mainly to statistical mechanics or probability theory (e.g., spatial interaction models and/or probabilistic cellular automata). 2. An applied line of research related to diffusion of innovations on social networks. 3. An applied line of research related to the heterogeneous agents in economics and/or finance (e.g., differences in opinion/information in financial markets, dynamics of populations in social sciences). All the relevant information for applicants is available in English (link) <http://www.unive.it/nqcontent.cfm?a_id=138305> and in Italian (link <http://www.unive.it/bandiassegni>). Regards, Marco Tolotti -- ____________________________________ Marco Tolotti, Ph.D. Department of Management Ca' Foscari University of Venice Cannaregio 873 - 30121 Venezia, Italy Tel: +39 0412346928 - Fax: +39 0412347444 http://venus.unive.it/~tolotti/

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Applied Bayesian Statistics School
by Consonni Guido 20 May '16

20 May '16

There are still some places available for ******************************* * ABS16 * ******************************* Applied Bayesian Statistics School BAYES, BIG DATA, AND THE INTERNET August, 29 - September, 2 2016 Villa del Grumello, Como, Italy Lecturer: Steve Scott, Senior Economic Analyst at Google, USA https://sites.google.com/site/stevethebayesian/ >>>>> http://web.mi.imati.cnr.it/conferences/abs16.html <<<<< June 1st, 2016 is the deadline for reduced-rate registration. Guido Consonni and Fabrizio Ruggeri ABS16 Directors Raffaele Argiento ABS16 Executive Director ABS16 Secretariat abs16(a)mi.imati.cnr.it PRACTICAL INFORMATION School activities: lectures, practical sessions (supervised by a junior researcher), participants' talks, opportunities for interaction with lecturer and fellow participants. A detailed course outline is available on the conference webpage. The School starts on Monday, August 29th, after lunch and ends on Friday, September 2nd, just before lunch. Wednesday afternoon is free. Accommodation is available either at the Villa guesthouse or in downtown hotels (info on the website). Como can be easily reached by train from Milan and its airports. >>>>> http://web.mi.imati.cnr.it/conferences/abs16.html <<<<< [Logo] Università Cattolica investe nel talento, nella ricerca, nella solidarietà. Puoi farlo anche tu. CF 02133120150 www.unicatt.it/5permille<http://www.unicatt.it/5permille/>

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Applied Bayesian Statistics School
by Consonni Guido 20 May '16

20 May '16

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