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5 year Postdoc TU Berlin, Probability and Financial Mathematics Group
by Tiziano De Angelis 25 Jun '20

25 Jun '20

Dear All, I was asked to circulate the advert below for an excellent postdoc opportunity in Berlin. The deadline is 10 August. Best wishes Tiziano ------------------------------- Applications are invited for a Postdoc position 5 years, TV-L E13, 100% (>2300 EUR per month after taxes etc.) in the group of Prof. Peter Bank at TU Berlin’s department of Mathematics. We are particularly interested in stochastic optimization problems arising in finance and are looking for early career researchers who want to actively contribute to this field of research, for instance by working towards a habilitation. The teaching load is 4 hours per week during term and includes teaching of exercise classes in the department and the supervision of Bachelor and Master theses. Please see https://tub.stellenticket.de/de/offers/80735 for the formal details. The "usual documents" mentioned there are meant to include - a cover letter explaining the applicant’s movitation, - a scientific CV, - a list of publications and talks, - a description of future research plans (outlining, when applicable, the habilitation project), - teaching record, - at least two, preferably three letters of recommendation. Deadline for applications is August 10, 2020.

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Bernoulli-IMS One World Symposium 2020, held on 24th to 28th of August.
by Faggionato, Alessandra 25 Jun '20

25 Jun '20

Buongiorno, ricevo da Andreas Kyprianou e Leif Doering, ed inoltro a tutti voi (vedere sotto) Saluti Alessandra *********************************************************** Dear all, as a reaction to the current situation, a virtual alternative to the postponed 2020 Bernoulli-IMS World Congress in Seoul has been set up. The meeting will allow all researchers from PhD student to established researchers to present and discuss with the community their latest research on probability and mathematical statistics! Please join the *Bernoulli-IMS One World Symposium 2020, held on 24th to 28th of August,* jointly organized by the Bernoulli Society, IMS and the One World Probability Project. The symposium will be virtual with many new experimental features. No registration fees apply! The daily program will be arranged around live talks (each held twice to reach the entire planet): - 4 plenary lectures: Emmanuel Candes (Stanford), Martin Hairer (London), Kerrie Mengersen (Queensland), Wendelin Werner (Zurich) - 7 early career speakers All researchers around the world are invited to submit abstracts for 10 minute talks by July 13th which will be assessed by the 23 session chairs. Accepted 10 minute talks will have to be produced before August 9th. They will appear on the website and the YouTube channel one week before the symposium. In slots during the symposium, every speaker of a prerecorded 10 minute talk will have the chance to discuss live with the audience in one of the 23 session zoom rooms. It will never be easier to reach a large audience with the little effort of producing a 10 minute video at home! It’s easy, just go for it! To allow for discussions among participants, the symposium will run different kinds of interactive events. Have you ever participated in a workshop excursion of the world? Stay tuned! Go to https://www.worldsymposium2020.org/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.world…> to see how you can participate and don’t forget to submit your *abstract before July 13th*! Producing a 10 minute video is little work for maximum connectivity, give it a go and help us make this happen! *Please redistribute this mail as you like!* All the best and „see“ you in August, Andreas & Leif -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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ECSO-CMS 2021 First Announcement
by Martina Nardon 25 Jun '20

25 Jun '20

_First Announcement_ *Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference * *7-9 July 2021, Venice, Italy* The organizers are delighted to invite you to ECSO – CMS 2021 that will be held in Venice, Italy, 7-9 July 2021, at the Department of Economics - Ca’ Foscari University of Venice, in the San Giobbe Economics Campus. /The event was originally planned for July 2020 but due to the COVID-19 situation the conference is rescheduled to the next year./ ECSO - CMS 2021 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. ECSO 2021 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2021 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world.The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. CONFIRMED INVITED SPEAKERS DARINKA DENTCHEVA, Stevens Institute of Technology (USA) DAVID MORTON, Northwestern University (USA) GAH-YI BAN, London Business School (UK) DANIEL KUHN, École polytechnique fédérale de Lausanne (CH) GIORGIO CONSIGLI, Università di Bergamo (I) Venue: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2021 <http://www.unive.it/ecsocms2021> Conference Secretariat: ecsocms2021(a)unive.it Conference hashtag: #ecsocms2021 _Call for papers and deadlines will be announced in Autumn_ A *Best Student Paper Prize* will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2021(a)unive.it) The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize. Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). We are looking forward to seeing you in Venice. Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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[owps] Bernoulli-IMS One World Symposium 2020: 24th to 28th of August. (fwd)
by Tiziano Vargiolu 25 Jun '20

25 Jun '20

---------- Forwarded message ---------- Date: Wed, 24 Jun 2020 18:47:00 +0100 From: Andreas Kyprianou <ak257(a)bath.ac.uk> To: owps(a)lists.bath.ac.uk Subject: [owps] Bernoulli-IMS One World Symposium 2020: 24th to 28th of August. Dear all, as a reaction to the current situation, a virtual alternative to the postponed 2020 Bernoulli-IMS World Congress in Seoul has been set up. The meeting will allow all researchers from PhD student to established researchers to present and discuss with the community their latest research on probability and mathematical statistics! Please join the Bernoulli-IMS One World Symposium 2020, hold on 24th to 28th of August, jointly organized by the Bernoulli Society, IMS and the One World Probability Project. The symposium will be virtual with many new experimental features. No registration fees apply! The daily program will be arranged around live talks (each held twice to reach the entire planet): - 4 plenary lectures: Emmanuel Candes (Stanford), Martin Hairer (London), Kerrie Mengersen (Queensland), Wendelin Werner (Zurich) - 7 early career speakers All researchers in the world are invited to submit abstracts for 10 minute talks by July 13th which will be assessed by the 23 session chairs. Accepted 10 minute talks will have to be produced before August 9th. They will appear on the website and the YouTube channel one week before the symposium. In slots during the symposium, every speaker of a prerecorded 10 minute talk will have the chance to discuss live with the audience in one of the 23 session zoom rooms. It will never be easier to reach a large audience with the little effort of producing a 10 minute video at home! It?s easy, just go for it! To allow for discussions among participants, the symposium will run different kinds of interactive events. Have you ever participated in a workshop excursion of the world? Stay tuned! Go to https://www.worldsymposium2020.org/ to see how you can participate and don?t forget to submit your abstract before July 13th! If you have questions, you can ask them after tomorrow's second OWPS talk of Augusto in the main room (questions to the speakers as usual in the breakout room). Please redistribute this mail as you like! All the best and ?see? you tomorrow or in August, Andreas & Leif

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Call for interest
by Domenico Marinucci 24 Jun '20

24 Jun '20

Call for interest : The Department of Mathematics at the University of Rome Tor Vergata invites expressions of interest for Senior (Tenure-Track) Assistant Professor ('RTD-B') and Tenured Associate Professor positions in the following areas of Mathematics: a) Data Analysis, Statistics and Machine Learning; b) Historical and pedagogical aspects of mathematics; c) Numerical optimization with special focus on big data and machine learning applications. More details can be found at the following link: https://www.mat.uniroma2.it/Docs_avvisi/call-of-interest.pdf Please feel free to forward this message to potentially interested candidates. -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fwd: [owps] One World Probability Seminar Thursday 25th June 2020
by Faggionato, Alessandra 24 Jun '20

24 Jun '20

---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: mer 24 giu 2020 alle ore 13:23 Subject: [owps] One World Probability Seminar Thursday 25th June 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday 25th June 2020 Tomorrow's speakers in the One World Probability Seminar are ------------------------------------------------------------ 15.00: Augusto Teixeira (Rio): Random walks on dynamical random environments with non-uniform mixing (Part 1) 16.00: Marcelo Hilário (Belo Horizonte): Random walks on dynamical random environments with non-uniform mixing (Part 2) The first talk will be a non-technical introduction to the subject. ------------------------------------------------------------ Abstract: In these two consecutive talks we will discuss recent results on the limiting behavior of random walks on dynamical random environments. The strength of these results depends a great deal on space-time mixing properties imposed to the environment but also on other features like the dimension and the allowed transitions. In our case, we restrict ourselves to random walks evolving on one-dimensional random environments given by conservative interacting particle systems such as the simple symmetric exclusion process. For this setting, conservation of particles leads to poor-mixing conditions which complicates the applicability of some available tools. Our goal is to explain how renormalization can be used to handle these difficulties in order to obtain law of large numbers, large deviation estimates. The first talk will be a non-technical introduction to the subject. In the second talk, we provide a more detailed idea of how to prove the results. All the results were obtained on several joint works with Oriane Blondel, Frank den Hollander, Daniel Kious, Renato dos Santos and Vladas Sidoravicius. ------------------------------------------------------------ Please keep in mind that we are working with Central European summer time. As always, the Zoom-room link will appear on the OWPS seminar webpage: www.owprobability.org But you can also link to it directly by clicking this link tomorrow: https://us02web.zoom.us/j/86868081342 Meeting-ID: 868 6808 1342 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team For the videos you can also subscribe to the Youtube or Bilibili channels: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ https://space.bilibili.com/151014650 -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Special Issue on "Applied Mathematical Methods in Financial Risk Management"
by Elisa Mastrogiacomo 23 Jun '20

23 Jun '20

Apologize for cross-posting ******************************* Dear colleagues, we are Guest Editors of a Special Issue on "Applied Mathematical Methods in Financial Risk Management" for the journal Mathematics. Mathematics is an Open Access journal with a section on Financial Mathematics. See https://www.mdpi.com/journal/mathematics/ for details. Topics of particular interest for the special issue may include, but are not limited to: - risk management, - risk measures, - risk minimization, - portfolio optimization, - capital allocation, actuarial theory, - insurance premia, - ambiguity, - set-valued risk measures, - systemic risk. The deadline for submission is April 15, 2021. Due to Open Access, the fee to be paid at acceptance of the paper is of 1200 CHF. Please see https://www.mdpi.com/journal/mathematics/special_issues/applied_mathematica… for further details on the Special Issue. All those concerned are welcome to submit a scientific or a review paper. Best regards, Elisa Mastrogiacomo and Emanuela Rosazza Gianin

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Probability Webminar: Lucio Galeati (University of Bonn) [Padova 26/06, 11.00]
by barbato＠math.unipd.it 22 Jun '20

22 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 26, 2020 at 11 by the zoom platform. ---------------------------------------------------- Speaker: Lucio Galeati (University of Bonn) Title: Regularisation by noise and notions of irregularity June 26, 2020 (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: A natural question in the field of regularisation by noise phenomena is to understand under which conditions on a path $w$, the additively perturbed ODE $x'=b(x)+w'$ is well-posed, even when its unperturbed counterpart $x'=b(x)$ is not. In order to answer this question, Catellier and Gubinelli (SPA 2016) introduced the theory of nonlinear Young integrals and the concept of $\rho$-irregularity of $w$; they also proved that fBm paths are $\rho$-irregular. In this talk, I will first review their work and then present its more recent extensions. The property of $\rho$-irregularity can be linked to the regularity of the local time of $w$ and, in the case of Gaussian processes, can be established under a suitable local non-determinism (LND) condition. Moreover, it can be shown that $\rho$-irregular paths are necessarily nowhere $\alpha$-Holder continuous, for suitable values $\alpha=\alpha(\rho)$. This gives a rigorous proof of the frequently observed paradigm "the rougher the noise, the better the regularisation". Based on joint works with Massiliano Gubinelli. --------------- David Barbato Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy

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Probability Webminar: Elena Pulvirenti (University of Bonn) [Padova 03/07, 11.00]
by alessandra bianchi 22 Jun '20

22 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on July 3 at 11 by the zoom platform. ________________________________________________________ Speaker: Elena Pulvirenti (University of Bonn) Title: The Widom-Rowlinson model: metastability, mesoscopic and microscopic fluctuations for the critical droplet 3 JULY (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: We introduce the equilibrium Widom-Rowlinson model on a two-dimensional finite torus in which the energy of a particle configuration is attractive and determined by the union of small discs centered at the positions of the particles. We then discuss the metastable behaviour of a dynamic version of the WR model. This means that the particle configuration is viewed as a continuous time Markov process where particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. In particular, we start with the empty torus and are interested in the first time when the torus is fully covered by discs in the regime at low temperature and when the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. We compute the distribution of the crossover time and identify the size and the shape of the critical droplet. The analysis relies on a mesoscopic and microscopic description of the surface of the critical droplet. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of small discs that stick out by a small distance. We will show how the analysis of surface fluctuations in the WR model allows us to derive the leading order term of the condensation time and also the correction order term. This is a joint work with Frank den Hollander (Leiden), Sabine Jansen (Munich) and Roman Kotecky (Prague & Warwick). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Phd position in mathematical statistics in Pau/Melbourne
by Ivan Kojadinovic 21 Jun '20

21 Jun '20

Dear Colleagues, Buongiorno, I hope that you are doing well in these complicated times. I would be very grateful if you could transfer the following link advertising a PhD position in mathematical statistics at the University of Pau jointly with the University of Melbourne to any of your potentially interested students or colleagues : http://ikojadin.perso.univ-pau.fr/phd-position.pdf Many thanks in advance for your help and apologies if you have already received this email by another channel. Grazie mille ! Ivan Kojadinovic

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Junior Bayes Beyond the Borders (JB^3) webinars
by Giacomo Zanella 19 Jun '20

19 Jun '20

We are delighted to announce Junior Bayes Beyond the Borders (JB^3), an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/) the junior section of the International Society for Bayesian Analysis. The seminar series aims at highlighting the work of outstanding junior researchers in Bayesian Statistics. The first edition (June/July 2020) will feature talks by this year's five Savage award finalists, see www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> for more details. Each seminar will include a 45 minutes presentation by the speaker and a 10 minutes discussion by a senior scholar. The first webinar will be: Date: 25 June 2020, 3pm UTC (5pm Italy time) Speaker: Francois-Xavier Briol (University College London) Title: Stein's method for Bayesian computation Discussant: Nicolas Chopin (ENSAE Paris) The link to join the seminar will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the seminar. Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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5PhD positions at Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction”
by Tiziano De Angelis 19 Jun '20

19 Jun '20

Dear All, I was asked to circulate the advert below. It looks like a very good opportunity for bright students. Best wishes Tiziano --------------------- The recently established Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 5 PhD positions (75% TVL E 13, about 1700 EUR p.m. after taxes, social security...) for 3 years starting October 1, 2020, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is August 10, 2020. Please see https://tub.stellenticket.de/de/offers/80625/ for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544.

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PhD Position in Mathematical Statistics at the University of Twente
by Gianluca Finocchio 17 Jun '20

17 Jun '20

The department of Electrical Engineering, Mathematics, and Computer Science (EEMCS) of the University of Twente (UT) has an opening for three full-time, 4-year, fully-funded PhD positions to strengthen the newly started Theme Team in Sports, Data and Interaction. The PhD candidates will work closely together on an interdisciplinary project, combining the fields of Statistics, Human Media Interaction and Biomedical Signals and Systems. The focus of the position in statistics (Position 2: Statistical tools for modeling sports data) is on developing new statistical tools and approaches to model the sports data in a way that is suitable for use in interactive applications. The candidate will also collaborate to integrate these tools into a computational system for real-time analysis, in close collaboration with the other candidates.Possible directions to shape the research project are - Anomaly detection - nonparametric statistics and machine learning - time series analysis, specifically change-point detection - Simultaneous inference Candidates should have acquired a Master’s degree in mathematics, statistics, data science or a closely related domain with a strong background in probability and statistics, as well as some programming skills in R or Python.Further information can be found here https://www.utwente.nl/en/organisation/careers/!/1215111/3-phd-positions-at… apply online until June 30, 2020 using the webform provided on the above page. The intended starting date for all three candidates is September 1, 2020.For further information, please do not hesitate to contact Katharina Proksch (k.proksch(a)utwente.nl)

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6 fully funded PhD positions in MODELING AND ENGINEERING RISK AND COMPLEXITY
by Maria CHIAROLLA 16 Jun '20

16 Jun '20

N*ew 4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY at a new School for Advanced** Studies of the University of Naples "Federico II"- ITALY* >From climate change and sustainability to seismic engineering and Industry 4.0, all the crucial challenges facing mankind today require the ability to understand and engineer ever growing reliable interdependent, complex and interconnected systems and infrastructures. The Call for Applications for the new 4 year PhD Program in Modeling and Engineering Risk and Complexity of the Scuola Superiore Meridionale (a brand new School for Advanced Studies in Naples) is now out and available at http://www.ssm.unina.it/en/calls-and-news/ We are looking for bright and ambitious students from any area of Mathematics, Science and Engineering to join this exciting new program. *6 fully funded 4-year scholarships are available this year* Each scholarship includes a stipend of EUR 19,000 per year which is increased by 50% when the student is spending time abroad Students are expected to spend at least 9-12 months abroad during their PhD. Each Scholarship also includes approx EUR 4,000 for research costs/travel per year Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above *by* *no later than 30th June 2020.* Successful candidates will be announced the end of July 2020 with course officially starting on 2nd November 2020. For any further information contact the PhD Coordinator, Prof Mario di Bernardo, at merc(a)unina.it or check out the PhD website at: http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity… -- Maria Chiarolla Full Professor of Mathematical Methods of Economics, Finance and Actuarial Sciences Dipartimento di Scienze dell'Economia Centro Ecotekne, Università del Salento, Lecce - ITALY --

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Mathematics of shuffling, Video Conference by Cheryl Praeger - June 23, at 2pm
by Pietro Caputo 15 Jun '20

15 Jun '20

ricevo e inoltro: -------- Messaggio originale -------- Da: riccardo colpi <colpi(a)math.unipd.it> Data: 13/06/20 10:15 (GMT+01:00) A: matematica(a)fermat.unipv.it, mat-direttori(a)fermat.unipv.it Oggetto: [mat-direttori] Videoconferenza Prof.ssa Cheryl Praeger - University of, Western Australia - 23 giugno ore 14:00 Gentili Colleghi, vi prego di diffondere presso i vostri colleghi l'invito a partecipare alla seguente videoconferenza del ciclo "Colloquia" del Dipartimento di Matematica "Tullio Levi-Civita" di Padova (in allegato la locandina): -------- LECTURER Cheryl Praeger, University of Western Australia -------- WHEN June 23, 2020 - From 2:00 pm to 3:00 pm -------- WHERE Online, YouTube address: https://www.youtube.com/watch?v=S7KTCA_1ntk -------- TITLE Mathematics of shuffling (https://www.math.unipd.it/news/mathematics-of-shuffling/ ) -------- ABSTRACT The crux of a card trick performed with a deck of cards usually depends on understanding how shuffles of the deck change the order of the cards. By understanding which permutations are possible, one knows if a given card may be brought into a certain position. The mathematics of shuffling a deck of 2n cards with two ``perfect shuffles'' was studied thoroughly by Diaconis, Graham and Kantor in 1983. I will report on our efforts to understand a generalisation of this problem, with a so-called ``many handed dealer'' shuffling kn cards by cutting into k piles with n cards in each pile and using k! possible shuffles. A conjecture of Medvedoff and Morrison suggests that all possible permutations of the deck of cards are achieved, as long as k is not 4 and n is not a power of k. We confirm this conjecture for three doubly infinite families of integers, but the conjecture remains open. We initiate a more general study of shuffle groups, which admit an arbitrary subgroup of shuffles. This is joint work with Carmen Amarra and Luke Morgan. -------- SHORT BIO SPEAKER Cheryl Praeger is Emeritus Professor of Mathematics at the University of Western Australia. In 2007 she won an Australian Research Council Federation Fellowship and in 2010-14 she served as inaugural Director of the Centre for the Mathematics of Symmetry and Computation at UWA. Her mathematical research work has transformed our understanding of how groups act on large complex systems, through new theories, constructions, algorithms and designs, which exploit the classification of the finite simple groups. Professor Praeger received BSc and MSc degrees from the University of Queensland, a DPhil degree from the University of Oxford in 1973, and has received honorary doctorates from Universities in six countries on three continents. She has served on the Executive of the International Mathematical Union and on the Council and Executive of the Australian academy of Science. She is a former Vice President of the International Commission for Mathematical Instruction, and former Foreign Secretary of the Australian Academy of Science. She is Fellow of the American Mathematical Society, an Honorary member of the London Mathematical Society, and she was the first woman to be President of the Australian Mathematical Society of which she is now an Honorary Life Member. In 2019 she was awarded the Prime Minister’s Prize for Science in recognition of her incredible contribution to mathematics research and education in Australia and around the world. Professor Praeger has published more than 400 journal articles and five research monographs, many of them with her students (30 PhD students, 10 research masters students, 21 postdoctoral research associates) and research colleagues. She has played an active role supporting and mentoring young scientists, especially women. More infos are available here: https://research-repository.uwa.edu.au/en/persons/cheryl-praeger https://en.wikipedia.org/wiki/Cheryl_Praeger Grazie, un caro saluto, Riccardo Colpi

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Fwd: Presentazione ENBA
by Irene Crimaldi 15 Jun '20

15 Jun '20

Dear all, we have scheduled a webinar to present the ENBA PhD track to potential candidates for the next doctoral cycle at IMT School for Advanced Studies Lucca. The webinar is scheduled on Tuesday 23/06 from 11.00 am to 12.30 am. The webinar is organized as follows: Short Introduction - Massimo Riccaboni 5 m Economics - Ennio Bilancini 15 m Networks - Guido Caldarelli 15 m Business - Alessia Patuelli 15 m Analytics - Falco Bargagli Stoffi 15 m Q&A - 25 min max This is the link: meet.google.com/oky-svxy-cfn <https://meet.google.com/oky-svxy-cfn?hs=122&authuser=0> All the best, Irene > >> >> >>

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Workshop announcement: Stochastic Analysis Brats, June 23-26, 2020
by Dario Trevisan 12 Jun '20

12 Jun '20

Dear colleagues, we are pleased to announce the upcoming mini-workshop ``Stochastic Analysis Brats'' to be held on June 23-26, 2020. Its aim is to gather some brilliant young researchers in stochastic analysis and related topics, although only virtually, since we will use Google Meet: https://meet.google.com/jmf-ndtz-gnh The list of speakers include Carlo Bellingeri (TU Berlin) Martin Brückerhoff (Münster) Giuseppe Cannizzaro (Warwick) Alberto Chiarini (Eindhoven) Paolo Grazieschi (Bath) Marta Leocata (Roma LUISS) Pierre Perruchaud (Notre Dame) Leonardo Tolomeo (Bonn HCM) A detailed programme is available at the page https://sites.google.com/unipi.it/sabpisa/home Please feel free to circulate this message to those who may be interested to attend the event. Regards, Dario (on behalf of the organizers) -- 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/

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Open PhD and post doc positions in stochastics and energy systems (fwd)
by Tiziano Vargiolu 12 Jun '20

12 Jun '20

---------- Forwarded message ---------- Date: Fri, 12 Jun 2020 05:07:39 +0000 From: Fred Espen Benth <fredb(a)math.uio.no> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Open PhD and post doc positions in stochastics and energy systems Dear Tiziano, may I ask you for a favour: could you please send around to your network the announcement of two new positions in stochastics and energy systems in Oslo : https://www.jobbnorge.no/en/available-jobs/job/188863/phd-research-fellow-i… Best regards, Fred

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Time corrections to Univaq Random Talks: June 18th
by Fabio Antonelli 11 Jun '20

11 Jun '20

Sorry about this, but the time difference between Italy and Japan is 7 hours (not 6) so the talk Prof. Arturo Kohatsu-Higa, Dept .of Mathematical Sciences - Ritsumeikan University: "UPPER BOUNDS FOR THE JOINT DENSITY OF A STABLE PROCESS AND ITS MAXIMUM" will be on June 18th 2020 - 10:00 a.m. Fabio Antonelli

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Webinar Fabio Moneta (U. Ottawa) 17.06 h. 15 - LTI@UniTO Webinars in Finance
by Luca Regis 11 Jun '20

11 Jun '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the following seminar in Quantitative Finance, that will take place on June 17th at 3 pm CET via Zoom. Please register here: https://www.eventbrite.it/e/biglietti-holding-horizon-a-new-measure-of-acti… to get the Zoom link to join the webinar. /Speaker/: Fabio Moneta <https://telfer.uottawa.ca/en/directory/professors/moneta-fabio/> (University of Ottawa) Title: Holding horizon: a new measure of active investment management Abstract: This paper proposes a new holding horizon (HH) measure of active management and examines the relation between horizon and manager skill. Our HH measure identifies, in the cross-section, funds with higher future long-term alphas, while reported turnover identifies, in the time-series, when a particular fund is likely to exhibit a higher short-run alpha. The superior long-term performance of long-horizon funds is due to their selection of stocks with strong long-run fundamentals. Moreover, stocks largely held by long-horizon funds outperform stocks largely held by short-horizon funds by 2.7%-3.5% per year, adjusted for risk, over the following five-year period. We hope you will be able to join us! Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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UNIVAQ RANDOM TALKS: Prof. Arturo Kohatsu-Higa - June 18th 11:00 a.m.
by Fabio Antonelli 11 Jun '20

11 Jun '20

If interested, please subscribe by https://docs.google.com/forms/d/e/1FAIpQLSfDWIEYewlpF_SWEeVV8DaTrzbftSTST8K… UNIVAQ RANDOM TALKS 5 Thursday June 18th 11:00 a.m. - ZOOM Videoconference platform Prof. Arturo Kohatsu-Higa Department of Mathematical Sciences Ritsumeikan University UPPER BOUNDS FOR THE JOINT DENSITY OF A STABLE PROCESS AND ITS MAXIMUM Abstract: In this article, we obtain integration by parts formulas for the joint law of a stable process and its maximum. The argument is based on a multi-level representation for the joint law which uses the theory of convex majorants for stable processes and the Chambers-Mallows-Stuck representation for stable random variables. As applications, we obtain regularity results for the joint law and upper bounds for the density and its space derivatives. Everybody is welcome, please subscribe by the following form The day of the seminar, participants will receive an invitation by e-mail (max. 100 participants)

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PhD position in Probability Theory and Analysis [TU Delft, supervisor: Dr. Richard C. Kraaij]
by fcollet＠math.unipd.it 10 Jun '20

10 Jun '20

*** Mi scuso per ricezioni multiple *** Cari Colleghi, ricevo e inoltro l'annuncio di una posizione (quadriennale) di Dottorato presso TU Delft (NL), sotto la supervisione del Dr. Richard C. Kraaij, su tematiche a cavallo tra Probabilità (processi di Markov e grandi deviazioni) e Analisi (equazioni di Hamilton-Jacobi e teoria del controllo). Per maggiori dettagli si veda il link: https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details/… Vi pregherei gentilmente di diffondere la notizia tra potenziali candidati. Grazie e buona giornata, Francesca Collet

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Fwd: [owps] One World Probability Seminar Thursday 11th June 2020
by Faggionato, Alessandra 10 Jun '20

10 Jun '20

---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: mer 10 giu 2020 alle ore 08:57 Subject: [owps] One World Probability Seminar Thursday 11th June 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday 11th June 2020: Tomorrow we will have a double talk on "A new point of view on topological phase transitions“. The first talk will be more introductory and accessible for a large audience. ------------------------------------------------------------ 15.00 CEST: Christophe Garban (Lyon) 16.00 CEST: Avelio Sepúlveda (Lyon) Abstract: Topological phase transitions were discovered by Berezinskii-Kosterlitz- Thouless in the 70's. They describe intriguing phase transitions for classical spins systems such as the plane rotator model (or XY model). Part 1 : General introduction on the topological phase transitions. Without assuming any a priori background, we will discuss how this phase transition arises in cases such as : - the XY model (spins on Z^2 with values in the unit circle) - the integer-valued Gaussian Free Field - Abelian Yang-Mills on Z^4 We will also discuss some of the main contributions of Fröhlich and Spencer to this theory. Part 2 : A statistical reconstruction problem. We will connect topological phase transitions to a statistical reconstruction problem concerning the Gaussian Free Field and will show that the feasibility of the reconstruction undergoes a KT transition. The talks will be based mostly on the preprint: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org… ------------------------------------------------------------ Please keep in mind that we are working with Central European summer time. As always, the Zoom-room link will appear on the OWPS seminar webpage: https://eur01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.owprob… But you can also link to it directly by clicking this link tomorrow: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fus02web.z… Meeting-ID: 876 7251 4177 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: PhD position in Prague
by Francesco Caravenna 08 Jun '20

08 Jun '20

Ricevo e inoltro. > Da: Jan Meinderts Swart <swart(a)utia.cas.cz> > Oggetto: PhD position in Prague > Data: 8 giugno 2020 11:24:26 CEST > > Dear everybody, > > There (still) is a (very nice!) open position for a PhD student at my institute, see: > http://staff.utia.cas.cz/swart/advertentie.html > The successful candidate will work with me and can choose a theme from > an extensive list of interesting open problems (see advertising). > > If you know of any suitable candidates, I would be grateful if > you can bring the position to their attention. > > Best regards, > Jan Swart

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One PhD and one PostDoc position (Univ. Vienna, Christa Cuchiero) (fwd)
by Tiziano Vargiolu 08 Jun '20

08 Jun '20

---------- Forwarded message ---------- Date: Mon, 8 Jun 2020 11:15:54 +0200 From: Lisa Carli <lisa.carli(a)univie.ac.at> To: vargiolu(a)math.unipd.it Cc: Christa Cuchiero <christa.cuchiero(a)univie.ac.at> PhD: Dear colleagues, the University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Prae-Doc (3 year appointment, 30hrs) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The successful candidate will work in the START research project ?Universal structures in Mathematical Finance?, run by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance. The goal is to explore this mathematical and financial universality and to provide a unifying stochastic framework, building on process classes which have, appropriately seen, universal approximation properties, well known also from the theory of machine learning. For detailed information please have a look at the Jobcenter of the University of Vienna (reference number 10843) https://univis.univie.ac.at/ausschreibungstellensuche/flow/bew_ausschreibun… Application Deadline: July 15th, 2020. The montly gross salary (according to FWF standards) amounts to 2.205,60? for 30hrs. The planned start of the position is autumn 2020. --------------------------------------------------------------------------- ---------------- Post-Doc: Dear colleagues, the University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Post-Doc (up to 4 years, 40hrs) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The successful candidate will work in the START research project ?Universal structures in Mathematical Finance?, run by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance. The goal is to explore this mathematical and financial universality and to provide a unifying stochastic framework, building on process classes which have, appropriately seen, universal approximation properties, well known also from the theory of machine learning. For detailed information please have a look at the Jobcenter of the University of Vienna (reference number 10857) https://univis.univie.ac.at/ausschreibungstellensuche/flow/bew_ausschreibun… Application Deadline: July 15th, 2020. The montly gross salary (according to FWF standards) amounts to 3.889,50?. The planned start of the position is autumn 2020. -- Lisa Carli, MA Organisationsassistentin Universit?t Wien Fakult?t f?r Wirtschaftswissenschaften Institut f?r Statistik und Operations Research Oskar-Morgenstern-Platz 1; 1090 Wien Raum 4.512 T +43-1-4277-37046 lisa.carli(a)univie.ac.at isor.univie.ac.at

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