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Bocconi Summer School "Random Graphs and Complex Networks" - reminder
by Antonio Lijoi 07 Mar '19

07 Mar '19

REMINDER: Deadline for applications March 27, 2019! ************************************************************** Bocconi Summer School in Advanced Statistics & Probability, "Random Graphs and Complex Networks", 8-19 luglio 2019, Lake Como http://bocconi2019.lakecomoschool.org ************************************************************** We are pleased to announce that the 2019 edition of the Bocconi Summer School in Advanced Statistics and Probability, on RANDOM GRAPHS AND COMPLEX NETWORKS: STRUCTURE AND FUNCTION, will take place on July 8-19, 2019, at Villa del Grumello, on the shores of the Lake of Como, Italy. INSTRUCTORS Remco van der Hofstad (Eindhoven University of Technology, NL) Shankar Bhamidi (University of North Carolina, USA) Tutorials: Souvik Dhara (New England Lab, Microsoft Research and MIT, USA) Clara Stegehuis (Eindhoven University of Technology, NL) PROGRAM Random graphs are at the forefront of applied probability,, and a central topic in multidisciplinary science where mathematical ideas are used to model and understand the real world. The aim of this course is four-fold: present novel models to describe real-world networks, and their topological properties; study their local behavior; discuss networks functionality, as described by stochastic processes on them; and discuss several statistical problems of networks and their functionality, including community detection, estimation of preferential attachment functions, estimation of the source of an epidemic. The school will present basic material in the first week, while the second week will contain more advanced material, at the forefront of science. The Bocconi Summer School in Statistics and Probability is offered by Bocconi University, Milano, and is hosted by the Lake Como School of Advanced Studies. The aim of the School is to establish a track of high level courses on cutting-edge topics in Statistics and Probability. The school offers lectures delivered by internationally leading scholars on the specific designated topic, and supervised tutorials. The summer school is open to all interested scholars, but is especially addressed to PhD students, and possibly to brilliant MSc graduates/students interested in pursuing doctoral studies in Statistics, Probability, Data Science, Computer Science and related fields. A POSTER SESSION will take place in the first week of the school, where participants, upon request, may present their research. APPLICATIONS: In order to foster active interaction among students and instructors, the school is targeted for a class of at most 30 qualified and selected participants. Deadline for applications: March 27, 2019. REGISTRATION and FEES. The registration fee (530 euro) covers all the school activities and course material; accommodation for the 2 weeks (July 7- July 20 morning), wi-fi connection; all work-days lunches in the beautiful park of Villa del Grumello; welcome cocktail. Admitted participants should register by April 23, 2019. For more information, please visit the school website http:\\bocconi2019.lakecomoschool.org or contact BBS.statistics(a)unibocconi.it

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Postdoctoral position Prague
by enea giuseppe bongiorno 07 Mar '19

07 Mar '19

Ricevo ed inoltro. Cordiali saluti, Enea ---------- Forwarded message --------- From: <nagy(a)karlin.mff.cuni.cz> Date: Wed, 6 Mar 2019 at 12:52 Subject: Postdoctoral position Prague To: <enea.bongiorno(a)uniupo.it> Dear Enea, ... I was given the opportunity to hire a postdoctoral researcher to our department (Dept. of Probability and Math. Statistics) in Prague, to work with me on topics of data depth (i.e. multivariate / functional statistics), and the geometry around that. It will be a pure research position, no teaching, for about 18 months, starting this summer. The salary will be, of course, lower compared to the standards in the western Europe (about 1500 EUR net monthly), but it's surely enough for a decent life in Czech Rep. If you know about someone bright who might be interested in this position, I will be very grateful if you let us know, or if you spread the word. https://www.mathjobs.org/jobs/jobs/13621 ... Best regards, Stanislav --- Stanislav Nagy Charles University -- ------ 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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PostDoc opportunity in Data Science in Milan
by stefano iacus 06 Mar '19

06 Mar '19

[apologizes for crossposting] The Department of Economics, Management and Quantitative Methods (DEMM), University of Milan, Italy launches a call for expressions of interest to identify potential candidates for a full-time, 3-year fixed-term Postdoctoral Research Associate position to work on a ground breaking programme grant funded by the Centre of Excellence in Economics and Data Science (CEEDS), awarded by the Italian Ministry of Education (MIUR). The gross remuneration package for this position will be approximately in the range €30,000-40,000 p.y. Applicants will be expected to have, or be close to completing, a PhD in Statistics, Probability Theory, Economics, Computer Science or related areas and must be able to actively contribute to the excellence of the departmental research and capable of publishing in top academic journals in the area of Statistical Inference and Data Science. Candidates will ideally be based in the Milan area and are expected to support the activities of DEMM, participating in the life of the Department through service. Applications must be sent to ceeds(a)unimi.it by March 31st, 2019 accompanied by a complete CV, a list of recent publications and two letters of recommendation. Direct informal enquiries should be sent to the recruitment administrator using the email address ceeds(a)unimi.it <mailto:ceeds@unimi.it> Detailed call at this link: https://ceeds.unimi.it/call-expressions-of-interest-for-a-postdoctoral-rese… ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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assegni ricerca univ. piemonte orientale
by enea giuseppe bongiorno 05 Mar '19

05 Mar '19

Gentili Colleghi, si informa che è indetta una selezione per n. 8 assegni di ricerca – tipologia a – Macroarea umanistico-economicogiuridico-sociale - per lo svolgimento di attività di ricerca presso strutture dell’Università degli Studi del Piemonte Orientale “Amedeo Avogadro”. La selezione, effettuata da un'apposita commissione formata da docenti della Macroarea, prevede: a) la valutazione di un progetto di ricerca presentato dal candidato, b) la valutazione dei titoli, c) un colloquio. E' richiesto il titolo di Dottore di Ricerca. Tra le linee di ricerca per le quali è possibile concorrere vi è: *Semi and Nonparametric techniques for functional data with applications to economic and financial data (SD: SECS-S01 Statistica).* L'eventuale attività collegata con tale tematica si svolgerà presso il Dipartimento di Studi per l'Economia e l'Impresa di Novara. Chiunque fosse interessato, è pregato di contattare il Prof. E. Bongiorno o il Prof. A. Goia (enea.bongiorno(a)uniupo.it, aldo.goia(a)uniupo.it) per chiarimenti e/o informazioni. Il bando (reperibile al link: https://www.uniupo.it/ricerca/assegni-di-ricerca/bandi/bando-n-237%E2%80%93… ) ha scadenza 1 aprile 2019 (ore 16.00). Cordiali saluti, E. Bongiorno A. Goia -- ------ 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 Elena Bandini a Bologna
by Alberto Lanconelli 05 Mar '19

05 Mar '19

Statistics Seminars 2019 Martedì 12 marzo 2019 ore 16 Aula seminari, Dipartimento di Scienze Statistiche, I piano "BSDEs driven by a general random measure and optimal control for piecewise deterministic Markov processes" Dott.ssa Elena Bandini, Università degli Studi di Milano-Bicocca Abstract: We consider an optimal control problem for piecewise deterministic Markov processes (PDMP) on a bounded state space. Here a pair of controls acts continuously on the deterministic flow and on the transition measure describing the jump dynamics of the process. For this class of control problems, the value function can be characterized as the unique viscosity solution to the corresponding integro-differential Hamilton-Jacobi-Bellman equation with a non-local type boundary condition. We are able to provide a probabilistic representation for the value function in terms of a suitable backward stochastic differential equation, known as nonlinear Feynman-Kac formula. The jump mechanism from the boundary entails the presence of predictable jumps in the PDMP dynamics, so that the associated BSDE turns out to be driven by a random measure with predictable jumps. Existence and uniqueness results for such a class of equations are non-trivial and are related to recent works on well-posedness for BSDEs driven by non quasi-left-continuous random measures" Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Funded PhD opportunities in Ireland
by Eberhard.Mayerhofer 04 Mar '19

04 Mar '19

Dear Colleagues, dear Students, a PhD training initiative of the Universities Limerick, Maynooth and University College Dublin accepts applications for intake in fall 2019. This is "data science" from a mathematical modeller's point of view, and with industry involvement. Please read more about the training initiative and the application process on www.data-science.ie Supervisors are typically chosen by the end of year 1, but if you are interested to write a PhD thesis in Stochastic Analysis or Financial Mathematics, you are invited to give a preference in your cover letter. Dipl.-Ing. Dr. Eberhard Mayerhofer, Privatdozent Senior Lecturer in Financial Mathematics University of Limerick

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Research Fellowship in Econometrics in memory of Carlo Giannini
by Monica Billio 03 Mar '19

03 Mar '19

Ca’ Foscari University of Venice, Associazione Carlo Giannini, Centro Interuniversitario di Econometria (CIdE), Unicredit Foundation and Bank of Italy award a Research Fellowship in Econometrics in memory of Carlo Giannini. The Fellowship is aimed to young researchers of all nationalities who wish to undertake advanced research in econometrics in an Italian university. The competition is based on candidates curriculum, research papers and publications and a research project. The deadline for application will be March 31, 2019. The award committee will reach a decision by April 30, 2019. The Fellowship will start on October 1, 2019 and will entitle the winner to the payment of a yearly sum of Euro 46,000, exempt of Italian taxes and social security contribution. The duration of the Fellowship will be two years. A summary of the call may be found here (https://www.unicreditfoundation.org/en/proposals/CarloGianniniFellowship.ht…), while the official call may be found here (https://www.unive.it/data/28824/). -- -- 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/credit2018/credit2019.htm

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Call for application PhD in Economics Ca' Foscari University 2019-20
by Antonella Basso 28 Feb '19

28 Feb '19

Dear Colleague, I would be grateful if you could bring to the attention of your best students the 2019-2020 edition of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Padova, King’s College London, Boston University, University of Gondar and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Microsoft and public and private research centers: Banca d’Italia, Bundesbank, Banque Centrale du Luxembourg, European Central Bank, Ecuador Ministry of Education. The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2019-2020, 7 positions are available. Six of them come with a scholarship (around 15,300 € per year) - two of which have a bound topic (Economics and Risk Analystics for Public Policies), and one is reserved for non-Italian applicants who can prove to have their own scholarship covering four years. Deadline for application is *April 10th 2019*, 13h00 (Italian time). Information and application procedure can be found at http://www.unive.it/phdapplication Information on the PhD in Economics can be found at http://www.unive.it/phdeconomics Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it Thank you for your cooperation Best regards Antonella Basso ********************************************************************************************** Caro Collega, Ti scrivo per segnalarti l’apertura del bando per il programma di dottorato in Economics offerto dal dipartimento di Economia dell’Università Ca’ Foscari di Venezia. Quest’anno sono disponibili 6 posti con borsa quadriennale (circa 15.300€ annui per l’intera durata del dottorato) di cui due a tematica vincolata sul tema "Economics and Risk Analystics for Public Policies", più un posto per studenti stranieri in possesso di borsa di studio propria. Il bando si chiude il *10 aprile 2019 alle 13.00,* ora italiana. Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni in research departments di organizzazioni internazionali, istituzioni pubbliche, imprese private banche centrali e istituzioni finanziarie. I primi placement dei nostri più recenti dottori di ricerca includono contratti o assegni di ricerca presso atenei, italiani o stranieri, (Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università Ca’ Foscari e Università degli studi di Padova). Alcuni dottori hanno invece intrapreso la carriera universitaria come ricercatori presso atenei stranieri: King’s College London, Boston University, University of Gondar, Zhongnan University of Economics and Law. Altri invece hanno trovato la loro prima occupazione presso enti o aziende privati (Euromonitor International a Vilnius, Morgan Stanley-London, Microsoft) e enti di ricerca pubblici o istituzioni pubbliche (Banca d’Italia, Bundesbank, Banque Centrale du Luxembourg, Banca Centrale Europea, Tertiary Education Commission e Ecuador Ministry of Education). Il programma di dottorato ha una durata quadriennale. Il primo anno i dottorandi seguono un intenso programma di corsi avanzati. Gli studenti ammessi al secondo anno si concentrano sul lavoro di tesi e partecipano attivamente alla vita del dipartimento. L’ampio spettro di interessi di ricerca e la reputazione internazionale della faculty di area economica e quantitativa di Ca’ Foscari, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti più meritevoli ricevono l’adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Puoi trovare maggiori dettagli riguardo il bando a questo link: http://www.unive.it/phdapplication Informazioni dettagliate sul PhD in Economics a Ca’ Foscari: http://www.unive.it/phdeconomics Qualsiasi richiesta di informazioni riguardo il programma può essere rivolta alla Segreteria del dottorato all'indirizzo: sse(a)unive.it Cordiali saluti Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Summer School “Model-Guided Data Science”
by Federico Bassetti 27 Feb '19

27 Feb '19

Dear Colleagues, Applications are now open for our Summer School * “Model-Guided Data Science”* to be held at the Lake Como School of Advanced Studies - on September 2-6, 2019. This is the 3rd edition of a previously event; numbers are limited to a maximum of 40 students. Application Deadline: March 30 2019 The school is targeted to doctoral students and postdocs with interdisciplinary vocation and quantitative background (statistical physics, computer science, bioinformatics, math, physics, engineering, etc.). The aim of this school is to enrich and integrate their scientific training towards academic and non-academic areas of Data Science. An intensive training week will include two cycles of lectures, tutorials on specific topics and hands-on work on concrete examples. In partnership with POLIS, Regione Lombardia <http://www.polis.lombardia.it/> Polis will provide *data* for hands-on sessions from case studies of societal relevance. *For further information on scope of the meeting, speakers, program, applications, deadlines, venue, etc. see the school web site* http://mgds.lakecomoschool.org/ Please help us to promote this meeting by forwarding this email to anyone you know might be interested, and especially bring this announcement to the attention of your students or post-docs, who are likely not on our mailing lists. Apologies if you receive this message multiply. The Organizers, Federico Bassetti, Fabrizio Capuani, Marco Cosentino Lagomarsino, Marco Gherardi %%%%% Lecturers Roberto Casarin, Venice Antonio Celani, Trieste Remi Monasson, Paris Paul Wiggins, Seattle Symposium Speakers Carlo Baldassi, Milan Chiara Cammarota, London Roberto Casarin, Venice Antonio Celani, Trieste Simona Cocco, Paris Jacopo Grilli, Santa Fe Estelle Pitard, Montpellier Francesca Tria, Rome Paul Wiggins, Seattle Riccardo Zecchina, Milan Open Debate - Data science and the art of modelling Hykel Hosni, Milan Pierluigi Contucci, Bologna Angelo Vulpiani, Rome

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Seminario di Piergiacomo Sabino a Bologna
by Alberto Lanconelli 25 Feb '19

25 Feb '19

Statistics Seminars 2019 Lunedì 4 Marzo 2019 ore 15 Aula seminari - Dipartimento di Scienze Statistiche, I piano “Forward or backward simulation? A comparative study” Dr. Piergiacomo Sabino - Uniper Global Commodities SE, Dusseldorf Abstract:"The aim of this study is to present algorithms for the backward simulation of standard processes that are commonly used in financial applications. We extend the works of Ribeiro and Webber and Avramidis and L’Ecuyer on gamma bridge and obtain the backward construction of a Gamma process. Moreover, we are able to write a novel acceptance-rejection algorithm to simulate Inverse Gaussian (IG) processes backward in time. Therefore, using the time-change approach, we can easily get the backward generation of the Compound Poisson with infinitely divisible jumps, the Variance–Gamma the Normal–Inverse–Gaussian processes and then the time-changed version of the OU process (SubOU) introduced by Li and Linetsky. We then compare the computational costs of the sequential and backward path generation of such processes and show the advantages of adopting the latter one, in particular in the context of pricing American options or energy facilities like gas storages." Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Fwd: IMT SCHOOL - 2019/20 PHD CALL :: PROGRAMMI DI DOTTORATO
by Irene Crimaldi 21 Feb '19

21 Feb '19

[image: PhD Call 2018 Header] *2019/20* *CALL FOR PHD APPLICATIONS* *32 POSITIONS WITH FULL SCHOLARSHIP* *DEADLINE: April 23rd, 2019 at 12:00 pm CEST* We are pleased to inform you about the IMT School for Advanced Studies Lucca's four year PhD Programs and their specialized tracks Siamo lieti di annunciare i due Programmi di Dottorato di durata quadriennale della Scuola IMT Alti Studi Lucca e i loro track specialistici: Cognitive and Cultural Systems PhD Program - Analysis and Management of Cultural Heritage (AMCH) - Cognitive, Computational and Social Neurosciences (CCSN) Systems Science PhD Program - Computer Science and Systems Engineering (CSSE) - Economics, Networks and Business Analytics (ENBA) - No tuition fees, free room and access to IMT Canteen - Esenzione dalle tasse d'iscrizione, alloggio gratuito, accesso gratuito alla mensa - A grant of €15,300 gross/year - Importo lordo della borsa: €15.300/anno Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31st, 2019 Possono fare domanda coloro che conseguano il titolo valido per l'ammissione entro e NON OLTRE il 31 ottobre 2019 MORE INFORMATION AND APPLICATION <https://www.imtlucca.it/it/programma-dottorato/anno-accademico-2019-20> The IMT School for Advanced Studies Lucca (www.imtlucca.it <http://imtlucca.it>), one of the six Schools of Excellence in Italy, is a research university within the Italian public higher education system. The IMT School's mission is characterized by the analysis and management of a plurality of economic, social, scientific, technological and cultural systems. La Scuola IMT Alti Studi Lucca (www.imtlucca.it <http://imtlucca.it>), una delle sei Scuole di Eccellenza in Italia, è un'istituzione universitaria pubblica di ricerca e alta formazione dottorale a ordinamento speciale, focalizzata sull'analisi e gestione dei sistemi economici, sociali, scientifici, tecnologici e culturali. Follow us on Facebook <https://www.facebook.com/IMT-School-for-Advanced-Studies-Lucca-187139651342…>, Twitter <https://twitter.com/IMTLucca>, YouTube <https://www.youtube.com/user/IMTAltiStudiLucca>, LinkedIn <https://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?t…> Please note that this account is used for outgoing e-mails only, and therefore your reply message will not be read. For inquiries regarding the 2019/20 IMT School PhD call, please write to phdapplications(a)imtlucca.it IMT School for Advanced Studies Lucca Piazza San Ponziano 6, 55100 Lucca - Italy Tel: +39 0583 4326 597, fax: +39 0583 4326 565 www.imtlucca.it <http://imtlucca.it> *PRIVACY NOTICE:* The new GDPR data and privacy guidelines, EU 2016/679, went into effect on May 25th 2018. Please note that your personal information (name, email address) will continue being managed by this office exclusively to communicate information about the IMT School PhD Programs. If you no longer wish to receive these messages, please send an email to phdapplications(a)imtlucca.it so that we can remove your email address from our list. For more information regarding the IMT School privacy guidelines (in Italian only), please see the following link: https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte… . *Il 25 maggio 2018 e' entrato in vigore il nuovo Regolamento generale sulla protezione dei dati delle persone fisiche, UE 2016/679, comunemente indicato con l'acronimo GDPR. Si precisa che i suoi dati personali (nome, indirizzo mail) sono e continueranno ad essere trattati da questo Ufficio esclusivamente al fine di promuovere i Programmi di dottorato offerti dalla Scuola IMT Alti Studi di Lucca. Qualora non desideriate ricevere ulteriori comunicazioni sui Programmi di dottorato, siete pregati di inviare una mail al seguente indirizzo: phdapplications(a)imtlucca.it <phdapplications(a)imtlucca.it>. In tal modo provvederemo alla cancellazione dei vostri dati e non riceverete piu' nessuna comunicazione in merito. Per ulteriori informazioni si rimanda alla pagina di aggiornamento dell'informativa privacy della Scuola IMT Alti Studi di Lucca disponibile al seguente link: https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte… <https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte…>.*

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RTDa 01/A3 a Pisa
by Marco Romito 20 Feb '19

20 Feb '19

Scrivo per annunciare il bando per una posizione RTD-A nel settore 01/A3 (analisi e probabilità) presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza le ore 13 del 18 marzo 2019. Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2019/02/bandoRIC2018a1-al… --------------------------------------------------------------------- I would like to announce a junior researcher position (RTD-A) in Analysis or Probability at University of Pisa. The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2019/02/bandoRIC2018a1-al… The position is a fixed-term contract of employment for three years. The deadline is March 18, 2019, at 1pm.

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Workshop New Frontiers in Stochastics for Economics and Finance - Siena, May 30-June 01, 2019
by Ferrari, Giorgio 19 Feb '19

19 Feb '19

Dear All, we are happy to announce the Workshop *New Frontiers in Stochastics for Economics and Finance* to be held at the Department of Economics and Statistics of the University of Siena on *May 30-June 01, 2019* https://sites.google.com/view/workshop-bisi2019/home The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. Our invited speakers are: *René Aïd* (Univ. Paris Dauphine) *Luciano Campi* (LSE London) *Claudia Ceci* (Univ. Chieti-Pescara) *Patrick Cheridito* (ETH Zurich) *Claudio Fontana* (Univ. Padova) *Marco Frittelli *(Univ. degli Studi di Milano) *Fausto Gozzi *(LUISS University of Rome) *Ioannis Karatzas* (Columbia University) *Kostas Kardaras* (LSE London) *Michael Kupper* (Univ. Konstanz) *Huyen Pham* (Univ. Paris 7) *Frank Seifried *(Univ. Trier) *Peter Tankov *(ENSAE ParisTech) *Nizar Touzi* (Ecole Politechnique, Paris) *Thaleia Zariphopoulou *(University of Texas, Austin) ***_ _* *_REGISTRATION & POSTER SESSION_* Please note that *registration is now open* and can be done through the following link https://sites.google.com/view/workshop-bisi2019/registration *Deadline for registration is April 15, 2019.* Unfortunately, due to logistic constraints, *we have to limit the number of external participants to 25*. Therefore, if you are interested in our event, please register as soon as possible. We are also planning to organize a *poster session for Ph.D. students and post-doctoral researchers*. If you would like to present your work, please contact sfb1283.imw(a)uni-bielefeld.de Best wishes, Giorgio Ferrari (on the behalf of the organizing commitee)

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Seminario Prof. Anton Kleywegt 26 febbraio
by Asmerilda Hitaj 19 Feb '19

19 Feb '19

Si avvisa che il giorno martedì 26 Febbraio 2019, alle ore 14:30, presso l’Università degli studi di Milano- Bicocca, via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026, si terrà il seguente seminario: Speaker: Professor Anton Kleywegt (Georgia Tech, ISyE) Title: Distributionally Robust Stochastic Optimization with Wasserstein Distance Cordiali saluti -- Asmerilda Hitaj

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Conference AMAMEF 2019 (fwd)
by Tiziano Vargiolu 18 Feb '19

18 Feb '19

---------- Forwarded message ---------- Date: Mon, 18 Feb 2019 15:10:59 +0100 From: runggal(a)math.unipd.it To: vargiolu(a)math.unipd.it Subject: Fwd: Conf?rence AMAMEF 2019 %%%%%%%%%%%%%%%%%%%%%%%%%%% (with apologies for cross-posting) We are pleased to announce that the 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Z?rich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program further consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org

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AMaMeF Conference 2019
by Giorgia Callegaro 18 Feb '19

18 Feb '19

The 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by: Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Zürich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org/ -- 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

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Deadline for submissions at the Leeds conference on "Stochastic Control and Games Under Ambiguity"
by Tiziano De Angelis 16 Feb '19

16 Feb '19

Dear All, This is a kind reminder that the deadline to submit a contribution to the second Leeds Conference on "*Stochastic Control and Games Under Ambiguity*" (8-9 April 2019) is *19 February 2019*. You can send your title and abstract by email to t.deangelis[at]leeds.ac.uk (Tiziano) or j.palczewski[at]leeds.ac.uk (Jan) Further details concerning the conference can be found at https://conferences.leeds.ac.uk/ambiguity2019/ A full list of *invited speakers* is available at https://conferences.leeds.ac.uk/ambiguity2019/participants/ *Registration: *Registration is now open and will close on 17 March 2019 https://conferences.leeds.ac.uk/ambiguity2019/registration/ *Support for PhD students:* We have some funds available to support attendance by PhD students, please enquire with the organisers (Jan and Tiziano) about this opportunity. We hope to see many of you in Leeds. If you have any queries please do not hesitate to get in touch. Best wishes, Jan and Tiziano

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[CSAMA 2019] Statistical Data Analysis for Genome-Scale Biology, July 21-26, 2019, Brixen (IT)
by stefano iacus 14 Feb '19

14 Feb '19

[Apologizes for cross-posting] Dear all, I’d like to draw your attention to the course CSAMA 2019 in Brixen/Bressanone - Statistical Data Analysis for Genome-Scale Biology (http://www-huber.embl.de/csama2019/ <http://www-huber.embl.de/csama2019/>). The one-week intensive course Statistical Data Analysis for Genome-Scale Biology teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures) and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. The course is intended for researchers who have basic familiarity with the experimental technologies and their applications in biology, and who are interested in making the step from a user of bioinformatics software towards adapting or developing their own analysis workflows. If you have colleagues that you think might benefit, please let them know about the course. Thank you! Kind regards Stefano M. Iacus ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Seminario di Paolo Pigato a Bologna
by Alberto Lanconelli 13 Feb '19

13 Feb '19

Statistics Seminars 2019 Giovedì 28 febbraio 2019 ore 16 Aula seminari - Dipartimento di Scienze Statistiche, I piano "Density and tube estimates for diffusion processes under Hormander-type conditions" Dr. Paolo Pigato, Weierstrass Institute for Applied Analysis and Stochastics, Berlino Abstract:"We recall some classic results on the regularity of solutions of stochastic differential equations. Then we consider two specific diffusion processes satisfying hypoellipticity conditions of Hormander type. Using Malliavin Calculus techniques recently developed to deal with degenerate problems, we find estimates for the density of the law of the solution, which we use to prove exponential bounds for the probability that the diffusion remains in a small tube, around a deterministic path, up to a given time. We then present some work in progress on asymptotic sharp estimates for the density and its derivatives for a similar, higher dimensional system." Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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de Finetti risk seminar - February 2019
by Emanuela Rosazza 13 Feb '19

13 Feb '19

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Jocelyne Bion-Nadal Ecole Polytechnique, Paris Title: Fully-Dynamic risk-indifference pricing Abstract: We propose a dynamic risk-indifference pricing evaluation derived from a fully-dynamic risk- measure on Lp-spaces. The concept of fully-dynamic risk-measures offers the possibility of changing the risk perspectives over time. It ts well the study of both short and long term investments. Dynamic risk-indifference pricing is an alternative to utility-indifference pricing. In the case p = +infinity, we prove that risk indifference pricing provides a proper convex price system. On the contrary, for p < infinity, it turns out that the domain of the risk-indifference pricing operator is not the whole Lp(Ft), not even a vector space. Therefore we propose a new framework. We prove Fatou property and time-consistency and we obtain a represen- tation result. LOCATION: The seminar will be held on Wednesday, February 20, at 18.00, Aula Chisini, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ****************************************************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD Position on Random Matrix Theory at Sussex
by Enrico Scalas 12 Feb '19

12 Feb '19

Car* collegh*, vi invio il messaggio seguente con preghiera di diffusione. All'Universita' del Sussex possiamo offrire una borsa di dottorato sul tema: Eigenvalues of Large Random Matrices: Characteristic Polynomials and Fluctuations. Trovate piu' informazioni in questi siti: https://www.jobs.ac.uk/job/BPZ379/phd-studentship-in-eigenvalues-of-large-r… https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1043-PhD-Stude… La scadenza per inviare le domande e' l'11 marzo 2019. Cordiali saluti, Enrico Scalas

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2019/20 PhD Programs at the IMT School for Advanced Studies Lucca
by Irene Crimaldi 12 Feb '19

12 Feb '19

*2019/20 PhD Programs at the IMT School for Advanced Studies Lucca* *Deadline for applications – April 23 rd 2019, 12 pm CEST* Applications are now being accepted for the 2019/20 PhD Programs at the IMT School for Advanced Studies Lucca (www.imtlucca.it), one of the six Schools of Excellence in Italy and one of the highest rated graduate schools in Europe according to the most recent U-Multirank survey. Highly motivated candidates from all disciplines are invited to apply for one of the *32 fully-funded scholarships within two doctoral Programs* that integrate scientific competences of economics, engineering, computer science, neuroscience and behavioral psychology, physics, applied mathematics, statistics, history and sciences of cultural heritage. All students are based in the recently restored San Francesco complex, a fully integrated Campus in the historical center of the beautiful Tuscan city of Lucca. The Campus includes renewed residential facilities, an on-site canteen, study and living rooms, a state-of-the-art library and outdoor recreational spaces, which foster a unique cultural, professional and social environment for our doctoral program. Eligible students, in addition to free room and board, will also receive a research scholarship which amounts to approximately €15,300/year. The scholarships are fully-funded for up to four years, with a possibility of graduating after the third year. The PhD Programs at the IMT School attracts students from around the world, providing a truly international environment. English is the official language of the School. Moreover, all students will have the opportunity to spend periods abroad at research institutes, laboratories or universities, both within the Erasmus+ framework and through ad hoc mobility agreements. Most IMT School PhD Graduates have reached prominent roles in academics, governmental institutions, public and private companies or professions across the globe. To find out more about the School, the admission requirements and how to apply, please see https://www.imtlucca.it/en/programma-dottorato/overview *Deadline for applications – April 23 rd 2019, 12 pm CEST* Find the IMT School on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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seminario di Paul Gassiat a Pisa
by Marco Romito 12 Feb '19

12 Feb '19

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seminario a Pavia - 19 febbraio 2019
by benedetta.ferrario 12 Feb '19

12 Feb '19

ANNUNCIO di SEMINARIO Martedì 19 febbraio 2019 la prof. Hakima Bessaih (Wyoming) terrà un seminario presso l'aula Beltrami del Dipartimento di Matematica - Pavia; inizio previsto per le ore 14:00 precise. Tutti gli interessati sono invitati a partecipare. *Title*: Numerical schemes for the 2d Stochastic Navier-Stokes equations: Strong rate of convergence. *Abstract*: We consider a time discretization scheme of Euler type for the 2d stochastic Navier-Stokes equations on the torus. We prove a mean square rate of convergence. This refines previous results established with a rate of convergence in probability only. Using exponential moment estimates of the solution of the Navier-Stokes equations and a convergence of a localized scheme, we can prove strong convergence of fully implicit and semi-implicit time Euler discretization and also a splitting scheme. The speed of convergence depends on the diffusion coefficient and the viscosity parameter.

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Seminari prof. Popovici a Varese
by Moretto Enrico 11 Feb '19

11 Feb '19

con la presente chiedo che vengano diffusi mediante la lista random gli avvisi relativi a tre seminari che il prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) terrà presso il Dipartimento di Economia dell'Insubria. Si allegano anche le locandine. Grazie mille cordiali saluti enrico moretto *** Seminar announcement: Nicolae Popovici on a general local-global extremality principle in vector optimization On February 13th, 2019, 15.00-16.00, Prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) will give a talk on “A general local-global extremality principle in vector optimization” (joint with Ovidiu Bagdasar, University of Derby, UK) Abstract It is known that any local minimal point of a semistrictly quasiconvex real-valued function is a global minimal point; also, any local maximal point of an explicitly quasiconvex real-valued function is a global minimal point, provided that it belongs to the intrinsic core of the function's domain. We have shown that these local min - global min and local max - global min type properties can be extended and unified by a general local-global extremality principle for generalized convex vector-valued functions with respect to two proper subsets of the outcome space. Keywords: unified vector optimization; generalize convex functions. Seminar announcement: Nicolae Popovici on new algorithms for solving discrete vector optimization problems On February 14th, 2019, 15.00-16.00, Prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) will give a talk on “New algorithms for solving discrete vector optimization problems” (joint with Christian Guenther, Martin-Luther University of Halle-Wittenberg, Germany) Abstract We present some new Graef-Younes type algorithms for solving discrete vector optimization problems. In order to determine all minimal elements of a finite set with respect to an ordering cone, the original approach proposed by Jahn in 2006 (known as the Jahn-Graef-Younes method) consists of a forward iteration (Graef-Younes method), followed by a backward iteration. Our methods involve additional sorting procedures based on scalar cone-monotone functions. Keywords: discrete vector optimization; cone-monotone scalarization functions. Seminar announcement: Nicolae Popovici on a new algorithm for solving planar multiobjective location problems involving the Manhattan norm On February 15th, 2019, 11.00-12.00, Prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) will give a talk on “New algorithms for solving discrete vector optimization problems” (joint with Shabagh Alzorba, Christian Guenther and Christiane Tammer, Martin-Luther University of Halle-Wittenberg, Germany) Abstract We study unconstrained planar multiobjective location problems, where distances between points are defined by means of the Manhattan norm. By eliminating the nonessential objectives we develop an effective algorithm for generating the whole set of efficient solutions as the union of a special family of rectangles and line segments. Keywords: location problems; Fermat-Weber type problems; Matlab algorithms.

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