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Fwd: [World] Assistant prof.position, TU Graz, Austria
by Gustavo Posta 19 Oct '16

19 Oct '16

Begin forwarded message: > Resent-From: gustavo.posta(a)polimi.it > From: Wolfgang Woess <woess(a)tugraz.at> > Date: 19 ottobre 2016 14.17.30 GMT+02.00 > To: world(a)aleanetwork.net > Subject: [World] Assistant prof.position, TU Graz, Austria > > > Open position - Assistant Professor with PhD > maternity substitution, expected for 1 year > Graz University of Technology > Institute of Discrete Mathematics > Working Group Structure Theory and Stochastics > > Starting date: January 1st 2017. > Requirements: PhD or equivalent university degree in > Mathematics, awarded before the beginning of the engagement. > Desired qualifictations: scientific work in the fields > of Stochastic Processes (random walks), Graph Theory, > Geometric Group Theory, possibly combining those topics; > in particular stochastic and deterministic aggregation > models. Readiness to collaborate in research projects > in these areas. Teaching duties of at least 4 hours per week per semester, > in particular for Mathematics in the Engineering sciences, > in German (!). > > Deadline for applications: November 10, 2016. > For details regarding position and applications, see > http://www.math.tugraz.at/~woess/position > > Graz, October 2016, Wolfgang Woess > > > Institut fuer Diskrete Mathematik, > Technische Universitaet Graz, > Steyrergasse 30, A-8010 Graz, Austria > Tel: ++43 (0)316 8737130 > Mobile: ++43 (0)664 60 8737130 > Fax: ++43 (0)316 8734507 > email: woess(a)TUGraz.at > http://www.math.TUGraz.at/~woess > > > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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Fwd: Chapman Postdoctoral Fellowships at Imperial College London
by Marco Romito 18 Oct '16

18 Oct '16

-------- Forwarded Message -------- Subject: Chapman Postdoctoral Fellowships at Imperial College London Date: Tue, 18 Oct 2016 06:53:21 +0000 From: Cont, Rama <r.cont(a)imperial.ac.uk> *CALL FOR APPLICATIONS: * *Chapman Postdoctoral Fellowships at Imperial College London* The Department of Mathematics, Imperial College London is calling for application for 3 Chapman postdoctoral fellows in Mathematics starting October 1, 2017 for a duration of 2 years. The Chapman Fellowship is a prestigious research fellowship in mathematics, endowed by the Department of Mathematics and named after the British mathematician Sydney Chapman <https://en.wikipedia.org/wiki/Sydney_Chapman_%28mathematician%29>, co-discoverer of the Chapman-Kolmogorov equation. The Mathematical Finance Section http://www3.imperial.ac.uk/mathfin will be pleased to support candidates in ** *Mathematical modeling in Finance, Stochastic Analysis, Applied Probability and Data Science. * The full announcement is below. Candidates working in the above areas may contact Rama.Cont(a)imperial.ac.uk <mailto:Rama.Cont@imperial.ac.uk>for further information. The deadline for applications is * November 25, 2016.* --------------------------- *Department of Mathematics, Imperial College London * ** *Call for applications for 3 Chapman Fellowships in Mathematics* ** *Salary range: £36,070 - £43,350 per annum * ** Fixed Term: 24 months, commencing 1 October 2017 Applications are invited for three Chapman Fellowships in Mathematics, tenable for two years, starting 1 October 2017. These posts provide an excellent opportunity for those seeking to pursue an academic career in mathematics. Candidates for a Chapman Fellowship are expected to have proven research ability in mathematics. Candidates will demonstrate the potential for strong leadership qualities in the subject, as illustrated, for example, through showing initiative on research projects. As well as holding a good honours degree and a PhD (or equivalent) in mathematics or a closely related subject, candidates will also be expected to demonstrate exceptional ability in their chosen research areas. They will have an outstanding research record commensurate with their level of experience, as demonstrated, for example, through an outstanding thesis, publications and conference presentations, etc. Candidates will be able to contribute significantly to the research environment of the Department of Mathematics, and have a proven track record of successful research interaction. In addition to pursuing research, Fellows will undertake a limited range of teaching duties in the Department of Mathematics (one course per year). The ability to teach mathematics at undergraduate and postgraduate level is essential, as demonstrated by excellent written and verbal communication skills with the ability to give effective presentations. Further particulars, together with information about Imperial College London, the Department of Mathematics can be found at http://www.ma.imperial.ac.uk/. The preferred method of application is online via our website http://www.imperial.ac.uk/employment (please select “Job Search” then enter the job title or vacancy reference number into “Keywords” – vacancy ref: NS2016213KL ). Please complete and upload an application form stating which area you are applying to, (Applied Mathematics, Pure Mathematics, Mathematical Finance, Statistics), also providing a CV, list of publications and Research Plan. If you are unable to apply online or have any queries about the application process please contact Miss Rosie Hart, Academic Support Administrator (r.hart(a)imperial.ac.uk <mailto:r.hart@imperial.ac.uk>) quoting the reference number above to request an application form. ** *Closing date: 25 November 2016* ** *Interviews will be held in London in January 2017.* For more information: https://www4.ad.ic.ac.uk/OA_HTML/OA.jsp?page=/oracle/apps/irc/candidateSelf…

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[amases-soci] Fwd: Bando assegno di ricerca SECS-S/06 Università di Pavia (fwd)
by Tiziano Vargiolu 17 Oct '16

17 Oct '16

-------- Messaggio Inoltrato -------- Oggetto: Bando assegno di ricerca SECS-S/06 Universit? di Pavia Data: Sun, 16 Oct 2016 17:18:10 +0200 Mittente: Elena Molho <elena.molho(a)unipv.it> A: Antonella Basso <basso(a)unive.it> Cara Antonella, ti chiedo la cortesia di informare i soci AMASES della pubblicazione di un bando per un assegno di ricerca SECS-S/06 presso il Dipartimento di Scienze Economiche e Aziendali dell'Universit? di Pavia dal titolo "Tecniche di ottimizzazione scalare e vettoriale per lo studio di applicazioni economiche e finanziarie". Il bando, che scade il 14 novembre 2016, si trova al link http://www.unipv.eu/site/home/ateneo/bandi-e-concorsi/articolo598.html (codice concorso 07). Grazie e cordiali saluti Elena Molho -- Elena Molho Dipartimento di Scienze Economiche e Aziendali Universit? degli studi di Pavia via S. Felice 5 27100 Pavia tel. +39 0382 986233 -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Val uation Dipartimento di Economia Universit? Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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rettifica orario seminario De Santis a Roma Tre
by Pietro Caputo 17 Oct '16

17 Oct '16

SEMINARIO a Roma Tre Prof. Emilio De Santis (Universita La Sapienza) Titolo: Stochastic Ising model with fast decreasing temperature. Mercoledi' 19 Ottobre 2016 ORE 15:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, 311 Abstract In the regime of temperature fast decreasing to zero, results on the stochastic Ising models are presented. A k-dynamics allowing to flip sets of k spins at the same time is also introduced showing that the behavior of the models deeply depends on this parameter. For these models we follow the classification of Gandolfi, Newman, Stein (2000), i.e. a model is of type F if any spin flips finitely many times a.s., it is of type I if any spin flips infinitely many times a.s., or it is of type M otherwise. Conditions to obtain models of type F, I, or M and examples are discussed.

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seminar announcement
by Marco Scarsini 14 Oct '16

14 Oct '16

Thursday 20 October, from 12.00 to 13.00, room 207 viale Romania 32 00197 Rome Speaker: Domenico Marinucci (Università degli Studi di Roma Tor Vergata) Title: The geometry of random eigenfunctions Abstract: The characterization of the geometric properties for the excursion sets of random fields on generic manifolds is a classical topic of probability theory; it has been very much revived recently by the discovery of the Gaussian Kinematic Formula by Adler and Taylor (2007). This formula provides a fully explicit characterization of the expected value for so-called Minkowski functionals of excursion sets under very broad circumstances. In this talk, we review some very recent results pointing at a generalization of this formula to the variance of Minkowski functionals and to a corresponding Central Limit Theorem, in the case of random eigenfunctions. The talk is based on a recent paper with Valentina Cammarota; if time permits, we will also discuss some related results involving also Giovanni Peccati, Maurizia Rossi and Igor Wigman. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di Paolo Milanesi a Roma Tre
by Pietro Caputo 13 Oct '16

13 Oct '16

SEMINARIO Fisica Matematica Milanesi Paolo Aix Marseille Titolo: Metastabilita' del modello di Ising stocastico Martedi' 18 Ottobre 2016 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1, Roma Abstract: Un sistema fisico si trova in uno stato metastabile se permane per lungo tempo in una sorta di equilibrio apparente prima di rilassare in modo brusco verso lo stato stabile. Per i sistemi ferromagnetici questo tipo di fenomeno si manifesta nel ciclo di isteresi. In questo seminario consideriamo la dinamica di Glauber del modello di Ising 2d al di sotto della temperatura critica e con un piccolo campo magnetico esterno. Un lavoro di Schonmann e Shlosman ha chiarificato l'asintotica logaritmica del tempo di transizione metastabile cosi' come la sua dipendenza dalla forma di Wulff, mentre rimane la questione di studiarne la legge. Passeremo dapprima in rassegna i risultati in letteratura per poi parlare dell'esponenzialita' del tempo di transizione, illustrando l'euristica ed alcune idee della prova.

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Lecturer in Probability, Durham University
by Pietro Caputo 13 Oct '16

13 Oct '16

Ricevo e inoltro: --------------- Dear colleagues, Apologies if you receive more than one copy of this message. Please allow us to draw your attention to the fact that Durham University is advertising for a Lecturer in Probability (closing date 20 November): * <https://recruitment.durham.ac.uk/pls/corehrrecruit/erq_jobspec_details_form…>*http://www.maths.dur.ac.uk/~dma0psc/du_job_by_id.php?job_id=003110 Please pass this on to anyone who you think might be interested. Some further information about the probability group at Durham can be found here: http://www.maths.dur.ac.uk/PiNE/prob_at_dur.html Many thanks, Sunil Chhita Ostap Hryniv Mikhail Menshikov Andrew Wade

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Seminario De Santis a Roma Tre, 19 ottobre 2016
by Pietro Caputo 12 Oct '16

12 Oct '16

SEMINARIO Probabilita' a Roma Tre Prof. Emilio De Santis Universita' La Sapienza Titolo: Stochastic Ising model with fast decreasing temperature. Mercoledi' 19 Ottobre 2016 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, 311 Abstract Abstract. In the regime of temperature fast decreasing to zero, results on the stochastic Ising models are presented. A k-dynamics allowing to flip sets of k spins at the same time is also introduced showing that the behavior of the models deeply depends on this parameter. For these models we follow the classification of Gandolfi, Newman, Stein (2000), i.e. a model is of type F if any spin flips finitely many times a.s., it is of type I if any spin flips infinitely many times a.s., or it is of type M otherwise. Conditions to obtain models of type F, I, or M and examples are discussed.

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First announcement : Third STAR workshop on Random Graphs
by Tobias Mueller 11 Oct '16

11 Oct '16

First announcement : Third STAR workshop on Random Graphs The workshop will take place on Thursday 26 and friday 27 January 2017 on the campus of the University of Utrecht (more details of the location and schedule will be added later). This will be the 3rd STAR Workshop on Random Graphs. The first took place in 2012 and the second in 2015. We are very pleased to announce the following prominent researchers have agreed to deliver plenary talks: - Marián Boguñá (Barcelona) - Mihyun Kang (Graz) - Vincent Tassion (Geneva/Zürich) - Nick Wormald (Melbourne) A limited number of slots for contributed talks are available. If you would like to propose a short talk, please let us know by e-mailing Ben Hansen at benhansen09(a)gmail.com. (In case of too much interest, selection will be based on relevance of the talk and the career stage of the speaker.) The workshop is open to all and free of charge, but please register to let us know that you are coming by sending an e-mail to: benhansen09(a)gmail.com The website of the workshhop can be found at the address : http://www.math.uu.nl/stochsem/WorkshopRGs2017/

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EFI2, December 5-6, Padova, Italy: deadline approaching for abstract submission
by Tiziano Vargiolu 07 Oct '16

07 Oct '16

(sorry for cross-postings) Dear all, we wish to remind you that the deadline for the abstract submission to the workshop Energy Finance Italia (Padova, Italy, December 5-6, 2016) is approaching (October, 15). You can find more details on the workshop's website: http://events.math.unipd.it/efi2/ We also wish to remind you that a selection of the accepted papers will be published a special issue of Energy Economics (further details on the website, as soon as defined with the Editor). We all hope to see you all in Padova! Important dates --------------- - October 15, 2016: deadline for abstract submission - November 1, 2016: notification of acceptance Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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seminar announcement
by Marco Scarsini 06 Oct '16

06 Oct '16

Thursday 13 October, from 12.00 to 13.00, room 207 viale Romania 32 00197 Rome. Speaker: Max Klimm (Technische Universität Berlin) Title: Optimal Impartial Selection Abstract: A fundamental property of many interactions like the awarding of prizes, the election of heads of committees or the process of peer review is that one or more members of a set of agents are selected based on nominations from within the set. Since the agents act as voters and nominees at the same time it is desirable that a selection mechanism is impartial in the sense that the probability of selecting an agent is independent of the nominations cast by that agent. In graph theoretic terms, this leads to the interesting problem of selecting vertices with high in-degrees under the constraint that the selection probability of each vertex is independent of its outgoing edges. We give a randomized impartial mechanism that in expectation selects an agent with at least half the maximum number of nominations. This is best possible subject to impartiality and resolves a conjecture of Alon et al. Further results are given for the case where some agent receives many nominations, each agent casts at least one nomination, and more than one agent is selected. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Corso: Introduction to Functional Data Analysis
by antonio.pievatolo＠cnr.it 05 Oct '16

05 Oct '16

Gentili colleghi, dal 14 ottobre al 4 novembre, presso la sede di Milano dell'IMATI, Laura Sangalli e Simone Vantini, del MOX-Politecnico di Milano, terranno un corso di Introduzione all'analisi dei dati funzionali. Il calendario ed il programma sono disponibili a questo link: http://www.imati.cnr.it/index.php/news-3/502-course-introduction-to-functio… Il corso e' gratuito, ma per ragioni organizzative tutti gli interessati sono invitati a registrarsi inviando entro il 12 ottobre una mail alla Signora Simona Milani: simona AT mi.imati.cnr.it. Cordiali saluti, Antonio Pievatolo

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Seminari di René Aid e Alvaro Cartea a Firenze (12 ottobre)
by Giacomo Scandolo 03 Oct '16

03 Oct '16

Il giorno mercoledì 12 ottobre, nell'ambito della giornata inaugurale del MsC in Finance and Risk Management dell'Università di Firenze, sono previsti i seminari: René Aid (Université Dauphine - Paris) "Mathematics and Financial Economics" Alvaro Cartea (University of Oxford) "Model Uncertainty in Electricity Interconnector Markets" I dettagli sono nella locandina in allegato. Tutti gli interessati sono invitati a partecipare.

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Tenured/Tenure-Track Faculty Positions in Statistics at OSU
by Peruggia, Mario 02 Oct '16

02 Oct '16

Department: Statistics Position: Discovery Theme Initiative Tenure Track/Tenured Faculty Rank: Two Assistant Professors and One Open Rank Description: The Department of Statistics in the College of Arts and Sciences at The Ohio State University invites applications for two tenure track assistant professor positions and an open rank position, to begin effective Autumn Semester 2017. We seek energetic researchers in areas of modern statistical methods, computation, and data analysis with preference for expertise as follows: For the open-rank position, expertise in statistics and machine learning. An appointment at the associate or full professor level requires a demonstrated record of scholarly leadership. The assistant professor positions span a range of areas. One position is directed toward environmental analytics; the second position is directed toward predictive analytics. In all cases, commitments to both methodological research and scientific collaboration are required. Interests in applications to decision analysis in the presence of uncertainty, complex systems, including physical and biological systems as well as those involving human behavior and well-being are of special interest. Faculty members are expected to be dedicated to the development and delivery of educational programs at all levels. Experience working in interdisciplinary teams and mentoring members of underrepresented groups is a plus. This position is partially funded by Translational Data Analytics, a focus area of Ohio State's Discovery Themes Initiative, a significant faculty hiring investment in key thematic areas in which the university can build on its culture of academic collaboration to make a global impact: http://discovery.osu.edu/ Qualifications: Candidates are expected to have a Ph.D. in Statistics, or a related area, by the start of Autumn Semester 2017, and to present evidence of excellence in teaching and in both methodological and collaborative research. Further information about the department can be found at http://www.stat.osu.edu/. Appointment is contingent on the university's verification of credentials and other information required by law and/or university policies, including but not limited to a criminal background check. About Columbus: The Ohio State University campus is located in Columbus, the capital city of Ohio. Columbus is the center of a rapidly growing and diverse metropolitan area with a population of over 1.5 million. The area offers a wide range of affordable housing, many cultural and recreational opportunities, excellent schools, and a strong economy based on government as well as service, transportation and technology industries (see http<http://liveworkplaycolumbus.com/>://<http://liveworkplaycolumbus.com/>liveworkplaycolumbus<http://liveworkplaycolumbus.com/>.<http://liveworkplaycolumbus.com/>com<http://liveworkplaycolumbus.com/>/<http://liveworkplaycolumbus.com/>). Columbus has consistently been rated as one of the Top U.S. cities for quality of life, and was selected as one of the Top 10 cities for African Americans to live, work, and play by Black Enterprise magazine. Additional information about the Columbus area is available at http<http://www.columbus.org/>://<http://www.columbus.org/>www<http://www.columbus.org/>.<http://www.columbus.org/>columbus<http://www.columbus.org/>.<http://www.columbus.org/>org. Application Instructions: Candidates for all positions should apply to Academic Jobs Online at: https://academicjobsonline.org/ajo/jobs/7935. All candidates will be considered for all advertised positions, as judged appropriate by the search committee. Therefore, a single application suffices for all. A complete application consists of a cover letter, curriculum vitae, research and teaching statements, and three letters of reference, on letterhead, submitted directly to Academic Jobs Online by the writers. For appointment as an assistant professor, transcripts should be included. Review of applications will begin on November 1, 2016. Applications will continue to be accepted until the positions are filled. Inquiries may be directed to Mario Peruggia at facultysearch(a)stat.osu.edu<mailto:facultysearch@stat.osu.edu>. The Ohio State University is committed to establishing a culturally and intellectually diverse environment, encouraging all members of our learning community to reach their full potential. We are responsive to dual-career families and strongly promote work-life balance to support our community members through a suite of institutionalized policies. We are an NSF Advance Institution<https://email.osu.edu/owa/redir.aspx?C=pq8lyvcHsU-B0ymOrhYcY7tqTwjCv9EI_vMq…> and a member of the Ohio/Western Pennsylvania/West Virginia Higher Education Recruitment Consortium<https://email.osu.edu/owa/redir.aspx?C=pq8lyvcHsU-B0ymOrhYcY7tqTwjCv9EI_vMq…> (HERC). The Ohio State University is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation or identity, national origin, disability status, or protected veteran status. ------------------------------ Mario Peruggia Professor of Statistics The Ohio State University ------------------------------

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ICEEE 2017 - call for papers - EXTENDED DEADLINE 7th October 2016
by Monica Billio 01 Oct '16

01 Oct '16

*The submission deadline is extended to October, 7th, 2016. *Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017) The Italian Econometric Association (SIdE) is pleased to announce the Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017), which will take place January 25-27, 2017, in Messina, Italy. Economists, statisticians and econometricians are invited to submit theoretical and applied papers in all areas of econometrics and empirical economics. Invited speakers: Maria Cristina De Nardi (University College London, Federal Reserve Bank of Chicago, IFS and NBER), Lucrezia Reichlin (London Business School). Conference webpage: http://virgo.unive.it/side/?page_id=1745 Submission of papers is now possible via Easychair: ** https://easychair.org/conferences/?conf=iceee7th (with a limit of one paper per submitter) at https://easychair.org/conferences/?conf=iceee7th. The deadline for submission is *OCTOBER **7, 2016*. The decision notification date is November 20, 2016. Program Committee: Erich Battistin (Queen Mary University of London), Monica Billio (Ca’ Foscari University of Venice - Chair), Fabio Canova (BI Norwegian Business School), Roberto Casarin (Ca’ Foscari University of Venice), Giuseppe Cavaliere (University of Bologna), Massimiliano Caporin (University of Padua), Valentina Corradi (University of Warwick), Fulvio Corsi (Ca’ Foscari University of Venice), Walter Distaso (Imperial College London and University of Messina), Luca Fanelli (University of Bologna), Mario Forni (University of Modena and Reggio Emilia), Raffaella Giacomini (University College London), Tullio Jappelli (University of Naples “Federico II”), Simone Manganelli (European Central Bank, Frankfurt), Raffaele Miniaci (University of Brescia), Chiara Monfardini (University of Bologna), Edoardo Otranto (University of Messina), Franco Peracchi (University of Rome “Tor Vergata”), Elena Pesavento (Emory University), Francesco Ravazzolo (Free University of Bozen), Barbara Rossi (ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI), Eduardo Rossi (University of Pavia and European Commission Joint Research Center), Alessandro Tarozzi (Universitat Pompeu Fabra and Barcelona GSE). Local organizing Committee: Walter Distaso (Imperial College and University of Messina – Chair), Leone Leonida (University of Messina and King’s College), Dario Maimone Ansaldo Patti (University of Messina), Daniela Rupo (University of Messina) Prizes: One prize of Euro 1,500 will be awarded to the best conference paper written by young scientists in Macroeconometrics or Financial Econometrics (Carlo Giannini Prize, offered by SIdE). One prize of Euro 2,500 will be awarded to the best conference paper written by young scientists in Theoretical or Applied Microeconometrics (Labour Prize, offered by LABOUR: Review of Labour Economics and Industrial Relations). For eligibility to both prizes, all authors of a paper must be no more than 4 years past the PhD defense.

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seminario Tsay in Bicocca
by Fabio Bellini 30 Sep '16

30 Sep '16

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seminario Dott. Severino - 12 ottobre 2016 - Bicocca
by Emanuela Rosazza 29 Sep '16

29 Sep '16

Si avvisa che il giorno mercoledì 12 ottobre 2016 alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026) si terrà il seguente seminario: Speaker: Dott. Federico Severino (Università Bocconi, Milano) Titolo: “Weak time-derivatives and no arbitrage pricing” Abstract: The risk-neutral pricing formula is a central result of asset pricing theory that provides the proper valuation of European derivatives in absence of arbitrages. Despite the variety of option payoffs, price dynamics are driven by the same interest rate process. We formalize this intuition by showing that no arbitrage prices constitute the weak solution of a differential equation, where the risk-free rate has a prominent role. To achieve this goal, we introduce the notion of weak time-derivative, which permits to differentiate functions of Markov processes. It generalizes the infinitesimal generator and provides a characterization of martingales, submartingales and supermartingales; in particular, martingales are characterized by a null weak time-derivative. Through the weak time-derivative, we formulate the no arbitrage pricing differential equation and we prove existence and uniqueness of the solution with both deterministic and stochastic interest rates. Finally, we reformulate the eigenvalue-eigenvector problem of Hansen and Scheinkman (2009) and we retrieve a decomposition of the stochastic discount factor, well-known in the long-term risk literature. This is joint work with Massimo Marinacci. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Special issue of Energy Economics in the occasion of "Energy Finance Italia", Padova, December 5-6
by Tiziano Vargiolu 28 Sep '16

28 Sep '16

(sorry for cross-postings) Dear all, we are very pleased to inform you that a selection of the papers presented in occasion of the Second conference "Energy Finance Italia" will be published in the Special Issue on "Risk Management in Energy Markets" of the journal "Energy Economics". The selection of the papers will take place according to the Journal standard procedures. The call for applications and deadlines for the submissions will be posted on the workshop's website events.math.unipd.it/efi2 as soon as defined with the Editor. See you in Padova! Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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QFW 2017 - Call for Papers
by Fabio Bellini 28 Sep '16

28 Sep '16

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Eurocast 2017 - Call for papers
by Antonio Di Crescenzo 27 Sep '16

27 Sep '16

Dear Colleague, we are pleased to let you know that the Workshop "Stochastic Models and Applications to Natural, Social and Technical Systems" will be held at the Sixteenth International Conference on Computer Aided Systems Theory, Las Palmas de Gran Canaria, February 19-24, 2017. The Workshop deals with theory and applications of probability in the modeling of random phenomena in the natural sciences, social sciences and technology, focusing on mathematical theory, analytical, algorithmic, experimental approaches and computational methods. Practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories, reliability, queueing theory, optimization and operations research are very welcome as well. An extended two pages abstract must be sent by e-mail to eurocast(a)iuctc.ulpgc.es until October 31, 2016. Selected full final papers for publication will be required before April 30, 2017. Further information is available at the conference web page (<http://eurocast2017.fulp.ulpgc.es/>http://eurocast2017.fulp.ulpgc.es/) Looking forward meeting you at the Workshop. Best regards, Antonio Di Crescenzo and Amelia G. Nobile -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail: adicrescenzo(a)unisa.it Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Fwd: Seminari di fisica matematica 28 settembre Giambattista Giacomin
by Gustavo Posta 26 Sep '16

26 Sep '16

Begin forwarded message: > > > Seminari di Fisica Matematica > Dipartimento di Matematica "G. Castelnuovo" > Università di Roma La Sapienza > > > Mercoledì 28 settembre, ore 16, aula di Consiglio > > > Giambattista Giacomin (Université Paris Diderot) > > > Dynamical models on random graphs: mean field versus long time behavior > > > Abstract. > I will address the issue of the proximity of interacting diffusion > models on large graphs with a uniform degree property and the > corresponding mean field model, i.e. a model on the complete graph > with a suitably renormalized interaction parameter. Examples include > Erdos-Renyi graphs with edge probability p(n), n is the number of > vertices, such that p(n)n tends to infinity as n does. I will present > a general result establishing this proximity on finite time horizon, > by exploiting the fact that both systems are accurately described by a > Fokker-Planck PDE in the limit. I will then try to put this result > into perspective by discussing the limitations of our approach. > > > > Tutti gli interessati sono invitati a partecipare. ---------------------------------------------------------------- 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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seminario Taniguchi in Bicocca
by Fabio Bellini 26 Sep '16

26 Sep '16

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International Conference on "Credit Solutions for the Real Economy: Implications for Investors, Financial Stability and Policy Design" in Venice - Programme
by Monica Billio 23 Sep '16

23 Sep '16

15th INTERNATIONAL CONFERENCE C R E D I T 2016 *Credit Solutions for the Real Economy: Implications for Investors, Financial Stability and Policy Design *Venice, Italy 6 - 7 October 2016 The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference this year focuses on *New Credit Solutions for the Real Economy and their Implications for Investors, Financial Stability and Policy Design *and will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference is the *fifteenth *of a series dedicated to various aspects of credit risk. The *co-sponsors* of the Conference are *GRETA Associati* (Venice, Italy), *Intesa Sanpaolo *(Milan, Italy), the*European Investment Fund *(Luxembourg), *Research Center SAFE *at Goethe University Frankfurt (Frankfurt, Germany) and *European Investment Bank__*(Luxembourg). The Conference is organised under the auspices of the *Department of Economics of the University Ca Foscari of Venice*, *ABI - Italian Banking Association__*and*European Investment Bank Institute*. The Scientific Committee for the Conference consists of: *Loriana Pelizzon *(Research Center SAFE at Goethe University Frankfurt, Ca Foscari University of Venice & GRETA, Programme Chair), *Francesca Campolongo *(JRC, European Commission), *Marco Da Rin *(Tilburg University), *Helmut Kraemer-Eis *(European Investment Fund), *Jan Pieter Krahnen *(Research Center SAFE at Goethe University Frankfurt),*Adair Morse *(University of California, Berkeley), *Steven Ongena *(University of Zurich, SFI & CEPR) and *Stephen Schaefer *(London Business School) PROGRAMME Thursday, October 6 2016 9.00 - 9.15_Welcome and Opening Remarks _*Monica Billio* (Ca Foscari University of Venice & GRETA) *Loriana Pelizzon* (Research Center SAFE at Goethe University Frankfurt, Ca Foscari University of Venice & GRETA, Programme Chair ) 9.15 - 11.00_Session I: Alternative and Digital Financing I_ - Chairman:*Stephen Schaefer *(London Business School) Key-note talk: /Lending Markets in Transition: Platforms, Borrowers & Investors,/ *Adair Morse* (University of California) /Payment Instruments, Enforceability and Development: Evidence from Mobile Money Technology, /Thorsten Beck**(City University London & CEPR),**Haki Pamuk**(Tilburg University & Wageningen University),**Ravindra Ramrattan**(FSD Kenya & Tilburg University)**and*Burak R. Uras* (Tilburg University & European Banking Center) - _Discussant:_ *Dale Gray *(International Monetary Fund) /How Does P2P Lending Fit Into the Consumer Credit Market?, /*Calebe de Roure *(Frankfurt School of Finance & Management),**Loriana Pelizzon**(Research Center SAFE at Goethe University Frankfurt, Ca Foscari University of Venice & GRETA), Paolo Tasca**(University College London, Centre for Blockchain Technologies) and Anjan Thakor (Washington University) - _Discussant:_ *Bruno Parigi *(University of Padova) 11.45 - 12.45_Session II: Credit Risk_ - Chairman:*Helmut Kraemer-Eis* (European Investment Fund) /Keeping It Personal or Getting Real? On the Drivers and Effectiveness of Personal versus Real Loan Guarantees, /*Sergio Mayordomo *(Bank of Spain), Antonio Moreno (University of Navarra), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) and María Rodríguez-Moreno (Bank of Spain) - _Discussant:_ *Vladimir Volkov *(University of Tasmania) /Default Risk Premium in Credit and Equity Market: A New Approach for Structural Model Estimation, /Alessandro Beber**(City University London),*Raffaele Corvino *(City University London) and Gianluca Fusai (City University London & Università del Piemonte Orientale) - _Discussant:_ *Alain Monfort* (CREST & Banque de France) 14.15 - 15.45_Session III: The Role of the Public Sector in Promoting the Development of Alternative Financing Channels_ - Chairman:*Loriana Pelizzon *(Research Center SAFE at Goethe University Frankfurt, Ca Foscari University of Venice & GRETA) /A Short Description of EIF Activities,/ *Helmut Kraemer-Eis* (European Investment Fund) /The Impact of EIF on the VC Ecosystem, /*Simone Signore *(European Investment Fund) and *Dario Prencipe *(European Investment Fund) /Dual Recourse Instrument - A Long Term Financing Solution for SME Loans, /*Luca Bertalot *(European Mortgage Federation - European Covered Bond Council (EMF-ECBC)), /Transparency The Way to Restore Confidence in the European ABS Market, /*Christian Thun *(European DataWarehouse GmbH) 15.45 - 16.45_Poster Session 1 _ 16.45 - 17.45_Session IV: Alternative and Digital Financing II_ - Chairman:*Francesca Campolongo *(JRC, European Commission) /Informational Synergies in Consumer Credit, /*Martin Hibbeln* (University of Duisburg-Essen), Lars Norden**(Getulio Vargas Foundation), Piet Usselmann (Braunschweig Institute of Technology) and**Marc Gürtler**(Braunschweig Institute of Technology) - _Discussant:_ *Marco Da Rin* (Tilburg University) /The Evolution of the Bitcoin Economy: Extracting and Analyzing the Network of Payment Relationships, /*Paolo Tasca* (University College London, Centre for Blockchain Technologies), Shaowen Liu (Deutsche Bundesbank) and Adam Hayes (University of Wisconsin-Madison) - _Discussant:_ *Ryan Stauffer *(University of Calgary) Friday, October 7 2016 9.00 - 10.45_Session V: Financing SME_ - Chairman:*Massimiliano Marini *(Intesa Sanpaolo) Key-note talk: /Financing Scale-Ups, /*Thomas Hellmann *(Oxford Said Business School) /Assessing the Credit Worthiness of Italian SMEs and Mini-bond Issuers, /Edward I. Altman (New York University),**Maurizio Esentato**(Classis Capital SIM S.p.A) and *Gabriele Sabato* (WiserFunding Ltd.) - _Discussant:_ *Francesca Campolongo *(JRC, European Commission) /Support for the SME Supporting Factor - Multi-Country Empirical Evidence on Systematic Risk Factor for SME Loans, /*Michel Dietsch* (ACPR Banque de France),**Klaus Düllmann (European Central Bank), Henri Fraisse (ACPR Banque de France), Philipp Koziol (European Central Bank) and Christine Ott**(Deutsche Bundesbank) - _Discussant:_ *Michele Costola *(Ca Foscari University of Venice) 11.30 - 13.15_Session VI: *SMEs Access to Financing and Bank Credit*_ - Chairman:*Pier Luigi Gilbert *(European Investment Fund) Key-note talk*:* /SMEs, Young Growth Firms and their Financing in Europe, /*Philipp Hartmann *(European Central Bank) /The Effect of Central Bank Liquidity Injections on Bank Credit Supply, /*Luisa Carpinelli* (Bank of Italy) and Matteo Crosignani (NYU Stern) - _Discussant:_ *Sven Klingler *(Copenhagen Business School) /The Demand and Supply of Mortgage Rate Fixation Periods. Managing Interest Rate Risk and Credit Risk in a Low Rate Environment, /Christoph Basten**(Swiss Financial Market Supervisory Authority & ETHZ), *Benjamin Guin* (Bank of England) and Cathérine Koch (Bank for International Settlements) - _Discussant:_ *Stephen Schaefer *(London Business School) 14.30 - 16.00_PANEL Session: *The Development of Credit Markets: Products, Financing Channels and Business Models//* _Moderator: *Fabrizio Galimberti *(Columnist, Il Sole 24 Ore) *Angelo Federico Arcelli *(Partner, Oliver Wyman) *Philipp Hartmann *(Deputy Director General Research, European Central Bank) *Thomas Hellmann *(Professor of Entrepreneurship and Innovation, Saïd Business School, University of Oxford) *Lars Jul Overby *(Head of Credit, Market and Operational Risk, European Bank Authority) *Dario Scannapieco *(Chairman, European Investment Fund & Vice-President, European Investment Bank) 16.00 - 17.00_Poster Session 2 _17.00 - 18.00_Session VII: Bank Business Models_ - Chairman:*Domenico Sartore *(Ca Foscari University of Venice & GRETA) /Nothing Special about Banks: Competition and Bank Lending in Britain, 1885-1925, /*Fabio Braggion* (Tilburg University & CentER), Narly Dwarkasing**(University of Bonn) and Lyndon Moore (University of Melbourne) - _Discussant:_ *Marcella Lucchetta *(Ca Foscari University of Venice) /Bank Business Models at Zero Interest Rates, /André Lucas**(VU University Amsterdam & Tinbergen Institute), Julia Schaumburg (VU University Amsterdam & Tinbergen Institute) and *Bernd Schwaab* (European Central Bank) - _Discussant:_ *Stine L. Daetz *(Copenhagen Business School) REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2016/credit2016.htm <file:///http://www.greta.it/credit/credit2016/credit2016.htm>). Registration fees are: Academics: 300 Euro + VAT Practitioners:1000 Euro + VAT PhD Students*: 130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: Admission to all scientific sessions; Lunches and coffee service during the Conference; Conference kit. The registration fees do not fully cover the conference dinner on October 6th, 2016, for which there is an extra charge of 80.00 Euro per person (conference attendees as well as accompanying persons). For more detailed information (registration, accommodation and Conference venue), please refer to the Conference website: http://www.greta.it/credit/credit2016/credit2016.htm <file:///http://www.greta.it/credit/credit2016/credit2016.htm>

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Tirocini formativi e di orientamento per neolaureati - Scadenza 25 Ottobre 2016
by Maurizio Ceseri 23 Sep '16

23 Sep '16

Si segnala che è stata attivata una selezione per tre tirocini formativi e di orientamento retribuiti da svolgersi presso l'Istituto per le Applicazioni del Calcolo "Mauro Picone" del Consiglio Nazionale delle Ricerche, nell'ambito del progetto Sportello Matematico per l'Industria Italiana. Di seguito, una sintetica descrizione della posizione. Maggiori informazioni e tutti i dettagli per presentare la domanda possono essere trovate al seguente link http://www.sportellomatematico.it/SMII/tirocini-2016/ ------------------------------------------------------------ ------------------------------------------ *L'obiettivo del Tirocinio* è di formare la figura professionale del *Traduttore Tecnologico* nell'ambito della Matematica Industriale, in grado di facilitare la comunicazione tra imprese e centri di ricerca. *Il bando è rivolto a* giovani con una Laurea Specialistica o Magistrale in una delle seguenti discipline: Matematica, Statistica, Fisica, Ingegneria, Scienze Informatiche ed Economia. *Il Tirocinio prevede* un rimborso mensile di *700 Euro* e ha una durata di *6 mesi*. *Per partecipare alla selezione*, è necessario inviare domanda di partecipazione all'Istituto per le Applicazioni del Calcolo “M. Picone” esclusivamente tramite Posta Elettronica Certificata (PEC) all'indirizzo: protocollo.iac(a)pec.cnr.it, entro il 25 Ottobre 2016. Alla domanda deve essere allegato un *curriculum vitae* in formato PDF. *La selezione* dei candidati avverrà il *28 Ottobre 2016 alle ore 9:30* presso l'Istituto per le Applicazioni del Calcolo “M. Picone”, via dei Taurini 19, Roma, che sarà anche la sede del tirocinio formativo. Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Conference in Leeds - approaching deadline for registration
by Tiziano De Angelis 23 Sep '16

23 Sep '16

Dear All, We would like to kindly remind you of the upcoming conference "Stochastic Analysis of Dynamical Systems, Stochastic Control and Games" which is going to be held at the University of Leeds on 24th - 26th of October 2016. Registration will close on *30th of September*. All necessary information can be found at www.maths.leeds.ac.uk/sandsycog For the list of confirmed speakers please follow the link below http://www.maths.leeds.ac.uk/sandsycog/programme.html Any queries may be addressed to Alexander Veretennikov: a.veretennikov(a)leeds.ac.uk Tiziano De Angelis: t.deangelis(a)leeds.ac.uk We would be most grateful if you could please forward the announcement to anyone potentially interested. Best regards Alexander Veretennikov Tiziano De Angelis

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