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Assegno di ricerca annuale - One-year post-doc position - Università Ca' Foscari Venezia
by Antonella Basso 09 Jun '23

09 Jun '23

Segnalo il seguente assegno di ricerca presso il Dipartimento di Economia dell’Università Ca’ Foscari Venezia Titolo: Modelli di reti neurali per l’analisi di dati finanziari cross-sectional nel tempo, con applicazione alla valutazione dei prezzi delle abitazioni in Italia Il principale obiettivo del progetto è di studiare l’adattabilità di adeguati modelli a reti neurali ad un contesto dinamico che considera però dati longitudinali e non serie storiche temporali. SSD e/o settore concorsuale: SECS-S/06 Responsabile scientifico e tutor: Prof.ssa Antonella Basso durata: 12 mesi SCADE IL 26/06/2023 ORE 12:00 ORA ITALIANA: Link: https://www.unive.it/data/12137/#27507013 -------------------- I would like to point out the following research grant (post-doc) at the Department of Economics of Ca' Foscari University of Venice Subject: Neural networks models for pooled cross-sectional financial data across time, with application to housing pricing in Italy The main goal of the project is to study the adaptability of appropriate neural network models to a dynamical context which considers longitudinal data instead of time series data. Duration: 12 months Deadline: 26/06/2023 at 12:00 Italian time Link: https://www.unive.it/data/12137/#27507013 Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

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First Workshop on ML, Law and Society
by Shuyi Yang 08 Jun '23

08 Jun '23

Dear colleagues, We are delighted to inform you about this interdisciplinary ECML workshop: https://www.lasoml.com/non-functional-tradeoffs-law-and-society We are currently accepting submissions. The broad theme of the workshop is societal implications of ML. Topics such as algorithmic fairness, transparency and regulation of AI are also covered by the call for papers. The concept of the workshop is to foster an interdisciplinary, European community dealing with the impact of ML and AI on society, and possible intervention strategies to limit harms. We look forward to meeting you in Turin! Shuyi Yang

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Florence-Paris workshop on Statistics of Random Processes and Its Applications to Financial Econometrics, Florence, July 10-11, 2023
by Maria Elvira Mancino 08 Jun '23

08 Jun '23

Registration is open for the second edition of the Florence-Paris Workshop, organized by the Department of Economics and Management of the University of Florence and sponsored by the Institut Louis Bachelier of Paris. Registration is free. The workshop will take place on *July 10-11, 2023*. The theme of the second edition is Statistics of Random Processes and Its Applications to Financial Econometrics. The keynote speakers will be Jean Jacod (Sorbonne) and Valentina Corradi (University of Surrey). For further information, including the workshop program and the registration link, please consult the website: https://sites.google.com/unifi.it/2ndflopawp/home-page Best regards Mavira

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PhD scholarship in Probability and Learning Theory - Math @ UNIPI
by Andrea Agazzi 08 Jun '23

08 Jun '23

Dear Colleagues, The Mathematics Department at UNIPI has recently published a call for a PhD position on *"Scaling Limits of Stochastic Gradient Descent Dynamics"*, funded by the PNRR program. The call, with *deadline on 30.06.2023*, can be found at https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2023-2024… More info here <https://dottorato.unipi.it/images/stories/concorsi_2023_2024/concorsi_b/mat…> and in the pdf call <https://alboufficiale.unipi.it/wp-content/uploads/2023/05/bandobcompleto_si…> (on p 69), under "Limiti di scala di dinamiche stocastiche" This scholarship foresees extended visits abroad and - depending on the candidate's interest - collaborations with industry. More information on the doctoral school can be found here <https://www.dm.unipi.it/phd/>. I would be grateful if you could advertise this opportunity to any potential candidate. In case of questions, please feel free to reach out to me or to Prof. Trevisan <https://people.dm.unipi.it/trevisan/>, Best regards, Andrea Agazzi

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Seminario di Giorgio Cipolloni a Roma Tre il 20 giugno alle 14
by Pietro Caputo 07 Jun '23

07 Jun '23

Martedì 20 giugno 2023 alle ore 14:00, Aula 211 Dipartimento di Matematica e Fisica di Roma Tre, Largo San Leonardo Murialdo,1- 00146 Roma. Speaker: Giorgio Cipolloni (Princeton Center for Theoretical Science) Title: Quantum Unique Ergodicity and its fluctuations for Wigner matrices. Abstract: We prove that the eigenvectors of Wigner matrices satisfy the Eigenstate Thermalization Hypothesis (ETH), which is a strong form of Quantum Unique Ergodicity (QUE) with optimal speed of convergence. Then, using this a priori bound as an input, we analyze the Stochastic Eigenstate Equation (SEE) and prove a Wigner matrix analog of the Berry random wave conjecture.

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SPASS Seminar: Erwin Luesink
by Andrea Agazzi 07 Jun '23

07 Jun '23

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *A geometric approach to deriving and numerically integrating models with transport-type noise in geophysical fluid dynamics.* by *Erwin Luesink *(Imperial College London) The seminar will take place on *TUE, 13.06.2023* at *14:00 CET* in Aula Volterra, Scuola Normale Superiore (please note the unusual venue) and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass --------------------------------------- Abstract: *In this talk I will discuss how the framework of geometric continuum mechanics can be made stochastic by introducing the stochastic Euler-Poincare theorem. This naturally leads to noise of transport type in fluid dynamics while maintaining geometric invariants, such as the enstrophy in two-dimensional ideal fluids. In special cases, it is possible to discretise the equations of motion while preserving most of the structure, which provides strong numerical evidence for Kraichnan’s double cascade conjecture in two-dimensional incompressible fluids. I will also discuss some recent progress for the quasi-geostrophic equations.*

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European Summer School in Financial Mathematics at TU Delft (NL)
by Elisa Perrone 07 Jun '23

07 Jun '23

Dear colleagues, the next European Summer School in Financial Mathematics will be hosted by the Delft Institute of Applied Mathematics, TU Delft, in the week 4-8 September 2023. The main theme of the summer school will be Mathematics of FinTech and the following topics will be addressed: Hansjörg Albrecher: Blockchains and Decentralized Insurance Martin Kroll: Introduction to Differential Privacy Kees Oosterlee: Machine Learning for Anti-Money Laundering and Deep Portfolio Optimisation in Finance Jörg Osterrieder: Artificial Intelligence and Deep Reinforcement Learning in Finance More information about the summer school is available in the following webpage https://www.tudelft.nl/evenementen/2023/ewi/diam/finance-summer-school-2023 <https://www.tudelft.nl/evenementen/2023/ewi/diam/finance-summer-school-2023>. The registration form is available via the following link: https://www.aanmelder.nl/financial_mathematics2023/registration <https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.aanme…> Thank you, and we look forward to welcoming you in Delft! Best regards, Elisa Perrone on behalf of the organizing committee

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Seminar by Françoise Pène (Université de Brest) - Padova, June 16
by alessandra bianchi 06 Jun '23

06 Jun '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on June 16 at 14.30 at the Math Department of Padova. The seminar will be held in person and online via the Zoom platform. _____________________________________________________ *Speaker:* Françoise Pène (Université de Brest) *Title:* Random walks in random sceneries and related models *Date and time*: Friday, June 16, 2023 at 14.30 *Place*: room 2BC30 at the Department of Mathematics, University of Padova *Zoom link:* https://unipd.zoom.us/j/89608513325 (Meeting ID 896 0851 3325 ) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract:* I will present random walks in random sceneries (RWRS) as well as the following related models : U-statistics indexed by random walks, a model (by Matheron & de Marsily) of stratified media with inhomogeneous layers (random one-way streets) and the one-dimensional Lévy-Lorentz gas (random roundabouts on a line). I will present in particular results obtained in collaboration with Fabienne Castell, Nadine Guillotin-Plantard & Bruno Schapira (RWRS and stratified model), with Brice Franke & Martin Wendler (U-statistics), with Frank Aurzada (persistence), with Alessandra Bianchi and Marco Lenci (Lévy-Lorentz gas). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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14 PhD scholarships in Mathematical Sciences – University of Padova, Italy – Deadline June 7, 2023 - 13:00 (CEST) (fwd)
by Tiziano Vargiolu 06 Jun '23

06 Jun '23

Dear all, I recall that the University of Padova issued its announcement for PhD scholarships, with deadline June 7 (TOMORROW) AT 13 CEST. Please find below details for positions in Mathematical Sciences. - the official application for all the PhD schools can be found here: https://www.unipd.it/en/phd-courses-2023-2024 - we have a total of 14 positions, of which 9 "open" and 5 linked to particular topics (Min. Dec. 118/2023). Of particular interest for Probability, Applied mathematics and Finance, I mention the 3rd one "1 scholarship generico PNRR... curriculum Computational Mathematics", the 4th one "Data-driven approaches for assessing the financial criticalities etc." and the 5th one "Mathematical market models for renewable energy, also in collaboration with ARERA" - to get more specific information on our PhD course, please visit https://dottorato.math.unipd.it Now, some more general information. Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2023). Admission is decided on the basis of qualifications and an interview. Grant awarded The annual grant will be of euros 16,243.00 (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. How to apply The call is published (deadline June 7, 2023 - 1 pm CEST) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Applications are only accepted online using the link indicated in the call. Please circulate among all interested people. 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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announcement Vienna WPI Workshop- looking for contributed speakers
by Viktoria Schildhammer 05 Jun '23

05 Jun '23

Dear colleagues, We would like to announce the following workshop “Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets” taking place at the Wolfgang Pauli Institute (WPI) in Vienna, Austria from the 11.09.2023-14.09.2023 (https://wpi.univie.ac.at/). The workshop aims at bringing together an interdisciplinary group of leading researches with interest in stochastic methods for sustainable finance and energy markets. Particular emphasis will be given to Environmental Social Governance (ESG) finance, climate/weather modeling, optimal control problems and optimal contract theory e.g. in view of fostering renewable energy sources The workshop starts on September 11, 2023, with two graduate courses held by Roxana Dumitrescu and Matheus Grasselli in the areas of green finance, climate modeling, renewables in energy markets and optimal control. The graduate courses are meant for Phd and advanced Master students and roughly correspond to 1 ECTS. A background in probability theory, applied stochastic processes, and statistics is recommended. These courses are then followed by 3 full conference days. The goal is to provide a platform for exchanging new ideas among different research communities and initiate interdisciplinary collaborations. In particular a dedicated time for discussions will be scheduled on each day of the workshop. Beside the keynote speakers, there will be a limited amount of slots for contributed talks. We thus invite interested researchers including Phd students to present their recent work at the workshop. If you would like to give a contributed talk, please send the title and abstract in a plain text email to: wpi-stostaml.2023(a)univie.ac.at The submission deadline is 10.06.2023. Please also mention which days of the workshop you would be able to participate. The organizing committee will review the abstracts and will get back to you by approximately end of June to let you know if your talk has been accepted. Attending the workshop is for free, but please register via email to wpi-stostaml.2023(a)univie.ac.at The registration deadline is 01.08.2023. Please also mention which days of the workshop you would be able to participate. In case of problems / questions, please do not hesitate to send us an e-mail (wpi-stostaml.2023(a)univie.ac.at). We are looking very much forward to welcoming you in Vienna in September! Kind regards, Viktoria Schildhammer on behalf of Fred Benth, Christa Cuchiero, Peter Friz, Markus Riedle, Josef Teichmann, Almut Veraart, Oliver Wintenberger -- Viktoria Schildhammer Organisationsassistenz Sekretariat Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero Sekretariat Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch Universität Wien Fakultät für Wirtschaftswissenschaften Institut für Statistik und Operations Research Kolingasse 14-16, 1090 Wien -- Viktoria Schildhammer Organisationsassistenz Sekretariat Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero Sekretariat Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch Universität Wien Fakultät für Wirtschaftswissenschaften Institut für Statistik und Operations Research Kolingasse 14-16, 1090 Wien

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