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Fwd: January 28-29 IRS 2025 Conference Announcement
by Faggionato, Alessandra 20 Oct '24

20 Oct '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Inhomegenous Random <inter(a)math.cnrs.fr> Date: Sun, 20 Oct 2024 at 16:29 Subject: January 28-29 IRS 2025 Conference Announcement To: <faggiona(a)mat.uniroma1.it> Dear Colleagues, This is the first announcement for the two-day conference on: INHOMOGENEOUS RANDOM SYSTEMS which will be held on Tuesday 28 and Wednesday 29 January 2025 at Institut Henri Poincaré, Paris. You will find in attachment a PDF file of the announcement with the same informations as below which you may print and post up. Looking forward to meeting you in Paris, Christian Maes, Kirone Mallick, Ellen Saada. --------------------------------------------------------------------- INHOMOGENEOUS RANDOM SYSTEMS Systemes Aleatoires Inhomogenes January 28-29, 2025 Institut Henri Poincaré 11-13, rue Pierre et Marie Curie, Paris The aim of this annual workshop is to bring together mathematicians and physicists working on disordered or random systems, and to discuss recent developments on themes of common interest. Each of the two days is devoted to a specific topic; the 2025 session is planned as follows. Tuesday 28 January: SPIN GLASSES AND RELATED TOPICS. Moderator: Jean-Christophe Mourrat (Lyon). Spin glasses are models of statistical mechanics characterized by disordered interactions and complex energy landscapes. They serve as fundamental examples of complex systems, providing insights into various scientific fields. This event will bring together different perspectives from mathematics, physics, and computer science, showcasing recent developments and promising research directions. Speakers: Leticia Cugliandolo (Paris), Brice Huang (Boston), Antoine Maillard (Paris), Remi Monasson (Paris), Guilhem Semerjian (Paris), Eliran Subag (Rehovot), Pierfrancesco Urbani (Saclay). Wednesday 29 January: ERGODICITY-BREAKING PHENOMENA IN QUANTUM MECHANICS. Moderator: Wojciech De Roeck (Leuven) Experimental marvels like cold atoms are allowing us to probe many-body Hamiltonian dynamics in a very detailed way, bringing into focus questions that might have seemed almost philosophical in earlier decades. One of the surprises from these experiments is that such systems often fail to thermalize. Phenomena like `localization', `quantum scars' and various types of glassy behaviour are ubiquitous in these simple quantum systems, whereas they do not seem so common in condensed matter platforms. This day brings together several specialists from this field. Speakers: Marin Bukov (Dresden), François Huveneers (London), Andrea De Luca (Cergy), David Luitz (Bonn), Markus Mueller (Vienna), Silvia Pappalardi (Koeln), Simone Warzel (Muenchen). --------------------- The conference is free and open to all. To facilitate local organization, please register in advance by sending an e-mail to: inter(a)math.cnrs.fr with subject: IRS 2025 and the following informations: Name: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Institution:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Address:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Email:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ You may also consult the conference web page at: https://irs.math.cnrs.fr Christian Maes Kirone Mallick Theoretische Fysica Physique Théorique, IPhT KU Leuven, Belgium CEA, Saclay Ellen Saada Mathématiques, MAP5 CNRS, Université Paris Cité Partially supported by CNRS, Université Paris Cité, CEA and KU Leuven. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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International Workshop on Objective Bayesian Methodology, Athens June 8-12, 2025
by Brunero Liseo 20 Oct '24

20 Oct '24

Apologies for cross-posting The 2025 Objective Bayes (O'Bayes) Methodology Conference will be held in Athens, Greece, from June 8 to 12, 2025. Information about the conference is available on the website https://obayes25.aueb.gr/ Please note that registration for the O'Bayes25 meeting is now open. Please visit the site https://obayes25.aueb.gr/registration.html and register before the end of February (for regular registration fees). The conference will feature invited presentations and discussions by several experts in Objective Bayes methodology. It will also feature contributions in the form of poster presentations. The deadline for poster proposals is February 28, 2025. Junior participants are eligible for travel grants that could provide (at least partial) support. Please have a look at the corresponding section on the webpage for instructions on submitting poster proposals. Hope to see you in Athens, next June! Brunero Liseo on behalf of the O'Bayes 2025 Scientific Committee _______________________________________________________ Merlise Clyde, Duke University, USA Anabel Forte, University of Valencia, Spain Peter Grunwald, Centrum Wiskunde & Informatica, The Netherlands Brunero Liseo (Chair), Sapienza Università di Roma, Italy Alexandra Schmidt, McGill University, Canada Abel Rodriguez, University of Washington, USA Cristiano Villa, Duke Kunshan University, China _______________________________________________________ -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================

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Fwd: Pre-doctoral position in Barcelona / Contracte predoctoral a Barcelona / Contrato predocotral en Barcelona
by Enea Bongiorno 17 Oct '24

17 Oct '24

ricevo ed inoltro ---------- Forwarded message --------- From: Pedro Delicado Useros <pedro.delicado(a)upc.edu> Date: Thu, 17 Oct 2024 at 19:58 Subject: Fwd: Pre-doctoral position in Barcelona / Contracte predoctoral a Barcelona / Contrato predocotral en Barcelona To: Pedro Delicado Useros <pedro.delicado(a)upc.edu> (Catalan and Spanish versions follow) ------------------------------ Dear friends, We are looking for candidates for a 4-year pre-doctoral contract to develop a PhD thesis in our research group, in Barcelona. Please find more details in the attached documents. I would be grateful if you could share this offer with potential candidates. Thanks in advance, Pedro Delicado ----------------------------- Benvolguts amics, estem buscant candidats per a un contracte predoctoral de 4 anys per desenvolupar una tesi doctoral al nostre grup de recerca, a Barcelona. Trobareu més detalls als documents adjunts. Us agrairia que compartiu aquesta oferta amb candidats potencials. Gràcies per endavant, Pedro Delicado ----------------------------- Estimados amigos, estamos buscando candidatos para un contrato predoctoral de 4 años para desarrollar una tesis doctoral en nuestro grupo de investigación, en Barcelona. Encontraréis más detalles en los documentos adjuntos. Os agradecería que compartierais esta oferta con posibles candidatos. Gracias de antemano, Pedro Delicado -- -------------------------------------------------- Pedro Delicado Departament d'Estadística i Investigació Operativa Universitat Politècnica de Catalunya Despatx 211, Edifici C5, Campus Nord C/ Jordi Girona 1-3, 08034 Barcelona (SPAIN) Tel: (34) 93 401 5698 Fax: (34) 93 401 5855 e-mail: pedro.delicado(a)upc.edu Web address: http://www-eio.upc.es/~delicado -------------------------------------------------- -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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post-doctoral position in Paris PSL
by Pietro Caputo 16 Oct '24

16 Oct '24

ricevo e inoltro con piacere: ========================== PSL university is awarding two Junior Research Chairs (three-year high end postdoctoral positions) as part of its research program 'Statistical Physics and Mathematics’. This program gathers physicists and mathematicians from three departments: * CEREMADE at University Paris Dauphine – PSL, * DMA at Ecole normale supérieure – PSL * LPENS at Ecole normale supérieure – PSL. Application deadline: *28th November 2024*. Further details about the position and the application procedure can be found here : *https://academicjobsonline.org/ajo/jobs/28737 <https://academicjobsonline.org/ajo/jobs/28737>* Further details about our project and associated activities; may be found here *https://www.ceremade.dauphine.fr/dokuwiki/psl-spm:start <https://www.ceremade.dauphine.fr/dokuwiki/psl-spm:start>* Feel free to also get in touch with one of us for any additional questions. WIth best wishes, the coordinators of the program Guillaume Barraquand Djalil Chafai Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Call for Papers – XXVI Workshop on Quantitative Finance (QFW 2025) (fwd)
by Tiziano Vargiolu 15 Oct '24

15 Oct '24

Dear Colleagues, We are pleased to invite submissions for the XXVI Workshop on Quantitative Finance, taking place in Palermo from April 15-17, 2025. Contributions are welcome from the fields of Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Empirical Corporate Finance, Insurance, Computational Finance, Econophysics, Financial Econometrics, Financial Applications of Artificial Intelligence and Machine Learning, Fintech and Insurtech, Game-Theoretical Models in Finance, and other related research areas. Submission Guidelines: There will be two types of presentations: * Long Talks: 25 minutes + 5 minutes discussion * Short Talks: 15 minutes Submissions should include either a full paper or an extended abstract (minimum of four pages) and will be reviewed by the Scientific Committee. Please submit your work via the conference email: qfw2025(a)unipa.it by February 11, 2025. Important Dates: * Paper/Extended Abstract Submission Deadline: February 11, 2025 * Notification of Acceptance: March 15, 2025 * Registration Deadline: March 21, 2025 For more details, please visit QFW 2025 website. We look forward to your contributions and hope to see you in Palermo! Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it pec:andrea.consiglio@pec.it www:http://bit.ly/AndreaConsiglio

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LUISS Seminar, Luca Taschini -- October 17 at 12:00
by Sara 15 Oct '24

15 Oct '24

Dear all, we are happy to announce the next seminar by *Luca Taschini*, Chair of Climate Change Finance - University of Edinburgh Business School and Grantham Research Institute the LSE: *Title: Equity Returns and Firm Performance* 17 Oct 2024 - 12:00 / 13:00 Viale Romania Meeting room: TD2 AB *Abstract:* We present a statistic representing the variability of temperature anomalies and demonstrate its impact on US firms and investors. A long-short strategy that sorts firms based on spatial exposure earns a market- adjusted alpha of 39 basis points per month. The metric is related to aggregate decreases in firm profitability, with asymmetric effects across industries. These outcomes are driven by reductions in consumer demand and labor productivity coupled with changes in investor and media attention. The geographically scalable statistical framework provides a reference for assessing the quantitative effects of physical climate risks, offering a metric for improving the disclosure of material climate risks. *Online participation* link: https://luiss.webex.com/luiss/j.php?MTID=mb1bba82226a8ed98cee062b608143886 user: w_guest(a)luiss.it pw: iWM6dnD4k0Q *Ciao, Sara* La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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Junior Workshop on Mathematical Game Theory
by Marco Scarsini 14 Oct '24

14 Oct '24

We are pleased to announce the Junior Workshop on Mathematical Game Theory <https://sites.google.com/view/jwmgt/home>. It will take place on November 21-22, 2024 at Luiss University. Only invited speakers will give a talk. There will be neither contributed talks nor posters. We have some capacity (and budget) constraints, so, although attendance is free, we need participants to register by filling out this form <https://docs.google.com/forms/d/e/1FAIpQLSfmVRc8mAq-xOySVNfrrC2k3MbwYnAaVEd…> by October 31. The workshop will bring together a group of young researchers in different areas of mathematical game theory. The talks will cover, among others, the following topics: Random games Stochastic games Learning in games Matching theory Dynamic routing games Algorithmic game theory Workshop address: Viale Pola 12, <https://www.google.com/maps/place/Luiss+Guido+Carli/@41.9189645,12.5087042,…> 00198 Rome, Italy <https://www.google.com/maps/place/Luiss+Guido+Carli/@41.9189645,12.5087042,…> The organizers Maurizio D'Andrea Marco Scarsini Xavier Venel Junior Workshop on Mathematical Game TheoryJunior Workshop on Mathematical Game Theory <https://sites.google.com/view/jwmgt/home> ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY

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Seminars Stochastics and Applications: Mathis FITOUSSI
by Stefano Pagliarani 14 Oct '24

14 Oct '24

Dear all, On October 15th, in the classroom Aula Arzelà, Department of Mathematics of the University of Bologna, the following seminar will take place: * 14:00-15:00: Mathis FITOUSSI "WEAK DISCRETIZATION ERROR TECHNIQUES FOR SINGULAR DRIFT SDES" as part of the cycle Stochastics and Applications. The abstracts are available at https://www.dm.unibo.it/seminari/mat/serials/36. For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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First Announcement: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld
by Ferrari, Giorgio 12 Oct '24

12 Oct '24

Dear All, I forward the following announcement which might be of interest for some of you. Best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%% First Announcement: 14th International Symposium on Imprecise Probabilities (ISIPTA 2025) - Bielefeld We are excited to announce that the 14th International Symposium on Imprecise Probabilities: Theories and Applications (ISIPTA 2025) will be held at the Bielefeld University Center for Interdisciplinary Research from Tuesday, July 15, 2025, to Friday, July 18, 2025. ISIPTA is the premier international event dedicated to the exploration of imprecise probabilities, providing a platform for both theoretical advancements and practical applications. We invite contributions on all aspects of imprecise probabilities, a term encompassing a wide range of mathematical and statistical models that quantify uncertainty without the restriction of precise probabilities. Topics of interest include, but are not limited to, sets of probability measures, partial preference orderings, game-theoretic probability, choice functions, interval probabilities, risk measures, nonlinear expectations, belief functions, and possibility theory. The symposium will feature both contributed sessions and keynote talks from leading experts in the field. Keynote speakers are • Carole Bernard (Grenoble École de Management & Vrije Universiteit Brussel) • Itzhak Gilboa (Hautes Études Commerciales de Paris) • Peter Grünwald (Centrum Wiskunde & Informatica & Leiden University) • Jan Obłój (University of Oxford) For further details, please visit the conference website: https://isipta25.sipta.org/home We look forward to welcoming you to Bielefeld!

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Fwd: [ST-NET] Postdoc in Innsbruck in probability
by Elisabetta Candellero 11 Oct '24

11 Oct '24

Ricevo e inoltro con piacere. Elisabetta --------- Postdoc opening at the University of Innsbruck, Austria. The position is for 3.5 years, starting with March 1, 2025. The area of research is probability theory, in particular random walks on graphs and groups, branching random walks, aggregation models such as internal DLA, sandpiles, or a closely related field. The position is in the research group of Ecaterina Sava-Huss (ecaterina.sava-huss(a)uibk.ac.at, https://www.uibk.ac.at/mathematik/personal/sava-huss/). The gross salary is around 4.7k eur/month, 14 times/year and there are several other benefits for university employees. Deadline for application is November 7, 2024. For more information and to apply use the link https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=14618 (legally binding announcement is in German).

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Seminario Padova - Andrea Bovo
by alekos.cecchin＠unipd.it 11 Oct '24

11 Oct '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (18 Ottobre) alle ore 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Andrea Bovo (Università di Torino) https://sites.google.com/view/andreabovo Title: An overview on recent results on Stopper vs. Singular-controller games Date: October 18, 2024, at 14:30, 2BC30 Abstract: We study various formulations of zero-sum games between a singular-controller and a stopper over finite-time horizon in which the underlying process is a multi-dimensional controlled stochastic differential equation evolving in an unbounded domain. We prove that such games admit a value and provide an optimal strategy for the stopper. In some cases we show that the value of the game is the maximal solution, in a suitable Sobolev class, of a variational inequality of min-max type with obstacle constraint and gradient constraint. Under stricter assumptions, we provide an optimal strategy for the controller and we obtain a connection between the space derivative of the value function and the solution of an optimal stopping problem with absorption. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminari presso Politecnico di Milano: Y. Sun (KAUST), M. Genton (KAUST), S. Greven (Humboldt University), Davy Paindaveine (Université Libre de Bruxelles), K. Mueller (TU Berlin)
by Laura Maria Sangalli 11 Oct '24

11 Oct '24

Cari Colleghi, vi segnalo un ricchissimo programma di seminari, previsti presso il Dipartimento di Matematica del Politecnico di Milano, nelle prossime settimane, con speakers di forte rilievo internazionale. Segnalo che per i seminari della serie MOX Colloquia occorre la registrazione (gratuita) alla piattaforma Cassyni: https://cassyni.com/s/mox-colloquia cliccando il tasto blu "Subscribe" nella pagina principale. Tutti gli interessati sono cordialmente invitati a partecipare. Un caro saluto, Laura Sangalli --------------- Mercoledì 16 Ottobre, ore 10:00, Aula Seminari - VI Piano Ying Sun, KAUST https://cemse.kaust.edu.sa/people/person/ying-sun Titolo: Spatio-temporal DeepKriging for large environmental data Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Giovedì 17 Ottobre, ore 14:00 **MOX Colloquium**, Aula Consiglio - VII Piano Marc Genton, KAUST https://cemse.kaust.edu.sa/people/person/marc-g-genton Titolo: Exascale Geostatistics for Environmental Data Science Link: https://cassyni.com/events/T9SKSXcxcGhLiHvUUfV7aD Mercoledì 23 Ottobre, ore 10:00, Aula Seminari - VI Piano Sonja Greven, Humboldt University, Berlino https://www.wiwi.hu-berlin.de/en/Professorships/vwl/statistik/team/grevenso Titolo: Bayes spaces for sparsely sampled density functions with an application to changing temperature distributions Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Venerdì 25 Ottobre, ore 12:00, Aula Seminari - VI Piano Davy Paindaveine, Université Libre de Bruxelles https://davy.paindaveine.web.ulb.be Titolo: Rank tests for PCA under weak identifiability Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Giovedì 21 Novembre, ore 14:00 **MOX Colloquium**, Aula Consiglio - VII Piano Klaus Mueller, TU Berlin https://web.ml.tu-berlin.de/author/prof.-dr.-klaus-robert-muller/ Titolo: Machine Learning and AI for the Sciences: toward understanding Link: https://cassyni.com/events/HPfFtf7ELqgkkzqR7cbDru —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Fwd: Tenure-track and postdoctoral positions at UBC, and the 2025 PIMS-CRM summer school
by Faggionato, Alessandra 11 Oct '24

11 Oct '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Omer Angel <angel(a)math.ubc.ca> Date: Fri, 11 Oct 2024 at 04:50 Subject: Tenure-track and postdoctoral positions at UBC, and the 2025 PIMS-CRM summer school To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, We would be grateful if you forward information about the positions and summer school below to any candidates who may be interested. For all of these, we especially welcome applications from members of under-represented and/or marginalized groups, including women, people with disabilities, racial minorities, LGBTQ+, and indigenous individuals. ==================================================================== **Tenure track in Discrete Mathematics or Probability** The math department is seeking candidates for a tenure-track Assistant Professor position, to start July 2025. Applicants should hold a PhD or equivalent in mathematics or a related discipline. Postdoctoral experience is normally expected. We are specifically looking for a new colleague working in Discrete Mathematics or Probability, though exceptional candidates in other areas of mathematics may also be considered. Apply by Nov. 20 at https://www.mathjobs.org/jobs/list/25045 ==================================================================== **Postdoctoral position**: The probability group at UBC plans to hire postdoctoral fellows, to start in July 2025. This is a 3-year positions with a relatively low teaching load. Applicants should have obtained a recent Ph.D. in Mathematics or a closely related discipline, or expect to complete one before the starting date. Candidates should demonstrate excellent potential in research and teaching. Apply by Nov. 15 at https://www.mathjobs.org/jobs/list/25286 ==================================================================== The 2025 PIMS-CRM summer school in probability will take place at UBC in June 2-27. There are two long courses, to be given by Tom Hutchcroft and Mathav Murugan. There will also be three mini-courses, given by Nathanael Berestycki, Nina Holden, and Tianyi Zheng. The school is aimed primarily at graduate students and postdocs. See details at https://secure.math.ubc.ca/Links/ssprob25/index.php There is some funding available for participants. Apply by Dec 15 at https://www.mathjobs.org/jobs/list/25443 Applicant from SLMath sponsor institutions should also apply at https://www.slmath.org/summer-schools/1071 ==================================================================== omer -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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PhD positions at NTU Singapore
by Sgarabottolo, Alessandro 10 Oct '24

10 Oct '24

Dear all, I would like to inform you that Ariel Neufeld is looking for PhD students at NTU Singapore. Please find below a brief description of the positions. Best regards, Alessandro Sgarabottolo ———————————————————————— PhD Positions in Mathematical Finance and Stochastic Optimization at NTU Singapore There are PhD positions on offer within the research group of Ariel Neufeld at the Division of Mathematical Sciences at NTU Singapore. The candidate should be interested in working in one (or more) of the following research topics: * Mathematical Finance * Stochastic Analysis & Stochastic Optimal Control * Stochastic Optimization in the field of Numerical Optimal Transport, Distributionally Robust Optimization, or Machine Learning (Reinforcement Learning, Theory of Neural Networks) If you are interested in the position, please send your CV to the email address: ariel.neufeld(a)ntu.edu.sg<mailto:ariel.neufeld@ntu.edu.sg>

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Procedura selettiva Prof. I fascia STAT-04/A (EX SSD SECS-S/06), Dip. Matematica - Università di Bologna
by Fabrizio Lillo 09 Oct '24

09 Oct '24

L'Università di Bologna ha bandito una procedura selettiva per la copertura di un posto di professore universitario di ruolo, I FASCIA, da coprire mediante chiamata ai sensi dell’art. 18, comma 4, Legge 240/2010 per il GSD 13/STAT-04 (EX SC 13/D4 Metodi matematici dell'economia e delle scienze attuariali e finanziarie). Il Dipartimento interessato è quello di Matematica. Il bando è reperibile all'indirizzo https://bandi.unibo.it/s/apos4/d-r-n-1462-del-4-settembre-2024-bando-per-la… La scadenza per la presentazione della domanda è il 24 ottobre 2024. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Seminar Alessandra Bianchi at Tor Vergata 16.10
by Michele Salvi 09 Oct '24

09 Oct '24

Dear all, On Wednesday, October 16th, at 14h00 in Aula D'Antoni of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Alessandra Bianchi (University of Padova) with the seminar "Mixing cutoff for simple random walks on the Chung-Lu directed graph” Abstract: In this talk, we consider a simple random walk defined on a Chung-Lu directed graph, an inhomogeneous random network that extends the Erdos Renyi random digraph by including edges independently according to given Bernoulli laws. In this non-reversible setting, we will focus on the convergence toward the equilibrium of the dynamics. In particular, under the assumption that the average degree grows logarithmically in the size n of the graph (weakly dense regime), we will establish a cutoff phenomenon at the entropic time of order log(n)/loglog(n). We will then show that on a precise window the cutoff profile converges to the Gaussian tail function. This is qualitatively similar to what was proved in a series of works by Bordenave, Caputo, Salez for the directed configuration model, where degrees are deterministically fixed. In terms of statistical ensembles, this analysis provides an extension of these cutoff results from a hard to a soft-constrained model. Joint work with G. Passuello. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV.

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PhD position at University of Agder
by Mario Maurelli 09 Oct '24

09 Oct '24

Dear colleagues, I am forwarding the following announcement from Torstein Nilssen about a call for a PhD scholarship at the Department of Mathematical Sciences of University of Agder in Norway: https://www.jobbnorge.no/en/available-jobs/job/268182/phd-research-fellow-i… The candidate will conduct research in the intersection between stochastic analysis, fluid equations and differential geometry. More specifically, the project will explore rough path techniques applied to fluid models from geometric hydrodynamics. The project can explore topics of rough path analysis and/or geometric hydrodynamics depending on the interest of the candidate. Deadline: Nov 1st, 2024. For further information you can contact torstein.nilssen(a)uia.no . Best regards Mario Maurelli

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PhD in probabilità a Warwick
by Giuseppe Cannizzaro 09 Oct '24

09 Oct '24

Cari colleghi, Il gruppo di probabilità di Warwick offre borse di studio per dottorati di ricerca. Qualora conosceste qualche bravo studente di master interessato, vi pregherei di far loro presente questa possibilità e inoltrare loro la mail. Cordiali saluti, Giuseppe Cannizzaro --------------------------------- The Probability group at the University of Warwick (*P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>*) is looking for talented students to undertake their *PhD studies* with us. The successful applicant will join one of the *largest probability groups <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* worldwide with an established track record of high-quality research and a broad range of interests <https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re…>. The Probability group is *joint *between the Mathematics and Statistics Department and you can apply to either or *both* (recommended). See P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> for a list of potential supervisors and their affiliation; *co-supervision* is possible and encouraged. The appointments include · *fully funded scholarships* for both UK and international students of the duration of 4 years; · a *travel allowance* for schools, workshops and conferences; · a *training fund* for extended research stays. Applications are received and assessed throughout the year on a *first-come-first-served basis*, with the prestigious Chancellor scholarship has a deadline of *9th December 2024. *For more information on funding please visit the webpage at the following *link <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* . The programme consists of 6 months of *research training* with the possibility to attend graduate level courses taught by leading experts. Further, it is enriched by a variety of activities: 3 dedicated weekly *seminars*; *research focus groups* on cutting-edge topics; minicourses, workshops and conferences, ensuring a continued presence of international and distinguished visitors. Useful links: - P@W group: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Research at P@W: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Fundings: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - CDT in Statistics: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… - CDT in Mathematics: https://warwick.ac.uk/fac/sci/maths/currentstudents/currentpostgraduates/ph…

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SPASS seminar: Omiros Papaspiliopoulos
by Andrea Agazzi 09 Oct '24

09 Oct '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Scalable large scale variational inference * by *Omiros Papaspiliopoulos* (Università Bocconi) The seminar will take place on *TUE, 15.10.2024* at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: Scalable large scale variational inference * *Abstract: The motivation behind this work is a computational framework for approximate statistical inference for the broad class of generalized bi-linear mixed models, special cases of which are generalized linear mixed models, factor models and probabilistic factorization models to mention a few popular examples. The objective is that the resultant inference has theoretically provable guarantees in terms of both uncertainty quantification and computational complexity. * * In this talk, I will first give some highlights of our work in using this framework for analyzing political ideology in Europe and then I will give a stand-alone short introduction to variational inference, discussing some theoretical aspects of its scalability.*

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call for visiting professors
by Irene Crimaldi 09 Oct '24

09 Oct '24

Dear Colleagues, The call for visiting professors is out. Here are the links: https://www.imtlucca.it/it/jobopportunity/visiting-professor-positions-econ… https://inomics.com/job/visiting-professor-programme-in-economics-statistic… Irene Crimaldi

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Seminario di Bertram Duering in Sapienza
by Enrico Scalas 08 Oct '24

08 Oct '24

Car* collegh*, Il 19 novembre 2024, in aula 24 del Dipartimento di Scienze Statistiche, Sapienza, Università di Roma, alle ore 14, il Prof. Bertram Düring della University of Warwick, Mathematics Institute terrà un seminario dal titolo From interacting agents to emerging patterns in economics and sociology Riassunto: Real-world systems in economics and sociology often consist of a large number of interacting agents that may form patterns or develop a collective behaviour. Typical applications include wealth and income distribution in an economy and opinion formation in a society. Mathematical techniques originating from statistical mechanics can be successfully developed further to model such systems and obtain mesoscopic and macroscopic descriptions of the microscopic dynamics. Such approaches frequently lead to generalisations of the classical Boltzmann equation for gas dynamics and associated limit partial differential equations. In this talk I will discuss different kinetic models for wealth distribution and opinion formation, and present analytical and numerical results. Tutte le persone interessate sono invitate a partecipare. Chi fosse interessato a partecipare a distanza, per favore, mi scriva a: enrico.scalas(a)uniroma1.it Cordiali saluti, Enrico Scalas

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Uncertainty and Risk in Financial Mathematics, Milan Decembre 18-19
by Marco Maggis 08 Oct '24

08 Oct '24

Dear Colleagues, We are pleased to invite you to the workshop *"Uncertainty and Risk in Financial Mathematics,"* which will take place on *December 18-19, 2024* at the *Department of Mathematics, University of Milan, via C. Saldini 50*. This workshop will bring together academics and practitioners in the field to discuss the latest developments and challenges related to uncertainty and risk in financial mathematics. The confirmed speakers include: - Peter Bank - Anna Battauz - Fabio Bellini - Fulvia Confortola - Marzia De Donno - Alessandro Doldi - Sigrid Källblad - Athena Picarelli - Sergio Pulido - Nizar Touzi *Registration is free but mandatory* for organizational purposes. You can find more information and updates on the workshop website: Workshop Website <https://sites.google.com/view/unrifim24/home?authuser=0> We hope you will join us for this event, and we look forward to welcoming you to Milan. Best regards, Marco Maggis, Marco Frittelli, and Luciano Campi

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post-doctoral positions in Paris - PSL
by CRISTINA TONINELLI 08 Oct '24

08 Oct '24

Dear colleagues, PSL university is awarding two Junior Research Chairs (three-year highend postdoctoral positions) as part of its research programme 'Statistical Physics and Mathematics’. This programme gathers physicists and mathematicians from three departments: * CEREMADE at University Paris Dauphine – PSL, * DMA at Ecole normale supérieure – PSL * LPENS at Ecole normale supérieure – PSL. Application deadline: 28th November 2024. Further details about the position and the application procedure can be found here : https://academicjobsonline.org/ajo/jobs/28737 Further details about our project and associated activities; may be found here https://www.ceremade.dauphine.fr/dokuwiki/psl-spm:start Feel free to also get in touch with one of us for any additional questions. WIth best wishes, the coordinators of the program Guillaume Barraquand Djalil Chafai Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Fwd: Post-doctoral position in Paris
by Maurizia Rossi 08 Oct '24

08 Oct '24

Dear all, Please find below more information about this position. Best wishes, Maurizia - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com ---------- Messaggio inoltrato --------- Da: Nathael Gozlan <Nathael.Gozlan(a)math.cnrs.fr> Data: mar 8 ott 2024 alle 10:37 Oggetto: Post-doctoral position in Paris A: Natael Gozlan <Nathael.Gozlan(a)math.cnrs.fr> CC: Dear colleagues, A two years post-doctoral position is open in Université Paris Cité (Laboratoire MAP 5). It is funded by the ANR project SOCOT (Stochastic Orders and Constrained Optimal Transport). All candidates with a background in optimal transport, stochastic mass transport, convex geometry or functional inequalities are encouraged to apply. The position is expected to start in September 2025 or later. All relevant informations may be found in the pdf file attached to this email. The application deadline is January 31st. If you know young researchers who could be interested, please forward this email to them. Best regards, Nathael Gozlan

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Seminario PRISMA oggi
by Francesco Caravenna 08 Oct '24

08 Oct '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, martedì 8 ottobre 2024, Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) parleranno di Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) TITOLO: Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn. RIASSUNTO: Nel 1931, E.Schrödinger si interessò al problema di calcolare l’evoluzione più probabile di una nube di particelle Browniane indipendenti condizionatamente all’osservazione della loro configurazione agli istanti iniziale e finale. In linguaggio moderno, questo problema, detto problema di Schrödinger, viene formulato rigorosamente attraverso la teoria delle grandi deviazioni come un problema di minimizzazione entropica con vincoli marginali. Molti anni dopo, T.Mikami scoprì che il problema di Schrödinger converge verso il problema del trasporto ottimo, detto di Monge-Kantorovich, nel limite di rumore piccolo. Questo collegamento, che permette di vedere il problema di trasporto entropico come una regolarizzazione del problema deterministico, è stato largamente sfruttato negli ultimi anni nel contesto dello statistical machine learning. Il motivo principale di questo interesse è che il problema del trasporto entropico si può risolvere con un algoritmo veloce e di facile implementazione, l’algoritmo Sinkhorn. Tale algoritmo, introdotto negli anni '60, richiede solamente alcune semplici operazioni tra matrici, come la moltiplicazione componente per componente: in particolare, non è necessaria alcuna inversione di matrice. Dal punto di vista teorico, l’attrattiva principale risiede nella convergenza esponenziale nel numero di iterazioni. Tuttavia, la comprensione di questo fenomeno è ancora incompleta, per esempio nel caso base del costo quadratico, e più in generale per problemi di trasporto con costi non limitati e marginali a supporto non compatto. Anche per misure discrete, ci sono ancora numerose questioni aperte, per esempio riguardo alla dipendenza del tasso di convergenza dal parametro di regolarizzazione. L’obiettivo della prima parte di questo seminario è di introdurre il problema di Schrödinger come problema di meccanica statistica, esporre il collegamento con il problema di Monge Kantorovich, e introdurre l’algoritmo di Sinkhorn. Nella seconda parte il seminario si concentrerà sul problema della convergenza esponenziale, offrendo una panoramica su risultati più o meno recenti e le diverse tecniche di dimostrazione, e presentando alcune domande aperte. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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