- Random - Mailing list — Dipartimento di Matematica, UniPI

expression of interest in the area of Mathematical Statistics and Data Science
by Stefano Bonaccorsi 21 Feb '18

21 Feb '18

*Opening of a Faculty Position in the area of **Mathematical Statistics and Data Science* *at the Department of Mathematics of the University of Trento* The Department of Mathematics of the University of Trento (henceforth referred to as the Department) seeks a scientist working in the field of Mathematical Statistics and Data Science to be appointed in a tenure-track position. The Department invites highly qualified scientists in the field of Data Science to send an Expression of Interest (EOI) in view of the activation of a tenure-track position. The Department currently enrolls in the field of Probability and Mathematical Statistics two Associate Professors and one Assistant Professor, tenure track (ricercatore TD – B) and has a strong interest in building up a larger research group in the area of Data Science. Candidates with a strong research background in fields related to Probability, Mathematical Statistics, Statistical Learning, Scientific Computing and Mathematical Foundation of Data Science are strongly encouraged to apply. The Department seeks a scientist working on cutting edge research topics, internationally recognized as part of a scientific network of experts in her/his own field; successful experience in the supervision of doctoral students and interdisciplinary collaborations are a plus. The Department coordinates a Master's Program in Mathematics, with a specific curriculum in Mathematics for Life and Data Sciences with an average of 20 students per year. The Department is also involved in two interdisciplinary Master's programs: (i) Quantitative and Computational Biology and (ii) Data Science. The PhD School in Mathematics enrolls in the average ten students per year. The successful candidate is expected to be one of the reference Faculty for the curriculum in Mathematics for Life and Data Sciences, and to participate in teaching activities at all levels. Moreover, candidates are expected to show a strong potential to apply to competitive research grants in particular towards EU funding schemes. APPLICATION The deadline for these expressions of interest, to be sent to the Head of the Department (current Head is professor A. Caranti) at *direttore.maths(a)unitn.it <direttore.maths(a)unitn.it>*, is *31 March 2018*. At a later date, the Department will open a formal call, according to Italians rules and regulations. ADDITIONAL INFORMATIONS 1- Teaching load Two courses per year, seminar activity and tutoring of PhD students. All activities at the Master's and doctoral level are in English. 2- Salary The amount of salary will be determined on a personal basis, according to the Italian Law. Indicative figures of the minimum gross amount per year of the starting salary are: Assistant Professor, tenure track (ricercatori TD – B) € 45.367 After 3 years candidates will be promoted to the Associate Professor level (starting level € 50.831), provided that the necessary qualification (abilitazione nazionale) have been reached. Net income may vary case by case, after income taxes, local taxes, retirement plan, health care deduction and tax exemptions depending on the family structure; individuals transferring their fiscal residence to Italy from abroad may benefit for 3 years of partial tax exemptions. It may be possible to obtain a partial recognition of past services abroad at a corresponding level depending on legal constraints to be satisfied. Organisation: Job location: Department of Mathematics - University of Trento via Sommarive 14 38123 Trento TN Italy Deadline: Saturday, March 31, 2018

1 0

EMS-IAMP Summer School in Mathematical Physics, Ischia 11-15 June 2018 (fwd)
by pietro caputo 21 Feb '18

21 Feb '18

ricevo e inoltro volentieri %%%%%% Dear all, following previous announcements of the EMS-IAMP Summer School in Mathematical Physics on 'Universality in Probability Theory and Statistical Mechanics', we would like to inform you that conference poster is now available on the school website; you can download it also from here: http://www.mat.uniroma3.it/users/giuliani/public_html/Ischia _Summer_School/contenuti_sito/locandina/Ischia_poster.pdf Furthermore, you can find title and abstract of the school main courses on "Programme" page of the website. We remind you also the DEADLINE to apply for FINANCIAL SUPPORT and send material for CONTRIBUTED TALKS is THE END OF FEBRUARY. With our best regards, Serena Cenatiempo Alessandro Giuliani Rafael Greenblatt Domenico Monaco

1 0

Ca' Foscari University Seminars
by Carlo Gaetan 21 Feb '18

21 Feb '18

Seminar Annoucement *********************************************************** Speaker: Aristidis K Nikoloulopoulos, School of Computing Sciences, University of East Anglia Title: Factor copula models for item response data Date: 28/02/2018, Hour: 11:00 Place: Meeting Room A - Zeta Building Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY Abstract: Factor or conditional independence models based on copulas are proposed for multivariate discrete data such as item response. The factor copula models have interpretations of latent maxima/minima (in comparison with latent means) and can lead to more probability in the joint upper and/or lower tail compared with factor models based on the discretized multivariate normal distribution (or multidimensional normal ogive model). Details on maximum likelihood estimation of parameters for the factor copula model are given, as well as analysis of the behavior of the log-likelihood. Our general methodology is illustrated with several item response data sets and it is shown that there is a substantial improvement on existing models from the criteria of log-likelihood and goodness-of-fit. This talk will be based on collaborative work with Harry Joe (U. of British Columbia). -- Apologies for cross posting -- Carlo Gaetan -- Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 mobile phone: ++39 366 629 7899 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate qui http://www.gnu.org/philosophy/no-word-attachments.it.html

1 0

Open phd position in Rennes (fwd)
by Lucia Caramellino 21 Feb '18

21 Feb '18

Ricevo ed inoltro il seguente avviso. Cari saluti, Lucia ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell ---------- Forwarded message ---------- Date: Tue, 20 Feb 2018 11:39:31 +0100 From: gpoly <guillaume.poly(a)univ-rennes1.fr> Cc: Jürgen Angst <jurgen.angst(a)univ-rennes1.fr> Subject: open phd position in Rennes Dear all, J. Angst and myself have obtained a funding for a 3 years Phd position whose subject mainly concerns random nodal sets with some emphasis on universality properties. The phd would start in september 2018 under our joint supervision. We attach to this email a brief description of the phd subject. In case you might know some possibly interested students, feel free to forward this announcement. Interested students may contact us direclty by email. Thank you in advance, Best regards, J. Angst and G. Poly

1 0

MURF 2018: REGISTRATION OPEN + FINAL PROGRAM
by Giovanni Puccetti 21 Feb '18

21 Feb '18

REGISTRATION OPEN FOR THE WORKSHOP Model Uncertainty and Robust Finance (II edition), University of Milano, MARCH 15-16, 2018 https://sites.google.com/site/murf2018/ <https://sites.google.com/site/murf2018/> FINAL PROGRAM AVAILABLE AT https://sites.google.com/site/murf2018/program <https://sites.google.com/site/murf2018/program> 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

1 0

International Conference in Venice - CALL FOR PAPERS
by Monica Billio 20 Feb '18

20 Feb '18

17^th INTERNATIONAL CONFERENCE CREDIT 2018 */Small Business Risk, Financial Regulation/* */and Big Data Analytics/* ** Venice, Italy 27 –28 September 2018 *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *seventeenth* of a series dedicated to various aspects of credit risk. /Since 2007, the financial crisis has triggered deep changes of various kinds. Central banks have experimented with new monetary policies (low interest rates, quantitative easing, forward guidance...). In the meantime, the first steps towards a more neutral monetary policy are taken. The banking industry has had to develop new asset management strategies and to adjust its credit allocation practices in order to cope with a new environment characterized, in particular, by a prolonged period of very low risk-free returns. Meanwhile, regulatory frameworks have been reshaped all around the world, with the introduction of new requirements or guidelines including regulation on credit impairment provisioning. All t//hese changes have called for a substantial amount of research to improve the knowledge of the mechanisms at play during the crisis, to design adapted policy tools and to provide a better description of the new economic and financial environment./// The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Loan level data and credit risk analysis: credit registries; big data analytics; credit risk measurement; credit risk modelling; * Financial regulation and credit cycles: macro-prudential regulation; banking cycles; bank business models; rational inattention; * Macro-economic determinants of SMEs’ credit risk and SME loan portfolios: ECB policy; macro-parameters for SMEs’ credit risk; industry sector specialization; loan portfolio allocation; * IFRS9, credit impairments and SME financing: expected credit loss; internal models versus standardized approach; procyclicality; * The economic impact of government support measures (i.e. Credit Guarantee Schemes, Venture Capital): availability; real effects; inequality; * Monetary policy, financial regulation and credit cycles: unconventional monetary policy; monetary policy normalization; macro-prudential tools; banking cycles; * Macro-prudential regulation and real estate valuation: macro-prudential tools; loan-to-value; loan-to-income; collateral value; real estate prices. The Scientific Committee for the Conference consists of: *Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair)*; Monica Billio *(Ca’ Foscari University of Venice & GRETA); *Vasso Ioannidou *(Lancaster University & CEPR); *Helmut Kraemer-Eis *(Head of Research & Market Analysis, Chief Economist, EIF); *Jan Pieter Krahnen *(SAFE - Goethe University); *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR);*Guillaume Plantin*(Sciences Po & CEPR); *Stephen Schaefer *(London Business School); *Enrico Sette *(Bank of Italy); *Ludovic Thebault *(European DataWarehouse).** CALL FOR PAPERS The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Tor Jacobson *(Sveriges Riksbank), *Robert C. Merton*(MIT Sloan School of Management), and *Guillaume Plantin *(Sciences Po & CEPR). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. Those wishing to present a paper at the Conference should submit by *May 25, 2018 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 25, 2018*. The final version of accepted papers must be received by August 31, 2018. *European DataWarehouse*(Frankfurt am Main, Germany) will offer access to its ABS loan level database <http://www.eurodw.eu/> to the authors of the selected papers on the following topics: loan level data, credit risk analysis, loan level data analytics, credit risk measurement, credit risk modelling, loan-to-value, loan-to-income, collateral value, real estate valuations. The access to the database will be given for a period of 1 year. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm * Please accept our apologies for any crossed e-mails. -- Nota automatica aggiunta dal sistema di posta.

1 0

Posizione RTD-B in SECS-S/06 a Venezia
by Marco LI CALZI 20 Feb '18

20 Feb '18

Con preghiera di diffusione: L'Università Ca' Foscari Venezia ha pubblicato un avviso di concorso per un posto di RTD-B nel settore SECS-S/06 presso il Dipartimento di Management, per attività di ricerca nell'area delle Decision Sciences, con particolare riferimento ai seguenti campi: Game Theory, Organizational Economics, Network Science, Strategy Science, Management Science. Il Dipartimento di Management ha ottenuto il riconoscimento di eccellenza dal MIUR con un progetto che prevede l'assunzione di un PO e altri due RTD-B per costruire una linea di ricerca e didattica in "Analytical Intelligence for Management." Il bando scade il 19 marzo 2018 ed è disponibile al link http://intra.unive.it/plapps/bandi/common/showbando?id=28531 La posizione è aperta. Per informazioni di natura accademica, scrivere a Marco LiCalzi <licalzi(a)unive.it>. Per informazioni sulla compilazione della domanda, scrivere a Ufficio Personale Docente e CEL - Settore Concorsi <pdoc.concorsi(a)unive.it>. __________________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://virgo.unive.it/licalzi

1 0

IST Austria Summer School in Probability and Mathematical Physics
by Giovanni Alessandro ZANCO 19 Feb '18

19 Feb '18

Dear all, IST Austria organizes a summer school in Probability and Mathematical Physics on June 4-8, 2018 in Klosterneuburg, Austria, with courses by Martin Hairer Hugo Dominil-Copin Jason Miller All information can be found on the website http://ist.ac.at/pmp2018 This message is intended as a reminder to those who intend to apply for financial support: the deadline for registration is on February, the 28th. Registration (without financial support) will be open until May, the 15th. Best regards -- Giovanni Zanco IST Austria Am Campus 1 3400 Klosterneuburg Austria

1 0

RUTDB - MAT/06
by Federico Polito 19 Feb '18

19 Feb '18

Gentili colleghi, con l'invito a volerne dare la massima diffusione vi segnalo il bando per una posizione da Ricercatore a tempo Determinato tipo B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino: http://iisced04.rettorato.unito.it/concorsi/rtd_scheda.pl?XY=B&codice=137_R… La scadenza è fissata al 19 marzo 2018. Un saluto. Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

1 0

LUISS Riapertura termini per idoneità art. 23 L. 240
by Marco Scarsini 19 Feb '18

19 Feb '18

Si comunica che da oggi e fino alle ore 14 del 02/03/2018, si sono riaperti i termini per aggiornare le liste di idonei al conferimento di incarichi di insegnamento *INTEGRATIVO *a contratto nei corsi di laurea, ai sensi dell’art. 23 della L. 240/2010. I candidati potranno presentare domanda on-line cliccando sul seguente link: http://www.luiss.it/ateneo/opportunita-di-lavoro/reclutamento-docenti- contratto/aperti/785/integrativi. *Bandi aperti* - INF/01 - Informatica - IUS/01 - Diritto privato - IUS/05 - Diritto dell'economia - MAT/06 - Probabilità e statistica matematica - SECS-P/01 - Economia politica - SECS-P/02 - Politica economica - SECS-P/04 - Storia del pensiero economico - SECS-P/05 - Econometria - SECS-P/06 - Economia applicata - SECS-P/07 - Economia aziendale - SECS-P/08 - Economia e gestione delle imprese - SECS-P/09 - Finanza aziendale - SECS-P/10 - Organizzazione aziendale - SECS-P/11 - Economia degli intermediari finanziari - SECS-P/12 - Storia economica - SECS-S/01 - Statistica - SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Insieme ai colleghi dell’Ufficio del Personale, siamo a completa disposizione per eventuali chiarimenti o integrazioni. Cordialmente, *La Segreteria di Dipartimento* *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 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?* ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

Workshop on High-dimensional statistics and random structures, Barcelona, June 18-19, 2018
by Elvira Di Nardo 17 Feb '18

17 Feb '18

2018-02-17 6:30 GMT+01:00 Piotr Zwiernik <piotr.zwiernik(a)gmail.com>: > Dear all, > > Together with Caroline Uhler and Christian Brownlees we are organising a > workshop on High-Dimensional Statistics and Random Structures. The workshop > will take place 18-19 June 2018 in Barcelona and it will be organised > within the Barcelona GSE Summer Forum. > > The main theme of the meeting will be centred around covariance matrix > estimation, networks and graphical models. The aim of the workshop is to > provide an overview of the recent theoretical advances in this topic. There > is no fee for attending the meeting. For more information (including some > of the confirmed speakers) see: > https://www.barcelonagse.eu/summer-forum/workshop-high- > dimensional-statistics > > Best regards, > Piotr Zwiernik -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

1 0

RtdA Settore concorsuale 13/D4 @Polimi
by Daniele Marazzina 17 Feb '18

17 Feb '18

Con preghiera di diffusione Segnaliamo il bando per una posizione RtDA presso il Politecnico di Milano, Dipartimento di Matematica, per il settore concorsuale 13/D4. Scadenza 15 Marzo 2018. Dettagli qui di seguito. Daniele Marazzina Professore Associato Dipartimento di Matematica - Politecnico di Milano Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (Junior) ai sensi dell'art. 24, comma 3, lettera a) Legge 30.12.2010, n. 240, Tempo pieno - Settore Concorsuale 13/D4 - METODI MATEMATICI DELL’ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE, bandita con Decreto Direttoriale n. 355 del 18/01/2018, pubblicato sulla G.U. del 13/02/2018, n.13 (Codice procedura: 2018/RTDA_MAT27). https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=364

1 0

Funded PhD opportunity
by Tiziano De Angelis 16 Feb '18

16 Feb '18

Dear all, I would like to draw your attention to an opportunity for a fully funded 3.5-year PhD position in the School of Mathematics at the University of Leeds. The project's title is "Probabilistic methods for free boundary problems in stochastic control" and the position is funded by the School of Mathematics. The successful candidate will be working under my supervision as part of the EPSRC funded project EP/R021201/1 ( http://gow.epsrc.ac.uk/NGBOViewGrant.aspx?GrantRef=EP/R021201/1). Notice that the PhD extends beyond EPSRC funding period. The full advert is available at https://physicalsciences.leeds.ac.uk/research-opportunity/19/research-degre… <https://physicalsciences.leeds.ac.uk/research-opportunity/19/research-degre…> I would be most grateful if you could please advertise this opportunity to your best students and to other suitable mailing-lists. For any enquiry please contact me directly at t.deangelis(a)leeds.ac.uk. Thanks and best wishes. Tiziano

1 0

(senza oggetto)
by federica masiero 16 Feb '18

16 Feb '18

Venerdì 23 Febbraio alle ore 14:00, in aula 3014 del Dipartimento di Matematica e Applicazioni (edificio U5, via Cozzi 55, Milano), Università di Milano-Bicocca, il Prof. Francesco Russo (ENSTA ParisTech) terrà un seminario dal titolo "BSDEs, martingale problems, associated deterministic equations and applications to finance" *Abstract:* The aim of this talk consists in introducing a new formalism for the deterministic analysis associated with backward stochastic differential equations driven by general càdlàg martingales, coupled with a forward Markov process. When the martingale is a standard Brownian motion, the natural deterministic analysis is provided by the solution u of a semilinear PDE of parabolic type coupled with a function v which is associated with the ∇u, when u is of class C^1 in space. When u is only a viscosity solution of the PDE, the link associating v to u is not completely clear: sometimes in the literature it is called the identification problem. The idea is to introduce a suitable analysis to investigate the equivalent of the identification problem in a general Markovian setting with a class of examples. An interesting application concerns the hedging problem under basis risk of a contingent claim g(X(T),S(T) ), where S (resp. X) is an underlying price of a traded (resp. non-traded but observable) asset, via the celebrated Föllmer-Schweizer decomposition. We revisit the case when the couple of price processes (X, S) is a diffusion and we provide explicit expressions when (X, S) is an exponential of additive processes. Tutti gli interessati sono invitati a partecipare. Cordialmente, Federica Masiero

1 0

Seminario di Probabilità - Padova
by Paolo Dai Pra 16 Feb '18

16 Feb '18

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 20 Febbraio 2018 alle 14:15 in Aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Jacopo Borga AFFILIATION: Institut für Mathematik, Universität Zürich TITLE: Convergenza locale per permutazioni ABSTRACT: Per grandi strutture combinatorie, possono essere definite due principali nozioni di convergenza: gli ”scaling limits” e i limiti locali. In particolare per i grafi, entrambe le nozioni sono state studiate e sono ad oggi ben comprese. Per le permutazioni solo una nozione corrispondente agli ”scaling limits”, chiamati permutoni, è stata recentemente introdotta. La convergenza per permutoni è stata caratterizzata in termini di frequenze di occorrenze di pattern. Costruiremo una nuova nozione di convergenza locale per permutazioni e dimostreremo una caratterizzazione in termini delle frequenze di occorrenze consecutive di pattern. Saremo in grado di caratterizzare gli oggetti limite aleatori introducendo una proprietà di ”shift-invarianza” (corrispondente alla celebre nozione di unimodularità per grafi aleatori). Infine mostreremo due applicazioni nell’ambito delle permutazioni pattern-evitanti, calcolando il limite locale per permutazioni π-evitanti aleatorie, per |π| = 3. Per quest’ultimo risultato utilizzeremo delle biiezioni tra permutazioni pattern-evitanti e alberi ordinati radicati, un risultato sui limiti locali per alberi di Galton-Watson e analisi delle singolarità. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

1 0

Quantitative Finance Seminar @ SNS - L. Campi (LSE)
by Elisa Letizia 15 Feb '18

15 Feb '18

The video of today seminar by Prof. Luciano Campi (LSE) is available at: http://mathfinance.sns.it/index.php/luciano-campi-nonzero-sum-stochastic-di… <https://youtu.be/mJ1p1DbmzUE> *Title:* Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications *Abstract: * We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities for the value functions and the optimal strategies of the two players. As an application, we study an impulse game with a one-dimensional state variable, following a real-valued scaled Brownian motion, and two players with linear and symmetric running payoffs. We fully characterize a Nash equilibrium and provide explicit expressions for the optimal strategies and the value functions. We also prove some asymptotic results with respect to the intervention costs. Finally, we consider two further non-symmetric examples where a Nash equilibrium is found numerically. -- *Elisa Letizia* PhD student in Financial Mathematics Scuola Normale Superiore Piazza dei Cavalieri, 7 Pisa ph. +39 050 509092

1 0

Politecnico di Milano - Bando RtdA
by Daniele Marazzina 15 Feb '18

15 Feb '18

Con preghiera di diffusione Segnaliamo il bando per una posizione RtDA presso il Politecnico di Milano, Dipartimento di Matematica, per il settore concorsuale 13/D4. Scadenza 15 Marzo 2018. Dettagli qui di seguito. Daniele Marazzina Professore Associato Dipartimento di Matematica - Politecnico di Milano Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (Junior) ai sensi dell'art. 24, comma 3, lettera a) Legge 30.12.2010, n. 240, Tempo pieno - Settore Concorsuale 13/D4 - METODI MATEMATICI DELL’ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE, bandita con Decreto Direttoriale n. 355 del 18/01/2018, pubblicato sulla G.U. del 13/02/2018, n.13 (Codice procedura: 2018/RTDA_MAT27). https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=364

1 0

Bando RTDA SECS-S/06 presso la Luiss. Scadenza 19 febbraio 2018
by Fausto Gozzi 14 Feb '18

14 Feb '18

Si segnala il bando seguente in scadenza tra pochi giorni e si invitano tutti gli interessati a presentare domanda. 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale in data 5 gennaio 2018 Settore scientifico-disciplinare SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie presso il Dipartimento di Economia e Finanza della LUISS Libera Università Internazionale degli Studi Sociali Guido Carli. Ricercatore art. 24, comma 3, lett. a) Codice concorso DEF-RIC-03/2018 Scadenza: 19 febbraio 2018 * <http://www.luiss.it/sites/www.luiss.it/files/BANDO_DEF-RIC-03-2018.pdf>Bando DEF-RIC-03/2018 Fausto Gozzi Posto da ricercatore di tipo A. Scadenza: 19 febbraio 2018 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale in data 5 gennaio 2018 Settore scientifico-disciplinare SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie presso il Dipartimento di Economia e Finanza della LUISS Libera Università Internazionale degli Studi Sociali Guido Carli. Ricercatore art. 24, comma 3, lett. a) Codice concorso DEF-RIC-03/2018 Scadenza: 19 febbraio 2018 * <http://www.luiss.it/sites/www.luiss.it/files/BANDO_DEF-RIC-03-2018.pdf>Bando DEF-RIC-03/2018 Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it

1 0

Assegno di ricerca SECS-S/01 -- Università di Torino
by Raffaele Argiento 14 Feb '18

14 Feb '18

Con preghiera di diffusione a tutti gli interessati. Si segnala l'uscita di un bando per un assegno di ricerca di un anno per il settore scientifico disciplinare SECS-S/01 - Statistica. Si riporta, in calce alla mail, una breve descrizione del progetto di ricerca (in inglese). Le domande di ammissione alla selezione devono essere presentate utilizzando esclusivamente l'apposita procedura online al link https://pica.cineca.it/unito/assegni-di-ricerca-unito-2018-I/ dove è anche possibile scaricare il testo completo del bando. La presentazione delle domande di partecipazione dovrà essere perfezionata e conclusa improrogabilmente entro le ore 13.00 (ora di Roma) del 05/03/2018. Un saluto, Raffaele Argiento ########## PROJECT DESCRIPTION ####### TITLE: Dependent nonparametric priors for microbiome studies ABSTRACT: Microbiology is experiencing a revolution brought on by recent developments in sequencing technology. The unprecedented volume of microbiome data being generated poses significant challenges that are highly stimulating the research in the applied statistical field. In this project, we aim at assessing the effect of the Mediterranean diet on the gut microbioma. To take into account heterogeneity in the population under study, the research fellow will set up a Bayesian dependent nonparametric model. The study has an applied profile but it will also deals with methodological issues, focusing on the computational issues arising under the Bayesian nonparametric approach when dealing with complex data. RESEARCH SCIENTIFIC SUPERVISOR: Dott. Raffaele Argiento -- Dr. Raffaele Argiento University of Torino and Collegio Carlo Alberto www.raffaeleargiento.it

1 0

MSP 2018 - ERRATA CORRIGE
by gianluca cassese 14 Feb '18

14 Feb '18

*SECOND CALL FOR PAPERS* *The Mathematics of Subjective Probability - MSP 2018* The MSP 2018 Workshop will be held in September 3-5, at the University of Milan Bicocca. https://sites.google.com/view/MSP-2018. The workshop will host as keynote speakers - Ehud Kalai; - Rajeeva Karandikar; - Massimo Marinacci, - Eugenio Regazzini; - William D. Sudderth; MSP 2018 is open to contributions from all fields in which the subjective approach to probability is relevant, from Statistics to Economics and Game Theory. The list of potential topics includes (*but is not limited to*): - Ambiguity; - Bayesian statistics; - Coherence; - Conditioning; - Decision models under risk and uncertainty; - Equivalent martingale measures; - Finitely additive probabilities; - Gambling; - Game Theory; - Limit theorems; - Mass transportation; - Merging of opinions; - Multiple priors; - Partial knowledge. The Springer Journal "Decisions in Economics and Finance" plans to devote a special issue to the workshop *Important dates* - *Paper submission -- March 31st* - *Notification of acceptance -- April 30th* - *Conference subscription -- June 30th* The organizing committee, -------------------------------------------------------------------- Gianluca Cassese (Università Milano-Bicocca) Pietro Rigo (Università di Pavia) Barbara Vantaggi (Università Roma - La Sapienza) --------------------------------------------------------------------

1 0

MSP 2018 - Second CALL
by gianluca cassese 13 Feb '18

13 Feb '18

*SECOND CALL FOR PAPERS* *The Mathematics of Subjective Probability - MSP 2018* The MSP 2018 Workshop will be held in September 3-5, at the University of Milan Bicocca Piazza della Scienza 4, 20126 Milan. The workshop will host as keynote speakers - Ehud Kalai; - Rajeeva Karandikar; - Massimo Marinacci, - Eugenio Regazzini; - William D. Sudderth; MSP 2018 is open to contributions from all fields in which the subjective approach to probability is relevant, from Statistics to Economics and Game Theory. The list of potential topics includes (*but is not limited to*): - Ambiguity; - Bayesian statistics; - Coherence; - Conditioning; - Decision models under risk and uncertainty; - Equivalent martingale measures; - Finitely additive probabilities; - Gambling; - Game Theory; - Limit theorems; - Mass transportation; - Merging of opinions; - Multiple priors; - Partial knowledge. The Springer Journal "Decisions in Economics and Finance" plans to devote a special issue to the workshop *Important dates* - *Paper submission -- March 31st* - *Notification of acceptance -- April 30th* - *Conference subscription -- June 30th* The organizing committee, --------------------------- Gianluca Cassese Pietro Rigo Barbara Vantaggi --------------------------

1 0

Workshop in honour of Maurizio Pratelli
by Marco Romito 12 Feb '18

12 Feb '18

*Workshop in honour of Maurizio Pratell**i* We are delighted to announce a Workshop in honour of Maurizio Pratelli, which will be held on June 29, 2018, in the Aula Magna of the Department of Mathematics of the University of Pisa. Invited speakers are Paolo Baldi, Freddy Delbaen, Hans Foellmer, Marco Frittelli, Paolo Guasoni, Huyen Pham, Wolfgang Runggaldier, see http://people.dm.unipi.it/spass/workshop/20180629/ There is no registration fee, but participants are kindly requested to register sending an email to pratelline(a)gmail.com <mailto:pratelline@gmail.com> Since there is limited space available, admission will be on a first come, first served basis. The Organisation Committee Anna Battauz Francesca Biagini Sara Biagini Marzia de Donno Sabrina Mulinacci Dario Trevisan Franco Flandoli Marco Romito

1 0

seminario MACCI
by Elena Villa 12 Feb '18

12 Feb '18

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. ******************************************* A v v i s o d i S e m i n a r i o ******************************************* *Mercoledì 21 Febbraio 2018, ore 11* Sala Rappresentanza, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano il Professor *CLAUDIO MACCI*(Università di Roma Tor Vergata) terrà un seminario dal titolo *Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets* ABSTRACT: In this article, we consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study the asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér's Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti. Tutti gli interessati sono invitati a partecipare. Saluti Elena Villa -- ******************************************* Elena Villa Dipartimento di Matematica, Universita' degli Studi di Milano via C.Saldini 50, 20133 Milano, Italy Phone: +39 0250316132 - Fax: +39 0250316090 Web-page:http://users.mat.unimi.it/~villa

1 0

Seminar at Scuola Normale Superiore, 16 February 2018, Paolo dai Pra
by Giulia 09 Feb '18

09 Feb '18

Dear all, On Friday, 16 February 2018 — from 11:30 to 13:00 — at the Scuola Normale Superiore (Room: Fermi) Prof. Paolo dai Pra (University of Padova, department of Mathematics) will hold the following Seminar: Title : Rhythmic behavior in complex stochastic dynamics Abstract: Interacting particle systems may exhibit, in the thermodynamic limit, a time-periodic behavior in the evolution of their law. We have made an attempt to understand which factors may produce this phenomenon, in particular those related to the time-symmetry breaking of the dynamics: dissipation, delay, asymmetry in the interaction. We will first review some examples of mean field dynamics for which the thermodynamic limit can be explicitly computed and analyzed. Later we will focus on some partial results concerning the first, to our knowledge, example of rhythmic behavior for a system with local interaction: the Ising model with dissipation. Fill free to forward this announcement to your colleagues. Fill free to forward this announcement to your colleagues. Best Giulia Livieri Assegnista di ricerca Scuola Normale Superiore Piazza dei Cavalieri, 7, 56126 Pisa PI room 65

1 0

Advanced School on complexity and emergence: first announcement
by elisa mastrogiacomo 09 Feb '18

09 Feb '18

This is the *first announcement* of the upcoming *Advanced School on complexity and emergence: ideas, methods, with a special attention to economics and finance (CEIM)* The School will be held in the magnificent Villa del Grumello, Como (Italy) along the Lake Como shore on July 22-27, 2018. The main courses will be given by L. Boi (EHESS – Paris), I. Capelli (Università dell’Insubria), I. Ekeland (Ceremade - Universitè Paris-Dauphine), F. Guerra (Sapienza Università di Roma), J. Jost (Max Planck Institute for Mathematics in the Sciences - Leipzig), Florent McIsaac, (Agence Française pour le Développement), F. Patras (Université de Nice Sophia-Antipolis), F. Riedel (Center for Mathematical Economics, Bielefeld University), F. Semboloni (Università degli studi di Firenze), R. Seri (Università dell’Insubria). The potential participants of the School are primarily master and doctorate students of mathematics, information sciences, theoretical physics, and economics, as well as research workers in those areas, who want to enlarge their spectrum of knowledge towards the area of complexity. The aim of the School is to provide these researchers useful instruments from the theory of complex systems, both on the theoretical level and the methodological ones, bridging the present disciplinary gap, and profiting from knowledge and insights from both communities. The School may have some (limited number of) financial supports. Details about the registration, the application for financial support and the website will come soon in a follow-up message. We would be grateful if you could circulate this announcement among your PhD students, postdocs and colleagues. With our best regards, Sergio Albeverio Elisa Mastrogiacomo Fabio Minazzi Emanuela Rosazza Gianin Stefania Ugolini

1 0

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random