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Call for PhD positions at University of Oslo
by Giulia Di Nunno 15 Mar '18

15 Mar '18

Dear Colleagues, this is to draw your attention to the call for two PhD positions at the University of Oslo in stochastic analysis and its applications to finance, insurance, energy and risk. Specifically one position is in the scopes of to the project STORM “Stochastics for Time-Space Risk Models" http://www.mn.uio.no/math/english/research/projects/storm/index.html <http://www.mn.uio.no/math/english/research/projects/storm/index.html> Description and call: https://www.jobbnorge.no/en/available-jobs/job/149487/phd-research-fellowsh… <https://www.jobbnorge.no/en/available-jobs/job/149487/phd-research-fellowsh…> The other one is in Stochastic Analysis and its Applications Description and call: https://www.jobbnorge.no/en/available-jobs/job/149496/phd-research-fellowsh… <https://www.jobbnorge.no/en/available-jobs/job/149496/phd-research-fellowsh…> For both the deadline of application is April 15th, 2018. You can also find a number of other open positions that can be interesting for a wider audience: http://www.mn.uio.no/math/om/jobb/ <http://www.mn.uio.no/math/om/jobb/> Please help to advertise these calls and bring them to the attention of your colleagues and possible candidates. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/ <http://folk.uio.no/giulian/>

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Bocconi summer school on "Graphical models" - deadline extension
by Antonio Lijoi 14 Mar '18

14 Mar '18

** DEADLINE EXTENSION FOR APPLICATIONS ** Bocconi Summer School in Advanced Statistics & Probability: “Graphical Models” http://asps.lakecomoschool.org July 9-20, 2018 La scadenza per inoltrare le domande di partecipazione alla Bocconi Summer School in Advanced Statistics & Probability su "Graphical Models" e' stata posticipata al ** 28 marzo 2018 ** La Summer School si svolgera’ presso la Lake Como School of Advanced Studies, e le lezioni saranno tenute da: Steffen Lauritzen (University of Copenhagen) Robin Evans (University of Oxford) Si ricorda che il Bocconi Institute of Data Science (BIDSA) conferira’ due BIDSA Awards a candidati meritevoli, che copriranno le registration fees. Cogliamo anche l’occasione per annunciare nuove iniziative all’interno della scuola. In particolare, quest'anno avremo il piacere di ospitare due seminari: Julia Mortera (Universita' di Rome Tre): "Graphical Models in Forensic Science" Fabio Corradi (Universita' di Firenze): "On the Probability of Causation for Querying the Cause of an Effect, and its Fundamental Conditions" Informazioni piu' dettagliate saranno rese disponibili quanto prima sul sito della Summer School. Inoltre, sono anche previsti seminari informali in cui i partecipanti, che ne facciano preventivamente richiesta, possono presentare la propria ricerca su temi attinenti la scuola. Ulteriori dettagli sono disponibili su http://asps.lakecomoschool.org o possono essere richiesti a bss.statistics(a)unibocconi.it

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[short conference with courses]: NETWORKING BIOSTATISTICS
by Paola Rancoita 14 Mar '18

14 Mar '18

*NETWORKING BIOSTATISTICS* Networking Biostatistics is a short international COSTNET conference organized by Italian and Dutch International Biometric Society (IBS) regions to promote networks among IBS regions, networks among biostatisticians, early career researchers and PhD students, and collaboration among biomedical researchers and biostatisticians in general, looking for network procedures and statistical methods for a real contribution in modelling modern biomedical data. The conference includes five parts: 1. *Invited speaker sessions* on advanced methods for biomedical data. 2. *Short poster presentations*: poster contributions will be introduced with a 5 minutes flash presentation. 3. *Posters session with awards*. 4. *Round table* with spontaneous contributions on “Networking modern biomedical researchers and biostatisticians: from big Data to Big information” 5. *Two short courses on network modelling*: - “Co-data learning: the group-regularized ridge and elastic net” (Mark van de Wiel) - “Introduction to graphical models and applications to genomics” (Paola Vicard/Francesco Stingo) Confirmed invited speakers are: Bianca Papi, Rotterdam (NL) Francesco Stingo, Università degli Studi di Firenze (IT) Luca Tardella, Sapienza Università di Roma (IT) Maria Grazia Valsecchi, Università degli Studi di Milano-Bicocca (IT) Mark van de Wiel, VU University Medical Center (NL) Veronica Vinciotti, Brunel University London (UK) Ernst Wit, University of Groeningen (NL) Abstracts for poster presentations can be submitted by sending an email to netbiostat(a)ibs-italy.org by *March**18th, 2018*. The Conference will be held at Vita-Salute San Raffaele University (Milan) in *April 12-13th, 2018*. All details about the event can be found at the website: http://ibs-italy.org/?page_id=703&lang=en

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avviso seminario Morlais
by Marco Alessandro Fuhrman 13 Mar '18

13 Mar '18

La professoressa Marie-Amélie Morlais del Laboratoire Manceau de Mathématiques (LMM), Institut du Risque et de l’Assurance IRA, Le Mans Université, terrà un seminario dal titolo Max-min and min-max systems of variational inequalities: connection with multidimensional BSDEs with bilateral obstacles and switching game il giorno lunedì 19 marzo 2018 alle ore 14:00 in sala rappresentanza del Dipartimento di Matematica dell'Università di Milano (via Saldini 50, 20133 Milano). Tutti gli interessati sono cordialmente invitati. La prof.ssa Morlais resterà in visita fino a giovedì 22 marzo. Cordiali saluti, Marco Fuhrman Abstract. This talk is based on two joint works (published in 2015 and 2017) with Prof. S. Hamadène (LMM Le Mans), Prof. B. Djehiche (KTH Stockholm Sweden) and X. Zhao (former PhD student of S. Hamadène) . These two papers focus on the connection between systems of interconnected PDEs, related multidimensional BSDEs and a general switching game (second paper). As an introduction, I recall the (rich) literature which links the optimal switching problem with explicit multidimensional BSDEs and related systems of variational inequalities. The relationship between those objects shall be given as well. I will finally present the so called min-max and max-min systems of PDEs whose viscosity solutions are heuristically identified (via the verification result) as the lower and upper value of the switching game. In the second part (first paper), I will explain the main steps allowing to construct solutions to both the min max and max min systems of variational inequalities. I stress the fact that, due to the non-linearities of those systems and the presence of interconnected obstacles, those solutions are a priori irregular: thus, to construct a solution, the use of viscosity theory is useful. In a third part (main result of the second paper) the connection with a multidimensional BSDE with bilateral obstacles is established (existence and uniqueness for the BSDE solution are then established in a Markovian framework of randomness). Finally and as an application, we provide an explicit relationship with the switching game: this consists in providing (sufficient) conditions ensuring the existence of both the switching game value and an optimal mixed strategy (as well as the relationship with the BSDE solution). Some open questions remaining unsolved shall be presented as a conclusion.

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De Finetti Seminar: SCHACHERMAYER
by Marco Maggis 12 Mar '18

12 Mar '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 *The Amazing Power of Dimensional Analysis in Finance: Market Impact and the Intraday Trading Invariance Hypothesis* Walter Schachermayer University of Vienna Abstract: A basic problem when trading in financial markets is to analyze the prize movement caused by placing an order. Clearly we expect- ceteris paribus - that placing an order will move the price to the disadvantage of the agent. This price movement is called the market impact. Following the recent work of A. Kyle and A. Obizhaeva we apply dimensional analysis - a line of arguments well known in classical physics to analyze to which extent the square root law applies. This universal law claims that the market impact is proportional to the square root of the size of the order. We also analyze the dependence of the trading activity on a stock, i.e. number of trades per unit of time, in dependence of some suitable explanatory variables. Dimensional analysis leads to a 2/3 law: the number of trades is proportional to the power 2/3 of the exchanged risk. The mathematical tools of this analysis reside on elementary linear algebra. Joint work with Mathias Pohl, Alexander Ristig and Ludovic Tangpi. LOCATION: The seminar will be held on Wednesday, March 14, at 18.00 at Sala di Rappresentanza, Mathematics Department, Via 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)

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seminario Marco Bianchetti in Bicocca
by fabio bellini 09 Mar '18

09 Mar '18

Il giorno mercoledì 21 marzo alle ore 14.30 presso la Aula Seminari 4026 del DISMEQ al IV piano dell'edificio U7, il dott. Marco Bianchetti di Intesa Sanpaolo terrà un seminario su Learning the Optimal Risk - Advanced Risk-Based Portfolio Management with Global Optimization and Machine Learning Algorithms Abstract We consider the portfolio optimization problem from a trading and risk management point of view. Given a generic initial portfolio of financial instruments (e.g. stocks, derivatives and securities) with a given risk profile and subject to risk management limits, we aim to find optimal trading strategies, based on eligible tradable and liquid market instruments (i.e. quoted stocks and plain vanilla derivatives and securities), able to globally optimize the portfolio risk figures while respecting the required risk limits. We make use of an evolutionary approach based on genetic algorithms, where a population of candidate trading strategies is evolved using crossover, mutation and elitism, until optimal solutions are found as the best trading strategies that both minimize the selected risk measures and respect the risk limits. We apply our idea to different test cases based on real portfolios including linear and non-linear real financial instruments. We show that different optimal trading strategies may exist, depending on the combination of risk-based objective functions and limits. Our approach is general with respect to initial portfolios, risk profiles, measures and limits, eligible optimization instruments, trading strategies, and optimization algorithms. It can be applied, in principle, to real portfolios of financial institutions, provided that, in practice, a single operational framework and sufficient computational resources are available. Strong financial insight is needed both to select the optimization parameters, i.e. the eligible trading strategies, and to understand the financial soundness of the solutions proposed by the optimization metaheuristic (joint work with Marco Scaringi). Tutti gli interessati sono invitati a partecipare. -- Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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correzione
by Faggionato, Alessandra 09 Mar '18

09 Mar '18

scusate correggo un precedente annuncio di seminario. l'affiliazione dello speaker, Federico Camia, e' NYU Abu Dhabi (non Dubai) grazie Alessandra ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario di Probabilita' a Roma 1
by Faggionato, Alessandra 07 Mar '18

07 Mar '18

Lunedi' 12 Marzo, Ore 16, Aula di Consiglio. Dipartimento di Matematica, La Sapienza. Speaker: Federico Camia (New York - Dubai University) Title: Limit Theorems and Random Fractal Curves in Statistical Mechanics Abstract: Rigorous statistical mechanics deals with stochastic systems that have a large number of components and for which geometry often plays an important role. The main goal is to understand their average behavior and deviations from that. Statistical mechanics has many applications to physics and other fields, but in this talk I will only focus on some aspects of its mathematical theory which combine discrete probability, stochastic processes and complex analysis. For concreteness, I will discuss two specific (two-dimensional) models, percolation and the Ising model, both with a long history. After introducing the two models, I will present an approach to the study of two-dimensional systems that leads to a special family of random fractal curves and that has produced, in the last twenty years, deep results and major breakthroughs. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Colloquium di Alexandre Stauffer a Roma Tre il 21-03-2018
by Pietro Caputo 07 Mar '18

07 Mar '18

Colloquium di Matematica a Roma Tre: Alexandre Stauffer (University of Bath, UK) Titolo: Random growth processes: dendritic formation and competition Mercoledi' 21 Marzo 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule - Largo San Leonardo Murialdo,1 Abstract During the 80's, several growth processes were introduced in the physics literature with the goal of providing a simple and tractable model producing the phenomenon of dendritic growth. Such phenomenon is observed in several different contexts in nature, including the growth of bacteria under starvation, crystal dendrite, dielectric breakdown, and electrodeposition, and is characterized by the formation of very ramified, fractal-like structures. Almost four decades later, we still encounter tremendous mathematical challenges in studying the geometric and dynamic properties of such processes, and in understanding the driving mechanism lying behind the formation of fractal-like structures. In this talk, I will survey the developments in this field, giving emphasis to recent results in the classical model of multi-particle diffusion limited aggregation (MDLA). I will also introduce and discuss a new growth process, which can be viewed as a model for the growth of two species that compete for space, and which plays a key role in our current understanding of MDLA. This is based on joint works with Elisabetta Candellero and Vladas Sidoravicius.

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Seminario di Federico Camia a Roma Tre il 13-03-2018
by Pietro Caputo 05 Mar '18

05 Mar '18

SEMINARIO di Probabilita' a Roma Tre Federico Camia (New York University, Abu Dhabi) Titolo: Scaling Limits for the Planar Ising Model Martedi' 13 Marzo 2018 ORE 15:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 311 Abstract The continuum scaling limit is a procedure to study the large-scale behavior of lattice models of statistical mechanics. In the scaling limit, the lattice spacing is sent to zero while focus is kept on some macroscopic object or collection of objects within the model. In the last twenty years there has been tremendous progress in the study of the continuum scaling limits of some classical models, such as two-dimensional percolation and the planar Ising model, which are of interest because they undergo a phase transition. At or near the phase transition point the scaling limit is supposed to give rise to a Euclidean field theory. In this talk I will briefly introduce the planar Ising model and then describe some recent results concerning the scaling limit of the Ising magnetization and the truncated two-point function. The talk is based on joint work with Christoph Garban and Chuck Newman, Rene Conijn and Demeter Kiss, and Jianping Jiang and Chuck Newman.

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MURF2018 - FINAL ANNOUNCEMENT
by Giovanni Puccetti 05 Mar '18

05 Mar '18

FINAL ANNOUNCEMENT (REGISTRATION STILL OPEN) Model Uncertainty and Robust Finance (II edition), University of Milano, MARCH 15-16, 2018 https://sites.google.com/site/murf2018/ CONFIRMED INVITED SPEAKERS Carole BERNARD (VUB & Grenoble EM) Roger COOKE (TU Delft) David LI (SAIF & SJTU Shangai) Massimo MARINACCI (Bocconi University) Walter SCHACHERMAYER (University of Vienna) Ludovic TANGPI (University of Vienna) DE FINETTI RISK SEMINAR on MARCH 14, 2018 (Lecture by W. SCHACHERMAYER and Welcome Reception) SPECIAL ISSUE in DEPENDENCE MODELING edited by Marco Frittelli and Emanuela Rosazza-Gianin

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Postdoc on Networks and Agent Based Model in Air Traffic
by Fabrizio Lillo 05 Mar '18

05 Mar '18

The call for two 19 month postdocs is open at the Department of Mathematics of the University of Bologna (Italy). The topic of the research is *Complex networks and agent based models for Air Traffic Management* funded by the Project UE "DOMINO - Novel tools to evaluate ATM systems coupling under future deployment scenarios” (Call: H2020-SESAR-2016-2, GA 783206) Prof. Fabrizio Lillo The details of the call are here: - Italian: http://www.matematica.unibo.it/it/bandi/ bando-per-nr.-2-assegni-di-ricerca-complex-networks-and- agent-based-models-for-air-traffic-management - English: http://www.mathematics.unibo.it/en/calls- of-competition/call-for-2-research-fellowships-complex- networks-and-agent-based-models-for-air-traffic-management See below for a short description of the project. The deadline is March 19 at noon. The interested candidates can either contact me or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo fabrizio.lillo(a)unibo.it ############### The project consists in: (i) development and analysis, with computational an analytical methods, of toy models of air traffic. The models, with a small number of parameters, will describe the interaction between the different components (e.g. airlines and air traffic controllers (ii) calibration and use the developed models to identify the variables and metrics relevant in a real setting and to test new mechanisms and rule of air traffic control; (iii) building metrics of coupling among the different networks composing an airspace and test their effectiveness both with numerical simulations and with empirical analysis of real data; (iv) analysis of real data and data from simulations of an Agent Based Model, developed mainly by other partners of the project, to test the effectiveness of the proposed metrics and the new mechanisms of air traffic control. The methods used in the project are computational Agent Based Models, Complex Network Theory, and Data Science on air traffic data. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica Università di Bologna ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Cycle of seminars in Data Science and Machine Learning [ College of Math. - Dept.Comp.Science - UniVr - 9, 12, 14 /3/2018]
by Luca di persio 05 Mar '18

05 Mar '18

Dear all, this is to announce the following *Cycle of seminars in Data Science and Machine Learning: towards the Math-based professional profiles of the future*. All the talks will take place at Ca'Vgnal 2 College of Mathematics - Dept. of Computer Science - UniVr Strada le Grazie, 15 - Verona located here https://goo.gl/maps/Yx2JU *Speakers * M. Stecca , J. radaelli and R. Zenti according with the following timetable - 9/3 - 1530-1730 . - *Big Data & Data Science*. Key concepts and practical applications - Speaker: Dr.Michele Stecca - HORSA SPA [ Room M ] - 12/3 - 1630-1830 - Analytics for big Data. How to move from *data* to *information - *Speaker: Dr.Jacopo Radaelli - Reply IT [ Room G ] - 14/3 - 1630-1830 - Fintech &* RoboAdvisors*. Myths and Reality - Speaker: Dr. Raffaele Zenti Advise Only [ Meeting room 2nd floor] The initiative is organised within the framework of the Stochastic Semester VPSMS18 [ VPSMS18.org ] , see also: http://www.di.univr.it/?ent=seminario&id=4272 http://vpsms2018.org/event/seminars-cycle-in-data-science- and-machine-learningtowards-the-math-based-professional- profiles-of-the-future/ Do not hesitate to contact me for further info. Best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <+39%20045%20802%207968> Head of R&D info(a)hpa8.com | www.hpa8.com

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Fwd: Saint-Flour 2018 - Registration
by Marco Romito 01 Mar '18

01 Mar '18

-------- Original Message -------- Subject: Saint-Flour 2018 - Registration Date: 28.02.2018 18:10 From: Saint-Flour Summer School <stflour(a)math.univ-bpclermont.fr> To: saintflour(a)math.univ-bpclermont.fr SAINT-FLOUR 2018 - SECOND ANNOUNCEMENT Dear colleagues, Online registration is open for the 48th Saint-Flour Probability Summer School (July 8-20). Registration page: http://recherche.math.univ-bpclermont.fr/stflour/inscription_en.php DEADLINE FOR REGISTRATION: MAY 1st This is a CNRS school. Hence, registration is free of charge for CNRS researchers (Chargés de recherche et Directeurs de recherche). This year's lectures are: Hugo Duminil-Copin (IHES Paris-Saclay): Graphical representations of the Ising model. Asaf Nachmias (Tel Aviv University): Planar maps, random walks and the circle packing theorem. Balint Tóth (University of Bristol and Rényi institute Budapest): Scaling limits for random walks and diffusion with long memory. General information about the school can be found at http://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php Please forward the above information to anyone who might be interested. Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin stflour(a)math.univ-bpclermont.fr Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont Auvergne Campus des Cézeaux 3, Place Vasarely TSA 60026 CS 60026 63178 Aubière Cedex (France) tel (+33) 4 73 40 70 50 fax (+33)4 73 40 54 50

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Workshop to celebrate Carlo Sempi's 70th birthday
by Fabrizio Durante 01 Mar '18

01 Mar '18

Dear Colleagues, we are glad to announce the one-day Workshop "Scent of Copulas" to celebrate Carlo Sempi's seventieth birthday, taking place at the Rectorate of the University of Salento (Lecce, Italy) on *May 18th, 2018*. The conference focuses on dependence models and copulas, and their use in several fields (such as Statistics, Finance, Environmental Sciences, and more), and wishes to celebrate Carlo's scientific contributions to Probability Theory and Statistics, and his whole academic life. For all the details, please visit the (preliminary) Conference Website <https://www.adrianobarra.com/carlo70.html> and, for any other information, please do not hesitate to contact us at ScentOfCopulas(a)gmail.com <mailto:ScentOfCopulas@gmail.com> Looking forward to welcoming you in Lecce, Gianfausto Salvadori Fabrizio Durante Adriano Barra

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L'ATTUARIO: CHI È COSTUI?
by Giovanni Puccetti 01 Mar '18

01 Mar '18

Martedì 6 Marzo 2018, alle 1530, presso il Dipartimento di Economia, Management e Metodi Quantitativi, in via Conservatorio 7 (Sala Lauree) a Milano, Giampaolo Crenca, Presidente dell'Ordine degli Attuari, terrà l'intervento: L'ATTUARIO: CHI È COSTUI? La professione attuariale in Italia: stato dell'arte e prospettive di sviluppo. Tutti gli interessati sono invitati a partecipare.

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School ABS18: BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT
by fabrizio＠mi.imati.cnr.it 28 Feb '18

28 Feb '18

Registration is open for ABS18, the 15th Applied Bayesian Statistics summer school. The daily programme is available on the website. Website: web.mi.imati.cnr.it/conferences/abs18/index.html Topic: BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT Dates: 4-8, June, 2018 Location: Villa del Grumello, Como, Italy Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics, Queensland University of Technology, Brisbane, Australia. Practical sessions: Paul WU, Research Fellow, Queensland University of Technology, Brisbane, Australia. Fees (if paid by 8/4/2018): - EUR 300 (22% VAT included) students and postdocs - EUR 450 (368.85 + 22% VAT) people from academic and non-profit organisations - EUR 900 (737.70 + 22% VAT) all the others Italian public employees are exempt from VAT. Best regards Guido Consonni and Fabrizio Ruggeri ABS18 Directors Raffaele Argiento ABS18 Executive Director -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Bassini 15 fax +39 0223699538 I-20133 Milano (Italy) web.mi.imati.cnr.it/fabrizio

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seminario Pescara
by c.costantini＠unich.it 27 Feb '18

27 Feb '18

Il prof. T.G. KURTZ della University of Wisconsin-Madison terra' un seminario dal titolo: POPULATION MODELS AS PARTIAL OBSERVATIONS OF GENEALOGICAL MODELS L'8 MARZO 2018 alle ore 11:00 nell'AULA SEMINARI della sede di VIALE DELLA PINETA del DIPARTIMENTO DI ECONOMIA ABSTRACT Classical models of biological populations, for example, Markov branching processes, typically model population size and possibly the distribution of types and/or locations of individuals in the population. The intuition behind these models usually includes ideas about the relationships among the individuals in the population that cannot be directly recovered from the model. This loss of information is even greater if one employs large population approximations such as the diffusion approximations popular in population genetics. "Lookdown" constructions provide representations of population models in terms of countable systems of particles in which each particle has a "type" which may record both spatial location and genetic type and a "level" which incorporates the lookdown structure which in turn captures the genealogy of the population. The original population model can then be viewed as the result of partial observation of the more complex model. We will exploit ideas from filtering of Markov processes to make the idea of partial observation clear and to justify the lookdown construction. Tutti gli interessati sono cordialmente invitati a partecipare. Cristina Costantini e Claudia Ceci

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Postdoctoral position at UQ focussing on multi-scale mathematics/models
by adicrescenzo＠unisa.it 27 Feb '18

27 Feb '18

Inoltro notizia di posizione postdoc in ambito probabilistico presso School of Mathematics and Physics, The University of Queensland, Australia -------- Messaggio originale -------- OGGETTO: Postdoctoral position at UQ focussing on multi-scale mathematics/models DATA: 2018-02-27 09:23 MITTENTE: Philip Pollett <pkp(a)maths.uq.edu.au> DESTINATARIO: Antonio DI CRESCENZO <adicrescenzo(a)unisa.it> Dear Antonio, We're looking to appoint a probabilist to a new postdoctoral position at UQ focussing on multi-scale mathematics/models. http://jobs.uq.edu.au/caw/en/job/503030/postdoctoral-research-fellow Please pass on to anyone you think might be interested. Applications close: 20 March 2018 Regards, Phil.

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Seminario a RM1
by Faggionato, Alessandra 27 Feb '18

27 Feb '18

Seminario di Fisica Matematica e Probabilità Mercoledì 7 marzo, ore 16:15, Aula di Consiglio, Dipartimento di Matematica, Roma La Sapienza Speaker: Alessandra Occelli (Università di Bonn) *Title: On time correlations for last passage percolation models* Abstract. We study time correlations of last passage percolation (LPP), a model in the Kardar-Parisi-Zhang universality class, with three different geometries: step, flat and stationary. We prove the convergence of the covariances of the LPP at two different times to a limiting expression given in terms of Airy processes. Furthermore, we prove the behaviour of the covariances when the two times are close to each other, conjectured in a work of Ferrari and Spohn. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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De Finetti Risk Seminar - February 2018
by Emanuela Rosazza 26 Feb '18

26 Feb '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 Deciding with Judgment Simone Manganelli European Central Bank Abstract: Non sample information is hidden in frequentist statistics in the choice of the hypothesis to be tested and of the confidence level. Explicit treatment of these elements provides the connection between Bayesian and frequentist statistics. A frequentist decision maker starts from a judgmental decision and moves to the closest boundary of the confidence interval of the first order conditions, for a given loss function. This statistical decision rule does not perform worse than the judgmental decision with a probability equal to the confidence level. For any given prior, there is a mapping from the sample realization to the confidence level which makes Bayesian and frequentist decision rules equivalent. Frequentist decision rules can also be interpreted as decisions under ambiguity. LOCATION: The seminar will be held on Wednesday, February 28, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. 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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International Summer School on Risk Measurement and Control 2018
by Roy Cerqueti 25 Feb '18

25 Feb '18

Dear all, this is to inform you that the 12th Edition of the International Summer School on Risk Measurement and Control will take place in Rome on 4-9 June, 2018. Four macrothemes will be explored: * Green Economics and Finance <http://www.risksummerschool.eu/node/208> * The Fin Tech challenge <http://www.risksummerschool.eu/node/212> * Monetary Policy in a low inflation environment <http://www.risksummerschool.eu/node/214> * Banking, Financial and Insurance Regulation <http://www.risksummerschool.eu/node/213> More information can be find on the <http://www.risksummerschool.eu/> website. The outstandig level of the lecturers and the relevance of the treated subjects let this well-established school be of wide interest for both academicians and practitioners. With my warmest regards Roy Cerqueti (Organizing Committee)

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seminar at LUISS
by Marco Scarsini 23 Feb '18

23 Feb '18

February 27 2018 from 12:00 to 13:00 LUISS room 104 viale Romania 32 00197 Roma Speaker: Dov Samet (Tel Aviv University) Title: Desirability Abstract: Savage's theory of decision shows the equivalence of two structures. One is the behavioral-observable preferences over acts, the other is the mental-unobservable structure of probability and utility. The latter is not only unobservable but also cannot be reported by the decision maker. We propose an alternative mental-unobservable structure of desirability preferences which can replace the pair probability-utility and can be consciously reported. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminari di Probabilità, Pavia: S. Boucheron e L. Dello Schiavo
by Federico Bassetti 22 Feb '18

22 Feb '18

Seminari di Probabilità, Pavia Mercoledì 28 Febbraio 2018 nell'aula Beltrami del Dipartimento di Matematica dell' Università di Pavia (via Ferrata 1) si svolgeranno due seminari: Ore 14.30: Stephane Boucheron, Univ. Paris Diderot "TBA" Ore 15.30: Lorenzo Dello Schiavo, Universität Bonn Characteristic functionals of Dirichlet measures and their algebraic properties Abstract: We consider Dirichlet—Ferguson (DF) measures, a family of random probabilities on a locally compact Polish space X. Introduced by T. S. Ferguson in Ann. Stat. 1(2) 209ff., 1973, these measures have ever since found applications widely ranging from Bayesian non-parametrics to population genetics and stochastic dynamics of infinite particle systems. We compute the characteristic functionals of DF measures relying on those of their finite-dimensional marginalizations, the Dirichlet (D) distributions on standard simplices. In finite dimensions, we identify the dynamical symmetry algebra L of the characteristic functional of D as a simple Lie algebra of type A. Additionally, we show that all integer semi-lattices of certain posterior D distributions have a natural structure of weight Lie algebra module for L. A probabilistic interpretation and a partial generalization of these results to the infinite-dimensional case of DF measures is at hand. If time permits, we will also address a second characterization of DF measures by means of a Georgii—Nguyen—Zessin-type formula (joint work with E. W. Lytvynov, Swansea University). Tutti gli interessati sono invitati a partecipare

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[WORKSHOP] Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project
by stefano iacus 22 Feb '18

22 Feb '18

Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project This two-day workshop is aimed at presenting the latest results on simulation and inference for stochastic processes and their current and prospect implementation within the YUIMA R package. Dates: March 27 (Tue) 9:15-12:15, 14:45-17:45 March 28 (Wed) 9:15-12:15, 14:45-17:45 Location: Department of Economics, Business and Statistics Via Conservatorio 7, 20122 Milan (ITALY) 2 Floor, Departmental Seminar Room Invited speakers: * Alessandro De Gregorio (University of Rome) * Alexande Brouste (University of Le Mans, France) * Yuta Koike (University of Tokyo, JST CREST) * Emanuele Guidotti (University of Milan) * Stefano M. Iacus (University of Milan) * Lorenzo Mercuri (University of Milan) * Hiroki Masuda (Kyushu University) * Yuma Uehara (Institute of Statistical Mathematics) * Nakahiro Yoshida (University of Tokyo, Institute of Statistical Mathematics, JST CREST) The attendance to the workshop is open to “eveRyone" interested in the YUIMA Project. A considerable part of the workshop is dedicated to discussion on further development of the YUIMA package. This workshop is supported by: - Department of Economics, Business and Statistics, University of Milan - CREST Japan Science and Technology Agency - JSPS Grant-in-Aid for Scientific Research ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Finance & Economics http://www.mef.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.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(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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