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Dependence Modeling Tools for Risk Management , October 2-5, 2017, Montréal
by Fabrizio Durante 11 Apr '17

11 Apr '17

As part of a 6-month thematic program on quantitative risk management, the Centre de recherches mathématiques (MontrÃ©al, Canada) will hold a workshop on "Dependence Modeling Tools for Risk Management" October 2-5, 2017. This workshop will provide a unique opportunity to take stock of recent developments, identify new challenges, and foster collaboration with some 20 leading researchers in dependence modeling from academia and industry (see list below). For a detailed program and registration, see http://www.crm.umontreal.ca/2017/Dependence17/index_e.php Students and postdoctoral fellows are encouraged to present a poster at the workshop. One poster session has been scheduled, as well as two sessions of short lightning talks, so that trainees can introduce themselves and their work to the entire audience. Attendance is restricted to 65 participants on a first-come, first-served basis, so please register early. See you in Montréal! The organizers, Anne-Laure Fougéres, Johanna G. Nesehová¡, Matthias Scherer LIST OF CONFIRMED INVITED SPEAKERS Andras Badossy (University Stuttgart) Axel Bücher (Ruhr-Universitaet Bochum) Claudia Czado (Technische Universität München) Alexios Galanos (Ketchum Trading, LLC) Christian Genest (McGill University) Benedikt Graeler (Ruhr-Universitaet Bochum) Marius Hofert (University of Waterloo) Harry Joe (University of British Columbia) Ivan Kojadinovic (Université de Pau et des Pays de l'Adour) Ãtienne Marceau (Université Laval) Stefan Mittnik (Ludwig Maximilian Universitaet München) Philippe Naveau (CEA-Orme des Merisiers) Marc Paolella (Universitaet Zürich) Andrew Patton (Duke University) Gianfausto Salvadori (Università del Salento) Andrew Smith (Deloitte LLP) Luitgard Veraart (London School of Economics) Prof. Dr. Matthias Scherer -- Technische Universitaet München scherer(a)tum.de www.mathfinance.ma.tum.de

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PostDoc Position in Augsburg
by Marco Romito 10 Apr '17

10 Apr '17

The chair in nonlinear analysis at the University of Augsburg has an opening for one full-time position as Research Associate, TVL-E 13, (PostDoc) preferably in one of the following areas: stochastic analysis, stochastic partial differential equations, stochastic dynamics, or other fields related to the research group in Augsburg. The term of appointment is until March 31st 2019. The position has a teaching load of 5 hours per week, which could be done in English. The full advertisement (unfortunately only in German) can be found under: http://www.uni-augsburg.de/aktuell/stellen/wima-bloemker.html Further questions can be addressed to Prof. Dirk Blömker <dirk.bloemker(a)math.uni-augsburg.de> Please sent applications via e-mail with the usual documents (curriculum vitae with a brief statement of research interests, copy of diplomas, list of publications) in a single PDF-file to <dirk.bloemker(a)math.uni-augsburg.de> The deadline is May 7th 2017 or until the position is filled. -- Prof. Dr. Dirk Blömker, Institut für Mathematik, Universität Augsburg, 86135 Augsburg, Germany Telefon: ++49 (0821) 598 - 2156 Telefax: ++49 (0821) 598 - 2200 E-Mail:dirk.bloemker@math.uni-augsburg.de Skype: bloemker21

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positions at LUISS
by Marco Scarsini 09 Apr '17

09 Apr '17

LUISS intends to cover several junior and senior positions in different fields, including statistics, data science, and econometrics: http://www.luiss.it/news/2017/04/05/call-expressions-interest-19-positions ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Assegno triennale a Venezia (H2020-FETPROACT)
by Marco LiCalzi 08 Apr '17

08 Apr '17

A call for a 3-year postdoc position on "Models of strategic interaction under competing cultural frames" (prof. Marco LiCalzi, Chair of Mathematical Methods for Economics) is open at the Department of Management, University of Venice, Italy. Gross fellowship amounts to 29,500 per year. The position is funded by H2020-FETPROACT. Prospective candidates should have a demonstrated research record in at least one of the following areas: (1) game theory, (2) economic theory, (3) organizational economics, (4) network science, (5) mathematical or quantitative methods for economics. Deadline for applying is 15th May 2017. For information, see announcement (in English) at http://www.unive.it/media/bandi_assegni/2017-ASSEGNI%20DI%20RICERCA/LI_CALZ… <http://www.unive.it/media/bandi_assegni/2017-ASSEGNI%20DI%20RICERCA/LI_CALZ…> The online application is at http://static.unive.it/domandeconcorso-en/accesso/dma-licalzi <http://static.unive.it/domandeconcorso-en/accesso/dma-licalzi> __________________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://virgo.unive.it/licalzi

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New Lecturer Position at Greenwich
by Enrico Scalas 07 Apr '17

07 Apr '17

Car* Collegh*, Vi invio questo annuncio con preghiera di diffusione. Cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK -- *Subject:* New Lecturer Position at Greenwich Dear All, The Department of Mathematical Sciences at the University of Greenwich is currently advertising for a new position of Lecturer in Data Analytics with Statistics (https://jobs.gre.ac.uk/Vacancy.aspx?ref=1458 <http://www.jobs.ac.uk/job/AXG225/lecturer-senior-lecturer-in-mathematics/>). I would be grateful if you could please bring this position to the attention of anyone who may be interested in applying. Many thanks, Mary Dr Mary McAlinden Head of Department, Department of Mathematical Sciences, University of Greenwich, Old Royal Naval College, Park Row, London SE10 9LS Email: M.McAlinden(a)greenwich.ac.uk University of Greenwich, a charity and company limited by guarantee, registered in England (reg. no. 986729). Registered office: Old Royal Naval College, Park Row, Greenwich, London SE10 9LS.

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Assegno di ricerca triennale per il settore SECS-S/01
by julia mortera 07 Apr '17

07 Apr '17

Si comunica a tutti gli interessati che il Dipartimento di Economia dell'Università degli Studi di Roma Tre ha bandito un assegno di ricerca triennale per il settore SECS-S/01 caratterizzato dalla presentazione di un progetto di ricerca da parte del candidato. Il bando è disponibile al seguente link: http://europa.uniroma3.it/dottorati2010/assegni/c634a783-700a-4b42-a171-1b3… Per maggiori dettagli sul regolamento per gli assegni di ricerca: http://host.uniroma3.it/uffici/ricerca/assegni-di-ricerca.aspx Cordiali saluti, Julia Mortera -- -------------------------------------------------------------------------------------------- J. Mortera, Professor of Statistics, Università Roma Tre E-mail: julia.mortera[at]uniroma3.it Web page:http://tinyurl.com/ztj6ked -------------------------------------------------------------------------------------------- --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Annuncio Seminario di Probabilita, Pisa, SNS, 11 aprile, ore 14:30
by Carina Geldhauser 07 Apr '17

07 Apr '17

Annuncio Seminario di Probabilita, Pisa, Scuola Normale Superiore di Pisa Martedi 11 aprile, ore 14:30, Aula Mancini Seminario di Probabilita’ SPEAKER: Michael Röckner (Bielefeld University) TITLE: Global solutions to random 3D vorticity equations for small initial data ABSTRACT: One proves the existence and uniqueness in $(L^p(\mathbb{R}^3)^3 , 3/2 </p/<2,$ of a global mild solution to random vorticity equations associated to stochastic 3/D/ Navier-Stokes equations with linear multiplicative Gaussian noise of convolution type, for sufficiently small initial vorticity. This resembles some earlier deterministic results of T. Kato and are obtained by treating the equation in vorticity form and reducing the latter to a random nonlinear parabolic equation. The solution has maximal regularity in the spatial variables and is weakly continuous in $(L^3 \cap L^{\frac{3p}{4p - 6})^3$with respect to the time variable. Furthermore, we obtain the pathwise continuous dependence of solutions with respect to the initial data. This is joint work with Viorel Barbu. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a carina.geldhauser(a)dm.unipi.it <mailto:carina.geldhauser@dm.unipi.it>

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Seminario Nourdin
by marinucc＠axp.mat.uniroma2.it 07 Apr '17

07 Apr '17

AVVISO DI SEMINARIO Speaker: Ivan Nourdin (Luxembourg University) Luogo: Aula Dal Passo, Dipartimento di Matematica, Università di Roma Tor Vergata Data ed ora: mercoledì 12 aprile, ore 16 Title: CLT for symmetric integrals of fractional Brownian motion Abstract: In this talk, based on a joint work with Giulia Binotto and David Nualart, I will explain how to establish the weak convergence of symmetric Riemann sums for functionals of the fractional Brownian motion when the Hurst parameter takes a certain critical value. As a consequence, we will then see that one can derive a change-of-variable formula in distribution, where the correction term is a stochastic integral with respect to a Brownian motion that is independent of the underlying fractional Brownian motion. Grazie per l'attenzione, Domenico Marinucci

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2 assegni di ricerca presso Università di Firenze
by Cecilia Mancini 06 Apr '17

06 Apr '17

Il Dipartimento di Scienze per l'Economia e l'Impresa dell'Università di Firenze bandisce i seguenti 2 assegni di ricerca: 1 assegno sul tema "Jumps clusters and default contagion" - scadenza per fare domanda 20/4/17 Responsabile Scientifico Cecilia Mancini - Settore Scientifico Disciplinare SECS-S06 http://titulus.unifi.it/albo/viewer?view=files%2F002425757-UNFICLE-40b0d7d8… 1 assegno sul tema "Modelli quantitativi per l’economia, la finanza e le scienze attuariali" - scadenza per fare domanda 21/4/17 Responsabile scientifico Maria Elvira Mancino - Settore scientifico disciplinare SECS-S/06 http://titulus.unifi.it/albo/viewer?view=files%2F002421448-UNFICLE-9812a7e2… Saremmo grate se poteste diffondere il messaggio. I candidati interessati che avessero bisogno di ulteriori informazioni possono scrivere a cecilia.mancini(a)unifi.it o a mariaelvira.mancino(a)unifi.it cordiali saluti, Cecilia Mancini e Maria Elvira Mancino

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de Finetti Risk Seminar - April 2017
by Emanuela Rosazza 06 Apr '17

06 Apr '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 Trust Your Data or Not – Standard remains Standard (QP) I. Bomze University of Vienna LOCATION: The seminar will be held on Wednesday, April 19, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Seminario di Probabilita' (Roma)
by Faggionato, Alessandra 06 Apr '17

06 Apr '17

Seminario di Probabilita' Lunedi' 10 Aprile, ore 16:00 Dipartimento di Matematica, Universita' La Sapienza, Aula di Consiglio Speaker: C. Landim (Impa, CNRS Rouen) Title: Static large deviations for a reaction-diffusion model Abstract: We consider the superposition of a symmetric simple exclusion dynamics, speeded-up in time, with a spin-flip dynamics in a one-dimensional interval with periodic boundary conditions. We prove the large deviations principle for the empirical measure under the stationary state. We deduce from this result that the stationary state is concentrated on the stationary solutions of the hydrodynamic equation which are stable. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario Prof. Giulia Iori alla Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 05 Apr '17

05 Apr '17

------------------------------------------------------------ ----------------- A v v i s o d i S e m i n a r i o ------------------------------------------------------------ ----------------- Martedì 11 Aprile, ore 9,30 ------------------------------------------------------------ ----------------- Aula Fermi Scuola Normale Superiore, Piazza dei Cavalieri 7, Pisa Prof. Giulia Iori (City University, London) Information aggregation in Decentralized Markets: An Experimental Study *Abstract:* The aim of the paper is to explore the effects of market opacity and trade frictions, on market efficiency and social welfare, in exchanges organized by decentralized trade. Networks are a natural tool to represent the trading relationships among market participants in decentralized markets. By constraining exchanges on exogenously predetermined networks, and without altering the price formation mechanism, which is based on the networked limit order book technology, we can span from highly decentralized to fully connected double auction markets. Via laboratory experiments with human subjects we investigate how the density of the trading network affects the market overreaction to the release of public information, the way asymmetric private information is aggregated into prices, the manner in which the price negotiated on a particular trade reflects the relative degree of connectedness of the buyer and seller, and the extent to which location advantages create heterogeneities in gains from trading among traders. Tutti gli interessati sono invitati a partecipare. Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159 <+39%20050%20509159>

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International Conference in Venice - CALL FOR PAPERS - DEADLINE May 31, 2017
by Monica Billio 05 Apr '17

05 Apr '17

16^th INTERNATIONAL CONFERENCE CREDIT 2017 */INTEREST RATES, GROWTH and REGULATION /*Venice, Italy 28-29 September 2017 *GRETA Associati *(Venice, Italy), the *European Investment Fund* (Luxembourg) and *Intesa Sanpaolo* (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 28-29, 2017. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca' Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *sixteenth* of a series dedicated to various aspects of credit risk. Since 2007, the financial crisis has triggered deep changes of various kinds. Central banks have experimented new monetary policies (low interest rates, quantitative easing, forward guidance...). The banking industry has had to develop new asset management strategies and to adjust its credit allocation practices in order to cope with a new environment characterized, in particular, by a prolonged period of very low risk-free returns. Alternatives and complements to commercial banking have continued their progress. Meanwhile, regulatory frameworks have been reshaped all around the world, with the introduction of new requirements or guidelines. All these changes have called for a substantial amount of research to improve the knowledge of the mechanisms at play during the crisis, to design adapted policy tools and to provide a better description of the new economic and financial environment. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Low interest rates and asset management: emergence of alternative asset classes; changes in banks asset management, repositioning towards wealth management services. * Low interest rates and econometric modelling: Zero Lower Bound; lift off; unconventional monetary policy; default risk; contagion and systemic risk. * Interest rates and alternative financing: venture capital; credit risk in p2p lending/crowdfunding, is there adverse selection? the financing of SMEs; impact on the real economy. * New regulation environment: impact of Basel 4; internal models versus standardized approach; international harmonization; impact of TLAC (total loss absorbent capacity) and IFRS9. The Scientific Committee for the Conference consists of: *Alain Monfort* (CREST-Paris, Programme Chair) *Monica Billio* (Ca' Foscari University of Venice) *Francesca Campolongo* (EU-JRC Unit 'Financial and Economic Analysis') *Helmut Kraemer-Eis* (Head EIF's Research & Market Analysis) *Jan Peter Krahnen* (SAFE - Goethe University) *Steven Ongena* (University of Zurich, SFI & CEPR) *Jean-Paul Renne* (University of Lausanne) *Fulvio Pegoraro* (Bank of France) *Bernd Schwaab* (European Central Bank) Local Organisers: *Davide Alfonsi* (Intesa Sanpaolo), *Monica Billio* (Ca' Foscari University of Venice & GRETA), *Andrea Giacomelli* (Knowshape & GRETA), *Pier Luigi Gilibert* (European Investment Fund) and *Domenico Sartore* (Ca' Foscari University of Venice & GRETA) CALL FOR PAPERS The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Thomas Philippon *(New York University), *Manju Puri* (Duke University) and *Jean-Paul Renne* (University of Lausanne). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. Those wishing to present a paper at the Conference should submit by *May 31, 2017* to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *July 10, 2017*. The final version of accepted papers must be received by August 31, 2017. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it> REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm>). Registration fees are: Early registrationLate registration (within August 31st)(from September 1st on) Academics: 250 Euro + VAT300 Euro + VAT Practitioners: 800 Euro + VAT1000 Euro + VAT Academics Poster Presenter:130 Euro + VAT130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT500 Euro + VAT PhD Students*: 80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: - Admission to all scientific sessions - Lunches and coffee service during the Conference - Conference kit The registration fees do not fully cover the conference dinner on September 28th, 2017, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). IMPORTANT DATES May 31, 2017: Papers submission deadline July 10, 2017: Paper acceptance notification August 31, 2017: Deadline for sending final version of accepted papers August 31, 2017: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm>

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Assegno di ricerca presso la Scuola Normale Superiore, Pisa
by Fabrizio Lillo 04 Apr '17

04 Apr '17

The call for a 16 month postdoc (assegno di ricerca) is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *Italian: **Esecuzione ottimale e dinamica di alta frequenza in mercati foreign exchange* *English: Optimal execution and high frequency dynamics in foreign exchange markets* and the research will likely be conducted in collaboration with the FX desk of HSBC (London) The details of the call are at Italian http://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma- di-ricerca-%E2%80%9Caccordo-di-ricerca-hsbc-sns-analisi- delle-microstrutture-dei-0 English http://en.sns.it/bando/research-contract-part-research-project-%E2%80% 9Chsbc-sns-research-agreement-microstructure-financi <http://en.sns.it/bando/research-contract-part-research-project-%E2%80%9Chsb…> The deadline is April 14. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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Mini course in Verona - Luciano Campi: Optimal stopping with applications to finance.
by Luca di persio 04 Apr '17

04 Apr '17

*Mini course announcement* Prof. Luciano Campi [ LSE, London School of Economics, London ] will give a mini course on *Optimal stopping with applications to finance*, according with the following time table: 10th of April (2017) : 1730-1930 - Room M 11th of April (2017) : 1430 -1730 - Room M 12th of April (2017) : 1430-1730 - Room M all the lessons will take place at the Dept. of Computer Science - UniVr Strada le Grazie, 15 - Verona Ca' Vignal located here https://goo.gl/maps/Yx2JU *Abstract and structure of the course*Optimal stopping problems are very common in economics and finance (as well as in other fields such as sequential statistics), think for instance of choosing the best time to sell some good (e.g. a house) or to exercise a given option. The aim of this course is explaining in detail the main solution methods and how they can be applied to some concrete examples coming from economics and finance. A good knowledge of probability theory and martingales in discrete time is a very welcomed prerequisite. The list of topics will be: 1. Optimal stopping problem (OSP): motivation and examples. 2. Solution to OSP via Snell envelop and backward induction. 3. Zero-sum stopping games (aka Dynkin games). 4. Applications to finance and economics. *References*: • Neveu, J. (1975). Discrete-parameter martingales (Vol. 10). Elsevier. • Peskir, G., and Shiryaev, A. (2006). Optimal stopping and free-boundary problems (pp. 123-142). Birkhäuser Basel. • Ghemawat, P., and Nalebuff, B. (1985). Exit. The RAND Journal of Economics, 184-194. • Solan, E., and Vieille, N. (2005). Stopping games: recent results. In Advances in Dynamic Games (pp. 235-245). Birkhäuser Boston. ___________ Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Seminario Prof. Fonden Sapienza Roma
by Alessandro Degregorio 03 Apr '17

03 Apr '17

------------------------------------------------------------ ----------------- A v v i s o d i S e m i n a r i o ------------------------------------------------------------ ----------------- Martedì 4 Aprile, ore 14,30 ------------------------------------------------------------ ----------------- Aula 1B1 Dipartimento di Scienze di Base e Applicate per l'Ingegneria (SBAI) "Sapienza" Università di Roma Prof. Mohammud Fonden (University of Glasgow) *Titolo:* Some properties of space-time fractional stochastic partial differential equations *Abstract:* The main point of this talk is to show how the presence of the non-locality affects the behaviour of solutions to the stochastic heat equation. We will look at equations with fractional Laplacian as well as equations with time fractional derivatives. The properties discussed are closely related to the concept of ‘intermittency’ which roughly speaking, means that the solution develop high peaks. Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio

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Due assegni di ricerca biennali nell'area 01
by Federico Polito 03 Apr '17

03 Apr '17

Con preghiera di diffusione a tutti gli interessati. Si segnala l'uscita di un bando per due assegni di ricerca biennali nell'area 01. La ricerca si propone lo studio di nuove problematiche attuali della Matematica, 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 I settori scientifico-disciplinari interessati sono tutti quelli dell'Area 01. 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/ dove è anche possibile scaricare il testo completo del bando. La presentazione della domanda di partecipazione dovrà essere perfezionata e conclusa entro le ore 12 (ora di Roma) del 26 Aprile 2017. Un saluto. Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: fpolito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Avviso seminario di Matematica, Pisa, Dr. Kohei Suzuki (05.04.17)
by Carina Geldhauser 31 Mar '17

31 Mar '17

SEMINARIO DI MATEMATICA *mercoledì 5 aprile 2017* ore 14:00 *Scuola Normale Superiore* Pisa Aula Mancini Kohei Suzuki (Bonn University) Terrà un seminario dal titolo: *“**Convergence of Brownian Motions on Metric Measure Spaces Under Riemannian Curvature-Dimension Conditions**”* *Abstract:* *The goal of this talk is to characterize the weak convergence of Brownian motions in terms of a geometric convergence of the underlying spaces. As main results, we show that the pointed measured Gromov convergence of the underlying spaces implies (or under some condition, is equivalent to) the weak convergence of Brownian motions under Riemannian Curvature-Dimension conditions.* *This talk is based on my recent preprint available at https://arxiv.org/pdf/1703.07234.pdf <https://arxiv.org/pdf/1703.07234.pdf>* Tutti gli interessati sono invitati a partecipare.

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Workshop announcement: Mathematics for Big Data
by Alessandra Micheletti 31 Mar '17

31 Mar '17

*Dates: **May 31- June 1, 2017* *Place: **University of Novi Sad, Serbia* The availability of huge amounts of data is often considered as the fourth industrial revolution we are living right now. The increase in data accumulation allows us to tackle a wide range of social, economic, industrial and scientific challenges. But extracting meaningful knowledge from the available data is not a trivial task and represents a severe challenge for data analysts. Mathematics plays an important role in the existing algorithms for data processing through techniques of statistical learning, signal analysis, distributed optimization, compress sensing etc. The amounts of data that are available and that are going to be available in near future call for significant efforts in mathematics. These efforts are needed to make the data useful. The main challenges we plan to consider within this SIG are, roughly speaking, in the area of mathematical optimization and statistics. The Special Interest Group Mathematics for Big Data <https://sites.google.com/view/mathbigdata/home>, organized under ECMI <https://ecmiindmath.org/> umbrella, aims to bring together major stakeholders in this exciting area. The principal objectives of the workshop are § to gather experts from academia working on Big Data issues § to promote scientific cooperation on up-to-date open challenges in the area § to promote cooperation between academia and industry in the area § to promote joint applications to EU funded programs The workshop will have the usual format of ECMI Special Group workshops. Several distinguished experts will deliver plenary lectures on the state-of-the art topics, followed by a limited number of contributed lectures. Posters sections are also possible. A panel discussion with the representatives of industry will also be organized. A collection of survey papers will be published in Springer book edition "Mathematics in Industry". The plenary speakers confirmed so far: · Hanno Gottschalk, University of Wuppertal · Stefano Iacus, University of Milano · Aleksandra Pizurica, University of Ghent · Joao Xavier, Instituto Superior Tecnico, Lisbon · Branka Vucetic, University of Sydney · Milos Bozic, VAST, USA There is no registration fee for the workshop but the registration is obligatory. If you wish to present a contributed lecture or a poster please send the title and a short abstract together with the registration. Due to the limited number of contributed lectures, the organizers might transfer a contributed presentation to a poster presentation. The workshop is organized by Department of Mathematics and Informatics, Faculty of Science, University of Novi Sad and University of Milano, with support from ECMI, Ministry of Education, Science and Technological Development of Serbia and Secretary for High Education and Science of Vojvodina. *For more details visit* *https://www.dmi.uns.ac.rs/mathbd/index.html* <https://www.dmi.uns.ac.rs/mathbd/index.html> -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics ADAMSS Centre Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Quantitative Finance at Work
by Davide Erminio Pirino 31 Mar '17

31 Mar '17

Dear all, on April 28, 2017, the Department of Economics and Finance <http://economia.uniroma2.it/en/def/> and the Master of Science in Finance and Banking <http://economia.uniroma2.it/master-science/financeandbanking> of the University of Rome Tor Vergata <http://web.uniroma2.it/home/newlang/english> will host the first edition of Quantitative Finance at Work, a workshop on the practical use of quantitative methods in Finance. Find out more about the program, the venue and the registration form at the event website <https://economicstorvergat.wixsite.com/qfinatwork>. ( https://economicstorvergat.wixsite.com/qfinatwork) Registration *is** free but required to attend to the workshop*. It will be open until the maximum number of participants is reached. The list of the speakers and some information are attached. You may download the flyer of the event here <https://media.wix.com/ugd/3e1e75_71d989d53179437d885d6a0402ab9f7e.pdf>. Looking forward to seeing you in Rome “Tor Vergata”, The organizing committee Stefano Herzel Davide Pirino Rocco Ciciretti Sergio Scarlatti Alessandro Ramponi Speakers Matteo Bissiri Cassa Depositi e Prestiti Damiano Brigo Imperial College London Attilio Meucci Advanced Risk and Portfolio Management® Marcello Minenna Consob Massimo Morini Banca IMI Federico Mosca Arca SGR Pietro Rossi Prometeia Marcello Terraneo UniCredit Group Venue University of Rome Tor Vergata, School of Economics Classroom TL – Building A Via Columbia, 2 – 00133 Rome Date April 28, 2017, 9:30 AM-5:00 PM *Web*: https://economicstorvergat.wixsite.com/qfinatwork

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Seminario ASTON
by Matteo Ruggiero 31 Mar '17

31 Mar '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 7 Aprile 2017 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: John ASTON (University of Cambridge) FUNCTIONS, MANIFOLDS AND STATISTICAL LINGUISTICS Functional Data Analysis concerns the statistical study of curves and surfaces. An extension, Functional Object Data Analysis, looks at the statistical analysis of curves and surfaces which live in restricted spaces, such as on manifolds. One particular example of these are the covariance functions associated with the underlying curves. These positive definite operators can often be of interest in their own right, yet standard functional data models are not appropriate due to the positive definite space they are constrained to lie in. Statistical models for both traditional functional data and separable positive definite models will be discussed, particularly in regards to the modelling of phonetic data. Acoustic phonetic data from different dialects or languages can be associated with both mean and covariance functions, and models used to try to interpolate and extrapolate sounds from one language to another. We will demonstrate that by considering the spaces where these sounds lie, it is possible to turn a speaker from one language to another, and literally listen to our statistical analysis. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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[COURSE] CSAMA 2017: Statistical Data Analysis for Genome Scale Biology
by stefano iacus 30 Mar '17

30 Mar '17

[Apologizes for cross-posting] CSAMA 2017: Statistical Data Analysis for Genome Scale Biology Bressanone-Brixen (IT) June 11-16, 2017 About the Course ================ The one-week intensive course Statistical Data Analysis for Genome-Scale Biology teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures) and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. The course is intended for researchers who have basic familiarity with the experimental technologies and their applications in biology, and who are interested in making the step from a user of bioinformatics software towards adapting or developing their own analysis workflows. The four practical sessions of the course will require you to follow and modify scripts in the computer language R. Topics ====== * Introduction to R and Bioconductor * The elements of statistics: hypothesis testing, multiple testing, regression, regularization, clustering and classification, parallelization and performance (machine learning), visualisation * RNA-Seq data analysis * Computing with sequences and genomic intervals * Working with annotation – genes, genomic features, variants, transcripts and proteins * Gene set enrichment analysis * Mass spec proteomics and metabolomics * Basis of microbiome analysis * Experimental design, batch effects and confounding * Reproducible research and workflow authoring with R markdown * Package development, version control and developer tools (incl. git, github, RStudio) * Working with large data: performance parallelisation and cloud computing Course Structure ================ The course consists of: * Morning lectures: 20 x 45 minutes: Monday to Friday 8:30 – 12:00 * Practical computer tutorials in the afternoons (13:30 – 16:30) Registration ============ Closes on April 23rd 2016 WebSite of the course ===================== http://www.huber.embl.de/csama2017/ ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Co-Founder of 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 Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Bando RTDA in Statistica
by stefano iacus 30 Mar '17

30 Mar '17

Il Dipartimento di Economia, Management e Metodi Quantitativi, Università degli Studi di Milano, ha aperto un bando per una posizione di ricercatore a tempo determinato, di tipo A, per il settore 13/D1, Statistica. Il bando completo è reperibile all'indirizzo internet: http://www.unimi.it/ateneo/valcomp/93997.htm I compiti che il ricercatore è chiamato a svolgere sono i seguenti: Tipologia dell’impegno didattico e scientifico: Attività didattica, anche in lingua inglese, coerente con i contenuti del settore SECS-S/01 e dei corsi di laurea triennale, magistrale e dottorale di interesse per il dipartimento. Attività di ricerca coerente con le linee di indagine perseguite nel Dipartimento, con specifico riferimento alla analisi dei dati e alla statistica computazionale. La scadenza per la presentazione delle domande è il 14 aprile 2017. Cordiali saluti Stefano Iacus Pier Alda Ferrari ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Co-Founder of 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 Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(a)unimi.it Sent from my StrawBerry®

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Fwd: Postdoctoral positions in Buenos Aires
by Faggionato, Alessandra 30 Mar '17

30 Mar '17

---------- Forwarded message ---------- From: Leonardo Rolla <leorolla(a)dm.uba.ar> Date: 2017-03-30 4:08 GMT+02:00 Subject: Postdoctoral positions in Buenos Aires To: Leonardo Rolla <leorolla(a)dm.uba.ar> Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Apologies in advance for any duplicates. Best regards, Leonardo T. Rolla ---------- Forwarded message ---------- Date: Wed, 29 Mar 2017 16:29:52 -0300 (ART) From: probab(a)dm.uba.ar Subject: Postdoctoral positions in Buenos Aires Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. The positions last two years and have a monthly stipend of around 19600ARS, to start in April 2018. Candidates should send a complete application to probab(a)dm.uba.ar by June 15, attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 2 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Postdoctoral positions in Buenos Aires
by davide gabrielli 30 Mar '17

30 Mar '17

Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. The positions last two years and have a monthly stipend of around 19600ARS, to start in April 2018. Candidates should send a complete application to probab(a)dm.uba.ar by June 15, attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group

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