- Random - Mailing list — Dipartimento di Matematica, UniPI

Call for interest - Assegno di ricerca @ Polimi
by Daniele Marazzina 17 Sep '20

17 Sep '20

Con preghiera di diffusione. Grazie mille -------------------------------------------------- Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, in collaborazione con il gruppo di ricerca del Professor Agasisti del Dipartimento di Ingegneria Gestionale, sta valutando la possibilità di bandire un assegno di ricerca della durata di un anno su tematiche relative all'educazione finanziaria, creazione di percorsi per le scuole e analisi di impatto. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it<mailto:qfinlab@polimi.it> . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it<http://www.qfinlab.polimi.it/> Cordialmente Daniele Marazzina Emilio Barucci

1 0

Call for interest - Assegno di ricerca @ Polimi
by Daniele Marazzina 17 Sep '20

17 Sep '20

Con preghiera di diffusione. Grazie mille -------------------------------------------------- Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, in collaborazione con il gruppo di ricerca del Professor Agasisti del Dipartimento di Ingegneria Gestionale, sta valutando la possibilità di bandire un assegno di ricerca della durata di un anno su tematiche relative all'educazione finanziaria, creazione di percorsi per le scuole e analisi di impatto. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it Cordialmente Daniele Marazzina Emilio Barucci

1 0

seminar De Palma
by Dario Trevisan 17 Sep '20

17 Sep '20

Dear all, sorry for another message about today's seminar by G. De Palma. I just want to mention that there was an extra bracket in the google meet link. If you want to follow online please use the following link: meet.google.com/sdy-qmac-kch Regards, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

1 0

PhD opportunity at the University of Leipzig
by Giovanni Conforti 16 Sep '20

16 Sep '20

Dear colleagues, Please find below the announcement for two Phd positions in the group of Max von Renesse. Best Regards Giovanni Conforti At the university of Leipzig we have two vacant PhD positions in the stochastic analysis group with a duration of three years under the supervision of Max von Renesse. Possible research directions concern applications of stochastic analysis e.g. in geometry, physics or statistics. Together with the Max Planck Institute for Mathematics in the Sciences (MPI-MIS) and some world class research groups Leipzig offers a lively and stimulating environment for research in a variety of intertwining mathematical disciplines. Each position comes with a teaching load of 2 hrs per week during semesters. The positions are to be filled by October 15th preferably. Some knowledge of basic German is helpful but no must. The ideal candidate (m./f.) has an excellent recent Masters or Diploma degree in mathematics or theoretical physics with a strong background in a combination of at least two of the following fields: stochastic analysis, differential geometry, (stochastic) PDE, optimal transport theory or statistics. Applications should include a CV, transcript of university diplomas and a list of up to three potential contacts for letters of recommendation. Further inquiries and applications should be sent to Prof. Dr. Max von Renesse, renesse(a)uni-leipzig.de. Application deadline is 24 September 2020.

1 0

seminar by De Palma -- change of room
by Dario Trevisan 15 Sep '20

15 Sep '20

Dear colleagues, the previously announced seminar by G. De Palma, to be held on Thursday, September 17, in Pisa, will take place in a larger room (Aula Magna), to safely accommodate more participants (up to 25 people). If you wish to join us in person please write me an email. Regards, Dario %%% Location: Aula Magna, Dipartimento di Matematica, Pisa (due to restrictions to the number of participants, we strongly suggest to attend online) Google Meet Link: meet.google.com/sdy-qmac-kch) Time: September 17, 2020, 2 PM Speaker: Giacomo De Palma (MIT) Title: Adversarial robustness guarantees for random deep neural networks Abstract: The reliability of most deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We study adversarial examples for deep neural networks with random weights and biases and prove that the L^1 distance of any given input from the classification boundary scales at least as sqrt(n), where n is the dimension of the input. We also extend our proof to cover all the L^p norms. Our results constitute a fundamental advance in the study of adversarial examples, and encompass a wide variety of architectures, which include any combination of convolutional or fully connected layers with skipped connections and pooling. We validate our results with experiments on both random deep neural networks and deep neural networks trained on the MNIST and CIFAR10 datasets. Given the results of our experiments on MNIST and CIFAR10, we conjecture that the proof of our adversarial robustness guarantee can be extended to trained deep neural networks. This extension will open the way to a thorough theoretical study of neural network robustness by classifying the relation between network architecture and adversarial distance. -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

1 0

Three Postdoc positions at WIAS-Interacting random systems group
by Luisa Andreis 14 Sep '20

14 Sep '20

Dear colleagues, at the Weierstrass Institute in Berlin we are looking to fill up to three postdoc positions. We would be grateful if you could bring this advertisement to any interested candidate. Here is a brief description of the call: "The successful candidates will analyze large interacting random systems using probabilistic methods within the newly established DFG priority program SPP 2265 "Random Geometric Systems" (https://www.wias-berlin.de/projects/SPP2265/ <https://www.wias-berlin.de/projects/SPP2265/>). The main research topics of these positions are phase transitions during coagulation and condensation. The third position is financed from other funds and offers more thematic flexibility within the research group and organizational responsibility. Please direct scientific queries to Prof. Dr. W. König (Koenig(a)wias-berlin.de <mailto:Koenig@wias-berlin.de>). Deadline for applications: 30.09.2020" For more details and to apply please visit https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=20&number=15 <https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=20&number=15> Best regards, Luisa Andreis Post-Doc researcher WIAS-Weierstrass Institute Mohrenstrasse 39, 10117 Berlin, Germany Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Email: andreis(a)wias-berlin.de <mailto:andreis@wias-berlin.de>

1 0

Seminar announcement
by Dario Trevisan 10 Sep '20

10 Sep '20

Dear colleagues, I would like to announce the following seminar by G. De Palma, in Pisa (and online, of course). Regards, Dario %%% Location: Sala Seminari, Dipartimento di Matematica, Pisa (due to restrictions to the number of participants, we strongly suggest to attend online) Google Meet Link: meet.google.com/sdy-qmac-kch) Time: September 17, 2020, 2 PM Speaker: Giacomo De Palma (MIT) Title: Adversarial robustness guarantees for random deep neural networks Abstract: The reliability of most deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We study adversarial examples for deep neural networks with random weights and biases and prove that the L^1 distance of any given input from the classification boundary scales at least as sqrt(n), where n is the dimension of the input. We also extend our proof to cover all the L^p norms. Our results constitute a fundamental advance in the study of adversarial examples, and encompass a wide variety of architectures, which include any combination of convolutional or fully connected layers with skipped connections and pooling. We validate our results with experiments on both random deep neural networks and deep neural networks trained on the MNIST and CIFAR10 datasets. Given the results of our experiments on MNIST and CIFAR10, we conjecture that the proof of our adversarial robustness guarantee can be extended to trained deep neural networks. This extension will open the way to a thorough theoretical study of neural network robustness by classifying the relation between network architecture and adversarial distance. -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

1 0

Fw: STAR - STochastics And Risk - Online Seminars kick-off
by michele giordano 09 Sep '20

09 Sep '20

Dear all, It is soon time to kick-off the online seminar series: STAR - STochastics And Risk - Online Seminars. This series of seminars brings together all interested people in probability, stochastic analysis, control, risk evaluation, statistics, with a view towards applications, in particular to renewable energy markets and production. This series brings together the major research themes of the projects SCROLLER<https://www.mn.uio.no/math/english/research/projects/scroller/index.html>, SPATUS<https://www.mn.uio.no/math/english/research/projects/spatus/>, and STORM<https://www.mn.uio.no/math/english/research/projects/storm/>. If you would like to take part to the seminars series please register here.<https://nettskjema.no/a/159180#/page/1> <https://nettskjema.no/a/159180#/page/1> On Friday 18. September from 11:00-12:00 the first seminar will be held, and after that it will run on a weekly basis. The lecture will last for 45 minutes + questions, and afterwards you are invited to bring a cup of coffee/tea and have a chat in our "Coffe in the Stars". The first speaker is Andreas Petersson, with the seminar: Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs Abstract: We consider the computation of quadratic functionals of the solution to a linear parabolic stochastic partial differential equation (SPDE) with multiplicative Gaussian noise on a bounded domain. The functionals are allowed to be path dependent and the noise is white in time and may be white in space. An operator valued Lyapunov equation, whose solution admits a deterministic representation of the functional of the SPDE solution, is used for this purpose and error estimates are shown in suitable operator norms for a fully discrete approximation of this equation. We also use these estimates to derive weak error rates for a fully discrete approximation of the SPDE itself. In the setting of finite element approximations, a computational complexity comparison reveals that approximating the Lyapunov equation allows us to compute quadratic functionals more cheaply compared to applying Monte Carlo or covariance-based methods directly to the discretized SPDE. We illustrate the theoretical results with numerical simulations. For more details on this event, see: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/… There you will find a list of all the speakers, abstracts, and more details about the seminar series. If you register to the seminars series, you will receive a mail with the details for the zoom meeting next week. We are looking forward to see you, online! Best regards, Michele and Giulia

1 0

AMASES Annual Conference 2020 - September 18 - online
by Tiziano Vargiolu 09 Sep '20

09 Sep '20

Dear Friends, this is to invite you to participate in AMASES 2020, the annual conference of the Association for Mathematics Applied to Social and Economic Sciences, which will take place in remote mode on September 18, 2020. The event is free of charge, it will be streamed via the Zoom platform provided by the Department of Mathematics of the University of Padova. The Invited Speakers are: Andreas Tsanakas Faculty of Actuarial Science and Insurance, Cass Business School, City University of London ?Sensitivity Analysis: From Scenario Weights to Dependence Cascades? Piero Manfredi Department of Economics and Management, University of Pisa ?Mathematical modeling of infectious diseases: from Sir Ronald Ross to COVID-19? Salvatore Greco Department of Economics and Business, University of Catania ?The Robust Ordinal Regression and the constructive approach of Multiple Criteria Decision Aiding? You can find all the information on the webpage: https://www.amases.org/annual-conference-2020/ All the people interested in attending the meeting are kindly invited to fill in the registration form at the following address until September 16 https://tinyurl.com/amases2020 Best wishes, The organizers A. Buratto G. Callegaro R. Cambini C. Fontana M. Grasselli L. Grosset E. Sartori T. Vargiolu B. Viscolani 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 --------------------------------------------------------------------------

1 0

Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance"
by c.ceci＠unich.it 09 Sep '20

09 Sep '20

Dear all, we are glad to inform you that submissions for the Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance" on Mathematics (https://www.mdpi.com/journal/mathematics) are open. The following is the official website: https://www.mdpi.com/journal/mathematics/sections/financial_mathematics Research articles, reviews, communications and concept papers will be considered. The deadline is December 2020, but it will be postponed in the future. Since Mathematics is an open access journal, there is a fee (1200 CHF) to be paid at acceptance. Short description of the Special Issue: stochastic optimization finds numerous and various applications in economics, finance and insurance. Among these, we may cite optimal portfolio selection, optimal reinsurance and investment problems, utility maximization and application to valuation of financial and insurance derivatives, optimal management of pension fund and public debt, risk measures. This Special Issue aims at collecting original research papers or comprehensive reviews on the theory and applications of dynamic stochastic optimization in economics, finance and insurance. Advanced mathematical tools have been employed to handle with these problems including viscosity solutions approach, martingale methods, backward stochastic differential equations (BSDEs), partial differential equations (PDEs), convex duality, filtering techniques and various numerical methods. Applications different from stochastic optimization will be possibly considered. If you have any questions, please do not hesitate to contact us. Please apologize for cross-posting. Guest Editor: Prof. Claudia Ceci Co-Guest Editor: Dr. Matteo Brachetta

1 0

JOB: Assistant Professor in Data Science/Statistics at the University of Nottingham (Permanent)
by Fabrizio Leisen 09 Sep '20

09 Sep '20

------------------------------------------------------------------------ **Assistant Professor in Data Science/Statistics** School of Mathematical Sciences, The University of Nottingham Closing Date: Wednesday, 7th October 2020 Job Type: Research & Teaching - permanent post available from 04 Jan 2021. Salary: £36914 to £49553 per annum (pro-rata if applicable) depending on skills and experience. Salary progression beyond this scale is subject to performance. ------------------------------------------------------------------------ We are looking for an Assistant Professor to deliver outstanding teaching and research in Data Science or Statistics. This post, jointly funded for the first four years by Horizon (horizon.ac.uk) and the School of Mathematical Sciences (http://www.nottingham.ac.uk/mathematics/index.aspx) provides a pathway to a permanent academic position for an early-career researcher. The role-holder will initially focus on research within Horizon (horizon.ac.uk), with minimal teaching, then transition by the fourth year to working evenly between research within Horizon and teaching in Mathematical Sciences. After four years, the role-holder will become a permanent member of staff within the School of Mathematical Sciences, complementing and enhancing activity in the Statistics and Probability Section. We are particularly seeking candidates with expertise in computational statistics, especially Bayesian methodology and applications, and machine learning, though we welcome applications from any candidates who can show how their expertise fits with the Horizon, the Statistics and Probability Section, and/or other research groups within the School of Mathematical Sciences. Importantly, candidates must be keen to bring their skills and experience into the interdisciplinary team within Horizon addressing the overall socio-technical challenges of the future Digital Economy. Applicants should hold (or shortly expect to receive) a PhD or equivalent in Statistics, Data Science or related area. We believe that talented and inclusive teams deliver the highest quality research and are seeking applications from excellent candidates who enhance the diversity of our existing team. The School is committed to creating opportunities for people traditionally under-represented in Mathematical Sciences. You will have a proven track record, or demonstrated potential, in publishing research of international quality in Statistics, Data Science or related area, and be able to evidence how you will: - Develop research proposals to attract funding from Research Councils, Industry, EU, and other sources - Contribute to disseminating research outputs at national/international conferences, workshops, and meetings - Plan and deliver high quality teaching on Statistics modules - Provide curriculum development within your own area of expertise and collaborate with colleagues to design modules and/or programmes - Demonstrate excellent communication, organisation, interpersonal and time management skills Informal enquiries may be addressed to Professor Theodore Kypraios (Head of Statistics and Probability Section) by email at theodore.kypraios(a)nottingham.ac.uk. Please note that applications sent directly to this email address will not be accepted. More info (role profile, additional information, supporting information fro EU/EEA/Overseas nationals etc) can be found here: https://www.nottingham.ac.uk/jobs/currentvacancies/ref/SCI245020 -- Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/

1 0

REMINDER: MLDYN2020 - Scuola Normale Superiore, Nov 26-27 2020, Call for papers
by Giulia Livieri 09 Sep '20

09 Sep '20

Dear colleagues, We are pleased to announce the organization of the 1st School in "Machine Learning of Dynamic Processes and Time Series Analysis” that will be held at Scuola Normale Superiore in Pisa (Italy) on 26-27 November 2020. There are no fees. The purpose of this School is to present recent developments in Machine Learning focusing on dynamical systems. Applications will also be discussed, such as the forecasting of financial time series. The School provides 4 main lectures given by Christa Cuchiero, University of Vienna Lyudmila Grigoryevya, University of Konstanz Juan-Pablo Ortega, University of St. Gallen and CNRS Josef Teichmann, ETH Zurich Detailed information on the School, on the issues related to the Covid-19 and instructions for applications can be found at: www.mldyn2020sns.com <http://www.mldyn2020sns.com/> The registration and application deadline is September 30, 2020. The organizers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

1 0

New David G Kendall Award for Young Researchers
by Antonio DI CRESCENZO 07 Sep '20

07 Sep '20

---------- Forwarded message --------- Da: International Statistical Institute <info(a)isi-web.org> Date: lun 7 set 2020 alle ore 17:08 Subject: New David G Kendall Award for Young Researchers View online <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3d3dy5pc2ktd2ViLm9y…> Dear Members, The Bernoulli Society and the Royal Statistical Society has joined forces to launch a new award named in honour of David G Kendall, inaugural president of the Bernoulli Society and the 1981 recipient of the RSS Guy Medal in Gold. The David G Kendall Award <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3Jzcy5vcmcudWsvdHJh…> is for early career researchers working in probability or mathematical statistics within eight years of getting their PhD (but could be extended for those having had a career break). It will be presented every other year, with the first in 2021. The €2,000 award should be used to cover the expenses of attendance at a BS or an RSS conference (typically the Bernoulli-IMS World Congress, the ISI World Statistics Congress or the RSS Annual Conference), where the recipient will receive their award and give a lecture. More about the nomination process is on the Bernoulli Society page <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> . RSS President Deborah Ashby says: 'It is very exciting to be able to honour David Kendall’s memory by celebrating the work of young researchers. I hope that with this award, we can highlight some of the excellent research that’s currently taking place in mathematical statistics and probability.' Bernoulli Society President Claudia Klüppelberg adds: 'The Bernoulli Society (BS) is very proud to announce this joint BS and RSS Award in honour of David G Kendall. As their first president, BS would perhaps not exist without him, and now in his name a new and fruitful collaboration with RSS is initiated.’ Finally, David's son Wilfrid, says: 'DGK always put a high priority on encouraging career-young researchers, and urging them to make every effort to attend and speak at international conferences. And he was enormously proud of his RSS and Bernoulli affiliations. Consequently, I and the rest of the Kendall family are absolutely delighted that the RSS and Bernoulli Society are honouring his memory in this way.’ The award is based on donations – those who wish to donate can do so via the award page of RSS <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3Jzcy5vcmcudWsvdHJh…>or the ISI <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3d3dy5pc2ktd2ViLm9y…> page. Nominations should be sent to Bernoulli.President(a)ma.tum.de The deadline for nominations is 31 January 2021. Claudia Klüppelberg President of the Bernoulli Society http://www.bernoulli-society.org/ <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> <info@isi-web.org?body=Subscriber_ID:%204878%20(adicrescenzo@unisa.it)%0D%0AMailing:%20New+David+G+Kendall+Award+for+Young+Researchers%0D%0A%0D%0A&subject=UNSUBSCRIBE%20from%20mailing>

1 0

POST DOCTORAL POSITION IN STATISTICS (DEADLINE: OCTOBER 6th, 2020)
by Alessandra Micheletti 07 Sep '20

07 Sep '20

The Centre of Excellence in Economics and Data Science (CEEDS) of the Department of Economics, Management and Quantitative Methods, University of Milan, Italy, is seeking candidates for a 18-month postdoctoral fellowship in a research project on the theme “COVID-19: Small Area Epidemiological Models for Italy and Europe”. For further details, please see the full position call available at: https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg… The application form is available at: https://www.unimi.it/it/ricerca/fare-ricerca-da-noi/assegni-di-ricerca Applications should be sent via certified email (PEC) or standard email to unimi(a)postecert.it and assegni.ricerca(a)unimi.it before October 6th, 2020 at midnight. CVs should be sent to curriculum.assegni(a)unimi.it. For further information please contact assegni.ricerca(a)unimi.it. ********* Federica Nicolussi Giancarlo Manzi Department of Economics, Management and Quantitative Methods Data Science Research Center University of Milan Via Conservatorio, 7 20122 Milan, Italy Tel.: +39 02 50321548 Emails: federica.nicolussi(a)unimi.it giancarlo.manzi(a)unimi.it ********* [image: MailScanner Signature Unimi] Il tuo 5x1000 al Fondo Ricerche Emergenza Coronavirus Università degli Studi di Milano - codice fiscale 80012650158 -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

1 0

I: ANNONCEMENT. Summer School @ CIRM: Distributed Control - Decentralization and Incentives
by Marco Alessandro Fuhrman 05 Sep '20

05 Sep '20

Buongiorno. Inoltro un avviso di scuola estiva presso il CIRM di Marsiglia. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext> -------- Messaggio originale -------- Da: Zhenjie REN <ren(a)ceremade.dauphine.fr> Data: 05/set/2020 13.16.33 Oggetto: ANNONCEMENT. Summer School @ CIRM: Distributed Control - Decentralization and Incentives P {margin-top:0;margin-bottom:0;} Dear All, I am glad to announce the forthcoming Summer School on “Distributed Control: Decentralization and Incentives”(https://distrib.sciencesconf.org/) that will take place at the CIRM in Luminy, from June 14 to 18, 2021. The summer school is open to all students (Master’s degree or PhD) interested in its topics. It will include: An Introduction to Mean-Field Games (4h30)- by Pr. Pierre Cardaliaguet (Université Paris-Dauphine) A Course on Principal-Agent Problems (4h30) - by Pr. Dylan Possamaï (ETH Zurich) A Course on Reinforcement Learning / Statistical Learning (4h30), by Pr. Romuald Elie (Deepmind & Université Gustave Eiffel) It will also include some lectures by expert practitioners : A lecture on Communication Networks (1h30) by Pr. Merouane Debbah (Centrale Supelec & Huawei Technologies) A lecture on Energy Markets (1h30) by Nadia Oudjane (EDF R&D) A lecture on Quantitative Finance (1h30) (speaker yet to be confirmed) It will also include some paper sessions and some poster sessions to allow the students to present the advancement of their research. The program will also include some spare time to allow the participants to discuss / advance their own research. The students willing to apply for the Summer School are invited to fill the online application form(https://forms.gle/eHyx654FMncNoGeZ6). The (accepted) students will have all their travel and accommodation expenses covered by the organisation. An outline of the event, including the themes covered is already available on the Summer School website. The Summer school is supported by the Chair “Finance and Sustainable Development”(http://events.chairefdd.org/), the “FiME Lab” Research Initiative(https://www.fime-lab.org/), the LABEX "Finance & Sustainable Growth"(Institut Louis Bachelier(https://www.institutlouisbachelier.org/en/homepage/)) and the CIRM(https://www.cirm-math.fr/). If you have any question regarding this event, you can send an email to: damien[dot]fessler[at]dauphine[dot]psl[dot]eu Do not hesitate to CIRCULATE this announcement to your colleagues and students. Best regards, Zhenjie <signatureafterquotedtext></signatureafterquotedtext>

1 0

Ricercatore a tempo determinato (RTDA) - POLITECNICO DI MILANO
by Federico Bassetti 05 Sep '20

05 Sep '20

Con preghiera di massima diffusione, segnalo la pubblicazione del bando per Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (RTDA) Settore Scientifico Disciplinare - MAT/06 PROBABILITA' E STATISTICA MATEMATICA, bandita con Decreto Direttoriale n. 5396 del 29/07/2020, pubblicato sulla G.U. del 25/08/2020, n. 66 Sede: DIPARTIMENTO DI MATEMATICA - POLITECNICO DI MILANO Scadenza: 24/09/2020 Links: https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=610

1 0

Ricercatore Tipo B - sc 13/D1, ssd SECS-S/01
by Giovanni Puccetti 03 Sep '20

03 Sep '20

Alla pagina web http://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/selez… <http://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/selez…> è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D1 (SECS-S/01), presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università degli Studi di Milano. Scadenza per invio domande: ore 12 del 16 Settembre 2020. Il testo integrale del bando, con allegato il facsimile della domanda e con l’indicazione dei requisiti e delle modalità di partecipazione è anche disponibile alla pagina Web https://www.unimi.it/it/node/581/ <https://www.unimi.it/it/node/581/> scegliendo il settore concorsuale attraverso il motore di ricerca a inizio pagina.

1 0

Post-Doc Position - Verona
by Alessandro Gnoatto 02 Sep '20

02 Sep '20

Job Description The Department of Economics (DSE, http://www.dse.univr.it/?lang=en) at the University of Verona is seeking to fill one position at the Postdoctoral level in any field of Economics and Finance. The position is ideally meant for newly minted or close to completion PhDs. The appointment is initially for three years but may be extended based on performance and availability of resources. It is expected to start in Spring 2021. The salary is approximately 2,100 euros per month (net). The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. Teaching is optional. Knowledge of Italian is not required. The DSE offers a vibrant research environment in the newly built campus of Santa Marta. According to the latest Italian Research Assessment Exercise (VQR), it ranks in the top 5% of the economics departments for the number of academics with only top publications and, according to REPEC, is in the top 10% in Italy for the proportion of cited publications. For additional information or any inquiry please write to postdoc(a)dse.univr.it <mailto:postdoc@dse.univr.it> Application Procedure Applications should be received by November 15, 2020. They should include a curriculum vitae, a cover letter with a clear statement of research interests and a detailed description of research skills, a representative research paper, and two reference letters. The application material should be uploaded on the EconJobMarket website https://econjobmarket.org/ or alternatively sent to postdoc(a)dse.univr.it <mailto:postdoc@dse.univr.it> Selected applicants will be interviewed at the 2020 European Job Market for Economists in Nottingham. Candidates who do not plan to attend the EJM should mention this in their cover letter and a selected group may be interviewed via Zoom/Skype. Submission materials required • Cover letter • Curriculum vitae • Job market paper • Other material (in one file) (optional) • Letters of reference: 2 -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

1 0

Workshop announcement - "Mean Field Games in Economics", September 7-8, 2020
by Alessandro Calvia 24 Aug '20

24 Aug '20

Dear colleagues, we are pleased to announce the upcoming online workshop "Mean Field Games in Economics", that will take place on September 7-8, 2020. The workshop is jointly organized by LUISS University and the Einaudi Institute for Economics and Finance (EIEF). The workshop is interdisciplinary in nature, with the aim of bringing together mathematicians and economists working on Mean Field Games either from a theoretical or an applied point of view. The workshop will be held from 3 p.m. to 7 p.m. (both afternoons), on the Zoom platform, and will feature talks given by: Fernando Alvarez, the University of Chicago, Galo Nuño Barrau, Banco de España, Pierre Cardaliaguet, Université Paris-Dauphine, Benjamin Moll, London School of Economics, Alessio Porretta, Università di Roma Tor Vergata, Panagiotis E. Souganidis, the University of Chicago. If interested in participating, please send an e-mail to acalvia(a)luiss.it by Monday, 31 August 2020, in order to give you all the relevant details and the link to access the workshop. Please, feel free to circulate this message to any colleagues or contacts you think may be interested. We are looking forward to seeing you online! The organizing committee, Alessandro Calvia Fausto Gozzi Francesco Lippi Giovanni Zanco

1 0

postdoctoral position in Bern
by Fabio Bellini 24 Aug '20

24 Aug '20

---------- Forwarded message --------- Da: <johanna.ziegel(a)stat.unibe.ch> Subject: Posting on Italian lists To: <fabio.bellini(a)unimib.it> ******************************************************** Postdoctoral position on Statistical Verification of Weather Warnings In the framework of a collaboration being currently set up between the University of Bern and the Swiss Federal Office of Meteorology and Climatology (Meteoswiss), we are calling for applications for a 2-year postdoctoral position (80%-100%) to be funded subject to successful completion of the collaboration contract. The main goal is to investigate and develop a statistical framework for the verification of weather warnings. Warnings are traditionally issued for specific (often fixed) regions in space, defined time periods, and certain event types. Existing verification therefore often interprets warnings as forecasts of binary categorical events and counts of hits, misses, and false alarms form the basis to assess quality of warnings. In contrast to standard weather forecasts, the non-event (no warning, no event) is often not well defined for warnings, and near hits/misses create difficulties. Furthermore, the temporal complexities of warnings should be considered. To maximize user-relevance, the framework for the verification of warnings will be developed in close collaboration with ongoing sociological studies at MeteoSwiss to better understand how warnings are used in practice. The recruited postdoctoral researcher will be mentored from the academic side by Prof. Johanna Ziegel, Institute for Mathematical Statistics and Actuarial Sciences, and affilliated with the Oeschger Center for Climate Change Research (University of Bern). The recruited Postdoc will also work a substantial part of her/his time at MeteoSwiss (near Zürich) under the guidance of Dr. Jonas Bhend and Dr. Mark Liniger. This will ensure an optimal know-how transfer on the understanding of the motivating problems, meteorological expertise, the exact user needs and practical applicability and the work can build upon prior experience at MeteoSwiss. The ideal candidate either has a PhD in statistics with a strong taste for applications in areas related to meteorology and climate sciences, or a PhD in climate sciences with a strong background in theoretical and applied statistics. In all cases, the position will require outstanding data analysis and implementation skills, very good communication and team player abilities, and academic writing proficiency. We offer a multi-disciplinary environment with the possibility to have an impact on science and society. The starting date is as soon as possible. Applications will be reviewed swiftly and selected candidates will be contacted for interviews. CV, motivation letter and names of three references to be sent to johanna.ziegel(a)stat.unibe.ch

1 0

Fwd: PostDoc position within FOR 2402 at TU Berlin
by Mario Maurelli 23 Aug '20

23 Aug '20

---------- Forwarded message --------- Da: Sebastian Riedel <riedel(a)wias-berlin.de> Date: ven 14 ago 2020 alle ore 18:21 Subject: PostDoc position within FOR 2402 at TU Berlin To: Sebastian Riedel <riedel(a)math.tu-berlin.de> Dear colleagues, We would like to draw your attention to an open PostDoc position at Technische Universität Berlin. The position is part of the DFG research unit “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (DFG Forschergruppe 2402, https://www.for2402.tu-berlin.de/v_menue/home/) More information can be found in the announcement below and under the link https://www.personalabteilung.tu-berlin.de/menue/jobs/stellenausschreibunge… (ID: 82691 II-486/20 or 82692 II-486/20). Please feel free to forward this job offer to anyone who might be interested. Best regards, Sebastian Riedel and Michael Scheutzow Within the framework FOR 2402 of the German Research Council “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (DFG Forschergruppe 2402), we offer one PostDoc position. Working field: - Research within the project TP4: "Rough paths and random dynamical systems". Requirements: - successfully completed university degree (Master, Diplom or equivalent) and PhD in mathematics - very good knowledge in the fields of "Stochastic Analysis" (in particular rough paths and stochastic partial differential equations) and "Dynamical Systems" - good command of German and/or English required; willingness to learn either English or German is expected Applications received after the closing date 28/08/20 may also be considered. More information can be obtained from Dr. Sebastian Riedel ( riedel(a)math.tu-berlin.de) and Prof. Dr. Michael Scheutzow ( ms(a)math.tu-berlin.de <scheutzow(a)math.tu-berlin.de>). Dr. Sebastian Riedel Weierstraß-Institut Mohrenstraße 39 D-10117 Berlin, Germany Office: Raum 208 Phone: +49 30 20372-484 E-mail: riedel(a)wias-berlin.de Homepage: http://page.math.tu-berlin.de/~riedel/

1 0

Seminario divulgativo su TASEP e LPP
by Enrico Scalas 21 Aug '20

21 Aug '20

Car* collegh*, tra i tanti successi recenti della probabilità vi e' l'analisi rigorosa di modelli di fisica statistica introdotti nel XX secolo. A questo proposito, Vi segnalo il seguente seminario divulgativo tenuto da Nicos Georgiou del Dipartimento di Matematica dell'Università del Sussex e disponibile su YouTube: Nicos Georgiou Queues = Traffic = Zombies https://www.youtube.com/watch?v=X6hCTdz0QVw dedicato al processo di esclusione totalmente asimmetrico (TASEP). Se conoscete persone interessate fate pure circolare questo annuncio. Cordiali saluti, Enrico Scalas

1 0

Brazilian School of probability 2020
by Giuseppe Cannizzaro 07 Aug '20

07 Aug '20

Ricevo e inoltro First announcement : *XXIV Brazilian School of Probability* It is a pleasure to announce the XXIV EBP which will take place in the week of August 31st to September 4th. This year's school consists of two mini courses. The first course will be given by *Perla Sousi* (Cambridge) and will be about some of the most recent developments in mixing of Markov chains. The second course will be taught by *Martin Hairer* (Imperial College London) and will be about a recently discovered process, the Brownian Castle. The school will be fully online, using the platform Google Meet and can be moreover followed on the youtube channel of IMPA https://www.youtube.com/impabr. The school will take place every day starting at 9:30am Brasília local time (13:30 British Summer Time) with a talk by Perla Sousi and will be followed at 11:00am Brasília local time (15:00 British Summer Time) by a talk of Martin Hairer. More information under https://www.ime.unicamp.br/ebp2020/index.html. We would be grateful if you could advertise the school among your colleagues. With kind regards, Dirk Erhard, Milton Jara, Adriana Neumann, Christian Olivera

1 0

RTD-A @Unisalento (SSD: 13/D4)
by Fabrizio Durante 05 Aug '20

05 Aug '20

Con preghiera di massima diffusione, segnalo la pubblicazione del bando per la copertura di n. 1 posto di RTD-A (SSD: SECS-S/06) presso il Dipartimento di Scienze dell’Economia dell'Università del Salento. L’attività di ricerca verte sullo sviluppo di metodi e strumenti matematici, ivi incluse le tecniche di calcolo e di elaborazione dei dati, per la costruzione di modelli matematici stocastici per l’analisi e il controllo ottimo di problemi relativi all’economia e alle scienze attuariali e finanziarie, con particolare attenzione alla loro applicabilità a “l'analisi dei mercati, dell'efficienza energetica e del comportamento dei consumatori”. Link: https://www.unisalento.it/bandi-concorsi/-/bandi/view/65239682 Scadenza: *29 agosto 2020* Per maggiori informazioni contattare Maria Chiarolla (maria.chiarolla@unisalento) e Fabrizio Durante (fabrizio.durante(a)unisalento.it) --- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 WWW: https://sites.google.com/site/fbdurante/ --

1 0

Ricordo di Rosa Maria Mininni
by Nicola Cufaro Petroni 03 Aug '20

03 Aug '20

Care colleghe, cari colleghi, Venerdì 31 Luglio è venuta a mancare prematuramente la nostra collega Rosa Maria Mininni. Vogliamo ricordare Rosella per il suo impegno didattico costante e per la passione nel seguire i suoi giovani allievi. Il suo continuo interesse verso la ricerca l'ha portata ad occuparsi dei processi aleatori sia da un punto di vista teorico che applicativo, intessendo a tale riguardo fruttuosi legami con l'industria che hanno rafforzato l'identità dell'Università di Bari nel territorio. La sua visione del sapere e del ruolo dell'accademia l'ha spinta ad impegnarsi negli anni negli organi collegiali di ateneo e dipartimentali, facendosi apprezzare per la sua preparazione e per le sue doti umane e organizzative. Purtroppo non sempre ha ottenuto quanto meritato, e la malattia non le ha permesso di raggiungere traguardi ormai prossimi. Rosella lascia a noi colleghi di Dipartimento e a tutta la comunità italiana di Probabilità e Statistica Matematica un patrimonio di idee e azioni di cui fare tesoro. Yun Gang Lu, Nicola Cufaro Petroni, Marcello De Giosa, Vitonofrio Crismale, Stefano Rossi. -- ======================================================= Prof. Nicola Cufaro Petroni ------------------------------------------------------- Dipartimento di Matematica dell'Università di Bari, and INFN Sezione di Bari via E. Orabona 4, 70125 Bari (Italy) Tel ++39 080 5443212/5232289; Cell ++39 338 7408287 Emailcufaro(a)ba.infn.it http://www.ba.infn.it/~cufaro/homepage.html ------------------------------------------------------- "Ὁ βίος βραχὺς, ἡ δὲ τέχνη μακρὴ, ὁ δὲ καιρὸς ὀξὺς, ἡ δὲ πεῖρα σφαλερὴ, ἡ δὲ κρίσις χαλεπή" Ἱπποκράτης ὁ Κῷος, Ἀφορισμοί I.1 =======================================================

1 0