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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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Seminar prof Cerny, LUISS -- change of time
by Sara 30 Mar '17

30 Mar '17

Dear all, I re-post the announcement for your convenience. The seminar will be next Tuesday, but at 2:30 pm in Room 307b. Professor A. Cerny from Cass will be visiting LUISS and on Tuesday April 4, at 2:30 pm in Room 307b -- viale Romania he will give the following seminar: OPTIMAL TRADE EXECUTION UNDER ENDOGENOUS PRESSURE TO LIQUIDATE: THEORY AND NUMERICAL SOLUTIONS We study optimal liquidation of a large trading position in a market with a temporary price impact. We endogenize the pressure to liquidate and hence allow the time horizon of liquidation to be determined endogenously, as part of the optimal strategy. The corresponding HJB equation leads to a severely singular initial value problem whose numerical solution we also study. In contrast to much of the existing literature spreading the liquidation strategy over a longer horizon is not necessarily beneficial to the trader. Joint work with Pavol Brunovský and Ján Komadel, Comenius University Bratislava -- 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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Postdoc opportunities in Differential Geometry of Statistical Models
by Luigi Malagò 30 Mar '17

30 Mar '17

Cari colleghi, vi scrivo perché mi sono trasferito da 6 mesi in Romania, a Cluj-Napoca al RIST (www.rist.ro/en.html) un istituto privato no profit dove ho ottenuto un grant di 4 anni co-finanziato dall'Europa, per implementare il progetto di ricerca DeepRiemann "Riemannian Optimization Methods for Deep Learning". Ho diverse posizioni aperte per postdoc, e sto cercando giovani in gamba, con background in matematica (geometria differenziale e ottimizzazione Riemanniana), computer science, statistica, etc etc, per creare un gruppo qui a Cluj che si occuperà di Machine Learning e Ottimizzazione www.luigimalago.it/group.html Gli argomenti del progetto includono: *information geometry (differential geometry applied to statistical manifolds) *manifold optimization and second-order Riemannian optimization *machine learning and deep learning (using Riemannian methods) Vi chiederei gentilmente di inoltrare il messaggio a chi secondo voi potrebbe essere interessato ad una delle posizione Gli annunci sono disponibili alla seguente pagina: www.luigimalago.it/postdocs_th.html www.luigimalago.it/postdocs_dl.html <http://luigimalago.it/postdocs_dl.html> grazie mille, Luigi Malagò

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Bando per un posto da ricercatore a tempo determinato
by Massimo Campanino 29 Mar '17

29 Mar '17

E' stato pubblicato un bando per un posto da ricercatore a tempo determinato - Dipartimento di Matematica dell'Università di Bologna - SSD MAT/06 Scadenza presentazione domande: 27/04/2017. Pubblicato sulla Gazzetta Ufficiale 4° serie speciale n. 24 del 28/03/2017 Il bando è consultabile e scaricabile nei seguenti siti: Sito d'Ateneo: http://www.unibo.it/it/ateneo/concorsi-e-selezioni/bandi-ricercatore-a-temp… Sito Miur http://bandi.miur.it/jobs.php/public/cercaJobs Sito Euraxess (portale europeo): (pubblicazione in corso) http://ec.europa.eu/euraxess/

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Fwd: 10th European Summer School in Financial Mathematics - Second Announcement/Extension of Deadline
by Carlo Sgarra 29 Mar '17

29 Mar '17

I'm forwarding this annoucement for people eventually interested. Kind Regards, Carlo Sgarr*a* This is the second announcement for the *10th European Summer School in Financial Mathematics* *"Rough Volatility and Transaction Costs"* which will be held at TU Dresden in Dresden, Germany from August 28 - September 1, 2017. Mini-courses will be given by Jim Gatheral Johannes Muhle-Karbe Mathieu Rosenbaum Walter Schachermayer More detailed information on the summer school and instructions for application can be found at: https://www.math.tu- dresden.de/euroschoolmathfi17 *The application deadline has been extended to April 30, 2017*. Successful applicants will be sponsored for travel (within Europe) and accommodation. Please bring the announcement to the attention of PhD-students and other researchers who may be interested to attend. Martin Keller-Ressel, for the organizing committee: Bruno Bouchard, Stefano De Marco, Martin Keller-Ressel, Mathieu Rosenbaum, Nizar Touzi (Apologies if you have received this email in duplicate)

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annuncio seminario
by Gustavo Posta 28 Mar '17

28 Mar '17

Seminario di probabilità e statistica matematica Aula di Consiglio, Dipartimento di Matematica Guido Castelnuovo Lunedì 3 aprile, ore 16:00 Mauro Piccioni (Università di Roma La Sapienza) terrà una conferenza dal titolo: How it happened (to me) to meet ? Summary: The function ? was defined by Minkowski with the purpose of mapping quadratic irrationals bijectively onto the rationals of (0,1) (in addition, it maps the rationals onto the dyadic rationals). It has remarkable self-similarity properties and it maps (increasingly) the interval [0,1] into itself, with an almost everywhere vanishing derivative. For this reason it has been named the slippery devil’s staircase (to distinguish it from the Cantor set distribution function, which, not being strictly increasing, is not slippery!). In the talk we will obtain it as the equilibrium law of a random walk on the homogeneous space (H,PSL_2(Z)) where H is the upper half-plane in the complex plane and PSL_2(Z) is the modular group. The random walk walk drifts towards the real line with a limit in law X whose image under the function |x|v|x|^{-1} has distribution function ?. In proving this, the characterization of a ?-distributed random variable Y in term of its continued fraction expansion is also obtained. This is a joint work with Gerard Letac. Tutti gli interessati sono invitati a partecipare. Per informazioni rivolgersi a piccioni(a)mat.uniroma1.it ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ------------------------------------------------------------------

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PhD course by Costantinos Kardaras (LSE) in Padova
by Giorgia Callegaro 28 Mar '17

28 Mar '17

Dear all, this is to invite you to the PhD course which will be given next week by Costantinos Kardaras (LSE) at the Mathematics Department of the University of Padova. All the details follow: *Title*: *Growth optimality and recent applications to probability* *Timetable*: - April 3rd, 2017, 16:30 - 18:00 Torre Archimede, Room 2BC/30 - April 4th, 2017, 16:30 - 18:00 Torre Archimede, Room 2BC/30 - April 5th, 2017, 16:30 - 18:00 Torre Archimede, Room 2BC/30 - April 6th, 2017, 16:30 - 18:00 Torre Archimede, Room 2BC/30 - April 7th, 2017, 16:00 - 17:30 Torre Archimede, Room 2BC/30 *Course requirements*: Probability and Stochastic Calculus *SSD*: MAT/06 and SECS-S/06 *Aim*: This course aims at providing an overview on recent developments in the Mathematical Finance research field, having as a central idea in mind the role of the growth optimal portfolio. Course contents: These lectures will touch upon recent developments in the applied probability, and more precisely mathematical finance. The vessel that is used to connect different topics is that of growth optimality, a notion that has proved extremely fruitful. A representative collection of what will be covered are applications in arbitrage theory, constrained optimisation, filtration enlargement, and semimartingale theory. Other areas of application, such as economics, robust optimisation, and even functional analysis, will be also discussed (if time permits). Thanks and have a nice day, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Cladag2017 - deadline 31 March for paper submission
by Francesca Greselin 27 Mar '17

27 Mar '17

The list of Invited Sessions for the Cladag2017 International Conference <http://www.cladag2017.unimib.it/>, including three exciting Keynote Talks, given by Antony Davison, J. Sunil Rao and Roberto Rocci, are currently available. Researchers interested in *classification, clustering, data analysis, multivariate analysis, computational statistics and their applications *are invited to participate. The conference will take place at the University of Milano-Bicocca in Milan, from 13-15 September. Invited sessions will include: Statistical models for complex extremes Classified Mixed Model Prediction New methods for clustering ordinal data Classification models in economics and business Advances in Classification and Clustering of Complex Data Network Analysis with applications on biological, financial and social networks Advances in Functional data analysis Heterogeneity and new statistical models Advances in Ordinal and Preference Data Advances in Biostatistics Innovative applications of multidimensional scaling and related techniques Latent class analysis Classification and Visualization Advances in Credit Risk Modeling Robust Clustering Designing clinical trials Big data and Design of Experiments Submissions for contributed, as well as invited talks, are currently open <http://www.cladag2017.unimib.it/registration-and-submission/submission/>, with a deadline of *31 March*. Talks can be one any topic related to statistics, data classification and the analysis of data. Submissions for posters are also welcomed. Registration for the conference is open <http://www.cladag2017.unimib.it/registration-and-submission/registration/>, with early booking discounts available until *30 May*. Francesca Greselin Chair of the Organizing Committee

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Seminar announcement, prof A. Cerny - LUISS G. Carli Roma
by Sara 27 Mar '17

27 Mar '17

Dear all, Professor A. Cerny from Cass will be visiting LUISS and on Tuesday April 4, at 12 in Room A410 -- viale Romania he will give the following seminar: *Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions* We study optimal liquidation of a large trading position in a market with a temporary price impact. We endogenize the pressure to liquidate and hence allow the time horizon of liquidation to be determined endogenously, as part of the optimal strategy. The corresponding HJB equation leads to a severely singular initial value problem whose numerical solution we also study. In contrast to much of the existing literature spreading the liquidation strategy over a longer horizon is not necessarily beneficial to the trader. Joint work with Pavol Brunovský and Ján Komadel, Comenius University Bratislava -- 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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Seminario a Firenze 28/3: Statistical inference of supOU and mixed moving average processes, Imma Curato
by Cecilia Mancini 27 Mar '17

27 Mar '17

Nell'ambito del ciclo di seminari del Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Universita' di Firenze Martedì 28 Marzo 2017 (Edificio D6/Aula Bracco) ore 14.00 Imma Curato (Ulm University) terrà un seminario dal titolo: "Statistical inference of supOU and mixed moving average processes" ----- Tutti gli interessati sono cordialmente invitati a partecipare. La lista dei seminari Disei è raggiungibile al seguente indirizzo: http://www.disei.unifi.it/vp-104-seminari.html

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PhD in Economics, Ca' Foscari University of Venice - Call for application 2017-18
by Antonella Basso 22 Mar '17

22 Mar '17

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2017-2018 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Here <http://www.unive.it/pag/fileadmin/user_upload/scuole/graduate/documenti/201…> you can find the first placement of last years' PhDs. The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of _four years.__ ___ For the academic year 2017-2018, 5 positions are available, all of them come with a scholarship (around 13,700 € per year). Deadline for application is *April 27th* 2017, 13h00 (Italian time). Information and application procedure can be found at http://www.unive.it/phdapplication <http://www.unive.it/phdapplication> Information on the PhD in Economics can be found at http://www.unive.it/phdeconomics <http://www.unive.it/phdeconomics> Any questions on the program may be addressed to sse(a)unive.it <mailto:sse@unive.it> I also attach to this email a flyer I would be grateful if you could print and post in your department. Finally, two ExSIDE doctoral position based in Venice are still open. ExSIDE is an innovative training program that will give successful applicants a double/joint PhD degree from two universities. Project n. 2 deals with experimental economics in broad sense; project n. 15 will develop agent-based models of tax evasion. Further details can be found at http://exside-itn.eu/ . Successful candidates will get a generous scholarship (the gross monthly wage is above 3000€). Thank you for your cooperation Best regards Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Politecnico di Milano - Seminario Eva Fiserova e Karel Hron
by Laura M. Sangalli 21 Mar '17

21 Mar '17

Si avvisa che in data 06-04-2017, alle ore 14:00 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatori: Eva Fiserova e Karel Hron, Palacky University, Olomouc, Czech Republic Titolo: Regression analysis for compositional data from perspective of the logratio approach Sommario: Regression analysis is an important tool for analysing the relationships between the response variable and known explanatory variables. When the response variables or explanatory variables are compositional, i.e. multivariate observations carrying only relative information (proportions, percentages), a special treatment in regression is necessary. Compositional data are characterized by the simplex sample space with the Aitchison geometry that forms the Euclidean structure. Proper statistical methodology for this kind of observations is the logratio methodology that enables to express the data isometrically in the real Euclidean space where it is possible to apply standard statistical tools (Aitchison, 1986; Pawlowsky-Glahn et al., 2015). The lecture is focused on three main regression tasks, where compositional data are involved: either regression with a compositional response variable, or regression with compositional explanatory variables, or regression between parts of a composition. The main methodological approach for dealing with compositional regression is based on orthonormal logratio coordinates. Although regression models in orthonormal logratio coordinates are theoretically well justified, both the normalizing constants to reach orthonormality and the natural logarithm itself result in quite a complex interpretation of the regression parameters. In the lecture, we will present new orthogonal logratio coordinates (Muller et al., 2017) in order to achieve better interpretability of regression parameters while preserving all important features of regression models for compositional data. Theoretical results will be applied to real-world examples. Docente di riferimento: Alessandra Menafoglio, alessandra.menafoglio(a)polimi.it Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Seminar by Matteo Basei in Padova
by Giorgia Callegaro 20 Mar '17

20 Mar '17

Dear all, this is to announce a seminar which will be given by Matteo Basei (Université Paris VII) at the Mathematics Department of the University of Padova. The title and all the details follow: *Title* : *Coordination of centralized and distributed generation: a linear-quadratic McKean-Vlasov control problem* *Date and time*: 29 March 2017 at 13 *Room*: 2 BC 30 See you soon, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Annuncio di seminario
by Piccioni, Mauro 20 Mar '17

20 Mar '17

Seminario di probabilità e statistica matematica Lunedì 27 marzo, ore 16:00 Aula di Consiglio del Dipartimento di Matematica “Guido Castelnuovo” Sapienza Università di Roma MASSIMO CAMPANINO (Dipartimento di Matematica, Università di Bologna) Recurrcnce properties for random walks on a two-dimensional random graph. In [1] a random walk on a bi-dimensional random graph was studied. This model had been previously introduced in the physical literature. and studied numerically. It is established in [1] that, in contrast with the corresponding periodic graph, this random walk is transient with probability one with respect to the random environment. Subsequently several papers appeared on related models ([3], [4] [5] [6]). The results of [1] have been used in [7] to study a model of corner percolation on Z2. In [2] transience was obtained on a more general random environment and a transition from recurrence to transience has been proved to occur. At the moment work is going on in collaboration with G. Bosi to study the problem on a honeycomb random graph. [1] M. Campanino, D. Petritis. Random walks on randomly oriented lattices. Markov Process. Relat. Fields 9, 391-412 (2003). [2] M. Campanino, D. Petritis. Type transition of simple random walks on randomly directed regular lattices, J. Appl. Prob. 51, 1065-1080 (2014). [3] B. De Loynes. Marche aleatoire sur un di-graphe et frontière de Martin. C. R. Acad. Sci. Paris 350, 87-90 (2012). [4] A. Devuldier, F. Pene. Random walk in random environment in a two-dimensional stratified medium with orientation. Electron. J. Prob. 18, no. 18 (2013). [5] Guillotin-Plantard, A, Le Ny. A functional limit theorem for a 2D-random walk with dependent marginals. Electron. Commun. Prob. 13, 337-351 (2008). [6] Guillotin-Plantard, A, Le Ny. Transient random walks on 2D-oriented lattice. Theory Prob. Appl. 52, 699-711 (2008). [7] G. Pete. Corner percolation on Z2 and the square root of 17. Ann. Prob. 36, 1711-1747 (2008). Tutti gli interessati sono invitati ad intervenire. Per informazioni rivolgersi a piccioni(a)mat.uniroma1.it

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Applied Bayesian Statistics School - Como- June 19-23, 2017
by Consonni Guido 19 Mar '17

19 Mar '17

We would like to remind you that April, 1st is the deadline for early registration to ABS17 - ABS (Applied Bayesian Statistics) Summer school on MODELING SPATIAL AND SPATIO-TEMPORAL DATA WITH ENVIRONMENTAL APPLICATIONS Villa del Grumello, Como, Italy --- 19-23 June 2017 www.mi.imati.cnr.it/conferences/abs17/home.htm There are many reasons to attend the school. We just mention three of them: 1) The 2017 lecturer is Prof. Bruno Sanso' (University of California at Santa Cruz, USA), an outstanding scholar in Bayesian analysis and modeling with special reference to time series and spatial data. He is the current Editor-in-Chief of Bayesian Analysis, the official ISBA (International Society for Bayesian Analysis) journal, former Member of the Executive Board of TIES (The International Environmetrics Society), former Chair of the ASA (American Statistical Association) Advisory Committee for Climate Change and former Chair of the ISBA Section on Environmental Sciences. 2) The ABS school has a solid reputation in organizing short intensive courses on topics of broad interest. It has been running every year since 2004 with leading researchers presenting state-of-the-art Bayesian methods for applications, combining theoretical lectures and practical sessions, and fostering intereaction among participants in a very stimulating environment. 3) Last but not least, the school will be held in Villa del Grumello, a magnificent villa facing Lake Como, a renowned Italian tourist attraction. Best regards Raffaele Argiento, Guido Consonni and Fabrizio Ruggeri 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 in Data Science for Management master.unicatt.it/datascience

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Avviso di seminario :: Rue@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 17 Mar '17

17 Mar '17

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 23 Marzo, ore 11:00am ----------------------------------------------------------------------------- Aula III (terzo piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma HÅVARD RUE (KAUST, http://www.r-inla.org/) terrà un seminario dal titolo PENALISING MODEL COMPONENT COMPLEXITY: A PRINCIPLED PRACTICAL APPROACH TO CONSTRUCTING PRIORS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Saluti Pierpaolo Brutti --- ABSTRACT Setting prior distributions on model parameters is the act of characterising the nature of our uncertainty and has proven a critical issue in applied Bayesian statistics. Although the prior distribution should ideally encode the users’ uncertainty about the parameters, this level of knowledge transfer seems to be unattainable in practice and applied statisticians are forced to search for a “default” prior. Despite the development of objective priors, which are only available explicitly for a small number of highly restricted model classes, the applied statistician has few practical guidelines to follow when choosing the priors. An easy way out of this dilemma is to re-use prior choices of others, with an appropriate reference. In this talk, I will introduce a new concept for constructing prior distributions. We exploit the natural nested structure inherent to many model components, which defines the model component to be a flexible extension of a base model. Proper priors are defined to penalise the complexity induced by deviating from the simpler base model and are formulated after the input of a user-defined scaling parameter for that model component, both in the univariate and the multivariate case. These priors are invariant to reparameterisations, have a natural connection to Jeffreys’ priors, are designed to support Occam’s razor and seem to have excellent robustness properties, all which are highly desirable and allow us to use this approach to define default prior distributions. Through examples and theoretical results, we demonstrate the appropriateness of this approach and how it can be applied in various situations, like random effect models, spline smoothing, disease mapping, Cox proportional hazard models with time-varying frailty, spatial Gaussian fields and multivariate probit models, etc. Further, we show how to control the overall variance arising from many model components in hierarchical models. This is joint work with a lot of people related to the R-INLA project, and is still work in progress.

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Workshop in Robust Finance, 26-28 April 2017 in Zurich
by Matteo Burzoni 16 Mar '17

16 Mar '17

Dear Colleagues, on behalf of the organising committee it is a pleasure to announce that the workshop "Young Researchers in Robust Mathematical Finance" will take place in Zürich on 26-28 April 2017. The keynote speakers are: Beatrice Acciaio (London School of Economics) Francesca Biagini (LMU München) Rama Cont (Imperial College London and CNRS) Alex Cox (University of Bath) Yan Dolinsky (Hebrew University of Jerusalem) Additionally, 14 young researchers working on topics related to robust, model-independent or pathwise mathematical finance will give 30 minute presentations. The workshop will start at 9 a.m. on the 26th and finish around 2 p.m. on the 28th with a plenary discussion involving all the keynote speakers and some professors from ETH. You can find more detailed information on the website of the workshop: https://people.math.ethz.ch/~prodavi/workshop.html. The registration is free of charge, for organizational purposes we kindly ask you to send an email to david.proemel(a)math.ethz.ch no later than 8th of April if you wish to participate. Poster presentations are welcome and encouraged. If you wish to present a poster, please send us title and abstract in your registration email. We look forward to welcoming you in Zürich. Best regards, Matteo Burzoni (ETH Zürich) Ariel Neufeld (ETH Zürich) David Prömel (ETH Zürich) Candia Riga (University of Zürich)

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post-doc positions at Scuola Normale, Pisa
by Davide Erminio Pirino 16 Mar '17

16 Mar '17

Dear all, the Scuola Normale Superiore <http://en.sns.it/> (SNS) has opened two new post-doctoral positions (assegno di ricerca) financed under the SIR program "A New Measure of Liquidity" <https://davidepirino7.wixsite.com/davidepirino/projects> and the SNS <http://normalenews.sns.it/nasce-il-dynamics-and-information-research-instit…> -UniCredit <https://www.unicreditgroup.eu/it/press-media/press-releases/2014/nasce-il--…> collaboration "Dynamics and Information Research Institute". Please follow this link <http://en.sns.it/bando/research-contract-named-%E2%80%9Ctopological-time-se…> to apply for the position "Topological Time Series Analysis" and this link <http://en.sns.it/bando/research-contract-named-%E2%80%9Cmeasures-illiquidit…> to apply for the position "Measures of illiquidity in financial markets using infill asymptotics". The deadline is *April, 3, 2017*. Regards, Davide.

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