- Random - Mailing list — Dipartimento di Matematica, UniPI

rtd-a position in MAT/06 at the University of Trento
by Stefano Bonaccorsi 12 Apr '18

12 Apr '18

The Department of Mathematics of the University of Trento (henceforth referred to as "the Department") has just opened a call for a junior researcher position (Ricercatore a tempo determinato di tipo a) in the area of Probability/Stochastic Processes. Candidates are expected to hold a Ph.D. and to have a good publication record in the area of Probability/Stochastic Processes. The successful candidate is expected to participate in the activities of the research group in Stochastic Processes. The successful candidate will be required to provide lecturing and tutoring activities in the area of Probability and Mathematical Statistics (typically one course per year). The position is a fixed-term contract of employment for three years, renewable for a further two years. At the end of the period, the Department will have the opportunity to open a call for a tenure-track position in the same area. Applications should be submitted exclusively through the web sitehttp://www.unitn.it/ateneo/bando-dr-valcomp/50780/valutazione-comparativa-a-n-1-posto-di-ricercatore-a-tempo-determinato-tipo-a-l-2402010-settore-co The deadline is May 10 2018 at 13:00 CEST. Incomplete applications, or application submitted after that deadline, will not be considered. For information on the scientific aspects of the positions, please contact the Head of Department at direttore.maths(a)unitn.it (current Head is Professor Andrea Caranti) For information on preparing and submitting the application, please contact the Personnel Office for Professors and Researchers (by telephone on +39 0461 283348 or +39 0461 283306, by email at recruitment(a)unitn.it)

1 0

Bayesian Inference and Approximations of High-Dimensional Network Models: PhD e postdoc all'Universita' del Sussex, UK
by Enrico Scalas 12 Apr '18

12 Apr '18

Car* collegh*, al Dipartimento di Matematica dell'Universita' del Sussex abbiamo due bandi aperti sul tema: Bayesian Inference and Approximations of High-Dimensional Network Models. 1. Research fellow http://www.sussex.ac.uk/about/jobs/research-fellow-in-mathematics-3077 2. PhD http://www.sussex.ac.uk/study/fees-funding/phd-funding/view/911-Bayesian-In… 3. Inoltre potrebbe interessare anche questa borsa di dottorato su Big Data Machine Learning for Human Behaviour Modelling http://www.sussex.ac.uk/study/fees-funding/phd-funding/view/912-Big-Data-Ma… Cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

1 0

Dependence Modeling - Special Issue on Model Uncertainty and Robust Finance - REMINDER
by Emanuela Rosazza 11 Apr '18

11 Apr '18

DEPENDENCE MODELING (now covered by SCOPUS) SPECIAL ISSUE on Model Uncertainty and Robust Finance Guest Editors: Marco Frittelli, University of Milano Emanuela Rosazza-Gianin, University of Milano-Bicocca SCOPE Dependence Modeling will publish a special issue devoted to the workshop “Model Uncertainty and Robust Finance” with the plan to have it published in September 2018. Both original research contributions and survey papers are welcome. Topics covered by this Special Issue include, but are not limited to: • Model Risk • Systemic Risk • Robust Methods for Finance • Dependence Uncertainty • Axiomatic Theory of Risk Measures • Extremal Dependence Scenarios HOW TO SUBMIT All submissions to the special issue must be made electronically at http://www.editorialmanager.com/depmod/ and will undergo the standard peer review process. When submitting your paper please choose “SI: Model Uncertainty and Robust Finance”. The deadline for the submissions is May 15, 2018 but individual papers will be reviewed and published online on an ongoing basis. Contributors to this Special Issue will benefit from: • No article publication fees • No Copyright constraints • Unlimited and free Open Access for all readers • Fair and constructive peer review provided by experts in the field • Fast online publication of articles • Free language assistance for authors from non-English speaking regions We are looking forward to your submission. If you have any question, please contact us at demo.editorial(a)degruyter.com ******************************************************************************************* 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 *******************************************************************************************

1 0

Applied Bayesian Statistics School
by Consonni Guido 11 Apr '18

11 Apr '18

This is a reminder that early-bird registration is still available for ABS18, the 15th Applied Bayesian Statistics Summer School. The daily programme is available on the website. web.mi.imati.cnr.it/conferences/abs18/index.html Topic: BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT Dates: 4-8, June, 2018 Location: Villa del Grumello, Como, Italy Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics, Queensland University of Technology, Brisbane, Australia. Practical sessions: Paul WU, Research Fellow, Queensland University of Technology, Brisbane, Australia. Fees (if paid before May 1, 2018): - EUR 300 (22% VAT included) students and postdocs - EUR 450 (368.85 + 22% VAT) people from academic and non-profit organisations - EUR 900 (737.70 + 22% VAT) all the others Italian public employees are exempt from VAT. Best regards Guido Consonni and Fabrizio Ruggeri ABS18 Directors Raffaele Argiento ABS18 Executive Director Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano; ITALY Ph: +39 02 7234 3049 https://sites.google.com/site/consonnibayes/home Master of Science in Statistical Actuarial Sciences/track in Data Analytics http://www.ucscinternational.it/graduate-programs/2-year-graduate-degrees-i… Master in Data Science for Management master.unicatt.it/datascience [http://Static.unicatt.it/layout/img/layout/5x1000.gif] Destina il tuo 5 per mille all'Università Cattolica CF 02133120150 www.unicatt.it/5permille<http://www.unicatt.it/5permille/>

1 0

Senior lecturer position (teaching in German)
by Erika Hausenblas 11 Apr '18

11 Apr '18

There is a senior lecturer Position aviable at our department in applied mathematics. See http://www.unileoben.ac.at/de/3021/ (or attachment). For informal queries please contact erika.hausenblas(a)unileoben.ac.at Erika

1 1

seminario Silvana Pesenti - 23 aprile 2018
by Emanuela Rosazza 10 Apr '18

10 Apr '18

Si avvisa che il giorno lunedì 23 aprile alle ore 16 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Silvana Pesenti (Cass Business School, City, University of London) Titolo: “Cascade Sensitivity Measures” Abstract: In risk management, an internal model consists of three elements: (i) a random vector of input risk factors, (ii) a real valued aggregation function, and (iii) the output, which is a random variable obtained by applying the aggregation function to the vector of risk factors. Sensitivity analysis often requires evaluation of changes in the distribution of the output, when the distribution of risk factors is varied with reference to a baseline input distribution. We introduce a novel sensitivity measure termed cascade sensitivity, which quantifies the extent to which small changes (stresses) in an individual risk factor affect the output risk measure. The proposed method captures the direct impact on the output, as well as indirect effects via other risk factors that are dependent with the one being stressed. In this way, the dependence between risk factors is explicitly taken into account. Alternative representations of the cascade sensitivity measure are provided, requiring either knowledge of the aggregation function's gradient or additional evaluations of the model under alternative distributional assumptions. This is of particular interest in applications, where the distribution of the output is typically determined via simulation methods. Furthermore we give a representation of the proposed sensitivity measure that can be calculated from a single simulated sample starting from the baseline model, without the need to simulate under a different model specification or to explicitly study the properties of the aggregation function. This makes the proposed method attractive for practical applications, as is illustrated through numerical examples. Joint work with Pietro Millossovich and Andreas Tsanakas. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

1 0

Advanced School on complexity and emergence: second announcement
by elisa mastrogiacomo 10 Apr '18

10 Apr '18

This is the *second** 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 are available at the website http://ceim.lakecomoschool.org/. 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

Seminario congiunto di Fisica Matematica e Probabilita' a Roma1
by Faggionato, Alessandra 09 Apr '18

09 Apr '18

Mercoledì 18 aprile, ore 16:30, aula di Consiglio, Dipartimento di Matematica, La Sapienza. Speaker: Fabio Toninelli (Université Lyon 1) *Title: Lozenge tiling dynamics and hydrodynamic equation* Abstract: We study a reversible continuous-time Markov dynamics on lozenge tilings of the torus, introduced by Luby et al. Single updates consist in concatenations of n elementary lozenge rotations at adjacent vertices, with rate 1/n. The dynamics can also be seen as a reversible stochastic evolution of a 2+1-dimensional interface. The dynamics is known to enjoy especially nice features: a certain Hamming distance between configurations contracts with time on average and the relaxation time of the Markov chain is diffusive. We present another remarkable feature of this dynamics, namely we derive, in the diffusive time scale, a fully explicit hydrodynamic limit equation for the height function (in the form of a non-linear parabolic PDE). The mobility coefficient μ in the equation has non-trivial but explicit dependence on the interface slope and, interestingly, is directly related to the system’s surface free energy. The derivation of the hydrodynamic limit is based on the so-called H^{-1} method due to Yau and Funaki-Spohn. Based on joint work with Benoit Laslier (Paris 7). -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

1 0

38th Finnish Summer School on Probability and Statistics (28.5-1.6.2018 in Lammi Finland)
by Elvira Di Nardo 08 Apr '18

08 Apr '18

Dear friends of Stochastics and Statistics, Registration <https://elomake.helsinki.fi/lomakkeet/87642/lomake.html> to the 38th Finnish Summer School on Probability and Statistics (28.5-1.6.2018 in Lammi Biological Research Station, Finland), is open! Please check the website https://fdnss.fi/summer-school/38th-summer-school/ Courses Ivan Nourdin <https://sites.google.com/site/ivannourdin/home> (U Luxembourg): *The Malliavin-Stein approach*Dylan Possamaï <https://sites.google.com/site/possamaidylan/> (Columbia U): *An introduction to backward SDEs and applications in finance and economics* Piotr Zwiernik <http://84.89.132.1/~piotr/> (U Pompeu Fabra): *Latent tree models* The Finnish Summer School on Probability and Statistics has a long tradition starting from the first summer school in Tuusula 1976. The mission of the summer school is to provide one-week intensive courses on active research topics in probability and statistics, lectured by leading scholars in the field. The school is targeted primarily for doctoral students in probability, statistics, and related areas. Researchers advanced MSc students and fresh postdocs are also encouraged to apply. The summer schools are currently organized by the Finnish Doctoral Education Network in Stochastics and Statistics (FDNSS). For enquiries, please contact Dario Gasbarra <https://wiki.helsinki.fi/display/mathstatHenkilokunta/Gasbarra,+Dario> PL 68 (Gustaf Hällströmin katu 2b) 00014 University of Helsinki, Finland Phone: +358 9 191 51407 Email: dario.gasbarra ‘at’ helsinki.fi -- %------------------------------------------------------- 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

Corso KOLOKOLTSOV
by Matteo Ruggiero 06 Apr '18

06 Apr '18

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino, siamo lieti di annunciare il seguente corso: Vassili KOLOKOLTSOV (University of Warwick) MARKOV SEMIGROUPS AND DIFFUSION PROCESSES che si terrà nell’aula 12 di Corso Unione Sovietica 218/bis, 10134, Torino, secondo il seguente calendario: Apr 9: 9:15-11:15 Apr 10: 9:15-11:15 Apr 11: 4:00-6:00 Apr 12: 11:15-13:15 Apr 13: 9:15-11:15 Apr 16: 9:15-11:15 Apr 17: 9:15-11:15 Apr 18: 4:00-6:00 Il corso è rivolto agli studenti del primo anno della Laurea Magistrale, ma la partecipazione è libera agli interessati. Il programma completo di Visiting Professors si può consultare alla pagina http://www.master-sds.unito.it/do/home.pl/View?round=1&doc=visitingprofesso… Cordiali saluti, I coordinatori del Programma Laura Sacerdote e Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

Summer School MATHEMATICS OF PLANET EARTH
by Enrico Scalas 06 Apr '18

06 Apr '18

Car* collegh*, vi segnalo la seguente scuola a Reading, UK. Cordiali saluti Enrico Scalas ---------------------------------------------------------------------------- Summer School MATHEMATICS OF PLANET EARTH April 23 -26, 2018 at University of Reading. Course Titles and Conveners: Freddy Bouchet (ENS de Lyon, Climate and Statistical Mechanics group): ``Dynamical system and statistical mechanics approaches to geophysical fluid dynamics and climate'' Mickael Chekroun (UCLA Athmospheric and Ocean science): ``Stochastic Dynamics and applications to weather'' Edriss Titi (Texas A&M University, Matematics and Weizmann Institute): ``Data Assimilation of GFD'' Each course consists of six lectures (45 mins each) and a one hour tutorial. The school is hosted and supported by the EPSRC Centre for Doctoral Training Mathematics for Planet Earth (MPECDT). The school is aimed at PhD students and early research scientists, but any researcher interested in participating is warmly welcomed. For further information consult the webpage: http://www.reading.ac.uk/maths-and-stats/news/Summer-School-MPE-2018.aspx Summer School Mathematics of Planet Earth - University of Reading <http://www.reading.ac.uk/maths-and-stats/news/Summer-School-MPE-2018.aspx> www.reading.ac.uk Summer School Mathematics of Planet Earth

1 0

RtdA Mat06 Sapienza Roma
by Luisa Beghin 06 Apr '18

06 Apr '18

Con preghiera di diffusione: L'*Università* *Sapienza di Roma *ha pubblicato il bando per il reclutamento di un *RTD-A* nel settore *MAT/06, *presso il Dipartimento di Scienze Statistiche, per attività di ricerca nell'ambito dei processi aleatori e delle equazioni con operatori pseudodifferenziali. *Il bando scade il 5 maggio 2018* ed è disponibile al link http://www.dss.uniroma1.it/sites/default/files/Bando%20Beghin%20f.to_.pdf Cordiali saluti Luisa Beghin ***************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 http://www.dss.uniroma1.it/?q=content/beghin-luisa ***************************************************************** -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587* https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin… <https://www.uniroma1.it/it/pagina/fai-crescere-la-tua-universita-con-il-cin…>

1 0

Logic, Uncertainty and Games Summer School
by hykel hosni 06 Apr '18

06 Apr '18

*FINAL CALL FOR APPLICATIONS* Logic, Uncertainty and Games Summer School (LUG2018) Lake Como School of Advanced Studies 9th-13th July 2018 Aims and structure ================== The goal of the Logic, Uncertainty and Games School is to contribute towards the creation of cross-disciplinary common grounds for research on rational reasoning and (interactive) decision making under uncertainty. To this end the School will feature three eight-hour tutorials delivered by leading experts in the fields of Logic, Uncertainty and Games. Each tutorial is followed by one (or more) example-class session aimed at developing in greater detail one specific topic (e.g. the full proof of a theorem or a generalisation of a notion which is being used in a particular case). Finally, graduate students and junior researchers will deliver Work-in-progress sessions. This will provide them a unique opportunity to receive feedback from the School lecturers, while developing strong inter-disciplinary communication skills. The summer school is co-located with the LOFT 2018 workshop, to be held on the following week (16-18 July) at Bocconi University, Milan Confirmed tutorial speakers =========================== Logic ~~~~~ Sophie Pinchinat (Department of Electrical Engineering and Computer Science, University of Rennes 1) Uncertainty ~~~~~~~~~~~ Sujoy Mukerji (School of Economics and Finance, Queen Mary London) Games ~~~~~ Burkhard C. Schipper (Department of Economics, University of California, Davis) Closing lecture ~~~~~~~~~~~~~~~ Joe Halpern (Computer Science Department, Cornell University) How to apply ============ We invite applications from up to 35 advanced postgraduate students and early career researchers from Economics, Computer Science, Philosophy, and related disciplines to participate. The application process will be competitive and participants will be selected according to research interests and, whenever meaningful, publications. To apply visit [http://lucg.lakecomoschool.org/application/] In case you intend to give a presentation, you should add to your application: - the title of your talk - one page abstract of your contribution Registration fees ================= There is a registration fee of 250 euro (VAT 22% included) which covers all lectures; course material; wi-fi connections; lunches and coffee breaks; social dinner. Limited financial support may be available for strong applicants who do not have access to funding, please see the application webpage for details. Deadlines ========= - Application: April 10, 2018 - Notification of acceptance: May 2, 2018 - Registration (only accepted students): May 15, 2018 School Directors ================ Pierpaolo Battigalli, Università Bocconi, pierpaolo.battigalli(a)unibocconi.it Hykel Hosni, Università degli studi di Milano and Università Bocconi hykel.hosni(a)unibocconi.it Massimo Marinacci, Università Bocconi, massimo.marinacci(a)unibocconi.it

1 0

Seminario LISEO
by Matteo Ruggiero 06 Apr '18

06 Apr '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 13 Aprile 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Brunero LISEO (Università di Roma La Sapienza) MODELLING PREFERENCE DATA WITH THE WALLENIUS DISTRIBUTION The Wallenius distribution is a generalisation of the Hypergeometric distribution where weights are assigned to balls of different colours. This naturally defines a model for ranking categories which can be used for classification purposes. Since, in general, the resulting likelihood is not analytically available, we adopt an approximate Bayesian computational (ABC) approach for estimating the importance of the categories. We illustrate the performance of the estimation procedure on simulated datasets. Finally, we use the new model for analysing two datasets about movies ratings and Italian academic statisticians' journal preferences. The latter is a novel dataset collected by the authors. This is a joint work with Clara Grazian and Fabrizio Leisen. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

Seminar by Giacomo Livan, UCL April 19, 2018 11:00 AM @Bologna, Viale Filopanti 5 Aula Studio (ex Sala Biblioteca)
by Giacomo Bormetti 06 Apr '18

06 Apr '18

? Dear all, Thursday April 19, 2018 at 11:00 AM in Aula Studio (ex Sala Biblioteca) 1st floor, Viale Filopanti, 5 Bologna. Giacomo Livan University College London will present Detecting and measuring bias in online platforms: A Network Science approach The last few years have witnessed the rise of the Sharing Economy, a collection of decentralized online platforms whose users exchange knowledge, goods, and resources on a peer-to-peer basis. Sharing Economy platforms are often praised for their meritocratic approach, where all participants, regardless of their gender or ethnicity, receive the same opportunities to emerge through digital peer review mechanisms. Yet, they have recently come under fire due to reports of discriminatory behaviours and manipulations of their reputation systems. This raises an important question: are Sharing Economy platforms fair marketplaces, where all participants operate on a level playing field, or are they large-scale online aggregators of offline human biases? In this talk I will address this question on a number of examples, showing how online platforms can be represented in terms of networks, and how this allows to detect and measure some of the biases that might affect their users' behaviour. In particular, I will present clear evidence of avoidance between users from different ethnic backgrounds on Airbnb, and I will show how user reputation scores are distorted by the widespread practice of reciprocating highly positive ratings in a variety of platforms. I will conclude by discussing how these findings can be used to provide platform design recommendations, aimed at exposing and possibly reducing the biases we detect, in support of a fairer and more inclusive growth of Sharing Economy platforms. ? Feel free to forward this message to anyone who is potentially interested in. Best, Giacomo Giacomo Bormetti Professore associato Metodi matematici per l'economia e le scienze attuariali e finanziarie Dipartimento di Matematica, Università di Bologna?

1 0

From Blockchain&Bitcoin to Distributed Ledger Technologies, Smart Contracts and Cryptocurrencies in Finance
by Daniele Marazzina 06 Apr '18

06 Apr '18

Con preghiera di diffusione ________________________________ Da: qfinlab(a)polimi.it Oggetto: From Blockchain&Bitcoin to Distributed Ledger Technologies, Smart Contracts and Cryptocurrencies in Finance Il Nicola Bruti Liberati Quantitative Finance Lab del Dipartimento di Matematica del Politecnico di Milano organizza nei giorni 9-10 maggio 2018 la conferenza >From Blockchain&Bitcoin to Distributed Ledger Technologies, Smart Contracts and Cryptocurrencies in Finance La conferenza si svolge nell’ambito dell'iniziativa Polimi Fintech Journey grazie al supporto di Deloitte Consulting. Allego il programma in pdf. La conferenza si rivolge al mondo accademico e a quello dell’industria finanziaria con l’intenzione di fare il punto attorno a tre temi: aspetti tecnologici legati al mondo DLT e degli smart contracts, i risvolti economici e finanziari di questi strumenti, le potenziali applicazioni al mondo della finanza. La conferenza ha un taglio multidisciplinare con l’intervento di esperti informatici e del mondo della finanza, esponenti dell’industria finanziaria e delle autorità di regolazione, La conferenza sarà preceduta da un tutorial che intende fornire un’introduzione sulla tecnologia di questi strumenti. Per dettagli sul programma e per la registrazione si prega di consultare il sito https://www.mate.polimi.it/fintech/. Emilio Barucci

1 0

[EVENT] Statalk2018@Polimi - REGISTRATION IS OPEN
by Matteo Fontana 06 Apr '18

06 Apr '18

Dear Random; The next StaTalk will be held in a month, on the 4th of May 2018 at Politecnico di Milano. The title of StaTalk@Polimi is "Complex Data and Real World Applications". StaTalks are one-day events organized by PhD students in statistics and related fields of different universities all around Italy. This time the StaTalk is organized and hosted by Department of Mathematics of Politecnico. StaTalk@Polimi is focused on giving a perspective on the modern challenges of applied statistics, combining novel statistical techniques with challenging problems in different application fields such as Neuroimaging, Smart Cities, Climate and Earth Sciences, and Administrative Data Analysis. You can have additional information about the schedule of the event, the topics and the speakers on the Statalk@Polimi website: https://statalk2018polimi.github.io/ Attendance is free but registration is required for organizational reasons. Save the date! For any additional information or questions you can contact us at statalk2018(a)polimi.it<mailto:statalk2018@polimi.it> Matteo Fontana for the StaTalk Organizing Committee

1 0

Fwd: Avviso seminario_Carlo Orrieri _10 aprile 2018_ore 11:45
by Stefano Bonaccorsi 05 Apr '18

05 Apr '18

Carissimi, il Dipartimento di Matematica dell'Università di Trento invita gli interessati al seguente seminario:Controlled interacting particle systems *martedì 10 Aprile 2018* *Luogo: *Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari "-1" *Ore*: 11:45 *Relatore * - *Carlo Orrieri *(Università di Roma la Sapienza) *Abstract:* We want to connect the optimal control of Vlasov-type PDEs with large systems of controlled interacting particles. The main difference towards the classical mean-field theory is the presence of a central planner influencing the dynamic. In order to rigorously develop a limit theory for this problem we employ the concept of Gamma-convergence. We finally discuss some connections with large deviations theory. The talk is mostly based on a joint paper with M. Fornasier, S. Lisini and G. Savare. *Referente*: Stefano Bonaccorsi

1 0

Seminar by Giacomo Livan, UCL April 19, 2018 11:00 AM @Bologna, Viale Filopanti 5 Aula Studio
by Giacomo Bormetti 05 Apr '18

05 Apr '18

Dear all, Thursday April 19, 2018 at 11:00 AM in Aula Studio (ex Sala Biblioteca) 1st floor, Viale Filopanti, 5 Bologna. Giacomo Livan University College London will present Detecting and measuring bias in online platforms: A Network Science approach The last few years have witnessed the rise of the Sharing Economy, a collection of decentralized online platforms whose users exchange knowledge, goods, and resources on a peer-to-peer basis. Sharing Economy platforms are often praised for their meritocratic approach, where all participants, regardless of their gender or ethnicity, receive the same opportunities to emerge through digital peer review mechanisms. Yet, they have recently come under fire due to reports of discriminatory behaviours and manipulations of their reputation systems. This raises an important question: are Sharing Economy platforms fair marketplaces, where all participants operate on a level playing field, or are they large-scale online aggregators of offline human biases? In this talk I will address this question on a number of examples, showing how online platforms can be represented in terms of networks, and how this allows to detect and measure some of the biases that might affect their users' behaviour. In particular, I will present clear evidence of avoidance between users from different ethnic backgrounds on Airbnb, and I will show how user reputation scores are distorted by the widespread practice of reciprocating highly positive ratings in a variety of platforms. I will conclude by discussing how these findings can be used to provide platform design recommendations, aimed at exposing and possibly reducing the biases we detect, in support of a fairer and more inclusive growth of Sharing Economy platforms. ? Feel free to forward this message to anyone who is potentially interested in. Best, Giacomo Giacomo Bormetti Professore associato Metodi matematici per l'economia e le scienze attuariali e finanziarie Dipartimento di Matematica, Università di Bologna

1 0

Roma Tre 10-04-2018: Hubert Lacoin, Wetting and Layering for Solid-and-Solid
by Pietro Caputo 30 Mar '18

30 Mar '18

SEMINARIO Probabilita' Hubert Lacoin (IMPA, Rio de Janeiro, Brasil) Titolo: Wetting and Layering for Solid-and-Solid Martedi' 10 Aprile 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - AULA 311 Abstract Solid-on-Solid (SOS) was introduced in the early 50s as a simplified model for lattice interfaces. It is believed to display the same low temperature behavior as three-dimensiona systems with phase coexistence while being considerably easier to analyze. The objective of this talk is to present the result we recently obtained for SOS interacting with a solid substrate, which is the problem associated with the following energy functional $$ V(phi)=eta sum_{xsim y}|phi(x)-phi(y)|-sum_{x}left(h{f 1}_{{phi(x)=0}}-infty{f 1}_{{phi(x)<0}} ight), $$ for $(phi(x))_{xin mathbb Z^2}$ (the graph of $phi$ representing the interface). We prove that for eta sufficiently large, there exists a decreasing sequence $(h^*_n(eta))_{nge 0}$, satisfying $lim_{n oinfty}h^*_n(eta)=h_w(eta)$, and such that: (A) The free energy associated with the system is infinitely differentiable on $mathbb R setminus left({h^*_n}_{nge 1}cup h_w( eta) ight)$, and not differentiable on ${h^*_n}_{nge 1}$. (B) For each nge 0 within the interval $(h^*_{n+1},h^*_n)$ (with the convention $h^*_0=infty$), there exists a unique translation invariant Gibbs state which is localized around height $n$, while at a point of non-differentiability, at least two ergodic Gibbs states coexist. The respective typical heights of these two Gibbs states are $n-1$ and $n$. The value $h^*_n$ corresponds thus to a first order layering transition from level $n$ to level $n-1$.

1 0

[WORKSHOP] Stochastic Analysis, Geometry and Statistics at Imperial College London, June 21-22
by Brigo, Damiano 27 Mar '18

27 Mar '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) Mark Girolami (Alan Turing Institute) 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

1 0

HFFE2018 CALL FOR PAPERS @ Scuola Normale Superiore
by Daniele Tantari 26 Mar '18

26 Mar '18

Dear colleagues, we are pleased to announce the workshop *Frontiers in High-Frequency Financial Econometrics * that will be held at Scuola Normale Superiore in Pisa (Italy) on 28-29 September 2018. The aim of the Workshop is to bring together leading experts and young researchers in the field of financial econometrics and mathematical finance with application to high-frequency finance. The main purpose is to listen to new ideas, and discuss about future perspective in the field. The organizers encourage submissions of papers on any topic within the overall theme of the conference with a special emphasis on the following areas: realized (co)variance estimation and forecasting, high-frequency finance, liquidity and price discovery, market microstructure analysis. 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) *CALL FOR PAPERS* *Both papers and extended abstracts (max 4 pages) are accepted for presentation in a regular session or a poster session.* The final program of the workshop will include both submitted and invited papers. Our keynote speakers are: - *Yacine Ait-Sahalia *(Princeton University) - *Nikolaus Hautsch* (University of Vienna) - *André Lucas *(VU University Amsterdam) - *Mathieu Rosenbaum *(Ecole Polytechnique) For more information on submission and registration, see the attached flyer and the conference website https://www.hffe2018sns.com/ or contact hffe.workshop(a)gmail.com *Important dates:* Submission of a complete paper or extended abstract: May 31th, 2018 Decision: June 30th, 2018 Registration deadline: August 15th, 2018 On behalf of the organizing committee, Best Regards, Daniele Tantari

1 0

Opening of a Post Doc position in Luxembourg
by Giovanni Peccati 26 Mar '18

26 Mar '18

Cari Colleghi, ho appena aperto un bando per un postdoc di due anni e mezzo (30 mesi) nel mio gruppo in Lussemburgo. La scadenza è il 30 aprile 2018, ed il postdoc dovrebbe iniziare tra il primo giugno 2018 (al più presto) e il primo dicembre 2018 (al più tardi). Qui sotto, trovate l'annuncio in inglese, con le necessarie istruzioni. Cordiali saluti, Giovanni Peccati --------------------------------- Dear Colleagues, I am happy to announce the opening of a new post-doc position in my group at *Luxembourg University, with specific focus on stochastic analysis and stochastic geometry. * The length is *2 years and a half* (30 months), starting anytime between *June 1st, 2018,* and *December 1st, 2018*. The deadline for applications is *April 30th, 2018.* The exact details of the position can be found here: http://emea3.mrted.ly/1ryuy The webpage also contains a link for online applications. Please, do not hesitate to share this announcement with your colleagues - in case they might be interested. With my best regards, Giovanni Peccati --------------------------------------- -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

1 0

MSP 2018 - LAST CALL
by gianluca cassese 26 Mar '18

26 Mar '18

*LAST 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 the following keynote speakers: - *Ehud Kalai*: *"Bayesian Learning with Economic Applications";* - *Rajeeva Karandikar*: *"Limit Theorems on Finitely Additive Probability Spaces"* ; - *Massimo Marinacci*: "*Uncertainty and All That*", - *Eugenio Regazzini*: "*Possible Effects of de Finetti's Coherence Principle on Statistical Reasoning*" - *William D. Sudderth*: "*Finite Additivity in Dubins-Savage Gambling and Stochastic Games *". 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 -- April 31th* - *Notification of acceptance -- May 31st* - *Conference subscription -- June 30th* The organizing committee, --------------------------- Gianluca Cassese Pietro Rigo Barbara Vantaggi --------------------------

1 0

[COURSE] RobustStatistics@MilanoBicocca - SAVE THE DATE
by Francesca Greselin 23 Mar '18

23 Mar '18

ROBUST STATISTICS: FOUNDATIONS AND RECENT DEVELOPMENTS *April 9-13, 2018University of Milano-BicoccaMilan, Italy* Lecturers: Antony Atkinson <https://www.researchgate.net/profile/Anthony_Atkinson3>, London School of Economics, UK Marco Riani <https://www.researchgate.net/profile/Marco_Riani>, University of Parma, IT Agustin Mayo-Iscar <https://www.researchgate.net/profile/Agustin_Mayo>, University of Valladolid, ES RobustStatistics@MilanoBicocca is focused on giving a perspective on the modern challenges of robust statistics, combining novel statistical techniques with challenging problems in different application fields. *Monday April 9* Introduction to robust statistics, *Antony Atkinson *(9 a.m.-1 p.m.) Applications in Matlab, *Marco Riani *(2.30 - 5.30 p.m.) *Tuesday April 10* Robust regression analysis and transformations, *Antony Atkinson* (9 a.m.-1 p.m.) Applications in Matlab, *Marco Riani* (2.30 - 5.30 p.m.) *Wednesday April 11* Robust multivariate analysis and transformations, *Antony Atkinson* (9 a.m.-1 p.m.) Applications in Matlab, *Marco Riani* (2.30 - 5.30 p.m.) *Thursday **April 12* Introduction to robust clustering, *Agustin Mayo Iscar *(9 a.m.-1 p.m.) Applications in R and Matlab, *Agustin Mayo Iscar, Marco Riani *(2.30 - 5.30 p.m.) *Friday April 13 * Advances in robust clustering, *Agustin Mayo Iscar *(9 a.m.-1 p.m.) Applications in R and Matlab, *Agustin Mayo Iscar, Marco Riani *(2.30 - 5.30 p.m.) *For additional information please visit the course <http://www.cladag2017.unimib.it/robust-statistics-foundations-and-recent-de…> website <http://www.cladag2017.unimib.it/robust-statistics-foundations-and-recent-de…>.* *This course is supported by the Milano-Bicocca Department of STATISTICS and QUANTITATIVE METHODS <http://www.dismeq.unimib.it/en/>, within:* *The course is open to all people interested in the topic,we just ask to send an email to francesca.greselin(a)unimib.it <francesca.greselin(a)unimib.it> for organizational matters.*

1 0