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PhD Scholarship in Network Science and Data Science
by Yilun Shang 29 Nov '18

29 Nov '18

Dear Colleague, A fully-funded PhD scholarship is available under the supervision of Dr. Yilun Shang at Computer and Information Sciences Department of Northumbria University, Newcastle, UK Complex network analysis and resilience in large-scale multi-layer networks The goal of this project is to investigate and develop new data science approaches to model large-scale networks. Recent advances in network science have enabled researchers to understand the resilience of large-scale topological systems and develop algorithms to improve their robustness in the presence of different classes of failures and perturbations. This project aims to further enhance the understanding of large-scale complex systems and create a platform to translate fundamental research into real-world impact. Random graph models and numerical simulations will be used. Deadline for applications: Friday 25 January 2019 Start Date: 1 October 2019 Funding: The studentship is available to Students Worldwide, and covers full fees and a full stipend, paid for three years at RCUK rates (for 2018/19, this is £14,777 pa) More details are available at https://www.findaphd.com/search/ProjectDetails.aspx?PJID=103773 Feel free to share this message with prospective students. Best regards, Yilun Shang --- Dr. Yilun Shang Associate Professor Department of Computer and Information Sciences Northumbria University https://www.northumbria.ac.uk/about-us/our-staff/s/yilun-shang/

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1-2 years postdoc position in statistics
by Guillaume Kon Kam King 29 Nov '18

29 Nov '18

Dear all, Benoit Liquet (https://sites.google.com/site/benoitliquet/home) is advertising a postdoc position in Statistics, located in the South-West of France, near Biarritz. More details below, and in attachment. Please forward if you know any interested candidate. Best, Guillaume KON KAM KING Università degli Studi di Torino *https://sites.google.com/site/guillaumekonkamking/home <https://sites.google.com/site/guillaumekonkamking/home>* Recruitment grade: young researcher (i.e. with PhD) Location: Anglet, France Duration: 12 to 24 months, starting late 2018 (December or January 2019) Deadline: position open until filled Gross Salary Range: 2699 euros / month Postdoc description: Recently, several approaches were developed for completing the agnostic > genome-wide association studies (GWAS) in the discovery of new genetic risk > factors. One such approach is gene set analysis (GSA) that incorporates the > available biological knowledge of genes in order to provide additional > insights into the mechanisms involved in carcinogenesis. Another approach > proposed to test variants for association for multiple phenotypes as over > the years multiple loci have been found to be associated to several > distinct traits revealing the existence of pleiotropic effects. Although a > number of statistical approaches have been proposed in the literature for > identifying the existence of pleiotropy at SNP-level, not a lot of work has > been conducted for investigating pleiotropy at gene- and pathway-levels. We > aim to fill this gap by developing advanced statistical methods that test > for pleiotropic effects at a pathway level. Also, we will extend these > methods for the analysis of GxE interactions, as to the best of our > knowledge, pleiotropy methods have not adapted for testing for GxE > interactions. Therefore, our first objective is to develop novel > statistical methods that will identify shared pathways between different > diseases. Our second aim is to extend these methods for testing GxE in > general or in the context of pleiotropy. These methods will be applied to > explore the genetic relationship between differentiated thyroid cancer > (DTC) and breast cancer (BC) types. It has been shown that these two > cancers are linked as women with a prior history of DTC are at an increased > risk for BC and conversely. Both tumors have been shown to be associated to > common hormonal risk factors and shared genetic susceptibility is > suspected. We will use data from the CECILE study (1019 BC cases and 999 > controls) and from EPITHYR (1345 DTC cases and 1399 controls). All subjects > were genotyped using the OncoArray chip that includes more than 500 000 > variants. Through the developments of novel statistical methods, we aim to > elucidate the common mechanisms between BC and DTC. This project will lead > to the development of new statistical methods that will benefit both the > epidemiology and statistical communities. These methods will permit to gain > novel insights into the inherited genetic basis of BC and DTC by > identifying the common biological elements that contribute to their > aetiology.

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Final Call for submissions to QFW2019 Zurich
by Francesco Cesarone 28 Nov '18

28 Nov '18

Dear colleagues, submission of extended abstracts for QFW2019 in Zurich is open until November 30. The website of QFW2019 is https://people.math.ethz.ch/~jteichma/index.php?content=qfw2019 and you can find all relevant information there. The conference takes place from January 23 to January 25, 2019 and will last for three full days. You can just participate (registration is necessary and can be done by simply replying to this email providing "name + dates of attendance + intention to participate at the conference dinner") but you are warmheartedly invited to submit a paper: deadline for the submission of an extended abstract is November 30, deadline for submitting the paper is December 28, 2018. Accepted papers will be presented and discussed at the conference. With our best regards. Christa Cuchiero and Josef Teichmann -- Prof Josef Teichmann Department of Mathematics ETH Zürich Rämistrasse 101 8092 Zürich Switzerland fon +41 44 632 31 74 mobil +41 79 584 55 40 email jteichma(a)math.ethz.ch web www.math.ethz.ch/~jteichma -- Video - Quantitative Finance Workshop 2018 - Uniroma3 <https://www.youtube.com/watch?v=-DrAdCK8ht8&feature=youtu.be> http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Dipartimento di Economia Aziendale Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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ISIPTA 2019 - Call for papers
by Serena Doria 26 Nov '18

26 Nov '18

ISIPTA 2019: there?s more to uncertainty than probabilities! What if we told you that ?There?s more to uncertainty than probabilities.? Would you agree? Would you object? Are you intrigued? Regardless of the answer, you have a place at, and are invited to submit a paper to, ISIPTA 2019, the 20-year anniversary edition of the world?s main forum on imprecise probabilities. Already convinced? Then come to Ghent, Belgium, 3-6 July 2019, and take a look at the following website for any and all details you might require: http://isipta2019.ugent.be. Not convinced yet? Then perhaps the following features can convince you: Topic: ISIPTA 2019 is devoted to robustness and imprecision in uncertainty modelling, inference and decision making, focusing in particular on uncertainty frameworks that extend or replace the probabilistic one. Concept: Each accepted contribution is presented and discussed, in two separate sessions. Presentations are short and plenary. Detailed explanations and discussions are face-to-face, with the aid of a poster, a whiteboard, pen and paper, or whichever medium you prefer. Atmosphere: ISIPTA conferences are characterised by a friendly and cooperative style, a strong emphasis on in-depth discussion and a true openness to new ideas. We hope that you too will both enjoy and contribute to this unique atmosphere. Venue: Ghent has been called ?Belgium?s best kept secret? by the Lonely Planet travel guide and a ?medieval masterpiece? by The Guardian. The conference itself takes place in an old Augustinian monastery, situated in its historic city centre. Types of contributions: We accept long papers, short papers and poster abstracts. Papers are published in a volume of PMLR, unless explicitly preferred otherwise by their authors. We look forward to receiving your contribution and/or to seeing you in Ghent! Sincerely, The ISIPTA 2019 Steering Committee and PC board F. Cozman (University of Sao Paulo, Brazil) J. De Bock (Ghent University, Belgium) G. de Cooman (Ghent University, Belgium) C. de Campos (Utrecht University, The Netherlands) E. Quaeghebeur (Delft University of Technology, The Netherlands) T. Seidenfeld (Carnegie Mellon University, USA) G. Wheeler (Frankfurt School of Finance and Management, Germany)

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Convegno Reasoning under partial knowledge - Conference in honor of Giulianella Coletti's 70th birthday
by Davide Petturiti 26 Nov '18

26 Nov '18

A tutti gli interessati, si avvisa che nei giorni 14-15 dicembre 2018 si terrà a Perugia il seguente convegno: Reasoning under partial knowledge - Conference in honor of Giulianella Coletti's 70th birthday https://sites.google.com/view/reaspartknow/ Molto cordialmente, Davide Petturiti -- Davide Petturiti, Ph.D. Department of Economics University of Perugia Address: via Pascoli 20, 06123 Perugia, Italy Phone: +39-075-585-5218 Fax: +39-075-585-5950 Email: davide.petturiti(a)unipg.it <davide.petturiti(a)dmi.unipg.it> Website: https://sites.google.com/site/davidepetturiti

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Fwd: Postdoc position in Lyon in probability / statistical physics
by Francesco Caravenna 22 Nov '18

22 Nov '18

Ricevo e inoltro > Da: Christophe Garban <garban(a)math.univ-lyon1.fr> > Oggetto: Postdoc position in Lyon in probability / statistical physics > Data: 22 novembre 2018 13:34:20 CET > > Dear colleagues, > > I am currenlty advertising a postdoc position in probability/statistical physics in Lyon 1 (deadline January, 8th). > Please transfer the announcement below to potential candidates. > > Thanks a lot! > Best, > Christophe. > > ---------------------- > Postdoc position in Lyon for 2019 > Université Lyon 1 > (funded by the ERC project LiKo) > > Applications are invited for a postdoctoral fellowship in probability at the University Lyon 1. > The postdoc is funded by the European Research Council grant LiKo. > > Main research areas include: statistical physics (percolation, Ising, FK, spin $O(n)$ models etc.), scaling limits (at and near the critical point), conformal invariance (and SLE, CLE, GFF...), Liouville quantum gravity, Euclidean quantum field theory, noise sensitivity, a touch of turbulence and SPDEs. > > Practical informations: > (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2019.pdf <http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2019.pdf>) > - The position is for two years (1+1), with a salary of approx. 27000 per year (between year 0 and 3 after PhD) and approx. 34000 euros per year (between year 3 and 5 after PhD). > - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). > - No teaching. > - A lot of activity around probability in Lyon. > - Great city :-) > - The expected starting date is September 2019, but a different date may be arranged. > > Application and deadline: > Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (garban(a)math.univ-lyon1.fr <mailto:garban@math.univ-lyon1.fr>) > Applicants should also arrange for up to three letters of recommendation to be sent to the same address. > They will be evaluated first after January 8th, 2019 and then on a rolling basis.

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Lecturer/senior lecturer position in probability and analysis at Imperial College London
by Brigo, Damiano 20 Nov '18

20 Nov '18

The Pure Mathematics Section in the Department of Mathematics is seeking applications for a Lecturer/Senior Lecturer position in the field of Analysis and Probability, starting on 1 September 2019, or as soon as possible thereafter. Further information can be found in the Departmental website. https://www.imperial.ac.uk/jobs/description/NAT00317/lecturersenior-lecture… Best wishes, D ----------------------- Prof. Damiano Brigo Chair of Mathematical Finance, Head of the MF Research Group and member of the Stochastic Analysis Group Department of Mathematics, Imperial College London, damiano.brigo(a)imperial.ac.uk http://www.imperial.ac.uk/people/damiano.brigo

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seminario Felix Liebrich - 22 novembre - REMINDER
by Emanuela Rosazza 20 Nov '18

20 Nov '18

Si avvisa che il giorno giovedì 22 novembre alle ore 14 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Felix-Benedikt Liebrich (LMU Muenchen, Germany) Titolo: “Sharing utility and risk under (partial) law-invariance” Abstract: The so-called risk sharing problem has two variants: (1) How can an aggregation of individual utilities within a system of agents be maximised by means of distributing a certain good, or (2) how can an aggregation of individual risks be minimised by means of redistributing a certain loss the system incurs? The problem has a long history in economics and financial mathematics, and solving it in relevant infinite dimensional spaces is very challenging. Substantial results have been obtained in the context of Pareto efficiency of such sharing schemes when law-invariant (risk) preferences are involved. These rank Savage acts -- random variables -- in a way which only depends on their distribution under a fixed reference probability measure. It was shown that Pareto efficient allocations (i.e. sharing schemes) exist. For problem (1) of maximising aggregated utility, the talk presents a unifying framework in which solutions to the risk sharing problem can be found. As applications, we will discuss the existence of weakly Pareto efficient allocations, Pareto efficient allocations, and core allocations. In a second part, we solve the risk sharing problem (2) for a wide class of capital requirements determining individual risks. These will not be law-invariant functionals, but build on a law-invariant ingredient. The talk is based on joint work with Gregor Svindland. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, 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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Post-Doc Announcement
by Giovanni Peccati 20 Nov '18

20 Nov '18

Dear Colleagues, a new two years post-doc position is open in my group, at Luxembourg University. - 2 years (24 months) fixed term contract, full time (40h/week) - Start date: From March 1st, 2019 (earliest possible date) to June 1st, 2019 (latest possible date). - Research Group: Probability (Giovanni Peccati). - Domain: stochastic analysis, stochastic geometry and functional inequalities. Further details can be found here: http://emea3.mrted.ly/20j3s Please, kindly inform any potential candidate. With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Statistics Seminar 2018 - Giovedì 29 Novembre 2018 - Alma Mater Studiorum - Università di Bologna
by Alberto Lanconelli 19 Nov '18

19 Nov '18

Statistics Seminar 2018 Giovedì 29 Novembre 2018 alle ore 15:00 presso l' Aula II della Scuola di Economia, Management e Statistica - Piazza Scaravilli 1-2 il Prof. Nicola Cufaro Petroni (Dipartimento di Matematica e TIRES, Università degli Studi di Bari e INFN) terrà il seminario dal titolo: Thou shalt not say “at random” in vain: Bertrand’s paradox exposed Abstract: We show by means of a few examples that the well known Bertrand paradoxes do not point to any probabilistic inconsistency, but rather to the risks incurred with a careless use of the locution at random. Empirical remarks are added Tutti gli interessati sono invitati a partecipare Cordiali saluti Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Winter School on “Stochastic PDEs and Mean-Field Games” Bologna, January 14-16, 2019, Second Announcement
by Alberto Lanconelli 19 Nov '18

19 Nov '18

We are pleased to announce the Winter School on “Stochastic PDEs and Mean-Field Games” to be held at the Department of Mathematics of the University of Bologna on January 14-16, 2019. This is a three-day scientific activity consisting of the following two courses: 1) Stochastic PDEs, by Franco Flandoli (Scuola Normale Superiore, Pisa, Italy) 2) Mean-Field Games, by François Delarue (Université Nice-SophiaAntipolis, Nice, France) The two courses, having an introductory nature, are mainly addressed to PhD students and young researchers. Participants are also given the opportunity to deliver talks. There is no participation fee. However, for organizational reasons, we kindly ask you to register. For more information please visit https://events.unibo.it/spde-mfg We look forward to meeting you in Bologna. Organizing Committee Andrea Cosso, Università di Bologna Alberto Lanconelli, Università di Bologna Stefano Pagliarani, Università di Udine Andrea Pascucci, Università di Bologna Antonello Pesce, Università di Bologna

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Fwd: Conference Market Microstructure Confronting Many Viewpoints 5
by Maria Elvira Mancino 19 Nov '18

19 Nov '18

-------- Messaggio originale -------- OGGETTO: Conference Market Microstructure Confronting Many Viewpoints 5 DATA: Lunedì 19/11/2018 00:43 MITTENTE: "Rosenbaum Mathieu (M.)" <mathieu.rosenbaum(a)polytechnique.edu> Dear friends, Could you be kind enough to forward to your colleagues the website for the fifth edition of the conference "Market Microstructure Confronting Many Viewpoints", taking place on December 5-7 in Paris ? Website: market-microstructure.institutlouisbachelier.org Thank you very much ! Best regards, Mathieu

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Fwd: UVA Integrable Probability summer school
by Cristian Giardina 18 Nov '18

18 Nov '18

Ricevo ed inoltro. Cristian Giardina' ---------- Forwarded message --------- From: Ivan Corwin <ivan.corwin(a)gmail.com> Date: Fri, Nov 16, 2018 at 5:43 PM Subject: UVA Integrable Probability summer school Dear all, Could you distribute this summer school announcement to your seminar list and any one else who you think may want to apply. Best, Ivan ****************** Dear colleagues, The Focused Research Group on Integrable Probability is organizing a Summer School at University of Virginia, May 27 to June 8, 2019. The school is aimed to educate graduate students and young researchers in recent trends around Integrable Probability - a rapidly developing field at the interface of probability / mathematical physics / statistical physics on the one hand, and representation theory / integrable systems on the other. There will be 4 mini-courses: Week 1 - Dmitry Chelkak (École Normale Supérieure, Paris, France) - Ole Warnaar (University of Queensland, Brisbane, Australia) Week 2 - Tomohiro Sasamoto (Tokyo Institute of Technology, Tokyo, Japan) - Paul Zinn-Justin (University of Melbourne, Melbourne, Australia) We have some NSF support to cover accommodation at a University of Virginia residence hall, and to partially contribute towards travel expenses (the travel support amount depends on the number of interested participants). Preference will be given to graduate students, postdocs, early career researchers, and members of underrepresented groups. Deadlines: - To request residence hall accommodation: January 5, 2019 - To request financial support: March 1, 2019 - General registration: April 20, 2019 More information and registration: http://vipss.int-prob.org/ Scientific Committee: Jinho Baik, Alexei Borodin, Ivan Corwin, Vadim Gorin, Leo Petrov Organizers: Leo Petrov, Axel Saenz

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Assistant Professorship and Postdoc - University of Twente (The Netherlands)
by Gianluca Finocchio 18 Nov '18

18 Nov '18

Con preghiera di diffusione,vi inoltro l'annuncio del Prof. Johannes Schmidt-Hieber, University of Twente (Olanda). Gianluca Finocchio ============================================= Dear all, at University of Twente (the Netherlands) we will build a statistics group. At this moment we are looking for 1) an assistant professor in statistics. This is a full-time position with moderate teaching load. We offer a dynamic environment with a lot of support for the successful applicant in his/her academic development. University of Twente has a high percentage of foreign students and staff members. All teaching and internal communication is done in English and there is no need to speak Dutch. The starting salary is € 3.545 to € 5.513 gross per month, based on relevant work experience. On top of that, every staff member receives two additional monthly payments each year. Foreign applicants can apply for a 30% tax reduction for the first eight years. Application deadline is December 22nd. All details can be found in the job description https://www.utwente.nl/en/organization/careers/vacancy/!/539403/assistant-p… 2) a postdoc. The successful candidate should devote a part of the time to research and the remaining part to the statistics consulting lab that we will create at University of Twente. The lab is intended to advise researchers across the campus and to cooperate with companies/start-ups on projects related to data analysis. There is no online job description at the moment. The salary for postdocs is similar to the salary of an assistant professor. All questions and applications can be directed to a.j.schmidt-hieber(a)utwente.nl Best regards, Johannes Schmidt-Hieber

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A Summer Day in Probability and Statistical Physics
by Francesca Romana Nardi 16 Nov '18

16 Nov '18

Carissimi, la prossima giornata di seminari sara` il 14 Settembre 2018. Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sulle giornate passate e future sono reperibili alla pagina web che vi invitiamo a visitare periodicamente. http://web.math.unifi.it/users/fnardi/seminari/ A SUMMER DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 14 September 2018 Lecturers: Stefano Olla (Paris) and Raúl Rechtman (Mexico) Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Stefano Olla (Universite` Paris Dauphine) Title: Hyperbolic Hydrodynamic Limits Abstract: I will present a review of old and new results (and open problems) concerning scaling limits for conservation laws in the hyperbolic space-time scale, for a system of anharmonic oscillators with external boundary tension. The macroscopic equation is given by the compressible Euler system, with corresponding boundary conditions. The problem is particularly challenging when shockwaves are present. Some results exists when the microscopic dynamics is perturbed by a conservative stochastic viscosity. Works in Collaboration with Stefano Marchesani (GSSI) and Lu Xu (CEREMADE). Prof. Raúl Rechtman, (Universidad Nacional Autónoma de México) Title: Chaos and damage spreading in a probabilistic cellular automaton Abstract: Deterministic Boolean cellular automata (CA) are discrete maps F:BN → BN, B={0,1}, x(t+1)=F(x(t)) with x ϵ BN, N large and t=0,1,… . The vector x is the state of the cellular automaton with components xi,, i=0,…,N-1 the state of cell I. Each cell is connected to others, generally in a uniform and local way, and one can define an adjacency matrix aij=1 is cell j is connected to cell i and zero otherwise. The global map F is determined by the parallel application of a local function f, such that xi(t+1) = f(vi(t)), where vi denotes the state of cells connected to cell i. Deterministic CA are thus the discrete equivalent of dynamical systems, and many concepts like trajectory (the sequence of configurations x(t)), fixed points and limit cycles can be used. There are cellular automata for which a small modification in an initial configuration propagates to the whole system, a situation similar to chaos in continuous systems, and indeed one can extend the concept of the largest Lyapunov exponent to deterministic CA using Boolean derivatives. One of the main inconvenient is that these systems do not have continuous parameters to be tuned, in order to study bifurcations. In probabilistic cellular automata, the function f (and thus F) is defined in terms of transition probabilities so that deterministic CA can be seen as the extreme cases of probabilistic ones, when the transition probabilities are either zero or one. Probabilistic CA can be seen also as Markov chains, and one can observe interesting phase transitions after changing the transition probabilities that are therefore continuous control parameters. A realization of a specific trajectory is determined by the extraction of one or more of random numbers for each cell. By extracting these numbers at the beginning of the simulation, for all cells and all times, one converts a probabilistic CA into a deterministic one, running over a quenched random field. One can therefore use the concepts of deterministic CA, like damage spreading and maximum Lyapunov exponent also for probabilistic CA, with the advantage of having the possibility of fine-tuning the control parameters. In particular, we investigate a probabilistic cellular automaton which can be considered an extension of a model in the universality class of directed percolation models, but with two absorbing states. In the first part of the talk all the concepts mentioned above are defined and in the second part, the probabilistic cellular automaton is studied numerically. We show that the phase transitions when the order parameter is the average damage do not coincide with those found for the Lyapunov exponent and the reason of this is the presence of absorbing states. Program: 11.00-11.45 Introductory lecture: Olla 11.45-12.00 Break 12.00-13.00 Seminar: Olla 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Rechtman 15.15-15.30 Break 15.30-16.30 Seminar: Rechtman Organizers: F. Caravenna, N. Cancrini, E.N.M. Cirillo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante (diverso dal precedente) con un paio di menu fissi (di cui uno vegerariano) che possa ospitarci, ma ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati chiedo di mandare un email a francescaromana.nardi(a)unifi.it Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci sono moltissime altre possibilita` per mangiare se preferite regolarvi indipendentemente. Vi aspettiamo numerosi Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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Re: [Random] Random mail list
by Tiziano Vargiolu 16 Nov '18

16 Nov '18

> Buongiorno Prof. Vargiolu,le scrivo la presente in quanto vorrei essere > inserito nella random mail list se possibile. > Resto a disposizione per qualunque informazione a tal fine a lei utile. Carissimo, quella che gestisco io non e' RANDOM, ma una mailing list di finanza matematica/finanza quantitativa, in cui ti ho inserito. Se vuoi farti inserire anche su RANDOM (che non gestisco io), allora l'indirizzo giusto e' questo: Mailing list RANDOM <random(a)mail.dm.unipi.it> Cordiali saluti 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 --------------------------------------------------------------------------

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Seminario MATECHOU
by Matteo Ruggiero 16 Nov '18

16 Nov '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 23 Novembre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Eleni MATECHOU (University of Kent) BAYESIAN NONPARAMETRIC MODELLING OF PHENOLOGY USING CAPTURE-RECAPTURE DATA. Phenological shifts, that is changes in the timing of cyclic and seasonal phenomena, have been observed for a number of wildlife species in recent years. These shifts are often attributed to the warming climate and their effect on population sizes is a matter of great concern. In this talk, I show how Bayesian nonparametrics can be employed when modelling capture-recapture data to obtain smooth and ecologically meaningful estimates of arrival and departure densities at one or more sites and as functions of environmental covariates or to account for individual phenological heterogeneity. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Kolmogorov meets Turing
by Marco Scarsini 16 Nov '18

16 Nov '18

The 5th *Kolmogorov meets Turing (KmT)* Workshop on Stochastics, Optimization, Algorithms, and Games will take place on November 23, 2018 at LUISS Business School, Villa Blanc, Via Nomentana, 216, 00162 Roma. https://sites.google.com/view/kmt2018/home The purpose of KmT is to bring together researchers from Computer Science, Economics, Mathematics and various other fields to present and discuss research on probabilistic methods for the analysis of games, stochastic processes, and randomized algorithms. *The workshop is free but we kindly ask you to register, for logistic purposes.* https://sites.google.com/view/kmt2018/registration ********************************************************Marco ScarsiniDipartimento di Economia e FinanzaLUISSViale Romania 3200197 Roma, ITALYURL: http://docenti.luiss.it/scarsini/ <http://docenti.luiss.it/scarsini/>*

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Seminar announcement
by Marco Scarsini 16 Nov '18

16 Nov '18

*Department of Economics and Finance* *LUISS* Viale Romania 32 Room 207 November 22th, 2018, 12:00 noon *Speaker: *Georgios Piliouras, Singapore University of Technology and Design *Title: * *“Multiplicative Weights Updates in Zero-Sum and Potential Games”* *Abstract: **We revisit some classic questions in game theory, such the behavior of multiplicative weights updates (and other learning dynamics) in zero-sum and potential games. We establish new and exciting connections with the work of Poincaré on celestial mechanics, the latest developments in artificial intelligence (such as understanding Generative Adversarial Networks) as well as with chaos theory. A host of new open questions emerges.* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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de Finetti risk seminar - November 2018
by Emanuela Rosazza 15 Nov '18

15 Nov '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Mathias Beiglboeck University of Vienna Title: Adapted transport and mathematical finance Abstract: Adapted transport plans generalize adapted processes in the same way as usual transport plans are a relaxed form of Monge-mappings. Correspondingly, one obtains an adapted / causal variant of the usual Wasserstein distance. We will review these concepts and explain why they are relevant for mathematical finance and in particular the problems involving model-uncertainty. LOCATION: The seminar will be held on Wednesday, November 21, at 18.00, Aula di rappresentanza, 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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Fwd: Andrea Collevecchio -- advertisement research fellow position Monash University
by pietro caputo 14 Nov '18

14 Nov '18

Ricevo e inoltro: ---------- Forwarded message --------- From: Andrea Collevecchio <andrea.collevecchio(a)monash.edu> Date: Wed, Nov 14, 2018 at 2:26 PM Subject: Andrea Collevecchio -- advertisement research fellow position Monash University *---------------------------------------------------* *Research Fellow, Probability Theory* *Job No.: *581433 *Location:* Clayton campus *Employment Type:* Full-time *Duration:* 2 year fixed-term appointment *Remuneration:* $66,706 - $90,532 pa Level A (plus 9.5% employer superannuation) The Level A research-only academic will be required to make a contribution towards the University’s research effort and pursue defined projects relevant to the particular field of research in order to develop their expertise. The successful applicant will undertake research in probability theory and/or statistical mechanics, working closely with Dr Andrea Collevecchio, A/Prof Tim Garoni and A/Prof Kais Hamza. The position will be funded by ARC Discovery Project DP180100613, and will involve studying the behaviour of specific classes of random walks with long memory. This role is a full-time position; however, flexible working arrangements may be negotiated. At Monash University, we are committed to being a Child Safe organisation. Some positions at the University will require the incumbent to hold a valid Working with Children Check. Your application must address the selection criteria. Please refer to[image: Download File] “How to apply for Monash Jobs <https://www.monash.edu/jobs/how-to-apply/applying-for-the-job>”. *Enquiries* sci-maths-jobs(a)monash.edu *IMPORTANT* Refer to the link http://careers.pageuppeople.com/513/cw/en/job/581433/research-fellow-probab… *Position Description* [image: Download File] Research Fellow, Probability Theory <https://secure.dc2.pageuppeople.com/apply/TransferRichTextFile.ashx?sData=U…> *Closing Date* Tuesday 20 November 2018, 11:55 pm AEDT

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Assistant/Associate Professor position in Statistics at DCU
by Paolo Guasoni 14 Nov '18

14 Nov '18

Dear Colleague, Dublin City University has an Assistant/Associate Professor position in Statistics (5 years fixed term/permanent): https://www.dcu.ie/sites/default/files/hr/assistant-associate_professor_in_… The closing date for the application is January 6th, 2019. 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://www4.dcu.ie/iss/seanadh-riomhphoist.shtml>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://www4.dcu.ie/iss/email-disclaimer.shtml>* * -- <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>

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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 13 Nov '18

13 Nov '18

Dear Colleagues, we are pleased to recall that the Second Italian Meeting on Probability and Mathematical Statistics will be held in Vietri sul Mare (SA), Italy, June 17th - 20th, 2019. The location is Lloyd's Baia Hotel (www.lloydsbaiahotel.it/) Please, follow the relevant information on the web site of the meeting: http://www.salerno2019.dipmat.unisa.it The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Giacomo Ascione, Aniello Buonocore, Camilla Calì, Luigia Caputo, Antonio Di Crescenzo, Maria Longobardi, Barbara Martinucci, Alessandra Meoli, Luca Paolillo, Paola Paraggio, Enrica Pirozzi, Fabio Travaglino

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Spring school on Random Interfaces in Augsburg, March 12-15, 2019 -- Deadline for financial support
by Luigi Amedeo Bianchi 13 Nov '18

13 Nov '18

Dear all, this is a reminder for the spring school on *Random Interfaces* to be held at the University of Augsburg, Germany, for three full days from March 13th to March 15th, 2019. The school will focus on random interfaces, both continuous (approached by means of stochastic partial differential equations) and discrete (together with their hydrodynamic limits). The school will feature a main course by Tadahisa Funaki (Waseda University/University of Tokyo), a minicourse by Fabio Toninelli (Université Claude Bernard Lyon 1) and an invited lecture by Dimitra Antonopoulou (University of Chester). A poster session for participants is also foreseen. This spring school is intended for PhD students and young researchers, but open for everyone. Registration to the school is free, but compulsory for organisatorial purposes. Limited funds are available to offer financial support to some selected students and young researchers (post-docs). The deadline for applications for financial support is *15th December 2018.* More information and the registration form are available on the website https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho… We are looking forward to seeing you in Augsburg. The organisers, Lisa Beck, Luigi Amedeo Bianchi, Dirk Blömker, Franco Flandoli, Marco Romito, Dario Trevisan

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minicorso prof. Pitacco @UniTN
by Stefano Bonaccorsi 13 Nov '18

13 Nov '18

Carissimi, vi segnalo il seguente corso che sarà tenuto dal prof. Ermanno Pitacco. Cordiali saluti, Stefano Bonaccorsi ---------------------------------------------------------- Stochastic Processes for Actuarial Sciences A short course at the Department of Mathematics Ermanno Pitacco (Università di Trieste) Aims and Prerequisites. This course aims at introducing technical and financial aspects of the insurance business, with a special emphasis on the actuarial valuation of insurance products. The course has been planned assuming as target students: advanced undergraduate and master students in Mathematics and Data Science, having attended courses providing basic notions of Financial Mathematics (interest rates, compound interest, present values, accumulations, annuities, etc.); advanced undergraduate and master students in Economics, Business and Finance, with basic competence in Probability (probability distributions, conditional probabilities, expected value, variance, etc); professionals and technicians operating in insurance and pension areas, whose job may regard investments, risk analysis, financial reporting, and so on, hence implying communication with actuarial professionals and managers. Schedule Monday 2019/02/11 09.00-13.00 (Stefano Bonaccorsi) Room A212 Friday 2019/02/15 15.00-19.00 (Ermanno Pitacco) Room A212 Monday 2019/02/18 09.00-13.00 (Ermanno Pitacco) Room TBA Friday 2019/02/22 15.00-19.00 (Ermanno Pitacco) Room TBA Details For further information, please contact Prof. Stefano Bonaccorsi (stefano.bonaccorsi "at" unitn.it) Admission: Course open to max 30 LM students (+ PhD Students) How to apply: Fill the form you find here: https://webapps.unitn.it/Apply/it/Web/GoHome/altro/spas_2018 Further informations: http://datascience.maths.unitn.it/events/spas2019/index.html

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