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seminario Abdelhakim Necir
by Francesca Greselin 18 Sep '14

18 Sep '14

Il Dipartimento di Statistica e Metodi Quantitativi dell’Università di Milano Bicocca (Via Bicocca degli Arcimboldi, 8 MILANO) invita al seguente seminario. Venerdì 19 settembre, alle ore 11.30, nell'aula Consiglio della Scuola di Economia e Statistica 4° piano, Edificio U7, il Prof. Abdelhakim Necir terrà il seguente seminario: A Kaplan-Meier process for a heavy-tail distribution toward the tail index estimation under random censoring Abdelhakim Necir Laboratory of Applied Mathematics, University Mohamed Khider of Biskra, Algeria Abstract: In the case of complete data, weak approximations to tail empirical processes for heavy-tailed distributions have been established by many authors. In this paper, we consider the random censoring setting through a tail Kaplan-Meier process and define a new estimator of the extreme value index. Under mild conditions, we establish the consistency and asymptotic normality of the proposed estimator and, through an extensive simulation study, we investigate its performance and compare it to the adapted Hill estimator introduced by Einmahl et al. (2008). Our result will be of great interest to derive the limit distributions of many statistics based on extreme values for randomly censored data such as the estimators of tail indices, actuarial risk measures and goodness-of-fit functionals.

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Seminario Silvia Maggi, IIT (RGS & Matematica Applicata)
by Giacomo Aletti 16 Sep '14

16 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 lunedì 22 Settembre 2014, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, Silvia MAGGI, IIT Genova terra' una conferenza dal titolo Integrative Analysis of Electrophysiological and Behavioral Data in the After-hour Circadian Mouse Model Abstract: Physiological and behavioural changes can occur across different timescales. Circadian rhythms include a series of oscillations with approximately 24 hours periodicity and influence different functions in different domains. We have investigated the sleep-wake cycle and cognitive timing in the After-hours (Afh) mice, which carry a single point mutation in the Fbxl3 gene resulting in a substantial lengthening of the circadian period. The analysis of electroencephalogram (EEG) and electromyogram (EMG) signals, recorded under light-dark (LD) and dark-dark (DD) schedule revealed several differences in the sleep structure and sleep homeostasis between mutants and wild-type mice. Then, we investigated whether the alteration of circadian clock and sleep affected the estimation of short intervals and timing uncertainty in decision-making behavioral tasks over 24 hours. Differences in the daily distribution of sleep between Afh mutants and controls correlate with a reduced performance in mutants, suggesting that the mutation augments the effects of sleep inertia. A Generalized Linear model of our data provided a prediction of how the circadian clock and sleep affect behavioral/cognitive measures, uncovering novel dynamics between these two processes. 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.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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Seminario di Nicolas Bousquet a Pavia
by Federico Bassetti 11 Sep '14

11 Sep '14

Venerdi' 19 settembre 2014, alle ore 11, presso l'aula Beltrami del Dipartimento di Matematica dell'Universita' degli Studi di Pavia (via Ferrata 1, Pavia) Nicolas Bousquet (EDF Research and Development, Dpt. of Industrial Risk Management, Chatou) terrà il seminario dal titolo *Some ideas about prior elicitation in Bayesian risk and reliability analysis* When dealing with small samples and large uncertainties in statistical risk and reliability analysis (typically when a highly reliable industrial component is studied, or when focusing on extreme events with the appropriate statistical theory), the help of Bayesian analysis, allowing to incorporate expert assessments based on technical knowledge, past ground experiments, meta-analyses.. , can be useful. Technically, it is needed to encode prior information into one or several statistical distributions. We review here some difficulties arising in practice, both technical and from the point of view of a control authority. Some methodological ideas about how eliciting a "good" prior are discussed, especially in the context where several sampling models can be compared (and their priors must be calibrated to do so). A major idea is speaking in terms of virtual data. Applications will deals with conjugate priors, some discrete models and Weibull, Gamma and extreme values models. Gli interessati sono invitati a partecipare. -- Federico Bassetti Dipartimento di Matematica, Universita' degli Studi di Pavia, Via Ferrata 1, 27100 Pavia, Italy E-mail federico.bassetti(a)unipv.it phone: +39 0382985633 // fax: +39 0382985602

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Taniguchi's seminar at Bergamo University
by Ilia Negri 09 Sep '14

09 Sep '14

We are glad to invite you to the following seminar When: September 16th, 2014, 11:00 am Where: epartment of Management, Economics and quantitative Methods, Via dei Caniana n. 2 – Room 15 Title: Unified View of Portmanteau Tests for General Statistical Models Speacker: Masanobu TANIGUCHI Department of Applied Mathematics School of Science and Engineering Waseda University of Tokyo, Japan Abstract: This talk consists of the two parts (I) and (II). (I) Systematic Approach for Portmanteau Tests in View of Whittle Likelihood Ratio: Box and Pierce (1970) proposed a test statistic TBP which is the squared sum of m sample autocorrelations of the estimated residual process of autoregressive moving average model of order (p,q). TBP is called the classical portmanteau test. Under the null hypothesis that the autoregressive-moving average model of order (p,q) is adequate, they suggested that the distribution of TBP is approximated by chi-square distribution with (m-p-q) degrees of freedom, ”if m is moderately large”. This paper shows that TBP is understood as a special form of Whittle likelihood ratio test TPW for autoregressive-moving average spectral density with m-dependent residual process. Then, it is shown that, for any finite m, TPW does not converge to chi-square distribution with (m-p-q) degrees of freedom in distribution, and that, if we assume Bloomfield’s exponential spectral density TPW is asymptotically chi-square distributed for any finite m. From this observation we propose a natural Whittle likelihood ratio test TWLR which is always asymptotically chi-square distributed. Its local power is also evaluated. Numerical studies illuminate interesting features of TWLR. Because many versions of the portmanteau test have been proposed, and been used in variety of fields, our systematic approach for portmanteau tests and proposal of TWLR will give a unified view and useful applications. (II) A Unified View of Portmanteau Test for Diagnostic Checking : Here we construct a portmanteau test statistic TP as a sort of the likelihood ratio test for general statistical models based on the procedure given in (I). Then we derive sufficient conditions that the statistic is asymptotically chi-square distributed. Furthermore, it is shown that if a time series model whose spectral density has a product structure satisfies appropriate conditions, TP is asymptotically chi-square distributed. We also introduce a useful application of the test for variable selection. (Joint work with Tomoyuki AMANO and Hiroaki Odashima) For further information please contact: ilia.negri(a)unibg.it or marida.bertocchi(a)unibg.it Ilia Negri http://www.unibg.it/pers/?ilia.negri

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Fwd: avviso seminari di Finanza Quantitativa prof. Xuezhong He (10.09.2014)
by Fabrizio Lillo 08 Sep '14

08 Sep '14

---------- Forwarded message ---------- From: <valeria.giuliani(a)sns.it> Date: 2014-09-08 9:57 GMT+02:00 Subject: avviso seminari di Finanza Quantitativa prof. Xuezhong He (10.09.2014) To: professori.sci(a)sns.it, professori.td.sci(a)sns.it, ricercatori.sci(a)sns.it, ricercatori.td.sci(a)sns.it, assegnisti.sci(a)sns.it, phd.sci(a)sns.it, allievi.sci(a)sns.it Cc: Classi <classi(a)sns.it>, Portineria Carovana <portineria.carovana(a)sns.it>, Sito SNS <sitosns(a)sns.it> NO FREE LUNCH SEMINAR seminari di finanza quantitativa Mercoledì 10 settembre 2014 ore 13.00 *Scuola Normale Superiore* Pisa Aula Mancini *Xuezhong He* *University of Technology, Sydney (Australia)* Terrà un seminario dal titolo: *“**OPTIMALITY OF MOMENTUM AND REVERSAL”* *Abstract:* We develop a continuous-time asset price model to capture short-run momentum and long-run reversal. By studying a dynamic asset allocation problem, we derive the optimal investment strategy in closed form and show that the combined momentum and reversal strategies are optimal. We then estimate the model to the S&P 500 and demonstrate that, by taking the timing opportunity with respect to trend in return and market volatility, the optimal strategies outperform not only pure momentum and pure mean reversion strategies, but also the market index and time series momentum strategy. Furthermore we show that the optimality also holds to the out-of-sample tests and short-sale constraints and the out performance is immune to market states, investor sentiment and market volatility. Tutti gli interessati sono invitati a partecipare. Classe di Scienze Valeria Giuliani Scuola Normale Superiore Servizio alla Didattica e Allievi Tel. 050-509260 Piazza dei Cavalieri, 7 56126 Pisa E-Mail: v.giuliani(a)sns.it E-Mail: classi(a)sns.it Le informazioni contenute nella presente e-mail e nei relativi allegati possono essere riservate e sono, comunque, destinate esclusivamente al destinatario in indirizzo. E’ vietata, pertanto, la diffusione, distribuzione e/o copiatura di tali informazioni da parte di qualsiasi soggetto diverso dal destinatario. Chiunque abbia ricevuto o letto questa e-mail per errore o senza esserne legittimato è invitato a darne immediatamente notizia al mittente tramite fax o e-mail e a distruggerla. Grazie. -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa, Dipartimento di Fisica, Universita' di Palermo & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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Dependence in Risk Measurement and Risk Management
by giovanni.puccetti＠unifi.it 08 Sep '14

08 Sep '14

Workshop “Dependence in Risk Measurement and Risk Management” https://sites.google.com/site/dependencerisk/ When/where: December 18-19, 2014 at the Novoli campus of the University of Firenze Invited Speakers: FABIO BELLINI (Milano Bicocca) ELENA DI BERNARDINO (CNAM Paris) JEAN JACOD (Paris VI) FABRIZIO LILLO (SNS Pisa) MARK PODOLSKIJ (Aarhus University) Registration: completely free and early registrations also receive free materials Abstract submissions: not later than October 26, 2014 Hope to see you in Firenze!

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International Conference on "The New Financial Regulatory System: Challenges and Consequences for the Financial Sector" in Venice - Programme
by Monica Billio 07 Sep '14

07 Sep '14

13th INTERNATIONAL CONFERENCE C R E D I T 2014 *The New Financial Regulatory System: Challenges and Consequences for the Financial Sector *Venice, Italy 25 - 26 September 2014 The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference this year focuses on *The New Financial Regulatory System: Challenges and Consequences for the Financial Sector* and will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference is the *thirteenth* of a series dedicated to various aspects of credit risk. The *co-sponsors* of the Conference are *GRETA Associati* (Venice, Italy), *Research Center SAFE *at Goethe University Frankfurt (Frankfurt, Germany), *Intesa Sanpaolo *(Milan, Italy) and SYRTO - SYstemic Risk TOmography*-* a project funded by the European Union under the 7th Framework Programme (FP7-SSH/2007-2013) Grant Agreement n° 320270. The Conference is organised under the *auspices *of the *Department of Economics of the University Ca? Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank Institute.* The Scientific Committee for the Conference consists of: *Jan Krahnen*, Goethe University & SAFE,**Programme Chair, *Monica Billio*, Ca? Foscari University of Venice, *Steven Ongena*, University of Zurich, *Stephen Schaefer*, London Business School and *Kenneth Singleton*, Stanford University. PROGRAMME Thursday, September 25 2014 9.00 - 9.15_Opening Remarks _9.15 - 11.00_Session I: Bank risk taking, capital structure and credit risk_ Key-note talk: /Countering Systemic Risk through Banking Regulation and Other Means, /*Franklin Allen* (Wharton University of Pennsylvania, Philadelphia & Imperial College London) /Did CDS Make Banks Riskier? The Effects of Credit Default Swaps on Bank Capital and Lending, /Susan Chenyu Shan (Shanghai Jiao Tong University), Dragon Yongjun Tang (The University of Hong Kong) and Hong Yan (University of South Carolina, Columbia & Shanghai Jiao Tong University) - _Discussant:_ Stephen Schaefer**(London Business School) /Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks, /Matthias Efing (University of Geneva & Swiss Finance Institute), Harald Hau (University of Geneva & Swiss Finance Institute), Patrick Kampkötter (University of Cologne) and Johannes Steinbrecher (Ifo Institute Branch Dresden) - _Discussant:_ Marcella Lucchetta (Ca? Foscari University of Venice) 11.30 - 13.00_Session II: New development in the banking markets_ /Do LTV and DSTI Caps Make Banks More Resilient?, /Michel Dietsch (University of Strasbourg & Prudential Supervision and Resolution Authority - Banque de France) and Cécile Welter-Nicol (Prudential Supervision and Resolution Authority - Banque de France) - _Discussant:_ Paul Schempp**(University of Bonn & Max Planck Institute for Research on Collective Goods) /Credit Growth and Bank Capital Requirements: Binding or Not?, /Claire Labonne (Prudential Supervision and Resolution Authority - Banque de France) and Gildas Lamé (INSEE-CREST, Paris) - _Discussant:_ Andrea Giacomelli**(Ca? Foscari University of Venice & GRETA, Venice) /Conditional Accounting Conservatism and Bank Risk Taking, /Manuel Illueca (University Jaume I, Castellón de la Plana), Lars Norden (Erasmus University Rotterdam) and Gregory F. Udell (Indiana University, Bloomington) - _Discussant:_ Umberto Cherubini**(University of Bologna) 14.30 - 16.00_Session III: Capital regulation_ /A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints/, Jochen Mankart (Deutche Bundesbank), Alexander Michaelides (Imperial College Business School, London, CEPR, London & NETSPAR, Tilburg) and Spyros Pagratis (Athens University of Economics and Business) - _Discussant:_ Arjen Siegmann**(Vrije Universiteit, Amsterdam) /Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer, /Christoph Basten (ETH Zurich & Swiss Financial Market Supervisory Authority FINMA) and Catherine Koch (University of Zurich) - _Discussant:_ Jongsub Lee**(University of Florida, Gainesville) /The Limits of Model-Based Regulation, /Markus Behn (Bonn University & Deutsche Bundesbank), Rainer Haselmann (Bonn University) and Vikrant Vig (London Business School) - _Discussant:_ Steven**Ongena**(University of Zurich) 17.00 - 18.30_Session IV: Systemic risk_ /Fire-Sale Spillovers and Systemic Risk, /Fernando Duarte (Federal Reserve Bank of New York) and Thomas M. Eisenbach (Federal Reserve Bank of New York) - _Discussant:_ Harald Scheule**(University of Technology, Sydney) /The Removal of Credit Ratings from Capital Regulation: Implications for Systemic Risk, /Kathleen Weiss Hanley (University of Maryland, College Park) and Stanislava Nikolova (University of Nebraska, Lincoln) - _Discussant:_ Giovanni Zambruno**(Milano Bicocca University) /Systemic and Systematic Risk, /Monica Billio (Ca? Foscari University of Venice), Massimilano Caporin (University of Padua), Roberto Panzica (Goethe University Frankfurt) and Loriana Pelizzon (Ca? Foscari University of Venice & Goethe University Frankfurt) - _Discussant:_ Simonetta Iannotti**(Bank of International Settlements, Basel) Friday, September 26 2014 9.00 - 10.45_Session V: Financial markets regulation_ Key-note talk: /Equilibrium Fast Trading, /*Thierry Foucault* (HEC Paris) /Central Clearing and Collateral Demand, /Darrell Duffie (Stanford University & National Bureau of Economic Research), Martin Scheicher (European Systemic Risk Board) and Guillaume Vuillemey (Sciences-Po Paris & Banque de France) - _Discussant:_ Mario Bellia**(Ca? Foscari University of Venice & Goethe University Frankfurt) /Sand in the Chips? Evidence on Taxing Transactions in Modern Markets, /Jean-Edouard Colliard (European Central Bank) and Peter Hoffmann (European Central Bank) - _Discussant:_ Rémy Praz**(EPFL, Lausanne) 11.15 - 12.45_Session VI: Liquidity and credit_ /Did Liquidity Providers Become Liquidity Seekers? Evidence the CDS-Bond Basis During the 2008 Financial Crisis, /Jaewon Choi (University of Illinois at Urbana-Champaign) and Or Shachar (Federal Reserve Bank of New York) - _Discussant:_//Alessandro Fontana**(European Commission Joint Research Centre) /Credit and Liquidity in Interbank Rates: a Quadratic Approach, /Simon Dubecq (European Central Bank & CREST), Alain Monfort (CREST, Banque de France & Maastricht University), Jean-Paul Renne (Banque de France) and Guillaume Roussellet (Banque de France, CREST & CEREMADE, Paris) - _Discussant:_ Jens Dick-Nielsen**(Copenhagen Business School) /Liquidity Risk and Distressed Equity, /Mamdouh Medhat (Copenhagen Business School) - _Discussant:_ Jean-Cyprien Héam**(Prudential Supervision and Resolution Authority - Banque de France & CREST) 14.15 - 16.00_Session VII: Banking Union_ /Supervisory Incentives in a Banking Union, /Elena Carletti (Bocconi University, CEPR, London & IGIER, Milan), Giovanni Dell'Ariccia (International Monetary Fund & CEPR, London) and Robert Marquez (University of California, Davis) - _Discussant:_ Elisa Luciano**(University of Turin & Collegio Carlo Alberto, Turin) /The Political Economy of Bank Bailouts, /Markus Behn (Bonn University & Deutsche Bundesbank), Rainer Haselmann (Bonn University), Thomas Kick (Deutsche Bundesbank) and Vikrant Vig (London Business School) - _Discussant:_ Nadia Linciano**(CONSOB) Key-note talk: /Ethics in Finance: a Banking Supervisor's Perspective, /*Ignazio Angeloni* (European Central Bank) 17.00 - 18.30_PANEL Session _ REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2014/credit2014.htm <http://www.greta.it/credit/credit2014/credit2014.htm>). Registration fees are: Academics:300 Euro + VAT Practitioners:1000 Euro + VAT PhD Students*:130 Euro + VAT *VAT is currently 22% **Students will have to provide valid proof of their student status. The registration fees cover: - Admission to all scientific sessions - Lunches and coffee service during the Conference - Conference kit The registration fees do not fully cover the conference dinner on September 25, 2014, for which there is an extra charge of 80.00 Euro for each participant (conference attendees as well as accompanying persons). For more detailed information (registration, accommodation and Conference venue), please refer to the Conference website: http://www.greta.it/credit/credit2014/credit2014.htm <http://www.greta.it/credit/credit2014/credit2014.htm> GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it> website: _www.greta.it_ <http://www.greta.it/>

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Fwd: Postdoc positions in Ecole Normale Superieure in Paris
by Davide FICHERA 05 Sep '14

05 Sep '14

---------- Forwarded message ---------- From: Florent KRZAKALA <florent.krzakala(a)ens.fr> Date: 2014-09-05 10:19 GMT+02:00 Subject: Fwd: Postdoc positions in Ecole Normale Superieure in Paris Dear friends and colleagues, I would like to invite applications for postdoctoral positions in my group in Ecole Normale Superieure in Paris. The appointments are intended to start in the fall of 2015 (or even sooner) and will be for 2 years. The candidates can come from different areas (Statistical Physics, Signal Processing, Applied Mathematics, Information Theory, Statistical Inference and Machine learning). For more information, please visit the post-doc announcement page: postdoc.krzakala.org Do not hesitate to spread the information around you. I apologize if you receive this mail more than once. Best regards, Florent Krzakala -------------------------------------------------------------------------------- Florent KRZAKALA http://krzakala.org Laboratoire de Physique Statistique Ecole Normale Supérieure, Paris

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PhD positions in Sao Paulo, Brazil
by daniela.bertacchi 05 Sep '14

05 Sep '14

Con preghiera di diffusione, Daniela Bertacchi ********************************************* PhD positions at Instituto de Matemática e Estatística, Universidade de São Paulo, Brazil The doctoral program in Statistics (Statistics and Probability) of the Institute of Mathematics and Statistics, Universidade de São Paulo-Brazil has 5 vacancies for a full time PhD student in Statistics or Probability. These are fully funded positions for a period of 4 years, starting from February 2015. These positions are primarily focused on research, but the PhD students also will be expected to assist in the teaching and mentoring responsibilities of the Department of Statistics. The major areas of specialization of our doctoral program are survival analysis, asymptotic methods, stochastic modeling in actuarial, econometrics and finance, bioinformatics, Bayesian inference, inference in stochastic processes, interacting particle systems, regression models and its applications, generalized linear models, probability theory and stochastic processes, time series and reliability theory. The doctoral program in Statistics (Statistics and Probability) of Universidade de São Paulo-Brazil is well known for its innovative research in statistics and probability, besides its large experience with PhD advising. More than 300 PhD successfully former students have successfully finished their projects in our doctoral program and are now leading research and applications in Statistics and Probability in several universities of Latin American countries. Those interested should contact Ms. Tamara Cury at secccpmae(a)ime.usp.br Get ready to make a link for electronic pdf files (make sure that the print out comes readable) containing information about your academic experience. We will need · Academic transcripts of your previous studies; · Updated Curriculum Vitae; · Master dissertation (if you have one - drafts are acceptable); · An essay (maximum of five pages) reporting your academic experience, research experience, publications, unpublished results or general scientific projects. An extended abstract (maximum of five pages) of your master dissertation is also acceptable; · Names and email addresses of two or three researchers who may, if requested, send letters of recommendation. Closing date: October 31st 2014 *********************************************

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PhD @ SNS
by Giacomo Bormetti 02 Sep '14

02 Sep '14

> > > Scuola Normale Superiore > PhD Programs > > Call for application academic year 2014/15 > > Call for Applications > > Biophysical Sciences > Classics > Condensed Matter Physics > Financial Mathematics > History of Art > Mathematics > Methods and Models for Molecular Sciences > Modern and Contemporary History > Modern literature and philology > Neurosciences > Philosophy > Physics > Political Science and Sociology > Renaissance Studies > The Scuola Normale Superiore PhD School All PhD programs are open to both Italian citizens and students from outside Italy. They offer unique conditions for scientific growth. All students admitted to our PhD program receive full financial support. This includes tuition, fees, and a cost-of living stipend (14,084 euro per year, plus free meals). Support is independent of need provided a student remains in good academic standing and is making satisfactory progress towards his/her PhD degree. All students will be assigned further funding for their research activity and travel. Each PhD course offers scholarships reserved to students that graduated outside of Italy. Applications are invited from candidates irrespective of their citizenship who: > > will have completed an Italian laurea magistrale or equivalent degree from outside Italy within 31 October 2014 > were born after 31 October 1984 > Admissions are based on students’ academic work and interviews. > > Application deadline and process All PhD courses will start from November 1st, 2014. Interviews will be held in July and October. Application for admission must be made online in the SNS website area dedicated to this Call by midnight (CET): > > Monday, 30 June 2014 for the July session > Monday, 15 September 2014 for the October session > Applicants may contact the SNS Student Services offices for information at: phd(a)sns.it All personal data of candidates is protected under and will be handled in accordance with Italian law (no. 196 – 30 June 2003). > > » Call for Applications > > > E-mail: phd(a)sns.it > Visit us at http://phd.sns.it/en/ > www.sns.it/en/ > > > >

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