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4 postdoc positions open (ONLY from abroad!), University of Oslo, Norway
by Valeria Vitelli 25 Feb '20

25 Feb '20

Apologies for cross-posting ------------------------------------------------------------------------------------------- *Four postdoc positions in Biostatistics are offered at the University of Oslo (UiO), Norway. The positions are each three years appointments for incoming fellows from abroad .* *Call:* https://www.med.uio.no/english/research/scientia-fellows/apply/ *Deadline for submission: 30th April 2020IMPORTANT! Deadline for contacting the UiO PI: 20th March 2020* *SCIENTIA FELLOWS* is a transnational research fellowship programme in the field of Health Life Sciences at UiO, funded by the EU Horizon 2020 under the Maria Skłodowska-Curie scheme. The purpose of the three years postdoc is to produce scientific results of the highest quality, in collaboration with your host at UiO and its other partners. You will also be part of UiO's career development programme designed for researchers at the beginning of their career, including our Health Innovator course which aims to provide researchers with tools and insight into how innovation can be put to work for the benefit of patients, the healthcare system and society. At completion of your three year term, your academic profile will be such that you can successfully apply to the best research positions worldwide. All four positions will be at the Oslo Center for Biostatistics and Epidemiology (OCBE), UiO ( https://www.med.uio.no/imb/english/research/centres/ocbe/) and in collaboration with the Oslo University Hospital. *Eligibility:* - You possess a PhD degree (at the latest by 1 July 2020) in statistics, biostatistics, mathematics, computer science or other related disciplines with a documented competence in statistics, biostatistics or mathematics. - You have not been resident in Norway for more than 12 months in the last 3 years. You apply for each position separately, for just one or more. Mention clearly which position you are applying for. See descriptions below and here: https://www.biginsight.no/news/2020/2/24/scientia-fellow-ii-postdoc-positio… . *If you are interested in any of these positions, please contact the corresponding UiO PI by sending her/him an email with your CV and links to your papers as early as possible and by March 20th, 2020.* You and your UiO host PI will identify common research interests and discuss the concept of your research proposal. While you are responsible for the research proposal, you will discuss your application via Skype and email, and your host will help you to write a good proposal. Finally, in order to apply for the position, you have to submit the research proposal (and other documents as specified in the call) by April 30th, 2020. A Fellow of the Scientia Fellows programme will be employed at UiO for three years. The place of work is the UiO campus in Oslo. The gross salary of a Fellow will amount to 515 200 NOK/year. UiO will cover full health insurance and pay towards your pension with the Norwegian pension fund. As employee in Norway you have several welfare benefits. In addition UiO will support research costs (laptop, travel, courses etc) with 54 600 NOK per year. For further information related to moving and settling in Norway, please visit the website of the International Staff Mobility Office ( https://www.uio.no/english/about/jobs/ismo/) which will also assist incoming fellows and their families with relocation to UiO. For more information, contact the hosts mentioned below. Detailed information and how to apply can be found here: https://www.med.uio.no/english/research/scientia-fellows/apply *Postdoc positions offered:* *1. Statistical learning for personalised cancer therapy* UiO PI Host: Manuela Zucknick ( https://www.med.uio.no/imb/english/people/aca/manuelkz/) Summary: We develop new multivariate (multi-task) methods to improve prediction of drug sensitivity or synergistic effects in drug combinations in large-scale pharmacogenomic screens based on molecular characterization of cancer cell lines and patient samples as well as properties of the drugs. One particular challenge is the integration of multiple heterogeneous data sources, for example via multiple kernel learning. *2. Scalable inference for genomic data integration*UiO PI Hosts: Valeria Vitelli (https://www.med.uio.no/imb/english/people/aca/valeriv/) and David Swanson (https://sojourningnorth.github.io/) Summary: The project focuses on scalable statistical methods for the integration and analysis of multi-omic data sources. We plan development of horizontal (multi-omic) and vertical (meta-analytic) integrative Bayesian clustering methods during project course with intended application to disease subtyping and signature/biomarker discovery. *3. Biostatistics and/or computational biology in precision medicine and systems pharmacology*UiO PI Hosts: Arnoldo Frigessi ( https://www.med.uio.no/imb/english/people/aca/frigessi/) and Kjetil Tasken (https://www.med.uio.no/klinmed/english/people/aca/ktasken/index.html) Summary: To individually tailor new treatments, we have established a laboratory and computational pipeline to test drugs and drug combinations on blood of individual patients with chronic lymphocytic leukemia and multiple myeloma. This project will develop new statistical and machine learning methodologies, algorithms and computational approaches, to predict the efficacy of drugs and drug combinations, including their synergetic power. *4. Biostatistics and/or bioinformatics in precision medicine for head and neck cancer*Hosts: Arnoldo Frigessi ( https://www.med.uio.no/imb/english/people/aca/frigessi/) and Eivind Hovig ( https://www.ous-research.no/hovig/) Summary: This project aims to identify early signals for head and neck cancer, biomarkers for efficacy of treatment, prediction of prognosis of the cancer, at individual level. We will develop new statistical and machine learning methodologies, algorithms and computational approaches, including deep learning based strategies, exploiting one of the largest international collection of data based on clinical trials for this type of cancer, with unique longitudinal follow-up data for survivors. -- Valeria Vitelli Oslo Center for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway mailto: valeria.vitelli(a)medisin.uio.no

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Summer School in Statistics @ Luxembourg University
by Giovanni Peccati 25 Feb '20

25 Feb '20

Dear Colleagues, a *Summer School in Statistics* will take place in *Luxembourg University* from *June 29 to July 3, 2020*. The speakers are - Z. Kabluchko (Münster) - K. Lounici (CMAP) - S. Robin (INRA) A dedicated website - with exact pointers to registration deadlines - has been created here: http://sandalschool.daloos.uni.lu/ Please, forward this message to any potentially interested researchers in your group. With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 24 Feb '20

24 Feb '20

19^th INTERNATIONAL CONFERENCE CREDIT 2020 */Environmental, Social and Governance Risks/* Venice, Italy 24 –25 September 2020 *GRETA Associati *(Venice, Italy), *Cattolica Assicurazioni* (Verona, Italy), *CRIF*(Bologna, Italy), *European Investment Fund* (Luxembourg), *European Investment Bank* (Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 24-25, 2020. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and climate-related events and may, in turn, suggest fruitful and policy-relevant directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association, AIAF - Associazione Italiana per l'Analisi Finanziaria *and the *Joint Research Center, European Commission *(Ispra, Italy), is the *nineteenth* of a series dedicated to various aspects of credit risk. //The UN 2030 Agenda for Sustainable Development and the adoption of European Commission’s Action Plan on Sustainable Finance mark important international commitments to the objective of a more sustainable economy and society. However, their successful implementation is tightly related to the scaling up of low-carbon investments and divestment from carbon-intensive investments. This, in turn, requires an assessment of the credit risks stemming from investors’ exposure to economic activities and assets that could be stranded by climate change. For instance, regulators’ discussion about the revision of capital requirements aimed to foster green investments (i.e. a green-supporting or a brown-penalising factor) is hampered by the unclear understanding of the implications of a regulatory change on individual institutions and systemic financial risk. Thus, financing the low-carbon transition is primarily a discussion about credit risk.// //The financial sector, and in particular the banking and insurance industries need to develop new portfolios’ risk management strategies and to adjust their credit allocation practices to cope with the opportunities and challenges of the low-carbon transition in the economy and finance. All t////hese changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design tailored and effective policy tools.//// The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: ·INVESTMENTS: Green Finance, Investments Principles, Real Estate Sustainability, Finance for Good; ·POLICIES: Climate Policies, Climate Financial Risk; European Green New Deal, Social Sustainability; ·INFORMATION: Non Financial Disclosure, Climate risk disclosure, ESG Ratings, ESG Taxonomies. The Scientific Committee for the Conference consists of: ·*Monica Billio *(Ca’ Foscari University of Venice & GRETA, Programme Chair)** ·*Marina Brogi *(Sapienza University of Rome)** ·*Francesca Campolongo *(Joint Research Center, European Commission)** ·*Helmut Kraemer-Eis *(European Investment Fund)** ·*Rainer Haselmann***(Goethe University, Frankfurt)** ·*Irene Monasterolo *(Vienna University of Economics and Business)** ·*Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)** ·*Roberto Rigobon *(MIT Sloan School of Management)** ·*Stephen Schaefer *(London Business School)** ** *CALL FOR PAPERS* The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Marina Brogi* (Sapienza University of Rome) and *Andrew W. Lo *(MIT Sloan School of Management). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake for embedding climate into credit risk. Those wishing to present a paper at the Conference should submit by *May 31, 2020 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2020*. The final version of accepted papers must be received by August 31, 2020. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm * Please accept our apologies for any crossed e-mails. -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mailbillio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2019http://www.greta.it/credit/credit2019/credit2019.htm

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A WINTER DAY IN PROBABILITY AND STATISTICAL PHYSICS - 6 MARCH 2020 (Gubinelli e Komjathy)
by Francesca Romana Nardi 24 Feb '20

24 Feb '20

Carissimi, Vi annunciamo che prossimamente si terrà la decima giornata di seminari (notare la location differente dal solito!) : A WINTER DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 6 March 2020 Lecturers: Massimiliano Gubinelli (Bonn) and Julia Komjathy (Eindhoven) Location: Aula Magna 327 Viale Morgagni 40, Firenze Link alla mappa: https://goo.gl/maps/zpsC9oGMeqw695jGA Note pratiche: Stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di mandare un email a francescaromana.nardi(a)unifi.it; gianmarco.bet(a)unifi.it; angela.caporicci(a)unifi.it con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Massimiliano Gubinelli (Hausdorff Center for Mathematics) Title: Universality in slow growth phenomena and singular martingale problems Abstract: In the last years there have been steady progress in understanding the large scale properties of one dimensional growing interfaces. In the regime where the growth is comparable to thermal fluctuations the interface are described via the Kardar-Parisi-Zhang equation (KPZ). This is a stochastic partial differential equation which contains a non-linearity whose precise meaning is not apriori clear. There are various analytic approaches to make sense of such an equation like regularity structures, paracontrolled distributions, rough paths. In this talk we will describe a further approach to the KPZ equation based on the probabilistic notion of martingale problem. This approach can be used to prove the scaling limit of interface fluctuations in a wide class of models. Due to the singular nature of the equation, the martingale problem has to be formulated in a non-standard way and several new ideas are needed to obtain a mathematically satisfactory theory. The aim of the first part of talk will be to give a wide perspective on the phenomenon of universality of the KPZ and related equations and in the issues involved in their definition. In the second part we will discuss more in details the well-posedness of the martingale problem, in particular the uniqueness problem. Prof. Julia Komjathy (Eindhoven University of Technology) Title: How to stop explosion by penalising transmission to hubs Abstract: In this talk we study the spread of information on infinite inhomogeneous spatial random graphs. We take a scale-free spatial random graph, where the degree of a vertex follows a power law with exponent tau >1. Examples of such graphs include: Scale free percolation, Geometric Inhomogeneous Random Graphs, and Hyperbolic Random Graphs. Then we equip each edge with a random and iid transmission delay L, and study the ball-growth of the first-passage infected cluster around the source vertex as a function of time. For a second, more realistic spreading model, the iid random transmission delay L through an edge with expected degrees W and Z is multiplied by a factor that is a polynomial of W,Z, (the penalty factor). We call the model outwards (inwards) explosive if it is possible to reach infinitely many vertices within finite time (if infinitely many vertices can reach a target vertex within finite time). We will discuss the criterion for explosion in the original model (no penalty factor) and in the penalised model. In particular, we will discuss that asymmetric penalty functions can lead to `outwards' explosion but no `inwards' explosion or the other way round. Joint work with John Lapinskas and Johannes Lengler. Program: 11.00-11.45 Introductory lecture: Gubinelli 11.45-12.00 Break 12.00-12.45 Seminar: Gubinelli 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Komjathy 15.15-15.30 Break 15.30-16.30 Seminar: Komjathy Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web http://web.math.unifi.it/users/fnardi/seminari/ o http://silicio.math.unifi.it/wordpress/probability/days-in-probability-and-… Vi aspettiamo numerosi Gianmarco Bet e Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy _______________________________________________ Dimai-news mailing list Dimai-news(a)lists.math.unifi.it https://lists.math.unifi.it/mailman/listinfo/dimai-news

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corso di dottorato M. Maurelli
by Marco Alessandro Fuhrman 24 Feb '20

24 Feb '20

Buongiorno a tutti. Il seguente corso di dottorato verrà tenuto prossimamente dal dott. Mario Maurelli (Università di Milano). Cordiali saluti. Marco Fuhrman ----------------- Title: Regularization by noise Abstract: We say that a regularization by noise occurs if a possibly ill-posed ODE or PDE becomes well-posed with the addition of a suitable noise term. The aim of the course is to introduce regularization by noise and show this phenomenon in some instructive examples, mostly for ODEs and linear transport-type PDEs. In particular, we will show the intuition behind and the techniques used for regularization by noise. During the course, we will also introduce some needed tools from analysis (like PDE estimates, Young integration) and stochastic analysis (like Ito formula). Luogo e orario delle lezioni: aula Dottorato (primo piano) del Dipartimento di Matematica dell'Università degli Studi di Milano, via Saldini 50, 20133 Milano lunedì 9 marzo, lunedì 16 marzo, lunedì 23 marzo, lunedì 30 marzo, lunedì 6 aprile dalle 10:00 alle 13:00 ------------------------------- <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Rinvio seminario di Dario Trevisan al Collegio Carlo Alberto
by Stefano Favaro 24 Feb '20

24 Feb '20

Nell’ambito delle misure di massima precauzione per contrastare la diffusione del coronavirus, comunico che Il seminario di Dario Trevisan al Collegio Carlo Alberto, previsto per venerdì 28 febbraio alle ore 12.00, è rinviato a data da destinarsi. Cordial saluti, Stefano Favaro

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workshop (fwd)
by Tiziano Vargiolu 24 Feb '20

24 Feb '20

---------- Forwarded message ---------- Date: Sun, 23 Feb 2020 22:58:01 +0000 From: Beatrice Acciaio <dre(a)math.beatrice-acciaio.net> To: vargiolu(a)math.unipd.it Subject: workshop Workshop announcement: "Advances in Mathematical Finance and Optimal Transport" June 22-26, 2020 at Centro di Giorgi, Pisa, Italy This conference brings together an interdisciplinary group of leading researches with interest in Mathematical Finance and related fields. Particular emphasis will be given to Robust Finance, the pathwise approach to Wasserstein geometry and Otto calculus, non-classical approaches to Portfolio Optimization, and Mathematical Economics. Additionally, Professor Walter Schachermayer's work will be honored as we also come together to celebrate his 70th birthday. Scientific Committee: Beatrice Acciaio (LSE), Mathias Beiglboeck (Vienna University), Christa Cuchiero (Vienna University), Irene Klein (Vienna University), Josef Teichmann (ETH Zurich) http://www.crm.sns.it/event/448/ Registration is free but required online in advance (http://www.crm.sns.it/event/448/registration.html)

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Rinvio seminario di Maurizia Rossi a Milano-Bicocca
by Francesco Caravenna 24 Feb '20

24 Feb '20

Nell'ambito delle misure precauzionali per contrastare la diffusione del coronavirus, comunico che il seminario di Maurizia Rossi a Milano-Bicocca, previsto per mercoledì 26 febbraio 2020, è rinviato a data da destinarsi. Cordiali saluti, Francesco Caravenna -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Fwd: Workshop on Randomness and PDEs
by Giuseppe Cannizzaro 22 Feb '20

22 Feb '20

Ricevo e inoltro. ---------- Forwarded message --------- Da: Weijun Xu <weijunx(a)gmail.com> Date: sab 22 feb 2020 alle ore 17:11 Subject: Workshop on Randomness and PDEs To: Giuseppe Cannizzaro <giuse.cannizzaro(a)gmail.com> Hi Giuseppe, As you know, we are organising the workshop *Randomness and PDEs* at Oxford from 29 June to 3 July. It includes three mini-courses by Nicolas Perkowski, Nikolay Tzvetkov and Hendrik Weber, and a few invited talks by experts in the field. More information can be found at: https://sites.google.com/view/randomness-pdes-2020 We have reserved a few accommodations for junior participants. I would be grateful if you could forward the information to the relevant mailing list. Best wishes, Weijun

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Seminario TREVISAN
by Stefano Favaro 21 Feb '20

21 Feb '20

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 28 Febbraio 2020, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Dario TREVISAN (Università di Pisa) THE LAW OF THE OPTIMAL MAP IN RANDOM EUCLIDEAN MATCHING PROBLEMS Random bipartite Euclidean matching problems can be seen as specific instances of optimal transport problems involving two random empirical measures, with a cost given by the Euclidean distance between pairs of sampled points. A heuristic approach, exploiting this connection and using a non-rigorous ``linearization'' of the problem, has been proposed in the physics literature (by Caracciolo et al. in 2014) strongly supported by numerical simulations. From a mathematical point of view, despite some partial success in the two dimensional case, many conjectures concerning asymptotics of matching/transportation costs and laws of optimal matchings/couplings remain open for a wide range of costs and geometries, especially in higher dimensional domains. Aim of this talk will be to review their current status, focusing on some recent results providing, in the two dimensional case, precise estimates on the distance between the optimal matching map and its ``linearized'' approximation (based on joint work with L. Ambrosio and F. Glaudo). ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Stefano Favaro

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Seminario di Maurizia Rossi a Milano-Bicocca (26 feb 2020)
by Francesco Caravenna 21 Feb '20

21 Feb '20

Ho il piacere di annunciare il seguente seminario di Maurizia Rossi (Università di Milano-Bicocca): "Random waves: a probabilistic overview with an accent on Geometry" che si terrà mercoledì 26 febbraio 2020 alle ore 14:00 in aula U5-3014 (Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca). Trovate l'abstract di seguito. Il seminario è rivolto a un pubblico matematico ampio. Tutti gli interessati, a partire dai dottorandi, sono invitati a partecipare. %%%%%%%%%%%%%%%% Abstract. The geometry of (deterministic) Laplace eigenfunctions on manifolds is a challenging research topic, several natural questions are still open in their full generality, for instance Yau's conjecture on nodal volumes. A probabilistic counterpart of these questions aroused great interest recently, in particular for the universal behavior of high-energy eigenfunctions (the so-called Berry's ansatz). In this talk we investigate the geometry of random waves on manifolds, i.e. geometrical properties of their excursion sets. The aim is to give an introduction to this theory and, if time permits, to present some of the most recent results in this area. %%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Associate Professor Positions @ Luxembourg University
by Giovanni Peccati 20 Feb '20

20 Feb '20

Dear Colleagues, an *Associate Professor* position (with promotion track) is open at the *Department of Mathematics of Luxembourg University (DMATH)*, in the area of *Statistics and Machine Learning* The deadline for applications is *March 30, 2020*. All relevant information can be found here http://emea3.mrted.ly/2f9vz Please, do not hesitate to forward this message to any potential candidate. With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Seminar announcement at LUISS - Talk by Giorgio Ferrari (Bielefeld University), 25/02/2020, 12:00
by Alessandro Calvia 20 Feb '20

20 Feb '20

Dear colleagues, on Tuesday, 25 February 2020, at 12:00, Prof. Giorgio Ferrari (Bielefeld University) will give a talk "On The Free Boundaries of Two Multi-dimensional Singular Stochastic Control Problems with Interconnected Dynamics" at LUISS "G. Carli" University, Department of Economics and Finance, viale Romania 32, room 304b. ------------ Abstract: We present two continuous-time stochastic control problems involving controls of bounded-variation. Those problems are motivated by questions arising in macroeconomic theory - as the optimal control of inflation via interest rates - and in operations research - as the optimal management of an inventory having impact on the demand of a good - and their characteristic is that the drift of a diffusive component of the two-dimensional state variable is an affine function of a purely controlled process. The objective is to minimize an expected cost functional involving a running cost function and proportional costs of control. By relying on a combination of techniques from viscosity theory and free-boundary analysis, we provide the structure of the value function and we show that it satisfies a so-called second-order smooth-fit principle. Such a regularity is then exploited in order to determine a system of functional equations solved by the two monotone continuous curves (free boundaries) that split the control problem's state space in three connected regions. In one of the two considered problems, the free boundaries are even shown to be classical solutions to a system of first-order nonlinear ODEs. This is based on joint works with Salvatore Federico (University of Siena) and Patrick Schuhmann (University of Bielefeld). ------------ All interested people are kindly invited to participate. Best regards, Alessandro Calvia Alessandro Calvia Assistant Professor Dipartimento di Economia e Finanza Luiss Libera Università Internazionale degli Studi Sociali Guido Carli Viale Romania, 32 - 00197 Roma T +39 0685225907 acalvia(a)luiss.it<mailto:acalvia@luiss.it> www.luiss.it<http://www.luiss.it>

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Seminar announcement at LUISS - Talk by Giorgio Ferrari (Bielefeld University), 25/02/2020, 12:00
by Alessandro Calvia 20 Feb '20

20 Feb '20

Dear colleagues, on Tuesday, 25 February 2020, at 12:00, Prof. Giorgio Ferrari (Bielefeld University) will give a talk "On The Free Boundaries of Two Multi-dimensional Singular Stochastic Control Problems with Interconnected Dynamics" at LUISS "G. Carli" University, Department of Economics and Finance, viale Romania 32, room 304b. ------------ Abstract: We present two continuous-time stochastic control problems involving controls of bounded-variation. Those problems are motivated by questions arising in macroeconomic theory - as the optimal control of inflation via interest rates - and in operations research - as the optimal management of an inventory having impact on the demand of a good - and their characteristic is that the drift of a diffusive component of the two-dimensional state variable is an affine function of a purely controlled process. The objective is to minimize an expected cost functional involving a running cost function and proportional costs of control. By relying on a combination of techniques from viscosity theory and free-boundary analysis, we provide the structure of the value function and we show that it satisfies a so-called second-order smooth-fit principle. Such a regularity is then exploited in order to determine a system of functional equations solved by the two monotone continuous curves (free boundaries) that split the control problem's state space in three connected regions. In one of the two considered problems, the free boundaries are even shown to be classical solutions to a system of first-order nonlinear ODEs. This is based on joint works with Salvatore Federico (University of Siena) and Patrick Schuhmann (University of Bielefeld). ------------ All interested people are kindly invited to participate. Best regards, Alessandro Calvia Alessandro Calvia Assistant Professor Dipartimento di Economia e Finanza Luiss Libera Università Internazionale degli Studi Sociali Guido Carli Viale Romania, 32 - 00197 Roma T +39 0685225907 acalvia(a)luiss.it<mailto:acalvia@luiss.it> www.luiss.it<http://www.luiss.it>

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Second announcement: "Junior female researchers in probability” workshop in Berlin, 17-19 June 2020.
by Luisa Andreis 19 Feb '20

19 Feb '20

Dear colleagues, we would like to draw your attention to the third workshop for Junior female researchers in probability in Berlin, June 17-19, 2020. The aim of this workshop is to promote early career female researchers by giving them an opportunity to present their own work and to hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Martina Hofmanova (Bielefeld) Nina Gantert (TU München) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Bonn) Maite Wilke Berenguer (Bochum) Female participants are invited to submit abstracts for contributed talks and/or may apply for financial support for travel and accommodation expenses.. Please notice that there are special travel grants for female master students interested in gaining some insight into research and in getting in touch with researchers. Deadline for financial support and/or abstract submission: March 15, 2020. Of course participation by men is very welcome, but presentations and financial support are reserved for women. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.wias-berlin.de/workshops/JFRP20/ <https://www.wias-berlin.de/workshops/JFRP20/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher and Noemi Kurt IRTG 2544 Stochastic Analysis in Interaction, Berlin-Oxford

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LTI@UniTO 2020 Call For Fellowships
by Luca Regis 19 Feb '20

19 Feb '20

Dear all, please allow me to bring to your attention the 2020 LTI@UniTO Call for Fellowships, which you can find here https://www.carloalberto.org/wp-content/uploads/2020/01/LTI-CALL-March-2020… Long-Term Investors@UniTo (LTI@UniTO) is pleased to announce the availability of 8 Research Fellowships for the year 2020. LTI@UniTO is a think tank established as a joint initiative of the Università di Torino and of the major Italian market players in long term financing. Through the Fellowship program, LTI@UniTO aims to foster research in long-term investing and to assess its features, perspectives, contribution to growth and stability. The think tank supports independent research and informs the debate between long-term investors and policymakers. Candidates must send their application (CV + research program, approximately 2 pages) to lti_applications(a)carloalberto.org before midnight, ECT, March 22nd, 2020. Up to 4 senior and 4 junior fellowships can be awarded. For more information visit https://www.carloalberto.org/research/lti Senior Fellowships are targeted at applicants with a publication history in top Finance/Econ academic journals. Receivers of the fellowships will conduct their own research for a period of two months at UNITO. Total remuneration (for the entire period – gross and including all expenses): € 18000. Junior Fellowships are targeted at either PhD candidates or scholars with a PhD in Finance, Economics or a related field. Receivers of the fellowships will conduct research under the supervision of a Senior Fellow or a UNITO/Collegio’s Finance faculty for a period of two months at UNITO. Remuneration (for the entire period – gross and including all expenses): € 6000. The research programs should be related to one of the themes in the Strategic List below and must be included in the Application. STRATEGIC LIST • Interaction between financial markets and the real economy including start-up funding, impact finance, infrastructure, SME financing; • Role of LTIs in traditional financial markets (systemic risk, stability, pro or countercyclicality, liquidity and impact on prices...), as well as on private markets; • Risk and return of private markets (private equity, private debt, private placements); • Asset Management or ALM of LTIs, including past experiences, models, benchmarking, constraints on expenditures and liabilities; • Mandates, delegation and effectiveness of monitoring (short term accountability versus long-term strategies); • Optimal contracts in delegated portfolio management: what is the effectiveness of using benchmarking and bonus/target incentive schemes; • The collective costs of short-horizon investment and their control (regulatory constraints); • Fintech for LTIs (e.g., robo-advice): opportunities and risks; • Benefits and costs of financial regulation and macro prudential policies that matter to LTIs; • Real estate and real estate funds: risk, return and their role in the ALM of LTIs; • LTIs, sustainable finance and Green Financing. Best regards, Luca Regis Executive Director LTI@UniTO -- 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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MSc. Finance and Banking at Tor Vergata University of Rome
by Davide Pirino 19 Feb '20

19 Feb '20

Dear Colleague, On behalf of the Program Director, Prof. Rocco Ciciretti I would be grateful if you could bring the Tor Vergata MSc. Finance and Banking to the attention of your best undergraduate students. MSc. Finance and Banking at Tor Vergata University of Rome is a 2-year full-time program designed for highly qualified and motivated students who wish to study mathematical and statistical techniques applied to financial markets. The deadline for the Application is June 10, 2020 for non-EU applicants and July 22, 2020 for EU applicants. This quantitative program is organized in courses, seminars and guest lectures. Moreover, students have the option to choose from a wide range of electives. Dedicated mentorship and support are offered to students throughout their time at Tor Vergata. Please find the 2020/21 official call at https://economia.uniroma2.it/master-science/financeandbanking/admission-app… . For more information about the program, please feel free to contact our Program Office at *msc_finance(a)economia.uniroma2.it <msc_finance(a)economia.uniroma2.it>*, or visit our website https://economia.uniroma2.it/master-science/financeandbanking. Sincerely, Davide Pirino Graduate program coordinator https://economia.uniroma2.it/master-science/financeandbanking Our conference https://www.qfinatwork.com/

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Fwd: Search for potential candidates (women or non-binary) for Assistant Senior lecturer (tenure track position)
by Carina Geldhauser 19 Feb '20

19 Feb '20

Cari tutti, segnalo questa ottima opportunita per una posizione tenure track in Svezia, versione html qui: https://www.europeanwomeninmaths.org/offer/search-for-potential-candidates-… Soci di "European Women In Mathematics" possono anche farsi segnalare tutti annunci via email, basta impostarlo sul vosto profilo. Cordiali saluti, Carina ---- The department of mathematics at Lund University <https://europeanwomeninmaths.us19.list-manage.com/track/click?u=ca40359a7fa…> is looking for *potential candidates of under-represented gender* (women or non-binary) for an assistant senior lectureship position in mathematics (equivalent to *assistant professor with tenure track* in the US system). The department will be competing with the other departments in the engineering faculty for funding, and therefore we would like to get in contact with potential candidates at an early stage, in order to write a competitive proposal. If funding for the position is granted, the position(s) will be advertised in the autumn of 2020, and a likely starting date will be in Autumn 2021. Prospective candidates in mathematics (including mathematical statistics and computer vision), with a research interest that matches research done at the Centre for Mathematical Sciences <https://europeanwomeninmaths.us19.list-manage.com/track/click?u=ca40359a7fa…> (see http://www.maths.lu.se/english/research/research-groups/ <https://europeanwomeninmaths.us19.list-manage.com/track/click?u=ca40359a7fa…>) are welcome to contact Sara Maad Sasane (sara_at_maths.lth.se), with a cv and a short expression of how you see yourself interacting with people in the centre. I will contact you with further information and instructions if we want to proceed and apply for funding for a position in this area. Ideally, the candidates should have some postdoc experience, but even if you don't have this yet, you are welcome to send in your cv, since we may consider you for next year instead or for other positions.

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Workshop announcement and call for presentation: ABC in Grenoble, March 19th-20th 2020
by Julyan Arbel 19 Feb '20

19 Feb '20

Dear all, The ABC in ... workshop series continues in Grenoble, France, on March 19-20 2020. We are still accepting contributions for oral presentations and posters, the deadline for submissions is on Feb. 21. The workshop is free but registration is mandatory, and the call for presentation is open until the end of the week. Register on the website: https://sites.google.com/view/abc-in-grenoble/ Confirmed speakers and sessions (more to come) are: Misspecified models --- Guillaume Dehaene (EPFL, Switzerland) TBA Gael Martin (Monash University, Australia) Focused Bayesian Prediction (joint with Ruben Loaiza-Maya, David T. Frazier) Tommaso Rigon (Duke University, USA) A generalized Bayes framework for probabilistic clustering (joint with Amy Herring and David Dunson) Neural network related techniques --- Flora Jay (Université Paris-Saclay, France) Deep learning for population size history inference: design, comparison and combination with approximate Bayesian computation Pierre-Alexandre Mattei (Inria Sophia Antipolis - Méditerranée, France) Partially Exchangeable Networks and Architectures for Learning Summary Statistics in Approximate Bayesian Computation (joint with Samuel Wiqvist, Umberto Picchini, Jes Frellsen) Advanced computational techniques --- Umberto Picchini (Chalmers University of Technology and University of Gothenburg, Sweden) Stratified sampling and bootstrapping for approximate Bayesian computation (joint with Richard G. Everitt) Dennis Prangle (Newcastle University, UK) Distilling importance sampling Hien D. Nguyen (La Trobe University, Melbourne, Victoria, Australia) ABC via the Energy Statistic (joint with Julyan Arbel, Hongliang Lü, Florence Forbes) Grenoble is the largest city in the French Alps, and easily accessible by train from Paris, Lyon, Geneva or Milan. Best regards, Julyan Arbel, Simon Barthelmé, Florences Forbes Julyan Arbel http://www.julyanarbel.com/ @JulyanArbel

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Probability Seminar: Alberto Chiarini (TU Eidhoven) [Padova 27/02, 11.30]
by alessandra bianchi 18 Feb '20

18 Feb '20

Dear Colleagues, we would like to invite you to the following Probability seminar that will take place at the Department of Mathematics of Padova, on February 27. ________________________________________________________ Speaker: Alberto Chiarini (TU Eindhoven) Title: Entropic repulsion for the occupation-time field of random interlacements by disconnection. 27 FEBRUARY (Thursday) , 11:30, ROOM 430, Dip. di Matematica “Tullio Levi-Civita”, Via Trieste 63, Padova 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? All of you are very welcome. Best regards, Alessandra Bianchi -- 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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seminario Linard Hoessly
by Enrico Bibbona 17 Feb '20

17 Feb '20

Cari colleghi, giovedì 20 alle 13,40 in aula Buzano, DISMA Politecnico di Torino Linard Hoessly (Università di Copenhagen) terrà un seminario su Stationary distributions via decomposition of stochastic reaction networks https://arxiv.org/abs/1910.02871 Cordiali saluti, Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Fwd: Demande de diffusion de l'annonce d'une offre de PHD et de postdoc à Oslo (fwd)
by Tiziano Vargiolu 17 Feb '20

17 Feb '20

---------- Forwarded message ---------- Date: Mon, 17 Feb 2020 09:48:54 +0100 From: monique.jeanblanc <monique.jeanblanc(a)univ-evry.fr> To: Sergio Pulido <serpul3374(a)gmail.com>, Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Fwd: Demande de diffusion de l'annonce d'une offre de PHD et de postdoc ? Oslo -------- Message transf?r? -------- Sujet : Demande de diffusion de l'annonce d'une offre de PHD et de postdoc ? Oslo Date : Mon, 17 Feb 2020 09:38:49 +0100 (CET) De : Bion-Nadal Jocelyne (Mme) <jocelyne.bion-nadal(a)polytechnique.edu> Pour : caroline hillairet <Caroline.Hillairet(a)ensae.fr>, monique jeanblanc <monique.jeanblanc(a)univ-evry.fr>, jean-francois chassagneux <jean-francois.chassagneux(a)univ-paris-diderot.fr> Chers Caroline, Monique et Jean-Fran?ois Est-ce que l'un de vous pourrait diffuser rapidement l'annonce de cette offre de phd et de postdoc ? Oslo ? la mailing liste du s?minaire Bachelier? (La date limite est ? la fin du mois). PostDoc position https://www.jobbnorge.no/en/available-jobs/job/182298/postdoctoral-research -fellow-in-stochastic-analysis-and-applications University of Oslo Deadline: February 29th, 2020 PhD position https://www.jobbnorge.no/en/available-jobs/job/182276/phd-research-fellow-i n-stochastic-analysis-and-applications University of Oslo Deadline February 29th, 2020 Je vous remercie par avance. Bien amicalement. Jocelyne

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Workshop in Bath
by Giuseppe Cannizzaro 14 Feb '20

14 Feb '20

Ricevo e inoltro. Dear Colleagues, we would like to invite you to take part in the Bath Mathematical Symposium on PDE and Randomness which will take place at the University of Bath 26th August - 4th September The Symposium will consist of two events: 1) Summer school, August 26-28th: The school is aimed for a broad audience of researchers in the probability theory and the analysis of PDEs including PhD students and Postdocs. It will consist of three mini courses: • Roland Bauerschmidt (University of Cambridge, UK) - Log-Sobolev inequality and the renormalisation group • Hugo Duminil-Copin (IHES, France and University of Geneva, Switzerland) - Marginal triviality of the scaling limits of critical 4D Ising and ϕ^4_4 models • Martin Hairer (Imperial College London, UK) - Stochastic Yang Mills 2) Workshop August 31st - September 4: The workshop aims to explore current trends of the probability theory and its connections to PDEs and will have around 23 talks. Topics will include: SPDEs (e.g. parabolic, dispersive, 2d KPZ); Interacting Particle systems; Stochastic Homogenization. Please visit our webpage https://sites.google.com/view/pderandombath/ for more information and registration. You are more than welcome to apply for both school and workshop but you can also apply separately to either of the events. We can provide a limited number of rooms on campus of the University of Bath (either for the duration of the whole event or only for the school/workshop). If you would like to be considered for the accommodation please register before *20*/04/20. Please see the webpage for details. Best wishes, Hendrik Weber, Andris Gerasimovics

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Postdoc in Probability in Oxford
by Enrico Scalas 14 Feb '20

14 Feb '20

Car* collegh*, vi invio questo annuncio da Christina Goldschmidt con preghiera di diffusione a persone potenzialmente interessate. Cordiali saluti, Enrico Scalas -- Dear colleagues, (With apologies for cross-posting!) The Department of Statistics at Oxford is currently advertising a 1-year postdoctoral position in probability, to work with me on a project concerning random graphs and their scaling limits. I would be very grateful if you could bring this to the attention of any suitable people that you know. Potential candidates should feel free to contact me directly. More details are available from the university's jobs page, where there are links to a detailed job description and the online application form. The start date is flexible, but must be no later than 1st September 2020. The closing date for applications is 12 noon (GMT) on 6th March 2020. (Candidates should please ask their referees to send their letters of reference by the closing date.) Many thanks and best wishes, Christina Goldschmidt. -- Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm | she/her Department of Statistics and Lady Margaret Hall, University of Oxford

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SIdE-Ca' Foscari Summer Schools in Venice (Italy)
by Roberto Casarin UNIVE 14 Feb '20

14 Feb '20

Dear all, Applications are now open for our Summer Schools: /*Networks Econometrics* /(28 June - 3 July 2020)/* */Instructors: /Monica Billio, Roberto Casarin and Walter Quattrociocchi/ (Ca' Foscari University of Venice), /Matteo Iacopini/ (Scuola Normale Superiore, Pisa), /Sergio Petralia///(London School of Economics and Political Science), /Luca Rossini /(Vrije Universiteit Amsterdam, The Netherlands). /*Bayesian Multivariate Models and Forecasting in Economics and Finance*/ (August 24-28 2020) Instructors: /Gaetano Carmeci /(University of Trieste), /Roberto Casarin /(Ca’ Foscari University of Venice),///Matteo Ciccarelli///(European Central Bank, DG Research),///Francesco Ravazzolo///(Free University of Bozen-Bolzano). //Organization:// ////The courses for Master and PhD students are organized by the Italian Econometric Society (SIdE) in collaboration with the Venice centre in Economic and Risk Analytics for Public Policies (VERA) at Ca' Foscari University of Venice ///Venue: / The summer schools are hosted in the beautiful San Giobbe Campus at Ca' Foscari University of Venice, located at the heart of the city of Venice (Italy). The registration fees include full accommodation. /Further information:// /For further information on scope of the meeting, speakers, program, applications, deadlines, venue, etc. see the school web site https://www.side-iea.it/events/postgraduate-courses /Description (Networks Econometrics)// /The aim of the course is to provide the fundamentals of the econometrics network with particular reference to the Network mapping and visualisation, the Network Extraction Methods, Multi-layer Network Models and their applications to finance. The tutorials will develop applications to stocks, interest rates and commodities markets and to contagion analysis. Modelling of financial and commercial trade networks will be considered as well. /Description (Bayesian Multivariate Models and Forecasting in Economics and Finance)// /The course is advanced and covers state-of-the-art techniques and recent developments in Bayesian Multivariate Models, for structural analysis and forecasting, nonparametric methods and forecast combinations with a broad range of applications in economics and finance. The methods introduced in the lectures will be illustrated with hands-on applications in MATLAB. Please help us to promote this meeting by forwarding this email to anyone you know might be interested, and especially bring this announcement to the attention of your students or post-docs, who are likely not on our mailing lists. Apologies for cross-posting. The Organizers Roberto Casarin and Gaetano Carmeci -- 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://venus.unive.it/r.casarin/ IMEF: http://www.unive.it/imef VERA: http://www.unive.it/vera ORCID: https://orcid.org/0000-0003-1746-9190

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