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Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity
by Claudio Agostinelli 14 Jun '18

14 Jun '18

Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity 27-29 June 2018 Department of Mathematics, University of Trento The school is open to 30 participants, no fees are required, but registration is mandatory. Lectures will be delivered in English. Full information and registration form at http://datascience.maths.unitn.it/events/pds2018/index.html For further information please contact claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity
by Claudio Agostinelli 14 Jun '18

14 Jun '18

Short Summer School on Bayesian Statistics and its applications in Epidemiology and Neural Activity 27-29 June 2018 Department of Mathematics, University of Trento The school is open to 30 participants, no fees are required, but registration is mandatory. Lectures will be delivered in English. Full information and registration form at http://datascience.maths.unitn.it/events/pds2018/index.html For further information please contact claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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PhD Positions @Unisalento
by Fabrizio Durante 13 Jun '18

13 Jun '18

Con preghiera di diffusione *************************** Siinforma che è stato pubblicato il bando per n. 4 borse per l'ammissione al XXXIV Ciclo del Corso di dottorato in "*Economia, Management e Metodi Quantitativi*" presso l'Università del Salento <www.unisalento.it>, Lecce. La scadenza per la presentazione delle domande è il *10 Luglio 2018 alle ore 13*. Tutte le informazioni per la presentazione delle domande sono disponibili al seguente link: https://www.unisalento.it/bandi-concorsi/-/bandi/view/64271578 Gli studenti e/o i laureati interessati a svolgere ricerca su temi di economia, management e/o metodi quantitativi sono invitati a partecipare. A titolo esemplificativo, elenco alcune tematiche di ricerca di interesse per il Dottorato: Matematica per l'Economia, la Finanza e l'Impresa. Modelli matematici per le decisioni. Metodi quantitativi e Big Data. Statistica Multivariata. Statistica Inferenziale. Statistica Spaziale. Analisi delle serie storiche Grazie in anticipo. Cordiali Saluti Fabrizio Durante PhD Program Coordinator ----- Fabrizio Durante https://sites.google.com/site/fbdurante/

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Avviso di seminario
by Domenico Marinucci 12 Jun '18

12 Jun '18

AVVISO DI SEMINARIO Dipartimento di Matematica Università di Roma Tor Vergata Giovedì 14 Giugno Ore 12 Aula Dal Passo Speaker: Victor Panaretos (EPFL) DOUBLY SPECTRAL ANALYSIS OF FUNCTIONAL TIME SERIES AND DNA MOLECULAR DYNAMICS The Karhunen-Loève (KL) expansion has evolved into the workhorse of functional data analysis: the Fourier representation it affords on the one hand serves as a basis for motivating methodology by analogy to multivariate statistics; and, on the other hand, appears as the natural means of regularization in problems such as regression, testing and prediction, which are ill-posed in the functional case. With the aim of obtaining a similarly canonical representation of dependent functional data, we develop a doubly spectral analysis of a stationary functional stochastic process, decomposing it into an integral of uncorrelated functional frequency components (Cramér representation), each of which is in turn expanded into a KL series. This Cramér-Karhunen-Loève representation separates temporal from intrinsic curve variation, and it is seen to yield a harmonic principal component analysis when truncated: a finite dimensional proxy of the time series that optimally captures both within and between curve variation. Empirical versions are introduced, and a rigorous analysis of their large-sample behaviour is provided under Brillinger mixing conditions. Our work is motivated by and applied to the study of the molecular dynamics of short strands of DNA; specifically, we consider the problem of determining whether the dynamics of such strands in solution are significantly affected by small perturbations of their base-pair composition, based on molecular dynamics simulations. (Based on joint work with Shahin Tavakoli, now at Warwick).

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Call for applications - PhD program in Methods and Models for Economic Decisions - Insubria
by elisa mastrogiacomo 11 Jun '18

11 Jun '18

*Dear colleagues,* *The official call for applications (for the academic year 2018/2019) to the PhD program in Methods and Models for Economic Decisions is online.* *For full details and the link where you can apply click here. <https://www.uninsubria.it/postlauream/metodi-e-modelli-le-decisioni-economi…>* *Students interested in the program should contact Prof. Matteo Rocca, at matteo.rocca(a)uninsubria.it <matteo.rocca(a)uninsubria.it>.* *As it is stated in the call, applicants have to submit 3 Recommendation Letters (Max. 3) by University staff and/or employers. The letters will be placed directly by the evaluators in the on-line procedure. Applicants will have to enter in the online registration form the name and e-mail address of the referent identified .* *The deadline to apply is July 31st 2018, 12pm (CET)* *We would be grateful if you could bring this information to the attention of possible applicants.* *Best regards,* *EM*

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6th FCPNLO, BCAM, Bilbao, 26-28 September 2018
by Gianni Pagnini 11 Jun '18

11 Jun '18

Dear Colleagues, I would like to promote the sixth edition of the workshop Fractional Calculus, Probability and Non-Local Operators that we be held at BCAM, Bilbao, Basque Country - Spain, in the days 26-28 September 2018. The workshop is an occasion to discuss in an informal environment recent developments and open problems related to Fractional Calculus, it is organised as a solutions-for-problems as well as a problems-for-solutions meeting by gathering specialists from different fields with complementary expertise and views. The program of the workshop includes invited speakers but it is also open to free submissions for talks and special financial support can be asked for young researchers. Invited Speakers: Larbi Alili (University of Warwick) Mirko D’Ovidio (La Sapienza University, Rome) Carlo Manzo (University of Vic) Lukasz Plociniczak (Wroclaw University of Science and Technology) Luz Roncal (BCAM, Bilbao) Laura Sacerdote (University of Torino) Trifce Sandev (Ss. Cyril and Methodius University, Skopie) Alessandro Taloni (Istituto dei Sistemi Complessi, Roma) Enrico Valdinoci (University of Milan) Zoran Vondracek (University of Zagreb) For more information, please visit the webpage https://wp.bcamath.org/fcpnlo2018/ <https://wp.bcamath.org/fcpnlo2018/> or write me an email at gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org>. Looking forward to meeting you in Bilbao, Regards, Gianni Pagnini — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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Fwd: Call of interest - Mathematics - Rome Tor Vergata
by Domenico Marinucci 09 Jun '18

09 Jun '18

***************** CALL FOR INTEREST ***************** The Department of Mathematics at the University of Rome Tor Vergata invites expressions of interest for Senior (Tenure-Track) Assistant Professor ('RTD-B') and Tenured Associate Professor positions in any area of Pure and Applied Mathematics. Who we are: Our Department has been consistently ranked in top positions within Italy and Europe in Research Assessment Exercises held over the last decade; it is the only Italian institution ranking in the top 100 worldwide for Mathematics according to the ARWU ranking of 2017. Moreover, the Department has been recently ranked first in Italy and hence financed by the Italian Ministry of Education, University and Research (MIUR) under the program "Departments of Excellence" for the 2018-2022 period. More information about the Department and this program can be found at https://www.mat.uniroma2.it/ see also http://www.mat.uniroma2.it/Progetto/ What we offer: - Associate Professor is a tenured position. Applicants should have an established track-record of publications in top international journals and evidence of leadership and recognition in the international academic community, including grant applications and project management. Standards of excellence in teaching are also expected. The initial gross salary of an Associate Professor is around 50k Euros per year. The net amount after taxes depends on the total personal income, the composition of the family and other parameters. To apply for an associate professorship in Italy, the candidates must hold the "Abilitazione Scientifica Nazionale" (Italian National Habilitation) as Associate Professor, or must have been declared eligible by the Italian Ministery of University and Research (MIUR), or must be currently employed in an equivalent position in Italy or in a foreign Department. - Senior (Tenure-Track) Assistant Professor (RTD-B) is for three years. Subject to evaluation, the position will be converted in a tenured Associate Professorship. Applicants for this position must have at least three years of experience after PhD completion, and an already established research record. The initial gross salary is around 38k Euros per year A four-year tax exemption on 90% of the salary is available according to the Italian tax law for those candidates who have been residing outside Italy for 2 years or more. All positions will start not earlier than 2019. Moreover, the MIUR Excellence Grant will provide special funds to attract PhD students and PostDocs to join the Department and host large scientific events as well as other activities such as PhD courses, seminars and workshops. Procedure: Applicants should express their interest by sending an email to progetto(a)mat.uniroma2.it, including a Curriculum Vitae and a list of publications. The subject of the email should be Associate-surname or RTDB-surname. Selected candidates could be invited for a seminar. There are no restrictions regarding the nationality of the applicants. Please note that this is a call for interest, not a job vacancy announcement; i.e., this call is only a preliminary stage aimed to collect expressions of interest, and it is not a formal application for positions. On the basis of the collected EoIs, the Department will decide whether or not to open a position in specific subdisciplines. Academic positions in Italy can only be awarded through a public competition or direct appointment. The Department will contact the applicants to inform them about the opening of the formal positions and the required documentation. For additional information, please contact us at: progetto(a)mat.uniroma2.it

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seminario DISMA-Politecnico di Torino
by Paola Siri 09 Jun '18

09 Jun '18

Mercoledì 13 Giugno alle ore 15.00 presso l’aula 1D del Politecnico di Torino (Corso Duca degli Abruzzi 24 - 10129 Torino) il prof. GIOVANNI PISTONE (Collegio Carlo Alberto, Torino) terrà un seminario dal titolo Non-Parametric Information Geometry with Derivatives Tutti gli interessati sono invitati a partecipare. Paola Siri Barbara Trivellato ———————————————————————- Paola Siri DISMA - Politecnico di Torino Corso Duca degli Abruzzi 24 - 10129 Torino tel. +39 11 090 7550 e-mail: paola.siri(a)polito.it

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Postdoc position in Geometric Methods for Deep and Reinforcement Learning at RIST
by Luigi Malagò 08 Jun '18

08 Jun '18

=========================================================== *Subject*: Postdoc position in Machine Learning (1 year, renewable up to 2.5 years) *Institution*: RIST - Romanian Institute of Science and Technology, Cluj-Napoca *Keywords*: Deep Learning, Reinforcement Learning, Stochastic Optimization, Optimization over Manifolds, Information Geometry, Riemannian Geometry *Application deadline*: 30 June 2018 (applicants are encouraged to apply earlier) *Salary*: around 2190 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc-positio ns-in-deep-learning-and-machine-learning.html =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for a postdoc position, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 2.5 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group http://luigimalago.it/group.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, from the unifying perspective of Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST, where about 20 new postdoctoral research associates and research software developers will be hired by 2018. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-lea rning-and-machine-learning.html Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 30 June 2018 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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Seminario di Stefano Favaro, CNR IMATI, Milano
by antonio.pievatolo＠cnr.it 07 Jun '18

07 Jun '18

Il prof Stefano Favaro terrà un seminario al CNR-IMATI, sede di Milano, mercoledì 13/6/2018 alle 14:30, via Alfonso Corti 12, aula A. Chi intendesse partecipare è pregato di comunicarlo a simona.milani(a)mi.imati.cnr.it per ragioni organizzative. Cordialmente A. Pievatolo %%%%%%%%% titolo e abstract %%%%%%%%%%% A Bayesian approach to disclosure risk assessment Protection against disclosure is a legal and ethical obligation for statistical agencies releasing microdata files for public use. Given a cross classification of sample records by categorical key variables, any decision about release is supported by measures of disclosure risk, the most common being the number $\tau_{1}$ of sample uniques cells that are also population uniques. In this paper we depart from the dominant literature that infers $\tau_{1}$ by modeling association among key variables, and we consider modeling directly sample records. We develop a novel nonparametric Bayesian approach under the minimal assumption of a generalized Dirichlet prior for the random partition induced by the cross-classified sample records. This allows to derive an explicit, and simple, expression for the posterior distribution of $\tau_{1}$, as well as a large sample Binomial approximation of it. Such a closed-form results, combined with an estimator for prior parameters designed in such a way to recognizes a primary role of small cells, make inference on $\tau_{1}$ exact, of easy implementation, computationally efficient and scalable to massive datasets. The proposed approach is tested on benchmark data from the U.S. 2000 census for the state of California, showing the same good performance of recent semiparametric Bayesian models for key variables. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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Fwd: postdoc position in Budapest
by Giacomo Scandolo 07 Jun '18

07 Jun '18

Ricevo e inoltro -------- Messaggio originale -------- Oggetto: postdoc position in Budapest Data: Martedì 29/05/2018 10:14 Mittente: rasonyi <rasonyi.miklos(a)renyi.mta.hu> PostDoc position (Rényi Institute, Budapest) There is a vacancy for a one-year PostDoc research assistant position at Rényi Institute, Budapest, in the Financial Mathematics Group led by Miklós Rásonyi. The position is funded by a grant of the Hungarian Academy of Sciences. The project is about optimal investment in financial markets where stock prices are modelled by Markov processes in random environments. A typical example is the fractional stochastic volatility model (and its discrete-time counterparts). A completed PhD is required, in any subfield of probability. Starting date is 1st October 2018. If you wish to apply, please send a CV, your papers (or links to them) and the names and email addresses of two referees to Miklós Rásonyi (rasonyi(a)renyi.hu) You may also contact him to obtain further information about this position. Deadline: 1st July 2018.

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

06 Jun '18

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

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

06 Jun '18

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

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

05 Jun '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, la Prof.ssa Giulia Di Nunno (University of Oslo) terrà un mini-corso di dottorato su Malliavin Calculus and Applications to Finance Il calendario delle lezioni è il seguente: Mercoledì 13 giugno – ore 10-13 Giovedì 14 giugno – ore 10-13 Venerdì 15 giugno – ore 10-12 Location: Aula Seminari 2062 del DISMEQ – Università di Milano-Bicocca – aula seminari 2062 – U7 – secondo piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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[WORKSHOP Reminder] Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22
by Brigo, Damiano 05 Jun '18

05 Jun '18

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

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

05 Jun '18

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

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assegno di ricerca
by Franco Flandoli 05 Jun '18

05 Jun '18

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

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Fwd: vacancy
by Cristian Giardina 05 Jun '18

05 Jun '18

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

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

05 Jun '18

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

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

04 Jun '18

[apologizes fo crossposting] The Centre of Excellence in Economics and Data Science ( http://ceeds.unimi.it ) of the Department of Economics, Management and Quantitative Methods (DEMM), University of Milan has open the following position of Associate Professor ("professore associato" in the Italian system) in STATISTICS: "n. 1 posto - s.c. 13/D1, ssd SECS-S/01 (Codice 3766), settore concorsuale 13/D1 - Statistica, SECS-S/01 - Statistica" Deadline: 29th June 2018, 12am (Italian local time) Particular attention will be given to candidates with an excellent research record and showing the potential to cooperate with the current members of the department in pursuing DEMM’s strategy in the development of Data Science and Economics. More information about the application procedure can ben found here: http://www.unimi.it/ateneo/valcomp/95799.htm Further contacts: datasciencelab(a)unimi.it, stefano.iacus(a)unimi.it ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of DSE - Master in Data Science & Economics http://www.dse.unimi.it CEO/CTO/Co-Founder VOICES from the Blogs http://www.voices-int.com Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 Master in Finance & Economics http://www.dse.unimi.it Twitter: @dseunimi Facebook: http://www.facebook.com/dseunimi Email and further information at: dse(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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prof Campi's seminar - LUISS June 7
by Sara 04 Jun '18

04 Jun '18

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

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

04 Jun '18

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

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

03 Jun '18

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

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

01 Jun '18

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

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

01 Jun '18

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

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