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Seminar announcement
by Marco Scarsini 14 May '16

14 May '16

Tuesday 17 May, 2016 from 12:00 to 13:00 LUISS room 207 Viale Romania 32 00197 Roma Speaker: Mathias Staudigl (Maastricht University) Title: Stochastic stability and large deviations in population games. (Joint with William H. Sandholm (Wisconsin-Madison)) Abstract: Evolutionary game dynamics describe the behavior of populations of myopic, strategically interacting agents who update their strategies by applying simple decision rules. The resulting game dynamics is an irreducible Markov chain on a finite state space. Most applications in this area focus on the long-run properties of such dynamics, particularly on invariant distributions. For finitely many players, the concept of a stochastically stable state has received much attention in the literature, where it has been proposed as an equilibrium selection device in games. In this paper we propose an alternative point of view of stochastic stability, focusing on games with large player sets. In this limit we provide explicit bounds for key statistics of the evolutionary game dynamic. In particular, using recent results on sample path large deviations for population processes, we provide bounds for the expected exit time from the basin of attraction of stable equilibria and the stationary distribution of the Markov chain. If time permits, we will present extensions to games with continuous action spaces. ******************************************************* 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 di formazione :: Statistica Multivariata con R
by Pierpaolo Brutti 13 May '16

13 May '16

A tutti gli interessati. Nell'ambito della programmazione di corsi di formazione sul software statistico Open Source R <https://www.r-project.org/> il Dipartimento di Scienze Statistiche <http://www.dss.uniroma1.it/it> di Sapienza Università di Roma ha attivato anche quest'anno il corso - *Statistica Multivariata con R <http://www.dss.uniroma1.it/it/node/6618>* IX edizione - Modulo Iscrizione <http://www.dss.uniroma1.it/it/node/6619> Il corso si terrà a Roma nei giorni *5, 6 e 7 Luglio 2016*. Tutti gli interessati sono pregati di visitare il sito: - Corsi-R@DSS <http://www.dss.uniroma1.it/it/node/6616> dove è possibile trovare ulteriori informazioni dettagliate sul programma e le modalità di iscrizione on-line. L'iniziativa si inserisce nell'ambito della promozione del software Open Source negli atenei, negli enti di ricerca e nella Pubblica Amministrazione. Grazie per l'attenzione. =========================================================== Pierpaolo Brutti Dipartimento di Scienze Statistiche Sapienza Università di Roma Piazzale Aldo Moro, 5 (00185) Roma =========================================================== -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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seminario Teemu Pennanen in Bicocca
by Fabio Bellini 12 May '16

12 May '16

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First Announcement: MODEL UNCERTAINTY AND ROBUST FINANCE
by Marco Maggis 12 May '16

12 May '16

Workshop MODEL UNCERTAINTY AND ROBUST FINANCE https://sites.google.com/site/2016murf/ <https://sites.google.com/site/2016murf/home> University of Milan, 10-11 November 2016 INVITED SPEAKERS: Giorgio DALL'AGLIO (Special historical talk) David HOBSON (University of Warwick) Jan OBLOJ (University of Oxford) Bernt ØKSENDAL (University of Oslo) Halil Mete SONER (ETH Zurich) Steven VANDUFFEL (VRIJE Brussels) DEADLINE FOR ABSTRACT SUBMISSION: September 30 ALL ACCEPTED CONTRIBUTED SPEAKERS WILL HAVE REGISTRATION FEE WAIVED. -- Marco Maggis, Ricercatore TD, Secs-S/06 Dipartimento di Matematica F. Enriques, Via Cesare Saldini 50, 20133, Milano Telefono: 0250316120

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Fwd: Probability -- SNS CALL FOR EXPRESSIONS OF INTEREST
by Francesco Caravenna 12 May '16

12 May '16

Ricevo e inoltro. > ---------- Forwarded message ---------- > From: CRM <crm(a)sns.it> > Date: 2016-05-11 20:08 GMT+02:00 > Subject: Probability -- SNS CALL FOR EXPRESSIONS OF INTEREST > To: CRM <crm(a)sns.it> > > > Dear Colleagues, > > the Scuola Normale Superiore decided to open an expression of interest in Probability, at the full professor level. > Please feel free to spread this information to anyone potentially interested. > Expressions of interest shall be addressed to: > > Prof. Vincenzo Barone > Preside della Classe di Scienze Matematiche e Naturali > Scuola Normale Superiore > Piazza dei Cavalieri, 7 > PISA – Italy > > and can be sent by email to the following address : classi(a)sns.it, writing EOI/PROB in the subject field. > > Here is the link for a detailed information: > > http://en.sns.it/bando/professorship-probability-theory-scuola-normale-supe… > > The deadline for submission is May 31st. > > Thank you for your collaboration. > > With best wishes, > > Stefano Marmi > Director > > Centro di Ricerca Matematica > Ennio De Giorgi > Palazzo Puteano > Piazza dei Cavalieri 3 > 56100 PISA > crm(a)sns.it >

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Seminario Prof. A. Olenko (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 09 May '16

09 May '16

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 12 Maggio, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. A.Olenko (La Trobe University, Melbourne, Australia) *Titolo:* Some asymptotic properties of geometric functionals of strongly dependent random fields *Sintesi:* Limit theorems for the volumes of excursion sets of strongly dependent heavy-tailed random fields will be presented. Special attention is paid to Student and Fisher random fields. We also discuss the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. In contrast to approaches based on the Malliavin calculus and Stein's method we use direct probability methods. Some examples and simulation results are shown. The presentation is based on the papers: N. Leonenko, A. Olenko, Sojourn measures of Student and Fisher-Snedecor random fields, Bernoulli, 20(3) (2014) 1454--1483. Vo Anh, N. Leonenko, A.Olenko. On the rate of convergence to Rosenblatt-type distribution, Journal of Mathematical Analysis and Applications, 425(1) (2015) 111-132. Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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seminari Marco Frittelli in Bicocca
by Fabio Bellini 06 May '16

06 May '16

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An Introduction to Risk Measures. Corso per dottorandi- Valeria Bignozzi
by Lea Petrella 05 May '16

05 May '16

Si comunica che all’interno del Dottorato di Ricerca “Modelli per l’Economa e la Finanza” (Dipartimento MEMOTEF) la Dottoressa Valeria Bignozzi svolgera’ il ciclo di lezioni “An Introduction to Risk Measures” secondo il seguente calendario 13 maggio ore 18-20 17 maggio ore 16.30-18 18 maggio ore 11.30-13 Le lezioni si svolgeranno presso l’aula Maramma VI piano Economia, Via del Castro Laurenziano 9, 00161 Sapienza Universita’ di Roma. Gli interessati possono contattarmi via mail all'indirizzo lea.petrella(a)uniroma1.it Segue il programma del corso ed i riferimenti bibliografici An Introduction to Risk Measures: 1. Definition of a risk measure (rm) and its applications in finance and insurance; 2. Classical examples of rm: Value-at-Risk (VaR), Expected Shortfall (ES), Expectiles; 3. Computing risk measures for discrete and continuous distributions; 4. Properties: Monotonicity, Translation Invariance, Positive homogeneity, subadditivity, convexity, comonotonicity, law-invariance; Convex and coherent rm; 5. Non subadditivity of VaR and its consequences on portfolio diversification; 6. Estimation of rm (Historical estimation, generalised quantile regression, maximum likelihood methods, bayesian approach); 7.Risk measurement for an aggregate position. References: 1. Embrechts, P., F. Rudiger., and A. McNeil. "Quantitative risk management." *Princeton Series in Finance, Princeton* 10 (2005). 2. Föllmer, H., and A. Schied. *Stochastic finance: an introduction in discrete time*. Walter de Gruyter, 2011. 3. Jorion, P.. *Value at risk: the new benchmark for managing financial risk*. Vol. 3. New York: McGraw-Hill, 2007. -- **************************************************** Prof. Lea Petrella Memotef Department Sapienza University of Rome http://www.memotef.uniroma1.it/users/petrella-lea ***************************************************** -- ___________________________________________ INVESTI SUL FUTURO, FAI CRESCERE L’UNIVERSITÀ: *DONA IL 5 PER MILLE ALLA SAPIENZA* CODICE FISCALE *80209930587*

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Borse di Dottorato - Dipartimento di Matematica, Politecnico di Milano
by Laura M. Sangalli 04 May '16

04 May '16

Presso il Dipartimento di Matematica del Politecnico di Milano sono disponibili 10 borse di dottorato in Modelli e Metodi Matematici per l'Ingegneria. Nell'ambito di questo programma di Dottorato è possibile sviluppare un progetto di ricerca in Statistica. La scadenza per effettuare l’iscrizione è*venerdì 27 maggio 2016 ore 14.00* Al linkhttp://www.dottorato.polimi.it/entra-al-dottorato/concorso-di-ammissione-e-borse-di-studio/bandi/bando-xxxii-ciclo-dei-corsi-di-dottorato-20162017/ sono contenute tutte le informazioni relative al bando, alle borse e ai corsi di dottorato. Vi preghiamo di dare diffusione di questo avviso ai vostri Studenti potenzialmente interessati. Cordialmente, 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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Seminario CALATRONI (Matematica Applicata & ADAMSS, CIMAB)
by Giacomo Aletti 04 May '16

04 May '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti =============== Nell'ambito del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno giovedì 12 Maggio 2016, alle ore 14.30, nella Sala di Rappresentanza (piano terra) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Image segmentation, graph clustering and Hough transform methods for object detection and measurement in images" Luca CALATRONI Dipartimento di Matematica Universita' di Genova Abstract: In this talk we consider the problem of image segmentation through the minimisation of a Ginzburg-Landau-type functional defined on graphs (i.e. the pixel images). Such approach has first been considered by A. Bertozzi and A. Flenner and provides a binary segmentation of the image via the extraction and the comparison of features (RGB, texture,...) with a dictionary in terms of an appropriate similarity measure. From a mathematical point of view, the segmentation is obtained by exploiting the spectral properties of the differential operators appearing when taking the $\ell^2$ gradient flow of the functional. In order to overcome the numerical difficulties due to the large size of the images considered, Nyström matrix completion techniques and convex splitting methods are employed. We apply such method to the problem of scale detection in images where a fuzzy region of interest is present together with a measurement tool (e.g. a ruler). In particular, by means of a Hough transform based algorithm, we apply our combined method to several measurement tasks arising in real-world applications such as zoology, medicine and archaeology. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142

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