-------- Messaggio Inoltrato --------
Oggetto:
Fwd: postdoc opening - FMC2
Data:
Mon, 16 Feb 2015 11:29:09 +0000
Mittente:
Cathal Brugha <cathal.brugha(a)UCD.IE>
Rispondi-a:
Cathal Brugha <cathal.brugha(a)UCD.IE>
A:
ORNET(a)JISCMAIL.AC.UK
There is an opening for a postdoctoral researcher as part of the Financial
Mathematics Computation Cluster (FMC2) collaboration between Industry,
University College Dublin, Dublin City University and NUI Maynooth.http://www.isin.ie/go/case_studies/…
[View More]collaboration/financial-mathematics-comp
utation-cluster-fmc2--604
Applications (through UCD HR Job Ref 007175 -
http://www.ucd.ie/hr/jobvacancies) are due by 2 March.
--
Prof Michael O'Neill
Director UCD Complex & Adaptive Systems Laboratory (CASL)
ICON Chair of Business Analytics
School of Business
University College Dublin
http://casl.ucd.iehttp://ncra.ucd.ie
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Martedì 3 marzo 2015 alle ore 15:30, nell'aula 3014 del Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (edificio U5, via Cozzi 55, Milano),
Friedrich Hubalek (TU Wien)
terrà un seminario dal titolo
Brownian excursion limits for the avalanche length in a binomial limit order book model
Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare.
Francesco Caravenna
%%%%%%%%%%%%%%%%%%
Abstract:
We briefly describe the mechanics of a …
[View More]stylized limit order book model for an electronic exchange, which is based on the simple symmetric random walk. While the order volume is a spacial process, we take up the study of the avalanche length of trades, that was begun by Thorsten Rheinlaender and his students in a Brownian motion model.
By more or less elementary limit calculations we connect to Ito's theory of Brownian excursions. In doing so we briefly, but inevitably meet the error, gamma, zeta, xi, theta, Bessel, and the Gauss hypergeometric function. We derive the generating function for the simplified and full avalanche length, their Brownian limits, and study the distribution of the simplified avalanche length in some detail. This is joint work with Thorsten Rheinlaender and Sabine Sporer.
%%%%%%%%%%%%%%%%%%
--
_________________________________________
Francesco Caravenna
Dipartimento di Matematica e Applicazioni
Università degli Studi di Milano-Bicocca
Via Cozzi 55, 20125 Milano, Italy
http://www.matapp.unimib.it/~fcaraven/
_________________________________________
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Si avvisa che in data 11-3-2015, alle ore 15:00 , presso Aula Consiglio VII piano, Dipartimento di Matematica, ed. 14, Campus Leonardo, nell'ambito delle iniziative del Dipartimento di Matematica del Politecnico di Milano, si svolgerà il seguente seminario:
Titolo: Relativistic Causality and Local Disentanglement in Quantum Field Theory
Relatore: Giovanni Valente, University of Pittsbur
Abstract:
La nozione di entanglement fra sistemi quantistici separati pone due problemi fondamentali in …
[View More]filosofia della meccanica quantistica. Primo, le correlazioni non-locali che ne derivano sembrano determinare un conflitto con la condizione di causalità relativistica, che implica che processi causali non possano propagarsi ad una velocità superiore a quella della luce, sollevando cosí una questione di incompatibilità con la teoria della relatività speciale di Einstein. Secondo, la presenza dell'entanglement sembra pregiudicare la possibilità di ottenere una suddivisione del mondo microscopico in sistemi fisici indipendenti. In questo seminario, si discuteranno tali problemi nel contesto della formulazione algebrica della teoria quantistica dei campi. Si inizierà mostrando come si possa derivare un teorema sull'impossibilità di inviare messaggi superluminali sulla base di operazioni locali. Successivamente, si dimostrerà l'esistenza di operazioni locali che hanno l'effetto di distruggere l'entanglement fra campi quantistici separati, soddisfacendo in tal modo ad una condizione necessaria per la loro indipendenza reciproca.
Matteo Gregoratti
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------------------------------- Messaggio originale --------------------------------
Oggetto: AMS - Mathemical Research Community 2015 in Financial Mathematics
Da: "Birgit Rudloff" <brudloff(a)Princeton.EDU>
Data: Mer, 18 Febbraio 2015 22:22
------------------------------------------------------------------------------------
Dear colleagues,
This is a first announcement about the upcoming Mathematical Research community
(MRC) in Financial Mathematics organized by the American …
[View More]Mathematical Society. The
MRC is - in AMS own words- "a program of the American Mathematical Society (AMS),
nurtures early-career mathematicians-those who are close to finishing their
doctorates or have recently finished-and provides them with opportunities to build
social and collaborative networks to inspire and sustain each other in their work.
The structured program is designed to engage and guide all participants as they
start their careers. For each topic, the program includes a one-week summer
conference, a Special Session at the national meeting, a discussion network, ongoing
mentoring, and a longitudinal study of early career mathematicians."
The MRC in Financial Mathematics consists of a conference June 14 – 20, 2015 in
Snowbird, Utah, a session at the Joint Mathematics Meeting, January 6-9, 2016 in
Seattle, Washington. Around 40 peridoctoral mathematicians (advanced PhD students
and early PostDocs) will work together on topics in high frequency trading, optimal
investment under transaction costs, and systemic risk.
More information at http://www.ams.org/programs/research-communities/mrc-15.
Deadline for applications will be March 1, 2015. Please make your graduate students
and Post-Docs aware of this possibility.
Note that while American and US-based mathematicians are prioritized, the MRC is
open for everybody. Travel support for the Snowbird conference will be available up
to USD 700,-.
All the best,
Maxim Bichuch
Michael Carlisle
Olympia Hadjiliadis
Birgit Rudloff
Stephan Sturm
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---------- Forwarded message ----------
From: Dipartimento Economia e Finanza LUISS Guido Carli
<economiaefinanza(a)luiss.it>
Date: Fri, Feb 13, 2015 at 11:29 AM
Subject: LUISS Seminar - February 18th
To: Dipartimento Economia e Finanza LUISS Guido Carli
<economiaefinanza(a)luiss.it>
The next Research Seminar of Economics and Finance Department is
scheduled for next Wednesday, February 18th, from 2.30 p.m. to 4.00
p.m., room 305/b (viale Romania).
Our guest speaker will be Prof. …
[View More]Larry Goldstein (University of
Southern California), who will present his recent work: “Normal
approximation for recovery of structured unknowns: Steining the
Steiner formula”.
Best regards,
Dipartimento di Economia e Finanza
Viale Romania, 32 - 00197 Roma
economiaefinanza(a)luiss.it
t +39 06 85225550
f +39 06 85225985
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Si segnala che, nell'ambito dei corsi interdottorato offerti dalle
Universita' di Pavia e Milano (Bicocca, Politecnico e Statale),
Eugenio Regazzini e Pietro Rigo
terranno il corso
Scambiabilita' e sue applicazioni.
La durata del corso e' di 30 ore (circa). La partecipazione e' aperta a
tutti. La prima parte del corso, tenuta da Pietro Rigo, vertera'
sul teorema di rappresentazione di de Finetti e su alcune sue conseguenze.
La seconda parte, tenuta da Eugenio Regazzini, riguardera' alcune
…
[View More]applicazioni della scambiabilita' al'inferenza bayesiana non parametrica.
Le prime due lezioni (di due ore circa) saranno tenute
Lunedi' 2/3/2015 e lunedi' 9/3/2015, alle ore 14,
al Dipartimento di Matematica dell'Universita' di Pavia
(via Ferrata 1)
Le date delle successive lezioni verranno stabilite di volta in volta,
sulla base delle esigenze degli studenti e dei docenti.
Eugenio Regazzini e Pietro Rigo
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The CALL FOR APPLICATIONS FOR ADMISSION TO the PhD PROGRAM in Financial
Mathematics at the Scuola Normale Superiore di Pisa is open (see
http://phd.sns.it/en/
<http://www.sns.it/en/scuola/ammissione/corsodiperfezionamento/scienze/>).
This year five scholarships are awarded, two of them funded by Unicredit.
The deadline for the application to the Spring session is February 28,
2015.
Request of information can be addressed to me.
Sincerely,
Fabrizio Lillo
--
--------------------------…
[View More]--------------
Fabrizio Lillo
Scuola Normale Superiore di Pisa &
Santa Fe Institute, U.S.A.
Piazza dei Cavalieri 7
56126 Pisa
ITALY
phone: +39 050509159
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==============================================================================================================================================
*FIRST CALL FOR PAPERS *
*CIBB 2015*
*12th International Meeting on Computational Intelligence Methods for
Bioinformatics and Biostatistics*
*CNR Research Area “Napoli 1”, Naples, Italy**
**September 10-12, 2015**
*
*http://bioinfo.na.iac.cnr.it/cibb2015/**
**cibb2015(a)gmail.com*
======================================================================…
[View More]========================================================================
*Scope of CIBB 2015*
CIBB (Computational Intelligence methods for Bioinformatics and
Biostatistics) is a meeting with more than 10-year history. Its main
goal is to provide a forum open to researchers from different
disciplines to present problems concerning computational techniques in
bioinformatics, systems biology and medical informatics, to discuss
cutting edge methodologies and accelerate life science discoveries.
Following this tradition and roots, this year's meeting will bring
together researchers from the international scientific community
interested in this field to discuss the advancements and the future
perspectives in bioinformatics and biostatistics. Applied biologists are
also invited to participate in order to propose novel challenges aimed
to have high impact for molecular biology and translational medicine.
*Technical areas addressed by CIBB 2015 include, but are not limited to:*
High dimensional statistical analysis of omic data;
Next generation sequencing bioinformatics;
Multi-omic data integration;
Methods for supervised and unsupervised learning;
Prediction of protein structures;
Methods for comparative genomics;
Algorithms for molecular evolution and phylogenetic analysis;
Mathematical modelling and simulation of biological systems;
Systems and synthetic biology;
Bio-molecular databases and data mining;
Bio-medical text mining and imaging;
Statistical methods for the analysis of clinical data;
Methods for the visualization of high dimensional complex
omic data;
Software tools for bioinformatics.
*CIBB 2015 is jointly organized by:*
• INNS International Neural Network Society SIG Bioinformatics
• INNS International Neural Network Society SIG Bio-pattern
• IEEE-CIS-BBCT Task forces on Neural Networks and Evolutionary
Computation
• Istituto per le Applicazioni del Calcolo, “M. Picone”, CNR Napoli
The scientific programs of CIBB 2015 will include Keynote Speakers,
contributed papers, tutorial and special sessions. The contributed
papers will be presented in plenary oral sessions, special sessions, or
poster sessions.
*Publications*
Accepted papers will be published on a flash drive with a specific ISBN
number for the conference proceedings. A selection of papers presented
at CIBB 2015 will appear in a post-conference monograph. We are in
contact with Springer to have them published in the Springer series of
Lecture Notes in Bioinformatics (LNBI) as usual for CIBB. Moreover, we
are planning to publish the best papers in an extended form in a special
issue of an international scientific journal.
*Important Dates *
Tutorial and Special Session Proposal: April 3, 2015
Paper submission deadline: April 10, 2015
Notification of acceptance: June 12, 2015
Final paper due: July 10, 2015
Conference: September 10-12, 2015
*Tutorials and Special Sessions*
*Tutorial proposals* to CIBB, including title, one page long abstract,
and short CV of presenters, are due by April 3, 2015. Please send
proposals to cibb2015(a)gmail.com.
*Special Session proposals* to CIBB, including the session's title and
scope, short CV of sessions chairs, preliminary list of at least 4
potential authors are due by April 3, 2015. Proposals of special
sessions will be evaluated as soon as they are submitted. A special
session must have at least 4 accepted papers. Please send proposals to
cibb2015(a)gmail.com
*Paper Submission*
Papers must be prepared following the guidelines illustrated on the CIBB
web site and should be long between 4 and 6 pages. Papers should be
submitted in PDF format on the Easy Chair conference system.
*Organizing Committee*
/General Chairs/
- Claudia Angelini, Istituto per le Applicazioni del Calcolo, Italy
- Adriano Decarli, University of Milan, Italy
- Erik Bongcam-Rudloff, Swedish University of Agricultural Sciences, Sweden.
/Biostatistics Technical Chair/
- Paola MV Rancoita, Vita-Salute San Raffaele University, Italy
/Bioinformatics Technical Chair/
- Stefano Rovetta, University of Genova, Italy
/Special Session and Tutorial Chairs/
To be communicated
/Local Organizing Committee/
Valerio Costa, Institute of Genetics and Biophysics, Italy
Italia De Feis, Istituto per le Applicazioni del Calcolo, Italy
Angelo Facchiano, Istituto di Scienze dell'Alimentazione, Italy
/Publicity Chair/
Francesco Masulli, University of Genova, Italy & Temple University, USA
/Publication Chair/
Riccardo Rizzo, Istituto di Calcolo e Reti ad Alte Prestazioni, Italy
/Steering Committee/
Pierre Baldi, University of California, Irvine, CA, USA
Elia Biganzoli, University of Milan, Italy
Alexandru Floares, Oncological Institute Cluj-Napoca, Romania
Jon Garibaldi, University of Nottingham, United Kingdom
Nikola Kasabov, Auckland University of Technology, New Zealand
Francesco Masulli, University of Genova, Italy & Temple University, USA
Leif Peterson, TMHRI, Houston, Texas, USA
Roberto Tagliaferri, University of Salerno, Italy
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Ciclo di Seminari - Progetto ERC PASCAL
(Probabilistic and Statistical Techniques for Cosmological Applications)
Mercoledì 25 Febbraio ore 16 - Aula Conferenze "Claudio D'Antoni" -
Dipartimento di Matematica Università di Tor Vergata - Roma
Titolo: Fine Properties of Gaussian Random Fields
Speaker: Yimin Xiao - Michigan State University
ABSTRACT: In this talk, we show that various properties of strong local
nondeterminism can be applied for studying fine properties (e.g. exact
moduli of …
[View More]continuity, exact Hausdorff measure functions, regularity of
local times and intersection local times) of Gaussian random fields defined
on R^N taking values in R^d. Examples of such Gaussian random fields
include fractional Brownian motion and solution to certain stochastic heat
equations with space-time Gaussian noise. We also show that the method can
also be applied to some Gaussian fields on the sphere.
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