- Random - Mailing list — Dipartimento di Matematica, UniPI

JOB - Data Scientist for Energy, Climate and the Environment
by Matteo Fontana 08 Jun '20

08 Jun '20

Gentile Random; Vi inoltro un avviso per un assegno di ricerca in ambito statistica applicata / data science offerto dal Prof. Massimo Tavoni del Politecnico di Milano Cordiali Saluti Opening for a position for a data scientist to work for Prof. Massimo Tavoni<https://sites.google.com/site/massimotavoni/> at Politecnico di Milano. Duties include analyzing data coming from smart energy meters and coupling with observations on climate, air quality and other environmental variables. The selected candidate will work in a first class research team<http://www.cobham-erc.eu/team/>, who has ongoing research projects with international institutions and energy companies. Competencies include capacity to handle large databases and work with geospatial data, knowledge of scientific programming languages (e.g. Python, R, Julia), knowledge of regression and machine learning techniques, capacity to interact with a diverse team including environmental scientists and economists. Requirements include a Master's degree in a quantitative discipline, such as statistics, data science, computer science, mathematics, engineering, physics. Candidates considering pursuing a PhD are also encouraged to apply. For information, please send a CV to massimo.tavoni(a)polimi.it<mailto:massimo.tavoni@polimi.it> Dr. Matteo Fontana Postdoctoral Research Fellow MOX - Laboratory for Modelling and Scientific Computing Department of Mathematics - Politecnico di Milano e-mail: matteo.fontana(a)polimi.it<mailto:matteo.fontana@polimi.it>

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Isaac Meilijson's webinar @UniTO
by Bruno Toaldo 07 Jun '20

07 Jun '20

********************************************************************* WEBINAR DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Martedì 23 Giugno 2020 alle ore 15:00 Il Prof. Isaac Meilijson (Tel Aviv University) terrà un seminario sulla piattaforma webex Collegamento riunione: https://unito.webex.com/unito/j.php?MTID=m28a1e666a170497b27a0d1e4d8772ff2 Password:ParolaRiunione Title: Random time transformation analysis of Covid19 2020 Speaker: Isaac Meilijson, Tel Aviv University Abstract: The SIR epidemiological equations model new affected and removed cases as roughly proportional to the current number of infected cases. The present report adopts an alternative that has been considered in the literature, in which the number of new affected cases is proportional to the α<1 power of the number of infected cases. After arguing that α=1 models exponential growth while α<1 models polynomial or linear growth, a simple method for parameter estimation in differential equations subject to noise, the random-time transformation RTT of Bassan, Meilijson, Marcus and Talpaz 1997, will be reviewed and applied to fit α and the other parameters in an attempt to settle the question as to the nature of Covid19. Joint work with Nitay Alon. Tutti gli interessati sono invitati a partecipare.

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LTI@UniTO Webinar in Finance: Sohnke Bartram (Warwick Business School) 03.06 h.15
by Luca Regis 04 Jun '20

04 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 3rd at 3 pm via Zoom. Please register here https://ltiwebinar3june.eventbrite.it/ to get the Zoom link. Speaker: Sohnke Bartram (Warwick Business School) Title: "Currency Anomalies" || |*Abstract *| | This paper is the first to study the cross-section of currency anomalies to explore alternative explanations for their existence. Using real-time data, currency anomalies are profitable during in-sample and out-of-sample periods, both before and after transaction costs, but trading profits decrease substantially after the publication of the underlying academic research. The decline is greater for anomalies with larger in-sample profits and lower arbitrage costs, and signal ranks and performance decay quickly, suggesting that currency anomalies reflect mispricing rather than compensation for risk or statistical bias. Mispricing is systematically related to mistakes and changes in analysts’ currency forecasts. In particular, analysts expect anomaly payoffs that are too low compared with actual anomaly profits. However, analysts update their forecasts to incorporate lagged anomaly information. These results are consistent with a behavioral explanation for currency anomalies. | -- 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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Ph.D. position in Mathematical Finance at Bielefeld University: new deadline JUNE 19
by Giorgio Ferrari 03 Jun '20

03 Jun '20

Dear All, this is to inform that the deadline for applications for the following position has been prolonged. *Ph.D. position in Mathematical Finance* (in particular on the theory of stochastic optimal control and optimal stopping with financial and economic applications) at Bielefeld University within the "Bielefeld Graduate School in Economics and Management" ( http://www.bigsem.de/ ) _*NEW DEADLINE*_ for applications: *June 19* *DETAILS* about the post and the application procedure can be found at: <https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/…> https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… The successful candidate will be based at the Center for Mathematical Economics (IMW) of Bielefeld University ( https://www.uni-bielefeld.de/imw/ ) and will work under my supervision. All the best wishes, Giorgio Ferrari -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Probability Webminar: Alberto Chiarini (TU Eindhoven) [Padova 12/06, 15.00]
by alessandra bianchi 03 Jun '20

03 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 12 at 15 by the zoom platform. ________________________________________________________ Speaker: Alberto Chiarini (TU Eindhoven) Title: Entropic repulsion for the occupation-time field of random interlacements by disconnection 12 JUNE (Friday) - 15:00 - 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: The model of random interlacements was introduced in 2007 by A.-S. Sznitman, motivated by questions about the disconnection of discrete cylinders or tori by the trace of simple random walk. Since then, it has gained popularity among probabilists due to its percolative properties and also because of its connections to the free field. Random interlacements on transient graphs can be constructed as a Poisson point process of doubly infinite trajectories. After reviewing this model, we will focus on the rare event that these trajectories disconnect a macroscopic body from infinity, in the strongly percolative regime. We will ask the following question: What is the most efficient way for random interlacements to enforce such disconnection? In other words, how do the trajectories of random interlacements look like conditionally on disconnection? -- 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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PostDoc Position at University of Innsbruck (Austria)
by Daniela Bertacchi 01 Jun '20

01 Jun '20

Ricevo e inoltro con preghiera di diffusione. Cordiali saluti, Daniela Bertacchi *************************************** Dear colleagues, I would like to draw your attention to an open PostDoc position at University of Innsbruck (Austria) starting on 01.08.2020 or later. Application deadline is 13.06.2020. The duration of the position is two years (Gross Salary: € 3.890 / month (14 times a year)). A PhD degree with focus on Probability and Stochastic Processes is required. German language skills are beneficial but not strictly required. The successful candidate is meant to carry out research in the field of stochastics. The position comes with 4 hours of teaching per week. The formal announcement can be found here: https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=11284 Please forward this message to anyone you think might be interested and do not hesitate to contact Ecaterina Sava-Huss (Ecaterina.Sava-Huss(a)uibk.ac.at) for further details. Best wishes, Ecaterina Sava-Huss -- ----------------------------------------------------- Ecaterina Sava-Huss Department of Mathematics University of Innsbruck Technikerstrasse 13/7th floor/722b 6020 Innsbruck, Austria https://www.uibk.ac.at/mathematik/personal/sava-huss/ ----------------------------------------------------- <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> Mail priva di virus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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two 1-year (renewable to 2 years) postdoc positions at the Scuola Normale Superiore
by Stefano Marmi 01 Jun '20

01 Jun '20

Dear all, A call for two one-year research contracts (renewable up to 2 years) is open at the Scuola Normale Superiore di Pisa (Italy). The topics of the research are _"Quantitative construction and optimization of multi-factor portfolios in the equity and fixed income markets "_ and _"Portfolio construction and optimization of Multi-Asset Portfolios with a target volatility level, creation and optimization of “smart” Multi-Factor Portfolios in the Equity and Fixed Income asset classes "_ and it is part of a collaboration between Fineco and Scuola Normale. The research activity will be in tight collaboration with the Quantitative Team of Fineco Asset Management in Dublin. The details of the call are at - ITA: https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegni… - ENG: https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegni… The deadline is June 24. I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Stefano Marmi

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8 PhD positions at GSSI (fwd)
by Michele Gianfelice 01 Jun '20

01 Jun '20

Salve, ricevo ed inoltro p.c.. Cordialmente, m.gianfelice ----------------------------------------------------------------------- Michele Gianfelice Dipartimento di Matematica e Informatica Università della Calabria Telephone : +39 0984 496412 Campus di Arcavacata Fax : +39 0984 496410 Ponte P. Bucci - cubo 30B email: gianfelice(a)mat.unical.it I-87036 Arcavacata di Rende (CS) www.mat.unical.it/~gianfelice/ ----------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Sun, 31 May 2020 01:18:52 +0200 From: Pierangelo Marcati <pierangelo.marcati(a)gssi.it> To: Pierangelo Marcati <p.marcati(a)gmail.com> Subject: 8 PhD positions at GSSI DEADLINE June,11 Dear Colleagues, This is to announce the opening for 8 PhD Fellowships in ?Mathematics in Natural, Social and Life Sciences? at Gran Sasso Science Institute (GSSI) starting in October 2020 - deadline for application: June 11, 2020, info: https://applications.gssi.it/phd/ The 8 PhD fellowships including "4 years - ? 16.159,91 gross yearly - free accommodation - free luncheon vouchers and canteen", are awarded in the area of Mathematics of GSSI (https://www.gssi.it/people/professors/lectures-maths) Among them 2 fellowships are given within the GrowBot FET - EU project, under the direction of Professor Pierangelo Marcati. https://growbot.eu/ Interested candidates can apply to both programs by submitting two different applications. Students and researchers in Mathematics at GSSI are encouraged to interact with other scientific communities. At GSSI, we believe that the interdisciplinary endeavor is the most effective way to do science and benefit society. Mathematical models are ubiquitous in physics, engineering, information theory, social and life sciences, as they provide a formidable framework to describe the time evolution of deterministic, stochastic and complex systems, which is one of the main goals at GSSI. Within the PhD program in Mathematics in Natural, Social and Life Sciences a priority has been established on mathematical modeling, both towards the traditional areas of application, such as Physics or Engineering, and towards emerging issues in Biology and in the Social Sciences. GSSI mathematics researchers are interested in tackling many problems with complementary perspectives and methods. The area of Mathematics is characterized by four large macro-sectors: Applied Partial Differential Equations, Stochastic Analysis, Numerical methods and Continuum Mechanics modeling. Within these sectors there is a shared interest in problems related to fluid dynamics, quantum mechanics, statistical mechanics and also its applications to data science. Important ideas of classical analysis, probability theory, mathematical physics and theoretical physics are used also for less traditional applications. Numerical linear algebra and numerical optimization help to design new models and accompanying numerical algorithms for applications in data mining, machine learning and network science. Continuum mechanics models, computational methods in fluid dynamics are used not only in their traditional field at the boundary between applied mathematics and theoretical engineering, but also in nonconventional problems like modeling the full heart function.

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Conference del prof. Phili Protter -June 8th 2020
by Fabio Antonelli 27 May '20

27 May '20

UNIVAQ RANDOM TALKS - The Ph.D. COLLOQUIUM ________________________________ Online conferences on Probability and Applications at DISIM - UNIVERSITÁ DI L'AQUILA Monday June 8th 2:30 p.m. - ZOOM Videoconference platform Prof. Philip Protter Statistics Department Columbia University Nonlinear Valuation in Credit Risk Everybody is welcome, please subscribe by the following form The day of the seminar, participants will receive an invitation by e-mail https://docs.google.com/forms/d/e/1FAIpQLSfivXQHs0ZbxtQG8anBnzTSy1Tq_uWN7sG… (max. 100 participants) No need to subscribe, if, in a previous form, you asked to be always included Abstract: In a series of recent papers, Damiano Brigo, Andrea Pallavicini, and co-authors have shown that the value of a contract in a Credit Valuation Adjustment (CVA) setting, being the sum of the cash flows, can be represented as a solution of a decoupled forward-backward stochastic differential equation (FBSDE). CVA is the difference between the risk-free portfolio value and the true portfolio value that takes into account the possibility of a counter party's default. In other words, CVA is the market value of counter party credit risk. This has achieved noteworthy importance after the 2008 financial debacle, where counter party risk played an under-modeled but huge risk. In their analysis, Brigo et al make the classical assumption of conditional independence of the default times, given the risk-free market filtration. This does not allow for the possibility of simultaneous defaults. We weaken their assumption, replacing it with a martingale orthogonality condition. This in turn changes the form of the BSDE that arises from the model. My talk is based on joint work with Aditi Dandapani. --------------------------------- Fabio Antonelli DISIM - Università di L'Aquila

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Probability Webminar: Giuseppe Cannizzaro (University of Warwick) [Padova 05/06, 11.00]
by alessandra bianchi 27 May '20

27 May '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 05 at 11 by the zoom platform. ________________________________________________________ Speaker: Giuseppe Cannizzaro (University of Warwick) Title: A new Universality Class in (1+1)-dimensions: the Brownian Castle 05 JUNE (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: In the context of randomly fluctuating interfaces in (1+1)-dimensions two Universality Classes have generally been considered, the Kardar-Parisi-Zhang and the Edwards-Wilkinson. Models within these classes exhibit universal fluctuations under 1:2:3 and 1:2:4 scaling respectively. Starting from a modification of the classical Ballistic Deposition model we will show that this picture is not exhaustive and another Universality Class, whose scaling exponents are 1:1:2, has to be taken into account. We will describe how it arises, briefly discuss its connections to KPZ and introduce a new stochastic process, the Brownian Castle, deeply connected to the Brownian Web, which should capture the large-scale behaviour of models within this Class. This talk is based on a joint ongoing work with Martin Hairer. -- 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 course "Fractional Brownian motion and non-Markovian modeling" by P. Pigato
by Lucia Caramellino 26 May '20

26 May '20

Dipartimento di Matematica, Università di Roma “Tor Vergata” PhD School in Mathematics Announcement of a PhD course (10 hours, online) Paolo Pigato (Università di Roma "Tor Vergata", WIAS Berlin): Fractional Brownian motion and non-Markovian modeling Abstract. In several applications of stochastic analysis (financial engineering, telecommunication networks, ...), it is desirable to model real-world quantities which are non-Markovian, for example because the noise process exhibits slowly decaying auto-correlations and long memory. In this course we will focus on fractional Brownian motion, a prototypical example of non-Markovian process. Such process is a generalisation of Brownian motion with Holder regularity possibly different than 1/2 and it is not a martingale. We will consider large deviations problems, simulation methods and some examples of application. Schedule. - Friday June 05, 2020; h. 14-16 - Tuesday June 09, 2020; h. 14-16 - Thursday June 11, 2020; h. 14-16 - Tuesday June 16, 2020; h. 14-16 - Thursday June 19, 2020; h. 14-16 Information at http://www.mat.uniroma2.it/~dott/corsi.html <http://www.mat.uniroma2.it/~dott/corsi.html> http://www.mat.uniroma2.it/~macci/corso-dottorato-pigato.htm <http://www.mat.uniroma2.it/~macci/corso-dottorato-pigato.htm> How to join the course. The course will take place on the "Teams" platform. Those who do not have an account on Teams can join the course through Chrome or Edge. Please write to caramell(a)mat.uniroma2.it <mailto:caramell@mat.uniroma2.it> (subject: PhD course) to be part of the mailing list to which instructions for accessing the course will be sent.

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PhD in Computational Mathematics and Decision Sciences
by Giacomo Aletti 26 May '20

26 May '20

The admission procedure for the PhD program in Computational Mathematics and Decision Sciences at University of Pavia is now open, see http://phd.unipv.it/call-36/ We have 6 scholarships, of which 1 reserved for foreign (non-Italian) students. The deadline is June 24, 2020. Please share this call for applications with potential candidates. Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090

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Fwd: [stoch-ned-l] COFUND: vacancies for PhD positions
by Gianmarco Bet 26 May '20

26 May '20

Cari colleghi, Vi segnalo numerose PhD openings nel programma NETWORKS in Olanda. Conosco personalmente i PI e il programma, e posso attestare che l’ambiente di ricerca è davvero ottimo. La scadenza è molto vicina, quindi vi invito a girare questo annuncio ai vostri studenti interessanti in probabilità applicata e/o combinatoria e/o modelli discreti. Sono a completa disposizione se voi (o i vostri studenti) avete domande specifiche. Un caro saluto, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 22 ---------------------------------------------------------------------- > Begin forwarded message: > > From: "Mandjes, Michel via stoch-ned-l" <stoch-ned-l(a)lists.science.uu.nl> > Subject: [stoch-ned-l] COFUND: vacancies for PhD positions > Date: 8 May 2020 at 16:21:39 CEST > To: "Zanten, J.H. van via stoch-ned-l" <stoch-ned-l(a)lists.science.uu.nl> > Reply-To: "Mandjes, Michel" <m.r.h.mandjes(a)uva.nl> > > 14 PhD Positions in Stochastics and Algorithmics in NETWORKS (the Netherlands) > > The NETWORKS project is a collaboration of world-leading researchers from four institutions in The Netherlands: TU Eindhoven <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>, University of Amsterdam <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fyoutu.be%…>, Leiden University <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…> and the Centrum Wiskunde & Informatica (CWI) <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>. Research in NETWORKS focuses on stochastics and algorithmics for network problems. NETWORKS offers a highly stimulating research environment and an extensive training program for PhD students. > > Recently NETWORKS was awarded a COFUND grant the Marie Skłodowska-Curie Actions, funded by the European Commission. The grant allows NETWORKS to expand its activities by opening positions for an additional 14 PhD students. As a NETWORKS-COFUND PhD student you can define your own PhD project in one of the research areas mentioned above, in collaboration with your NETWORKS supervisors. > > Application deadline > 31 May 2020 > Contract > full time employment contract for 4 years > Salary indication > from €2.325 to €2.972 in 4 years > Location > The Netherlands (Amsterdam, Eindhoven, Leiden) > Are you interested in the stochastics and algorithmics behind network problems? And would you like to be part of this project with its many activities? Then go to https://www.thenetworkcenter.nl/Open-Positions/openposition/29/14-PhD-Posit… <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.thene…> > On this website you can find an extensive information package about these positions, including further details about the application procedure. > > _______________________________________________ > stoch-ned-l mailing list > SMS-VvS+OR/ > Section Mathematical Statistics of > The Netherlands Society for Statistics and Operations Research. > stoch-ned-l(a)lists.science.uu.nl > https://mailman.science.uu.nl/mailman/listinfo/stoch-ned-l

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Postdoc in stochastic control at University of Uppsala (Sweden)
by Tiziano De Angelis 25 May '20

25 May '20

Dear All, Please find below links for 2 open postdoctoral positions in stochastic control at the University of Uppsala (Sweden). The deadline for application is 12 June. https://www.math.uu.se/the-department/vacant-positions/?positionId=334386 and https://www.math.uu.se/the-department/vacant-positions/?positionId=334402 Best wishes Tiziano

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Junior Professorship (W1) in Mathematical Economics at Bielefeld: NEW DEADLINE JUNE 05
by Giorgio Ferrari 24 May '20

24 May '20

Dear All, I hope this email finds you well. I am writing to inform that the deadline for applications for the post advertised below has been extended to *JUNE 05, 2020*. Best wishes and have a nice Sunday, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% The *Center for Mathematical Economics *(Institut für Mathematische Wirtschaftsforschung, IMW) and the *Faculty of Business Administration and Economics* at Bielefeld University are seeking to fill the following position as soon as possible: *Junior Professorship (W1) in Mathematical Economics* We are looking for outstanding, internationally visible candidates in research and teaching who are qualified by excellent publications in one of the research areas of the Center for Mathematical Economics. Interdisciplinary research and teaching across faculties traditionally plays an important role at the Center for Mathematical Economics. We expect participation in the existing and planned joint third-party funded projects of the Center, the Faculty of Economics and Business Administration, and other faculties, especially in the interdisciplinary context. The connection to the Collaborative Research Center 1283 `` Taming Uncertainty and Profiting from Randomness ... ’’ plays an important role for this professorship. We are looking for young researchers who can make a significant contribution to the economic sub-projects of the Collaborative Research Center; potential topics include dynamic game theory (differential games, mean-field games) as well as the analysis of financial markets (equilibrium models in continuous time), industrial dynamics (dynamic I.O.) or complex decisions under uncertainty (e.g. recursive dynamic utility). Teaching is to be provided in the research-oriented Master and Bachelor programs of the Faculty of Economics and Business Administration, especially in Mathematical Economics. The prerequisites for the position are a university degree, pedagogical aptitude and the special ability for scientific work, which is usually demonstrated by the outstanding quality of a doctorate. The position is initially for three years, and can be extended to six years after a positive evaluation. Applications from suitably qualified handicapped and severely handicapped persons are explicitly encouraged. Bielefeld University has received a number of awards for its achievements in the provision of equal opportunity and has been recognized as a family-friendly university. The university welcomes applications from women. Applications are handled according to the state's equal opportunity statutes. Applications with the usual documents (curriculum vitae, copies of certificates, list of publications with identification of up to 10 most important publications, a 2-page research and teaching concept) should preferably be submitted till *JUNE 05**, 2020* to: Bielefeld University Center for Mathematical Economics (IMW) Frau Buiwitt-Robson Postfach 10 01 31 33501 Bielefeld or by e-mail as a single PDF file to: IMW(a)uni-bielefeld.de Please refrain from submitting application folders and submit photocopies only, as the application documents will be destroyed at the end of the selection procedure. Please note that risks to confidentiality and unauthorized access by third parties cannot be ruled out when communicating via unencrypted e-mail. Information on the processing of personal data can be found at: https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Fwd: [umr8050] Extension de la date limite de candidature M2 Bézout
by Lucia Caramellino 22 May '20

22 May '20

Ricevo e volentieri inoltro un annuncio di borsa di studio per un master presso Paris-Est, riservata a studenti stranieri. Per inciso, gli indirizzi del master sono: - mathematics: mathematics of finance and data; probability theory and statistics of new data; analysis and applications (images, compressed sensing); - computer science: imaging sciences; software; systems and services for the Internet of Things; smart systems and applications. Saluti, Lucia > De: "raphael danchin" <raphael.danchin(a)u-pec.fr <mailto:raphael.danchin@u-pec.fr>> > À: "umr8050" <umr8050(a)listes.math.cnrs.fr <mailto:umr8050@listes.math.cnrs.fr>> > Envoyé: Vendredi 22 Mai 2020 10:17:37 > Objet: [umr8050] Extension de la date limite de candidature M2 Bézout > > > Dear colleague, > > The 2020-2021 hiring campaign for the international Bézout master's program is now open until May 28, noon (Paris time). It is directed towards excellent students in mathematics or computer science (or both) from foreign institutions willing to pursue their studies in Université Paris Est at the master level. The laureates will receive a 11-month grant of about 1300€ per month and will be proposed a room on the campus. Furthermore, the best students will then be invited to join the PhD program of the Doctoral School MSTIC (Mathematics, Sciences and Information and Communication Technology) of Université Paris-Est. > > The details of the program and a link to the application website can be found here: http://bezout.univ-paris-est.fr/masters-scholarships/ <http://bezout.univ-paris-est.fr/masters-scholarships/> > > A description of the activities of the Bézout Labex can be found in the leaflet here: http://bezout.univ-paris-est.fr/wp-content/uploads/2020/03/bezout-leaflet.p… <http://bezout.univ-paris-est.fr/wp-content/uploads/2020/03/bezout-leaflet.p…> > Contact: Raphaël Danchin <danchin(a)u-pec.fr <mailto:danchin@u-pec.fr>> +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell>

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Master of Science in Economics (University of Rome "Tor Vergata")
by Paolo Gibilisco 22 May '20

22 May '20

Dear Colleagues, please find enclosed some information on the Master of Science in Economics of the Department of Economics and Finance of the University of Rome “Tor Vergata”. Do not hesitate to contact me if you need further information. Best regards Paolo Gibilisco Associate Professor Department of Economics and Finance University of Rome “Tor Vergata” Via Columbia 2, Rome, 00133, Italy Phone: +39-06-72595956 Email: paolo.gibilisco(a)uniroma2.it <mailto:paolo.gibilisco@uniroma2.it> Home page: https://economia.uniroma2.it/def/faculty/142/gibilisco-paolo <https://economia.uniroma2.it/def/faculty/142/gibilisco-paolo#> ----------------------------------------------------------------------------------------------------- Dear Colleague, I am pleased to announce the 2020/2021 edition of the Master of Science in Economics <https://economia.uniroma2.it/master-science/economics> at the Department of Economics and Finance of Tor Vergata University of Rome. I would be grateful if you could help me spread the information about our program and recommend us to your most talented and motivated students. The MSc Economics (LM-56) is a two-year graduate program entirely taught in English and designed for highly qualified students. It provides students with a thorough knowledge and understanding of the concepts, tools and methods of economics, together with the application of these methods to the analysis of economic problems. We are committed to providing our students with high quality teaching from some of the best in the Department, which was recognized as a department of excellence by the MIUR. We have already prepared contingency plans, including options for studying remotely, in the event that our standard practices must be changed due to the COVID-19 epidemic. An important characteristic of the program is that we follow our students closely. They are provided with academic support and a personal tutor who follows them throughout the entire program. Moreover, annual extra-curricular initiatives are organized to strengthen their professional skills and to allow easy access to employment or further academic opportunities. We offer study grants for the best students enrolling in the first year as well as monetary awards to the best-performing first-year students. Selected second-year students have the opportunity to attend a Dual Degree Program in partnership with the University of Gothenburg or the University of Konstanz. Additional funding is also awarded to students to encourage participation in Summer Schools, database purchases, GRE test and MATLAB Associate Level Certification. The MSc Economics is the ideal program for those who want to acquire advanced analytical skills to pursue a career in national and international institutions, or who want to prepare for a Ph.D. program in Economics. The excellent placement of our graduates may be consulted on the employment statistics page <https://economia.uniroma2.it/master-science/economics/employment-statistics…> and on the Alumni page <https://economia.uniroma2.it/master-science/economics/Alu/> of our website. Applications are currently open for the 2020/2021 academic year. The application deadline is June 30, 2020 for non-EU students and August 16, 2020 for EU students. The Call for applications is available here <https://economia.uniroma2.it/master-science/economics/admissions/>, feel free to share this link with interested candidates and other colleagues from your institution. I will be available to provide additional information during the Online Open Day on June 16, 2020 <https://economia.uniroma2.it/cal/855/msc-economics-online-open-day#.XsVCUC-…> at 5pm on Microsoft Teams. Should you wish to have additional information or discuss anything related to the program, please do not hesitate to contact me. Best regards, Alberto Iozzi Master of Science in Economics, Director ----------------------------------------------------------------- Prof. Alberto Iozzi Department of Economics and Finance Tor Vergata University of Rome Via Columbia 2, 00133 Rome - Italy Tel. +39 06 7259 5923 Fax + 39 06 2040 219 Webpage: sites.google.com/view/albertoiozzi/home <https://sites.google.com/view/albertoiozzi/home> ----------------------------------------------------------------

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Webinar RIGON
by Pierpaolo De Blasi 22 May '20

22 May '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/research/webinars/> Venerdì 29 Maggio 2020, alle ore 15:00, si terrà il seguente webinar: ------------------------------------------------ Tommaso RIGON (Duke University) *A generalized Bayes framework for probabilistic clustering* Abstract: Clustering methods such as k-means and its variants are standard tools for finding groups in the data. However, despite their huge popularity, the underlying uncertainty can not be easily quantified. On the other hand, mixture models represent a well-established inferential tool for probabilistic clustering, but they are characterized by severe computational bottlenecks and may have unreliable solutions in presence of misspecifications. Instead, we rely on a generalized Bayes framework for probabilistic clustering based on Gibbs posteriors. Broadly speaking, in such a setting the log-likelihood is replaced by an arbitrary loss function and this arguably leads to much richer families of clustering methods. Our contribution is two-fold: first, we describe a clustering pipeline for efficiently finding groups and then quantifying the associated uncertainty. Second, we discuss two broad classes of loss functions which have advantages in terms of analytic tractability and interpretability. Specifically, we consider losses based on Bregman divergences and pairwise dissimilarities and we show they can be interpreted as profile and composite log-likelihoods, respectively. Full Bayesian inference is conducted via Gibbs sampling but efficient deterministic algorithms are available for point estimation. As an important byproduct of our work, we show that several existing clustering approaches can be interpreted as generalized Bayesian estimators under specific loss functions. Hence, our methodology can be also used to formally quantify the uncertainty in widely used clustering approaches. (joint work with Amy Herring and David Dunson, Duke University) ------------------------------------------------ Chiunque volesse collegarsi al webinar è pregato di inviare una email entro mercoledi 27 Maggio a pierpaolo.deblasi(a)unito.it Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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LMS Invited Lecture Series 2020
by Enrico Scalas 21 May '20

21 May '20

Car* collegh*, vi segnalo questo evento on-line: LMS Invited Lecture Series 2020 Fractional Calculus and Fractional Stochastic Calculus, Including Rough-Paths, with Applications, 15 Jun, 09:00 – 19 Jun, 16:00 https://www.lms2020.boguslavsky.net/ con lezioni di Yulia Mishura, Taras Shevchenko National University of Kyiv, Ukraine e vari seminari su temi correlati. Dalla pagina web e' possibile registrarsi. Cordiali saluti, Enrico Scalas

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Postdoc position in Vienna
by Ulisse Stefanelli 21 May '20

21 May '20

Dear Colleagues, I would like to bring to your attention a postdoc opening (University Assistant) in Vienna, details are below. Kind regards Ulisse Stefanelli ************************************************ The Faculty of Mathematics of the University of Vienna is inviting applications for a University-Assistant position (postdoc), limited to 3 years. We are looking for a highly qualified researcher with strong background in calculus of variations or evolution equations, also of stochastic type. The start date is 1.7.2020 or as soon as possible thereafter. The position comes with max. 4h of teaching per week, mostly exercise classes. The monthly gross salary is in the range 3.8-4.3 K€, depending on the experience level. Applications have to be submitted via the jobcenter of the University of Vienna: https://personalwesen.univie.ac.at/jobs-recruiting/job-center/ by navigating to 'Aktuelle Stellenausschreibungen', reference number 10846. Informal enquiries to ulisse.stefanelli(a)univie.ac.at ________________________________________ Ulisse Stefanelli (Univ.-Prof., PhD) Faculty of Mathematics, University of Vienna Oskar-Morgenstern-Platz 1,1090 Vienna, Austria ulisse.stefanelli(a)univie.ac.at ________________________________________

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Annuncio Convegno Online
by Enrica Pirozzi 20 May '20

20 May '20

Carissimi nei pomeriggi dei giorni 1-2 e 8-9 Luglio si terrà in modalità online un workshop dal titolo: "Kick-Off Meeting of Prin 2017 Project: Stochastic Models for Complex Systems" (PRIN articolato nelle sedi di Lecce, Salerno e Napoli) dedicato alla presentazione dei primi risultati scientifici ottenuti nell'ambito del progetto. Per tutti i dettagli vi invitiamo a collegarvi al sito dedicato seguendo il link qui sotto: https://sites.google.com/view/kick-off-meeting/home Cari saluti Roberta Schiattarella, Mariella Longobardi, Nello Buonocore, Igia Caputo, Enrica Pirozzi. -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Posizione RTD-B in Machine Learning presso la Scuola IMT Lucca
by Irene Crimaldi 20 May '20

20 May '20

Caro Collega, la Scuola IMT Lucca (www.imtlucca.it) sta valutando l'opportunità di bandire a breve una posizione di ricercatore a tempo determinato di tipo B nell'area del Machine Learning. Dato che il tema è affrontato da varie comunità scientifiche, il settore scientifico disciplinare nel quale bandire verrà scelto a valle della raccolta di espressioni di interesse. Chiunque fosse interessato alla posizione di cui sopra è pregato di inviare al decano, Prof. Rocco De Nicola (rocco.denicola(a)imtlucca.it) un cv e un breve *statement* motivazionale, *preferibilmente entro il 15 giugno 2020.* Di seguito riporto il profilo che è stato recentemente deliberato dagli organi della Scuola. Pregherei di inoltrare questo messaggio a chiunque fosse a conoscenza di potenziali interessati. Rimango a disposizione per qualsiasi altro dettaglio. Cari saluti, Irene Crimaldi --------PROFILO: L'assunzione di un esperto di Machine Learning è finalizzata ad accrescere le competenze sui metodi quantitativi per lo sviluppo di modelli di sistemi dinamici e alla loro previsione, regolazione e ottimizzazione, della Scuola IMT. Questa figura da un lato alimenterà l’arsenale di competenze metodologiche della Scuola e dall'altro lato sarà funzionale a fornire strumenti quantitativi alle aree dell'economia e del management nonché dell'analisi e gestione del patrimonio, delle attività e dei fenomeni culturali. Il ricercatore, oltre a consolidate conoscenze ed ottime pubblicazioni nel settore del machine learning, con particolare riferimento alle tematiche dell’apprendimento basato su reti neurali e alberi decisionali, dell’identificazione di sistemi dinamici, degli algoritmi di ottimizzazione, della regressione e all’analisi statistica multivariata, dovrà dimostrare la capacità di applicare le proprie competenze a problemi reali e di collaborare in attività di ricerca di tipo multidisciplinare.

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Borse di dottorato in area Statistica / Data Science presso il Politecnico di Milano
by Laura Maria Sangalli 19 May '20

19 May '20

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito il bando di ammissione al 36esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 29 Maggio, ore 14 ** http://www.dottorato.polimi.it/fileadmin/files/dottorato/concorso_linkweb/B… Sono disponibili varie borse in area Statistica / Data Science. Nell'ambito del dottorato in Metodi e Modelli Matematici per l'Ingegneria sono disponibili 8 borse libere, per le quali i candidati possono proporre progetti in area Statistica / Data Science Contatti: alessandra.guglielmi(a)polimi.it, anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it Nell'ambito del dottorato in Data Analytics and Decision Sciences sono disponibili le borse - "Patient representation methods for risk stratification in oncology" Contatto: francesca.ieva(a)polimi.it - "Impact Analysis in Real World Clinical Oncology" Contatto: anna.paganoni(a)polimi.it - "Learning analytics to support policies and managerial decision making in educational institutions" Contatto: anna.paganoni(a)polimi.it - “Cyber-Capital and impact on the urban rent” Contatti: valeria.fedeli(a)polimi.it, simone.vantini(a)polimi.it - "Neurosciences and genomics: advanced data analytic methods" Contatto: laura.sangalli(a)polimi.it ENGLISH: Several fellowships are available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Call: http://www.dottorato.polimi.it/en/ Deadline for applications: 29 May 2020 at 14:00, Italian time Within the PhD program in Mathematical Models and Methods in Engineering 8 fellowships are available in the generic field of Mathematics and Statistics, that can be targeted to Statistics / Data Science Contacts: alessandra.guglielmi(a)polimi.it, anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it Within the PhD program in Data Analytics and Decision Sciences fellowships on the following topics are available: - "Patient representation methods for risk stratification in oncology" Contact: francesca.ieva(a)polimi.it - "Impact Analysis in Real World Clinical Oncology" Contact: anna.paganoni(a)polimi.it - "Learning analytics to support policies and managerial decision making in educational institutions" Contact: anna.paganoni(a)polimi.it - “Cyber-Capital and impact on the urban rent” Contacts: valeria.fedeli(a)polimi.it, simone.vantini(a)polimi.it - "Neurosciences and genomics: advanced data analytic methods" Contact: laura.sangalli(a)polimi.it —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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2020/21 PhD Programs at the IMT School for Advanced Studies Lucca
by Irene Crimaldi 19 May '20

19 May '20

*2020/21 PhD Programs at the IMT School for Advanced Studies Lucca* Deadline for applications – July 10th 2020, 12 pm CEST Applications are now being accepted for the 2020/21 PhD Programs at the IMT School for Advanced Studies Lucca (www.imtlucca.it) one of the six Schools of Excellence in Italy and one of the highest rated graduate schools in Europe according to the most recent U-Multirank survey. Highly motivated candidates from all disciplines are invited to apply for one of the *32 fully-funded positions.* The 32 scholarships are equally divided between the two doctoral Programs that integrate scientific competences of economics, engineering, computer science, neuroscience and behavioral psychology, physics, applied mathematics, statistics, history and sciences of cultural heritage. *Economics, Networks and Business Analytics* is one of the four field-specific tracks offered and is under the “Systems Science” PhD Program. This Track provides participants with a solid knowledge on modern analytical methods in economics and management. With its multidisciplinary approach, the track is unique in its deployment of a strong integration of concepts, analytical foundations, and practical expertise, to educate the new generation of economists, scientists and practitioners with distinctive capabilities in analyzing, interpreting, and managing complex socio-economic systems. Graduates will be trained to become researchers and decision makers in academia, policy and industry by integrating knowledge at the boundary of Economics, Statistical Physics, Computer and Social Sciences with the unifying language of Mathematics and Statistics. Close associations with a selected set of companies and institutions provide the opportunity to analyze relevant problems, motivating new analytical techniques from practical problem solving. Students are involved in the analysis of real world high dimensional data, in collaboration with companies and institutions. During their doctoral studies, students are encouraged to carry out their research with the School’s Research Units. ENBA students also have the possibility of completing their theses under the joint supervision (Double-degree) with KU Leuven or the University of Alicante. Courses are led by world-renowned researchers and provide students with all the theoretical skills and advanced tools required for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis in economic, social, scientific, technological and cultural domains. Specialized faculty and staff create a network that provides key guidance and support throughout the PhD Program. Working closely with faculty, both in the classroom and in the development of research, students reach the highest levels of scholarly achievement. IMT School PhD graduates will be able to use the skills they acquired during their studies to recognize and resolve complex problems, to choose the most appropriate method or instrument to utilize when approaching these problems, even in disciplines outside of their primary field of research. All students are based in the recently restored San Francesco complex, *a fully integrated Campus* in the historical center of the beautiful Tuscan city of Lucca. The Campus includes renewed residential facilities, an on-site canteen, study and living rooms, a state-of-the-art library and outdoor recreational spaces, which foster a unique cultural,professional and social environment for our doctoral program. Eligible students, in addition to *free room and* *board,* will also receive a *research scholarship which amounts to approximately €15,300/year. *The scholarships are *fully-funded for up to four years,* with a possibility of graduating after the third year. The PhD Programs at the IMT School attracts students from around the world, providing a truly international environment. English is the official language of the School. Moreover, all students will have the opportunity to spend periods abroad at research institutes, laboratories or universities, both within the Erasmus+ framework and through ad hoc mobility agreements. Most IMT School PhD Graduates have reached prominent roles in academics, governmental institutions, public and private companies or professions across the globe. To find out more about the School, the admission requirements and how to apply, please visit the following link: https://www.imtlucca.it/en/phd/information-for-students *Deadline for applications – July 10th 2020, 12 pm CEST* Find the IMT School on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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Call of Interest on High-Dimensional Networks Econometrics
by Roberto Casarin UNIVE 18 May '20

18 May '20

*Advertiser: Department of Economics, Ca' Foscari University Venice (Università Ca’ Foscari)** **Field(s) of specialization: Econometrics* Position type(s): Research Assistant Target date for applications: 25 May 2020 Application deadline: 31 May 2020 (accepting applications) CALL OF INTEREST POSITIONS AS RESEARCH FELLOW AT ITALIAN UNIVERSITIES: University of Bologna, *Ca' Foscari University*, Free University of Bozen-Bolzano Under the Italian PRIN Project entitled “Hi-di network econometric analysis of high dimensional models with network structures in macroeconomics and finance – PROT. 2017TA7TYC” funded by the Italian Ministry of Education, the Departments of Economics at the University of Bologna, the *Department of Economics of the Ca’ Foscari University of Venice* and the Faculty of Economics and Management at Free University of Bozen-Bolzano are opening a call of interest for three positions as Research Fellow (one position for each university). The positions will be funded by the project up to 24 months. The research project covers the following topics: *(i) Development of novel multivariate econometric models and methods able to deal with network effects and to take into account time varying relationships. Attention will be paid on how latent factors drive economic systems and are subject to instability. Their roles will be studied and compared in the pre- and post-coronavirus era.** * *(ii) Analysis of interconnected networks: either physical or intangible networks, observed or estimated. Results will expand academic knowledge on statistical modelling of network event data in a broad range of areas including, but not limited to, social media information diffusion, economic/financial crises contagion and epidemic/disease spread phaenomena.** * (iii) Economic impact of uncertainty: uncertainty is expected to act as a key driving factor in the aftermath of the covid-19 shock and the focus will be also on the policy actions necessary at the macro level to offset the economic consequences of a shock of size never experienced by world economies after WW2. Interested researchers can express their willingness to apply not later than 31st May 2020. Applications should include the CV of the candidate a short research proposal related to the topics covered by the project, and the indication of the University where the research activity will be carried out. For further information please contact: *- Monica Billio (billio(a)unive.it) - Department of Economics of the Ca’ Foscari University of Venice** * - Giuseppe Cavaliere (giuseppe.cavaliere(a)unibo.it) - Departments of Economics at the University of Bologna - Francesco Ravazzolo (francescoravazzolo(a)unibz.it) - Faculty of Economics and Management at Free University of Bozen-Bolzano -- Roberto Casarin, PhD Professor of Econometrics University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://sites.google.com/view/robertocasarin/ IMEF: http://www.unive.it/imef VERA: http://www.unive.it/vera ORCID: https://orcid.org/0000-0003-1746-9190 -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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