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International Conference in Venice - CALL FOR PAPERS - BLANK
by Monica Billio 14 May '22

14 May '22

21st INTERNATIONAL CONFERENCE CREDIT 2022 *Long Run Risks * Venice, Italy 22 –23 September 2022 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund* (Luxembourg) and*Intesa Sanpaolo* (Milan, Italy) are partners in organising a Conference to be held in Venice on September 22-23, 2022. The Conference CREDIT 2022 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. CREDIT 2022 is the *twenty-first* in a series of events dedicated to various aspects of credit risk and organised under the auspices of the*Department of Economics *and *VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice, ABI - Italian Banking Association, AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. The theme of this year’s conference brings the attention on long run risks, whose notion is multifaceted, but whose impact is becoming more and more evident and is receiving attention both at political and regulatory level. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: • Long Run Risks: Modelling; Backtesting and Validation; ESG Risks for significantly wider time horizons with respect to the most traditional financial risks (Market, Credit, etc.) • Long Run Investments and Portfolios: Illiquidity premium in the short vs the long run; Investment risk in real assets: Focus on Real Estate risk; Investment policies for Insurance and Pension Funds; Private vs Public Markets in long run portfolios, the role of Private Equity and the contribution to Venture Capital; Fintech for Sustainability • Long Run Business Strategies: Sustainability Plans; Restructuring of Production Processes; Mitigation of Climate Physical and Transition Risks • Long Run Climate Policies: New regulatory actions to reduce emissions of air pollutants and greenhouse gases; New financial regulations to promote the Low-Carbon Transition at public and private level • Socio-economic Stability in the Long Run: Inflation dynamics; Impact of transition costs from an economic and social point of view; New measures to manage migrations due to Climate Change • Long Run Market Information and Disclosure: International Financial Reporting Standards; International Accounting Standards; Long Run Financial Regulation (Banks, Insurers, Funds) The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle* (Stern Business School, New York University), *Marcin Kacperczyk *(Imperial College London) and*Lucrezia Reichlin* (London Business School). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake The SCIENTIFIC COMMITTEE for the Conference consists of: *• Stefano Giglio* (Yale School of Management, Programme Chair)* • Monica Billio* (Ca’ Foscari University of Venice & GRETA)* • Francesca Campolongo* (Joint Research Center, European Commission)* • Helmut Kraemer-Eis* (European Investment Fund)* • Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* • Elisa Luciano* (University of Torino & Collegio Carlo Alberto)* • Irene Monasterolo* (EDHEC and EDHEC-Risk Climate Impact Institute (ERCII))* • Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)* • Stephen Schaefer* (London Business School)* • Claudio Tebaldi* (Bocconi University)* * CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2022 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2022*. The final version of accepted papers must be received by August 31, 2022. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2022

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Seminar in Statistics - LARRY GOLDSTEIN
by Pierpaolo De Blasi 13 May '22

13 May '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Mercoledi 18 Maggio 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Larry Goldstein* (University of Southern California) Title: *Relaxing Gaussian assumptions in high dimensional statistical procedures* Abstract: The assumption that high dimensional data is Gaussian is pervasive in many statistical procedures, due not only to its tail decay, but also to the level of analytic tractability this special distribution provides. We explore the relaxation of the Gaussian assumption in Single Index models and Shrinkage estimation using two tools that originate in Stein’s method: Stein kernels, and the zero bias transform. Taking this approach leads to measures of discrepancy from the Gaussian that arise naturally from the nature of the procedures considered, and result in performance bounds in contexts not restricted to the Gaussian. The resulting bounds are tight in the sense that they include an additional term that reﬂects the cost of deviation from the Gaussian, and vanish for the Gaussian, thus recovering this particular special case. Joint work with: Xiaohan Wei, Max Fathi, Gesine Reinert, and Adrien Samaurd ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/1t3aC3D1Q6Pr9J5y8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/83134413513?pwd=ZjZ3TkJub0VZYm0wR213OXR0SmhnUT09> Meeting ID: 831 3441 3513 Passcode: 653689 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Fwd: probability opening
by Faggionato, Alessandra 13 May '22

13 May '22

Ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Christian Maes <christian.maes(a)kuleuven.be> Date: Mon, 9 May 2022 at 10:04 Subject: probability opening To: Christian Maes <christian.maes(a)kuleuven.be> Dear Colleagues i hope this finds you well. Here is an announcement for a job vacancy <https://www.kuleuven.be/personeel/jobsite/jobs/60115431?hl=en&lang=en> at the KU Leuven, *Research professor in Mathematical Analysis, Probability Theory and Random Matrices * https://www.kuleuven.be/personeel/jobsite/jobs/60115431?hl=en&lang=en I would much appreciate you consider forwarding it to interested people, especially to mathematicians who like to be inspired by physics as well. thanks, chr -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Lecturer\Senior Lecturer and PhD positions at Imperial College
by Passeggeri, Riccardo 13 May '22

13 May '22

Dear all, my name is Riccardo Passeggeri and I am a Lecturer (Assistant Professor) in the Department of Mathematics at Imperial College London. There is an open position for Lecturer/Senior Lecturer in Statistics (broadly defined), see the post for details https://www.imperial.ac.uk/jobs/description/NAT01133/lecturersenior-lecture… Moreover, there is an open PhD position in my group, see my website for details https://sites.google.com/site/riccardopasseggeri If you have any questions, please do not hesitate to contact me. Thank you. Best Regards, Riccardo

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Seminario di Michele Aleandri alla Sapienza
by Faggionato, Alessandra 12 May '22

12 May '22

Buongiorno sotto l'annuncio del seminario di Michele Aleandri alla Sapienza. Grazie Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Mercoledì 18 Maggio, ore 16, Sala di Consiglio, Sapienza Università di Roma SPEAKER: Michele Aleandri (Sapienza Università di Roma) TITOLO: Opinion dynamics: conformist and nonconformist interacting agents ABSTRACT: We study two models of binary decisions in a connected network of interacting agents. Individual decisions are determined by social influence, coming from direct interactions with neighbours, and a group level pressure that accounts for social environment. We study the convergence of the mean field variables associated to the processes as the number of agents goes to infinity and we show that propagation of chaos occurs. In the first model, [2], we have a family of conformist or nonconformist agents that interact with each other. When the number of agents is large but fixed, we study the amount of time spent by the mean field variables associated with the process around the stable points of the macroscopic dynamics. In a nonconformist environment, there is a persistent disordered phase where no majority is formed: We show how in this case the introduction of a delay mechanism in the agent’s detection of the global average choice may drastically change this scenario, giving rise to a coordinated self sustained periodic behavior. In the second model, [1], the population is divided into two social groups, each one characterized by its attitude with respect to the other. Agents of the same group interact with each other, while the other group exerts on them a social influence, that may also be null or even negative. We focus in particular on models with Lotka-Volterra type interactions, i.e., models with conformist vs. nonconformist groups. For these models, although the microscopic system is driven a.s. to consensus within each group, a periodic behaviour arises in the macroscopic scale. In order to describe fluctuations between the limiting periodic orbits, we identify a slow variable in the microscopic system and, through an averaging principle, we find a diffusion which describes the macroscopic dynamics of such variable on a larger time scale. [1] Aleandri, M., Minelli, I.G. Opinion dynamics with Lotka-Volterra type of interactions. Electronic Journal of Probability, 24(2019), no.122, 1-31. [2] Aleandri, M., Minelli, I.G. Delay-Induced Periodic Behaviour in Competitive Populations. Journal of Statistical Physics (2021) 186:6 -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminar by Luca Sitzia (UniCredit) in Padova
by Giorgia Callegaro 11 May '22

11 May '22

Dear all, we are happy to announce the following seminar of the cycle "Probability and Finance Seminars" of the Mathematics Department in Padova, which will be given in presence (Torre Archimede, Padova, see below) and online (Via Zoom, see below): * *Speaker*: Luca Sitzia (UniCredit) * *Title*: *A neural network approach for the estimation of mortgage prepayment rates * * *Where: *sala riunioni 701 Torre Archimede, Padova ** When*: 27th May 2022, 4.30 pm. For more details and to get the Zoom link please visit the webpage: https://www.math.unipd.it/~bianchi/seminari/ Hope to see you there, best, Giorgia Callegaro, Marco Formentin and Alessandra Bianchi -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Fwd: Workshop "Junior Female Researchers in Probability", Berlin, Oct 5-7
by Luisa Andreis 11 May '22

11 May '22

Care colleghe e cari colleghi, Vi inoltro l’annuncio per del workshop "Junior Female Researchers in Probability", che si terrà a Berlino ad ottobre e vi prego di diffonderlo con chiunque crediate possa essere interessata. Cordiali saluti, Luisa Andreis —————————————————— Dear colleagues, we would like to draw your attention to the fourth workshop for "Junior female researchers in probability”, 5-7 October 2022. The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, build a network and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Sylvie Méléard (École Polytechnique) Silke Rolles (TU Munich) Invited speakers: Alessandra Bianchi (Padova) Lisa Hartung (Mainz) Alexandra Neamtu (Konstanz) Kim Weston (Rutgers) The workshop is planned as an in-person event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for traveling to Berlin in case we can have a hybrid event. However, please be aware that being unable to travel should not restrain from submitting an abstract. There are special travel grants for female master students interested in gaining some insight into research and getting in touch with researchers. Of course everybody is very welcome to participate, but presentations and financial support are reserved for female participants. Deadline for submission of abstracts and funding requests: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.google.com/url?q=https://www.wias-berlin.de/workshops/JFRP22/&s… <https://www.google.com/url?q=https://www.wias-berlin.de/workshops/JFRP22/&s…> Best regards, Peter Bank, Dörte Kreher, Laura Körber, Helena Kremp, Alexandra Quitmann, Isabell Vorkastner, Weile Weng, and Maite Wilke-Berenguer

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Seminario Martin Friesen, domani ore 16:00
by Michele Coghi 11 May '22

11 May '22

Cari colleghi, vi annunciamo il prossimo talk nel ciclo "Trento Probability Seminars" *Asymptotics of stochastic Volterra equations* *Luogo:* l'evento si terrà in presenza in Aula Seminari "-1" a Povo0 e per via telematica attraverso collegamento alla piattaforma Zoom. Per partecipare sarà necessario collegarsi al link seguente ed inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/86014416487 Meeting ID: 860 1441 6487 Passcode: 809071 *Data:* Giovedì 12 maggio *Ore:* 16:00 *Relatore:* - *Martin Friesen* (Dublin City University) *Abstract: *In this talk, we review recent results on the long-time behavior, that is limiting distributions and stationary processes, for stochastic Volterra equations in finite and infinite dimensions. These include the Volterra Ornstein-Uhlenbeck process, affine processes, and Volterra stochastic partial differential equations. Saluti, Michele

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Deadline approaching: A day on random graphs
by mic sal 11 May '22

11 May '22

Dear all, this is to remind you that the deadline for the (free but compulsory) registration to the workshop "A day on Random Graphs" is on the 15th of May. Should you miss the deadline, you can write to salvi(a)mat.uniroma2.it to check if there is still place available. The workshop will take place at Università di Tor Vergata on the 30th of May (see poster in attachment) and is part of the Excellence Program Math@TOV. The invited speakers are Luca Avena (Leiden University) Afonso Bandeira (ETH Zürich) Luca Becchetti (La Sapienza) Julia Komjathy (TU Delft) Luca Trevisan (Bocconi) For more information see http://www.mat.uniroma2.it/~rds/graphs.php . The organizers, Andrea Clementi, Domenico Marinucci, Michele Salvi, Stefano Vigogna

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Seminar in Pisa: Darrick Lee
by Francesco Grotto 10 May '22

10 May '22

Dear Colleagues, we would like to invite you to the following seminar by Darrick Lee (EPFL) to be held tomorrow (May 10th) at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: May 10th, 2022, 14:00-15:00 CET Speaker: Darrick Lee (EPFL) Title: Mapping Space Signatures Abstract: The path signature is a foundational tool in the theory of rough paths. In this talk, we introduce the mapping space signature, a generalization of the path signature to maps from higher dimensional cubical domains, which is motivated by the topological perspective of K. T. Chen. We show that the mapping space signature shares many of the analytic and algebraic properties of the path signature; in particular it is universal and characteristic with respect to a certain equivalence relation on cubical maps. This is joint work with Chad Giusti, Vidit Nanda, and Harald Oberhauser.

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