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Job offer - PhD / PostDoc in Probability in Hildesheim (Germany)
by Sebastian Mentemeier 16 Sep '19

16 Sep '19

Dear colleagues, there is a new group in Probability at the University of Hildesheim (Germany) looking for PhD students and/or Post-Docs with research interests preferably in the field of branching processes, time series analysis or spatial stochastics. Up to two positions (100 %, TV-L 13) can be filled. The position is with teaching obligations. Applicants should be able to teach math in German after their first year. Applicants who finish their Master thesis during this winter term are also welcome. Please contact me for further information. The detailed job offer can be found here (deadline will be extended until October, 7th): https://www.uni-hildesheim.de/stellenmarkt/stellenanzeige/artikel/2019166-w… With best regards, Sebastian Mentemeier -- Prof. Dr. Sebastian Mentemeier Institut für Mathematik Fachbereich 10, Mathematik und Naturwissenschaften Universitaet Kassel Heinrich-Plett-Str. 40, D-34132 Kassel Tel: +49 561 804-4587 E-mail: mentemeier(a)mathematik.uni-kassel.de

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Corso STATISTICAL LEARNING AND BIG DATA
by Andrea Ongaro 16 Sep '19

16 Sep '19

University of Milano-Bicocca Department of Economics, Management and Statistics Phd Programme in Economics and Statistics ***************************************************************************** Si comunica che il Prof. Saharon Rosset, della Tel Aviv University, terrà, nell'ambito delle attività del Dottorato di Ricerca in Economia e Statistica dell'Università degli Studi di Milano-Bicocca, un corso dal titolo: STATISTICAL LEARNING AND BIG DATA http://www.tau.ac.il/~saharon/StatLearn-Milan.html DOCENTE: Saharon Rosset è Professore di Statistica all'Università di Tel Aviv. I suoi interessi di ricerca riguardano statistical learning, data mining e statistical genetics. Prima del suo incarico a Tel Aviv, ha conseguito il dottorato di ricerca presso la Stanford University nel 2003 sotto la supervisione dei Professori Jerome Friedman e Trevor Hastie. I suoi lavori sono stati pubblicati nelle più prestigiose riviste di statistica e machine learning e ha vinto la KDD cup, una delle più prestigiose competizioni di data mining, 4 volte. https://m.tau.ac.il/~saharon/ PERIODO: 7-18 Ottobre 2019 Il corso ha la durata di 28 ore. Le lezioni avranno inizio lunedì 7 ottobre 2019 e proseguiranno fino a venerdì 18, con il seguente orario: - lunedì-venerdì ore 14:30-17:00 - venerdì ore 17:00-18:30 ISCRIZIONE AL CORSO: dal 16 al 23 Settembre 2019 (vedi allegato) *Per maggiori dettagli (docente, programma, prerequisiti, iscrizione), si veda la locandina in allegato. * Un cordiale saluto, Andrea Ongaro

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Seminar Dunson @BIDSA, Bocconi
by Giacomo Zanella 16 Sep '19

16 Sep '19

We kindly invite you to the following BIDSA seminar: “Learning and exploiting low-dimensional structure in high-dimensional data” David Dunson (Duke University) September 19, 2019 | 12:30 | Room AS03 Bocconi University, Via Roentgen 1, underground floor Abstract: This talk will focus on the problem of learning low-dimensional geometric structure in high-dimensional data. We allow the lower-dimensional subspace to be non-linear. There are a variety of algorithms available for "manifold learning" and non-linear dimensionality reduction, mostly relying on locally linear approximations and not providing a likelihood-based approach for inferences. We propose a new class of simple geometric dictionaries for characterizing the subspace, along with a simple optimization algorithm and a model-based approach to inference. We provide strong theory support, in term of tight bounds on covering numbers, showing advantages of our approach relative to local linear dictionaries. These advantages are shown to carry over to practical performance in a variety of settings including manifold learning, manifold de-noising, data visualization (providing a competitor to the popular tSNE), classification (providing a competitor to deep neural networks that requires fewer training examples), and geodesic distance estimation. We additionally provide a Bayesian nonparametric methodology for inference, using a new class of kernels, which is shown to outperform current methods, such as mixtures of multivariate Gaussians. Speaker: David Dunson is Arts and Sciences Distinguished Professor of Statistical Science and Mathematics at Duke University. He is known for his broad spanning contributions to statistical methodology, with a particular focus on novel modeling frameworks and Bayesian approaches that are motivated by complex and high-dimensional data collected in the sciences. This includes latent factor, dimensionality reduction, nonparametric and machine learning methodology. Primary areas of application include neurosciences and brain network modeling, environmental health, ecology, and human fertility among others. He is a fellow of the ASA, IMS and ISBA and has won numerous awards, including most notably the 2010 COPSS President’s Award. His work is very widely cited and he has an H-index over 70 on Google Scholar. Best regards, Giacomo Zanella

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VERA workshop: MACHINE LEARNING FOR FINANCE in Venice
by Marco Corazza 16 Sep '19

16 Sep '19

kind All, on *October 3*, *2019* the following *VERA workshop* will be held: *MACHINE LEARNING FOR FINANCE*. the workshop will be in *Meeting Room 1* of the *Department of Economics* of the *Ca' Foscari University of Venice* (San Giobbe, Cannaregio 873 - 30121 Venezia, Italy). a tentative program is on *https://www.unive.it/data/agenda/3/32112 <https://www.unive.it/data/agenda/3/32112>*. the attendance is free, but for organizational and space reasons, it is necessary to communicate the participation to: *corazza(a)unive.it <corazza(a)unive.it>*. best regards, Marco Corazza -- Nota automatica aggiunta dal sistema di posta.

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Due assegni di ricerca biennali nell'area 01
by Elvira Di Nardo 14 Sep '19

14 Sep '19

Con preghiera di diffusione a tutti gli interessati. *Bando per il conferimento di Assegni di ricerca - XXII Tornata.* Si segnala l'uscita di un bando per due assegni di ricerca biennali nell'area 01. La ricerca si propone lo studio di nuove problematiche attuali della Matematica (applicata e pura), con particolare riferimento a quelle elencate nel progetto scientifico del Dipartimento di Matematica dell'Università di Torino: http://www.dipmatematica.unito.it/do/home.pl/View?doc=dip_prog_scien.html I settori scientifico-disciplinari interessati sono tutti quelli dell'Area 01. Le tematiche di ricerca attive per il SSD MAT/06 sono reperibili http://www.dipmatematica.unito.it/do/gruppi.pl/Show?_id=2oge Le domande di ammissione alla selezione di cui al bando (n. di rep. 3465 del 10/09/2019 ) pubblicato sul sito dell’Università di Torino all’Albo ufficiale di Ateneo https://webapps.unito.it/albo_ateneo/ devono essere presentate ESCLUSIVAMENTE utilizzando la procedura on line: https://pica.cineca.it/unito/ La presentazione delle domande di partecipazione dovrà essere perfezionata e conclusa improrogabilmente entro le ore *13.00 (ora di Roma) del 1° Ottobre 2019.* Cordiali saluti -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Concorso RTD.B - UPO (scadenza 22/09/2019)
by enea giuseppe bongiorno 12 Sep '19

12 Sep '19

*Concorso RTDB 13/D1 - SECS-S/01 (Statistica)* *Scadenza: 22 settembre 2019* *Università del Piemonte Orientale* Cari colleghi, con la presente si ricorda che è in scadenza il bando per un posto di ricercatore a tempo determinato, lettera B, per il settore concorsuale 13/D1 (Statistica), settore scientifico disciplinare SECS-S/01 (Statistica) presso il Dipartimento di Studi per l'Economia e l'Impresa (DiSEI) dell'Università del Piemonte Orientale. Il bando è disponibile alla pagina: https://www.uniupo.it/alta-formazione-aziende-lavoro/concorsi/concorsi-il-p… Si prega di diffondere la comunicazione tra i potenziali interessati. Cordiali saluti, -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it

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seminario di Barbara Martinucci
by Enrica Pirozzi 09 Sep '19

09 Sep '19

AVVISO di SEMINARIO Alcuni risultati sul processo del telegrafo in presenza di barriere elastiche Dr. Barbara Martinucci Dipartimento di Matematica, Università degli Studi di Salerno (Abstract in allegato) Il seminario si terrà il giorno 10 Settembre 2019 ore 12:00 nell?Aula D al primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- 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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Seminar Guindani @Bocconi
by Giacomo Zanella 06 Sep '19

06 Sep '19

We are glad to announce the first DEC Statistics Seminar of the Fall 2019 series: Thursday, September 12 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Michele Guindani (University of California, Irvine) Title: Bayesian Approaches to Dynamic Model Selection Abstract: In many applications, investigators monitor processes that vary in space and time, with the goal of identifying temporally persistent and spatially localized departures from a baseline or ``normal" behavior. In this talk, I will first discuss a principled Bayesian approach for estimating time-varying functional connectivity networks from brain fMRI data. Dynamic functional connectivity, i.e., the study of how interactions among brain regions change dynamically over the course of an fMRI experiment, has recently received wide interest in the neuroimaging literature. Our method utilizes a hidden Markov model for classification of latent neurological states, achieving an estimation of the connectivity networks in an integrated framework that borrows strength over the entire time course of the experiment. Furthermore, we assume that the graph structures, which define the connectivity states at each time point, are related within a super-graph, to encourage the selection of the same edges among related graphs. Then, I will propose a Bayesian nonparametric model selection approach with an application to the monitoring of pneumonia and influenza (P&I) mortality, to detect influenza outbreaks in the continental United States. More specifically, we introduce a zero-inflated conditionally identically distributed species sampling prior which allows borrowing information across time and to assign data to clusters associated to either a null or an alternate process. Spatial dependences are accounted for by means of a Markov random field prior, which allows informing the selection based on inferences conducted at nearby locations. We show how the proposed modeling framework performs in an application to the P&I mortality data and in a simulation study and compare with common threshold methods for detecting outbreaks over time, with more recent Markov switching based models, and with other Bayesian nonparametric priors that do not take into account spatio-temporal dependence. Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it *************************************************** Giacomo Zanella Assistant Professor - Statistics DEC - Department of Decision Sciences Bocconi University

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Fwd: TOFFEe workshop @IMT, Lucca, 24-25 October
by Irene Crimaldi 05 Sep '19

05 Sep '19

Dear all, we kindly ask you to advertise the 1st TOFFEe workshop and contribute with your latest results on methodologies for fighting disinformation. TOFFEe - https://toffee.imtlucca.it/ - is an interdisciplinary research project funded by IMT School For Advanced Studies Lucca. The project ambition is to overcome some of the limitations of existing social platforms, which often dedicate little attention to trustworthy interactions among peers and to reliability of information. The aim of the project is to increase people's confidence on the data they get and who they follow, while minimising the risk of exposure to fake information and malicious actions. As part of the dissemination activities of the project, on * October 24th and 25th*, 2019, we organise an International Workshop where different approaches for fighting fakes will be exposed. You can find all infos at https://toffee.imtlucca.it/. We would be delighted if you could join us. The registration to the workshop is free, just fill the form at https://toffee.imtlucca.it/. We kindly ask you to register before the * 9th of October*. The registration comprehends two coffee breaks and one lunch. Analogously, we would be delighted if you could contribute to the workshop with your latest results. The slot for the contributions last nearly 15 minutes, plus some time for questions. You can send us a 2 pages abstract at the present email address. The deadline for sending the abstract is on the *25th of September*. We will return our decision on the *2nd of October*. Looking forward to meeting you in Lucca in October, we send you our best regards, Rocco De Nicola (project coordinator) Guido Caldarelli Irene Crimaldi Marinella Petrocchi Fabio Saracco

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Autumn School in Financial Mathematics in Verona
by Alessandro Gnoatto 04 Sep '19

04 Sep '19

It is a pleasure to announce the Autumn School in Financial Mathematics 2019 October 7-8, 2019 University of Verona Department of Economics A two-day autumn school in financial mathematics will be held in Verona on October 7-8 2019 The school is open to both professionals, students and academics and provides two intense courses: - A Pricing Framework for Valuation Adjustments - Algorithmic Differentiation for Monte-Carlo Simulations and Applications in Mathematical Finance (MVA, Portfolio Risk, Hedging). Interest Rate Models and the Hedging of Interest Rate Derivatives The lectures will be given by - Christian Fries (LMU München and DZ Bank) - Andrea Pallavicini (Banca IMI and Imperial College London) For further information and registration, please visit http://dse.univr.it/asfm/ (Apologies for cross posting) Best Regards, -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Fwd: Postdoc position in Cambridge
by Antonio DI CRESCENZO 04 Sep '19

04 Sep '19

---------- Messaggio inoltrato --------- Da: Sebastian Andres <sa836(a)cam.ac.uk> Data: mer 4 set 2019 alle 10:21 Dear all, We invite applications for a postdoc position in probability and statistical mechanics at the University of Cambridge, starting in Spring 2020. For further details please see http://www.jobs.cam.ac.uk/job/22585/ We would be grateful if you would forward the link to potential candidates. Many thanks in advance and best wishes, Sebastian Andres -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Fwd: Ph.D. position in “Big data techniques for maintenance decision making under uncertainty” at TU/e
by Antonio DI CRESCENZO 03 Sep '19

03 Sep '19

---------- Messaggio inoltrato --------- Da: Kapodistria, S. <S.Kapodistria(a)tue.nl> Data: mar 3 set 2019 alle 13:36 Oggetto: Ph.D. position in “Big data techniques for maintenance decision making under uncertainty” at TU/e A: CC: Kapodistria, S. <S.Kapodistria(a)tue.nl> Dear colleagues, can you please distribute to your network the following PhD position advertisement? Thank you very much in advance. Best regards, Stella ———————————————————————————— Stella Kapodistria Department of Mathematics and Computer Science, Eindhoven University of Technology Postal address: P.O. Box 513, 5600 MB, Eindhoven, The Netherlands A PhD position in “Big data techniques for maintenance decision making under uncertainty” is available at Eindhoven University of Technology. For more information, see below. In the framework of the national NWA-ORC project “PrimaVera: Predictive maintenance for Very effective asset management <https://www.tue.nl/en/news/news-overview/primavera-predictive-maintenance-f…>”, there is a PhD position available in the Stochastics Section within the Department of Mathematics and Computer Science in Eindhoven University of Technology, in The Netherlands. The PrimaVera consortium, led by Twente University, consists of several Dutch higher education institutes and companies. Just-in-time maintenance requires a very accurate, enhanced physically based data-driven assessment of the system’s health and its future evolution guaranteeing the reliability, availability and affordability of the system through accurate monitoring, prognostics and diagnostics. This is organized around the following key game changers: • *Development of a big data health index*. Intelligent systems are equipped with sensors collecting data real-time. Analyzing the collected data can guarantee the reliability, availability and affordability of the system through accurate monitoring, prognostics and diagnostics. However, when dealing with especially large and complex systems, a key challenge for engineers is how to assess the present condition. By measuring the dynamics of the asset/network, modelling the dynamic behavior and by combining the real-time information, we aim to assess the present condition in the form of a health index and predict the remaining useful life (based on an assumed usage profile) using big data analytic techniques stemming from machine learning and artificial intelligence. • *Causal discovery of failures and root cause analysis.* A key step in failure prevention is to understand why systems fail. Data-driven techniques are good at finding correlations between failure modes, but finding causal relations is challenging. Combinations with physical models and domain knowledge will create crucial actionable insight and condition assessment. These associations will be incorporated in a dynamic estimation and inference paradigm framework for extracting causal graph dynamics, which can be efficiently queried to find the root causes of specific failures. • *Model-enhanced big data techniques for decision making under uncertainty*. To cope with the complex reality, we need hybrid approaches leveraging the advantages of statistical methods (guaranteed performance and uncertainty bounds), data mining approaches (superior in situations where rules are not yet known), and physics of failure models (causality). We propose to combine big data analytic techniques stemming from machine learning and artificial intelligence with the more classical decision-making approaches (stochastic dynamic programming, Markov decision models). This combination goes in two directions: (i) on the one hand, we propose to use big data analytics to automatically learn the health index model and other relevant failure models with the objective of optimally fitting the decision objective instead of the classical data fitting objective. (ii) On the other hand, we propose to use decision-making approaches to improve the data analytic techniques, e.g., by incorporating an exploration vs exploitation approach in the maintenance decision making to cope with the uncertainty in the information. *Job description* The project is methodologically oriented. It is on the interface of statistical operations research and machine learning, and it is strongly inspired by industrial challenges. The PhD project will be conducted in an international team and in close collaboration with academic and industrial partners of PrimaVera. The main goal of the PhD project is to develop mathematical tools/models/algorithms for (some of) the above-mentioned key game changers, and thus get a deeper insight. The research will be concluded with a PhD thesis. A small teaching load is part of the job. *Job requirements *Preference will be given to candidates in any branch of applied mathematics and to candidates from a different background (e.g. engineering) but with strong mathematical foundation. Research experience will be highly valued. Strong knowledge of applied probability, statistics and operations research is highly desirable. The successful applicant will hold a Master’s degree in Mathematics, Applied Mathematics, Computer Science, Engineering Sciences or related fields. All applications should include a cover letter, curriculum vitae, and transcripts. Proficiency in English is also required. *Team* The PhD project will be carried out at the stochastics section within the department of Mathematics and Computer Science (M&CS), TU/e. M&CS has a vibrant international environment, with almost 50% of the scientific staff being non-Dutch nationals and more than 100 PhD candidates. It has extensive experience in helping new (foreign) employees settle in. The research team consists of the candidate, Dr. Alessandro Di Bucchianico ( a.d.bucchianico(a)tue.nl) and Dr. Stella Kapodistria (s.kapodistria(a)tue.nl). Collaboration with the academic and industrial members of the PrimaVera consortium is highly supported. In particular, within TU/e, there will be a close cooperation with the Smart Manufacturing and Maintenance research program of the Data Science Center Eindhoven, the Eindhoven AI Systems Institute (EAISI) and with PrimaVera researchers from the Department of Industrial Engineering and Innovation Sciences. *Terms of employment* - PhD candidates are appointed as temporary university employees for a four-year period (after nine months you will have an evaluation as to whether the research is expected to result in a PhD degree after four years). - The terms of employment are governed by the Collective Labour Agreement of Universities in The Netherlands, with a monthly salary starting at 2325 Euro in the first year, and increasing to 2972 Euro in the fourth year, and an additional 8% holiday allowance and 8% end-of-year bonus. An extensive fringe benefits package is included. Further details can be found *here* <http://www.tue.nl/en/working-at-tue/why-tue/compensation-and-benefits/>. Additional budget allows for extensive research visits abroad and conference attendance. - For information regarding the university, please visit the website of *TU/e* <http://www.tue.nl/>. *Here* <https://www.tue.nl/en/our-university/student-sports-centre-eindhoven/> you can find information about the sports facilities on campus. Information about Eindhoven can be found *here* <https://brainporteindhoven.com/>. The HR International Backoffice provides support with immigration procedures. - Information about terms of employment can be obtained from the HR services office, (pzwin[at]tue.nl). *Application procedure *In order to apply, please submit a · Cover letter (2 page max), which includes a motivation of your interest in the vacancy and an explanation of why you would fit well for the project. · Detailed curriculum vitae. · List of courses you have taken in Master’s and Bachelor’s programs (including grades). · Results of a recent English language test, or other evidence of your English language capabilities (TOEFL, IELTS, etc.). · Name and contact information of references. Upon selection, letters of recommendation, evaluating the candidate's research experience, will be required from two or more references. Please include the contact information of at least two references in your submitted material. *Information* For further information, please contact or consult, · about the research position: Dr. Alessandro Di Bucchianico, e-mail: a.d.bucchianico[at]tue.nl, phone: +31 40 247 2902 or Dr. S. Kapodistria, e-mail: s.kapodistria[at]tue.nl, phone: +31 40 247 5825 · about the employment conditions: HR advisor, e-mail: pzwin[at]tue.nl, phone +31 40 247 2321 · about the project: *click here* <https://www.tue.nl/en/news/news-overview/primavera-predictive-maintenance-f…> · about the department: *click here* <http://www.tue.nl/en/university/departments/mathematics-and-computer-scienc…> · about the stochastics section: *click here* <https://www.tue.nl/en/university/departments/mathematics-and-computer-scien…> *Application deadline* The deadline for applications is *October 19, 2019*. However, if you are interested, we invite you to apply at *click here <https://jobs.tue.nl/en/vacancy/phd-position-interface-of-statistical-operat…>* as soon as possible. Selection will begin immediately and continue until the position has been filled. -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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postdocs
by Marco Scarsini 03 Sep '19

03 Sep '19

The Department of Economics and Finance at LUISS has some openings for postdocs https://economiaefinanza.luiss.it/en/research/research-grants-0 two of them on the following research projects: Stochastic methods in algorithmic game theory, Games on networks and Markov chains. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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A``LATE-SUMMER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS: 27 September 2019 (Picco e Pires da Silva Castro)
by Francesca Romana Nardi 29 Aug '19

29 Aug '19

Carissimi, Siamo felici di annunciarvi la ottava giornata di seminari: A ``LATE-SUMMER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 27 September 2019 Lecturers: Pierre Picco (Marseille) and Rui Pires da Silva Castro (Eindhoven) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazioni su come arrivare alla pagina: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html 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) chiedo di mandare un email a francescaromana.nardi(a)unifi.it <mailto:francescaromana.nardi@unifi.it> ; gianmarco.bet(a)unifi.it <mailto:gianmarco.bet@unifi.it> ; angela.caporicci(a)unifi.it <mailto:angela.caporicci@unifi.it> , con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Pierre Picco (CNRS Marseille) Title: One-dimentional Ising model with long range interactions. A review of results Abstract: Introductory lecture In the first talk I will make an quick historical survey of the rigorous results on the one-dimensional Ising model with long-range interactions. A first part will be dedicated to uniqueness of the Gibbs states (Ruelle (1968); Dobrushin (1968); Bricmont, Lebowitz & Pfister (1986)) and the regularity of the free energy when the decay of the potential is fast enough (Dobrushin (1973) Cassandro & Olivieri (1981) and its extensions in particular Capocaccia, Campanino & Olivieri (1983). A second part will be dedicated to the existence of phase transition starting from the Kac-Thompson conjecture (1968) the Dyson results (1969), the Frohlich \& Spencer result (1982), the Imbrie result (1982) the Aizenmann, Chayes, Chayes & Newman result on the Thouless effect (1988), Imbrie & Newman result on the Berezinsky, Kosterlitz & Thouless transition (1988). A third part will be dedicated to present results in the phase transition regime that started with Frohlich & Spencer (1981), Cassandro, Ferrari, Merola & Presutti (2001) and its extensions in particular by Cassandro, Merola, Picco & Rosikov (2014) on the definition of an interface and its fluctuations, and on a Minlos & Sinai theorem on the phase separation problem by Cassandro, Merola & Picco (2017). Seminar In the second talk I will review heuristic arguments that were invoked to conjecture the existence of a phase transition at low temperature in particular the Landau argument. I will present toy models where the fluctuation of interfaces and localisation of the droplet in the Minlos & Sinai theory will be explained. I will give an algorithmic definition of one-dimensional contours of Cassandro, Ferrari, Merola & Presutti. Prof. Rui Pires da Silva Castro (Eindhoven University of Technology) Title: Testing for the presence of communities in inhomogeneous random graphs Abstract: Many complex systems can be viewed as a network/graph consisting of vertices (e.g., individuals) connected by edges (e.g., a friendship relation). Often one believes there is some sort of community structure, where some vertices are naturally grouped together (e.g., more densely connected between themselves than to the rest of the network). Much of the community detection literature is concentrated around methods that extract communities from a given network. Our goal in this work is different, and we attempt to understand how difficult is it to determine if a network has real communities. Furthermore, we are primarily interested in the case of small or very small communities, for which many existing results and methods are not applicable. We cast this problem as a binary hypothesis test, where the null model corresponds to a graph without community structure, and the alternative model almost the same, but it also includes a planted community - that is, a small subset of the vertices has higher connection probability than under the null. The main question is to determine the minimal size and “strength” of the planted community that will allow detection. The seminal work of Arias-Castro and Verzelen tackled this problem when the null model is a homogeneous random graph. In our work, however, we consider the case where the null model is inhomogeneous, as this is somewhat closer to realistic scenarios. In particular, we present a scan test and provide conditions under which it is able to detect the presence of a small community. These results are valid for a wide variety of parameter choices. Furthermore, we show that for some parameters choices the scan test is optimal, and no other test can perform better (e.g, detect smaller or weaker planted communities). Finally, we extend this scan test to adapt to many parameters of the model when the null is a rank-1 generalized random graph. In the first part of the talk I will describe the above formulation and ensuing results, with illustrative examples and briefly touching upon the analytical methodology. In addition, I will discuss the related problem of characterizing cliques in rank-1 random graphs, which provides some insights on the role of inhomogeneity. The second part of the talk will go deeper into more technical aspects and ensuing insights. This presentation is based on joint work with Kay Bogerd and Remco van der Hofstad (https://arxiv.org/abs/1805.01688 and ongoing work). Program: 11.00-11.45 Introductory lecture: Picco 11.45-12.00 Break 12.00-12.45 Seminar: Picco 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Pires da Silva Castro 15.15-15.30 Break 15.30-16.30 Seminar: Pires da Silva Castro Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, 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. Ricordo che ciascuno 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 alla pagina web http://web.math.unifi.it/users/fnardi/seminari/ Vi aspettiamo numerosi Francesca R. Nardi e Gianmarco Bet Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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FCPNLO 7
by Enrico Scalas 29 Aug '19

29 Aug '19

Car* Collegh*, vi segnalo che la settima edizione di Fractional Calculus Probability and Non-Local Operators si terra' presso l'Universita' del Sussex dal 26 al 28 settembre 2019. Piu' informazioni sono disponibili a: http://www.sussex.ac.uk/maths/research/fcpnlo-7 La registrazione e' aperta ed e' obbligatoria ma gratuita. Cordiali saluti Enrico Scalas

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RTD-a in MAT/06 al Politecnico di Torino
by TRIVELLATO BARBARA 29 Aug '19

29 Aug '19

Alla pagina web https://careers.polito.it/default.aspx?id=11/19/P/RA è consultabile il bando per una posizione RTD-a nel settore MAT/06 presso il Dipartimento di Scienze Matematiche del Politecnico di Torino. La scadenza di presentazione delle domande è fissata per giovedì 26 settembre 2019 alle ore 15.

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Two-year post-doc in Venice
by Marco LI CALZI 27 Aug '19

27 Aug '19

Postdoctoral Position - Università Ca’ Foscari Venezia The Department of Management at Università Ca’ Foscari Venezia invites applications for a postdoctoral fellowship within the research project: "Design of Incentives under Misspecified Models”. The general area of interest is Economic Theory, with emphasis on Game Theory. Prospective candidates are expected to have relevant experience on the research topic, and should preferably be holding a Ph.D. or being close to receiving one. The research shall be carried out in English. Duration of contract: 24 months (expected starting date: October 2019). Deadline: September 23rd 2019, 12 a.m. (GMT+2, Rome Time) Stipend: The research fellowship amounts to 24,400.00 Euros per year, including taxes and social charges. Abstract: This project studies the design of incentive systems for agents holding misspecified models or having access only to partial representations of the environment. The agents may be part of teams, organizations, markets, or more general game-theoretic contexts. Relevant information for applicants is available in English ( https://apps.unive.it/common2/file/download/assegni_ricerca/5d6389ca17abb) and in Italian ( https://apps.unive.it/common2/file/download/assegni_ricerca/5d6389ca176fe). __________________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://mizar.unive.it/licalzi -- Nota automatica aggiunta dal sistema di posta.

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Conference on Assessing and Managing Climate Change Risk - Venice 26/27 September 2019
by Monica Billio 27 Aug '19

27 Aug '19

18^th INTERNATIONAL CONFERENCE CREDIT 2019 */Assessing and Managing Climate Change Risk: /* */Opportunities for Financial Institutions/* ** Venice, Italy 26 –27 September 2019 *GRETA Associati *(Venice, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *Intesa Sanpaolo *(Milan, Italy) and *S&P Global Market Intelligence* (London, UK) are co-sponsors of a Conference to be held in Venice on September 26-27, 2019. The objective of the Conference is to bring together academics, practitioners and Ph.D. 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 atmospheric events and may, in turn, suggest fruitful 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* (Milan, Italy)**and the *Joint Research Center, European Commission *(Ispra, Italy), is the *eighteenth* of a series dedicated to various aspects of credit risk. //The adoption of the Paris Agreement on climate change and the UN 2030 Agenda for Sustainable Development marks a historical international commitment to the objective of a more sustainable economy and society. How to mobilise the necessary financing for green and sustainable investments is thus a primary need. // //Meanwhile, Regulators are discussing about a green-supporting or a brown-penalising factor since they want to make sure financial institutions are prepared. It is to find the way to support sustainable investments but it is primarily a discussion about credit risk.// //The banking and insurance industries and more in general the financial sector has to develop new asset management strategies and to adjust their credit allocation practices to cope with these new challenges and take advantage of the new opportunities. All t////hese changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design adapted policy tools.//// The SCIENTIFIC COMMITTEE consists of: ·*Carlo Carraro*(Ca’ Foscari University of Venice & CMCC, Programme Chair)** ·*Stefano Battiston *(University of Zurich) ·*Monica Billio *(Ca’ Foscari University of Venice & GRETA) ·*Francesca Campolongo *(Joint Research Center, European Commission) ·*Robert Engle *(New York University) ·*Thomas Heller *(Climate Policy Initiative & Stanford University) ·*Andreas Hoepner*(University College Dublin) ·*StevenOngena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) ·*StephenSchaefer *(London Business School) ·*Cristiano Zazzara*(S&P Global Market Intelligence, New York) PROGRAMME *Thursday, September 26 2019* 08.30 - 09.00 _Registration_ 09.00 - 09.15 _Welcome_: *Michele Bugliesi* (Rector, Ca’ Foscari University of Venice) _Opening Remarks:_ *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) 09.15 - 11.00 _Session I: BANKS AND CREDIT RISK_ Chairman: *Monica Billio* (Ca’ Foscari University of Venice & GRETA) •*Key-note talk:*/Banks and Climate Risk/, *Til Schuermann* (Oliver Wyman, New York) •/Climate Change and Credit Risk/, Giusy Capasso (Bocconi University)and *Gianfranco Gianfrate* (EDHEC Business School, Nice) - _Discussant:_*Roberto Panzica* (European Commission) •/Relaxing Credit Constraints: Credit Risk, Financial Intermediation Quality, and Environmental Impact/, *Ashay Kadam* (Indian Institute of Management at Udaipur)and Magdalena Pisa (WHU - Otto Beisheim School of Management) - _Discussant:_ *Andrea Giacomelli* (Knowshape, Venice) 11.30 - 13.15 _Session II: CLIMATE RISK AND EQUITY MARKETS_ Chairman: *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) •*Key-note talk*: /New Results on Sustainable Investing/, *Robert Engle* (New York University) •/Climate Risks and Stock Returns/, Eugenio Carnemolla (University of Lausanne)and *Giuseppe Vinci* (Rice University, Houston) - _Discussant:_ *Massimiliano Caporin* (University of Padua) •/Investor Ownership and Carbon-Intensive Stocks: Who Holds the Carbon Risk Bomb?/, Lukas Benz (University of Augsburg), Stefan Paulus (University of Augsburg), Julia Scherer (University of Augsburg), Janik Syryca (University of Augsburg)and *Stefan Trück* (Macquarie University, Sidney) - _Discussant:_ *Thomas Heller* (Climate Policy Initiative & Stanford University) 14.15 - 15.45 _Session III: CLIMATE POLICY RISK_ Chairman: *Reinhard Harry Schmidt* (SAFE - Goethe University Frankfurt) •/Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank Loans/, *Manthos D. Delis* (Montpellier Business School), Kathrin de Greiff (University of Zurich & Swiss Finance Institute)and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) - _Discussant:_ *Cristiano Zazzara* (S&P Global Market Intelligence, London) •/Assessing Sustainable Finance Policies Via a Stock-flow Consistent Macro Model with Portfolio Choice/, Nepomuk Dunz (Wirtschaftsuniversität Wien), Irene Monasterolo (Wirtschaftsuniversität Wien)and *Marco Raberto* (University of Genoa) - _Discussant:_ *Carlo Giupponi* (Ca’ Foscari University of Venice) •/Carbon Pricing Paths /to a/Greener Future /and/Potential Roadblocks /to/Public Companies Credit-Worthiness/, *Giorgio Baldassarri Höger von Högersthal* (S&P Global Market Intelligence, London), Arsene Lui (S&P Global Market Intelligence, London), Hrvoje Tomicic (S&P Global Market Intelligence, London), Luka Vidovic (S&P Global Market Intelligence, London)and Cristiano Zazzara (S&P Global Market Intelligence, London) - _Discussant:_ *Anant K. Sundaram* (Dartmouth College) 15.45 - 16.30 _POSTER SESSION_ 16.30 - 18.15 _Session IV: CLIMATE CHANGE AND ASSET PRICES _ Chairman: *Stephen Schaefer* (London Business School) •*Key-note talk:*/ESG Engagement and Downside Risk/, *Andreas Hoepner*(University College Dublin) •/Is Firm-level Clean or Dirty Innovation Valued More?/, Antoine Dechezleprêtre (London**School of Economics), Cal B. Muckley (University College Dublin)and *Parvati Neelakantan* (University College Dublin) - _Discussant:_ *Marti G. Subrahmanyam* (New York University) •/ESG and Corporate Credit Spreads/, Florian Barth (Friedrich-Alexander Universität Erlangen-Nürnberg), *Benjamin Hübel* (Friedrich-Alexander Universität Erlangen-Nürnberg)and Hendrik Scholz (Friedrich-Alexander Universität Erlangen-Nürnberg) - _Discussant:_ *Loriana Pelizzon* (SAFE - Goethe University Frankfurt) _Social dinner at the Hotel Monaco: _*Speech *by*Ignazio Visco* (Governor, Bank of Italy) *Friday, September 27 2019* 09.00 - 10.45 _Session V: CLIMATE RISK PRICING AND ASSESSMENT_ Chairman: *Andrea Gasperini* (AIAF, Milan) •*Key-note talk:*/A Climate Finance Risk Assessment and Management Approach under Uncertainty/, *Irene Monasterolo* (Wirtschaftsuniversität Wien) •/The Greenium Matters: Evidence on the Pricing of Climate Risk/, *Lucia Alessi* (European Commission), Elisa Ossola (European Commission)and Roberto Panzica (European Commission) - _Discussant:_ *Andreas Hoepner* (University College Dublin) •/Climate Risk and Financial Stability in the Network of Banks and Investment Funds/, Alan Roncoroni (University of Zurich), *Stefano Battiston* (University of Zurich), Luis Onésimo Leonardo Escobar Farfán (Banco de Mexico)and Serafin Martinez Jaramillo (Banco de Mexico & Centro de Estudios Monetarios Latinoamericanos) - _Discussant:_ *Matteo Manera* (University of Milano-Bicocca) 11.15 - 12.45 _PANEL Session: CLIMATE CHANGE RISK: THE POLICY MAKERS' POINT OF VIEW_ Moderator: *Francesca Campolongo* (Joint Research Center, European Commission) _Participants:_ *Sergio Nicoletti Altimari*(European Central Bank) *Mattia Romani*(European Bank for Reconstruction and Development) *Nancy Saich*(European Investment Bank) *Manuela Zweimueller*(European Insurance and Occupational Pensions Authority) *Mario Nava*(European Commission)will contribute a video message 13.45 - 15.15 _Session VI: LENDING AND CLIMATE CHANGE_ Chairman: *Giulio Mignola* (Intesa Sanpaolo, Turin) •/High Water, No Marks? Biased Lending After Extreme Weather/, Nicola Garbarino (Bank of England)and *Benjamin Guin* (Bank of England) - _Discussant:_ *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) •/Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case/, Monica Billio (Ca’ Foscari University of Venice & GRETA), *Michele Costola* (SAFE - Goethe University Frankfurt), Loriana Pelizzon (SAFE - Goethe University Frankfurt)and Max Riedel (SAFE - Goethe University Frankfurt & Ca' Foscari University of Venice)- _Discussant:_ *Olivier De Jonghe* (National Bank of Belgium & Tilburg University) •/Climate Change and Bank Lending: the Case of Flood Risk in Italy, /*Ivan Faiella*(Bank of Italy)and Filippo Natoli (Bank of Italy) - _Discussant:_ *Malcolm Mistry* (Ca’ Foscari University of Venice & CMCC) 15.45 - 17.15 _PANEL Session Practice: CLIMATE CHANGE RISK: A PRACTITIONERS’ VIEW_ Moderator: *Isabella Bufacchi* (Il Sole 24 Ore) _Participants:_ *Mark Carhart*(Kepos Capital, New York) *Carlo Carraro*(Ca’ Foscari University of Venice & CMCC) *Robert Engle*(New York University) *Giulio Mignola*(Intesa Sanpaolo, Turin) *Jobst Neuss*(European Investment Fund, Luxembourg) *Til Schuermann*(Oliver Wyman, New York) *Cristiano Zazzara*(S&P Global Market Intelligence, New York) 17.15 - 18.15 _Session VII: CLIMATE CHANGE AND BOND MARKET_ Chairman: *Ludovic Thebault* (European DataWarehouse) •/Climate Change Implications for the Catastrophe Bonds Market: An Empirical Analysis/, *Claudio Morana* (University of Milano-Bicocca, Center for Research on Pensions and Welfare Policies & Rimini Centre for Economic Analysis)and Giacomo Sbrana (NEOMA Business School) - _Discussant:_ *Luca De Angelis* (University of Bologna) •/The Pricing of Green Bonds: Are Financial Institutions Special?/, Serena Fatica(European Commission), Roberto Panzica (European Commission)and *Michela Rancan* (European Commission) - _Discussant:_ *Marcello Pericoli* (Bank of Italy) _End of conference - *Exclusive visit to the Venetian Collection of Intesa Sanpaolo* and cocktail at the Querini Stampalia_ __ REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2019/credit2019.htm). Registration fees are: Early registration (within August 31st) Late registration (from September 1st on) Academics: 250 Euro + VAT 300 Euro + VAT Practitioners: 800 Euro + VAT 1000 Euro + VAT Academics Poster Presenter: 150 Euro + VAT 200 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT 500 Euro + VAT PhD Students*: 100 Euro + VAT 150 Euro + VAT *VAT is currently 22% * *Students will have to provide valid proof of their student status. The registration fees cover: Admission to all scientific sessions, Lunches and coffee service during the Conference and Conference kit. The registration fees do not fully cover the conference dinner on *September 26th, 2019*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2019/credit2019.htm -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(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 2019 http://www.greta.it/credit/credit2019/credit2019.htm -- Nota automatica aggiunta dal sistema di posta.

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open position: Substitute lecturer in mathematical statistics - University of Gothenburg
by Antonio DI CRESCENZO 26 Aug '19

26 Aug '19

OPEN POSITION: Substitute lecturer in mathematical statistics Employment level: Fixed term Location: Department of Mathematical Sciences, University of Gothenburg Apply by: 2019-08-31 web: https://www.gu.se/english/about_the_university/job-opportunities/vacancies-… ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Concorso RTD.B - UPO (scadenza 22/09/2019)
by enea giuseppe bongiorno 26 Aug '19

26 Aug '19

*Concorso RTD.B - SC: 13/D1 - SSD: SECS-S/01 (Statistica)* *Università del Piemonte Orientale* Cari colleghi, con la presente si informa che è stato pubblicato il bando per un posto di ricercatore a tempo determinato, lettera B, per il settore concorsuale 13/D1 (Statistica), settore scientifico disciplinare SECS-S/01 (Statistica) presso il Dipartimento di Studi per l'Economia e l'Impresa (DiSEI) dell'Università del Piemonte Orientale. Il bando è disponibile alla pagina: https://www.uniupo.it/alta-formazione-aziende-lavoro/concorsi/concorsi-il-p… Le domande di partecipazione devono essere inviate entro il *22/09/2019* (ore 23.59). Si prega di diffondere la comunicazione tra i potenziali interessati. Cordiali saluti, Enea Bongiorno -- Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it web: upobook.uniupo.it/enea.bongiorno

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Seminario di Sam Thomas a Roma Tre 2 settembre ore 14:30
by Pietro Caputo 26 Aug '19

26 Aug '19

SEMINARIO Probabilita' Sam Thomas (Cambridge, UK) Titolo: Cutoff for Random Walk on Random Cayley Graphs Lunedi' 02 Settembre 2019 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract Consider the random Cayley graph of a finite group $G$ with respect to $k$ generators chosen uniformly at random, with $1 ll log k ll log|G|$: the vertices are the group elements, and $g,h in G$ are connected if there exists a generator $z$ so that $g = hz$ or $gz = h$. A conjecture of Aldous and Diaconis asserts that the simple random walk on this graph exhibits cutoff, at a time which depends only on $|G|$ and $k$, not on the algebraic structure of the group $G$ (ie universally in $G$). We verify this conjecture for a wide class of Abelian groups. Time permitting, we discuss extensions to the case where the underlying group $G$ is non-Abelian. There the cutoff time cannot be written only as a function of $|G|$ and of $k$; it depends on the algebraic structure. This is joint work with Jonathan Hermon.

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Cirm conference PDE/Probability, last announcement
by Pietro Caputo 24 Aug '19

24 Aug '19

Dear colleagues, There will be a conference at CIRM on October 14-18 on PDE/Probability interactions, with a focus on particle systems and hyperbolic conservation laws. Pre-registration is open until early september on the website: https://conferences.cirm-math.fr/2083.html There will be two mini courses, by Christophe Bahadoran (Université Clermont-Auvergne) and Alexis Vasseur (University of Texas at Austin), as well as talks by Boris Andreianov (Université de Tours) Raphael Butez (Weizmann Institute of Science) Laura Caravenna (Universita degli Studi di Padova) Kleber Carrapatoso (Université de Montpellier) Djalil Chafaï (Université Paris-Dauphine) Helge Dietert (Université Paris Diderot) Jean Dolbeault (Université Paris-Dauphine) Mitia Duerinckx (ENS Lyon et Université Libre de Bruxelles) Nicolas Fournier (Sorbonne Université) Cyril Labbé (Université Paris-Dauphine) Mauro Mariani (Higher School of Economics, Moscow) William Ocafrain (Université Paul Sabatier, Toulouse) Felix Otto (Max Planck Institute for Mathematics in the Sciences, Leipzig) Fraydoun Rezakhanlou (University of California, Berkeley) Samir Salem (Université Paul Sabatier, Toulouse) Marielle Simon (Inria Lille-Nord Europe) Ariane Trescases (Université Paul Sabatier, Toulouse) Please pass on this announcement to anyone who might be interested in the conference, in particular PhD students. Apologies if you receive this announcement multiple times. Best wishes, Pietro Caputo, Max Fathi, Arnaud Guillin and Julien Reygner <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> Garanti sans virus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…> <#m_-7676172159550020676_DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Seminario Prof. Macci 6/9/19 ore 15:30 Insubria University
by Elisa Mastrogiacomo 21 Aug '19

21 Aug '19

Seminar announcement: Macci on Large deviations for risk measures models – September 6, 2019 - 15.30-16.30 Dear Colleagues, On September 6, 2019, 15.30-16.30, Prof. Claudio Macci (University of Roma Tor Vergata) will give a talk on “Large deviations for risk measures in finite mixture models” (joint with Valeria Bignozzi and Lea Petrella). Insubria University Dept. Economics, Via Monte Generoso 71 Sala del Consiglio primo piano Below you find an abstract of Claudio’s paper. You are all invited. Best regards, Elisa Mastrogiacomo Abstract Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is evaluated on the estimated mixture instead of the (unknown) true one, then it is important to investigate the committed error. In this paper we study the asymptotic behaviour of estimated risk measures, as the data sample size tends to infinity, in the fashion of large deviations. We obtain large deviation results by applying the contraction principle, and the rate functions are given by a suitable variational formula; explicit expressions are available for mixtures of two models. Finally, our results are applied to the most common risk measures, namely the quantiles, the expected shortfall and the shortfall risk measure.

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Fwd: University of Oxford: faculty position in Mathematical & Computational Finance
by Marco Romito 17 Aug '19

17 Aug '19

-------- Forwarded Message -------- Subject: University of Oxford: faculty position in Mathematical & Computational Finance Date: Sat, 17 Aug 2019 17:10:16 +0200 From: Rama Cont <Rama.Cont(a)maths.ox.ac.uk> Call for applications: Departmental Lecturer in Mathematical and Computational Finance Mathematical Institute, University of Oxford https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=… Grade 9: £47,263 - £53,765 with a discretionary range to £59,828 p.a. Application Deadline: *September 20, 2019* The Oxford Mathematical Institute proposes to appoint a *Departmental Lecturer in Mathematical and Computational Finance*. This is a *full-time permanent position*, equivalent to a tenured U.S. Associate professor. The Departmental Lecturer will have an outstanding research record in the area of Mathematical and Computational Finance and will be expected to engage in research projects and mentorship of graduate students, lead independent research projects and contribute to the teaching and academic administration as Course Director for the MSc in Mathematical and Computational Finance.The Mathematical, Physical and Life Sciences Division runs periodic exercises to confer the title of Associate Professor to suitably qualified staff members who have met the university’s criteria. The successful candidate will be expected to have a doctorate in mathematics or closely related subject with proven ability and potential to carry out high quality independent research at an international level in Mathematical and Computational Finance, as evidenced by, for example, publications in leading international journals, together with the ability and willingness to undertake the role of Course director for the MSc in Mathematical & Computational Finance. Please direct informal enquiries to the Recruitment Administrator using the email address below, quoting vacancy reference 142100. Applicants should read the job description before writing their application. You will be required to upload a letter setting out how you meet the selection criteria, a curriculum vitae including full list of publications, details of teaching experience, a statement of research interests and the contact details of three referees as part of your online application. For more information on the Oxford Mathematical & Computational Finance Group: https://www.maths.ox.ac.uk/groups/mathematical-finance To apply: https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=… NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by*12.00 noon on Friday 20 September 2019*. Contact Person : the Recruitment Administrator Vacancy ID : 142100 Contact Phone : 01865 273518 Closing Date : 2*0-Sep-2019* Contact Email : vacancies(a)maths.ox.ac.uk <mailto:vacancies@maths.ox.ac.uk?subject=Departmental%20Lecturer%20in%20Mathematical%20and%20Computational%20Finance>

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Concorso RTDA SECS-S/06 università di Verona, scad 22/8/2019
by Cecilia 17 Aug '19

17 Aug '19

Concorso RTDA SECS-S/06 S.C. 13/D4 Metodi Matematici dell’Economia e delle Scienze Attuariali e FinanziarieUniversità di Verona, Dipartimento di Scienze per l'Economia, scadenza 22/8/2019 Bando https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-…

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