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Seminario Eugenio PIASINI, UCL London (RGS & Matematica Applicata)
by Giacomo Aletti 23 Sep '14

23 Sep '14

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno mercoledì 1 Ottobre 2014, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, Eugenio PIASINI, University College London (UCL), London terra' una conferenza dal titolo Why do cerebellar granule cells have four dendrites? Abstract: The number of dendrites of the the most numerous neuron in the brain -the granule cell of the cerebellum- is remarkably conserved throughout evolution and across animal species. In this talk, I will illustrate how this anatomical feature is constrained by the function that the cerebellum is required to perform. Keywords: cerebellum, sparse coding, network structure, information theory, computational modelling, granule cell Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying mathematical approaches to the study of biological systems. Updates on our initiatives can be found at: https://sites.google.com/site/readinggroupseminar as well as by subscribing to our RGS group https://groups.google.com/forum/#!forum/neurocomp-rgs -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.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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Mini corso del prof. Carl Chiarella "Interest rate options" [presso DipInf - Verona]
by Luca di persio 23 Sep '14

23 Sep '14

Il Prof.Carl Chiarella [ UTS Business School, Sydney ] sarà ospite del Dipartimento di Informatica dell’Università di Verona [ Strada le Grazie, 15 - Vr ] nei giorni dal 6 al 10 Ottobre 2014 e terrà un mini corso [8 ore] intitolato ” *Interest rate options* “ ed articolato in tre lezioni, che si terranno nell'edificio Ca' Vignal 2 - Aula M, nei giorni - Lunedì 6 Ottobre [ 13:30-16:30 ] - Mercoledì 8 Ottobre [ 15:30-18:30 ] - Giovedì 9 Ottobre [ 13:30-15:30 ] con il seguente programma - *The Black-Scholes model with stochastic interest rate* - *The Hedging Portfolio* - *Solving for the Option Price* - *Change of Numeraire* - *Option Pricing under Stochastic Interest Rates* - *Change of Numeraire with Multiple Sources of Risk* - *Interest Rate Caps, Floors and Collars* - *Payoff Structure of Interest Rate Caps and Floors* - *Relationship to Bond Options* - *The Relationship between Interest Rates, Bond Prices and Forward Rates* - *Modelling Forward Rates* - *Arbitrage Models of the Term Structure* - *Some Specific Term Structure Models* - *The Heath-Jarrow-Morton Framework* - *Basic Structure* - *Arbitrage Pricing of Bonds* - *Arbitrage Pricing of Bond Options* - *Forward Risk Adjusted Measure* - *Reduction to Markovian Form* - *Some Special Models* Per informazioni contattare: luca.dipersio(a)univr.it __ 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

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JOB - Warwick - Professor of Statistics and Data Science / Director of the Warwick Data Science Institute
by Spano, Dario 23 Sep '14

23 Sep '14

Cari Colleghi, con preghiera di diffusione. Cordiali saluti, Dario Spano` =============================== University of Warwick - Statistics New Vacancy: Professor of Statistics and Data Science / Director of the Warwick Data Science Institute http://www.jobs.ac.uk/job/AJP244/professor-of-statistics-and-data-science-d… Competitive salary An inspired individual is sought for this unique opportunity to lead the development of the Warwick Data Science Institute (WDSI) and to coordinate the efforts of substantial numbers of talented academic staff already working in this area. The position arises from the Department of Statistics' commitment, in collaboration with the Warwick Mathematics Institute and the Department of Computer Science, to a coherent methodological approach to the fundamentals of Data Science and the challenges of complex data sets (for example big data). The successful applicant will have knowledge of the current issues in Data Science and the drive to address them at a fundamental level while forging a collaborative team from researchers across the mathematical sciences at Warwick. The ability to win research funding will be essential. Applicants with career paths involving a substantial amount of time spent outside academia will also be viewed favourably. This is an opportunity to join one of the world's most prominent and most research-active departments of Statistics at a senior level and to lead an exciting new collaboration between the Mathematical Science departments at Warwick. Informal enquires can be addressed to any of Professors Saul Jacka (S.D.Jacka(a)warwick.ac.uk<mailto:S.D.Jacka@warwick.ac.uk>), Mark Steel (M.Steel(a)warwick.ac.uk<mailto:M.Steel@warwick.ac.uk>), David Firth (D.Firth(a)warwick.ac.uk<mailto:D.Firth@warwick.ac.uk>) or Gareth Roberts (Gareth.O.Roberts(a)warwick.ac.uk<mailto:Gareth.O.Roberts@warwick.ac.uk>), or to any other senior member of the Warwick Statistics Department. Start date: As soon as possible; by 1 June 2015 at the latest. Closing date: 27 October 2014 Interview date: 27 November 2014 You may apply by visiting the jobs.ac.uk website http://www.jobs.ac.uk/job/AJP244/professor-of-statistics-and-data-science-d… ------------------------------------------------------------- Dario Spano` Department of Statistics University of Warwick Coventry CV4 7AL United Kingdom Email: D.Spano(a)warwick.ac.uk Phone: +44(0)24 7657 5755 Fax: +44(0)24 7652 4532 -----------------------------------------------------------------

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2-days mini-course UniTo
by Roberta Sirovich 22 Sep '14

22 Sep '14

------------------------------------------------------------------------------------------------ Martedì 21 ottobre ore 11--13 e mercoledì 22 ottobre ore 11--13 presso il Dipartimento di Matematica G. Peano, Università di Torino Via Carlo Alberto 10, aula C *Tetiana Aksenova* Research Scientist CEA Grenoble terrà due lezioni dal titolo *Mathematical and Statistical Problems in Brain Computer Interfaces* ------------------------------------------------------------------------------------------------- Tutti gli interessati sono invitati a partecipare. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 ---------------------------------------------------

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[Fwd: Avviso di seminario PROF. CLAUDIO MACCI]
by giuliano＠dm.unipi.it 22 Sep '14

22 Sep '14

Il Prof. Claudio Macci, dell'Universita' di Roma Tor Vergata, sara' ospite del Dipartimento di Matematica dell'Universita' di Pisa nei giorni 23, 24 e 25 settembre. Terra' un seminario dal titolo "Some recent large deviation results in statistics". Il seminario avra' luogo giovedi' 25 settembre alle ore 12 in Aula Seminari Tutti gli interessati sono invitati Rita Giuliano

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Avviso di seminario PROF. CLAUDIO MACCI
by giuliano＠dm.unipi.it 19 Sep '14

19 Sep '14

Il Prof. Claudio Macci, dell'Universita' di Roma Tor Vergata, sara' ospite del Dipartimento di Matematica dell'Universita' di Pisa nei giorni 23, 24 e 25 settembre. Terra' un seminario dal titolo "Some recent large deviation results in statistics". Il seminario avra' luogo giovedi' 25 settembre alle ore 12. L'aula sara' comunicata appena possibile. Tutti gli interessati sono invitati Rita Giuliano

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Avviso di seminario PROF. CLAUDIO MACCI
by giuliano＠dm.unipi.it 19 Sep '14

19 Sep '14

Il Prof. Claudio Macci, dell'Universita' di Roma Tor Vergata, sara' ospite del Dipartimento di Matematica dell'Universita' di Pisa nei giorni 23, 24 e 25 settembre. Terra' un seminario dal titolo "Some recent large deviation results in statistics". Il seminario avra' luogo giovedi' 25 settembre alle ore 12. L'aula sara' comunicata appena possibile. Tutti gli interessati sono invitati Rita Giuliano

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seminario Louis H. Y. Chen a Venezia il 24 Settembre
by Andrea COLLEVECCHIO 18 Sep '14

18 Sep '14

Cari Colleghi, vorrei segnalarvi il seguente seminario che si terrà Mercoledi 24 Settembre alle ore 11:45 Louis H. Y. Chen (National University of Singapore) On the error bound in a combinatorial central limit theorem Il seminario si terrà in aula Giuseppe Volpato . (Dipartimento di Management, Campus San Giobbe, Cannaregio 873, 30121 Venezia Venezia) Andrea Collevecchio ABSTRACT The notion of exchangeable pair is central to Stein's method. The use of concentration inequalities is an effective means for bounding the Kolmogorov distance in normal approximation. Let $\{X_{ij}: i, j = 1, \cdots, n\}$ be independent random variables with finite 3rd moments and let $\pi$ be a random permutation of $(1, \dots,n)$, independent of the $X_{ij}$. Let $U = \sum_{i=1}^n X_{i\pi(i)}$ and let $W = (U - \mathbb{E} U)/(\mathrm{Var}(U))^{\frac{1}{2}}$. In this talk we will use exchangeable pairs and the concentration inequality approach to obtain a 3rd-moment error bound on $|P(W \le x) - \Phi(x)|$, where $\Phi$ is the standard normal distribution function. This result includes the case where the $X_{ij}$ are constants and the case of sampling without replacement from independent random variables. This talk is based on joint work with Xiao Fang. -- Andrea Collevecchio, PhD Assistant Professor Department of Management Ca' Foscari University Venice - Italy webpage http://virgo.unive.it/collevec/home.html

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MiniWorkshop: Stochastic Processes, Orderings and Dependence. Contributions by Bruno Bassan and recent developments
by Nappo, Giovanna 18 Sep '14

18 Sep '14

Stochastic Processes, Orderings and Dependence Contributions by Bruno Bassan and recent developments October 8, 2014 Aula Picone, Department of Mathematics, University "La Sapienza", Rome ------------------------------------------------------------------------------------------------------------------------------- A Mini-Workshop on Stochastic Processes, Stochastic Orderings, Dependence among random variables and related topics will be held at the Department of Mathematics, Università di Roma "La Sapienza". The meeting will be devoted to discuss the scientific contributions of our colleague Bruno Bassan (1956-2004) and recent developments on these topics. The invited speakers are F. Durante (Libera Università di Bolzano), I.Meilijson (Tel Aviv University), E. Orsingher (Università di Roma "La Sapienza"), F. Pellerey (Politecnico di Torino), Y. Rinott (Hebrew University, Jerusalem), C. Sempi (Università di Lecce). The detailed program is given below. (see also http://www1.mat.uniroma1.it/ricerca/convegni/2014/BrunoBassanDay2014/progra…) Besides the talks by the invited speakers, some time will be devoted to short contributions by other collaborators and friends of Bruno's. This event could also be of interest to scholars from different fields, who have had personal and professional interactions with Bruno. All interested persons are invited to attend the Mini-Workshop. The participation is free. Attendants are, however, kindly requested to complete the Registration Form enclosed. Please send the registration form to nappo(a)mat.uniroma1.it (Please specify in the Subject: Participation Mini-Workshop) The Organizing Committee Marilena Barbieri (Università di Roma 3) Clelia Di Serio (Università San Raffaele, Milano) Giovanna Nappo (Università di Roma "La Sapienza" ) Julia Mortera (Università di Roma 3) Mauro Piccioni (Università di Roma "La Sapienza" ) Marco Scarsini (Libera Università di Studi Sociali "Guido Carli", Roma) Fabio Spizzichino (Università di Roma "La Sapienza" ) _________________________________________________________________ Scientific Program October 8, 2014 Aula Picone, Dipartimento di Matematica Università "La Sapienza", Piazzale A. Moro 2, Roma 10.00 - 10.15 Opening 10.15 - 10.55 Yosef Rinott (Hebrew University, Jerusalem) On model selection 11.00 - 11.40 Fabrizio Durante (Free University of Bolzano) and Carlo Sempi (University of Lecce) The origin of the development of semi-copulas and their applications 11.45 - 12.30 Time for short contributions 12.30 - 14.30 LUNCH BREAK 14.30- 15.10 Franco Pellerey (Politecnico di Torino) Stochastic orders: a brief introduction and Bruno's contributions 15.15 - 15.45 Time for short contributions 15.45 - 16.15 Break 16.15 - 16.55 Enzo Orsingher (University of Rome, "La Sapienza") Random fields and processes at finite velocity 17.00-17.40 Isaac Meilijson (Tel Aviv University) Granule membranes play dice. The quantal nature of secretion 17.45 Closing remarks webpage: http://www1.mat.uniroma1.it/ricerca/convegni/2014/BrunoBassanDay2014/BrunoB… Partially supported by Research Projects "Modelli e Algoritmi Stocastici: Convergenza e Ottimizzazione" and "Modelli Probabilistici, Analisi del Rischio e Confronti Stocastici", 2009 and 2013, at Università di Roma "La Sapienza". ____________________________________________________________ ABSTRACTS OF TALKS Fabrizio Durante, Libera Università di Bolzano, and Carlo Sempi, Università di Lecce The origin of the development of semi-copulas and their applications Abstract: The talk discusses the class of semi-copulas that originated from a seminal paper by Bassan and Spizzichino (2003) and, since then, have been applied in various fields of applied probability and fuzzy set theory. Isaac Meilijson, School of Mathematical Sciences, Tel Aviv University Granule membranes play dice. The quantal nature of secretion Abstract: Secretory cells contain small and large granules, but the functional significance of granule size is unclear. Attempts to understand the granule life cycle led us to establish a growth and elimination stochastic model that explains granule dynamics from the creation of unit granules, via aggregation of these unit granules into bigger ones, to their secretion out of the cell at some stage, by steady slow basal secretion or by occasional fast evoked secretion upon demand. Almost mimicking a Last-In-First-Out queue discipline, the unit granule is the most probable granule to be secreted under basal secretion, while larger granules, with longer shelf-life, function as inventory to be stored for emergency and secreted under evoked secretion. Granule fusion, either with each other to grow or with the cell membrane for secretion, is a fascinating drama played by SNARE proteins. The talk, a synopsis of this drama, will show evidence for granule aggregation and describe the information role it plays in the communication of the cell with its environment. Joint work with Ilan Hammel, Faculty of Medicine, Tel Aviv University. Enzo Orsingher , Università di Roma "La Sapienza". Random fields and processes at finite velocity Abstract: The distribution of maxima for some random fields will be analyzed in terms of Slepian's inequality. Some extensions of the telegraph process are also considered. Franco Pellerey, Politecnico di Torino Stochastic orders: a brief introduction and Bruno's contributions Abstract: The talk provides a short introduction to stochastic orders and their use in multivariate survival analysis, one of the scientific interest of Bruno Bassan. A description of his main results in this topic is also provided, together with an example of recent applications of his studies. Yosef Rinott, Hebrew University, Jerusalem On model selection Abstract: I will discuss the notion of a model in statistics and applied probability, and some models in Bruno's work. I will then briefly discuss criteria for model selection in statistics __________________________________________________________________________ __________________________________________________________________________ REGISTRATION FORM (http://www1.mat.uniroma1.it/ricerca/convegni/2014/BrunoBassanDay2014/regist…) I wish to participate in the Mini-Workshop Stochastic Processes, Orderings and Dependence, October 8, 2014 Aula Picone, Department of Mathematics, University "La Sapienza", Piazzale Aldo Moro 2, Rome, -------------------------------------------- October 8, 2014 Morning Yes [ ] No [ ] October 8, 2014 Afternoon Yes [ ] No [ ] First name Surname Affiliation e-mail address We are planning to have lunch all together at "The Game - Globus" (more information later) Are you potentially interested? Yes [ ] (you will be asked to confirm your intention later) No [ ] ------------------------------------------------------------------------------------------------------------------------------------- Please, send to nappo(a)mat.uniroma1.it specifying Participation Mini-Workshop in the Subject. Deadline: Wednesday, 1st October. This form can be downloaded here: http://www1.mat.uniroma1.it/ricerca/convegni/2014/BrunoBassanDay2014/regist…

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de Finetti risk seminar - settembre 2014
by emanuela.rosazza1＠unimib.it 18 Sep '14

18 Sep '14

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