- Random - Mailing list — Dipartimento di Matematica, UniPI

Seminar of Francesco Morandin and Alessandro Montagnani, Padova 18/02/2020
by barbato＠math.unipd.it 14 Feb '20

14 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 18. Speaker: Francesco Morandin Title: Turbulence, shell models and critical exponents for dissipation Abstract: Shell models of turbulence are nonlinear dynamical systems inspired by fluid dynamics. They are idealized and simplified, but tailored to exhibit the same energy cascade behaviour of three dimensional Euler and Navier-Stokes equations. A typical feature of these models is in fact anomalous dissipation of energy, which in finite time "escapes" to infinity, yielding a blow-up and instantaneous loss in regularity. A dissipative term corresponding to viscosity can recover regularity, for some of these models, but in total generality one needs hyper-dissipation, with an exponent larger than the physical one. Recent results hint that in the more refined framework of tree (hierarchical) models the required exponent may be actually lower. Speaker: Alessandro Montagnani Title: A stationary solution for turbulence shell models. Abstract The focus of the talk is to study well-posedness, with respect to generic Gaussian distributed initial data, in turbulence shell models. In the of state-of-the-art results we have existence of solution for any finite energy initial conditions. Here we show the generic existence of solutions with respect to initial data distributed as Gaussian invariant measures, in "mixed" dyadic and tree-like shell models, extending the classical deterministic results. The existence is given thanks to compactness argument and techniques similar to the ones used by Albeverio and Cruzeiro for Euler equation (and more recently with a different approach by F. Flandoli), adapted to our model. Uniqueness is not provided, and the natural oscillating behaviour of the solutions obtained may suggests that it doesn't hold at all All of you are very welcome. Best regards, David Barbato

1 0

13th European Summer School in Financial Mathematics, Vienna, Aug. 31- Sept. 4, 2020 (fwd)
by Tiziano Vargiolu 13 Feb '20

13 Feb '20

---------- Forwarded message ---------- Date: Tue, 11 Feb 2020 14:39:42 +0100 From: Christa Cuchiero <christa.cuchiero(a)univie.ac.at> To: christa.cuchiero(a)unvie.ac.at Subject: 13th European Summer School in Financial Mathematics, Vienna, Aug. 31- Sept. 4, 2020 Dear colleagues, we are pleased to announce the 13th European Summer School in Financial Mathematics on "Machine Learning in Finance" and "McKean-Vlasov Equations & Mean Field Games in Finance" which will be held at the University of Vienna, from August 31 to September 4, 2020. Mini-courses will be given by Lyudmila Grigoryevya Xin Guo Lukasz Szpruch Josef Teichmann Detailed information on the summer school and instructions for applications can be found at: https://www.univie.ac.at/summer_school_MathFinance/index.html The application deadline is April 30, 2020. Successful applicants will be sponsored for accommodation and (partly) travel expenses. Please bring the announcement to the attention of PhD-students and other researchers who may be interested to attend. Kind regards, Christa Cuchiero

1 0

Postdoc in Financial Mathematics at Dublin City University
by Paolo Guasoni 13 Feb '20

13 Feb '20

Dear Colleague, Dublin City University has a Postdoctoral position (Two-year) in Financial Mathematics https://www.dcu.ie/sites/default/files/hr/rf1327_postdoctoral_researcher_fi… The closing date for the application is March 6th, 2020. With best regards, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DublinCityUni> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

1 0

PhD Course, Tor Vergata (Matematica), Paolo Pigato
by Claudio Macci 13 Feb '20

13 Feb '20

Department of Mathematics, Univ. Roma Tor Vergata PhD Course held by Paolo Pigato (10 hours) Title: Fractional Brownian motion and non-Markovian modeling Schedule: March 03, 2020; h. 14-16. Room: Aula D'Antoni March 05, 2020; h. 14-17. Room: Aula D'Antoni March 10, 2020; h. 14-16. Room: Aula De Blasi March 12, 2020; h. 14-17. Room: Aula D'Antoni Abstract. In several applications of stochastic analysis (financial engineering, telecommunication networks, ...), it is desirable to model real-world quantities which are non-Markovian, for example because the noise process exhibits slowly decaying auto-correlations and long memory. In this course we will focus on fractional Brownian motion, a prototypical example of non-Markovian process. Such process is a generalisation of Brownian motion with Holder regularity possibly different than 1/2 and it is not a martingale. We will consider large deviations problems, simulation methods and some examples of application. Some other details can be found here: http://www.mat.uniroma2.it/~macci/corso-dottorato-pigato.htm Best regards. Claudio Macci.

1 0

BAYSM 2020: Announcement on coronavirus
by Federico Camerlenghi 13 Feb '20

13 Feb '20

Dear all, as you may already be aware, there is a recent coronavirus epidemic going around in China, which may have raised concerns in attending the BAYSM 2020 meeting in China late June https://baysm2020.uconn.edu/ . As a satellite meeting of the 2020 ISBA World Meeting (Kunming, China, June 29-July 03), we would like to cite the email that ISBA Program Council just sent to ISBA members to address the coronavirus concerns and ISBA World Meeting in China: "We are keeping a close eye on the development. While at this point we are cautiously optimistic that the epidemic will not last till June, both as a result of the extraordinary measure that China is taking to contain the spread, and as cold-like coronaviruses generally don't spread effectively as temperature rises in spring. However, we want to stay cautious and keep options open, and will take the necessary actions to ensure the health and safety of our community." We are holding the same position as the ISBA Program Council and will keep you all updated of any changes in the plan of the meeting. Particularly, if the epidemic is not contained in the next couple of months, and thus the community participating in the meeting will be subject to health risk, we will consider alternatives such as postponing the BaYSM Meeting. For now, we have decided to extend the early registration deadline as follows. Deadline for submissions: May 1 2020 23:59 CST End of review process: May 23 2020 Early registration: June 01 2020 Late registration: June 15 2020 Thank you for your support of our BaYSM Meeting. We hope that the epidemic will be over soon and we will see you all in Kunming at the BaYSM this June. Best Regards, On behalf of the organizing committee Federico Camerlenghi -- Federico Camerlenghi Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

1 0

Seminar of Nicola Secomandi, Padova, Friday 21
by Tiziano Vargiolu 13 Feb '20

13 Feb '20

*** Apologies for cross-posting *** Dear Colleagues, we would like to invite you to the following Probability seminar that will take place at the Department of Mathematics, University of Padova (via Trieste, 63), on February 21 h. 15.30 room 1BC/45. -------------------------------------------------- NICOLA SECOMANDI Tepper School of Business, Carnegie Mellon University Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets and Discrete Time Abstract: This paper extends quadratic hedging from European to Bermudan options in discrete time when markets are incomplete and investigates its use for supporting exercise policy optimization. The key idea is to construct date specific approximate replicating portfolios. Hedging any given exercise policy can be done by solving a collection of stochastic dynamic programs. Optimizing the exercise policy based on the resulting martingale measure requires care. If this measure is risk neutral (RN), the value of an optimal such policy, which can be obtained by augmenting the hedging model with an exercise policy optimization step, is a no arbitrage one. Otherwise this approach must be refined by imposing time consistency on exercise policies, although the value of the resulting exercise policy may not be arbitrage free. Following the common pragmatic strategy of specifying quadratic hedging under an RN measure, e.g., one calibrated to market prices, avoids these issues. In particular, it provides a simple hedging policy with immediate practical applicability and is equivalent to exercise policy optimization under RN valuation, thus complementing it with a consistent hedging policy. A simple numerical example shows that this procedure generates effective hedging policies. Paper available at https://arxiv.org/abs/2001.05788?context=q-fin --------------------------- All the best Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

1 0

10 Ph.D. positions @ Luxembourg Unviersity
by Giovanni Peccati 13 Feb '20

13 Feb '20

Dear Colleagues, *10 Ph.D. positions* are currently open in the *Department of Mathematics of Luxembourg University*, in the framework of a transversal grant spanning several disciplines - geometry, number theory, probability and mathematical physics. Here is the official link, where all details can be found: http://emea3.mrted.ly/2ej0i 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

1 0

Commodity and Energy Markets Association - Annual Meeting 2020 - Madrid (fwd)
by Tiziano Vargiolu 12 Feb '20

12 Feb '20

Apologies for cross-postings Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

1 0

CREST Post-doc offer: green finance / quantitative economics (fwd)
by Tiziano Vargiolu 12 Feb '20

12 Feb '20

Apologies for cross-postings. ---------- Forwarded message ---------- Date: Wed, 12 Feb 2020 15:29:26 +0100 From: Peter Tankov <peter.tankov(a)polytechnique.org> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Dear Tiziano,would you be so kind as to distribute my post-doc offer (attached) on your mailing list? Best wishes Peter -- Peter Tankov Professor of quantitative finance, ENSAE ParisTech Phone: +33 1 70 26 68 73 www.lpma-paris.fr/pageperso/tankov/ Email: peter.tankov(a)ensae.fr

1 0

New Post-Doc position @ Luxembourg University
by Giovanni Peccati 12 Feb '20

12 Feb '20

Dear Colleagues, a new *2 years post-doc position *is open at the *Department of Mathematics of Luxembourg University *- deadline is* March 15, 2020. * Here is the official link for the application: http://emea3.mrted.ly/2ez6c The position is actually related to a large research grant (bridging several groups in the department) on the general topic of *Geometry, Probability and its Synergies. * As a consequence, applications are particularly welcomed from researchers whose expertise bridges two or more of the following areas: *geometry, probability theory, number theory and mathematical physics.* Please, do not hesitate to share this message with potential candidates. 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

1 0

Summer school in Santander for Master students
by Maurizia Rossi 11 Feb '20

11 Feb '20

Dear all, I would like to advertise this Probability Summer School on Random and deterministic point configurations https://www.ub.edu/santalo20/ that will be held in Santander - July 13-17, 2020. The aim of this Summer School is to introduce Master students into the field of point configurations, with wide-view courses that will include a friendly exposition of the main results in the area and its applications. If you know someone who might be interested in joining this event, please let them contact the organizers (C. Beltran and J. Marzo). Best wishes, Maurizia -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

1 0

PROBABILITY SEMINAR: Giovanni Conforti (CMAP, École Polytechnique ) [Padova, 21/02, 14.30]
by alessandra bianchi 10 Feb '20

10 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 21. ________________________________________________________ Speaker: Giovanni Conforti (CMAP, École Polytechnique ) Title: Understanding the most likely evolution of interacting particle systems 21 FEBRUARY (Friday), 14:30; ROOM 1BC45, Dipartimento di Matematica “Tullio Levi-Civita”, Via Trieste 63, Padova Abstract: An old question posed by Schrodinger may be rephrased as follows: what is the most likely evolution of an interacting particle system conditionally on the observation of its initial and final configurations? It is often the case that by means Large Deviation Principle this question is rigorously formulated as a (mean field) control problem in the space of probability measures. In the first part of this talk we will see if the space of probability measures is endowed with a Riemannian metric naturally induced by the form of the rate function, the equations governing the most likely evolution take the form of Newton's law. In some examples the Riemannian metric to be considered coincides with the Otto metric of optimal transport, but it is often the case that a different metric has to be chosen. In the second part of the talk we discuss how to use Newton’s laws to obtain convexity principles and dissipation estimates for entropy functionals along the most likely evolution. The interest of these estimates is twofold: on the one hand they imply a novel class of functional inequalities; on the other hand they allow to establish the turnpike property for the control problem defining the most likely evolution and to study its ergodic behaviour. Two concrete examples will be discussed in more detail: the exclusion process and systems of weakly interacting diffusions. Based on joint works with A.Chiarini, I.Gentil, J.Backhoff, C.Léonard, M.Pavon and L. Tamanini. All of you are very welcome. Best regards, Alessandra Bianchi tp://www.math.unipd.it/~bianchi/ <http://www.math.unipd.it/~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/

1 0

Quantitative Finance @ WORK - Rome, April 24, 2020
by Davide Erminio Pirino 10 Feb '20

10 Feb '20

Dear Student, Dear Colleague, The *Master of Science in Finance and Banking -* *University of Rome Tor Vergata* are pleased to host the fourth edition of *QFin@Work on April 24, 2020. *The Workshop is on the practical use of quantitative methods in Finance and related fields. The goal of the Workshop is to get together leading experts, and especially finance professionals, to learn from their experiences, listen to new ideas, and discuss about future perspectives in the field. The 2020 schedule is now available at https://qfinatwork.com/2020 Registration is free but compulsory to anyone will attend the meeting. We hope to see you there, *The Scientific Committee* Rocco Ciciretti Katia Colaneri Annalisa Fabretti Stefano Herzel Marco Nicolosi Davide Pirino Alessandro Ramponi Sergio Scarlatti

1 0

PhD course by Prof Antoine Jacquier (Imperial College London) in Padova
by Giorgia Callegaro 10 Feb '20

10 Feb '20

Dear all, this email is to announce the PhD course entitled "*A smooth tour around rough models in finance (From data to stochastics to machine learning)*" which will be given by Prof Antoine Jacquier (Imperial College, London) at the Department of Mathematics of University of Padova in March/April 2020. The course details (aim, contents and prerequisites) are available here: https://www.math.unipd.it/~dottmath/corsi2020/Jacquier.pdf and here is the schedule (lectures will be given in room *2BC30* in Torre Archimede, Dept of Mathematics, Via Trieste 63, 35121 Padova) 1. Thursday 19 March: 14-16 2. Friday 20 March: 14-16 3. Monday 23 March: 14-16 4. Thursday 26 March: 14-16 5. Friday 27 March: 14-16 6. Thursday 2 April: 14-16 7. Friday 3 April : 14-16 8. Monday 6 April : 14-16. Every lecture lasts 45 minutes, so in a slot of 2 hours please expect two lectures (for a total of 90 minutes) with a break. Everybody is welcome! See you in Padova, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

1 0

avviso breve ciclo seminari
by Franco Flandoli 08 Feb '20

08 Feb '20

Si comunica che nei giorni *martedì 11 febbraio (aula Mancini) martedì 18 febbraio (aula Mancini) martedì 25 febbraio (aula Tonelli)* si terranno, presso la Scuola Normale Superiore di Pisa, i seguenti due cicli di seminari, con eventuale proseguimento da concordare: *ore 11-12 Sigurd Assing ore 12-13 Michael Goldman* Il tema dei seminari è brevemente descritto qui di seguito. Tutti gli interessati sono invitati a partecipare. ------------------------ *Sigurd Assing* (University of Warwick) TITLE: Bayesian Gaussian Process Latent Variable Model ABSTRACT: We introduce a variational inference framework for training the Gaussian process latent variable model and thus performing Bayesian nonlinear dimensionality reduction. The maximization of the variational lower bound provides a Bayesian training procedure that is robust to overfitting and can automatically select the dimensionality of the nonlinear latent space. ------------------------ *Michael Goldman* (Université Paris Diderot, CNRS) TITLE: A variational approach to regularity in optimal transport and applications to the optimal matching problem. ABSTRACT: In this course I will present the regularity theory for optimal transport maps recently developed together with M. Huesmann and F. Otto. The main point of the course is to show that as long as we are in a linearization regime, that is as long as the local displacement and the local distances of the two marginals to the Lebesgue measure are small, the displacement is quantitatively close to the gradient of the solution of a Poisson equation. We will see applications both to partial regularity and to (a variant of) the optimal matching problem. In particular, we will see how this theory allows to justify down to the microscopic scale some predictions made by Caracciolo and al for that problem.

1 0

2-year post-doc position at the University of Padova
by Claudio Fontana 08 Feb '20

08 Feb '20

Dear all (and apologies for cross-posting), A 2-year post-doctoral position at the Department of Mathematics of the University of Padova (Italy) is available, within the STARS@UNIPD project PRISMA under the supervision of Claudio Fontana (personal webpage: https://sites.google.com/site/fontanaclaud <https://sites.google.com/site/fontanaclaud>). The primary goal of the PRISMA project is the development of new stochastic methods for the modelling of information in finance and insurance. We are looking for a highly motivated candidate with a solid background in stochastic analysis and mathematical finance. A PhD degree in these fields is a necessary requirement. We offer a stimulating research environment, an exciting research project, excellent working conditions. Salary is fixed at a top level for a post-doctoral position at the University of Padova, corresponding to about 2100 euros/month (net of taxes). Generous financial support is available for participation to international conferences and workshops. The selected candidate will not have mandatory teaching duties. The starting date can be arranged, but cannot be later than September 1st, 2020. To be considered, the application package has to arrive before March 2, 2020. The official call for the position and application instructions can be found at https://www.math.unipd.it/it/news/?id=2579 <https://www.math.unipd.it/it/news/?id=2579> For any further information and expressions of interest on this position, please contact Claudio Fontana directly at fontana(a)math.unipd.it <mailto:fontana@math.unipd.it> Best regards Claudio Fontana

1 0

Corso di dottorato "Topics from the Gaussian World" a Milano-Bicocca
by Gianmario Tessitore 07 Feb '20

07 Feb '20

Buongiorno Tra marzo e maggio 2020, Francesco Caravenna e Maurizia Rossi terranno il corso di dottorato: *"Topics from the Gaussian World"* presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca. La prima lezione avrà luogo giovedì 5 marzo alle 14:30-17:00 in aula U5-3014. Per maggiori informazioni si veda la pagina http://staff.matapp.unimib.it/~fcaraven/did1920/phd/index.html Tutti gli interessati sono invitati a partecipare un cordiali saluto -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

1 0

Call for Interest - Assegno di ricerca
by Daniele Marazzina 07 Feb '20

07 Feb '20

Con preghiera di diffusione Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, sta valutando la possibilità di bandire assegni di ricerca su tematiche relative alla finanza quantitativa (calcolo stocastico, portfolio allocation, pricing, ma non solo), all'econometria e/o all'utilizzo di tecniche machine learning in finanza. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it<mailto:qfinlab@polimi.it> . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it<http://www.qfinlab.polimi.it/> Cordialmente Daniele Marazzina

1 0

Seminario Karim Barigou in Bicocca
by Valeria Bignozzi 06 Feb '20

06 Feb '20

Si avvisa che il giorno Lunedì 10 Febbraio alle ore 15:30 presso l’Università di Milano-Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Karim Barigou (University of Lyon) Title: Fair valuation of insurance liabilities: interplay between actuarial judgement and market-consistency Abstract: Insurance liabilities are in most cases (only) partially replicable by traded assets. This may be due to the fact that the payoffs of the underlying insurance contracts are defined in terms of a combination of hedgeable and unhedgeable claims (e.g. unit-linked insurance) or due to the existence of traded insurance-linked securities of which the payoff is correlated with the payoff of the insurance liability (e.g. CAT bonds). Since not all insurance claims can be perfectly replicated by traded assets, we face the problem of valuating claims in incomplete markets (i.e. markets in which some claims are not perfectly hedgeable). The main goal of this presentation is to introduce different valuation frameworks for the determination of a fair valuation for insurance liabilities. The objective of this valuation is to merge the traditional actuarial valuation based on pooling and diversification with a market-consistent approach based on hedging and replication. In particular, we define a fair valuation as a valuation which is market-consistent (marked-to-market for hedgeable claims) and actuarial (marked-to-model for claims independent of financial market evolutions). Among the different fair valuation frameworks, we introduce and investigate the class of `hedge-based valuations'. Under this approach, one unbundles the unhedgeable insurance claim in a hedgeable part and a remaining part. The fair value of the claim is then set equal to the sum of the respective values of the hedgeable and the unhedgeable parts, where the hedgeable part is valuated by the financial price of its underlying hedge, while the value of the remaining part is determined via an actuarial approach. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Valeria ******************************************************************************************* Valeria Bignozzi Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano e-mail: valeria.bignozzi(a)unimib.it <mailto:valeria.bignozzi@unimib.it> ******************************************************************************************* _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random <https://fields.dm.unipi.it/listinfo/random> Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it <mailto:random-admin@fields.dm.unipi.it> Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it <mailto:Random@fields.dm.unipi.it> Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random <https://fields.dm.unipi.it/pipermail/random>

1 0

Research fellowship in Padova - "Stochastic processes on random structures and applications"
by alessandra bianchi 05 Feb '20

05 Feb '20

Cari colleghi con l'invito a volerne dare la massima diffusione, vi segnalo che, all'interno di un progetto congiunto UniBo-UniFi-UniPd denominato "Dinamiche stocastiche in ambienti disordinati ed applicazioni nelle scienze ", è uscito il bando per un assegno di ricerca su "Processi stocastici su strutture aleatorie e applicazioni" con sede presso il Dipartimento di Matematica "Tullio Levi-Civita " dell'Università di Padova. La descrizione e i dettagli per l'ammissione sono indicati di seguito. The Department of Mathematics "Tullio Levi-Civita" of the University of Padova invites applications for a Research fellowship of the duration of 12 months in the framework of a joint project with the University of Bologna and the University of Firenze, with subject "Stochastic processes on random structures and applications". Successful candidates will be recent PhDs in Mathematics, or graduates with a Master's degree, who have suitable and documented academic and professional experience. The gross amount of the research fellowship contract is 21.100 euro. The deadline for application is 2nd March 2020. To submit application please refer to the page https://www.math.unipd.it/news-files/2020/20200302-bianchi-bando.pdf For additional information, please contact: Alessandra Bianchi at bianchi(a)math.unipd.it Marco Lenci at marco.lenci(a)unibo.it Francesca Nardi at francescaromana.nardi(a)unifi.it <bianchi(a)math.unipd.it>-- 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/

1 0

seminar announcement
by Marco Scarsini 05 Feb '20

05 Feb '20

*Xavier Venel,* Paris School of Economics Sequential Competition and the Strategic Origins of Preferential Attachment <http://mailsender.luiss.it/lists/lt.php?id=cRpRAgYLSAQFAw1OVAVUAQAH> Thursday 6 February 2020, 12 noon Room 207 Department of Economics and Finance Luiss Viale Romania, 32 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

Re: [Random] [forumppg] XXIV Brazilian Probability School /São Paulo School of advanced science
by Chiara Franceschini 04 Feb '20

04 Feb '20

Ricevo e inoltro per potenziali interessati. ---------- Forwarded message --------- Subject: Fwd: [forumppg] XXIV Brazilian Probability School /São Paulo School of advanced science Date: 2020-02-04 12:02 From: Patrícia Gonçalves <mophinha(a)gmail.com> To: Chiara Franceschini <chiara.franceschini(a)tecnico.ulisboa.pt> Can you distribute this in Italy? Thanks! ---- *XXIV EBP/ São Paulo School of advanced science on singular stochastic partial differential equations and their applications* It is a pleasure to announce the XXIV EBP/ São Paulo School of advanced science on singular stochastic partial differential equations and their applications. The São Paulo school is divided into two parts and will happen in the weeks of July 28 to August 8, 2020 at Campinas University. In the first week there will be two introductory mini courses (stochastic calculus and rough paths) that lay the foundations for the courses of the second week. In the latter ones newly developed theories and their latest developments in the field of singular SPDEs and related areas will be taught. The program will be complemented with several plenary talks, invited talks, a poster session and a visit to the LNLS laboratories, where the only particle accelerator of Latin America is located. The school will give full financial support for around 100 students (50 from Brazil and 50 from abroad). More informations under https://www.ime.unicamp.br/spas2020/ . The XXIV EBP will coincide with the second week of the São Paulo School. As in previous years, the XXIV EBP will consist of two mini courses, plenary talks, contributed talks and poster sessions, all presented in a relaxed atmosphere. This will be our first edition at IMECC-UNICAMP, which is home to one of Brazil's top ranked Mathematics departments. More information under https://www.ime.unicamp.br/bsp2020/. We would be grateful if you could advertise these events among your colleagues. On behalf of the organizing committee Dirk Erhard Adriana Neumann Christian Olivera -- Roberto Imbuzeiro Oliveira Professor, IMPA rimfo(a)impa.br, rob.oliv(a)gmail.com sites.google.com/view/roboliv -- Você recebeu essa mensagem porque está inscrito no grupo "forumppg" dos Grupos do Google. Para cancelar inscrição nesse grupo e parar de receber e-mails dele, envie um e-mail para forumppg+unsubscribe(a)impa.br. Para ver essa discussão na Web, acesse https://groups.google.com/a/impa.br/d/msgid/forumppg/CAN9Gp7asj9%3DEymWpDw2… <https://groups.google.com/a/impa.br/d/msgid/forumppg/CAN9Gp7asj9%3DEymWpDw2…> . -- Esta mensagem foi verificada pelo sistema de antiv�rus e acredita-se estar livre de perigo.

1 0

two tenure track assistant professor position (Sao Paulo)
by Daniela Bertacchi 04 Feb '20

04 Feb '20

Ricevo e inoltro ---------- Forwarded message --------- Da: Fabio Machado <faprama(a)gmail.com> Date: lun 3 feb 2020, 19:46 Subject: two tenure track assistant professor positions To: Fabio Machado <faprama(a)gmail.com> Dear colleagues, please feel free to advertise to potential applicants. The Statistics Department of IME-USP has two tenure track assistant professor vacancies open for registration until March 24th. The contest will include, in addition to a memorial judgment, didactic evidence on basic Probability and Statistical Inference topics (in master's level), and project judgment in a wide range of research areas in Probability and Statistics. See message below and attached notice for further details. Do not hesitate to contact me for further clarification. Announce Math Hire https://mathhire.org/jobs/909 Science HR announcement https://www.science.hr/jobs/59528/assistant-professor-2-positions-statistic… Att Fábio Prates Machado -- *Fábio Prates Machado* - Professor Instituto de Matemática e Estatística Universidade de São Paulo, Brasil.

1 0

Permanent research positions near Paris
by Guillaume Kon Kam King 04 Feb '20

04 Feb '20

Dear Colleagues, a call is open for two permanent positions, as a *Research Scientist in Statistics and stochastic algorithms for dynamic processes* and as a *Research Scientist in machine learning for text mining.* These are full research positions (no compulsory teaching), based at INRAE ( https://www.inrae.fr/en/about-us) and affiliated to Université Paris-Saclay. You may find the calls and instructions on how to apply at: https://jobs.inrae.fr/en/open-competitions/open-competions-research-scienti… and https://jobs.inrae.fr/en/open-competitions/open-competions-research-scienti… The application is in English and is fairly lightweight, it includes a CV, the 4 most significant publications and a 8-10 pages report detailing past research. The deadline is March 5, 2020, 5 p.m. Central European Time (UTC+01:00). If you would consider applying, please contact Elisabeta VERGU ( elisabeta.vergu(a)inrae.fr) for the position in Statistics and stochastic algorithms for dynamic processes, or Claire NEDELLEC ( claire.nedellec(a)inrae.fr)/Louise DELEGER (louise.deleger(a)inrae.fr) for the position in machine learning for text mining. Best regards, Guillaume KON KAM KING Université Paris-Saclay, INRAE, MaIAGE, 78350, Jouy-en-Josas, France https://sites.google.com/site/guillaumekonkamking/home

1 0

Seminar Fabrizio Leisen @ Unimib
by Federico Camerlenghi 03 Feb '20

03 Feb '20

Dear all, we are glad to announce the next DEMS seminar: Wednesday, 12th February 2020 Time 12.00, Aula de Lillo, Department of Economics, Management and Statistics (DEMS) Building U7, II floor, University of Milano - Bicocca The speaker is Fabrizio Leisen from University of Kent. *Title:* *On a Class of Objective Priors from Scoring Rules* *Abstract:* Objective prior distributions represent an important tool that allows one to have the advantages of using a Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off the chosen statistical model and in the majority of cases the resulting prior is improper, which can pose limitations to a practical implementation, even when the complexity of the model is moderate. In this talk we propose to take a novel look at the construction of objective prior distributions, where the connection with a chosen sampling distribution model is removed. We explore the notion of defining objective prior distributions which allow one to have some degree of flexibility, in particular in exhibiting some desirable features, such as being proper, or log-concave, convex etc. The basic tool we use are proper scoring rules and the main result is a class of objective prior distributions that can be employed in scenarios where the usual model based priors fail, such as mixture models and model selection via Bayes factors. In addition, we show that the proposed class of priors is the result of minimising the information it contains, providing solid interpretation to the method. This is a work in collaboration with C. Villa and S. G. Walker. Best wishes, Federico Camerlenghi -- Federico Camerlenghi Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

1 0