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talk Prof. Nacira Agram on May 23, 2024 - REMINDER
by Emanuela Rosazza Gianin 20 May '24

20 May '24

Dear all, you are all invited to participate to the following seminar on *Thursday 23th of May 2024 at 15:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Nacira Agram (KTH Stockholm)* Titolo: *Deep learning for conditional McKean-Vlasov Jump diffusions* Abstract: My talk focuses on using deep learning methods to optimize the control of conditional McKean-Vlasov jump diffusions. We begin by exploring the dynamics of multi-particle jump-diffusion and presenting the propagation of chaos. The optimal control problem in the context of conditional McKean-Vlasov jump-diffusion is introduced along with the verification theorem (HJB equation). A linear quadratic conditional mean-field (LQ CMF) is discussed to illustrate these theoretical concepts. Then, we introduce a deep-learning algorithm that combines neural networks for optimization with path signatures for conditional expectation estimation. The algorithm is applied to practical examples, including LQ CMF and interbank systemic risk, and we share the resulting numerical outcomes. Based on joint work with Jan Rems. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Seminario Padova - Marta Leocata
by alekos.cecchin＠unipd.it 20 May '24

20 May '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (24 Maggio) alle ore 14:30 in aula 2AB45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Marta Leocata (Luiss University) https://sites.google.com/view/martaleocata/ Title: A MFG approach for competing firms in the Emission Trading System Date: May 24, 2024, at 14:30, 2AB45 Abstract: In this talk I will consider the problem of reducing the carbon emissions of a set of firms over a finite time horizon. Firms can trade allowances in a way that minimizes the total expected costs from abatement and trading plus a terminal quadratic penalty, and they can also choose which type of energy to use (fossil or green) to produce their goods and thus maximize profits from production. Using mean-field game theory and mean field control theory, we aim to understand how different types of market competition can influence the energy transition. This is a joint work with Giulia Livieri (LSE) and Gianmarco Del Sarto (SNS). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminar in Statistics - SAMUEL LIVINGSTON
by Pierpaolo De Blasi 20 May '24

20 May '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 24 Maggio 2024, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Samuel Livingston (UCL UK) Title: *Robust gradient-based sampling algorithms using skew-symmetric numerical schemes* Abstract: State-of-the-art sampling algorithms for smooth continuous distributions are typically gradient-based, e.g. Langevin or Hamiltonian Monte Carlo. It is known, however, that particular features of the distribution to be sampled can cause them to be unstable/work poorly. The algorithms are typically based on a numerical simulation of some stochastic process (e.g. the overdamped Langevin diffusion), and the instability comes from the choice of numerical scheme. I will introduce a new explicit numerical scheme for diffusions, which has skew-symmetric increments, and can be used to design simple and fast sampling algorithms that are provably more robust. I will show that the resulting 'unadjusted Barker algorithm', so called because of its connection to the Barker Metropolis—Hastings algorithm of Livingstone & Zanella (JRSS B, 2022) is well-defined and converges at a geometric rate to an equilibrium which is close to the distribution of interest in many cases when the unadjusted Langevin algorithm is transient. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81530120491?pwd=YUV4Y2dtb1creEMvRkR5SkpmeW1sQT09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Posizioni Postdoc all'Università di Granada
by Antonio DI CRESCENZO 18 May '24

18 May '24

Buongiorno, invio notizia di 2 posizioni Postdoc all'Università di Granada su argomenti: - "Modelling and differential equations" e "Statistics and operational research". _____________________________________________________________ To all interested candidates: The Institute of Mathematics of the University of Granada (IMAG) offers two postdoctoral positions, to start in September-October 2024, and with an end date of December 31, 2025. These positions are in the areas of "*Modelling and differential equations*" and "*Statistics and operational research*" (one position per area). The application deadline is *June 10, 2024*. Further details can be found at IMAG's website https://wpd.ugr.es/~imag/imag-maria-de-maeztu-postdocs-2024/ These contracts are supported by IMAG's Excellence Seal "María de Maeztu" with reference CEX2020-001105-M. --

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6-year assistant professor position (non-tenured) in probability, TU Vienna
by Toninelli, Fabio Lucio 18 May '24

18 May '24

Dear colleague, the Technical University of Vienna is advertising a 6-year assistant professor position (non-tenured) in probability theory, within the Probability research group (https://www.tuwien.at/en/mg/proba)<https://www.tuwien.at/en/mg/mstoch> <https://www.tuwien.at/en/mg/mstoch> Deadline for applications: June 27th, 2024. Earliest possible starting date: September 2024 For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/233239 The teaching load is 4 hours/week. Please forward this to potentially interested candidates Best wishes Fabio Toninelli (head of the Probability group) --------------------------------------------------------------------- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

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Open Postdoc Position in the are of mathematical Finance at the University of Vienna
by viktoria.schildhammer＠univie.ac.at 17 May '24

17 May '24

Dear All, this is to inform about an open Postdoc position at the department of Statistics and Operations Research at the University of Vienna, in the working group of Prof. Cuchiero. The University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Post-Doc (2 years, 40h) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The post-doctoral researcher will work in the group of the START research project "Universal structures in Mathematical Finance", led by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance. *Deadline for applications: June 15, 2024.* Further information can be found here: https://jobs.univie.ac.at/job-invite/2493/ Please foward this message to any interested person. Thank you and best wishes Viktoria Schildhammer

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Open Praedoc Position in the are of mathematical Finance at the University of Vienna
by viktoria.schildhammer＠univie.ac.at 17 May '24

17 May '24

Dear All, this is to inform about an open Praedoc position at the department of Statistics and Operations Research at the University of Vienna, in the working group of Prof. Cuchiero. The University of Vienna, Department of Statistics and Operations Research, invites applicants for the position of one to two Prae-Docs (3 year appointment, 30 hours) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The pre-doctoral researcher will work in the group of the START research project "Universal structures in Mathematical Finance", led by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance *Deadline for applications: June 15, 2024.* Further information can be found here: https://jobs.univie.ac.at/job-invite/2491/ Please foward this message to any interested person. Thank you and best wishes Viktoria Schildhammer

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3-year Post-doctoral Position on Stochastic Games at Bielefeld University
by Ferrari, Giorgio 17 May '24

17 May '24

Dear All, this is to inform about a *3-year post-doctoral position* in my group at the Center for Mathematical Economics of Bielefeld University (salary level TVL-13, 100%). The post-doctoral researcher will conduct research on stochastic games (with N players or of mean-field type) wiith singular controls, as well as on mean-field control problems. *Deadline for applications: June 12, 2024.* Further information can be found here: https://jobs.uni-bielefeld.de/job/view/3392/research-position-postdoc?page_… Please foward this message to any interested person. Best wishes and thanks, Giorgio Ferrari

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23 mag 2024 - Seminario Dr. Ivana Pavlu
by Enea Bongiorno 17 May '24

17 May '24

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - data e orario: 23 maggio 2024 ore 15.00 - aula 204, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/iap-gjcr-bkb Title: *Regression analysis with density functions in Bayes spaces* *Ivana Pavlů*, Palacký University Olomouc, Czech Republic *Abstract*: Regression analysis offers tools for explaining the relation between (a set of) dependent and independent variables. Recent advances extend the available response types from uni- or multivariate to functional, and more recently also distributional responses. For functional distributions, often represented through probability density functions, the Bayes space framework was developed to respect the relative information they carry. The Hilbert space structure of Bayes space enables one to utilize standard methods of functional data analysis for the use on - properly transformed - density functions. Focusing on regression analysis, it is possible to construct adequate models with densities on the side of both the dependent and independent variables. In this seminar, a brief overview of regression models for univariate densities will be presented. A closer attention will be given to the possible generalization of additive regression model for bivariate distributions. Finally, an outlook at the Bayesian inference in linear regression with probability densities will be discussed. All proposed methods will be demonstrated on real data from the fields of geochemistry and demographics. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1AW4P1_HNdVO7Ot70mjM-KCQLhnSSVmRi/view?usp=…> Seminari Matematici Statistici <https://seminari-ms.uniupo.it/home-page> ----------------------------------- -- 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 ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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talk Prof. Domenico Marinucci on May 29 - DIMA - UNIGE
by Ernesto De Vito 16 May '24

16 May '24

Dear all, you are all invited to participate to the following seminar. Speaker : Domenico Marinucci (https://sites.google.com/view/domenicomarinucci/home) Affiliation: Dipartimento di Matematica - Università Roma Tor Vergata Title: Spectral complexity of deep neural networks Date: Monday, May 29, 2024 at 11.30 Place: Aula 704 (7th floor) , Dipartimento di Matematica at University of Genova, Via Dodencaneso 35, Abstract: It is well-known that randomly initialized, push-forward, fully-connected neural networks weakly converge to isotropic Gaussian processes, in the limit where the width of all layers goes to infinity. In this paper, we propose to use the angular power spectrum of the limiting fields to characterize the complexity of the network architecture. In particular, we define sequences of random variables associated with the angular power spectrum, and provide a full characterization of the network complexity in terms of the asymptotic distribution of these sequences as the depth diverges. On this basis, we classify neural networks as low-disorder, sparse, or high-disorder; we show how this classification highlights a number of distinct features for standard activation functions, and in particular, sparsity properties of ReLU networks. Our theoretical results are also validated by numerical simulations. Joint work with Simmaco Di Lillo, Michele Salvi e Stefano Vigogna Best wishes, Ernesto --------------------- Ernesto De Vito DIMA - Dipartimento di Matematica MaLGa - Machine Learning Genoa center Via Dodecaneso 35 16146 Genova Italy e-mail: ernesto.devito(a)unige.it tel: +390103536783

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assegno con Fincantieri su algoritmi quantistici per Navier Stokes
by Giacomo De Palma 15 May '24

15 May '24

Cari tutti, ho appena pubblicato il seguente bando per un assegno di ricerca di 15 mesi all’università di Bologna su un progetto in collaborazione con Fincantieri (https://www.fincantieri.com/it/) riguardante simulazioni numeriche di algoritmi quantistici per le equazioni di Navier-Stokes: https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=67830 L’assegno prevede uno stipendio competitivo di circa 2000€ netti al mese. È richiesta solo la laurea magistrale, ma un’esperienza in simulazioni numeriche di algoritmi quantistici è preferibile. I candidati possono allegare alla domanda fino a due lettere di referenza. La presa di servizio è prevista per il 1° giugno, e la scadenza del bando è il 21 aprile. Vi sarei grato se inoltraste l’avviso a potenziali interessati. Un caro saluto, Giacomo

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ISBA World 2024 - Regular Registration Closing May, 31
by Roberto CASARIN 15 May '24

15 May '24

Dear Colleagues, We kindly remind you that the ISBA 2024 World Meeting is approaching. *The regular registration fee will remain available until May 31*. More detailed information is available at: https://www.unive.it/isba2024 ISBA2024 is organized by the International Society for Bayesian Analysis ( ISBA <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>) in collaboration with the Venice Centre in Economic and Risk Analytics (VERA <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>) at Ca’ Foscari University of Venice. Looking forward to meeting you in Venice! Best regards, The ISBA World 2024, Local Organizing Committee. ------------------------------ 31st World Meeting ISBA 2024July 1st - July 7th, 2024Ca’ Foscari University, San Giobbe Campus, Venice, Italy The ISBA world meetings bring together the international statistical community of researchers and professionals who develop Bayesian methods and apply them to challenging problems in different fields, ranging from economics and finance to business, industry, biostatistics, pharmaceutical statistics, environmental statistics, etc. *Supported by*: Ca' Foscari University of Venice, Department of Economics, Venice Centre in Economic and Risk Analytics (VERA), Fondazione Università Ca' Foscari. *Under the auspices of:* Ministero dell'Università e della Ricerca (MUR), Regione del Veneto, Città Metropolitana di Venezia, Città di Venezia, Istituto Veneto di Scienze, Lettere ed Arti, Società Italiana di Econometria (SIdE), Società Italiana di Matematica Applicata e Industriale (SIMAI), Società Italiana di Statistica (SIS), Gruppo Nazionale per l'Analisi Matematica la Probabilità e le loro Applicazioni (INDAM-GNAMPA). *Main Sponsors*: Eurizon Asset Management, Generali, University of Michigan School of Public Health (Dept. of Biostatistics), United States National Sciences Foundation, University of California Los Angeles (Dept. of Biostatistics). *Other Sponsors:* Collegio Carlo Alberto (de Castro Statistics Initiative), University of Texas at Austin (Dept. of Statistics and Data Sciences), Duke University (Dept. of Statistical Science), G-Research, SAS, STATA, Università Bocconi (Dept. of Decision Sciences), European Datawarehouse, Pfizer, Posit, Brown University School of Public Health, INDAM-GNAMPA, CRC press, Springer Verlag. *Scientific Committee**:* Sinead Williamson <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…> (Chair), University of Texas at Austin/Apple Sergios Agapiou <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of Cyprus Trevor Campbell <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of British Columbia Roberto Casarin <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Ca’ Foscari University of Venice Luis Mauricio Castro Cepero <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Pontificia Universidad Católica de Chile Christopher Drovandi <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Queensland University of Technology Daniele Durante <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Bocconi University Hedibert Freitas Lopes <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Institute of Educatio and Research Emtiyaz Khan <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, RIKEN Center Matthias Katzfuss <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of Wisconsin-Madison Juhee Lee <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of California Santa Cruz David Nott <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, National University of Singapore Stéphanie van der Pas <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Amsterdam UMC Bruno Sansó <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, University of California Mike West <https://u8042292.ct.sendgrid.net/ls/click?upn=u001.VwavI53V6vcw3NkZZaT5c3BC…>, Duke University -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Seminar: Bayesian network structural learning from complex survey data - P. Vicard
by Mira Antonietta 15 May '24

15 May '24

On behalf of Prof Di Serio I am sharing the following announcement ———————- The Statistical Network Science committee of the Bernoulli Society invites you to an online talk this week Thursday: Thursday May 16 2-3 pm UK time Title: Bayesian network structural learning from complex survey data Statistical Network Science Seminar Series- Bernoulli Society Speaker: Paola Vicard (Department of Economics, Università Roma Tre, Rome, Italy) Abstract: The association structure of a Bayesian network can be known in advance by subject matter knowledge or have to be learned from a database. One of the most widely used procedures is the PC algorithm consisting in carrying out several independence tests on the available data set and in building a Bayesian network according to the tests results. In case of data driven learning, the PC algorithm is based on the irremissible assumption that data are independent and identically distributed. Unfortunately, official statistics data are generally collected through complex sampling designs, then the aforementioned assumption is not met. In such a context the PC algorithm fails in learning the structure. To avoid this, the sample selection must be taken into account in the structural learning process. A modified version of the PC algorithm is proposed for inferring causal structure from complex survey data. It is based on resampling techniques for finite populations. A simulation experiment showing the robustness with respect to departures from the assumptions and the good performance of the proposed algorithm is carried out. (Joint work with Daniela Marella, Sapienza Università di Roma) Zoom link https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fzoom.us%2…<https://zoom.us/j/99820613967> Meeting ID: 998 2061 3967 Passcode: 850644 All welcome Clelia Di Serio and Gesine Reinert

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avviso di seminario di A. Buonocore e L. Caputo
by Antonio DI CRESCENZO 14 May '24

14 May '24

scusandomi per invii multipli... ---------- Forwarded message --------- *UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO *Speaker*: *Aniello* *BUONOCORE *e *Luigia* *CAPUTO* (Dipartimento di Matematica e Applicazioni, Università di Napoli Federico II) *Titolo*: *Il tema "Dati e Previsioni" presente nelle Indicazioni Nazionali e nelle Linee Guida è: un problema oppure una risorsa da valorizzare?* *Data*: mercoledì 15 maggio 2024, ore 11:30 *Luogo*: Sala Riunioni, Edificio F2, piano 1, stanza 36, e su Teams, al link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_ Yjc2NjU5ZDEtOTQ3YS00YzcyLTg3MTItNzRlMDg4YWU2Nzli%40thread. v2/0?context=%7b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d- 097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9-8153-d04cb91c1edf%22%7d *Abstract* Per il tema "Dati e Previsioni" si propone l'impostazione didattica basata sui problemi. In particolare, si propone di utilizzare, in maniera appropriata e con la finalità di sollecitare le abilità comunicative ed argomentative, alcuni problemi e paradossi della probabilità condizionata che nel corso del tempo sono stati occasione di discussioni vivaci e intriganti. I problemi selezionati e sperimentati nel corso degli ultimi anni in classi della scuola secondaria, nei quali l'enfasi è posta soprattutto sul significato dei simboli e delle formule, forniscono anche un modo per stimolare gli obiettivi di "processo" (argomentare e dimostrare, comunicare, rappresentare, collegare) spesso trascurati a favore dei soli obiettivi di "contenuto". Una tale modalità operativa può essere d'aiuto sia agli insegnanti per mitigare le difficoltà che loro stessi soventemente riscontrano nella concettualizzazione (ovvero quella discontinuità tra i processi cognitivi degli studenti e l'astrazione) e sia agli stessi studenti per meglio orientarsi quando le circostanze della vita quotidiana sicuramente lo richiederanno. Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* *Alessandra Meoli* *Serena Spina*

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SAVE THE DATE - Tavola rotonda su "Iperautorialità e riviste predatorie" - 29 maggio 2024 - ore 15
by ANDREA CONSIGLIO 14 May '24

14 May '24

Cari Colleghi, vi ricordiamo l’appuntamento per tavola rotonda su "Iperautorialità e Riviste Predatorie" L’evento è fissato per il 29 maggio alle ore 15:00 CET, presso l'Aula delle lauree della Facoltà di Economia. Potrete seguire la discussione online tramite una piattaforma telematica: https://uniroma1.zoom.us/j/84228305285 Per la partecipazione in presenza, si prega di registrarsi entro e non oltre il 20/05/2024 https://bit.ly/AMASES-TavolaRotonda Contiamo sulla vostra numerosa partecipazione. Cordiali saluti, Il Comitato Scientifico AMASES %%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Tavola Rotonda: Iperautorialità e Riviste Predatorie Data e Luogo: 29 maggio 2024, ore 15.00, Aula delle lauree, Facoltà di Economia, via Castro Laurenziano 9, Roma. Saluti Istituzionali: Giovanni Di Bartolomeo, Preside Facoltà di Economia, Università di Roma "La Sapienza" Andrea Consiglio, Presidente AMASES, Università di Palermo Partecipanti: Santo Fortunato, Indiana University Giulia Iori, Università di Venezia "Cà Foscari" Marco Malgarini, ANVUR Angelo Pezzullo, Università Cattolica Angela Santoni, Commissione Etica, Università di Roma "La Sapienza" Francesco Sylos Labini, CREF Moderatore: Marco Li Calzi, Università di Venezia "Cà Foscari" 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<mailto:email%3Aandrea.consiglio@unipa.it> pec:andrea.consiglio@pec.it<mailto:pec%3Aandrea.consiglio@pec.it> www:http://bit.ly/AndreaConsiglio

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PhD courses at Roma Tre University
by Francesco Cesarone 14 May '24

14 May '24

Dear All, I am happy to announce a new upcoming series of PhD courses organized by the Research Group on Quantitative Finance, Department of Business Studies – Roma Tre University. Below are some details on the different topics covered, speakers, and dates: * Introduction to Graph Theory and Applications Andrea Scozzari - Full Professor of Mathematical Methods of Economics, Finance and Actuarial Sciences at University Niccolò Cusano, Department of Economics. Date: Monday 20th May, h: 14:30 - 17:30; Wednesday 22nd May, h: 14:30 - 17:30; Friday 24th May, h: 14:30 - 17:30; Monday 27th May, h: 14:30 - 17:30. * AI Algorithms Valerio Giuseppe Sasso - Scholar in Operations Research at Sapienza University of Rome, Department of Computer, Control and Management Engineering Antonio Ruberti (DIAG). Date: Wednesday 29th May, h: 14:30 - 17:30; Friday 31st May, h: 14:30 - 17:30; Monday 3rd June, h: 14:30 - 17:30; Wednesday 5th June, h: 14:30 - 17:30; Friday 7th June, h: 10:00 - 12:00/14:30 - 16:30. * Stochastic Dynamic Optimization Massimiliano Corradini, Researcher at Roma Tre University. Date: Monday 10th June, h: 11:00 - 14:00; Friday 14th June, h: 11:00 - 14:00; Monday 17th June, h: 11:00 - 14:00; Thursday 20th June, h: 11:00 - 14:00. The seminars can be attended either physically at the Computer lab (small room), ground floor (Department of Business Studies - Roma Tre University, Via Silvio D'Amico, 77, 00145 Rome, Italy) or online via teams. For more information I refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Associate Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> Studio n. 20 piano V WWW: https://www.francescocesarone.com/

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OWABC Seminar: Mark Beaumont - 30th May 9am UK time
by Massimiliano Tamborrino 14 May '24

14 May '24

Dear all, the last OWABC www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> seminar of Season 5 is quickly approaching. We are glad to announce that our next speaker is Mark Beaumont (University of Bristol), who will talk about "Model misspecification in population genomic" on Thursday the 30th May at 9am UK time. Abstract: In likelihood-free settings, problematic effects of model misspecification can manifest themselves during computation, leading to nonsensical answers, particularly causing convergence problems in sequential algorithms. This issue has been well studied in the last 10 years, leading to a number of methods for robust inference. In practical applications, likelihood-free methods tend to be applied to the output of complex simulations where there is a choice of summary statistics that can be computed. One approach to handling misspecification is to simply not use summary statistics computed from simulations of the model under the prior that cannot be matched with those observed in the data. This presentation gives a brief review of methods for observing and handling misspecification in ABC and SBI, and then discusses approaches that we have explored in a population genomic modelling framework. The talk will be streamed on MS Teams, at the link https://teams.microsoft.com/l/meetup-join/19%3ameeting_NWFkYmE2MTgtZTNiNS00… Meeting ID: 349 104 341 838 Passcode: YxPUhR We are looking forward to seeing you at the next OWABC Seminar, best, Massimiliano on the behalf of the OWABC Seminar Organisers ------ Dr. Massimiliano Tamborrino Associate Professor and Warwick International Higher Education Academy (WIHEA) Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Richiesta annullamento iscrizione
by Fabiana Mancini 14 May '24

14 May '24

Salve, Potrei gentilmente essere tolta dalla mailing list di random? L'indirizzo è fabiana.mancini(a)hotmail.it Grazie! Inviato da Outlook per Android<https://aka.ms/AAb9ysg>

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talk Prof. Nacira Agram on May 23, 2024
by Emanuela Rosazza Gianin 14 May '24

14 May '24

Dear all, you are all invited to participate to the following seminar on *Thursday 23th of May 2024 at 15:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Nacira Agram (KTH Stockholm)* Titolo: *Deep learning for conditional McKean-Vlasov Jump diffusions* Abstract: My talk focuses on using deep learning methods to optimize the control of conditional McKean-Vlasov jump diffusions. We begin by exploring the dynamics of multi-particle jump-diffusion and presenting the propagation of chaos. The optimal control problem in the context of conditional McKean-Vlasov jump-diffusion is introduced along with the verification theorem (HJB equation). A linear quadratic conditional mean-field (LQ CMF) is discussed to illustrate these theoretical concepts. Then, we introduce a deep-learning algorithm that combines neural networks for optimization with path signatures for conditional expectation estimation. The algorithm is applied to practical examples, including LQ CMF and interbank systemic risk, and we share the resulting numerical outcomes. Based on joint work with Jan Rems. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Advances in Time Series Econometrics, Venice, May 17th, 2024
by Roberto CASARIN 14 May '24

14 May '24

Dear you all, the Econometrics group and the VERA centre of the Ca’ Foscari University ( https://www.unive.it/pag/35190) invite you to *Advances in Time Series Econometrics* *Half-day Workshop* *Venice May 17th, 2024Ca’ Foscari University, San Giobbe Campus, Meeting Room 1, Venezia* Program: - 9:30-10:15, *Ovielt Baltodano Lopez*, (Ca' Foscari University of Venice), Heterogeneous dynamic stochastic block models and an application to international trade - 10:15-11:00, *Alexander Simon Mayer* (Ca' Foscari University of Venice), Least squares estimation in nonstationary nonlinear cohort panels with learning from experience - 11:00-11:30, Break - 11:30-12.15, *Dario Palumbo* (Ca' Foscari University of Venice), A simple parsimonious framework for extracting and modelling the term structure of interest rates - 12:15-13:30, *Esther Ruiz* (University Carlos III of Madrid), Economic activity and climate change *Abstracts*: Ovielt Baltonado Lopez, Ca' Foscari University of Venice, Italy, https://www.unive.it/data/people/18754547 Heterogeneous dynamic stochastic block models and an application to international trade *The increasing complexity of the global economy represents a challenge for monitoring public debt risks. We propose a twofold framework by applying a Dynamic stochastic block model to a multi layer network composed of extracted debt relationships and trade ows for European countries. On the one hand, this approach allows for clusters of countries with di erent levels of debt synchronization that evolve over time and are subject to structural changes suggesting an increase in systemic risk. On the other hand, the layer dependence accounts for con icts in macroeconomic objectives. In particular, external balance and scal stability. In this sense, the network approach jointly considers interdependence between countries and the twin de cit phenomenon coherent with the composite nature of the risks in the nancial systems. We nd evidence of structural changes in the topology of the debt network during crisis, from an assortative behavior to a coreperiphery system with high interdependence among countries' debt. Moreover, the results suggest parameter heterogeneity. In stable periods unemployment (real GDP per capita) di erences lead to higher (lower) debt synchronization, while income inequality and nancial depth reduce the similarity in the debt evolution. There is no evidence of twinde cit phenomenon for the period 2003-2023.* Alexander Simon Mayer, Ca' Foscari University of Venice, Italy, https://www.unive.it/data/people/26394407 Least squares estimation in nonstationary nonlinear cohort panels with learning from experience *We discuss techniques of estimation and inference for nonstationary nonlinear cohort panels with learning from experience, showing, inter alia, the consistency and asymptotic normality of the nonlinear least squares estimator used in empirical practice. Potential pitfalls for hypothesis testing are identified and solutions proposed. Monte Carlo simulations verify the properties of the estimator and corresponding test statistics in finite samples, while an application to a panel of survey expectations demonstrates the usefulness of the theory developed.* Dario Palumbo, Ca' Foscari University of Venice, Italy, https://www.unive.it/data/people/22437798 A simple parsimonious framework for extracting and modelling the term structure of interest rates *This paper introduces a novel methodology for the extraction and modelling of the unobserved term structure of interest rates which incorporates in a single inferential framework both cross-sectional and time-series information from observed bond prices. In doing so, the paper introduces both a parametric and a semi-parametric dynamic model for the term structure which can be extended to capture also features such as heteroschedasticity in both the time and cross-section dimension, as well as the zero-lowerbound constraint. The models provide a coherent description of the term structure and outperforms current term structure extraction methods in fitting the observed bond prices surface. The models also outperform other existing dynamic term structure models in forecasting observed bond prices at one, six and twelve months horizons. Moreover, the study highlights a strong sensitivity of the forecasting errors of the existing dynamic models to the choice of the term structure extraction method used to construct the samples for the parameters’ estimation.* Prof. Esther Ruiz, University Carlos III of Madrid, Spain, https://researchportal.uc3m.es/display/inv16189 Economic activity and climate change -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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seminario di Brzeźniak a Pavia - 22 maggio ore 11
by Benedetta Ferrario 13 May '24

13 May '24

Mercoledì 22 maggio presso il Dipartimento di Scienze Economiche e Aziendali dell'Università di Pavia il professor Z. Brzezniak (Università di York) terrà un seminario alle ore 11 (precise) in aula 14. Title: Reflection of Stochastic Evolution Equations in Infinite Dimensional Domains Abstract: In this paper, we establish the existence and the uniqueness of solutions of stochastic evolution equations (SEEs) with reflection in an infinite dimensional ball. Our framework is sufficiently general to include e.g. the stochastic Navier-Stokes equations. Based on a joint work with Tusheng Zhang (Manchester and Hefei).

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Seminar Dario Trevisan at Tor Vergata 22.05
by Michele Salvi 13 May '24

13 May '24

Dear all, On Wednesday, May 22nd, at 14h30 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Dario Trevisan (Università di Pisa) with the seminar "Gaussian Approximation and Bayesian Posterior Distribution in Random Deep Neural Networks” Abstract: We establish novel rates for the Gaussian approximation of randomly initialized deep neural networks with Gaussian parameters and Lipschitz activation functions, in the so-called wide limit, i.e., where the sizes of all hidden layers become large. Using the Wasserstein metric and related functional analytic tools, we demonstrate the distribution of the output of a network and the corresponding Gaussian approximation are at a distance that scales inversely with the width of the network, surpassing previously established rates. Furthermore, we extend our findings to approximate the exact Bayesian posterior distribution of the network when the likelihood is a bounded Lipschitz function of the network output, on a finite training set. This includes common cases, such as the Gaussian likelihood, which is defined as the exponential of the negative mean squared error. Our inequalities thus shed light on the network's Gaussian behavior by quantitatively capturing the distributional convergence results in the wide limit. The exposition will aim to be self-contained, by introducing all the basic concepts related to artificial neural networks and Bayesian statistics to a mathematical audience. Based on arXiv:2203.07379 (joint with A. Basteri) and arXiv:2312.11737. 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… https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… 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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MSc scholarships at Université Paris-Est
by Tiziano De Angelis 13 May '24

13 May '24

Dear All, I am forwarding a message from Damien Lamberton concerning MSc scholarships for students interested in pursuing an MSc from the Université Paris-Est. The full advert is below. Please notice the tight deadline on 20 May. Best wishes Tiziano ---------- Forwarded message --------- > Da: Damien Lamberton <damien.lamberton(a)univ-eiffel.fr> > Date: mar 7 mag 2024 alle ore 17:04 > Subject: Fwd: [umr8050] Candidatures au M2 Bézout > To: Tiziano De Angelis <tiziano.deangelis(a)unito.it> > > > > > Dear Tiziano, > > I am forwarding some advertisement about our master's scholarships, in > case some of your students could be interested.. > > All the best, > > Damien > > > > ———————————————————————————————————————————————————————— > > > > Dear colleague, > > The 2024-2025 hiring campaign for international Bézout master's > scholarships is open from March 20 to May 20 at midnight. We will be able > to accept 10 applications. The Bézout scholarship program is directed > towards excellent students in mathematics, computer science or both, from > foreign institutions willing to pursue their studies in Université > Paris-Est at the master level. The laureates will receive about 1300 € per > month over 11 months and will be proposed a room on the campus. The best > students will then be invited to join the PhD program of the Doctoral > School MSTIC (Mathematics, Sciences and Information and Communication > Technology). A joint supervision with the student's national doctoral > framework, leading to both PhD grades, is possible. > > The details of the program can be found here: > https://labex-bezout.fr/masters-scholarships/ . From the same webpage, a > link to the application form will be available soon. > > A description of the activities of the Bézout Labex can be found in the > attached leaflet. One can also send you a few printed leaflets at your > postal address if you wish. > > Contact: Raphaël Danchin <danchin(a)u-pec.fr> > > > >

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Special Day on "Matrix models for quantum systems" - Friday June 7th at IHES
by Matteo D'Achille 13 May '24

13 May '24

Dear colleagues, I would like to draw your attention to the upcoming conference Matrix models for quantum systems, to be held on June 7th at the IHES in Bures-sur-Yvette. This conference is organized by the Seed Seminar of Mathematics and Physics <https://seedseminar.apps.math.cnrs.fr/>. The aim of the conference, and of the seminar in general, is to foster interactions between the mathematics and theoretical physics communities on topics of common interest. We will have the pleasure to listen to the following speakers: Guillaume Aubrun (Institut Camille Jordan, Lyon) Philippe Biane (Laboratoire d'Informatique Gaspard Monge, Marne-la-Vallée) Bertrand Eynard (Institut de Physique Théorique, CEA Saclay) Vladimir Kazakov (Laboratoire de Physique de l'École Normale Supérieure, Paris) The talks will be from 10:00 to 16:30, with a welcome coffee from 9:30. Both in-person and online participation are free but limited. Please register at https://indico.math.cnrs.fr/event/12052 if you are planning to participate in either capacity. Thank you for your attention and kind regards. Matteo D’Achille, for the organizing committee ---------------------------------- Matteo D’Achille, PhD Laboratoire de Mathématiques d’Orsay - LMO (UMR 8628 CNRS) Équipe Probabilités et Statistiques Bâtiment 307, rue Michel Magat, Faculté des Sciences d’Orsay, Université Paris-Saclay, F-91405 Orsay Cedex Office 3I20 (+33) 01 69 15 68 38 https://www.imo.universite-paris-saclay.fr/~matteo.dachille/

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(PMS)^2 talk - J. Janák - may 16 at 11:15
by Carlo Orrieri 13 May '24

13 May '24

Dear colleagues, we are happy to announce the following talk Josef Janák (Università di Pavia) Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements Abstract: We propose the stochastic heat equation driven by the multiplicative space-time white noise and we introduce several estimators to the diffusivity parameter that are inspired by the maximum likelihood estimator. Since our observation scheme relies on local measurements, the asymptotics of the estimators is pursued with a fixed time horizon and with the spatial resolution of the observations tending to zero. A stable central limit theorem shows that our proposed estimators are strictly consistent and asymptotically mixed normal. The performance of the estimators is demonstrated in numerical simulations. This is a joint work with Professor Markus Reiß. Date and time: Thursday May 16, 11:15-12:15 (Rome time zone) Place: Aula Beltrami, Dip. Matematica, Univ. Di Pavia. Zoom meeting link: https://zoom.us/j/95472715600?pwd=bG1lYVNFMXp5ZGxBcTFoNXNxbE1UZz09 <https://zoom.us/j/95472715600?pwd=bG1lYVNFMXp5ZGxBcTFoNXNxbE1UZz09> ID riunione: 954 7271 5600 Codice d’accesso: 043885 These talks are part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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