Dear all, I ask you to forward this news to potentially interested
candidates, thank you, best regards, Cecilia
my Department in Florence is issuing a post doc position for ONE YEAR
(which we expect to be able to renew for another year).
The call just appeared at http://www.unifi.it/mod-MDAssRic.html?target=a
look for Dipartimento di Scienze per l'Economia e l'Impresa
The SUBJECT is: Instability forecasters for the financial markets
I am the responsible of the project.
Unfortunately my university at moment only issues calls in Italian. The
project however is described also in English.
If somene interested has problems to understand the call can write me
The annual salary is 19'367 Euros (of which a sum of about 7% to 10%
will be accrued for pension).
DEADLINE: the candidacy has to arrive at the Department by 2 of May at 1
pm. It is possible to send it by pec email,
if the candidate has a personal one.
An interview will be made to the best candidates on May, the 16th, at my
Department in Florence.
The research activity will START on June 2016, the 1st.
REQUISITES. Master degree in Math or Physics, Engineering, Finance,
Economy; at least 2 years of research experience; pertinent curriculum
with the project.
We ask the candidate has: a good background in mathematical analysis, in
the theory of probability and stochastic processes, in econometry; a
good ability in manipulating financial data and in creating and
implementing routines in matlab (and possibly in C); availability in
being present at the Department at least 1-2 days per week
Mini course announcement
Prof. Adrian Zalinescu [ University Al.I.Cuza ] will give a mini course on
Backward Stochastic Differential Equations with applications, at the
Department of Computer Science, University of Verona, with the following
calendar of lessons
26th of April - from 1430 to 1730
27th of April - from 1530 to 1830
28th of April - from 1530 to 1830
5th of May - from 1530 to 1730
6th of May - from 1530 to 1830
All the lessons will take place at the Dept. of Computer Science,
Strada le Grazie, 15 - Verona
Ca' Vignal 2, first floor , Room M.
located here
https://goo.gl/maps/Yx2JU
The* tentative programme* is the following:
1. BSDEs – general results
Existence and Uniqueness of Solutions
Comparison Principles
Examples of Linear and Nonlinear BSDEs
linear BSDEs arising from optimal control applications
one-dimensional BSDEs with non-Lipschitz coefficients, especially with
quadratic growth generators
reflected BSDEs.
2. Markovian BSDEs
Forward-backward SDE
The nonlinear Feynman-Kac formula
Connection with Partial Differential Equations
3. Applications in Mathematical Finance
Along the above two theoretical directions which constitute the frame of
the course, various applications in mathematical finance and insurance will
be given. We mention here a few: Pricing of European and American options,
Hedging, Risk-Sensitive Control.
Do not hesitate to contact me for further details: luca.dipersio(a)univr.it
LuCa
__
Luca Di Persio - PhD
assistant professor of
Probability and Mathematical Finance
Dept. Informatics University of Verona
strada le Grazie 15 - 37134 Verona - Italy
Tel : +39 045 802 7968
Dept. Math University of Trento
V. Sommarive, 14 - 38123 Povo - Italy
Tel : +39 0461 281686
Mail priva di virus. www.avast.com
<https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…>
*********************************************************************
SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA
DIPARTIMENTO DI MATEMATICA "G. PEANO"
UNIVERSITA' DEGLI STUDI DI TORINO
*********************************************************************
mercoledì 4 Maggio 2016 alle ore 14:30 in Aula Magna presso il Dipartimento
di Matematica "G. Peano" dell'Università degli Studi di Torino, Via
Carlo Alberto 10,
Il Prof. PAOLO DAI PRA (Università degli Studi di Padova)
terrà un seminario dal titolo
ROUTE TO CONSENSUS AND OSCILLATING BEHAVIOR IN A NETWORK OF CONFORMIST
INDIVIDUALS
Abstract:
Many models have been proposed to describe a group of interacting
individuals with a conformist (or non-conformist) attitude. Most of
these models are Markovian, possibly with memory. In this talk I
outline a model in which every individual forecasts the behavior of
the rest of the community, and on this basis optimizes his own
strategy. We are interested in the resulting collective behavior,
which actually shows features that are not present in classical
Markovian models.
Tutti gli interessati sono invitati a partecipare.
--
Federico Polito
Department of Mathematics
University of Torino
Via Carlo Alberto, 10
10123, Torino, Italy
Email: federico.polito(a)unito.it
Tel: +39 011 6702937
Web: www.federicopolito.it
---------- Forwarded message ----------
From: Glazebrook, Kevin
<<mailto:k.glazebrook@lancaster.ac.uk>k.glazebrook(a)lancaster.ac.uk>
Dear Friends and Colleagues,
I would be enormously grateful if you could bring
the postdoctoral opportunity below to the
attention of suitable candidates.
Many thanks and best wishes, Kevin Glazebrook
Ref: A1497
Research Associate in Applied Probability/Stochastic Modelling
Department of Management Science, Lancaster University
Salary range: £26,537 to £30,738
Closing Date: Tuesday 10 May 2016
Contract: Temporary (three years)
Job URL:
<https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497>https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497
Mathematical Models and Algorithms for Allocating
Scarce Airport Resources (OR-MASTER) is a
Programme Grant funded by the Engineering and
Physical Science Research Council, UK (EPSRC)
involving Lancaster University and Queen Mary
University, London (QMUL). The Programme runs
for six years from October 2015, with a total of
GBP 2.8million funding.
At Lancaster, OR-MASTER will be undertaken by the
Centre for Transport and Logistics (CENTRAL)
Research (a newly established Research Centre in
the Department of Management Science), and will
link into existing Operational Research-related
development initiatives and expertise such as:
the STOR-i Doctoral Training Centre and the
Lancaster Data Science Institute. Professor
Konstantinos G. Zografos at Lancaster University
is the Principal Investigator and overall
Programme Director. Professors Kevin Glazebrook
(Lancaster) and Edmund Burke (QMUL) are the two
Programme Co-Investigators. Professor Burke
leads the OR-MASTER Programme at QMUL.
The Programme represents a strong partnership
between academia, the air transport industry and
policy makers. OR-MASTER will involve close
collaboration with a host of international
organisations that will support the project,
providing real-world data, insights and
expertise. OR-MASTER will develop new
mathematical models and algorithms for solving
complex, large-scale airport resource allocation
problems. Our ultimate goal is to develop
decision support capabilities for airport
capacity allocation and management. To achieve
our objectives we seek to recruit world-leading
post-doctoral researchers (Research Associates)
with ambition, potential and determination.
OR-MASTER is a highly collaborative Programme.
Each Research Associate and PhD student working
on the project at Lancaster University will have
at least one other 'buddy partner' at the QMUL
with whom they will collaborate, supported by
visits to the partner site. RAs and PhDs will
also have opportunities to visit and collaborate
with the industrial and academic organisations
affiliated with the project. Research staff will
also have opportunities to guide the direction of
the research, where appropriate, and to make use
of the extensive opportunities for career
development and advancement that this large
ambitious Programme offers.
We are looking for an outstanding applied
probabilistic/stochastic modeller to join the
OR-MASTER team for a fixed term of three years.
You will work under the direction of Professor
Kevin Glazebrook to develop and analyse
stochastic models to meet the programme's need
for optimizing airport declared capacity and for
assessing the delays experienced at airports and
networks of airports. This work will require both
a capacity for theoretical innovation and high
level computing skills.
The main activities will include:-
- Innovative research investigation under the OR-MASTER project
- Collaborative activities with OR-MASTER
affiliated organisations and participation in
project events (e.g. stakeholder workshops)
- Preparation of research papers
- Preparation and presentation of conference papers
- Other duties associated with the OR-MASTER project
Informal enquiries to Professor Kevin D.
Glazebrook - email
<mailto:k.glazebrook@lancaster.ac.uk>k.glazebrook(a)lancaster.ac.uk,
tel: +44 (0)1524 592697 and Professor
Konstantinos G. Zografos - email:
<mailto:k.zografos@lancaster.ac.uk>k.zografos(a)lancaster.ac.uk, tel:
+44 (0)1524 592384
We welcome applications from people in all diversity groups.
For further information and to apply online
please click on the link
<https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497>https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497
Lancaster University - ensuring equality of
opportunity and celebrating diversity.
--
-------------------------------------
Peter Jacko
-------------------------------------
Lecturer in Management Science
Department of Management Science
Lancaster University Management School
Lancaster, LA1 4YX, UK
<mailto:p.jacko@lancaster.ac.uk>p.jacko(a)lancaster.ac.uk |
+44-15245 94035 | Office B57
<http://scholar.google.com/citations?user=Ym1nWHEAAAAJ>scholar.google.com/citations?user=Ym1nWHEAAAAJ
<http://www.lancaster.ac.uk/lums/people/peter-jacko>http://www.lancaster.ac.uk/lums/people/peter-jacko
-------------------------------------
--
Ciclo di Seminari - Progetto ERC PASCAL
(Probabilistic and Statistical Techniques for Cosmological Applications)
21 aprile ore 15:00
Aula D'Antoni
Dipartimento di Matematica
Università di Roma Tor Vergata
Speaker: Elena Villa, Università degli Studi di Milano
Title: ASYMPTOTIC RESULTS FOR ESTIMATORS OF THE MEAN DENSITY OF RANDOM
CLOSED SETS AND OF THE INTENSITY OF POINT PROCESSES.
Tutti gli interessati sono invitati a partecipare.
...
Valentina Cammarota
Department of Mathematics
Universita` degli Studi di Roma Tor Vergata
http://www.mat.uniroma2.it/english.phphttps://sites.google.com/site/valentinacammarota/
Dear all,
The joint Doctoral School of Mathematics of the Universities of Trento
and Verona together with the Department of Computer Science of the
University of Verona, will organise a Modelling Week (Math Modeling of
Industrial Problems) for PhD students, in Verona, from the 4th to the 10th
of September 2016.
Detailed informations about the initiative can be found at the following
link
http://profs.scienze.univr.it/caliari/phdmw/
Target participants are mostly *PhD students from all of Europe*.
We have the possibility to *offer lodging and meals* (and reimburse tax
fees) for approximately *20 students*. The treated industrial problems will
focus particularly on numerical analysis, operation research, mathematical
finance and math in biomedecine.
*Please note that*
The *deadline for the registration* is *May 15*, 2016.
Candidates that want to request financial support for lodging, travel
expenses and/or fee reimbursement, have to register within *April 30*, 2016.
The registration fee is 150.00 Euros (it includes, in particular, coffee
breaks, lunches, dinners and final social dinner).
In order to confirm the registration, the fee is due within 15 days from
submitting the registration form.
We kindly ask to disseminate the event among potentially interested
students and colleagues.
With best regards,
Luca Di Persio
__
Luca Di Persio - PhD
assistant professor of
Probability and Mathematical Finance
Dept. Informatics University of Verona
strada le Grazie 15 - 37134 Verona - Italy
Tel : +39 045 802 7968
Dept. Math University of Trento
V. Sommarive, 14 - 38123 Povo - Italy
Tel : +39 0461 281686
Il comitato scientifico AMASES (Associazione per la Matematica Applicata
alle Scienze Economiche e Sociali) ha deciso di istituire anche
quest'anno due premi di ricerca per giovani studiosi, al fine di
promuovere lo studio della Matematica applicata alle Scienze Economiche
e Sociali e di incentivare la ricerca di eccellenza:
1. un premio di ricerca per il miglior lavoro che verrà presentato al
Convegno Nazionale Amases 2016, che si terrà a Catania dal 15 al 17
settembre, da giovani studiosi;
2. un premio di ricerca per la pubblicazione della migliore tesi di
dottorato.
Trovate i bandi dei due premi e maggiori informazioni alle seguenti
pagine web:
1.
http://www.amases.org/awards/paper/303:amases-award-for-the-best-paper-pres…
2.
http://www.amases.org/homepage-3/30-open-call-doctoral-dissertation-award/3…
Si prega di dare la massima diffusione all'informazione presso i giovani.
Cordiali saluti
Antonella Basso
--
Antonella Basso
Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation
Dipartimento di Economia
Università Ca' Foscari Venezia
Fondamenta S. Giobbe - Cannaregio 873
30121 Venezia - Italy
Tel. +39-041-2346914 - Fax +39-041-2347444
E-mail address: basso(a)unive.it
Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893
*A.M.A.S.E.S.
Department of Economics, Management and Statistics, University of Palermo
Department of Economics, University of Verona*
jointly organize the
*Summer School in Economics and Finance
SSEF Canazei 2016*
Alba di Canazei, Trento - Italy
*July 25-29 2016*
*NETWORKS AND BIG DATA ANALYSIS
IN ECONOMICS, FINANCE, AND SOCIAL SYSTEMS*
*Giulia Iori*, Department of Economics, City University London, London, UK
http://www.city.ac.uk/people/academics/giulia-iori
E-mail: g.iori(a)city.ac.uk <mailto:g.iori@city.ac.uk>
*Christofer Edling*, Department of Sociology, Lund University, Lund, Sweeden
http://www.soc.lu.se/en/christofer-edling
E-mail: christofer.edling(a)soc.lu.se <mailto:christofer.edling@soc.lu.se>
*Michele Tumminello*, Department of Economics, Management and
Statistics, University of Palermo
http://www.unipa.it/persone/docenti/t/michele.tumminello
E-mail: michele.tumminello(a)unipa.it <mailto:michele.tumminello@unipa.it>
Application: *submission deadline: May 9*
If your application is accepted, you will receive a confirmation e-mail
by May 16.
If accepted, you have to pay the fee before May 23.
The school will be activated with a minimum of 15 paying participants.
It is recommended to arrive at Alba di Canazei by Sunday, July 24, given
that the activities begin at 9 am on Monday 25
Further details are available at:
http://dse.univr.it/safe/schools/
*SAVE THE DATE*
*
*
*
*
--
Antonella Basso
Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation
Dipartimento di Economia
Università Ca' Foscari Venezia
Fondamenta S. Giobbe - Cannaregio 873
30121 Venezia - Italy
Tel. +39-041-2346914 - Fax +39-041-2347444
E-mail address: basso(a)unive.it
Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893