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FW: Call: 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) (11th - 12th June 2015, Santorini Greece) (fwd)
by Tiziano Vargiolu 13 Feb '15

13 Feb '15

---------- Forwarded message ---------- Date: Wed, 11 Feb 2015 07:46:02 +0100 From: mjeanbl(a)univ-evry.fr To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: FW: Call: 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) (11th - 12th June 2015, Santorini Greece) Dear all, Please find attached the call for QFRA2015. Could you please circulate? Thank you Best regards Olivier 1st Symposium on Quantitative Finance and Risk Analysis (QFRA 2015) June 11-12, 2015, Santorini island, Greece Dear Colleague, It is our pleasure to circulate the 2nd announcement of the 1st Symposium on Quantitative Finance and Risk Analysis, QFRA2015 (http://www.liv.ac.uk/qfra-2015/) The symposium is to be held at Santorini Island, Greece during June 11-12, 2015. Focus: Behavioural finance, Commodity Trading, Credit Risk Modelling, Derivatives pricing and hedging, Econophysics, Finance and Stochastics, Financial Engineering, Financial Risk Management, Liquidity Modelling, Operational risk modelling Publications: Special Issue: Quantitative Finance<http://www.tandfonline.com/loi/rquf20#.VNnumc-zWpo> (Taylor and Francis) will publish a special conference issue on papers dedicated to Commodity Pricing and Trading. Presenters who want their paper to be considered for this special issue, should get in touch with Christian Ewald (Managing Editor). Keynote Speakers: Prof. H?lyette Geman<http://www.bbk.ac.uk/ems/faculty/geman>, Birkbeck, University of London, Department of Economics, Mathematics and Statistics, UK. Prof. Calum Turvey<http://dyson.cornell.edu/people/profiles/turvey.php>, Cornell University, Charles H. Dyson School of Applied Economics and Management, USA. Dr. Hans-Georg Zimmermann<http://www.siemens.com/innovation/en/home/pictures-of-the-future/digitaliza…>, Senior Principal Research Scientist within Siemens Corporate Technology Important dates: * March 31, Abstract submission deadline * May 1, Notification of acceptance * May 15, Registration deadline * June 1, Scientific programme * June 11, Symposium Opening Venue: QFRA 2015<http://www.liv.ac.uk/qfra-2015/> will be hosted at the Conference centre of the El Greco Resort<http://www.elgreco.com.gr/> at Stantorini Island. Registration: All the actions related to the QFRA2015 (paper submission, registration etc) may be completed via the Symposium website at http://www.liv.ac.uk/qfra-2015/ Abstracts for presentations should be submitted to qfrasymposium(a)gmail.com<mailto:qfrasymposium@gmail.com> by 31 March 2015. Please note that abstracts should have a front page that contains only the following items: * Title * Authors with affiliation (in bold the presenter) * Abstract * Key references Looking forward to see you in QFRA2015! Symposium Chair, Athanasios Pantelous, Department of Mathematical Sciences, University of Liverpool, UK Georgios Sermpinis, Adam Smith Business School, University of Glasgow, UK Christian Ewald, Adam Smith Business School, University of Glasgow, UK Jason Laws Management School, University of Liverpool, UK [cid:image001.jpg@01D013BF.F6F5CE90] [cid:image002.jpg@01D013BF.F6F5CE90] The symposium is under the umbrella of the EPSRC and ESRC Centre for Doctoral Training on Quantification and Management of Risk & Uncertainty in Complex Systems & Environments<http://www.liv.ac.uk/risk-and-uncertainty/postgraduate/cdt_risk/>

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Seminario ARLOTTO
by Matteo Ruggiero 13 Feb '15

13 Feb '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 20 Febbraio 2015 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Alessandro ARLOTTO (Duke University) SEQUENTIAL DECISIONS, TIME DEPENDENCE, AND CENTRAL LIMIT THEOREMS Abstract: We prove a central limit theorem for the sum of functions of (1+m)-dimensional vectors from a time non-homogeneous Markov chain and we show several examples in which this central limit theorem can be used to easily establish the asymptotic normality of the optimal total reward of finite horizon Markov decision problems. By choosing m=0 we recover the classic central limit theorem of Dobrushin (1956). Joint work with J.M. Steele. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/ruggiero

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Postdoc on "Modellizzazione e analisi di reti complesse da Big Data” at the Scuola Normale di Pisa
by Fabrizio Lillo 12 Feb '15

12 Feb '15

The call for a two-year postdoc is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is "Modeling and analysis of complex networks from Big Data” and it is funded by the Scuola Normale within the SNS-UniCredit joint initiative *“Dynamics and Information Research Institute - Quantum Information, Quantum Technologies”*. The details of the call are at http://www.sns.it/servizi/job/assegnidiricerca/assegno073/ The research activity concerns the development of analytical and computational models of large complex network of economic, financial, and computational origin; statistical inference on large networks; empirical analysis of networks from BigData. Part of the activity could be performed in collaboration with the R&D Unit of Unicredit Group The deadline is March 2. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, Fabrizio Lillo -- ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159

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Avviso di seminario: Prof Z. Brzezniak
by Cristina Zucca 11 Feb '15

11 Feb '15

A tutti gli interessati. Giovedì 19 febbraio 2015 alle ore 10.00 in AULA C (Palazzo Campana - Dip. di Matematica "G. Peano" - Univ. di Torino) il Prof. Z. Brzezniak (University of York) terrà un seminario dal titolo: Strong and weak solutions to stochastic Landau-Lifshitz equations Abstract: The talk is about the existence and uniqueness of weak and strong solutions to the stochastic Landau-Lifshitz equations for multi (one)-dimensional spatial domains. The corresponding large deviations principle and it's applications to a ferromagnetic wire will be also given. The talk is based on a joint works with B. Goldys and T. Jegaraj. -- 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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Fwd: Conference on "Advanced Modelling in Mathematical Finance" (fwd)
by Tiziano Vargiolu 10 Feb '15

10 Feb '15

---------- Forwarded message ---------- Date: Fri, 30 Jan 2015 23:52:27 +0100 From: Antonis Papapantoleon <papapan(a)gmail.com> To: vargiolu(a)math.unipd.it Subject: Fwd: Conference on "Advanced Modelling in Mathematical Finance" //// Dear colleagues, we are pleased to announce a conference on "Advanced Modelling in Mathematical Finance" in honour of Ernst Eberlein, taking place in Kiel from May 20 to 22, 2015. Details on invited speakers, registration etc. can be found on www.math.uni-kiel.de/ammf2015 . Limited financial support is available for young researchers presenting a poster. Best regards, Jan Kallsen and Antonis Papapantoleon ////

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Workshop announcement (fwd)
by Tiziano Vargiolu 10 Feb '15

10 Feb '15

---------- Forwarded message ---------- Date: Mon, 9 Feb 2015 15:45:46 +0000 From: bachelierfinance.org <office(a)bachelierfinance.org> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Workshop announcement [header.jpg] WORKSHOP ANNOUNCEMENT Dear members of the Bachelier Finance Society We would like to draw your attention to this special workshop set up in memory of Marc Yor: Journees a la memoire de Marc Yor - from 3-5 June 2015. With kind regards, Denise and Mete H. Mete Soner BFS Executive Secretary

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Avviso di mini-corsi :: [Alfò + Liseo]@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 10 Feb '15

10 Feb '15

--------------------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s i --------------------------------------------------------------------------------------- - Mercoledì, 18 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 - Giovedì, 19 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 - Venerdì, 20 Febbraio: Liseo dalle 10:30 alle 13:00 || Alfò dalle 15:00 alle 17:00 --------------------------------------------------------------------------------------- Aula VI (quarto piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma Come sempre i corsi sono gratuiti ma, per motivi organizzativi, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: http://goo.gl/JpzN75 --------------------------------------------------------------------------------------- BRUNERO LISEO (Dipartimento MEMOTEF, Sapienza) --------------------------------------------------------------------------------------- terrà un mini-corso dal titolo DENSITÀ GENERATE DA PERTURBAZIONI DI LEGGI SIMMETRICHE > Programma < Tre lezioni sulla costruzione di densità di probabilità asimmetriche a partire da leggi simmetriche. Queste distribuzioni presentano aspetti interessanti sia dal punto di vista probabilistico che inferenziale. - 1a lezione: Introduzione generale. Possibili costruzioni alternative della distribuzione normale asimmetrica scalare. Sue estensioni. Problemi inferenziali. - 2a lezione: Il caso multivariato. Altre possibili perturbazioni - 3a lezione: Metodi di stima e relativi problemi. Applicazioni con R. --------------------------------------------------------------------------------------- MARCO ALFÒ (Dipartimento di Scienze Statistiche, Sapienza) --------------------------------------------------------------------------------------- terrà un mini-corso dal titolo MODELLI A MISTURA FINITA > Programma < - Finite mixture models: basics - ML estimation, complete data and the EM algorithm - Variants of the EM algorithm - Choice of the number of components - Observed Information and the provision of standard errors - Gaussian mixtures, unconstrained and constrained estimation - Gaussian mixtures and dimensionality reduction - Finite mixtures with non Gaussian components - Finite mixtures of regression models, basics and link to semiparametric random parameter models --------------------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti

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[COURSE] CSAMA 2015 : Statistics and Computing in Genome Data Science, 14-19 June 2015, Brixen (IT)
by stefano iacus 09 Feb '15

09 Feb '15

CSAMA 2015 (13th edition) Statistics and Computing in Genome Data Science Bressanone-Brixen, Italy (South Tyrol Alps) June 14-19, 2015 *** Registration for CSAMA 2015 is now open *** http://www-huber.embl.de/csama Lecturers: Martin Morgan, Fred Hutchinson Cancer Research Center (USA) PI of the Bioconductor project Wolfgang Huber, European Molecular Biology Laboratory Vincent J. Carey, Channing Laboratory, Harvard Medical School (USA) Michael Love, Dana Farber Cancer Institute and the Harvard School of Public Health (USA) Simon Anders, European Molecular Biology Laboratory Mark Robinson, University of Zurich (CH) Laurent Gatto, University of Cambridge (UK) Paul Pyl, University of Copenhagen (DK) The one-week intensive course “Statistics and Computing in Genome Data Science” teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures), and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). The course covers the primary analysis (“preprocessing”) of high-throughput sequencing based assays in functional genomics (transcriptomics, epigenetics, etc.) as well as integrative methods including efficiently operating with genomic intervals, statistical testing, linear models, machine learning, bioinformatic annotation and visualization. At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. Topics include: * Introduction to Bioconductor * Elements of statistics: hypothesis testing, multiple testing, regression, regularization, clustering and classification (machine learning), visualization * Computing with sequences and genomic intervals * RNA-Seq data analysis and differential expression * ChIP-Seq and epigenetics * Integrating DNA variant calls with functional data, and large-scale efficient computation with genomic intervals * Working with annotation – genes, genomic features and variants * Metagenomics and proteomics primers * Single-cell RNA-Seq primer * Interactive displays with Shiny The course consists of * morning lectures: 20 x 45 minutes: Monday to Friday 8:30am - 12:00am * 4 practical computer tutorials in the afternoons (2pm - 5pm) on Monday, Tuesday,Thursday and Friday Registration: Visit our website at: http://www-huber.embl.de/csama ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Fwd: [World] postdoc in combinatorics in Paris
by Gustavo Posta 09 Feb '15

09 Feb '15

Begin forwarded message: > From: Sylvie Corteel <corteel(a)liafa.univ-paris-diderot.fr> > Subject: [World] postdoc in combinatorics in Paris > Date: 06 febbraio 2015 11:51:58 GMT+01:00 > To: world(a)alea-research.eu > > The project Combinatoire à Paris is funded by the City of Paris and handled by the Fondation Sciences Mathématiques de Paris. It is a group of 12 researchers working in combinatorics and related fields, and based in several institutions in and around Paris, namely Université Paris Diderot, École normale supérieure, Université Paris-Sud, Université Paris-Est and Université Paris-Nord. > > This is a call for a postdoc position in combinatorics. The successful applicant will be able to work with any of the members of the project. > Keywords: exact enumeration, probability theory, algebraic combinatorics, asymptotic analysis, statistical physics. > > Some information: > > Suggested starting date: September-October 2015, > Duration: 1 to 2 years, > Location: the position can be based either at LIAFA or LPMA, Université Paris Diderot, or at DMA, École normale supérieure. > > Inquiries by e-mail are welcome: > For LIAFA, contact Guillaume Chapuy or Sylvie Corteel, > For LPMA, contact Justin Salez, > For DMA, contact Jérémie Bouttier. > > How to apply: http://combinatoire-a-paris.math.cnrs.fr/PostdocPosition > Deadline: February 15. > -- > Sylvie > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Seminario Cristina di Girolami a Milano-Bicocca
by federica.masiero＠unimib.it 09 Feb '15

09 Feb '15

Il giorno 6 Febbraio, alle ore 15, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, via Cozzi, 55, Edificio U5, stanza 3014 (terzo piano), la Dott.ssa Cristina di Girolami, Università G. D'Annunzio di Chieti-Pescara, terrà un seminario dal titolo "Stochastic calculus in Banach spaces, an infinite dimensional PDE and stability results" Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Federica Masiero

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Seminari TORCINI & DEL GIUDICE (RGS & Matematica Applicata)
by Giacomo Aletti 09 Feb '15

09 Feb '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 16 Febbraio 2015, a partire dalle ore 14.30, nella Sala di Rappresentanza (piano rialzato) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, TALK 1 "Clique of functional hubs orchestrates population bursts in developmentally regulated neural networks" Alessandro Torcini, Computational Neuroscience Lab. Florence. ABSTRACT: http://goo.gl/mRLekT TALK 2 "Network events on multiple space and time scales in cultured neural networks and a stochastic rate model" Paolo Del Giudice, Istituto Superiore Sanità (ISS), Rome. ABSTRACT: http://goo.gl/njPh0Q ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario di Ilaria Peri presso Prometeia - Bologna
by Giacomo Scandolo 06 Feb '15

06 Feb '15

Il giorno Giovedì 12 Febbraio 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Ilaria PERI (ESC Rennes School of Business) terrà un seminario dal titolo "Lambda value at risk: a new backtestable alternative to VaR" Abstract A new risk measure, the lambda value at risk (ΛVaR), has been recently proposed from a theoretical point of view as an immediate generalization of the value at risk (VaR). The ΛVaR appears to be attractive for its potential ability to solve several problems of the VaR. This paper presents the first empirical application of the ΛVaR to equity markets. Our benchmark approach reveals that the ΛVaR is able to capture extreme downward scenarios and react to market fluctuations significantly faster than the VaR and expected shortfall. In addition, we show that the ΛVaR satisfies the elicitability property under general conditions. This property guarantees proper backtesting and statistically meaningful comparisons among ΛVaR and VaR. Hence, we perform a backtesting exercise by adapting the VaR hypothesis-testing framework. The results display a higher level of accuracy for our ΛVaR calibrations. Our comparative analysis also shows that ΛVaR performs better than VaR.

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Seminario Francesco Russo
by c.ceci＠unich.it 05 Feb '15

05 Feb '15

Giovedi? 12 febbraio alle ore 14:30 presso l?aula comune del Dipartimento di Economia V.le della Pineta 4 (primo piano), Pescara Francesco Russo (ENSTA-ParisTech Unite? de Mathematiques Appliquees) terra' un seminario dal titolo "Calculus via regularizations in Banach spaces: path dependent calculus and Kolmogorov equations". Tutti gli interessati sono invitati a partecipare. Cari saluti Claudia Ceci, Cristina Costantini, Katia Colaneri ******************************************************* Claudia Ceci Dipartimento di Economia Universita? ?G. d?Annunzio? V.le Pindaro 42, 65127 Pescara c.ceci(a)unich.it

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[random] PhD position in Poitiers (France) in probability/statistics, application for scholarship before 31 March 2015
by Pierre-Yves Louis 04 Feb '15

04 Feb '15

Dear Colleagues, Please forward this announcement to interested master students and potential candidates. ========================================================== PhD POSITIONS are available at the Laboratoire de Mathématiques et Applications, UMR 7348 University of Poitiers and CNRS (France) http://www.univ-poitiers.fr/home-750171.kjsp?RH=1328179805685&RF=1328179651… http://rech-math.sp2mi.univ-poitiers.fr/en/index.shtml Applications for PhD candidates in applied probability and statistics are welcome. There is a possibility to work under the supervision of Pierre-Yves LOUIS http://pylouis.perso.math.cnrs.fr/ around the topic: Stochastic dynamics for large networks Stochastic models are nowadays of main interest in several applicative fields: ecology, population biology, wildfire, social networks. More individual specificities of constituting entities (sites) can be considered. A global macroscopic state emerges from the sites’ interaction. These individually-based models are following the micro/macro description workflow defining the statistical mechanics scientific field. A large, possibly infinite, number of sites is considered. These interacting dynamical systems motivate theoretical, numerical and applied challenges. These systems of stochastic processes may be used also to sample from random fields on complicated structures as the one considered in biology. Monte-Carlo methods are used to solve related statistical questions. The PhD thesis will consider one of the following topics which are strongly related to complex systems in computer science, statistical physics and computational biology. The PhD candidate has the opportunity to choose between the following challenging projects: - Interacting Stochastic Dynamics on trees - Stochastic algorithms, Gibbs sampling - Application of stochastic methods to data classification ======================== Application deadline: 31 March 2015 through http://s2i.ed.univ-poitiers.fr/dv_demarrer_une_these/recrutement-demarrer-u… AND please contact Pierre-Yves Louis as soon as possible Please send one pdf with your resume, and possibly a list of taken courses with grades, a copy of your master thesis and at least two names as references to pierre-yves.louis(a)math.cnrs.fr ======================== For more details please see the pdf-file http://pylouis.perso.math.cnrs.fr/proposition_sujet_these_2015_LOUIS_fr.pdf and for the application procedure to http://s2i.ed.univ-poitiers.fr/dv_demarrer_une_these/recrutement-demarrer-u… ======================== Requirements You have an MSc in mathematics, with a proven interest in probability theory and statistics. Candidates with background in computational physics, computer science, mathematical biology, computational biology may be considered. ======================== Conditions of employment You will be appointed for a period of 3 years through a PhD scholarship starting 1. September 2015 minimal income : 1684,93 EUR gross/month ======================== For more information and applications please contact pierre-yves.louis(a)math.cnrs.fr Best regards, Pierre-Yves LOUIS. pierre-yves.louis(a)math.cnrs.fr http://pylouis.perso.math.cnrs.fr/

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StaTalk on Biostatistics - second announcement
by Francesca Ieva 03 Feb '15

03 Feb '15

Dear all, we would like to remind you about the first StaTalk promoted by the young section of Italian Statistical Society (y-SIS), to be held in Milan (Italy) on April 24th, 2015. *STATALK ON BIOSTATISTICS* (https://sites.google.com/site/youngsocietaitalianastatistica/events/statalk…) Department of Mathematics "F. Enriques", Università degli Studi di Milano, via Saldini 50, Milano (Italy) All the information, including the program and the sign-up link for the conference, can be found on the conference website. Statalks are a series of one-day workshop aimed at early career statisticians, i.e., master degree students, people carrying out a PhD, post-docs and young researchers. StaTalks are a fantastic opportunity to share knowledge on advanced topics of statistics. The hosting research group will propose tutorials, seminars and interactive round tables on the main fields of research and application it is concerned. Participants can contribute bringing their own experience through presentations, ideas, poster and material to be shared in the debate. Registrations to the first StaTalk are opened.*No conference fees are due, but registration is mandatory, by March 30th*, using the form available on the website. For further information or any doubt and question, please visit the website https://sites.google.com/site/youngsocietaitalianastatistica/home and do not hesitate to contact me. Best Regards Francesca Ieva -- Francesca Ieva Department of Mathematics Università degli Studi di Milano, via Saldini 50, 20133 Milano web: https://sites.google.com/site/mypagefi mail to: francesca.ieva(a)unimi.it

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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 03 Feb '15

03 Feb '15

Ho il piacere di invitarvi ai seguenti seminari, che si terranno giovedì 12 Febbraio, dalle ore 14:30, nell'aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Universita' degli Studi di Padova. 14.30 -15.30 Giuseppe Canizzaro (Technical University of Berlin) TITLE: SDEs with distributional drift and Polymer measure ABSTRACT: We study existence and uniqueness of solution for stochastic differential equations with distributional drift by giving a meaning to the Strook-Varadhan martingale problem associated to such equations. The approach we exploit is the one of paracontrolled distributions recently introduced by Gubinelli, Imkeller and Perkowski in their by now celebrated paper "paracontrolled distributions and singular PDEs". As a result, we make sense of the two and three dimensional polymer measure and show some of its properties. 15.30-16.30 Alberto Chiarini (Technical University of Berlin) TITLE: (Local) CLT for symmetric Diffusions in a degenerate Random Environment. ABSTRACT: We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. The diffusion is formally associated with $L^\omega u = \nabla\cdot(a^\omega\nabla u)$. We prove for $X$ a quenched (local) central limit theorem, under some moment conditions on the environment; the key tools are the sublinearity of the corrector and a parabolic Harnack's inequality both obtained using the celebrated Moser's iteration technique. -- Alessandra Bianchi Dip. di Matematica Pura e Applicata Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Seminario REPETTO (RGS & Matematica Applicata)
by Giacomo Aletti 02 Feb '15

02 Feb '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 9 Febbraio 2015, alle ore 14.30, nell'Aula C (secondo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Aqueous humour flow in the presence of intraocular lenses" Rodolfo REPETTO, Department of Civil, Chemical and Environmental Engineering, University of Genoa Abstract: Lens placement in the anterior chamber is an increasingly popular method of correcting vision. The lens has a diameter slightly larger than the pupil aperture, and it is placed centrally and just anterior to the iris. The use intraocular lenses is generally very effective and has proven to have good long term clinical outcomes. However, the presence of the lens can lead to possible undesired side effects, including a reduction in endothelial cell density onthe inner corneal surface, which reduces corneal nourishing. Another possible problem is an increase in the resistance to fluid flow between the posterior and anterior chambers of the eye. Aqueous humour is required to flow between these chambers and if the resistance increases sufficiently then pupillary block could occur, meaning the pressure in the posterior chamber increases, which could result in angle closure glaucoma. If the risk is thought to be high the niridotomy is typically used, in which a hole is created in the iris in order to allow flow to by pass the pupil aperture, creating an alternative low-resistance pathway for the aqueous humour. As well as the flow described above, other effects can lead to flow in the anterior chamber. Firstly, there is a temperature gradient between the inner corneal surface and the iris and lens, depending on the difference between atmospheric and body temperature. Combined with gravitational effects, this leads to a buoyancy-driven flow. Secondly, the eye performs saccades, and rotational saccades lead to accelerations and hence flow. In addition, other movements, such as lens movement during accommodation, rubbing the eye, and accidental impacts will lead to flow. In this presentation we show results from a model of flow due to pressure gradient, thermal and saccadic effects in the posterior and anterior chambers in an eye, both with and without the artificial lens in place. We adopt both an analytical approach based on the use of the lubrication theory and a fully numerical model to assess the wall shear stress on the corneal surface, the pressure drop between the posterior and anterior chambers, with the aim of understanding how the positioning of the lens affects these quantities. In the second part of the talk some open issues concerning the fluid mechanics of the eye will also be presented and briefly commented upon. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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de Finetti Risk Seminar - February 2015
by emanuela.rosazza1＠unimib.it 01 Feb '15

01 Feb '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Probabilistic sensitivity analysis for computer model structure uncertainty Jeremy Oakley The University of Sheffield LOCATION: The seminar will be held on Wednesday, February 4, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Workshop on recent developments in dependence modelling with applications in finance and insurance (Brussels – May 29).
by giovanni.puccetti＠unifi.it 27 Jan '15

27 Jan '15

Dear colleagues, The finance research group of the Vrije Universiteit Brussel (VUB) organizes the second edition of a workshop on recent developments in dependence modelling with applications in finance and insurance (Brussels – May 29). The tentative program as well as details for the registration are available here: http://www.vub.ac.be/en/events/2015/recent-developments-dependence-modellin… Invited speakers: · Kjersti Aas, Norwegian Computer Science · Asimit Alexandru, Cass Business School · Valérie Chavez, Université de Lausanne · Paul Embrechts, ETH Zürich · Stefan Mittnik, LMU Munich · Giovanni Puccetti, University of Florence · Ludger Rüschendorf, University of Freiburg · Matthias Scherer, TU Munich · Andreas Tsanakas, Cass Business School The admission is free but a (confirmed) registration is mandatory as the number of participants is limited. ******************************************************** Giovanni Puccetti https://sites.google.com/site/giovannipuccetti/ Assistant Professor School of Economics and Management University of Firenze Building D6, office 2.30 via delle Pandette 32 50127, FIRENZE (FI) ITALY ******************************************************** Journal Editor Dependence Modeling DE GRUYTER OPEN http://www.degruyter.com/view/j/demo

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Avviso di seminario :: Macci@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 26 Jan '15

26 Jan '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 30 Gennaio, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CLAUDIO MACCI (Dipartimento di Matematica, Università di Roma Tor Vergata) terrà un seminario dal titolo SOME RECENT LARGE DEVIATION RESULTS IN STATISTICS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT We consider a family of statistical models with positive unknown parameter (which includes some well-known models for censored exponential data) and some statistical models for samples from stationary Gaussian processes. We prove large deviation results for posterior distributions and,in some cases, also for maximum likelihood estimators.

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ABS15 -- Summer school
by Raffaele Argiento 26 Jan '15

26 Jan '15

Please find below the announcement of the 12th edition of the ABS (Applied Bayesian Statistics) summer school. Like in the past two years, the 2015 school will be held in the magnificent Villa del Grumello, in Como (Italy), on the Lake Como shore. Guido Consonni and Fabrizio Ruggeri ABS15 Directors Raffaele Argiento ABS15 Executive Director ----------------------------------------------------------------------------------- ******************************* * ABS15 * ******************************* Applied Bayesian Statistics School MODERN BAYESIAN METHODS AND COMPUTING FOR THE SOCIAL SCIENCES June, 8 - 12, 2015 - Villa del Grumello, Como, Italy Lecturer: Jeff Gill, Washington University, St. Louis, MO, USA Professor of Political Science Professor of Biostatistics Professor of Surgery (Public Health Sciences) http://jgill.wustl.edu/Site/Homepage.html https://polisci.wustl.edu/Jeff_Gill The conference webpage is >>>> www.mi.imati.cnr.it/conferences/abs15.html <<<< Registration will start after February, 1st, 2015 and details on programme and accommodations will be provided very soon. The conference room allows only for a very limited number of participants (max. 35). Interested people are invited to contact the ABS15 Secretariat at abs15(a)mi.imati.cnr.it COURSE OUTLINE This course covers the theoretical and applied foundations of Bayesian statistical analysis with an emphasis on computational tools for Bayesian hierarchical models. We will discuss model checking, model assessment, and model comparison. The course will cover Bayesian stochastic simulation (Markov chain Monte Carlo) in depth with an orientation towards deriving important properties of the Gibbs sampler and the Metropolis Hastings algorithm. Extensions and hybrids will be discussed. We will then use Markov chain Monte Carlo tools to fit linear and nonlinear specifications with multiple levels, longitudinal features, and non-normal distributional assumptions. Lectures will include theoretical discussions of modeling and estimation as well as practical guidance for fitting complex multilevel models with R and JAGS software. Applications will be drawn from political science,sociology, epidemiology, economic policy, and public administration. Participants are expected to understand linear regression in matrix algebra terminology, have some exposure to R, and know basic statistical inference. PRACTICAL INFORMATION The school will be as usual, with lectures and practical sessions (run by a junior researcher), participants' talks, free Wednesday afternoon, start on Monday after lunch and ending on Friday before lunch. Accommodation is available either at the Villa guesthouse or in downtown hotels. Como can be easily reached by train from Milano and its airports. More details are available on the website. -- Dr Raffaele Argiento CNR IMATI -- Milano Tel. +39 02 23699.529 Web www.mi.imati.cnr.it/raffaele

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Convegno in onore di Patrizia Berti
by Fabrizio Leisen 26 Jan '15

26 Jan '15

Gentili Colleghi, con grande piacere vi segnalo il seguente convegno organizzato in onore della Prof. Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015 I seguenti speakers hanno già confermato la loro presenza: Eugenio Regazzini Giorgio Letta Romano Scozzafava Fabio Spizzichino Giulianella Coletti Domenico Candeloro Barbara Vantaggi Irene Crimaldi Luca Pratelli Emanuele Dolera Sonia Petrone Fabrizio Leisen Pietro Rigo Nelle prossime settimane verrá inviato un programma più dettagliato su questa lista. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail per confermare la vostra presenza. Indirizzi email: pietro.rigo(a)unipv.it o fl79(a)kent.ac.uk Un cordiale saluto, Fabrizio Leisen e Pietro Rigo -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://sites.google.com/site/fabrizioleisen/

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Bicocca Winter School (2-6 February 2015)
by Francesco Caravenna 22 Jan '15

22 Jan '15

Last announcement for the Bicocca Winter School: RECENT BREAKTHROUGHS IN SINGULAR STOCHASTIC PDEs University of Milano-Bicocca (2-6 February 2015) People willing to take part in the school are requested to register no later than Thursday 29 January 2015. For updated information, we refer to the website: http://www.matapp.unimib.it/~fcaraven/spdes2015/ The Organizing Committee Francesco Caravenna, Federica Masiero, Gianmario Tessitore

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Seminar Matteo Ruggiero (University of Torino and Collegio Carlo Alberto), Venice, January 26/2015, 2.00pm
by Roberto Casarin VE 21 Jan '15

21 Jan '15

Dear all, University Ca' Foscari of Venice invites you to the seminar: Title: Filtering hidden Markov measures (joint with Papaspiliopoulos, O. and Spanò, D.) Speaker: Matteo Ruggiero University of Torino and Collegio Carlo Alberto When/Where: Januray 25/2015, 2.00pm Room 10C, Department of Economics San Giobe 873/b, Venice Apologies for cross posting Kind regards Roberto Casarin -- Roberto Casarin University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Fax: +39 041.234.91.76 Web: http://venus.unive.it/r.casarin/

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PhD position in probability/stochastic analysis at Leeds university
by Elena Issoglio 21 Jan '15

21 Jan '15

Dear Colleague, a PhD position for UK/EU students at Leeds University is available within the framework "Leeds York NERC Doctoral Training Partnership (DTP)". Title: An Abstract Model for Surface Water Flow; Stochastic Differential Equations on Graphs and related Fractal Limits Deadline: February 2nd 2015. Supervisor: Elena Issoglio, e.issoglio @ leeds.ac.uk How to apply: http://www.nercdtp.leeds.ac.uk/how-to-apply/ More info at http://www.nercdtp.leeds.ac.uk/projects/index.php?id=151 Please forward to any potential candidate.

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