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Final Call for Papers--ICASQF2016 (fwd)
by Tiziano Vargiolu 11 Jan '16

11 Jan '16

---------- Forwarded message ---------- Date: Sun, 10 Jan 2016 21:48:12 -0500 From: Jaime Alberto Londono Londono <jalondonolo(a)unal.edu.co> To: Jaime Londo?o <icasqf(a)gmail.com> Subject: Final Call for Papers--ICASQF2016 Dear Colleague, Please let me call your attention on the Second International Congress on Actuarial Science and Quantitative Finance will be in Cartagena, Colombia from June 15 to June 18 of 2016, and the enclosed call of papers. The web page of the Congress is http://icasqf.org If you do not want to receive any further emails on this topic, please write me to this address. Best regards, Jaime A. Londo?o Chairman Organizing Committee Second International Congress on Actuarial Science and Quantitative Finance Associate Professor, Universidad Nacional de Colombia, Manizales jalondonol(a)unal.edu.co, jaime.a.londono(a)gmail.com Final Call for papers "Second International Congress on Actuarial Science and Quantitative Finance" Cartagena, Colombia, June 15 to June 18 of 2016. http://icasqf.org Dear colleague, You are cordially invited to submit your research papers for presentation consideration at the Second International Congress on Actuarial Science and Quantitative Finance, Cartagena, Colombia, June 15 to June 18 of 2016. The web page of the congress is http://icasqf.org Authors of selected oral presentations would be invited to submit to the special issue entitle ?Actuarial Science and Quantitative Finance: ICASQF2016, Cartagena, Colombia, June2016? of Springer Proceedings in Mathematics & Statistics (PROMS). Invited papers would follow a standard refereeing process. You can find the proceedings of the First edition of ICASQF here. The deadline for abstract submissions is February 1st, 2016 (23:59 Western time). The Congress is organized by Universidad Nacional de Colombia, Universidad de Cartagena, Universidad del Rosario, Universidad Externado de Colombia, Universidad de Los Andes and ENSIIE/Universit? d??vry-Val-d?Essonne. The event builds on the success of the first ICASQF. This second edition consolidates the Congress as the premier event in Actuarial Science and Quantitative Finance in Colombia, the Andean Region (Peru, Colombia, Venezuela, Ecuador, and Bolivia) and the Caribbean Region. The Congress will cover a variety of topics in Actuarial Science and Quantitative Finance. Topics include statistics techniques in Finance and Actuarial Science, Portfolio Management, Derivative Valuation, Financial Economics, Financial Econometrics, Computational Finance, Risk Theory and Life and Pension Insurance Mathematics, Non-Life Insurance Mathematics, and Economics of Insurance among others. The event would consist of plenary sessions with invited speakers in the areas of actuarial science and quantitative finance, oral sessions of contributed talks, invited sessions and poster sessions. A program of one day of the Congress would emphasize on problems of interest to practitioners. Also, there would be short courses on topics of interest in actuarial science and quantitative finance, given by some of the invited speakers. Invited speakers include: * Rama Cont. Semi-plenary talk and short course. Imperial College, London, UK. * Bruno Dupire. Plenary talk.Bloomberg LP. New York, US * Nicole El Karoui. Plenary talk and short course. ?cole Polytechnique, Palaiseau, France. * Christian Hipp. Semi-plenary talk. Karlsruher Institute of Technology, Karlsruhe, Germany. * Jean Jacod, Semi plenary talk and short course. Universit? Paris VI, Paris, France. * Ioannis Karatzas. Plenary talk and short course. University of Columbia, NY, US. * Glenn Meyers, Plenary talk and short course. ISO Innovative Analytics, New York USA. * Kees Oosterlee, Semi-plenary talk. Dutch national research center for mathematics and computer science, Amsterdam Netherlands. * Michael Sherris. Semi plenary talk. UNSW, Sydney Australia. * Qihe Tang. Plenary talk. School of Business, University of Iowa, Iowa USA * Fernando Zapatero. Semi-plenary talk. USC, Los Angeles, CA, US The following preeminent scholars have accepted to help us organize invited sessions: * St?phane Cr?pey, (Universit? d'Evry) * Jos? Garrido (Concordia University) * Julien Guyon, (Bloomberg LP) * Daniel Hern?ndez, (CIMAT) * Vladimir Kaishev, (Cass Business School) * Claude Lef?vre, (Universit? Libre de Bruxelles) * Andrea Pascucci, (University of Bologna) * Philip Protter (Columbia University) * Greg Taylor, (UNSW) * Emiliano Valdez, (University of Connecticut) The scientific committee of the event is integrated by: * Hansjoerg Albrecher, (Univ. of Lausanne) * Samuel Cox, (Georgia State University) * Richard Davis, (Columbia University) * Jos? Garrido, (Concordia University) * Daniel Hernandez, (CIMAT) * Edward (Jed) Frees, (University of Wisconsin, Madison) * Monique Jeanblanc, (Universit? d'?vry Val-d'Essonne) * Khaldoun Khashanah, (Stevens Institute of Technology) * Steve Haberman, (Cass Business School) * Ralf Korn, (Technische Universit?t Kaiserslautern) * St?phane Loisel, (Universit? Lyon 1, France) * Fabio Mercurio, (Blomberg) * Jean-Luc Prigent, (Universit? de Cergy-Pontoise) * Suresh P. Sethi, (University of Texas, Dallas) * Ajay Subramanian, (Georgia State University) * Emiliano Valdez, (University of Connecticut) * Carlos V?zquez Cend?n (Universidad de la Coru?a) * Viswanathan Arunachalam, (Universidad Nacional, Bogot?) * Jaime Londo?o(Chair, Universidad Nacional, Manizales). Best regards, On behalf of the Organizing Committee Jaime Londo?o

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PhD course di Mustafa Pinar in Bicocca
by Fabio Bellini 11 Jan '16

11 Jan '16

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Convegno in onore di Eugenio Regazzini, 10-11 giugno 2016
by Antonio Lijoi 10 Jan '16

10 Jan '16

******************************************************** Convegno in onore di Eugenio Regazzini - Pavia ******************************************************** In occasione del settantesimo compleanno di Eugenio Regazzini, il 10 e l'11 giugno 2016 a Pavia si terra' il convegno * Advances in Statistics, Probability and Mathematical Physics * * A Conference in Honour of Eugenio Regazzini * Il sito dedicato all'evento http://matematica.unipv.it/eugenioconference e' stato aggiornato con alcune informazioni utili per chi desidera partecipare. In particolare, si segnala che e' ora possibile registrarsi al convegno collegandosi al sito http://www-dimat.unipv.it/eugenioconference/registration.html Come gia' annunciato la registrazione e' gratuita, ma necessaria per motivi organizzativi e deve essere completata entro il *31 maggio 2016*. Nel modulo di registrazione occorre anche specificare se si intende partecipare alla cena sociale che si svolgera' venerdi' 10 giugno, a Pavia. Cordiali saluti, Antonio Lijoi

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Politecnico di Milano - Seminario Frédéric Brunet
by Marzia Angela Cremona 08 Jan '16

08 Jan '16

Si avvisa che in data 15-01-2016, alle ore 16:00, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Frédéric Brunet Institut de Génomique Fonctionnelle de Lyon, Ecole Normale Supérieure de Lyon Titolo: 1-2-3-4: a story about whole genome duplications in fish and other vertebrates Abstract: Gene and genome duplications, which increase gene copy number at different scales, are considered to be important contributors to the evolution of organisms. During the evolution of vertebrates, two successive rounds of whole genome duplication, called 1R and 2R have highly influenced the organization of gene content of genomes. After WGDs, genomes returned progressively to a diploid state, but a certain amount of genes were kept as duplicates, which led to the formation and extension of many gene families. A fish-specific genome duplication called 3R occurred at the base of the teleost fish lineage. A fourth round of WGD has also been characterized Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Marzia Cremona Marzia A. Cremona MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Via Bonardi, 9 20133 Milano (Italy) tel: +39 02 2399 4595 e-mail: marziaangela.cremona(a)polimi.it

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Deadline approaching: postdoc position in Probability at the University of Bath
by Alexandre Stauffer 06 Jan '16

06 Jan '16

Dear colleagues, This is the last call to a 3-year postdoc position available in Probability. For more information, see below and http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=FY3536 The deadline is 20th January. Please pass this to potential candidates and local mailing lists. Thank you very much. Best wishes, Alexandre Postdoc in probability at the University of Bath, UK A postdoc (research associate) position is available in the area of probability starting from 1st October 2016, or a date to be agreed (but no sooner than 1st April 2016). The position will be available for up to 3 years. The position is funded by the EPSRC fellowship "Mathematical analysis of strongly correlated processes on discrete dynamic structures" of Dr. Alexandre Stauffer. The area of research will be centered on the mathematical analysis of random large-scale interacting systems, such as interacting particle systems, random walks and other stochastic processes in random or dynamic environments, percolation, spin systems, and dynamically evolving graphs. The ideal candidate is expected to have a strong background in probability theory, and have a PhD in mathematics, theoretical computer science or related areas. The successful applicant will be associated with the probability laboratory (Prob-L@B) of the Department of Mathematical Sciences at the University of Bath. Prob-L@B is one of the world’s most vibrant probability groups, with eight permanent members, a large cohort of PhD students and postdocs, and a large number of different research activities and international visitors. Applications made to the on-line system should include: * an updated curriculum vitae (with publication list), * the names and contact details of three academic referees, * a one-page research statement describing your research interests, your experience in the area of the position and your career aspirations. Deadline for applications: 20th January 2016. To apply, go to http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=FY3536 Interview of short-listed applicants is expected to take place in the week of 15th February 2016. For informal enquiries please contact Dr. Alexandre Stauffer ( a.stauffer(a)bath.ac.uk) For more information visit the website of Dr. Alexandre Stauffer ( http://people.bath.ac.uk/ados20/) and Prob-L@B ( http://www.bath.ac.uk/research/centres/probability-laboratory/)

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Fwd: Assistant Professor positions at the LSE (fwd)
by Tiziano Vargiolu 05 Jan '16

05 Jan '16

----- Forwarded message from mihalis.zervos(a)gmail.com ----- Date: Mon, 4 Jan 2016 23:14:38 +0000 From: Mihail Zervos <mihalis.zervos(a)gmail.com> Subject: Assistant Professor positions at the LSE To: Mihail Zervos <mihalis.zervos(a)gmail.com> Dear Colleagues, The Department of Mathematics at the London School of Economics and Political Science (LSE) is seeking to appoint one or more career-track Assistant Professors. We particularly welcome applications in financial mathematics and game theory. The application deadline is January 15, 2016. Please bring this advertisement to the attention of suitable candidates who might be interested. Best regards, Mihail Zervos. ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Reminder 3rd Barcelona Summer School on Stochastic Analysis
by Marco Romito 29 Dec '15

29 Dec '15

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CIME-EMS Summer School on Singular Random Dynamics
by FRANCO FLANDOLI 29 Dec '15

29 Dec '15

CIME-EMS Summer School on Singular Random Dynamics Cetraro (CS) - August 22 - August 27, 2016 Registration is open 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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Fwd: Bocconi Call for Applications - PhD in Statistics 2016/17 - deadline Feb 1st, 2016
by Gustavo Posta 23 Dec '15

23 Dec '15

Begin forwarded message: > From: Sonia Petrone <sonia.petrone(a)unibocconi.it> > Date: 23 dicembre 2015 00.03.42 GMT+01.00 > Subject: Bocconi Call for Applications - PhD in Statistics 2016/17 - deadline Feb 1st, 2016 > Reply-To: angela.baldassarre(a)unibocconi.it > > Dear colleague, > > I would be grateful if you could bring the Bocconi PhD program in Statistics to the attention of your best master students. > The deadline for application is February 1st, 2016. > > ----------------------------------------------------------------------------------- > > PhD in Statistics > > Call for applications for PhD student positions > > Within the Doctoral School at Bocconi University, the four-years Ph.D. program in Statistics gives a solid grounding for high level research in Universities and international research institutions. > > The curricula covers fundamentals of Probability and Statistics and applications. Students acquire a deep methodological preparation and specialized skills, through the first and second year courses. The third and forth years are entirely devoted to research. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD school is encouraged. The program includes monographic courses held by visiting professors from the most prestigious Universities and research institutions. > > The Ph.D. in Statistics is designed for highly motivated students who wish to undertake first rate research careers in theoretical or applied Statistics and decision sciences. Career opportunities also include central banks, governments and international organizations, and financial institutions. > > Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Economics, Engineering, as well as other quantitatively-oriented fields, are encouraged to apply for admission. > > Applicants should hold or be on their way to hold a graduate degree or equivalent. > > The PhD School offers at least 4 student positions with fellowship for the PhD in Statistics and further positions with fellowship or tuition waiver are available. See the full official call – attached – or visit www.unibocconi.eu/admissionphd for all information. > > Applications are due by February 1st, 2016. > > For more information about the program, its courses and the admission procedures, please feel free to contact our Program Assistant at infophd(a)unibocconi.it or visit our website www.unibocconi.eu/phdstatistics > > Sincerely, > > Sonia Petrone > Director, PhD program in Statistics > Bocconi University > Milano, Italy > > -------------------------------------------------- > > PhD School Administrative Assistant > Bocconi University > Via Röntgen 1 > 1st floor - room 1-E3-04 > 20136 Milano, Italy > T: +39 02 5836.3367 > E: angela.baldassarre(a)unibocconi.it >

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2nd STATALK ON BAYESIAN NONPARAMETRICS @ Collegio Carlo Alberto, 19 Feb 2016
by Matteo Ruggiero 21 Dec '15

21 Dec '15

******************************************************************************************************* 2nd STATALK ON BAYESIAN NONPARAMETRICS @ Collegio Carlo Alberto, 19 Feb 2016 ******************************************************************************************************* Dear all, we are pleased to announce that the second edition of the StaTalks series will be held at Collegio Carlo Alberto on February 19, 2016. StaTalks are one-day workshops on statistical topics during which the hosting group introduces and overviews the main research interests of their members. Aimed at Master’s and PhD students, as well as at post-docs and young researchers, StaTalks are intended to be informal gatherings which allow for a more proficient interaction between presenters and participants. They typically feature some introductory tutorials on the main workshop theme and a few seminars that overview more advanced research topics, still kept at an expository level. StaTalks are thus a great opportunity to become acquainted with the workshop main topic, as well as to share and update one's knowledge on the interface of Statistical research in an easy and informal atmosphere. StaTalks are endorsed by Y-SIS (https://sites.google.com/site/youngsocietaitalianastatistica/) the young section of the Italian Statistical Society. The first edition has been a StaTalk on Biostatistics, held in April 2015 at the University of Milan. The second StaTalk will be held on February 19, 2016, at Collegio Carlo Alberto. The topic of the second StaTalk will be Bayesian nonparametrics, a field of Statistics which has experienced a tremendous growth in the last few decades, both in terms of research production and in terms of impact of the discipline on the applications. Collegio Carlo Alberto, which will host the event, is a research and high education institution which comprises national and international faculty members, research fellows and visiting scholars in the fields of Economics, Statistics and wider social sciences. The Collegio is sited in a historical building in Moncalieri, at the outskirts of Torino, and can be easily reached from Torino city centre with public transportation. The StatTalk on Bayesian nonparametrics is supported by the “de Castro" Statistics Initiative in collaboration with Collegio Carlo Alberto. Additional info can be found at the workshop page www.carloalberto.org/research/statistics-initiative/events/statalk Information on the PROGRAMME can be found here www.carloalberto.org/research/statistics-initiative/events/statalk/workshop… Information on the REGISTRATION (which is free of charge but mandatory) can be found here www.carloalberto.org/research/statistics-initiative/events/statalk/registra… Best regards, The Organising Committee --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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PhD position in stochastic analysis at Leeds
by Elena Issoglio 17 Dec '15

17 Dec '15

Dear Colleagues, At the University of Leeds we have a PhD position in stochastic analysis within the framework "Leeds York NERC Doctoral Training Partnership (DTP)". Details are as follows: Topic: An Abstract Model for Surface Water Flow - Stochastic Differential Equations on Graphs and related Fractal Limits Deadline: January 11th 2016 How to apply: http://www.nercdtp.leeds.ac.uk/how-to-apply/ More info can be found at http://www.nercdtp.leeds.ac.uk/projects/index.php?id=284 . Alternatively you can contact Elena Issoglio at e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> Please draw this to the attention of potential candidates. With best wishes, Elena Issoglio

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Fwd: CRM-PISA -- 4 two-year Junior Visiting Positions -- DEADLINE 11th JANUARY 2016
by Tiziano Vargiolu 16 Dec '15

16 Dec '15

From: CRM <crm(a)sns.it> Date: 2015-12-15 20:08 GMT+01:00 Subject: CRM-PISA -- Announcement for 4 two-year Junior Visiting Positions -- DEADLINE 11th JANUARY 2016 To: CRM <crm(a)sns.it> Dear Colleague, I would be grateful if you could bring to the attention of your best postgraduate students and PhD holders the *CRM-PISA Junior Visiting Programme <http://crm.sns.it/grant/31/>* The program covers four two-year Junior Visiting positions starting in the Academic Year 2016/17 and is aimed at highly qualified new or recent PhD's in mathematics with an exceptional research potential. PhD students can also apply, provided they obtain their PhD no later than 1 st October 2016. *Deadline for application is 11th January 2016.* The annual gross remuneration is around 32,000 Euros, corresponding to a monthly salary of approximately 2,000 Euros, plus a research allowance of 1,000 Euros that can be used for exchange visits. Junior Visitors are expected to start their research activity at CRM-PISA no later than October 2016. *Full official call can be retrieved at* *http://www.sns.it/bando/assegni-di-ricerca-denominati-%E2%80%9Cjunior-visiting-position%E2%80%9D-quattro-giovani-studiosi-lo-svolgimento-di-attivit%C3%A0-di-ricerca-nel <http://www.sns.it/bando/assegni-di-ricerca-denominati-%E2%80%9Cjunior-visit…>* *For an English version please view the Announcement in attachment to the call:* *http://www.sns.it/sites/default/files/documenti/09-12-2015/2015announcement617.pdf <http://www.sns.it/sites/default/files/documenti/09-12-2015/2015announcement…>* Hosting over 4000 visitors since its foundation in 2001, CRM-PISA* (**Centro di Ricerca Matematica Ennio De Giorgi <http://crm.sns.it/>**) *provides a thriving international and interdisciplinary research environment and Junior Visitors can take part to a great variety of scientific activities including intensive research periods, workshops and seminars, and have a unique opportunity to interact with top-class scientists. Yours sincerely, Stefano Marmi Director CRM-PISA ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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modifica seminari 16 dicembre
by Matteo Ruggiero 14 Dec '15

14 Dec '15

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Mercoledi 16 Dicembre 2015, nell’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: 11:00 am Harry CRANE (Rutgers University) RELATIVE EXCHANGEABILITY -- 12:00 pm Juhee LEE (University of California at Santa Cruz) BAYESIAN INFERENCE FOR INTRA-TUMOR HETEROGENEITY IN MUTATIONS AND COPY NUMBER VARIATION -- 4:00 pm Mattia CIOLLARO (Carnegie Mellon University) AN INFERENTIAL THEORY OF CLUSTERING FOR FUNCTIONAL DATA Rispetto al programma precedentemente annunciato, è stato cancellato l'intervento di Linxi LIU. Tutti gli interessati sono invitati a partecipare. Gli abstracts possono essere consultati alla pagina www.carloalberto.org/events/seminars/statistics/ Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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seminario Alois Pichler in Bicocca
by Fabio Bellini 14 Dec '15

14 Dec '15

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Workshop "Stochastic Models And Related Topics"
by Antonio Di Crescenzo 10 Dec '15

10 Dec '15

The International Workshop "Stochastic Models And Related Topics" will take place on January 21 and 22, 2016 at the Department of Mathematics of Salerno University Via Giovanni Paolo II, n. 132, 84084 Fisciano (SA), Italy Main topics of the Workshop include stochastic models in dynamical systems, reliability theory, biomathematics, mathematical finance, queueing systems. Some talks will also focus on current problems in applications of mathematics, probability and statistics, and on related computational aspects. The program of the activities is still being planned. We wish to have a scientifically interesting and stimulating opportunity to exchange information both in the form of lectures, seminars and, above all, informal discussions among the participants. There is no registration fee for attending the Workshop. The deadline for Abstracts is January 5, 2016. Abstract submissions must be sent by email to adicrescenzo(a)unisa.it The abstract template and other details are available at http://www.unisa.it/docenti/antoniodicrescenzo/smart2016/workshop Those who are interested are kindly invited to write an email to adicrescenzo(a)unisa.it The Organizing Committee Antonio Di Crescenzo, Virginia Giorno, Barbara Martinucci, Alessandra Meoli, Amelia G. Nobile, Serena Spina --

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Conference MAF 2016 - Extended deadline for abstract sublission
by Marco Corazza 09 Dec '15

09 Dec '15

========================================================================== Seventh International Conference on MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE March 30-31 and April 1, 2016 University Paris-Dauphine - Paris (France) Extended deadline for abstract submission: December 20th, 2015 http://maf2016-paris.dauphine.fr/fr.html ========================================================================== Third call for papers ========================================================================== Dear All, the seventh international conference "MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE" will be held from March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris (France). Here, I highlight only a few things: 1) Submission of abstracts, no more than two pages, within December 20th, 2015 (extended deadline). You can download the instructions for authors and the template for the abstract from the webpage: http://maf2016-paris.dauphine.fr/fr/registration-submission.html. Then you can send the abstract by email: maf2016_submission(a)unive.it. 2) Notification of the abstract acceptance within January 11th, 2016. 3) Please, give the widest possible diffusion to the call for paper. See you in Paris, Marco (Corazza) P.S. - Apologies for cross sending. -- Marco Corazza Department of Economics Ca' Foscari University of Venice San Giobbe, Cannaregio 873 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it -- <<If a risk measure is coherent for return distributions, it may not be coherent for payoff distributions.>> S.T. Rachev, S.V. Stoyanov, F.J. Fabozzi, “A probability metrics approach to financial risk measures”, Wiley-Blackwell, 2011 [pag. 150]

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Modifica orario del Mini-corso "Martingale Optimal Transport" del prof. Nizar Touzi a Pisa
by Fausto Gozzi 08 Dec '15

08 Dec '15

Modifica orario Riguardo al mini-corso dal titolo "Martingale Optimal Transport" presso il Dipartimento di Matematica dell'Universita' di Pisa di cui all'avviso qui sotto, si comunica che l'orario della lezione di domani, Mercoledi' 9 Dicembre, verra' spostato in avanti di mezz'ora. Quindi la lezione si svolgerà dalle 16.30 alle 18.30, stesso luogo. Fausto Gozzi >Si ricorda che nei giorni 9-11 dicembre il prof. Nizar Touzi dell'Ecole >Polytechnique di Parigi terra' un mini-corso dal >titolo "Martingale Optimal Transport" presso il >Dipartimento di Matematica dell'Universita' di Pisa. > >L'abstract ed il calendario sono riportati di seguito. > >-------------------------------------------------------------- > >- MER 9/12: ore 16 - 18 (Aula riunioni) >- GIO 10/12: ore 10 - 12 (Aula seminari) >- GIO 10/12: ore 15 - 17 (Aula seminari) >- VEN 11/12: ore 9 - 13 (Aula seminari) > >Abstract: We provide an introduction to martingale optimal transport. In >the context of the one-period version of the problem, we establish the >Kantorovitch duality, we discuss the existence for the primal and the >dual problems, and we provide the martingale version of the cyclic >monotonicity condition together with of the one-dimensional Brenier >theorem. We finally show the connection between continuous-time >martingale transport and the Skorohod embedding problem, and we provide >some applications. > > >Salvatore Federico >_______________________________________________ >Random mailing list > >Per informazioni e per disiscriversi: >https://fields.dm.unipi.it/listinfo/random >Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it >Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it >Archivio dei messaggi inviati: >https://fields.dm.unipi.it/pipermail/random/#end Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old addresses: Fausto Gozzi Dipartimento di Matematica per le Decisioni Economiche Finanziarie e Assicurative Facolta' di Economia Universita' di Roma La Sapienza via del Castro Laurenziano 9 00161 Roma Italy tel 06/49766275 (office) FAX 06/49766765 and also Fausto Gozzi Dipartimento di Matematica Universita' di Pisa via Filippo Buonarroti n. 2 56127 Pisa Italy tel 050/2213270 FAX 050/2213224 e-mail: GOZZI(a)DM.UNIPI.IT --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Seminari LIU, LEE, CRANE
by Matteo Ruggiero 08 Dec '15

08 Dec '15

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Mercoledi 16 Dicembre 2015, nell’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: 11:00 am Linxi LIU (Stanford University) CONVERGENCE RATE OF A CLASS OF MULTIVARIATE DENSITY ESTIMATORS BASED ON ADAPTIVE PARTITIONING -- 12:00 pm Juhee LEE (University of California at Santa Cruz) BAYESIAN INFERENCE FOR INTRA-TUMOR HETEROGENEITY IN MUTATIONS AND COPY NUMBER VARIATION -- 4:00 pm Harry CRANE (Rutgers University) RELATIVE EXCHANGEABILITY Tutti gli interessati sono invitati a partecipare. Gli abstracts possono essere consultati alla pagina www.carloalberto.org/events/seminars/statistics/ Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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EFI - Edizione 1
by Tiziano Vargiolu 05 Dec '15

05 Dec '15

Carissimi, trovate online le ultime informazioni sul workshop Energy Finance Italia (prima edizione), a Camerino (MC) il 10-11 dicembre 2015. Il programma del workshop con gli orari degli interventi ed il nome dei chair di ogni sessione ? stato pubblicato sul sito web: http://energyfinanceitalia.dtdns.net/ E' prevista alla fine del workshop una riunione per discutere insieme di questa nuova rete. Nel sito sono presenti anche i link a informazioni su come raggiungere la sede del convegno e l'albergo. La fee (che comprende cena, una notte di albergo e i coffee break) ? di 120 euro, e dovrebbe essere pagata con la seguente modalit?: 1) per enti pubblici (le universit?): versamento su BANCA D?ITALIA DI MACERATA CC/ di tesoreria unica n. 37554 ; indicando nella causale 'partecipazione NOME COGNOME a Energy Finance Italia 2015' 2) per privati: versamento su Banca Marche, AGENZIA 13 Camerino, CC/ IBAN: IT83 P060 5568 8300 0000 0010346 ; indicando nella causale 'partecipazione NOME COGNOME a Energy Finance Italia 2015' Chi ha bisogno del certificato di partecipazione me lo faccia sapere. A presto ! Carlo -- Carlo Lucheroni School of Sciences and Technologies Universita' di Camerino via Madonna delle Carceri 9 62032 Camerino (MC) Italy Office phone: 39-0737402552 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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Secondo annuncio: Mini-corso "Martingale Optimal Transport" del prof. Nizar Touzi a Pisa
by Salvatore Federico 05 Dec '15

05 Dec '15

Si ricorda che nei giorni 9-11 dicembre il prof. Nizar Touzi dell'Ecole Polytechnique di Parigi terra' un mini-corso dal titolo "Martingale Optimal Transport" presso il Dipartimento di Matematica dell'Universita' di Pisa. L'abstract ed il calendario sono riportati di seguito. -------------------------------------------------------------- - MER 9/12: ore 16 - 18 (Aula riunioni) - GIO 10/12: ore 10 - 12 (Aula seminari) - GIO 10/12: ore 15 - 17 (Aula seminari) - VEN 11/12: ore 9 - 13 (Aula seminari) Abstract: We provide an introduction to martingale optimal transport. In the context of the one-period version of the problem, we establish the Kantorovitch duality, we discuss the existence for the primal and the dual problems, and we provide the martingale version of the cyclic monotonicity condition together with of the one-dimensional Brenier theorem. We finally show the connection between continuous-time martingale transport and the Skorohod embedding problem, and we provide some applications. Salvatore Federico

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Fwd: School and Workshop on Random Interacting Systems in Bath, UK
by Faggionato, Alessandra 04 Dec '15

04 Dec '15

School and Workshop on Random Interacting Systems 19-24 June 2016, in Bath, U.K. Registration is open until 25th March 2016 at http://people.bath.ac.uk/ados20/ris2016/ MINI-COURSES ============ Michael Damron (Georgia Institute of Technology) Geodesics in first-passage percolation Ron Peled (Tel Aviv University) The spin and loop O(n) models INVITED SPEAKERS ================ Krzysztof Burdzy (University of Washington) Manuel Cabezas (PUC Chile) Elisabetta Candellero (University of Warwick) Pietro Caputo (Roma Tre) Shirshendu Ganguly* (University of Washington) Jack Hanson (CCNY) Dmitry Ioffe (Technion) Elena Kosygina (Baruch College, CUNY) Fabio Martinelli* (Roma Tre) Allan Sly* (UC Berkeley) Yinon Spinka (Tel Aviv University) Alain-Sol Sznitman (ETH Zurich) Vincent Tassion (Universite Geneve) Balint Toth (Bristol & TU Budapest) Daniel Ueltschi (University of Warwick) * = to be confirmed. There will be slots for a small number of contributed talks (with preference to PhD students and post-docs). If you are interested, send title and abstract during registration at http://people.bath.ac.uk/ados20/ris2016/ We look forward to seeing you in Bath. Vladas Sidoravicius and Alexandre Stauffer -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Annuncio seminario Prof. Meilijson
by Cristina Zucca 04 Dec '15

04 Dec '15

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Lunedì 14 Dicembre 2015 alle ore 15:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. Isaac Meilijson (Department of Statistics and Operations Research · School of Mathematical Sciences; Tel Aviv University) terrà un seminario dal titolo How variable can a martingale with a given final variance be? Abstract: The ratio between the expected diameter (maximum-minimum) of an L2-bounded martingale and the standard deviation of its last term cannot exceed √3 (Dubins, Gilat & Meilijson). This extends the Dubins & Schwarz respective bounds 1 and √2 for the ratios between the expected maximum and maximal absolute value of the martingale and the standard deviation of its last term. All three will be reviewed in a unified way, by showing that these problems can be reduced to finding some optimal stopping times in Brownian Motion. ------------------------------------------------------------------------------------------------------ Tutti gli interessati sono invitati a partecipare Cristina Zucca -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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Seminario Ilaria Spassiani a RM1
by Nappo, Giovanna 03 Dec '15

03 Dec '15

*********************************************************************************************** SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA *********************************************************************************************** Dipartimento di Matematica G. Castelnuovo Sapienza, Università di Roma piazzale A. Moro 2, Roma *********************************************************************************************** Mercoledì 9 dicembre 2015 Ore 11:30, Aula di Consiglio Seminario di Probabilità e Statistica Matematica/Presentazione Tesi di Dottorato Ilaria Spassiani (Sapienza Università di Roma) Un nuovo modello ETAS per terremoti con magnitudo dipendenti Il classico modello ETAS temporale per sequenze sismiche fa parte della classe di processi di Hawkes con marche indipendenti. Tuttavia, poiché l'ipotesi di dipendenza tra le magnitudo è supportata da analisi statistiche, proponiamo una nuova versione dell'ETAS temporale, in cui le magnitudo degli aftershocks (eventi triggerati) dipendono dalle magnitudo dei rispettivi eventi madre (eventi triggeranti) attraverso una probabilità di transizione tale che, in accordo con i risultati sperimentali, (i) eventi triggerati con magnitudo grande/piccola sono più probabili se scatenati da eventi triggeranti con magnitudo grande/piccola; (ii) tutte le magnitudo seguono la stessa legge esponenziale di Gutenberg-Richter, ovvero la sua densità è autofunzione di un opportuno operatore. Infine, discuteremo la non esplosione del modello, l'approssimazione della probabilità di zero eventi in [0,t], per t piccolo, ed interpreteremo i risultati come un'approssimazione della densità comune degli intertempi. *********************************************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo ***********************************************************************************************

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posizioni di post-doc e borse per studenti di master c/o centro Lebesgue
by Marco Romito 03 Dec '15

03 Dec '15

segnalo per gli interessati. ---------------------------------------------------- The Lebesgue Center invites to apply for post-doctoral positions in mathematics for a period of six months to a year (renewable once). The hired applicant will conduct his/her research at one of these Institutes: IRMAR (Rennes), LMJL (Nantes), LMBA (Brest and Vannes), LAREMA (Angers). The position is open to all research areas present within the four Institutes. It does not include an obligation to teach. The net salary will be 2 225 Euros per month. Deadline: April 15, 2016. http://www.lebesgue.fr/ ---------------------------------------------------- The Lebesgue Center offers 10,000€ scholarships to outstanding mathematics students applying for a master programme in mathematics, for a fist year of Master (M1) or for a second year of Master (M2), in Rennes, Nantes, Angers, Brest or Vannes. Deadline: March 10, 2016. http://www.lebesgue.fr/

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Seminario Valeria Bignozzi
by Gabriele Stabile 03 Dec '15

03 Dec '15

Mercoledì 9 Dicembre, alle ore 13, presso l'Aula Fanfani al 5° piano del Dipartimento MEMOTEF (Sapienza Università di Roma, Via del Castro Laurenziano 9, Roma), si terrà il seminario: "How superaddittive can a risk measure be?" Speaker: Velaria Bignozzi (Sapienza University of Rome). ABSTRACT ************** Risk measures that are not subadditive may penalize the aggregation of risk, by inducing portfolio requirements that are larger than those of undiversified positions. This happens for instance for Value-at-Risk (VaR), as well as convex shortfall risk measures. In this paper we characterize the potential for superadditivity that any risk measure may exhibit, considering both dependence uncertainty as well as the effect of portfolio size. It is shown that for the wide majority of risk measures of use or interest this corresponds to calculating the smallest dominating coherent risk measure (SDCRM). We show that this risk measure often exists and is identified with the notion of extreme-aggregation risk measure introduced in this paper. Explicit results are provided for the class of distortion risk measures, where the SDCRM is again a distortion risk measure and for the class of shortfall risk measures, where the SDCRM is given by an expectile. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Gabriele Stabile

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