- Random - Mailing list — Dipartimento di Matematica, UniPI

CIME-EMS Summer School on Singular Random Dynamics
by FRANCO FLANDOLI 03 May '16

03 May '16

CIME-EMS Summer School on Singular Random Dynamics Cetraro (CS) - August 22 - August 27, 2016 Registration is open until end May at http://web.math.unifi.it/users/cime/ MINI-COURSES ============ Massimiliano Gubinelli (IAM, Bonn) Applications of controlled paths to problems in stochastic analysis Martin Hairer (Univ. Warwick) Stochastic PDEs and Renormalisation Panagiotis Souganidis (Univ. Chicago) Hamilton-Jacobi partial differential equations and conservation laws with rough time signals and applications Nikolay Tzvetkov (Univ. Cergy-Pontoise) On Hamiltonian partial differential equations with random initial conditions ============ We look forward to seeing you in Cetraro, Franco Flandoli, Massimiliano Gubinelli, Martin Hairer

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seminario B. Huang
by Daniela De Canditiis 03 May '16

03 May '16

Lunedì 9 Maggio 2016 alle ore 14:00, presso l’Aula 1B1 dip. SBAI Università La Sapienza di Roma, si terra' il seguente seminario: SPEAKER: Bill Hsin-Hsiung Huang, Ph.D. (Dep. Of Statistics University of Central Florida) TITLE: An Affine-Invariant Bayesian Cluster Process with Split-Merge Gibbs Sampler ABSTRACT: We develop a clustering algorithm which does not requires knowing the number of clusters in advance. Furthermore, our clustering method is rotation-, scale- and translation-invariant coordinatewise. We call it “Affine-invariant Bayesian (AIB) process”. A highly efficient split-merge Gibbs sampling algorithm is proposed. Using the Ewens sampling distribution as prior of the partition and the profile residual likelihoods of the responses under three different covariance matrix structures, we obtain inferences in the form of a posterior distribution on partitions. The proposed split-merge MCMC algorithm successfully and efficiently estimate the partition. Our experimental results indicate that the AIB process outperforms other competing methods. In addition, the proposed algorithm is irreducible and aperiodic, so that the estimate is guaranteed to converge to the posterior distribution. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Daniela De Canditiis -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49270942 fax: +39 06 4404306 http://www.iac.rm.cnr.it/~danielad/

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Kolmogorov meets Turing
by Marco Scarsini 29 Apr '16

29 Apr '16

The Kolmogorov meets Turing Workshop on Stochastics, Optimization, Algorithms, and Games will take place on May 18th, 2016 at LUISS, Viale Romania 32, Rome, room 403. https://sites.google.com/site/kolmogorovmeetsturing/ The purpose of KmT is to bring together researchers from Computer Science, Economics, Mathematics and many other fields to present and discuss research on probabilistic methods for the analysis of games, stochastic processes, and randomized algorithms. The workshop is free but we kindly ask you to register for logistic purposes. You can register at https://sites.google.com/site/kolmogorovmeetsturing/iscrizione ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Salzburg Workshop on Dependence Models & Copulas (DMC-Salzburg, Austria)
by Durante Fabrizio 29 Apr '16

29 Apr '16

The Salzburg workshop on Dependence Models and Copulas will take place September 19-22, 2016, in Salzburg (Austria). The workshop features Irène Gijbels (Katholieke Universiteit Leuven, BE) Erich Peter Klement (JKU Linz, AT) Roger B. Nelsen (Lewis & Clark College, Portland, US) Ludger Rüschendorf (Albert-Ludwig-Universität Freiburg, DE) Matthias Scherer (Technische Universität München, DE) as plenary speakers and includes invited sessions organized by Axel Bücher (DE), Elena Di Bernardino (FR), Fabrizio Durante (IT), Maria Rita Iacó (FR), Piotr Jaworski (PL), Ostap Okhrin (DE), and Carlo Sempi (IT) as well as various promising contributed sessions. Aiming to provide a meeting point for researchers working in the field of Dependence Modeling and Copulas the workshop comprises both, contributions with a theoretical focus as well as contributions concentrating on applied aspects. In order to stimulate the discussion of new results, ideas and applications there will be no parallel sessions. Fees are kept at a minimum: 140 € for regular participants, 80 € for PhD Students registering before the end of May (including lunches, coffee breaks and conference dinner). Registration is open already, see www.dmc-salzburg.at/Fees_and_Registration.html<http://www.dmc-salzburg.at/Fees_and_Registration.html> for details - due to an unexpectedly high number of submitted contributions only a limited number of participants not giving a talk can register (first come first serve). All relevant info can be found on the workshop homepage http://www.dmc-salzburg.at We are looking forward to welcome you in Salzburg Fabrizio Durante & Wolfgang Trutschnig

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Seminario VENTURA
by Matteo Ruggiero 28 Apr '16

28 Apr '16

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Venerdi 29 Aprile 2016 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Laura VENTURA (Università di Padova) ROBUST APPROXIMATE BAYESIAN INFERENCE The likelihood function is the basis of both frequentist and Bayesian methods. However, the stability of likelihood-based procedures requires strict adherence to the model assumptions: mild deviations from the model can lead to misleading inferential results. A possible Bayesian solution to robustness is to use a of robust pseudo likelihood, such as the quasi- and the empirical likelihoods, in the Bayes formula. However, in multiparameter problems the quasi-likelihood is cumbersome, while with small samples the empirical likelihood can be unstable. Moreover, some estimating functions can be difficult to evaluate, which rules out the use of the empirical likelihood and other existing methods (Bayesian bootstrap, Bayesian GMM, etc.). To avoid these drawbacks, in this contribution we focus on posterior distributions from robust unbiased M-estimating functions. These robust posteriors are obtained via Approximate Bayesian Computation (ABC) with the estimating functions used as summary statistics. Theory and examples with robust M-estimating functions are discussed. 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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Assegno di Ricerca presso la Libera Università di Bolzano
by Durante Fabrizio 28 Apr '16

28 Apr '16

Gent.mi Colleghi, desidero informarvi dell'uscita di un bando della Libera Università di Bolzano per 1 assegno per attività di ricerca sul tema "Nuove Prospettive per i Modelli di Dipendenza" Il Bando è consultabile al seguente link http://www.unibz.it/it/organisation/vacancies/research/assegnidiricerca/def… Scadenza presentazione delle domande: 2 maggio 2016 Cordiali saluti, Fabrizio Durante ***************************************************************** Fabrizio Durante Faculty of Economics and Management Free University of Bozen-Bolzano Piazza Università 1 - Universitätsplatz 1 I-39100 Bozen-Bolzano T: +39 04710 13493 E-mail: Fabrizio.durante(a)unibz.it<mailto:Fabrizio.durante@unibz.it> Web: sites.google.com/site/fbdurante According to the Legislative Decree No. 196/2003, you are hereby informed that this message contains confidential information that is intended only for the use of the addressee. If you are not the addressee, and have received this message by mistake, please delete it and immediately notify us. In any case you may not copy or disseminate this message to anyone. Thank you.

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Seminario (ERC Pascal) Flandoli a Tor Vergata (2 maggio, ore 12)
by Claudio Macci 27 Apr '16

27 Apr '16

Avviso di Seminario. Dipartimento di Matematica dell'Universita` di Roma "Tor Vergata" il giorno 2 maggio 2016, ore 12, in aula Dal Passo il Prof. Franco Flandoli (Universita` di Pisa) terra` un seminario su Alcuni esempi di limite zero-noise per equazioni non ben poste Abstract In questo seminario si studieranno metodi per affrontare equazioni mal poste (cioe` essenzialmente in assenza di unicita`) mediante l'aggiunta di un termine aleatorio che fara` tendere a 0. Dopo una introduzione riguardante il caso di equazioni ordinarie con fenomeno di Peano, si studieranno esempi legati a equazioni alle derivate parziali.

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Seminario Flandoli a Tor Vergata
by Claudio Macci 27 Apr '16

27 Apr '16

Avviso di Seminario. Dipartimento di Matematica dell'Universita` di Roma "Tor Vergata" il giorno 2 maggio 2016, in aula Dal Passo il Prof. Franco Flandoli (Universita` di Pisa) terra` un seminario su Alcuni esempi di limite zero-noise per equazioni non ben poste Abstract In questo seminario si studieranno metodi per affrontare equazioni mal poste (cioe` essenzialmente in assenza di unicita`) mediante l'aggiunta di un termine aleatorio che fara` tendere a 0. Dopo una introduzione riguardante il caso di equazioni ordinarie con fenomeno di Peano, si studieranno esempi legati a equazioni alle derivate parziali. ************************************ Claudio Macci Dipartimento di Matematica Universita` di Roma Tor Vergata Via della Ricerca Scientifica 00133 Roma Italia Tel: +39 0672594728 Fax: +39 0672594699 e-mail: macci(a)mat.uniroma2.it http://www.mat.uniroma2.it/~macci ************************************

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seminario Piotr Jaworski in Bicocca
by Fabio Bellini 26 Apr '16

26 Apr '16

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seminario Yury Kutoyants in Bicocca
by Fabio Bellini 26 Apr '16

26 Apr '16

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Matlab + Advanced Risk and Portfolio Management Bootcamp
by Francesco Cesarone 25 Apr '16

25 Apr '16

Cari Colleghi, vi segnalo una scuola estiva (di alto profilo) in finanza quantitativa, che si terrà dal 15 al 21 Agosto 2016 alla New York University. Di seguito trovate tutte le informazioni sul Bootcamp. Cordialmente, Francesco Cesarone %%%%%%%%%%%%%%%%%%%%%%% Hi Francesco, As every year, ARPM is organizing the *Advanced Risk and Portfolio Management Bootcamp* <http://www.arpm.co/bootcamp/>, an intensive, quantitative 6-day course that will be held on 15-20 August at the New York University. As a past attendee and collaborator of SYMMYS/ARPM, we kindly ask you to help us spread the word by forwarding the present message -where we summarize the key highlight of the course- to your contacts. Moreover, we are trying to expand our partnerships with the universities. If you or any of your contacts would be interested in using the *ARPM Lab* <http://www.arpm.co/lab/> (an interactive educational online platform including theory, case studies, videos, exercises, and interactive Matlab/Python code) for their courses, or in collaborating on research or survey projects related to quantitative risk and portfolio management (directly or through Master’s or PhD students), we would be glad to establish a connection. The ARPM Bootcamp, taught by Dr. Attilio Meucci, has a rich program that is constantly updated and covers: estimation/data mining, factor modeling, risk modeling, portfolio construction, optimization, liquidity and execution, and much more. The program is presented in a unified framework, so that, even while exploring each topic in depth, the big picture is never lost. For the most technical topics, along with rigorous material (all available during and after the course) we use live simulations and exercises to help grasp the intuition. Beside suffering though math and technical lectures, the ARPM Bootcamp is an enriching personal experience. Networking is facilitated during social events. In particular, the Gala dinner provides a rare opportunity to engage in informal, intimate conversations with world-renowned quants. Past guests have included Rob Almgren, Peter Carr, Emanuel Derman, Bruno Dupire, Jim Gatheral, Alex Lipton, Bob Litterman, Bob Litzenberger, Andrew Lo, Fabio Mercurio, Steven Shreve, and more. The course is preceded by a 2 day conference on Python and MATLAB programming for Advanced Risk and Portfolio Management (included in the ARPM Bootcamp fee). After the course a (free) optional exam can be taken to be awarded the ARPM Certificate. We have reduced fees for Students and Academics ($1100 instead of $2100) and further reduced rates for groups (2 x $1000 each, 3 x $950 each, ... down to $750 for groups of 7+) For more information, testimonials and registration, please visit our website: www.arpm.co Thank you for your help! Best regards Zorica *ARPM* <http://www.arpm.co/>* - Advanced Risk and Portfolio Management | **Follow us:* *LinkedIn <https://www.linkedin.com/company/arpm---advanced-risk-and-portfolio-managem…>, Youtube <https://www.youtube.com/channel/UCf5wFT1TJo4EnD6SL0Fh32Q>, **Google+* <https://plus.google.com/u/0/+ARPM-AdvancedRiskPortfolioManagement>*,** Facebook <https://www.facebook.com/ARPM.co>, Twitter <https://twitter.com/ARPM_co>* -- -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it <francesco.cesarone(a)uniroma1.it> Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/ <http://dipeco.uniroma3.it/docenti.asp?id=164>

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Fwd: XIII Edition of the Summer School in Computational Econometrics - Programming in MatLab (fwd)
by Tiziano Vargiolu 21 Apr '16

21 Apr '16

> From: Marco LiCalzi <mlicalzi(a)gmail.com> > Subject: XIII Edition of the Summer School in Computational Econometrics - Programming in MatLab > Date: 4 April 2016 at 19:49:56 GMT+2 > To: random(a)mail.dm.unipi.it > > >> ------------------------------------------------------------------------------------ >> Summer School in Computational Econometrics >> ================================================ >> The XIV edition of the Summer School in >> "Computational Econometrics" >> will be held at the "Dipartimento di Scienze dell'Economia" of the >> University of Salento (Lecce, Italy) >> from July 25 to July 29, 2016. >> The main aim of this 30 hours course is to provide an introduction to >> applied macroeconomics and macroeconometrics with MATLAB. >> In addition, Waf, a Python-based project-building framework will be introduced. >> Lecturer: Prof. Dr. Ulrich Woitek, Department of Economics, >> University of Zurich. >> (deadline for application: 30 June 2016) >> For details visit: >> http://www.seec.unisalento.it <http://www.seec.unisalento.it/>

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PhD / PostDoc position in Bochum
by Francesco Caravenna 21 Apr '16

21 Apr '16

Ricevo e inoltro. > Ph.D. or PostDoc position at Ruhr University Bochum (Germany) > The Faculty of Mathematics at the Ruhr University Bochum has an opening for a > Ph.D. position (salary scale TV-L E 13, 75%; including social benefits) > or a > PostDoc position (salary scale TV-L E 13, 100%; including social benefits) > in probability theory starting October 1st 2016. > > Candidates should have completed (or are about to complete) a M.Sc. degree (or equivalent) or a Ph.D. in mathematics, in particular in probability theory or a closely related field. The positions carry a modest teaching load (3h per week for the Ph.D. position and 4h per week for the PostDoc position) which, in case of foreign applicants, can be offered in English. > The Faculty of Mathematics at the Ruhr University Bochum (http://www.ruhr-uni-bochum.de/ffm/) provides a lively working atmosphere with excellent working conditions. Applicants will profit from the cooperation with a large number of research groups working in probability theory as well as from the DFG-funded research training group RTG 2131 „High-Dimensional Phenomena in Probability – Fluctuations and Discontinuity“ (https://sites.google.com/site/rtg2131/). > We encourages the application of female candidates. Disabled persons will be given preferential treatment in case of otherwise equal qualification. > > > Electronic applications with the usual documents (CV, diplomas, list of publications if available) should be addressed before May 20, 2016 to: tanja.schiffmann(a)rub.de. > > If you have any questions, please send an e-mail to > > Prof. Dr. Peter Eichelsbacher > http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html > peter.eichelsbacher(a)rub.de > > or to > > Prof. Dr. Christoph Thäle > http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/Thaele/index.html > christoph.thaele(a)rub.de >

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Seminario Prof. Huyên Pham (Paris Diderot) al Politecnico di Milano
by Fulvia Confortola 21 Apr '16

21 Apr '16

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Fulvia Confortola -------------- Si avvisa che il giorno giovedì 5 maggio 2016 alle ore 11:30 nell'Aula Seminari al III piano del Dipartimento di Matematica (Edificio La Nave) del Politecnico di Milano, Via Bonardi 9, Milano, si terrà il seguente seminario Titolo: Control of stochastic McKean-Vlasov equation and applications. Relatore: Prof. Huyên Pham, Università Paris Diderot (Paris 7).

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Bando per ricercatore a tempo indeterminato al CNR
by Antonella Bodini 19 Apr '16

19 Apr '16

Con preghiera di massima diffusione, si informa che sulla Gazzetta Ufficiale n. 24 del 25/03/2016, *con scadenza : 26/04/2016 (ore 18.00)*, e' stato pubblicato il *Bando CNR.367.3* per l’assunzione con contratto di lavoro a tempo pieno e indeterminato di 1 unità di personale con profilo Ricercatore o Tecnologo, III livello professionale presso l'Istituto di Biologia e Biotecnologia Agraria - MILANO – del Consiglio Nazionale delle Ricerche. E' richiesto di aver svolto, per almeno un triennio, a seguito di stipula di contratti di lavoro subordinato o di contratti di collaborazione coordinata e continuativa ovvero a seguito di conferimento di assegni di ricerca o borse di studio, presso Università o qualificati Enti e Centri di ricerca pubblici o privati, anche stranieri, attività di ricerca post laurea nella seguente tematica: *Sviluppo di modelli quantitativi di predizione e interpretazione applicati allo studio del metabolismo in organismi di interesse agrario*, ovvero il possesso del titolo di Dottore di Ricerca attinente alla medesima. Il bando e' pubblicato anche sui siti istituzionali del CNR: https://selezionionline.cnr.it/ e www.urp.cnr.it . Cordiali saluti, Antonella Bodini -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) *** SI PRENDA NOTA CHE PER LAVORI DI RISTRUTTURAZIONE ATTUALMENTE L'ACCESSO E' DA VIA CORTI 12. *** tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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Vienna Congress on Mathematical Finance, September 2016
by Tiziano Vargiolu 18 Apr '16

18 Apr '16

---------- Forwarded message ---------- Date: Fri, 15 Apr 2016 16:02:12 +0200 From: Uwe Schmock <schmock(a)fam.tuwien.ac.at> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Input for mailing list RANDOM ------------------------------------------------------------------ Subject: Vienna Congress on Mathematical Finance, September 2016 =================================================== Vienna Congress on Mathematical Finance (VCMF 2016) Vienna, Austria Mon-Wed, September 12-14, 2016 VCMF Educational Workshop Thu-Fri, September 15-16, 2016 http://fam.tuwien.ac.at/vcmf2016/ =================================================== Location: Campus of WU Wien Library & Learning Center (LC) and Teaching Center (TC) Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Wien - Vienna University of Economics and Business TU Wien - Vienna University of Technology University of Vienna Gold Sponsors (alphabetical order): KPMG Austria Raiffeisen Bank International (further sponsors are welcome) The conference will bring together leading experts from various fields of Mathematical Finance such as: - Limit Order Book / High Frequency Trading - Credit Risk / Systemic Risk - Computational Methods and Calibration - New Financial Markets - Stochastic Volatility Models - Risk Measures and Optimization The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 15 and 16 with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. Plenary Speakers... ... at the Congress: Freddy Delbaen (ETH Zurich, CH) Hans F?llmer (Humboldt-Universit?t zu Berlin, DE) Peter Friz (Technische Universit?t Berlin, DE) Emmanuel Gobet (?cole Polytechnique, FR) Mathieu Rosenbaum (?cole Polytechnique & UPMC, FR) Josef Teichmann (ETH Zurich, CH) Almut Veraart (Imperial College London, UK) ... at the Educational Workshop Nicole B?uerle (Karlsruhe Institute of Technology, DE) Alexander McNeil (Heriot-Watt University, UK) Johannes Muhle-Karbe (University of Michigan, US) Peter Tankov (Universit? Paris-Diderot (Paris 7), FR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Invited Speakers... ... at the Congress: Elisa Alos (Universitat Pompeu Fabra Barcelona, ES) Christian Bayer (WIAS, DE) Agostino Capponi (Columbia University, US) Patrick Cheridito (Princeton University, US) Ulrich Horst (Humboldt-Universit?t zu Berlin, DE) Jan Kallsen (Christian-Albrechts-Universit?t zu Kiel, DE) R?diger Kiesel (Universit?t Duisburg-Essen, DE) Antonis Papapantoleon (TU Berlin, DE) Alexander Schied (Universit?t Mannheim, DE) Philipp Sch?nbucher (Financialytic GmbH, DE) Jorge P. Zubelli (IMPA, BR) https://fam.tuwien.ac.at/vcmf2016/speakers.php Submission of Contributed Talks & Posters: The call for contributed talks & posters is open until April 30, 2016. Acceptance/rejection letters will be sent about end of May 2016. https://fam.tuwien.ac.at/vcmf2016/registration.php Participation and Registration: Early registration is possible until June 30, 2016. Standard registration is possible until August 15, 2016. https://fam.tuwien.ac.at/vcmf2016/registration.php CPD: The attendance at VCMF 2016 (full week, Sept. 12-16, 2016) may qualifies for up to 31 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2016. 20 CPD credits for the Vienna Congress on Mathematical Finance (Sep 12-14) and 11 CPD credits for the VCMF Educational Workshop (Sep 15-16). VCMF 2016 is accredited by the AV? - Actuarial Association of Austria Details from other national actuarial associations will follow soon. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2016(a)fam.tuwien.ac.at We look forward to welcoming you in Vienna! With best regards from the VCMF 2016 organisers: Mathias Beiglb?ck, Christa Cuchiero, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock Save the Date: ============== 21st International Congress on Insurance: Mathematics and Economics (IME 2017) TU Vienna, Mon?Wed, July 3?5, 2017 http://fam.tuwien.ac.at/ime2017/

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Annuncio Mini Corso - Giovanni Zanco - Pisa
by Marta Leocata 17 Apr '16

17 Apr '16

Cari tutti, nei giorni mercoledi' 19 aprile, dalle ore 11:00 alle 13:00 (presso l'aula seminari) giovedì 20 aprile, dalle ore 11:00 alle ore 13:00 (presso l'aula Magna) Giovanni Zanco terra' un minicorso dal titolo A brief introduction to rough paths Abstract: We will introduce basic concepts and tools from rough paths theory, motivated by the need to establish a solution theory for differential equations driven by irregular signals. In particular we will discuss controlled rough paths, integration against rough paths, we will compare it to stochastic integration theories and show how classical results can be extended to the rough paths framework. We will mainly consider \alpha-Hölder signals with \alpha\in(1/3,1/2]; this choice allows to simplify many concepts of the theory and, although restrictive, provides enough instruments to deal with interesting problems, like nonlinear SPDEs driven by space-time white noise. Saluti, Marta Leocata

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Senior Lecturer/Reader and Lecturer Positions in Probability and Statistics at Sussex
by Enrico Scalas 15 Apr '16

15 Apr '16

Car* collegh*, vi segnalo i bandi riguardanti due posti di probabilita' e statistica all'Universita' del Sussex: http://www.sussex.ac.uk/aboutus/jobs/741 http://www.sussex.ac.uk/aboutus/jobs/736 http://www.jobs.ac.uk/job/ANL689/lecturer-in-statistics-and-probability/ http://www.jobs.ac.uk/job/ANL687/senior-lecturer-reader-in-statistics-and-p… La scadenza e' il 17 maggio. Cordiali saluti, Enrico Scalas

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post doc position in Florence "Instability forecasters for the financial markets", deadline 2 of May
by cecilia mancini 15 Apr '16

15 Apr '16

Dear all, I ask you to forward this news to potentially interested candidates, thank you, best regards, Cecilia my Department in Florence is issuing a post doc position for ONE YEAR (which we expect to be able to renew for another year). The call just appeared at http://www.unifi.it/mod-MDAssRic.html?target=a look for Dipartimento di Scienze per l'Economia e l'Impresa The SUBJECT is: Instability forecasters for the financial markets I am the responsible of the project. Unfortunately my university at moment only issues calls in Italian. The project however is described also in English. If somene interested has problems to understand the call can write me The annual salary is 19'367 Euros (of which a sum of about 7% to 10% will be accrued for pension). DEADLINE: the candidacy has to arrive at the Department by 2 of May at 1 pm. It is possible to send it by pec email, if the candidate has a personal one. An interview will be made to the best candidates on May, the 16th, at my Department in Florence. The research activity will START on June 2016, the 1st. REQUISITES. Master degree in Math or Physics, Engineering, Finance, Economy; at least 2 years of research experience; pertinent curriculum with the project. We ask the candidate has: a good background in mathematical analysis, in the theory of probability and stochastic processes, in econometry; a good ability in manipulating financial data and in creating and implementing routines in matlab (and possibly in C); availability in being present at the Department at least 1-2 days per week

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Mini course in Verona: BSDEs with applications, by Adrian Zalinescu
by Luca di persio 15 Apr '16

15 Apr '16

Mini course announcement Prof. Adrian Zalinescu [ University Al.I.Cuza ] will give a mini course on Backward Stochastic Differential Equations with applications, at the Department of Computer Science, University of Verona, with the following calendar of lessons 26th of April - from 1430 to 1730 27th of April - from 1530 to 1830 28th of April - from 1530 to 1830 5th of May - from 1530 to 1730 6th of May - from 1530 to 1830 All the lessons will take place at the Dept. of Computer Science, Strada le Grazie, 15 - Verona Ca' Vignal 2, first floor , Room M. located here https://goo.gl/maps/Yx2JU The* tentative programme* is the following: 1. BSDEs – general results Existence and Uniqueness of Solutions Comparison Principles Examples of Linear and Nonlinear BSDEs linear BSDEs arising from optimal control applications one-dimensional BSDEs with non-Lipschitz coefficients, especially with quadratic growth generators reflected BSDEs. 2. Markovian BSDEs Forward-backward SDE The nonlinear Feynman-Kac formula Connection with Partial Differential Equations 3. Applications in Mathematical Finance Along the above two theoretical directions which constitute the frame of the course, various applications in mathematical finance and insurance will be given. We mention here a few: Pricing of European and American options, Hedging, Risk-Sensitive Control. 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 Mail priva di virus. www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campai…>

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Seminario PAOLO DAI PRA @ UniTo
by Federico Polito 14 Apr '16

14 Apr '16

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* mercoledì 4 Maggio 2016 alle ore 14:30 in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. PAOLO DAI PRA (Università degli Studi di Padova) terrà un seminario dal titolo ROUTE TO CONSENSUS AND OSCILLATING BEHAVIOR IN A NETWORK OF CONFORMIST INDIVIDUALS Abstract: Many models have been proposed to describe a group of interacting individuals with a conformist (or non-conformist) attitude. Most of these models are Markovian, possibly with memory. In this talk I outline a model in which every individual forecasts the behavior of the rest of the community, and on this basis optimizes his own strategy. We are interested in the resulting collective behavior, which actually shows features that are not present in classical Markovian models. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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Fwd: Postdoctoral opportunity on applied probability/stochastic modelling at Lancaster University
by Antonio Di Crescenzo 14 Apr '16

14 Apr '16

---------- Forwarded message ---------- From: Glazebrook, Kevin <<mailto:k.glazebrook@lancaster.ac.uk>k.glazebrook(a)lancaster.ac.uk> Dear Friends and Colleagues, I would be enormously grateful if you could bring the postdoctoral opportunity below to the attention of suitable candidates. Many thanks and best wishes, Kevin Glazebrook Ref: A1497 Research Associate in Applied Probability/Stochastic Modelling Department of Management Science, Lancaster University Salary range: £26,537 to £30,738 Closing Date: Tuesday 10 May 2016 Contract: Temporary (three years) Job URL: <https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497>https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497 Mathematical Models and Algorithms for Allocating Scarce Airport Resources (OR-MASTER) is a Programme Grant funded by the Engineering and Physical Science Research Council, UK (EPSRC) involving Lancaster University and Queen Mary University, London (QMUL). The Programme runs for six years from October 2015, with a total of GBP 2.8million funding. At Lancaster, OR-MASTER will be undertaken by the Centre for Transport and Logistics (CENTRAL) Research (a newly established Research Centre in the Department of Management Science), and will link into existing Operational Research-related development initiatives and expertise such as: the STOR-i Doctoral Training Centre and the Lancaster Data Science Institute. Professor Konstantinos G. Zografos at Lancaster University is the Principal Investigator and overall Programme Director. Professors Kevin Glazebrook (Lancaster) and Edmund Burke (QMUL) are the two Programme Co-Investigators. Professor Burke leads the OR-MASTER Programme at QMUL. The Programme represents a strong partnership between academia, the air transport industry and policy makers. OR-MASTER will involve close collaboration with a host of international organisations that will support the project, providing real-world data, insights and expertise. OR-MASTER will develop new mathematical models and algorithms for solving complex, large-scale airport resource allocation problems. Our ultimate goal is to develop decision support capabilities for airport capacity allocation and management. To achieve our objectives we seek to recruit world-leading post-doctoral researchers (Research Associates) with ambition, potential and determination. OR-MASTER is a highly collaborative Programme. Each Research Associate and PhD student working on the project at Lancaster University will have at least one other 'buddy partner' at the QMUL with whom they will collaborate, supported by visits to the partner site. RAs and PhDs will also have opportunities to visit and collaborate with the industrial and academic organisations affiliated with the project. Research staff will also have opportunities to guide the direction of the research, where appropriate, and to make use of the extensive opportunities for career development and advancement that this large ambitious Programme offers. We are looking for an outstanding applied probabilistic/stochastic modeller to join the OR-MASTER team for a fixed term of three years. You will work under the direction of Professor Kevin Glazebrook to develop and analyse stochastic models to meet the programme's need for optimizing airport declared capacity and for assessing the delays experienced at airports and networks of airports. This work will require both a capacity for theoretical innovation and high level computing skills. The main activities will include:- - Innovative research investigation under the OR-MASTER project - Collaborative activities with OR-MASTER affiliated organisations and participation in project events (e.g. stakeholder workshops) - Preparation of research papers - Preparation and presentation of conference papers - Other duties associated with the OR-MASTER project Informal enquiries to Professor Kevin D. Glazebrook - email <mailto:k.glazebrook@lancaster.ac.uk>k.glazebrook(a)lancaster.ac.uk, tel: +44 (0)1524 592697 and Professor Konstantinos G. Zografos - email: <mailto:k.zografos@lancaster.ac.uk>k.zografos(a)lancaster.ac.uk, tel: +44 (0)1524 592384 We welcome applications from people in all diversity groups. For further information and to apply online please click on the link <https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497>https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A1497 Lancaster University - ensuring equality of opportunity and celebrating diversity. -- ------------------------------------- Peter Jacko ------------------------------------- Lecturer in Management Science Department of Management Science Lancaster University Management School Lancaster, LA1 4YX, UK <mailto:p.jacko@lancaster.ac.uk>p.jacko(a)lancaster.ac.uk | +44-15245 94035 | Office B57 <http://scholar.google.com/citations?user=Ym1nWHEAAAAJ>scholar.google.com/citations?user=Ym1nWHEAAAAJ <http://www.lancaster.ac.uk/lums/people/peter-jacko>http://www.lancaster.ac.uk/lums/people/peter-jacko ------------------------------------- --

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Annuncio Seminario - Elena Villa - Tor Vergata
by Valentina Cammarota 13 Apr '16

13 Apr '16

Ciclo di Seminari - Progetto ERC PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) 21 aprile ore 15:00 Aula D'Antoni Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Elena Villa, Università degli Studi di Milano Title: ASYMPTOTIC RESULTS FOR ESTIMATORS OF THE MEAN DENSITY OF RANDOM CLOSED SETS AND OF THE INTENSITY OF POINT PROCESSES. Tutti gli interessati sono invitati a partecipare. ... Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

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PhD Modelling Week in Verona, September 4-10, 2016
by Luca di persio 12 Apr '16

12 Apr '16

Dear all, The joint Doctoral School of Mathematics of the Universities of Trento and Verona together with the Department of Computer Science of the University of Verona, will organise a Modelling Week (Math Modeling of Industrial Problems) for PhD students, in Verona, from the 4th to the 10th of September 2016. Detailed informations about the initiative can be found at the following link http://profs.scienze.univr.it/caliari/phdmw/ Target participants are mostly *PhD students from all of Europe*. We have the possibility to *offer lodging and meals* (and reimburse tax fees) for approximately *20 students*. The treated industrial problems will focus particularly on numerical analysis, operation research, mathematical finance and math in biomedecine. *Please note that* The *deadline for the registration* is *May 15*, 2016. Candidates that want to request financial support for lodging, travel expenses and/or fee reimbursement, have to register within *April 30*, 2016. The registration fee is 150.00 Euros (it includes, in particular, coffee breaks, lunches, dinners and final social dinner). In order to confirm the registration, the fee is due within 15 days from submitting the registration form. We kindly ask to disseminate the event among potentially interested students and colleagues. With best regards, Luca Di Persio __ 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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Reminder: Prof. Nils Hjort PhD short course on Confidence distributions
by Andrea Ongaro 12 Apr '16

12 Apr '16

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