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Fwd: talk Prof. Giulia Di Nunno
by Emanuela Rosazza Gianin 22 Dec '23

22 Dec '23

Dear all, you are all invited to participate to the following seminar on *Wednesday 10th of January 2023 at 16:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: *Sandwiched Volterra volatility models, power law and option pricing* Abstract: We consider a financial market with stochastic volatility driven by an arbitrary Hölder continuous Gaussian Volterra process. The distinguishing feature of the model is the form of the volatility equation which ensures the solution to be “sandwiched” between two arbitrary functions chosen in advance. Hence the name Sandwiched Volterra Volatility (SVV) model. Targeting option pricing, we discuss the structure of local martingale measures in this market and we develop an algorithm of pricing options with discontinuous payoffs. Our tools rely on the study of Malliavin calculus, indeed the Malliavin differentiability of the equations and prices is studied. With these, we can also study the power law property of the SVV model. 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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Procedura selettiva 2023PO182.4 - SC 13D2 - Università di Padova
by Alessandra Fabbri Colabich 22 Dec '23

22 Dec '23

Si informa che è stato pubblicato il nuovo bando *2023PO182.4*, SC 13D2, relativo all'indizione di una procedura selettiva per la chiamata di n. 1 Professore di prima fascia ai sensi dell’art. 18, comma 4, Legge 30 dicembre 2010, n. 240. Bando al link: https://www.unipd.it/procedura-2023PO182.4 *Scadenza: 19 gennaio 2024 ore 13* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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Procedura selettiva 2023RUA08 - RTDa 13D1
by Alessandra Fabbri Colabich 22 Dec '23

22 Dec '23

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per l'assunzione di 1 Ricercatore a tempo determinato RTD-A, nel settore concorsuale 13D1, presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2023RUA08 La *scadenza* per la presentazione delle domande è il *19 gennaio 2024 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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assegno di ricerca post-dottorale - CNR di Milano
by Sara Pasquali 21 Dec '23

21 Dec '23

Si avvisa che è stato pubblicato il bando per un assegno di ricerca post-dottorale, della durata di *un anno *(rinnovabile), presso la sede di Milano dell’*Istituto di Matematica Applicata e Tecnologie Informatiche (IMATI) del CNR*. L'attività di ricerca riguarderà i *modelli matematici per la dinamica di popolazioni*. Il bando è disponibile alla pagina http://bandi.urp.cnr.it/doc-assegni/documentazione/15347_DOC_IT.pdf e la scadenza di presentazione delle domande è fissata per il giorno *26 gennaio 2024*. Le persone interessate a fare domanda possono contattare la dott.ssa Sara Pasquali alla mail *sara.pasquali(a)mi.imati.cnr.it* per maggiori informazioni o chiarimenti. -- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Dr. Sara Pasquali CNR-IMATI Via Bassini, 15 20133 MILANO - ITALY =========== Tel. +39 02 23699525 Fax. +39 02 23699538 e-mail:sara.pasquali@mi.imati.cnr.it ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

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Postdoctoral Position (MAT/06) at University of Modena and Reggio Emilia
by GIOIA CARINCI 21 Dec '23

21 Dec '23

A call for a post-doc position of the duration of 1 year (with the possibility of extension) is open at the Department of Physics, Informatics and Mathematics, University of Modena and Reggio Emilia. The research project title is "Condensation phenomena in interacting particle systems" funded by the research project PRIN 2022 "Emergence of condensation-like phenomena in interacting particle systems: kinetic and lattice models". You will find some information on the project here: https://www.alessianota.info/prin-2022 The postdoc position comes with no teaching duties and it is open to graduates who do not yet hold a Ph.D. The details of the call can be found here: https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/255105 https://www.unimore.it/bandi/Assegni-bandi.html The application deadline is on Friday January 19, 2024 at 13:00. The application must be submitted electronically at https://pica.cineca.it/unimore/ For more information, please contact Gioia Carinci, e-mail: gioia.carinci(a)unimore.it

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2 postdocs at Università di Verona_PRIN: Probabilistic Methods for Energy transition
by Athena Picarelli 20 Dec '23

20 Dec '23

Dear colleagues, We have two open postdoctoral positions at the Economics Department of the University of Verona (scientific sector SECS-S06: mathematical models for economics and finance). AdR4398/23 (12 months): https://www.univr.it/en/job-vacancies/assegnisti-di-ricerca/assegni-di-rice…'economiaedellescienzeattuarialiefinanziarie,perl%E2%80%99attuazionedelprogrammadiricerca%E2%80%9CControlloottimoperlagestionedifontienergeticherinnovabili%E2%80%9D AdR4398/23 BIS (15 months): https://www.univr.it/en/job-vacancies/assegnisti-di-ricerca/assegni-di-rice…'economiaedellescienzeattuarialiefinanziarie,perl%E2%80%99attuazionedelprogrammadiricerca%E2%80%9CControlloottimoperlagestionedifontienergeticherinnovabili%E2%80%9D The research positions are opened as part of the PRIN PNRR project “Probabilistic Methods for Energy Transition” and they are ideally meant for young researchers. The research program aims at studying, from the theoretical and numerical point of view, optimal control problems for the evaluation and optimization of renewable energy sources. Candidates will be evaluated based on their scientific quality and their potential in developing research. There is no teaching obligations and knowledge of Italian is not required. The deadline for both positions is the *4th of January 2024 (h. 13.00)*. *IMPORTANT: *We encourage candidates interested in joining the project to apply for both positions since it won't be possible to fill a position with a candidate who only applied for the other! The Economics Department of the University of Verona has been recognised as “Dipartimento di Eccellenza” (Department of Excellence) in the last Italian Government research evaluation. The research group in quantitative and mathematical finance of the University of Verona offers a vibrant and young working environment. Members of the group: - Alessandro Gnoatto (full professor) - Cecilia Mancini (full professor) - Cosimo-Andrea Munari (associate professor) - Athena Picarelli (associate professor and local coordinator of the project) - Andrea Mazzon (tenure-track assistant professor) - Sara Svaluto-Ferro (tenure-track assistant professor) - Jonathan Tam (post-doc) University partners of the project are: - Università di Milano Statale (local coordinator and PI of the project: Prof. Luciano Campi) - Università di Padova (local coordinator: Prof. Tiziano Vargiolu) - Università di Torino (local coordinator: Prof. Tiziano De Angelis) *The call is in Italian, we will be happy to provide help to non Italianspeakers with the application form.* For any query and help needed please contact: athena.picarelli(a)univr.it -- *Athena Picarelli* Associate Professor Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

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Assistant professorship position in "Discrete Mathematics" including random graph theory at UU
by Vanessa Jacquier 20 Dec '23

20 Dec '23

Dear colleagues, The Department of Mathematics of Utrecht University is looking for an Assistant Professor in Discrete Mathematics. The position carries a load of roughly 50% teaching and 50% research. Your specific areas of interest include, but are not restricted to, combinatorics, graph theory (including random graph theory and graph algorithms), and the mathematical theory of optimisation. We are looking for a researcher who is eager to play an active role in all aspects of academic life at our department, including in research and teaching. In addition, when you see concrete possibilities to collaborate with researchers from the Department of Mathematics at Eindhoven University of Technology, and/or from the Utrecht Department of Information and Computing Science please include this in your application. More information about the position and how to apply can be found here: https://www.uu.nl/en/organisation/working-at-utrecht-university/jobs/assist… Please forward the information to all interested candidates. Kind regards --------------------------------------- Vanessa Jacquier *Post-doctoral researcher * Department of Mathematics University of Utrecht Budapestlaan 6, 3584 CD *Utrecht*, The Netherlands.

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Fwd: Junior Visiting Positions - uc3m - Statistics
by Bernardo D'Auria 20 Dec '23

20 Dec '23

Un saluto a tutti, e un anticipo di buone feste. Vi inoltro questo messaggio riguardo posizioni aperte da “ricercatore” per due anni presso il Dipartimento di Statistica della Carlos III di Madrid. Un saluto Bernardo > ---------- Forwarded message --------- > Da: Departamento de Estadistica <departamento.estadistica(a)uc3m.es <mailto:departamento.estadistica@uc3m.es>> > Date: mar 19 dic 2023 alle ore 12:21 > Subject: Junior Visiting Positions - uc3m - Statistics > > > Dear Colleague, > > > We are pleased to announce several positions at the Department of Statistics of Universidad Carlos III de Madrid in Spain. > > > I would appreciate if you could distribute this announcement within your institution and to everyone you consider that could be interested. > > > Sincerely yours, > > > Maria Durban <> > Head of the Department of Statistics <https://www.uc3m.es/statistics-department/home> > > > Junior Visiting Positions at Department of Statistics <http://www.uc3m.es/statistics>, Universidad Carlos III de Madrid <https://www.uc3m.es/Home> > > > The Department of Statistics at Universidad Carlos III de Madrid (UC3M) is seeking to recruit several candidates for visiting positions at the assistant professor level beginning in February 2024 > > > > Requirements include: > > ● An excellent track record of research experience in any of the departmental research areas link <https://www.uc3m.es/ss/Satellite/DeptEstadistica/en/TextoDosColumnas/137131…> > ● A PhD in related fields by the expected start date. > > ● Demonstrated high-quality teaching experience and/or proven didactic skills. > > ● Excellent proficiency in English (written and verbal, as faculty are expected to teach courses in English, both at the undergraduate and graduate levels). > > Conditions of employment include: > > ● A two-year contract. > ● Gross salary in the range of 30000-38000€ depending on the experience of the candidate. > > UC3M (see www.uc3m.es <http://www.uc3m.es/Home>) is a high-ranking young (founded in 1989) research-oriented public Spanish university. The Department of Statistics (see www.uc3m.es/statistics <http://www.uc3m.es/statistics>), which has about 35 full-time faculty members with a broad variety of research interests. The Department is involved in teaching Statistics, Econometrics and Operations Research related courses in most undergraduate degrees offered by UC3M, spanning the Schools of Engineering, Social Sciences, and Humanities. The Department participates as well in several postgraduate programs, especially the Master in Statistics for Data Science and the Master in Big Data Analytics, and in a PhD program. A large share of courses are taught in English. > > The Department supports the research of new faculty members with funding for conferences and research stays. Faculty members are also active in looking for research funding from public > > and private institutions > > > > Non European Citizens applicants must have valid documentation to work in Spain prior to starting. > > > > By the deadline of January 10th, 2024, applicants should send the following by email to departamento.estadistica(a)uc3m.es <mailto:departamento.estadistica@uc3m.es> (to which queries can also be addressed): > > ● A cover letter including statements of research and teaching interests and goals; as well as the name and email address of at least two academic references > ● A curriculum vitae. > > The Department will invite short-listed candidates for an interview and to present a research seminar > > > > -- > > Universidad Carlos III de Madrid > > Departamento de Estadística <https://www.uc3m.es/ss/Satellite/UC3MInstitucional/es/PortadaMiniSiteA/1371…> > Calle Madrid 126 – Edificio 10 > > 28903 Getafe – Madrid – España > Telf. +34 91 624 98 48 > departamento.estadistica(a)uc3m.es <mailto:departamento.estadistica@uc3m.es> > > No imprimas si no es necesario. Protejamos el Medio Ambiente > > > > Si no se desea continuar recibiendo información escribir a departamento.estadistica(a)uc3m.es <mailto:departamento.estadistica@uc3m.es> indicando en el Asunto “BAJA” > > > > LEGAL NOTICE: This email and any file attached to it (when applicable) contain(s) confidential information that is exclusively addressed to its recipient(s). If you are not the intended recipient, you are informed that reading, using, disseminating and/or copying it is forbidden in accordance with the legislation in effect. If you have mistakenly received this email, please immediately notify the sender by resending it to his email address and remove it from your systems. > > AVISO DE PROTECCIÓN DE DATOS DE CARÁCTER PERSONAL > > En cumplimiento del Reglamento General de Protección de Datos en relación a los datos de carácter personal que haya comunicado o pueda comunicar a la Universidad Carlos III de Madrid, le comunicamos que en la página web https://www.uc3m.es/protecciondedatos <https://www.uc3m.es/protecciondedatos> le informamos de los diferentes tratamientos de datos que lleva a cabo la Universidad, sus finalidades, de la legitimación para tratarlos, de la procedencia de los mismos, de las posibles cesiones o comunicaciones y de sus derechos. > > Le informamos que tiene los derechos a acceder, rectificar y suprimir los datos, solicitar la portabilidad de los mismos, oponerse al tratamiento y solicitar la limitación de éste, lo cuales puede ejercer por correo electrónico en dpd(a)uc3m.es <mailto:dpd@uc3m.es> > AVISO DE CONFIDENCIALIDAD: Este mensaje va dirigido de manera exclusiva a su destinatario y puede contener información confidencial cuya divulgación está prohibida por la Ley. Si ha recibido este mensaje por error, le rogamos nos lo comunique de forma inmediata por esta misma vía a la dirección de correo de procedencia y proceda a su eliminación, así como la de cualquier documento adjunto al mismo. > > >

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[Call for a research Grant - PRIN 2022-PNRR] Machine learning methods and other new tools for assessing and managing risks associated with the transition to a climate-neutral society
by Marco Corazza 19 Dec '23

19 Dec '23

*Call for a RESEARCH GRANT on* *Machine learning methods and other new tools for assessing and managing risks associated with the transition to a climate-neutral society* *EN: https://www.unive.it/data/28825/ <https://www.unive.it/data/28825/>* *IT: https://www.unive.it/data/12137/ <https://www.unive.it/data/12137/>* *PRIN 2022-PNRR - Project Code P2022XTLM2, CUP H53D23008460001* *P.I.: Marco Corazza - Dept. of Economics, **Ca’ Foscari University of Venice* *(-)* *Deadline*: *January 8th*,* 2024*, at *12:00 Italian time* *(-) Start of the programme*: Approximately in *February 2024* *(-) **Duration*: *21 months* *(-)* *Salary*: The research fellowship amounts to Euro *32.311,36* per year, gross to the recipient, net of the expenses to be sustained by the provider. *(-)* *Scientific coordinator and tutor*: *Marco Corazza* Please, don't hesitate to contact *corazza(a)unive.it <corazza(a)unive.it>* for any questions.

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Lettera
by Faggionato, Alessandra 19 Dec '23

19 Dec '23

Buongiorno, vi segnalo la lettera inviata all'UMI da un numeroso gruppo di PO mat/06 in data 9 Dicembre 2023 e pubblicata oggi sul notiziario UMI di Dicembre 2023, visibile al seguente link: https://umi.dm.unibo.it/notiziario-dicembre-2023/#lettere-in-redazione Grazie per l'attenzione Saluti Alessandra ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fw: Postdoc position in probability at Université Paris Dauphine
by CRISTINA TONINELLI 19 Dec '23

19 Dec '23

Cari tutti, un annuncio di postdoc a Parigi. Buona giornata, Cristina --------------------------------------------------------------------------------------------- ________________________________ From: JUSTIN SALEZ <salez(a)ceremade.dauphine.fr> Sent: Tuesday, December 19, 2023 2:27 PM To: JUSTIN SALEZ <salez(a)ceremade.dauphine.fr> Subject: Postdoc position in probability at Université Paris Dauphine Dear colleagues, I would like to draw your attention to a postdoctoral position in Probability at Paris-Dauphine University, funded by the ERC Consolidator Grant "CUTOFF". The expected starting date is September 1st, 2024, but this is flexible. The position is for two years (24 months), with an annual gross salary of approximately 36k€ and no teaching duty. The successful applicant will be expected to work on some of the following topics: * Mixing times of Markov chains * Random walks on graphs and groups * Interacting particle systems * Functional inequalities for Markov semi-groups * Curvature of discrete metric spaces Applications (CV + short research statement + two recommendation letters) should be sent by e-mail to justin.salez(a)dauphine.psl.eu<mailto:justin.salez@dauphine.psl.eu> before January 31st, 2024. I would be grateful if you could forward this message to potential candidates. Regards, Justin Salez (https://www.ceremade.dauphine.fr/~salez/)

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XXV Workshop on Quantitative Finance (QFW2024) - Bologna April 11-13, 2024
by Giacomo Bormetti 19 Dec '23

19 Dec '23

Dear Colleagues, The call for papers of the XXV Workshop on Quantitative Finance (QFW2024) to be held in Bologna, April 11-13, 2024 is now open. Manuscripts can be submitted through the event's official website https://eventi.unibo.it/qfw2024 Select the Registration and Submission tab and follow the Microsoft CMT link within the Submission session. Important dates: * Extended Abstract Submission: until January 31, 2024 * Notification of Acceptance: February 21, 2024 * Full Paper Submission of Accepted Contributions: until March 21, 2024 * Registration of Participants: until March 21, 2024 Registration is free but mandatory. A link for registration will be available from the website starting on February 21, 2024. We are looking forward to meeting you in Bologna. Giacomo Bormetti On behalf of the Organizing Committee

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The ABS school "Bayesian Phylogenetic and Infectious Diseases" in Como (August 26-30, 2024)
by Elisa Varini 18 Dec '23

18 Dec '23

Dear all, We are glad to inform you that the next Applied Bayesian Statistics school - ABS24 will be held in the city of Como, along the Lake Como shoreline, on August 26-30, 2024. The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), in cooperation with Fondazione Alessandro Volta. The topic will be BAYESIAN PHYLOGENETIC AND INFECTIOUS DISEASES. The lecturer will be Prof. MARC SUCHARD (Department of Biostatistics, UCLA Fielding School of Public Health, USA), with the support of Filippo Monti (PhD student in Biostatistics, UCLA, USA). If interested, you can register on the school website: https://abs24.imati.cnr.it/ REGISTRATION is now open but payments will be possible (by bank transfer or credit card) only after February, 1, 2024. If you are interested in the school but unwilling to register for the moment, please send an email to abs24(a)mi.imati.cnr.it and we will send you updates and reminders. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: The aim of this course is to explore the core challenges of Bayesian inference of stochastic processes in modern biology in terms of data-scale, model-dimensionality and compute-complexity. Challenging and emerging statistical solutions will be illustrated through the analysis of biological sequences, such as genes and genomes. Molecular phylogenetics has become an essential analytical tool for understanding the complex patterns in which rapidly evolving pathogens propagate across and between countries, owing to the complex travel and transportation patterns evinced by modern economies, along with growing political factors such as increased global population and urbanisation. As an accessible course for all, a brief introduction of the underlying biology (for statistical researchers) and of modern Bayesian inference (for practicing biologists) will be also provided. Topics will cover probabilistic modeling techniques using both discrete- and continuous-valued stochastic processes including continuous-time Markov chains and Gaussian processes; large-scale data-integration approaches incorporating factors like human mobility and climate measurements; recursive computing and other mathematical tricks to evaluate seemingly intractable likelihoods; state-of-the-art sampling methods for high-dimensional models including Hamiltonian Monte Carlo and its more recent non-reversible extensions; delivering timely inference on advancing computing hardware like graphics processing units and (maybe even) quantum devices. We hope you will be interested in the school and we would like to meet you in Como next year. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS24

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Invito a manifestare interesse per una Borsa di ricerca al CNR IMATI Milano
by Elisa Varini 18 Dec '23

18 Dec '23

Con preghiera di massima diffusione, si informa che a gennaio 2024 verrà aperto un bando per l’assegnazione di un Borsa di Ricerca (12 mesi, rinnovabili) presso la sede di Milano dell’Istituto di Matematica Applicata e Tecnologie Informatiche (IMATI) del CNR. Il bando è rivolto a giovani di età inferiore a 35 anni e in possesso di Laurea Magistrale in Matematica, Scienze Statistiche, Informatica, Modellistica matematico-fisica per l’ingegneria, Ingegneria Informatica, oppure Fisica. L’attività di ricerca riguarderà lo sviluppo e la validazione di metodi di apprendimento automatico bayesiano e di visualizzazione di dati per la valutazione dei rischi ambientali. Tale attività verrà svolta nell’ambito del progetto PNRR “Centro Nazionale di Ricerca in High Performance Computing, Big Data e Quantum Computing” (CN HPC), Spoke 5: Environment & Natural Disasters. La borsa di ricerca ha un importo lordo percipiente complessivo di 20.000 euro. La presa di servizio è prevista a marzo 2024. Per maggiori informazioni potete contattarmi direttamente (email elisa.varini(a)cnr.it). Cordiali saluti, Elisa Varini

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Workshop on Random Fields at Milano-Bicocca (Feb 29, 2024)
by Maurizia Rossi 18 Dec '23

18 Dec '23

Dear colleagues, We are glad to announce the *One Day Workshop on Random Fields* (funded by *PRIN project 2022 - GRAFIA*) that will be held at the Dept. of Mathematics, Univ. Milano-Bicocca, on *Feb 29, 2024*. Invited speakers are: *Valentina Cammarota* (Univ. Roma La Sapienza) *Alessia Caponera* (Univ. Milano-Bicocca) *Guillaume Poly* (Univ. Rennes 1) *Nicola Turchi* (Univ. Milano-Bicocca) *Hugo Vanneuville* (Univ. Grenoble Alpes) Participation is *free* and *welcome*, however if you are interested in attending the event, please send an e-mail to maurizia.rossi at unimib.it and annapaola.todino at uniupo.it For more information please visit the website *https://sites.google.com/unimib.it/prin2022grafia/other-activities/one-day-workshop-on-random-fields <https://sites.google.com/unimib.it/prin2022grafia/other-activities/one-day-…>* Best wishes, The organizers (Maurizia Rossi and Anna Paola Todino) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Postdoctoral Position (MAT/06) at University of L’Aquila (deadline 10.01.2024)
by alessia.nota＠univaq.it 17 Dec '23

17 Dec '23

A call for a post-doc position of the duration of 1 year (with the possibility of extension) is open at the Department of Information Engineering, Computer Science and Mathematics, University of L’Aquila. The research project title is "Probabilistic methods for interacting particle systems: kinetic and lattice models". The position is funded by the research project PRIN 2022 "Emergence of condensation-like phenomena in interacting particle systems: kinetic and lattice models". You will find some information on the project here: https://www.alessianota.info/prin-2022 The postdoc position comes with no teaching duties and it is open to graduates who do not yet hold a Ph.D. The details of the call can be found here: https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/251053 https://www.univaq.it/section.php?id=766 The application deadline is on Wednesday January 10, 2024. The application must be submitted electronically at https://pica.cineca.it/univaq For more information, please contact Alessia Nota, e-mail: alessia.nota(a)univaq.it

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2 Postdoctoral researchers at University of Milan under project "MAP-of-MeLESS"
by Luca Rossini 15 Dec '23

15 Dec '23

Dears, I am hiring *two postdoctoral researchers* at the University of Milan to work with me (https://rossiniluca.github.io/web/) funded by the PRIN 2022 project "MAP-of-MeLESS" (https://rossiniluca.github.io/MAP-of-MeLEES/) under the research title is: "Estimation of energy spatiotemporal network through econometric models" 1) One *Postdoctoral Researcher for 18 months* (Net Salary 2188 EUR/month) and it is only RESEARCH devoted. Please refer to https://www.unimi.it/en/node/48411 for application 2) One *Researcher for 12 months* with Python expertise (Net Salary 1574 EUR/month) and it is only RESEARCH devoted. Please refer to https://www.unimi.it/en/node/48410 for application The *deadline for application is 9th January *at 23:59 (Italian Time) and the interview will be on the 19th January. The expected starting date is the 1st of February 2024. If you have questions, feel free to email me at luca.rossini(a)unimi.it Best regards Luca Rossini

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2 PostDoc positions at University of Firenze
by Maria Elvira Mancino 15 Dec '23

15 Dec '23

Dear All, The Department of Economics and Business, University of Firenze, offers *two positions* funded by the PRIN- PNRR 2022 project “*Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision*” (P.I. Maria Elvira Mancino) - The first position is for 12 months and is open to graduates who do not yet hold a Ph.D. The details of the call are at: https://titulus.unifi.it/albo/viewer?view=files%2F005316997-UNFICLE-953f59f… - The second position is for 20 months and is a post-doc position. The details of the call are at: https://titulus.unifi.it/albo/viewer?view=files%2F005316905-UNFICLE-2f06001… The deadline for both positions is *January 1st, 2024* Should you have any questions, please do not hesitate to contact me. I would be grateful if you could forward this message to any potentially interested candidate. Best regards Mavira -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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SPASS Seminar: Margherita Zanella
by GIOVANNI ALESSANDRO ZANCO 14 Dec '23

14 Dec '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Uniqueness of the invariant measure and asymptotic stability for the 2D Navier-Stokes equations with multiplicative noise* by* Margherita Zanella* (Politecnico di Milano) The seminar will take place on *TUE, 19.12.2023* at *14:00 CET *in Aula MCL 16, Polo San Niccolò, Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche, University of Siena and streamed online at the link below. 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…> ------------------------------------------- Abstract: We establish the uniqueness and the asymptotic stability of the invariant measure for the two-dimensional Navier-Stokes equations driven by a multiplicative noise which is either bounded or with a sublinear or a linear growth. We work on an “effectively elliptic” setting, that is we require that the range of the covariance operator contains the unstable directions. We exploit the generalized asymptotic coupling techniques of [1] and [2], used by these authors for the stochastic Navier-Stokes equations with additive noise. Here, we show how these methods are flexible enough to deal with multiplicative noise as well. A crucial role in our argument is played by the Foias-Prodi estimate in expected value, which has a different form (exponential or polynomial decay) according to the growth condition of the multiplicative noise. The talk is based on a joint work with Benedetta Ferrario. References: [1] N. Glatt-Holtz, J. C. Mattingly, and G. Richards. On unique ergodicity in nonlinear stochastic partial differential equations. J. Stat. Phys., 166(3-4):618–649, 2017. [2] A. Kulik and M. Scheutzow. Generalized couplings and convergence of transition probabilities. Probab. Theory Related Fields, 171(1-2):333–376, 2018.

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Ph.D. Position in "Statistics for Network Stochastic Processes" at the TU Chemnitz
by Imma Curato 14 Dec '23

14 Dec '23

Dear Colleagues, I am hiring a Ph.D. student at the Faculty of Mathematics of the TU Chemnitz to work on a project in "Statistics for Network Stochastic Processes." The DFG (German Research Foundation) partially covers the position and is a project in collaboration with the London Imperial College and its NEST Program. For further inquiries, please write me at imma-valentina.curato(a)math.tu-chemnitz.de or take a look at the below link. https://www.tu-chemnitz.de/verwaltung/personal/stellen/172000_7_Rich.php It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards Imma Curato

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Pisa à la carte -- random trees & planar maps -- January 29th-30th
by Alessandra Caraceni 13 Dec '23

13 Dec '23

Dear colleagues, it is my pleasure to announce a two-day workshop at the Scuola Normale of Pisa, taking place on Monday the 29th and Tuesday the 30th of January, 2024, around themes of random planar maps, random trees, random graphs. Registration is free; it is open starting now and until January 15th at the link: https://forms.gle/HYyjJ1NQDYoCfrMb6 You can look forward to talks by the following speakers: Louigi Addario-Berry, McGill University Marie Albenque, IRIF Université Paris Cité Eleanor Archer, Université Paris Nanterre Thomas Budzinski, ENS Lyon Guillaume Chapuy, IRIF Université Paris Cité Nicolas Curien, Université Paris-Saclay Christina Goldschmidt, University of Oxford Jean-François Le Gall, Université Paris-Saclay Robin Stephenson, University of Sheffield Keep up to date with information about the programme by checking the website: https://sites.google.com/sns.it/pisaalacarte/home Hoping to welcome as many of you as possible! Please do not hesitate to share this announcement with whoever you think might be interested. All the best, Alessandra Caraceni Scuola Normale Superiore

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Bando con scadenza corretta
by epirozzi 12 Dec '23

12 Dec '23

Correzione: scadenza 31 gennaio 2024 Si segnala il seguente bando per assegno di Ricerca presso il Dipartimento di Matematica e Applicazioni dell'Università di Napoli FEDERICO II con scadenza il 31 gennaio 2024 http://www.unina.it/documents/11958/48570136/DMA_AR-13_2023-12-11_bando.pdf Cari saluti Enrica -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/enrica.pirozzi

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12th World Congress of the Bachelier Finance Society
by Beatrice Acciaio 12 Dec '23

12 Dec '23

> 12th World Congress of the Bachelier Finance Society > > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> > > > Getulio Vargas Foundation FGV EMAp, > Rio de Janeiro, July 8-12, 2024 > > > Call for Papers > > Every two years, the *World Congress* of the *Bachelier Finance > Society* brings together academics and practitioners in the > Mathematical and Quantitative Finance community to exchange ideas on > the state-of-the-art, discuss the latest trends in the field, and find > new collaborations and employment opportunities. > > The 12th World Congress of the Bachelier Finance Society > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> will > take place at *FGV EMAp, Rio de Janeiro, July 8-12, 2024*. > > > Louis Bachelier Lecture > > Michael Ludkovski (University of California, Santa Barbara, USA). > > > Plenary Speakers > > Francesca Biagini (University of Munich, Germany), Agostino Capponi > (Columbia University, USA), Christa Cuchiero (University of Vienna, > Austria), Min Dai (The Hong Kong Polytechnic University, China), > Pierre Henry-Labordère (Qube Research and Technologies), Johannes > Muhle-Karbe (Imperial College London, UK), Emanuela Rosazza Gianin > (Università degli Studi di Milano-Bicocca, Italy), Peter Tankov > (ENSAE, France). > > > Scientific Committee > > Beatrice Acciaio (ETH Zurich, Switzerland), Hans Buehler (XTX Markets, > UK), Giorgia Callegaro (Università degli Studi di Padova, Italy), Nan > Chen (Chinese University of Hong Kong, China), Giulia Di Nunno > (University of Oslo, Norway), Jean-Pierre Fouque (University of > California, Santa Barbara, USA), Emmanuel Gobet (École Polytechnique, > France), Sebastian Jaimungal (University of Toronto, Canada), Steven > Kou (Boston University, USA), Ernesto Mordecki (Universidad de la > República, Uruguay), Christoph Reisinger (University of Oxford, UK), > Yuri Saporito (Getulio Vargas Foundation, Brazil), Nizar Touzi (École > Polytechnique, France), Thaleia Zariphopoulou (University of Texas at > Austin, USA), Jorge Zubelli (Khalifa University, UAE). > > > Submissions are open now > > Submissions are open on the conference website > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> through > *January 29, 2024*. > > > Registrations are open now > > Registrations are open on the conference website > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> (Early > Bird until *April 30, 2024)*. > > > Poster > > The poster of the Congress can be found here > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…>. >

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Padova Seminars in Probability and Finance - Martin Slowik
by Alberto Chiarini 11 Dec '23

11 Dec '23

Dear all, We would like to invite you to a seminar talk by Martin Slowik (University of Mannheim) for the "Padova Seminars in Probability and Finance" that will take place on Friday 15th December at 15:30, streamed via Zoom in room 2BC30, in Torre Archimede. Title: Metastability of Glauber dynamics with inhomogeneous coupling disorder Date: December 15, 2023 at 15:30, streamed via Zoom in room 2BC30 Zoom: https://unipd.zoom.us/j/85838041170?pwd=SitoTTBtcjkxeTBpNGpsMkpteHc3Zz09 Meeting ID: 858 3804 1170 Passcode: 115159 Abstract: Metastability is a phenomenon that occurs in the dynamics of a multi-stable non-linear system subject to noise. It is characterised by the existence of multiple, well separated time scales. The talk will be focused on the metastable behaviour of a general class of mean-field-like spin systems with random couplings that evolve according to a Glauber dynamics at fixed temperature. This class of systems comprises both the Ising model on inhomogeneous dense random graphs and the randomly diluted Hopfield model. Assuming that the corresponding system in which the random couplings are replaced by their averages is metastable I will explain how the metastability of the random system is implied with high probability. In particular, I will discuss the tail behaviour of the relevant metastable hitting times of the two systems and the moments of their ratio. This is joint work with A. Bovier, F. Den Hollander, S. Marello and E. Pulvirenti. Hope to see many of you! Best wishes, Alberto Chiarini e Alekos Cecchin

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Seminar in Statistics - ISMAEL CASTILLO
by Pierpaolo De Blasi 11 Dec '23

11 Dec '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 15 Dicembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Ismael Castillo (Sorbonne Université, Paris, France) Title: *Bayesian nonparametric adaptation with heavy-tailed priors* Abstract: We propose a new strategy for adaptation based on heavy-tailed priors. We illustrate it in a variety of settings, showing in particular adaptation with respect to unknown smoothness and structure parameters in the minimax sense (up to logarithmic factors). We present numerical simulations corroborating the theory. This talk is based on joint works with Sergios Agapiou (Cyprus) and with Paul Egels (Sorbonne, in progress). ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81877065471?pwd=SnBhTkNWRlA5cy9XZjdldFJpUzJkdz09> 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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