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Fwd: Departmental Lecturer in Mathematical Finance (fwd)
by Tiziano Vargiolu 06 Jun '18

06 Jun '18

---------- Forwarded message ---------- From: Mathematical Institute Vacancies <vacancies(a)maths.ox.ac.uk> Date: 2018-06-06 13:07 GMT+02:00 Subject: Departmental Lecturer in Mathematical Finance https://www.maths.ox.ac.uk/node/28781 ? The Mathematical Institute proposes to appoint a Departmental Lecturer in Mathematical Finance.? This post is funded by the Royal Society and is a two year fixed-term position, starting from 1st October 2018 or as soon as possible thereafter. ? The Departmental Lecturer will contribute to the teaching and administration associated with Mathematical Finance and will be expected to have an outstanding research record in that area. The Departmental Lecturer will be expected to engage in advanced study and academic research in mathematical and computational finance and will be responsible to lecture, teach and supervise undergraduate and postgraduate students. ? The successful candidate will be expected to have a PhD in Mathematics with an aptitude for teaching, an awareness of pedagogic methods and evidence to carry out advanced teaching in mathematical and computational finance.? Sufficient depth and breadth of knowledge in the subject to develop course materials and research proposals together with a publication record and familiarity with the existing literature and research is also essential. ? Please direct informal enquiries to the Recruitment Administrator (email: vacancies(a)maths.ox.ac.uk), quoting vacancy reference 135168. ? 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.? (NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date). ? Applications for this vacancy are to be made online.? To apply for this post and for further details, including the job description and selection criteria, please click on the link below ? https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.jobs pec?p_id=135168 ? Only applications received before 12:00 noon UK time on Monday 9th July 2018 can be considered. ? Committed to equality and valuing diversity. ? ? Miss Nims Damney Recruitment Administrator Mathematical Institute, Andrew Wiles Building Radcliffe Observatory Quarter, Woodstock Road Oxford, OX2 6GG Tel: 01865 (2) 73518 ____________________________________________________________________________ To unsubscribe from the EWM-ALL list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=EWM-ALL&A=1

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Position of associate professor in Probability and Statistics - University of Trieste
by Francesco Caravenna 06 Jun '18

06 Jun '18

Ricevo e inoltro. > ---------- Forwarded message ---------- > From: Emilia Mezzetti <mezzette(a)units.it <mailto:mezzette@units.it>> > Date: 2018-06-05 20:17 GMT+02:00 > Subject: Position of associate professor in Probability and Statistics - University of Trieste > To: > > > Dear everybody, > I wish to signal the opening of a position of Associate professor in Probability and Statistics at the University of Trieste. Please distribute this announcement. > Best regards, > Emilia Mezzetti > > > > Associate Professor in Probability and Statistics > University of Trieste > Department of Mathematics and Geosciences – Excellence Department 2018-2022 > > The Department of Mathematics and Geosciences was recently selected by the Italian Ministry of Research and University as one of the Excellence Departments among all the Italian State universities. Because of this, the Department will receive a special financial support in the next five years, which will involve human resources, investments, and high quality didactical activities. > > In this framework the Department invites qualified researchers in the field of Probability and Mathematical Statistics to submit expressions of interest in view of the opening of a position of Associate Professor in the Italian recruitment sector MAT/06 - Probabilità e Statistica. > > The candidates must either have been declared eligible by the Italian Ministery of Research and University to the position of Associate Professor, or be currently employed in an equivalent position in an Italian or foreign department. Once recruited, they will be asked to teach courses at the first and second university levels, and possibly also to PhD students, for a total amount of 120 hours per year. The research activity will be such as to satisfy the guidelines of the Commission for Evaluation of Research of the University of Trieste, so to maintain a good scientific production. > > The expressions of interest must be addressed to Prof. Francesco Princivalle, Director of the Department of Mathematics and Geosciences, to the e-mail address direttoredmg(a)units.it <mailto:direttoredmg@units.it>, jointly with a curriculum vitae, possibly before June 30, 2018. Clearly enough, this initiative will have no influence on the final judgement for the recruitment. > > > > -- > Prof.ssa Emilia Mezzetti > Dipartimento di Matematica e Geoscienze > Sezione di Matematica e Informatica > Università degli Studi di Trieste > Via A.Valerio 12/1 > 34127 Trieste, Italia > > Stanza 227, II piano > e-mail: mezzette(a)units.it <mailto:mezzette@units.it> > tel. studio (++) 040 558 2650 > tel. casa: (++) 040 43655 > fax: (++) 040 558 2636 > skype: emiliamezzetti > > http://www.dmi.units.it/~mezzette/ <http://www.dmi.units.it/~mezzette/>

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mini-corso - Prof.ssa Giulia Di Nunno
by Emanuela Rosazza 05 Jun '18

05 Jun '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, la Prof.ssa Giulia Di Nunno (University of Oslo) terrà un mini-corso di dottorato su Malliavin Calculus and Applications to Finance Il calendario delle lezioni è il seguente: Mercoledì 13 giugno – ore 10-13 Giovedì 14 giugno – ore 10-13 Venerdì 15 giugno – ore 10-12 Location: Aula Seminari 2062 del DISMEQ – Università di Milano-Bicocca – aula seminari 2062 – U7 – secondo piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* 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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[WORKSHOP Reminder] Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22
by Brigo, Damiano 05 Jun '18

05 Jun '18

Workshop on Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22, 2018. http://www.imperial.ac.uk/sagest-2018/ Invited speakers: Michael Betancourt (Symplectomorphic, LLC) David Elworthy (Warwick) Peter Friz (TU Berlin) Andrew Duncan (Sussex) Karen Haberman (Bonn) Martin Hairer (Imperial College London) Yves Le Jan (Université Paris-Sud) Xue-Mei Li (Imperial College London) Terry Lyons (Oxford) Nigel Newton (Essex) James Norris (Cambridge) Grigorios Pavliotis (Imperial College London) Giovanni Pistone (Turin) Amanda Turner (Lancaster) ORGANISING COMMITTEE John Armstrong (KCL) Damiano Brigo Thomas Cass CONFERENCE SECRETARIAT Claudio Bellani Emilio Rossi Ferrucci FUNDING BODIES CFM - Imperial Institute of Quantitative Finance Department of Mathematics, Imperial College London Department of Mathematics, King's College London London Mathematical Society CONTACTS AND REGISTRATION http://www.imperial.ac.uk/sagest-2018/contacts-and-registration/ ------ Prof. Damiano Brigo Chair at the Department of Mathematics Mathematical Finance and Stochastic Analysis Groups Imperial College London www3.imperial.ac.uk/people/damiano.brigo

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SUBMISSION DEADLINE EXTENDED TO JUNE 18 FOR HFFE 2018 Pisa
by Daniele Tantari 05 Jun '18

05 Jun '18

Dear colleagues, we hope this email finds you well. We are organizing a workshop on "Frontiers in High-Frequency Financial Econometrics" at Scuola Normale Superiore in Pisa (Italy) on 28-29 September 2018. The purpose of the workshop is to bring together scholars from the financial econometrics and mathematical finance fields to present latest results on high-frequency financial econometrics. *The deadline for submission is now June 18, 2018.* For more information, see the conference website: https://www.hffe2018sns.com/ We kindly ask you to cascade this information to your respective teams as appropriate, and please forward this email to whom it may concern. The scientific committee of the workshop consists of Giacomo Bormetti (University of Bologna), Fulvio Corsi (University of Pisa), Fabrizio Lillo (University of Bologna), Maria Elvira Mancino (University of Florence), Stefano Marmi (Scuola Normale Superiore), Davide Pirino (University of Rome "Tor Vergata"), Roberto Renò (University of Verona) The final program of the workshop will include both submitted and invited papers. Our guest speakers are Yacine Ait-Sahalia (Princeton University) Nikolaus Hautsch (University of Vienna) André Lucas (VU University Amsterdam) Mathieu Rosenbaum (Ecole Polytechnique) On behalf of the organizing committee, Best Regards, Daniele Tantari

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assegno di ricerca
by Franco Flandoli 05 Jun '18

05 Jun '18

E' bandito un assegno di ricerca annuale presso la Scuola Normale Superiore di Pisa, nell'ambito della Probabilità. Il bando si può consultare seguendo i link: IT: https://www.sns.it/scuola/opportunit%C3%A0-offerte-dalla- normale/bandi-di-concorso/assegni-di-ricerca ENG: https://en.sns.it/international/job-opportunities/research-grants Scadenza 4 luglio. Franco Flandoli

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Fwd: vacancy
by Cristian Giardina 05 Jun '18

05 Jun '18

Con preghiera di diffusione. Saluti cordiali, C. Giardina' %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *In the Probability group at Leiden University and the Applied Probability group at Delft Institute for Applied Mathematics * *there are vacancies for two PhD students, one in each group.* *Project Description* The aim of the project is to advance the theory of duality for Markov processes in the context of population dynamics and interacting particle systems in random environment. In Leiden the focus will be on genetic models with seed-bank and the effect of migration on the evolution of the population. In Delft the focus will be on condensation phenomena for models of heat conduction in inhomogeneous media. The project is funded through the TOP 1 NWO grant "Duality for Interacting Particle Systems" of Frank den Hollander (Leiden University), Frank Redig and Cristian Giardinà (Delft University of Technology). The two PhD students are expected to work in close collaboration with each other and with the three supervisors, as a team. *Starting Date* January 1, 2019. *Job requirements* We are looking for a candidate that meets the following requirements: · a solid background in Applied Mathematics, with an interest in probability theory, interacting particle systems, Markov processes; · detailed knowledge of analysis, probability theory and stochastic processes, as demonstrated by a relevant Master; · an interest in cross-topic collaboration between different fields of mathematics with applications to physics and/or biology; · candidates from non-Dutch or non-English speaking countries should be prepared to prove their English language skills; · good communicative skills in English, both in speaking and in writing. *We offer* · a challenging job in a dynamic and highly ranked University; · collaboration in an excellent research environment, with many young PhD candidates, postdocs, and young staff members; · full-time employment as a PhD-candidate for a period of 4 years; · a gross salary of € 2222 per month in the first year increasing up to € 2844 in the fourth year; · annually 8% holiday allowance and 8.3% end of year allowance; · support with your personal development and career planning including courses, summer schools, conference visits etc.; · a broad package of fringe benefits (including an excellent technical infrastructure, child care, moving expenses, savings schemes, coverage of costs of publishing the dissertation and excellent sports facilities). As part of an equal opportunity scheme, women are encouraged to apply. Attaining a PhD at Leiden University or Delft University of Technology provides you with excellent career opportunities.

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Polimi: Avviso di seminario
by Daniele Marazzina 05 Jun '18

05 Jun '18

Con preghiera di diffusione ________________________________ Si avvisa che in data 12/6/2018, alle ore 13:45 precise, presso il Dipartimento di Matematica del Politecnico di Milano, Aula Seminari Terzo Piano, nell'ambito delle iniziative della sezione di Finanza Quantitativa, si svolgerà il seguente seminario: Titolo: Learning the Optimal Risk - Advanced Risk-Based Portfolio Management with Global Optimization Algorithms Relatore: Marco Scaringi, Intesa Sanpaolo

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[POSITION] Associate Professor in Statistics - Milan - Italy
by stefano iacus 04 Jun '18

04 Jun '18

[apologizes fo crossposting] The Centre of Excellence in Economics and Data Science ( http://ceeds.unimi.it ) of the Department of Economics, Management and Quantitative Methods (DEMM), University of Milan has open the following position of Associate Professor ("professore associato" in the Italian system) in STATISTICS: "n. 1 posto - s.c. 13/D1, ssd SECS-S/01 (Codice 3766), settore concorsuale 13/D1 - Statistica, SECS-S/01 - Statistica" Deadline: 29th June 2018, 12am (Italian local time) Particular attention will be given to candidates with an excellent research record and showing the potential to cooperate with the current members of the department in pursuing DEMM’s strategy in the development of Data Science and Economics. More information about the application procedure can ben found here: http://www.unimi.it/ateneo/valcomp/95799.htm Further contacts: datasciencelab(a)unimi.it, stefano.iacus(a)unimi.it ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of DSE - Master in Data Science & Economics http://www.dse.unimi.it CEO/CTO/Co-Founder VOICES from the Blogs http://www.voices-int.com 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 Master in Finance & Economics http://www.dse.unimi.it Twitter: @dseunimi Facebook: http://www.facebook.com/dseunimi Email and further information at: dse(a)unimi.it ------------------------------------------------------------------------------------ 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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prof Campi's seminar - LUISS June 7
by Sara 04 Jun '18

04 Jun '18

On June 7, at 12 pm room 305B prof Luciano Campi, the London School of Economics, will give the following seminar Title: N-player games and mean field games with absorption Abstract: We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding N-player games, the evolution of players' states is described by a system of weakly interacting Ito equations with absorption on first exit from a bounded open set. Once a player exits, her/his contribution is removed from the empirical measure of the system. Players thus interact through a renormalized empirical measure. In the definition of solution to the mean field game, the renormalization appears in form of a conditional law. We justify our definition of solution in the usual way, that is, by showing that a solution of the mean field game induces approximate Nash equilibria for the N-player games with approximation error tending to zero as N tends to infinity. This convergence is established provided the diffusion coefficient is non-degenerate. The degenerate case is more delicate and gives rise to counter-examples. The talk is based on a joint paper with Markus Fischer (Padua University). best regards -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Avviso seminario_Bernard Hanzon_ 5 giugno_ore 16:30
by Stefano Bonaccorsi 04 Jun '18

04 Jun '18

On Global Optimization of the Likelihood Function for Linear Time Series Models *Tuesday 5 June 2018* *Venue:* Department of Mathematics, via Sommarive, 14 - Povo (TN) - Seminar Room "-1" *At: *4:30 pm Speaker: - *Bernard Hanzon* (Dept Mathematics, University College Cork, Ireland) *Abstract:* We present an approach to find the global optimum of a linear time series model in state space form. By firstly applying a partial optimization step to the likelihood function the problem can be reduced to a problem of optimization of the likelihood over a set which has compact closure. By applying a regularization the resulting problem is that of finding the optimum of a Lipschitz continuous function on a compact set which is known to have a (constructive) solution. Techniques from the theory of parametrization of linear state space systems and some basic techniques from differentiable manifold theory are used to obtain these results. Furthermore the surprising fact is shown that the "crude" maximum likelihood estimator (without regularization and compactification) does not exist in the sense that the likelihood function has an infinite, typically unattained, supremum. Comments will be made about the effect of the regularization used on the outcome. *Contact person: *Stefano Bonaccorsi

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prof A. Minca's seminar - June 5, LUISS - Roma
by Sara 03 Jun '18

03 Jun '18

Please, find the announcement below. ---------- Forwarded message ---------- From: Dipartimento Economia e Finanza LUISS Guido Carli < economiaefinanza(a)luiss.it> Date: Tue, May 29, 2018 at 3:19 PM Subject: Research Seminars of the Dept. of Economics and Finance / agenda To: Dipartimento Economia e Finanza LUISS Guido Carli < economiaefinanza(a)luiss.it> The next Research Seminars of the Dept. of Economics and Finance are scheduled as follow: *June 5 from 12:00 to 13:00, room 104 viale Romania <https://maps.google.com/?q=104+viale+Romania&entry=gmail&source=g>.* *Speaker:* Andreea Minca (Cornell University) *Title:* Dynamic Leveraging-Deleveraging Games *Abstract:* We introduce a new mechanism for leverage dynamics, which results from a multi-period game of lenders with differentiated beliefs about the firm's fundamental returns. The game features strategic substitutability for low existing leverage and one-sided strategic complementarity for high existing leverage. The resulting leverage process exhibits a mean-reverting regime around a long-run level, as long as it stays below an instability level. Above the instability level, leverage becomes explosive. We validate our model empirically using aggregate returns of financial firms over the 10 year period 2001-2010. Our model predicts the leveraging/deleveraging of this period, and in particular the 2008 collapse in short term debt. *Dipartimento di Economia e Finanza* Viale Romania, 32 - 00197 Roma <https://maps.google.com/?q=Viale+Romania,+32+-+00197+Roma&entry=gmail&sourc…> *def(a)luiss.it <def(a)luiss.it>* t +39 06 85225550 <06%208522%205550> *www.luiss.it <http://www.luiss.it/>* [image: http://static.luiss.it/images_10/loghi/LS_BLU_RIDUZIONE_WEB.png] Il tuo 5x1000 alla LUISS: C.F. 02508710585 <02%205087%2010585> [image: http://www.luiss.it/images_10/icons/environment-icon.png] *Please consider the environment... do you really need to print this email?* -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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junior researcher position (RTD-A) in Probability in Pisa -- forthcoming deadline
by Marco Romito 01 Jun '18

01 Jun '18

Scrivo per ricordare che il bando per una posizione RTD-A nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, è in scadenza (4 giugno). Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2018/05/Bando_RTD_A_PICA-… ------------------- dear all I am writing to remind that the deadline for a junior researcher position (RTD-A) in Probability at University of Pisa is approaching (June 4). The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2018/05/Bando_RTD_A_PICA-… m.

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Call for interest -- Department of Economics and Finance -- University of Rome Tor Vergta
by Davide Erminio Pirino 01 Jun '18

01 Jun '18

Dear all, the "Department of Economics and Finance" of the University of Rome "Tor Vergata" has opened a call for interest for Senior (TenureTrack) Assistant Professor and Associate/Full Professor, in the field of Mathematical Finance. Please find attached a pdf with all the details of the call. Best Regards, Davide Pirino.

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Fwd: Workshop announcement: Renormalisation in QFT and in stochastic PDEs - Cambridge, 3-7 sept 2018 (fwd)
by Pietro Caputo 01 Jun '18

01 Jun '18

ricevo e inoltro: ---------- Forwarded message ---------- From: A. Giuliani <giuliani(a)mat.uniroma3.it> Date: Fri, Jun 1, 2018 at 6:57 AM Subject: Workshop announcement: Renormalisation in QFT and in stochastic PDEs - Cambridge, 3-7 sept 2018 (fwd) To: Caputo <caputo(a)mat.uniroma3.it> Dear colleague, this is an announcement of the workshop `Renormalisation in quantum field theory and in stochastic partial differential equations: a gentle introduction and some recent developments' which will be held at the Isaac Newton Institute (INI) for Mathematical Sciences in Cambridge, UK, from september 3 to 7, 2018, see https://www.newton.ac.uk/event/srqw01 We invite all the interested participant to register as soon as possible on the website: the DEADLINE FOR APPLICATIONS IS **JUNE 17, 2018** There is limited financial support available for students and young researchers; if you wish to apply for a grant, please indicate it in the application form. The workshop is the opening event of the 4-months programme `Scaling limits, rough paths, quantum field theory', which will be held at INI from september 3, to december 21, 2018, see https://www.newton.ac.uk/event/srq The invited speakers are: R. Bauerschmidt (Cambridge) M. Gubinelli (Bonn) M. Hairer (London) H. Knoerrer (Zurich) C. Kopper (Palaiseau) A. Kupiainen (Helsinki) T. Lyons (Oxford) V. Mastropietro (Milano) F. Otto (Leipzig) N. Perkowski (Berlin) G. Slade (Vancouver) L. Zambotti (Paris) The workshop will consist of 8 advanced talks and 2 mini-courses, each of which will be split in two parts (one mini-course on the Renormalization Group will be offered by A. Kupiainen and G. Slade; one mini-course on stochastic PDEs will be offered by F. Otto and L. Zambotti). Please forward this announcement to all the potentially interested colleagues and students. Thanks and best regards, Margherita Disertori Peter Friz Alessandro Giuliani Hendrik Weber

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RTD A SECS-S/01 STATISTICA Universita' Cattolica del Sacro Cuore
by Consonni Guido 01 Jun '18

01 Jun '18

L' Università Cattolica del Sacro Cuore - Facolta' di Economia- sede di Milano ha bandito un posto RTD-A di Statistica SECS-S/01 (D.Rettorale n. 4365) Il bando e tutte le altre informazioni sono reperibili all'indirizzo http://progetti.unicatt.it/progetti-ateneo-milano-brescia-piacenza-e-cremon… SCADENZA PRESENTAZIONE DOMANDE: 28/06/2018. Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano; ITALY [http://Static.unicatt.it/layout/img/layout/5x1000.gif] Destina il tuo 5 per mille all'Università Cattolica CF 02133120150 www.unicatt.it/5permille<http://www.unicatt.it/5permille/>

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dottorato a Torino
by Enrico Bibbona 31 May '18

31 May '18

Gentili colleghi, il bando per il dottorato congiunto tra Università e Politecnico di Torino sta per scadere. Si chiude il 7 giugno alle 12 Vi prego di passare l'informazione ai vostri studenti più meritevoli, ai quali, in caso di partecipazione, dovrete scrivere una lettera di referenze (anch'essa da caricare entro la scadenza). Segnalo che è gradita la partecipazione di studenti con una formazione probabilistica o statistica in particolare sui temi legati al progetto di eccellenza di cui il Dipartimento di matematica del Politecnico è risultato vincitore. Si veda il bando https://www.unito.it/postlaurea/dottorato/matematica-pura-e-applicata e i temi del progetto https://areeweb.polito.it/disma-excellence/ Cordiali saluti, Enrico Bibbona -- Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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2018/19 PhD Programs at the IMT School for Advanced Studies Lucca
by Irene Crimaldi 31 May '18

31 May '18

*2018/19 PhD Programs at the IMT School for Advanced Studies Lucca* *Deadline for applications – August 3rd 2018, 12 pm CEST* Applications are now being accepted for the 2018/19 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 36 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. *Economics, Networks and Business Analytics* is one of the four field-specific Tracks offered and is under the “Systems Science” PhD Program. This Track provides participants with a solid knowledge on modern analytical methods in economics and management. With its multidisciplinary approach, the Track is unique in its deployment of a strong integration of concepts, analytical foundations, and practical expertise, to educate the new generation of economists, scientists and practitioners with distinctive capabilities in analyzing, interpreting, and managing complex socio-economic systems. Graduates will be trained to become researchers and decision makers in academia, policy and industry by integrating knowledge at the boundary of Economics, Statistical Physics, Computer and Social Sciences with the unifying language of Mathematics and Statistics. Close associations with a selected set of companies and institutions provide the opportunity to analyze relevant problems, motivating new analytical techniques from practical problem solving. Students are involved in the analysis of real world high dimensional data, in collaboration with companies and institutions. During their doctoral studies, students are also encouraged to carry out their research with the School’s Research Units. Courses are led by world-renowned researchers and provide students with all the theoretical skills and advanced tools required for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis in economic, social, physical, technological and cultural domains. Specialized faculty and staff create a network that provides key guidance and support throughout the PhD Program. Working closely with faculty, both in the classroom and in the development of research, students reach the highest levels of scholarly achievement. IMT School PhD graduates will be able to use the skills they acquired during their studies to recognize and resolve complex problems, to choose the most appropriate method or instrument to utilize when approaching these problems, even in disciplines outside of their primary field of research. All students are based in the recently restored San Francesco complex, a fully integrated Campus in the historical center of the beautiful Tuscan city of Lucca. The Campus includes renewed residential facilities, an on-site canteen, study and living rooms, a state-of-the-art library and outdoor recreational spaces, which foster a unique cultural, professional and social environment for our doctoral program. Eligible students, in addition to free room and board, will also receive a research scholarship which amounts to approximately €15,300/year. Additional funding for further research stages, including scholarships to cover an eventual fourth year to complete the PhD thesis, can be assigned on a competitive basis. 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 www.imtlucca.it/phd *Deadline for applications – August 3 rd 2018, 12 pm CEST* Find the IMT School on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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Seminario Bicocca 4 giugno. Claudio Macci
by Asmerilda Hitaj 31 May '18

31 May '18

Il giorno lunedì 4 giugno alle ore 15 presso l'Università degli Studi di Milano-Bicocca (edificio U7, IV piano aula seminari 4026) si terrà il seguente seminario: *Speaker: *Claudio Macci (Università di Roma Tor Vergata) lunedì 4 giugno ore 15 *Titolo:* Large Deviations: theory and applications *Abstract:* I present a basic introduction on large deviations. In particular I will show how the rate functions can be expressed in terms of relative entropy (or Kullback-Leibler divergence). I will also present asymptotic results for level crossing probabilities of random walks, which can be interpreted as ruin probabilities in insurance. Il seminario è finanziato parzialmente con i fondi del progetto GNAMPA "Infinitely divisible distributions for portfolio allocation". Tutti gli interessati sono invitati a partecipare. Saluti, -- Asmerilda Hitaj

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Seminario Prof. Laura Ballotta
by Asmerilda Hitaj 30 May '18

30 May '18

Si avvisa che il giorno martedì 5 giugno, alle ore 15:00 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: Prof. Laura Ballotta Titolo: Smiles & Smirks: a tale of factors (Joint work with Grégory Rayée (ULB)) Abstract The aim of this paper is to analyze which risk factors and which distribution features models for the joint evolution of stock log-returns and their volatility should target in order to provide a robust calibration, repricing and hedging performance. The setup is based on time changed Lévy process with both diffusive and jump components, and leverage effects originated by both factors. The analysis is carried out considering S&P500 options. Tutti gli interessati sono invitati a partecipare. Saluti, Asmerilda Hitaj

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Invito alla I edizione della “Giornata dei giovani IAC” (fwd)
by Lucia Caramellino 30 May '18

30 May '18

---------- Forwarded message ---------- Il direttore dell'IAC-CNR è lieto di annunciare la I edizione della ?Giornata dei giovani IAC 2018?: un mini simposio di un giorno dedicato ai giovani ricercatori del suo Istituto. L'evento è stato organizzato per dare l?opportunità ai tanti borsisti, dottorandi, assegnisti, collaboratori che svolgono giornalmente la loro attività formativa o di ricerca all?interno o in collaborazione con l?IAC, di far conoscere, presentare e discutere il proprio lavoro agli altri colleghi di Istituto e a tutta la comunità matematica fornendo una panoramica generale delle varie attività in cui sono coinvolti attraverso brevi interventi. I lavori si svolgeranno a partire dalle 9.30 dell?11 Giugno p.v. nell?aula seminari del piano terra della sede IAC di Roma in Via dei Taurini 19. Il programma e tutte le informazioni sono disponibili a questo link: https://tinyurl.com/giovaniIAC2018 L'ingresso è libero. -- Roberto Natalini, Ph.D. Direttore f.f. dell'Istituto per le Applicazioni del Calcolo "M. Picone", Consiglio Nazionale delle Ricerche via dei Taurini 19, 00185 Roma (Italy) Ph.:+39-0649937361 (CNR); Fax:+39-064404306, Mobile:+39-3336212987; skype: robbi60 WEB PAGE: http://www.iac.rm.cnr.it/~natalini/ ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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Final call ENBIS annual meeting 2018, Nancy
by antonio.pievatolo＠cnr.it 30 May '18

30 May '18

Inoltro l'annuncio finale già spedito ai membri di ENBIS. Antonio Pievatolo %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% With this ENBIS-18 Final Call for Papers we cordially invite you to submit your abstract by *4th June 2018* at the latest and benefit from the early bird registration fee which is available for the main conference and all accompanying pre- and post-conference events up until 19th June 2018. To submit your abstract go to www.enbis.org, log in and search for ENBIS-18 under Upcoming Events. If you are not already a member of ENBIS, please join first (note there is no membership fee for individual members of ENBIS). The notifications of acceptance will be sent out no later than 15th June 2018. COURSES 1) A pre-conference course on High-Dimensional Markov Chain Monte Carlo (MCMC) Methods for Bayesian Image Processing Applications by Jean-Yves Tourneret (University of Toulouse, France) and Marco Pereyra (University of Edinburgh, UK). The course is scheduled for the afternoon of September 2nd. Link: https://enbis.org/activities/events/current/610_ENBIS_18_Pre_Conference_Cou… 2) A post-conference course on Mixed Models by Tim Robinson (University of Wyoming, USA) and Volker Kraft (JMP, Germany). The course is scheduled for the afternoon of September 5th. Link: https://enbis.org/activities/events/current/611_ENBIS_18_Post_Conference_Co… 3) A Joint ECAS-ENBIS 1-Day Summer School will take place on September 6th. It will feature Introduction to Deep Learning by Stéphane Canu (INSA Rouen, France) in the morning and An Introduction to Generalized Additive Modelling in R by Matteo Fasiolo (University of Bristol, UK) in the afternoon. Link: https://enbis.org/activities/events/current/612_ENBIS_18_Post_Conference_Ev… Please note that you need to register for each of the pre- and post-conference events separately from the main event. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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10 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline June 26, 2018 (13:00 CEST)
by Patrizia Piacentini - PhD 28 May '18

28 May '18

Ten PhD scholarships (8 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2018*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2018). Admission is decided on the basis of qualifications only and does not require an entry examination. *Award* The award, not including lodging and living expenses, will be for three years and it will be subject to satisfactory progress. The annual grant is of euros *18,052.04* (gross amount). This is an increased scholarship with respect to the standard University of Padova scholarship of euros 15,343.28. The additional amount of euros *2,708.76* is funded by the Department of Statistical Sciences "Department of Excellence" grant, financed by the Italian Ministry of Education, Universities and Research (MIUR). *How to apply* The call is published *(deadline June 26, 2018 13:00 CEST)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template *CV_XXXIV* available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call* See http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Patrizia Piacentini On behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova *We apologize for cross posting * -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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PhD-fellowships on Mathematics of Planet Earth
by Enrico Scalas 25 May '18

25 May '18

Car* collegh*, questo bando per dottorand* puo' essere di interesse per chi si occupa di probabilita' applicata e statistica. Lo invio con preghiera di circolarlo. Cordiali saluti, Enrico Scalas -- The Mathematics of Planet Earth Centre for Doctoral Training (MPE CDT) has a small number of fully funded PhD positions available for study starting in September 2018. Applications are sought from outstanding candidates who have (or expect to receive) a first class degree in mathematics, statistics, physics or closely related subject. The MPE CDT brings together the Department of Mathematics at Imperial College London and the School of Mathematical, Physical and Computational Sciences at the University of Reading, as well as external partners such as the UK Met Office, NPL and ECMWF, and representatives of key commercial sectors, including energy, water, marine, and insurance. Students in the MPE CDT receive cohort-based PhD training in the mathematical and computational techniques needed to understand, predict and quantify risk and uncertainty for extreme weather and climate change. In particular, our PhD students receive training that ranges from the data-driven domain represented by statistics, to the model-driven domain represented by analysis and mechanics. For further details of the MPE programme and how to apply, please see http://mpecdt.org/admissions/ All appointments will be made on merit, however we particularly welcome applications from currently under-represented groups, including women and those from an ethnic minority.

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convegno "Sustainable Finance: Challenges for Portfolio Management" a Varese
by Enrico Moretto 25 May '18

25 May '18

Invio la seguente comunicazione chiedendo venga inviata ai membri della mailing list RANDOM: Gentilissimi, l’elaborazione e l’integrazione dei pilastri della sostenibilità - Environment, Social & Governance - nelle fasi del processo di investimento è un tema di attuale e vivace discussione nell’industria finanziaria anche alla luce dell’action plan della Commissione europea per la costruzione di un framework condiviso di Finanza sostenibile. Ne parleremo il giorno 12 giugno 2018 dalle ore 10.00 presso il Dipartimento di Economia dell’Università dell’Insubria di Varese (via Monte Generoso, 71) con studiosi ed operatori quotidianamente impegnati a integrare i criteri ESG nella gestione di portafoglio, nella misurazione e gestione dei rischi e nella valutazione delle strategie finanziarie. Al mattino interverranno Sara Silano, Managing Research Editor di Morningstar Italia, Membro del SIF’s Board Italia Fabrizio Fiocchi, Responsabile Sviluppo Prodotti e servizi di Advisory Eurizon Capital SGR Sara Migliaccio e Matteo Cazzini, Fixed Income Portfolio Manager, Investment Management, Zurich Investment Life spa La seconda parte della giornata prevede gli interventi di Andrea Gamba (Warwick Business School) Paolo Miniero (Portfolio Manager, Euromobiliare Advisory SIM) Alessandra Mainini (Università Cattolica del Sacro Cuore) che, seguendo punti di partenza, metodologie e percorsi differenti tra loro, presenteranno recenti risultati che spaziano nel vasto e complesso ambito della gestione del rischio. La partecipazione è libera. Per motivi organizzativi si chiede di inviare una mail (preferibilmente entro Domenica 3 Giugno) agli indirizzi giovanna.redaelli(a)uninsubria.it enrico.moretto(a)uninsubria.it Si allega la brochure del convegno. grazie mille. cordiali saluti, enrico moretto

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