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mini corso di Mustafa Pinar su Combinatorial e Robust Optimization
by fabio bellini 09 Jan '18

09 Jan '18

Nei giorni 29-30-31/1 e 1-2/2, dalle ore 14 alle 17, il prof. Mustafa Pinar della Bilkent University di Ankara terrà un mini corso di dottorato su "Combinatorial and Robust Optimization". Le lezioni avranno luogo presso la Aula Seminari 2062 al secondo piano dell'edificio U7, in via Bicocca degli Arcimboldi 8. Tutti gli interessati sono invitati a partecipare; la partecipazione è libera; per motivi organizzativi occorre preiscriversi inviando una mail a nicoletta.alghisi(a)unimib.it. Saluti -- 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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MURF18 - Deadline for abstract submission: JAN 31, 2018
by Giovanni Puccetti 09 Jan '18

09 Jan '18

MURF18 - Deadline for abstract submission: JANUARY 31, 2018 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) FREE REGISTRATION FOR ACCEPTED CONTRIBUTED SPEAKERS (Deadline for abstract submission: JANUARY 31, 2018) 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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Bando RTD-A presso Politecnico di Torino
by Franco Pellerey 09 Jan '18

09 Jan '18

A tutti gli interessati segnalo che presso il Politecnico di Torino e' stata indetta la procedura di selezione per la copertura di una posizione da Ricercatore Universitario a tempo determinato di tipo A, nell'SSD Mat/06, riservata a candidati che abbiano conseguito il Dottorato di Ricerca in data non antecedente al 01/01/2013. Il termine di scadenza per la presentazione delle domande alla predetta procedura di selezione è fissato per il giorno Giovedì 1° febbraio 2018. Il testo del bando e' reperibile al link https://www.swas.polito.it/services/concorsi/240.asp?id_documento_padre=147… Cordiali saluti, Franco Pellerey Dipartimento di Scienze Matematiche Politecnico di Torino

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de Finetti Risk Seminar - January 2018
by Emanuela Rosazza 09 Jan '18

09 Jan '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 David Hobson University of Warwick TITLE: Optimal stopping, time inconsistency and naive agents ABSTRACT: Many problems from finance and economics can be cast as optimal stopping problems. In the classical framework when we model agents as maximisers of expected utility the optimal stopping rule is a threshold rule. But what happens if we move beyond the standard setting? We discuss some examples from cautious stochastic utility and prospect theory. Then the problems become time-inconsistent and we must discuss how agents respond to time inconsistency. LOCATION: The seminar will be held on Wednesday, Januar 17, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, 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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Sapienza bando RTB/B SSD MAT/06
by Barbara Vantaggi 09 Jan '18

09 Jan '18

Con preghiera di diffusione a tutti gli interessati Si segnala l'uscita di un bando per un posto di RTD-B nel settore MAT/06 in Sapienza Università di Roma, presso il Dipartimento SBAI. Il bando ha scadenza 05/02/2018 ed è disponibile alla pagina https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/93601 Cordiali saluti Barbara Vantaggi

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REMINDER - January 15 deadline for Papers and Abstracts - 10th World Congress of the Bachelier Finance Society
by Paolo Guasoni 08 Jan '18

08 Jan '18

10th World Congress of the Bachelier Finance Society Dublin, July 16-20, 2018 Every two years, the World Congress of the Bachelier Finance Society brings together academics and practitioners in the Mathematical and Quantitative Finance community to exchange ideas, discuss the latest trends, and find new collaborations and employment opportunities. Submissions of papers and abstracts are open through January 15, 2018 at http://bacheliercongress2018.com/ Registration fees and accommodation options will be announced in the coming weeks on the website. Bachelier Finance Society Junior Scholar Award - sponsored by SIG At SIG, Quantitative Researchers explore the latest concepts in Financial Mathematics to solve problems found in the markets. Sponsored by SIG, this new award will honour the most outstanding contribution by a PhD student or postdoc with EUR 5000 (conditions apply). The award has been created to recognise scholars who share SIG’s passion for cutting-edge research. Conference participants will also have the opportunity to submit their CVs and potentially interview with our sponsors. For details on the Bachelier Finance Society Junior Scholar Award, see http://www.bachelierfinance.org/awards/junior-scholar-award.html Plenary Speakers René Aïd (Paris Dauphine), Hansjoerg Albrecher (HEC Lausanne), Bruno Bouchard (Paris Dauphine), J. Doyne Farmer (Oxford), Masaaki Fukasawa (Osaka), Xin Guo (Berkeley), Monique Jeanblanc (Evry), Charles-Albert Lehalle (Capital Market Fund), Walter Schachermayer (University of Vienna), José A. Scheinkman (Columbia), Mete Soner (ETH Zurich), Jianfeng Zhang (USC). Scientific Committee Pauline Barrieu (LSE), Erhan Bayraktar (University of Michigan), Michel Crouhy (Natixis), Jean-Pierre Fouque (Santa Barbara), Paolo Guasoni (Dublin City University), Takaki Hayashi (Keio), Vicky Henderson (Warwick), Alexander Lipton (Stronghold Labs), Andrew Lo (MIT), Jin Ma (USC), Huyên Pham (Paris VII), Jean-Charles Rochet (University of Zurich), Mathieu Rosenbaum (Ecole Polytechnique), Alexander Schied (Waterloo), Wim Schoutens (KU Leuven). -- *Séanadh Ríomhphoist/Email DisclaimerTá 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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Intensive Course in Optimization of Mustafa Pinar at Roma Tre University
by Francesco Cesarone 08 Jan '18

08 Jan '18

Dear Colleagues, on 15-16-17-18-19-22 January 2018 from 14:00 to 17:00 and on 23 January 2018 from 10:00 to 13:00 (Aula 18, Department of Business Studies-Roma Tre University, Via Silvio D'Amico, 77 -00145, Roma ), Prof. Mustafa Pinar of Bilkent University in Ankara will hold an intensive course on "Optimization in Economics and Finance". The attendance of the course is free, but for organizational reasons it is necessary to register by sending an email to francesco.cesarone(a)uniroma3.it with the following subjects: Name Surname - course on Optimization. PROGRAM Optimization: theory and algorithms - Static optimization - Equality and inequality constraints. Lagrange multipliers, KKT conditions - The role of convexity and its generalizations in optimization - Lagrangian duality - Applications in Economics and Finance - Univariate uncostrained optimization - Multivariate unconstrained optimization (gradient-based methods, Newton's method and its variants) - Constrained optimization (penalty and barrier methods, augmented lagrangian method, sequential quadratic programming) - Optimization Software References - Optimization: Insights and Applications, J. Brinkhuis and V. Tikhomirov - Convex Optimization, S. Boyd and L. Vandenberghe - Convex Analysis and Optimization, Lecture Notes by A. Nemirovski We look forward to meeting you in Roma Tre! Best regards, Francesco Cesarone -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali 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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Posto di ricercatore di Tipo A), Settore SECS-S/ 06èpresso la Luiss, Roma
by Fausto Gozzi 08 Jan '18

08 Jan '18

Vi segnalo che sono stati pubblicati in G.U. il 5 gennaio 2018 2 bandi (Ricercatore lett. a), settori SECS-S/06 e SECS-P/11). In particolare si segnala il bando seguente 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 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

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Seminaio di N. Torri a Milano-Bicocca (11 gen 2018)
by Francesco Caravenna 08 Jan '18

08 Jan '18

Giovedì 11 gennaio 2018 alle ore 15:30 Niccolò Torri (Université Paris 6 - Pierre et Marie Curie) terrà un seminario dal titolo "Scaling limit of the prudent random walk" Aula 3014, Dipartimento di Matematica e Applicazioni (edificio U5, terzo piano, via Cozzi 55, Milano) Università di Milano-Bicocca Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% The self-interacting self-avoiding random walk (ISAW) is a mathematical model introduced for studying the behavior of a polymer dipped in a repulsive solvent. In this model the possible spatial configurations of the polymer are provided by self-avoiding walk trajectories. However, self avoiding walks, especially in dimension 2 and 3, are complicated objects. This is the reason why, in the mathematical literature, the ISAW model was studied for sub-families of self-avoiding walks, as for instance the partially directed self-avoiding walk. A natural generalization of the partially directed self-avoiding walk is given by the so called "prudent random walk". A prudent path a non-directed self-avoiding path which cannot take a step towards a previously visited lattice site. The prudent self-avoiding walk has attracted the attention of the combinatorial and probabilistic community over recent years and already the 2-dimensional case presents challenging issues. In this talk we consider two of such issues, concerning the scaling limit as well as exponential growth rate of the set of prudent paths, making a link with the general context of the ISAW model. Joint work with N. Pétrélis and R. Sun %%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Post-Doc research grant in Padova
by Tiziano Vargiolu 08 Jan '18

08 Jan '18

(sorry for possible cross-postings) Dear all, the Interdepartmental Centre "Giorgio Levi Cases" for Energy, Economics and Technology (University of Padova) issues a research grant on the topic "Capacity markets and the definition of the value of Reliability Options" to be performed at the Department of Mathematics under the supervision of Prof. Tiziano Vargiolu (as the scientific responsible), in cooperation with Prof. Fulvio Fontini, of the Department of Economics and Management. - duration: 27 month; - deadline: January 18, 2017 - topic: In energy markets, it is of particular interest the problem of a fair evaluation of Reliability Options (RO), namely, physical call options derived on electricity, issued by generators and acquired by a subject to hedge adequacy risk of power generation. The aim of this grant is to define a fair pricing of RO, which requires techniques which go beyond those classically used in financial markets to price and hedge derivative assets. - call for grant: http://www.math.unipd.it/it/news/?id=2152 The English version is at the bottom (2 downloadable files). The successful candidate will not have teaching duties (however, there is in principle the possibility to teach, if wanted) and will have access to the Department's fundings for travel. For further information, feel free to contact me (vargiolu(a)math.unipd.it). Please circulate -------------------------------------------------------------------------- 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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University of Leeds - one post for a Professor of Mathematics or Statistics
by Elena Issoglio 07 Jan '18

07 Jan '18

Dear All, I am glad to announce that the School of Mathematics at the University of Leeds is advertising one post for a Professor of Mathematics or Statistics. Please follow the link for details https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1074 Closing date: 31st January 2018. I would be most grateful if you could please forward this announcement to suitable candidates. Best wishes, Elena Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

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European Geosciences Union: Mathematics of Planet Earth
by Tobias Kuna 05 Jan '18

05 Jan '18

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Call for Abstracts: StochMod 2018 at Lancaster University
by Cecchi, F. 04 Jan '18

04 Jan '18

On behalf of Peter Jacko. Dear colleagues, We would like to invite you to submit abstracts for presentation at the 7th Stochastic Modelling meeting (StochMod 2018), which will take place on 13-15 June 2018 at Lancaster University, UK. Abstract submission closes on 14 February 2018. The StochMod meeting is run biennially by the EURO working group on stochastic modelling, and its scope covers both the theory and applications of stochastic models. StochMod 2018 will include keynote talks from - Margaret Brandeau (Stanford University) - Kevin Glazebrook (Lancaster University) - Kalyan Talluri (Imperial College London) and a tutorial by - Warren B. Powell (Princeton University). We will also have a panel discussion on "Teaching of stochastic modelling in the era of business analytics and data science", chaired by Ger Koole (VU-Amsterdam). [X] For additional information about StochMod 2018, please visit the meeting's webpage: http://www.lancaster.ac.uk/staff/jacko/stochmod2018/ We look forward to welcoming you in Lancaster! Best regards, Peter Jacko and Rouba Ibrahim (StochMod 2018 co-chairs)

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Univ. Ca' Foscari: SCADENZA 15-01-2018 - RTDa in Econometria
by Roberto Casarin 03 Jan '18

03 Jan '18

Gentili Colleghi, Il Dipartimento di Economia dell’Università Ca' Foscari di Venezia ha aperto un bando per una posizione di ricercatore a tempo determinato, di tipo A, della durata di 3 anni, per il settore SECS P/05 - Econometria: http://intra.unive.it/plapps/bandi/common/file_bandi/28096.pdf Si segnalano tra gli ulteriori requisiti indicati nel bando: "Il ricercatore dovrà essere particolarmente competente nell'uso di software econometrici e statistici come R o Matlab, avere conoscenza approfondita di statistica, econometria e modelli e metodi per l'analisi delle serie storiche" Il termine di presentazione della domanda è il 15 gennaio 2018 (vedere dettagli nel bando). Vi chiedo la cortesia di diffondere la notizia ai potenziali interessati. Cordiali saluti, Roberto Casarin -- Prof. Roberto Casarin Director of IMEF - International Master in Economics and Finance University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://venus.unive.it/r.casarin/ IMEF: http://virgo.unive.it/imef/ -- Nota automatica aggiunta dal sistema di posta.

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Posizione Ricercatore tipo B in SECS-06 Sapienza
by Gabriele Stabile 02 Jan '18

02 Jan '18

Con preghiera di diffusione a tutti gli interessati Concorso per un posto di *RTD-B* nel settore *SECS-S/06* in* Sapienza Università di Roma*, presso il Dipartimento MEMOTEF, per attività di ricerca sul tema *Metodi quantitativi, modelli matematici e tecniche numeriche per il pricing di strumenti finanziari e per la valutazione del rischio. * Il bando ha *scadenza 22/01/2018 *ed è disponibile alla pagina https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/93163 Un saluto Gabriele Stabile

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Postdoctoral position in Probability (Paris)
by Paolo Dai Pra 28 Dec '17

28 Dec '17

Postdoctoral position in Probability (ANR grant SWiWS) We offer a 2-year postdoctoral position in Probability Theory beginning September 2018 and funded by the ANR grant SWiWS. All candidates with a background in Probability or Mathematical Physics, and interested in working on the mathematical aspects of polymer folding, interacting random walks and related topics, are encouraged to apply. The position is officially attached with Paris-Est, and collaboration is expected with members of the SWiWS project (see below). Eligibility criteria: Holding a PhD in Mathematics. The selection will be based on the excellence of previous scientific achievements and the quality of the scientific project. Members of SWiWS project: Amine Asselah, Quentin Berger, Francis Comets, Yueyun Hu, Julien Poisat, Bruno Schapira, Perla Sousi. Contract details: Funding will also be available to participate in scientific events related to the project. Research stays in Marseille and Cambridge are possible. Applications should be sent by email and include: a CV, a list of publications, a description of research project as well as 2 letters of recommendation. Contact : Any member of the SWiWS project. See the following webpage: http://perso-math.univ-mlv.fr/users/asselah.amine/anr.html <http://perso-math.univ-mlv.fr/users/asselah.amine/anr.html> Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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PhD vacancy in Multi-State models
by Spitoni, C. (Cristian) 26 Dec '17

26 Dec '17

Project description Multi-state models are finding increased application in medical research. They allow a detailed view of the disease or recovery process of a patient, and they can be used to obtain prediction probabilities of future events, after a given event history. The offered position will involve developing novel statistical methods for the analysis of competing risks and multi-state models. Particular big emphasis will be given to new methodologies needed for modeling disease progression in the Intensive Care Unit (ICU) setting. Among the new methods to be explored: causal inference, correction for time dependent confounding, prediction for non Markov models. The offered position is a shared position between the Department of Mathematics of Utrecht University (50%) and the University Medical Center of Utrecht (50%). Hence, the student will work along with researchers from the Julius Center for Health Sciences and Primary Care (UMCU) and with physicians of the ICU, in order to build up models of medical relevance. Prerequisites We are seeking a candidate with a Master’s degree in Mathematics or a Master’s degree in Statistics and a strong affinity for mathematics. You have experience with programming languages, including statistical programming languages. Good communication skills in both written and spoken English are also essential. General information You will be offered a full-time position for four years. The gross monthly salary will amount to EUR 2.146,- in the first year to EUR 2.744,- in the fourth year (P-scale of the Collective Labour Agreement Dutch Universities). It is supplemented with a holiday bonus of 8% and an end-of-year bonus of 8,3% per year. In addition Utrecht University offers a pension scheme and a partially paid parental leave. Deadline for application February 23, 2018<x-apple-data-detectors://0> Latest starting date September 1, 2018<x-apple-data-detectors://1> How to apply Please submit the following material: 1. a cover letter including an explanation why you consider pursuing a Ph.D. in<http://ph.d.in/> multi-state modelling, 2. your curriculum vitae, 3. a list of all courses taken for your bachelor's and master's degrees together with grades, 4. your master's thesis, 5. names, contact information, and e-mail addresses of two academic referees. Contact Cristian Spitoni, email: C.Spitoni(a)uu.nl<mailto:C.Spitoni@uu.nl>

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Fwd: Pisa
by Cristian Giardina 23 Dec '17

23 Dec '17

Ricevo da Ellen Baake (Bielefeld) ed inoltro annuncio per un posto di dottorato in "mathematical population genetics". Saluti cordiali C. Giardina' ---------- Forwarded message ---------- From: Ellen Baake <ebaake(a)techfak.uni-bielefeld.de> Date: Fri, Dec 22, 2017 at 11:17 AM To: Cristian Giardina <cristian.giardina(a)unimore.it> Dear Cristian, I have another opening for a PhD student, see http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/ Anzeigen/Wiss/wiss17345_engl.pdf in case you know someone who might be interested. Season's greetings Ellen

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Fwd: Bandi PhD SNS 2018/2019
by Marco Romito 19 Dec '17

19 Dec '17

-------- Messaggio Inoltrato -------- Oggetto: nuovi Bandi PhD 2018/2019 Data: Tue, 19 Dec 2017 09:26:37 +0100 Mittente: segreteria studenti <segreteria.studenti(a)sns.it> Gentilissimi, si comunica che sono usciti i nuovi bandi di concorso a posti di perfezionamento e dottorato alla Scuola Normale Superiore. E' stato emanato un bando distinto per Data Science trattandosi di un dottorato congiunto. Ne trovate notizia, oltre che all'Albo Ufficiale della Scuola, sul sito sns https://www.sns.it/ammissione/ammissione-al-phd e sul sito dedicato dalla Scuola al PhD http://phd.sns.it/ La procedura on line per le candidature è già attiva su Ser.se https://serse.sns.it/it/ Scadenze: 28 febbraio per la presentazione delle candidature; 22 marzo-12 aprile colloqui. Si prega di darne massima diffusione. Cordiali saluti.

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Workshop “Stochastic Models in Ecology and Evolutionary Biology” - first announcement
by Marco Formentin 18 Dec '17

18 Dec '17

Dear All, we are glad to announce the workshop “Stochastic Models in Ecology and Evolutionary Biology” that will be held in Venice, 5-7 April 2018, at the Istituto Veneto di Scienze, Lettere ed Arti. Aim of the workshop is to bring together scientists with different background - people from biology, physics and mathematics - interested in stochastic models in ecology and evolutionary biology, to discuss issues and exchange methods and ideas. A partial list of topics includes: stochastic population dynamics, branching processes, molecular evolution, resilience and criticality of ecological systems, models and prediction of biodiversity, ecological interaction and microbial community dynamics. Invited Speakers (in alphabetical order - *TBC): J.-F. Arnoldi, E. Baake, Otto X. Cordero, J. Dalmau, K. Faust*, J. Friedman, A. Lambert, M. Loreau, T. Parson*, A. Sanchez, B. Trubenova*. The cost for workshop attendance will be 90 Euro, which includes coffee breaks and conference material. We will also have contributed talks and poster sessions. The call for abstracts will close on March 2, 2018. For all information about abstract submission, registration, accommodation and location, please check http://www.pd.infn.it/~maritan/veniceworkshop/veniceworkshop.html Best regards, The organizers, Paolo Dai Pra, Amos Maritan, Marco Formentin, Samir Suweis

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Posizione Ricercatore tipo A in Mat-05 e MAT-06
by Pietro Caputo 18 Dec '17

18 Dec '17

Ricevo e inoltro: ---------- Messaggio inoltrato ---------- Da: "Pierangelo Marcati" <pierangelo.marcati(a)gssi.it> Data: 18 Dic 2017 2:00 PM Oggetto: Posizione Ricercatore tipo A in Mat-05 e MAT-06 A: Cc: Cari Colleghi vi ricordo le posizioni RTD-A MAT/05 (Analisi Matematica) e MAT/06 (Probabilità) presso il GSSI in scadenza a fine mese: http://www.gssi.it/albo-ufficiale-online-gssi Cordiali saluti Piero Marcati

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seminario Carlo Sala in Bicocca
by fabio bellini 15 Dec '17

15 Dec '17

Il giorno martedì 19 dicembre alle ore 14.30, presso la aula demografica del DISMEQ al secondo piano dell'edificio U7 della Università di Milano-Bicocca, il dott. Carlo Sala dell'ESADE di Barcellona terrà un seminario su S&P 500 Index, an Option-Implied Risk Analysis Abstract The forward-looking nature of option market data allows one to derive economically-based and model-free conditional risk measures. The option-implied methodology overcomes the elicitability issue and is an interesting tool for regulators and companies to perform external or internal risk analysis without posing assumptions on the distribution of returns. The article proposes the first comprehensive analysis of the performances of these measures compared with classical risk measures for the S&P500. The option-implied estimates deliver good results during the financial crisis and emerge as a convenient alternative to the existing risk measures. 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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Assegno di ricerca biennale
by Elvira Di Nardo 14 Dec '17

14 Dec '17

Con preghiera di diffusione a tutti gli interessati. Si segnala l'uscita di un bando per un assegno di ricerca biennali nell'area 01 per matematica applicata. La ricerca si propone lo studio di nuove problematiche attuali della matematica applicata, con particolare riferimento a quelle elencate nel progetto scientifico del Dipartimento di Matematica dell'Università di Torino: http://www.dipmatematica.unito.it/do/home.pl/View?doc=dip_prog_scien.html per i seguenti settori scientifico-disciplinari: Calcolo delle Probabilità e Statistica Fisica Matematica Analisi Numerica Le tematiche di ricerca attive per il SSD MAT/06 sono reperibili al seguente link: http://www.dipmatematica.unito.it/do/gruppi.pl/Show?_id=2oge&tab=2 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-cofinanziati-miur-xx/ 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 04/01/2018. Un saluto. Elvira Di Nardo -- %------------------------------------------------------- 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 %-------------------------------------------------------

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de Finetti Risk Seminar - December 21
by Emanuela Rosazza 14 Dec '17

14 Dec '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture TITLE: Probability measure valued polynomial processes Christa Cuchiero University of Vienna ABSTRACT: We introduce polynomial diffusions taking values in the space of probability mea- sures on a locally compact Polish space, generalizing the well-known Fleming-Viot process. We provide a representation of the corresponding extended generators, and prove well- posedness of the associated martingale problems. In particular, we obtain uniqueness by establishing a formula for the conditional moments of the solution, which in the finite-dimensional case reduces to a matrix exponential. The talk is based on joint work with Martin Larsson and Sara Svaluto Ferro. LOCATION: The seminar will be held on Thursday, December 21, at 17.00, 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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Seminario ARMSTRONG
by Matteo Ruggiero 12 Dec '17

12 Dec '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Mercoledì 20 Dicembre 2017, alle ore 11:30, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ John ARMSTRONG (King’s College London) STOCHASTIC DIFFERENTIAL EQUATIONS AS JETS We explain how Ito Stochastic Differential Equations (SDEs) on manifolds may be defined using 2-jets of smooth functions. We show how this relationship can be interpreted in terms of a convergent numerical scheme. We show how jets can be used to derive graphical representations of Ito SDEs and how jets give rise to a coordinate free approach to understanding SDEs and diffusions on manifolds. We will consider some applications of this approach. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://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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