- Random - Mailing list — Dipartimento di Matematica, UniPI

2 Seminari Firenze 14/2/17 ore 10 al DISEI
by cecilia mancini 09 Feb '17

09 Feb '17

Nell'ambito del ciclo di seminari del Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Universita' di Firenze, il giorno Martedì 14 Febbraio 2017 (Edificio D6/Aula Bracco, ossia 1.12): si terranno i seguenti 2 seminari ore 10 Francesca Lilla (Università di Bologna) OPTION PRICING WITH HIGH FREQUENCY ESTIMATES OF CONTINUOUS AND DISCONTINUOUS VOLATILITY COMPONENTS ore 11 Susana Martins, University of Minho & NIPE, Braga, Portugal MODELLING SOVEREIGN DEBT CONTAGION: A SMOOTH TRANSITION APPROACH 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 Abstract dei seminari OPTION PRICING WITH HIGH FREQUENCY ESTIMATES OF CONTINUOUS AND DISCONTINUOUS VOLATILITY COMPONENTS Jump-diffusion model represents the popular approach to match return stylized facts. Its estimation is simplified since prices are observable quantities, but it does not appear to be sufficient to yield the rapid increases in volatility which have been historically experienced. Examining price evolution at ultra high frequency, traditional measures of jump variation tend to spuriously assign a burst in volatility to the jump components. What jump-diffusion model identifies as genuine price jumps are period of heightened volatility. Starting from these findings, I develop a new multifactor volatility model, labeled as VARG-J, in which volatility is decomposed in two components: continuous and discontinuous. The first involves small changes while the second occasional big moves. The VARG-J model belongs to the class of affine discrete-time models based on high frequency volatility measures. The pricing approach performed in this paper allows to incorporate risk premia in order to compensate for two new sources of risk concerning both volatility components, beyond the risk related to shocks in log-returns. Combining high-frequency returns and option data, the empirical analysis illustrates that volatility jump component is a key ingredient for reproducing the observed volatility smile and for improving the pricing performances of S&P 500 Index options. MODELLING SOVEREIGN DEBT CONTAGION: A SMOOTH TRANSITION APPROACH ABSTRACT: In this paper, we study the timing and extent of the European sovereign debt contagion across nine Eurozone countries from 2005 until 2016. In this setting, financial contagion is measured as a significant increase in cross-market correlations which are assumed to follow a Smooth Transition Conditional Correlation (STCC-) GARCH model. The cross-market correlations change smoothly between two extreme states according to an observable transition variable. This variable is specified both as a function of time and lagged returns. When using time, a pre-crisis and two crises sub-periods are identified. Our results suggest contagion effects within the periphery countries, notably from Greece and Portugal, and between the periphery and core countries.

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CLADAG 2017: Call for Papers
by Francesca Greselin 09 Feb '17

09 Feb '17

11th Scientific Meeting of the Classification and Data Analysis Group of the Italian Statistical Society CLADAG 2017 September 13rd to 15th, 2017 University of Milano-Bicocca, Milan, Italy We happily announce and invite paper submissions for the *11th Scientific Meeting of the Classification and Data Analysis Group of the Italian Statistical Society - CLADAG 2017* conference, which will take place at the University of Milano-Bicocca, from September 13th to 15th. Areas of interest to the conference include: • Classification Theory • Multivariate Data Analysis • Proximity Structure Analysis • Applied Classification and Data Analysis • Software Developments People who wish to submit a paper should send the title of their paper by February 28th. Details of title submission are available at http://www.cladag2017.unimib.it The conference will be a mix of plenary, invited and submitted talks and posters. Invited sessions details can be seen at the conference website. ::: CLADAG 2017 KEYNOTES ::: We are delighted of having the following keynote speakers: *Antony Davison,* <http://statwww.epfl.ch/davison/davison.html> Institute of Mathematics, Ecole Poytechnique Federale de Lausanne, Switzerland *Sunil J. Rao,* <http://www.biostat.med.miami.edu/people/primary-faculty/sunil-rao> Division of Biostatistics, Department of Public Health Sciences University of Miami, Florida, USA *Roberto Rocci <http://economia.uniroma2.it/faculty/145/rocci-roberto>, *Dipartimento di Economia e Finanza, Università degli studi di Tor Vergata, Rome, Italy ::: CLADAG 2017 PAPERS AND SPECIAL ISSUES ::: Book of Abstract: all the accepted short papers will be published in the CLADAG2017 Proceedings, with ISBN. After the Conference, authors will be encouraged to submit a full paper (up to 8 pages) for the publication in the Springer series "Studies in Classification, Data Analysis, and Knowledge Organization" to be released in 2018. All submitted papers will undergo a regular reviewing process. ::: CLADAG 2017 DEADLINES ::: - Title and pre-registration: *February 28th, 2017* - Short paper: *March 31th, 2017* - Notification of acceptance: *May 15th, 2017* - Revised short paper: *May 31th, 2017* - Payment of registration fee: *from May 1rst, 2017* ::: CLADAG 2017 YOUNG RESEARCHERS AWARD ::: A Call for Ideas has been issued for organizing an event for Young researchers, on September 12th, with excellent proposals that are now under finalization. Prizes for the challenge will be awarded during the Conference. Looking forward to seeing you at CLADAG 2017! Francesca Greselin Local Organizing Committee

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de Finetti Risk Seminar - February 2017
by Emanuela Rosazza 09 Feb '17

09 Feb '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 Coalitionally Strategy Proof Social Choice Functions K.P.S. Bhaskara Rao Indiana University Northwest LOCATION: The seminar will be held on Wednesday, February 15, 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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Master and PhD offers - LAAS, Touluse
by Cecchi, F. 08 Feb '17

08 Feb '17

Inoltro con richiesta di diffusione: 2 posizioni per Master/Phd thhesis in Touluse at LAAS sui seguenti argomenti: 1) Vehicular Networks 2) Stochastic Modeling of Computing Systems Dettagli in allegato. Saluti, Fabio

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Fwd: 10th European Summer School in Financial Mathematics
by Carlo Sgarra 08 Feb '17

08 Feb '17

---------- Messaggio inoltrato ---------- Da: "Martin Keller-Ressel" <martin.keller-ressel(a)tu-dresden.de> Data: 03/feb/2017 15:31 Oggetto: 10th European Summer School in Financial Mathematics A: Cc: <summerschool2017.math(a)tu-dresden.de> Dear colleagues, We happily announce and invite applications 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 is April 17, 2017. Successful applicants will be sponsored for travel and accommodation. Please bring the announcement to the attention of PhD-students, Post-Docs 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 -------------------------------- Martin Keller-Ressel Professor für Stochastische Analysis und Finanzmathematik Technische Universität Dresden Institut für Mathematische Stochastik Willersbau B 316, Zellescher Weg 12-14 01062 Dresden --------------------------------

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Alcuni aggiornamenti sulla lista Random
by Marco Romito 06 Feb '17

06 Feb '17

Cari iscritti, alcune informazioni importanti relative alla lista Random. 1) C'è stato un piccolo problema tecnico sul server che ospita la lista (più dettagli in calce per gli interessati) per cui alcuni dei messaggi inviati tra il 26 gennaio ed il 5 febbraio potrebbero non essere stati recapitati a tutti gli iscritti (essenzialmente, non hanno ricevuto messaggi coloro la cui posta in un modo o nell'altro passa attraverso server Google). Il problema è attualmente risolto. 2) L'archivio dei messaggi inviati su Random è disponibile all'indirizzo seguente (riportato in calce a ogni messaggio inviato sulla lista): https://fields.dm.unipi.it/pipermail/random/ Chi invia un messaggio a Random è invitato a controllare tale archivio 15 minuti dopo l'invio, per assicurarsi che il proprio messaggio sia effettivamente passato. (Talvolta capita che chi invia un messaggio non lo riceva al proprio indirizzo. Se il messaggio compare in archivio, gli altri utenti lo hanno ricevuto.) 3) L'indirizzo a cui inviare i messaggi alla lista è random(a)fields.dm.unipi.it Ricordiamo che è importante inviare i messaggi dall'indirizzo con cui si è iscritti a Random, altrimenti i messaggi vengono bloccati. Buona giornata, Francesco e Marco _Dettagli tecnici per gli interessati_: nel fine settimana del 27-28 gennaio il numero IP del server che ospita la lista è stato cambiato. Contestualmente, il tecnico che gestisce il server ha attivato la posta sull'indirizzo IPv6 (e non su IPv4). In teoria nulla di grave, perché l'architettura attuale dei server (dns, etc) permette l'indirizzamento con entrambi i tipi. Purtroppo i server di Google si aspettano che il DNS abbia anche una chiave crittografica per garantire che l'indirizzo IPv6 in questione sia autorizzato a inviare posta. Questo, tragicamente, non è stato fatto dal tecnico. La soluzione più immediata è stata di riportare la posta sull'indirizzo IPv4.

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Fwd: open position in Eindhoven
by Bertini, Lorenzo 06 Feb '17

06 Feb '17

---------- Forwarded message ---------- From: Peletier, M.A. <M.A.Peletier(a)tue.nl> Date: 2017-02-03 21:55 GMT+01:00 Subject: open position in Eindhoven To: "bertini(a)mat.uniroma1.it" <bertini(a)mat.uniroma1.it> I’m contacting you now because we just opened a position that’s specifically aimed to be between analysis and stochastics: http://jobs.tue.nl/nl/vacature/crossdisciplinary-tenuretrack-assistant-prof…

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Fwd: posto di Assistant Professor - Università Carlos III di Madrid
by Antonio DI CRESCENZO 06 Feb '17

06 Feb '17

DE: "BERNARDO D AURIA ." <<mailto:bdauria@est-econ.uc3m.es>bdauria(a)est-econ.uc3m.es> ASUNTO: 1 POSTO DI RICERCATORE (TENURE TRACK PER PROF. ASSOCIATO) ALLA UNIVERSITÀ DI MADRID CARLOS III FECHA: 6 de febrero de 2017 13:18:17 GMT+1 PARA: Mailing list RANDOM <<mailto:random@mail.dm.unipi.it>random(a)mail.dm.unipi.it> L'Università Carlos III di Madrid, in particolare il dipartimento di Statistica e Ricerca Operativa, ha bandito un posto di Assistant Professor (Profesor Visitante) Vi passo l'annuncio sperando sia di vostro interesse, la scadenza è per il 28 di Febbraio. La pagina web del dipartimento è http::/<http://www.est.uc3m.es/>www.est.uc3m.es Un saluto Bernardo D'Auria Universidad Carlos III de Madrid email: <mailto:bernardo.dauria@uc3m.es>bernardo.dauria(a)uc3m.es tel: 91.624.9502 en: 3.2.06 - DECANATO (Getafe) tel: 91.624.8804 en: 7.3.J29 - JUAN BENET (Leganés)

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Annuncio di seminario
by Piccioni, Mauro 06 Feb '17

06 Feb '17

*Martedì 14 febbraio* *Ore 14:00, Aula di Consiglio* *Seminario di Probabilità e Statistica Matematica* *Lorenzo Bertini, Dipartimento di Matematica, Sapienza Università di Roma* *Titolo: *Grandi deviazioni rispetto al moto per curvatura media *Sunto: *Si consideri l'equazione di Allen-Cahn in dimensione d=2 o d=3. Effettuando un riscalamento diffusivo, per dati iniziali opportuni, la dinamica limite dell'interfaccia tra le due fasi stabili e' descritta dal moto per curvatura media. Verra' introdotta una perturbazione stocastica di tale equazione e analizzata la corrispondente asintotica di grandi deviazioni nel limite di interfacce concentrate. Il corrispondente funzionale di tasso e' analogo a quello ottenuto analizzando la convergenza variazionale dei funzionali d'azione. La dimostrazione della stima di grandi deviazioni utilizza strumenti di teoria geometrica della misura. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a: piccioni(a)mat.uniroma1.it

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seminario Cosimo Munari in Bicocca
by Fabio Bellini 06 Feb '17

06 Feb '17

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CALL FOR PAPERS: GDRR 2017 - Games and Decisions in Reliability and Risk
by fabrizio＠mi.imati.cnr.it 06 Feb '17

06 Feb '17

GDRR 2017 - 5th Symposium on Games and Decisions in Reliability and Risk Spanish Royal Academy of Sciences - Madrid, Spain June 7-9th, 2017 Following the meetings in Washington by George Washington University (2009), in Belgirate by CNR IMATI (2011), in Kinsale by Trinity College Dublin (2013), and in Istanbul by Yeditepe University (2015), the Fifth Symposium on Games and Decisions in Reliability and Risk (GDRR 2017) will take place in Madrid during June 7-9, 2017. The symposium is organised by ICMAT-CSIC and the Spanish Royal Academy of Sciences and is supported by ISBA and I2SDS at George Washington University. The objective of the symposium is to present novel uses of game and decision theory in reliability and risk analysis and to bring together researchers from diverse disciplines such as economics, engineering, finance, mathematics, medical sciences, probability and statistics. All sessions at this symposium will be plenary, with a mix of invited and contributed presentations. Some preliminary information about the symposium can be found at the web site: http://www.methaodos.org/congresos-methaodos/index.php/gdrr/GDRR17/ Authors interested in presenting a contributed talk are kindly invited to send a title and an abstract by e-mail to gdrr2017(a)icmat.es, by March 31st, 2017. A poster session is planned only if there will be a large number of submissions. A special issue of Applied Stochastic Models in Business and Industry http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1526-4025 is planned on the theme of GDRR. Best regards Fabrizio Ruggeri (on behalf of the Scientific Committee) -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Bassini 15 fax +39 0223699538 I-20133 Milano (Italy) web.mi.imati.cnr.it/fabrizio

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prova tecnica
by Marco Romito 05 Feb '17

05 Feb '17

prova

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Seminario Sergio Albeverio: Asymptotic expansions, summability, SDEs and applications (DipInf - UniVr)
by Luca di persio 03 Feb '17

03 Feb '17

Mercoledì 8 Febbraio, ore 16:30 Presso: Dipartimento di Informatica (Sala Verde) Strada le Grazie, 15 https://goo.gl/maps/6mB9N2SSeqC2 Il prof. Sergio Albeverio (IAM and HCM, University of Bonn) terrà il seguente seminario Title: Asymptotic expansions, summability, SDEs and applications Abstract: Asymptotic series and Borel summability will be shortly recalled, as well as relations with the classical moment problem,with a view towards applications in the study of (S)DEs. Some examples from models of financial mathematics and mathematical physics will be discussed. Tutti gli interessati sono invitati a partecipare. Cordialmente, 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 Emilio Porcu in Bicocca
by Fabio Bellini 03 Feb '17

03 Feb '17

ll giorno lunedì13 febbraio alle ore 11.00 presso la aula seminari del Dismeq al IV piano dell'edificio U7, il prof. Emilio Porcu del Department of Mathematics della University Federico Santa Maria di Valparaiso terrà un seminario su Estimation and Prediction using Wendland covariance functions under Infill Asymptotics Abstract We study estimation and prediction of Gaussian random fields with covariance models belonging to the generalized Wendland (GW) class, under fixed domain asymptotics. As the Matlern case, this class allows a continuous parameterization of smoothness of the underlying Gaussian random field, being additionally compactly supported. The paper is divided into two parts: first, we characterize the equivalence of two Gaussian measures with GW covariance function, and we provide sufficient conditions for the equivalence of two Gaussian measures with Matlern and GW covariance functions. We elucidate the consequences of these facts in terms of (misspecified) best linear unbiased predictors. In the second part, we establish strong consistency and asymptotic distribution of the maximum likelihood estimator of the microergodic parameter associated to GW covariance model, under fixed domain asymptotics. Our findings are illustrated through a simulation study: the former compares the finite sample behavior of the maximum likelihood estimation of the microergodic parameter with the given asymptotic distribution. The latter compares the finite-sample behavior of the prediction and its associated mean square error when using two equivalent Gaussian measures with Matlern and GW covariance model, using covariance tapering as benchmark. Tuti gli interessati sono invitati a partecipare.

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Summer school on "Mathematical Modelling in Life Sciences" in Pisa - save the date
by Luigi Amedeo Bianchi 02 Feb '17

02 Feb '17

Dear all, this is the first announcement for the summer school on *Mathematical Modelling in Life Sciences*, to be held at the Centro di Ricerca Matematica "E. De Giorgi" in Pisa, Italy, from September 13th to September 15th, 2017. The aim of the school is to introduce and discuss some recent developments in analytical and probabilistic modelling for life sciences. The school will feature two main courses, by *Benoit Perthame* (Université Pierre et Marie Curie in Paris) and *Sylvie Méléard* (Ecole Polytechnique Université Paris- Saclay), as well as additional lectures by *François Delarue* (Université de Nice). There will also be a limited number of short contributed talks by some of the participants. This summer school is intended for PhD students and young researchers, but open for everyone. Registration to the school is free, but compulsory for organisatorial purposes. Some funds are available to offer financial support to a limited number of selected students and young researchers (post-docs). The deadline for application is 29th June 2017.This school would not have been possible, without the support by Centro di Ricerca Matematica "E. De Giorgi", Università di Pisa and GNAMPA-INdAM. More information and the registration form are available on the website http://www.crm.sns.it/event/409/ We are looking forward to seeing you in Pisa. The organisers, Lisa Beck, Luigi Amedeo Bianchi, Dirk Blömker, Franco Flandoli, Marco Romito, Dario Trevisan

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position as Teaching Assistants
by Davide Erminio Pirino 02 Feb '17

02 Feb '17

Three positions as "Teaching Assistant", Faculty of Economics, University of Rome Tor Vergata. Deadline February, 9, 2017. http://economia.uniroma2.it/def/selezioni-e-bandi/175-619/bando-coadiutori-…

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Seminario Thomassey DipMat@UniTo
by Roberta Sirovich 01 Feb '17

01 Feb '17

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Giovedì 9 Febbraio 2017 alle ore 11:00 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il seguente seminario Sales forecasting in fashion industry: main issues and opportunities Sébastien Thomassey ENSAIT – Lille 1 University Roubaix – France *Abstract *The fashion industry is a very challenging market for the sales forecasting. Indeed, the volatile demand, the strong seasonality of sales, the wide number of items with short life cycle or the lack of historical data, make the traditional forecasting models, based on time series, unsuitable or at least very difficult to implement. Therefore, researchers and practitioners have investigated other techniques such as Artificial Intelligence. The emergence of the “big data” era has also opened new opportunities and generated new issues. In this presentation, we propose an overview of the different constraints related to the sales forecasting in the fashion industry. Some examples are introduced to illustrate the problematics and the potential solutions. Finally, the new opportunities which could be explored are discussed. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Fwd: conference announcement: "Statistical mechanics, random planar geometry and interacting random walks", Lyon, June 6-9, 2017
by Francesco Caravenna 30 Jan '17

30 Jan '17

Ricevo e inoltro. > Da: Fabio Toninelli <toninelli(a)math.univ-lyon1.fr> > Oggetto: conference announcement: "Statistical mechanics, random planar geometry and interacting random walks", Lyon, June 6-9, 2017 > Data: 30 gennaio 2017 11:32:30 GMT+01:00 > > > Dear colleagues, > > We are glad to announce the forthcoming workshop: > > "Statistical Mechanics, random planar geometry and interacting random walks" > > to be held on June 6-9, 2017 at the University Lyon 1, France. This workshop will be part of the thematic trimester "ProbabLYon" in probability theory (http://math.univ-lyon1.fr/~garban/ProbabLYon/) > > A list of speakers is avaible on the web-page > > http://math.univ-lyon1.fr/~garban/StatMech2017/ > > Registration is free but mandatory, and should be done here: > > https://indico.math.cnrs.fr/event/1958/registration/register#/register > > Graduate students, postdocs and early career researchers are encouraged to apply. Some financial support is available. Junior participants who wish to apply for financial support should do so before April 15th. and should arrange for a short support letter to be sent by e-mail by their supervisor to the organizers. > > Do not hesitate to forward this announcement to your potentially interested colleagues. > > Best regards, > Christophe Garban, Christophe Sabot, Fabio Toninelli > > Fabio Toninelli > Institut Camille Jordan, Universite' Lyon 1 > 43 bd du 11 novembre 1918 > 69622 Villeurbanne Cedex, France > > Office 105, tel: +33 (0) 4 26 23 44 41

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Numerical methods for stochastic models: control, uncertainty, quantification, mean-field
by Tiziano Vargiolu 30 Jan '17

30 Jan '17

Numerical methods for stochastic models: control, uncertainty quantification, mean-field July 17 - August 25, CIRM, Marseille http://smai.emath.fr/cemracs/cemracs17/ The goal of this event is to bring together scientists from both the academic and industrial communities and discuss these topics. During the first week, a classical summer school is proposed. It consists of several lectures given by leading scientists and related to the topics of the research projects. The remaining 5 weeks are dedicated to working on the rechearch projects, possibly after a morning seminar. Cemracs'17 will be the twenty-second of the series, devoted this year to the study of advanced numerical methods for the analysis of stochastic models associated with stochastic control problems, uncertainty propagation analysis or mean-field type interaction phenomena. These models are echoes many industrial applications (production optimization systems, life sciences, neuroscience, geophysics, fluid mechanics, risk management in finance, etc.). The main difficulty is the non-linearity or the high dimension of the problems encountered in practice. -- Stefano Pagliarani, DEAMS, Universit? di Trieste Via Tigor 22, 34124 Trieste, Italy Cell. Phone +39 338 1447398 stepagliara1(a)gmail.com, stefano.pagliarani(a)deams.units.it http://www.cmap.polytechnique.fr/~pagliarani/

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Seminario Thomassey @UniTo
by Roberta Sirovich 30 Jan '17

30 Jan '17

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Giovedì 9 Febbraio 2017 alle ore 11:00 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il seguente seminario Sales forecasting in fashion industry: main issues and opportunities Sébastien Thomassey ENSAIT – Lille 1 University Roubaix – France *Abstract *The fashion industry is a very challenging market for the sales forecasting. Indeed, the volatile demand, the strong seasonality of sales, the wide number of items with short life cycle or the lack of historical data, make the traditional forecasting models, based on time series, unsuitable or at least very difficult to implement. Therefore, researchers and practitioners have investigated other techniques such as Artificial Intelligence. The emergence of the “big data” era has also opened new opportunities and generated new issues. In this presentation, we propose an overview of the different constraints related to the sales forecasting in the fashion industry. Some examples are introduced to illustrate the problematics and the potential solutions. Finally, the new opportunities which could be explored are discussed. r. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Fwd: Two 3-year probability postdocs in Oxford
by Fabio Martinelli 27 Jan '17

27 Jan '17

---------- Forwarded message ---------- From: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> Date: Fri, Jan 27, 2017 at 1:00 PM Subject: Two 3-year probability postdocs in Oxford To: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> Dear colleagues, The Department of Statistics at Oxford is currently advertising two 3-year postdoctoral positions in probability, to work with me on a project concerning random graphs and their scaling limits. I would be very grateful if you could bring this to the attention of any suitable people that you know. Potential candidates should feel free to contact me directly. More details are available from the university's jobs page <https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.disp…> where there are links to a detailed job description and the online application form. The start date is flexible (but must be no later than January 2018). The closing date for applications is 12 noon (GMT) on 3 March 2017. Interviews will be held on 16 March 2017. Many thanks and best wishes, Christina Goldschmidt. -- Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm Department of Statistics and Lady Margaret Hall, University of Oxford -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 fax +39 06 57338039

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Avviso di seminario al Politecnico di Milano
by Giuseppina Guatteri 27 Jan '17

27 Jan '17

Si avvisa che in data 3/2/2017, alle ore 12:00 precise, presso Aula seminari del terzo piano del dipartimento di Matematica del Politecnico di Milano, nell'ambito delle iniziative della sezione di Probabilità e Statistica Matematica, si svolgerà il seguente seminario: Titolo: MIsure invarianti per l'equazione stocastica di Navier-Stokes nel piano/ Invariant measures for Navier Stokes equation in the plane Relatore: Benedetta Ferrario, Universita' di Pavia Abstract: Si presenta un risultato di esistenza di una misura invariante per l'equazione di Navier-Stokes nel piano con forzante di tipo rumore bianco nel tempo. Poiche' si lavora in un dominio spaziale illimitato, l'immersione dello spazio di Hilbert H^1 in H^0 non e` compatta e questo richiede una tecnica diversa dal caso di dominio spaziale finito per la dimostrazione dell'esistenza di una misura invariante. Invece del metodo di Krylov e Bogoliubov si ricorre al metodo di Maslowski e Seidler (On sequentially weakly Feller solutions to SPDE's. Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 10 (1999), no. 2, 69-78). Questo lavoro e` in collaborazione con Z. Brzezniak (Universita` di York). The existence of an invariant measure for 2d Navier Stokes with white noise (in time) forcing term is given. Due to the unboundedness of the domain a different technique in proving this existence result used. In fact, rather then using Krylov-Bogoliubov method we follow the approach introduced by Maslowsly and Seidler (On sequentially weakly Feller solutions to SPDE\'s. Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 10 (1999), no. 2, 69-78). This is a joint paper with Z. Brzezniak, University of York. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a giuseppina.guatteri(a)polimi.it. Giuseppina Guatteri Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 20133 Milano tel.: +390223994556 fax.:+390223994513 email: giuseppina.guatteri(a)polimi.it "Happiness can be found even in the darkest of times, if one only remembers to turn on the light" A. Dumbledore

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Giornata di studi in onore di Gabriella Salinetti [lunedì 6 febbraio]
by Luca Tardella 27 Jan '17

27 Jan '17

A tutti gli interessati: Il giorno lunedì 6 febbraio 2017 si terra' presso il Dipartimento di Scienze Statistiche di Sapienza Università di Roma la giornata di studi: "Advances in Probability, Statistics and Decision Theory" *** A Conference in Honor of Gabriella Salinetti*** Sul seguente sito http://stat-events.wixsite.com/gabriellaconference sono disponibili - il programma definitivo di tutta la giornata - una mappa per raggiungere la sede della conferenza L'iscrizione al convegno è gratuita, ma necessaria per ragioni organizzative. E' ancora possibile registrarsi sul sito compilando un semplice modulo on line. E' possibile anche registrarsi contattando gli organizzatori al seguente indirizzo: gabriellaconference(a)gmail.com. Cordiali saluti Luca Tardella Dipartimento di Scienze Statistiche Facoltà di Ingegneria dell'Informazione, Informatica e Statistica Sapienza Università di Roma Piazzale Aldo Moro,5 (00185) Roma (ITALY) - BOX 82

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SISbayes Final Announcement
by Brunero Liseo 25 Jan '17

25 Jan '17

Apologies for cross-posting SISbayes 2017 Workshop, Roma 7-8 February 2017. SISbayes 2017 is the first Workshop organized by the section on Bayesian Statistics of the Italian Statistical Society. Please find enclosed the FINAL PROGRAM of the Workshop If you plan to come and join us please visit the website http://stat-events.wixsite.com/sisbayes2017 Brunero Liseo (on behalf of the Scientific Committee and the Organizing Committee) -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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AMMCS 2017 - Call for papers
by Enrico Scalas 25 Jan '17

25 Jan '17

Car* collegh*, durante l'AMMCS 2017 che si terra' a Waterloo in Ontario, Canada dal 20 al 25 agosto 2017, organizzo due sessioni di interesse per chi si occupa di probabilita' applicata: 1. Fractional Calculus and Applications http://www.ammcs2017.wlu.ca/special-sessions/fca/ 2. Modelling of socio economic dynamics http://www.ammcs2017.wlu.ca/special-sessions/msed/ Il sito del congresso con istruzioni e scadenze e' il seguente: http://www.ammcs2017.wlu.ca/ Cordiali saluti, Enrico Scalas

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