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Three positions (Full/Associate/Assistant Prof.) at the University of Bath, UK
by Federico Cornalba 15 Nov '23

15 Nov '23

Dear All, the Department of Mathematical Sciences at the University of Bath UK are currently advertising three positions, one at each level of seniority (Full Professor / Associate Professor / Assistant Professor). These positions are expected to be broadly related to one or more of the following areas: Applied Mathematics, Statistics, Probability, and Data Science. The precise details of the calls can be found in the forwarded email below (application deadline: January 10, 2024). I would be grateful if you could forward this message to potentially interested candidates. Best, Federico --------------------------------------------------------------- Federico Cornalba Lecturer (Assistant Professor) in Mathematics University of Bath Bath BA2 7AY, UK --------------------------------------------------------------- ________________________________ From: maths-group-request(a)lists.bath.ac.uk <maths-group-request(a)lists.bath.ac.uk> on behalf of Gunnar Traustason <gt223(a)bath.ac.uk> Sent: Wednesday, November 15, 2023 1:42 PM To: maths-staff <maths-staff(a)lists.bath.ac.uk> Subject: [maths-staff] Three positions to replace Andreas, Clarice and Paul Dear Colleagues, We are currently advertising for three positions to replace Andreas, Clarice and Paul. ED11095 Professor http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED11095 ED11094 Senior Lecturer or Reader (Associate Professor) http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED11094 ED11093 Lecturer in Mathematics http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=ED11093 The application deadline is 10 January 2024. Please circulate as widely as possible! Best wishes, Gunnar ------------------------------------------------------------------------------------------------------- Gunnar Traustason Professor in Pure Mathematics Head of Department of Mathematical Sciences University of Bath, UK ------------------------------------------------------------------------------------------------------ You may receive this email outside normal working hours. No response is expected outside your working hours.

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Assegno di ricerca on “Liquidity and systemic risks in centralized and decentralized crypto markets”
by Fabrizio Lillo 15 Nov '23

15 Nov '23

Dear colleagues, I would like to advertise the call for a two-year research fellowship (assegno di ricerca) at the Department of Mathematics of the University of Bologna. The title of the position is “*Liquidity and systemic risks in centralized and decentralized crypto markets*” and is part of the PRIN 2022 research project “Liquidity and systemic risks in centralized and decentralized markets”. The selection is open to candidates in possession of the following qualification: Master Degree or equivalent title in Banking, finance and insurance economics, Economics of financial institutions and markets, Economics and Finance, Physics, Computer Science, Mathematics, Economic, statistical and social sciences, Statistical and economic sciences, Statistics with appropriate scientific and professional curriculum. The deadline for applications is December, 10th 2023 and the expected starting date is February 1, 2024. The call, both in Italian and English, as well as instructions for application, can be found here: https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=67015 Do not hesitate to contact me for further information. Best regards, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Expression of interest - Associate or Full Professor in Verona
by Alessandro Gnoatto 15 Nov '23

15 Nov '23

Expression of Interest Department of Economics - University of Verona The Department of Economics<https://www.dse.univr.it/?lang=en> at the University of Verona is currently seeking qualified candidates for the position of Associate or Full Professor in Economics, Statistics, Mathematical Finance or Financial Econometrics. Besides an excellent research record, the Department values the ability to secure research funding through competitive bids at both the national and international levels. Interested candidates, that must hold an equivalent position abroad, are requested to send their expression of interest to giampietro.cipriani(a)univr.it<mailto:giampietro.cipriani@univr.it>, along with their complete curriculum vitae and their three best publications. The deadline for submissions is December 1, 2023. Recognized by the Italian Ministry of University as one of the "Departments of Excellence," the Department of Economics at the University of Verona has received exceptional funding for the period 2023-2027. Our faculty boasts a young average age and maintains a gender balance. We have implemented a recruitment policy aimed at attracting talented scholars, both from Italy and abroad, in order to further enhance our dynamic and inclusive academic environment. — Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Reminder: 4th Italian Meeting on Probability and Mathematical Statistics
by Michele Salvi 14 Nov '23

14 Nov '23

Dear all, This is a reminder that the 4th Italian Meeting on Probability and Mathematical Statistics will take place in Rome from the 10th to the 14th of June 2024. We invite everyone interested in contributing to the event to submit proposals for a Contributed Session, please refer to the details provided here <https://probabilityrome2024.it/submission/>. Additionally, we welcome proposals for single Contributed Talks and Posters. Important deadlines are approaching: - Submission of Contributed Sessions: 15 December 2023 - Registration: 31 March 2024 for the early-bird fee The official website of the event is: https://probabilityrome2024.it/ The conference will take place in San Pietro in Vincoli <https://probabilityrome2024.it/venue/>, just a 4-minute walk away from the Colosseum and the Imperial Fora. The plenary speakers include Beatrice Acciaio (ETH Zürich), Francesco Caravenna (Milano Bicocca), Massimiliano Gubinelli* (Oxford) (*tbc), Cristina Toninelli (PSL Paris) and Lorenzo Rosasco (UniGe and MIT). Furthermore, on the afternoon of June the 12th, Professor Hugo Duminil-Copin (University of Geneva and Institut des Hautes Études Scientifiques), member of the Academia Europaea and winner of the Fields Medal in 2022, will give a colloquium <https://probabilityrome2024.it/protomoteca-seminar/> in the Protomoteca hall on the Capitoline Hill. The event will be followed by the conference dinner on the Terrazza Caffarelli, offering a unique view of Rome by night. We look forward to welcoming you to Rome, The organizers

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Fwd: CRM-PIMS summer 2024 school in probability
by Faggionato, Alessandra 14 Nov '23

14 Nov '23

Buongiorno, Ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Omer Angel <angel(a)math.ubc.ca> Date: gio 9 nov 2023, 23:47 Subject: CRM-PIMS summer 2024 school in probability To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it> Dear Alessandra, This is an announcement of the 2024 Summer School in Probability which will take place at CRM, Montreal QC, Canada, on July 1-26 2024. Please share the following with anyone who may be interested in taking part. There will be two 4-week courses: * Elliot Paquette: Random matrix theory of high-dimensional optimization * Perla Sousi: Random walks and branching random walks: old and new perspectives There will also be 3 short (3 lecture) courses by * Ellen Powell: Characterisations of random geometric objects * Jacopo Borgo: Permutations in random geometry * Igor Kortchemski: Funding for local expenses will be provided for some participants who are able to attend the entire summer school. This will largely consist of housing in Montreal for the duration of the school. Application for financial support will be accepted on mathjobs with a deadline of January 10, 2024: https://www.mathjobs.org/jobs/list/23694. All information about the summer school can be found at http://www.math.ubc.ca/Links/ssprob24/. The school is intended primarily for graduate students and postdoctoral fellows in Probability. All inquiries may be directed to the organizers: Louigi Addario-Berry <louigi.addario(a)mcgill.ca> Omer Angel <angel(a)math.ubc.ca> Mathav Murugan <mathav(a)math.ubc.ca> Gordon Slade <slade(a)math.ubc.ca>

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RTDa SECS-S/06 presso il Dip.to di Matematica, Università di Padova
by Giorgia Callegaro 13 Nov '23

13 Nov '23

Carissimi, segnalo agli/alle interessati/interessate il bando per un RTDa in "Metodi matematici dell'economia e delle scienze attuariali e finanziarie" (settore SECS-S/06), presso il Dipartimento di Matematica dell'Università di Padova. La scadenza per la presentazione della domanda è il 22 novembre 2023 alle ore 13. Tutti i dettagli sono al seguente link: https://www.unipd.it/procedura-2023RUA06 Cari saluti a tutti/e, Giorgia Callegaro (e tutto il settore SECS-S/06 del Dipartimento) -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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cambio email
by Laura Maria Morato 13 Nov '23

13 Nov '23

cari tutti il mio indirizzo email e' cambiato. Il nuovo e' morato.lauramaria(a)gmail.com

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new email address
by Laura Maria Morato 13 Nov '23

13 Nov '23

cari tutti il mio indirizzo email e' cambiato. Il nuovo e' morato.lauramaria(a)gmail.com

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Seminar in Statistics - SVEN WANG
by Pierpaolo De Blasi 13 Nov '23

13 Nov '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Novembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Sven Wang (Humboldt University Berlin, Germany) Title: *Statistical convergence rates for transport- and ODE-based generative models* Abstract: Measure transport provides a powerful toolbox for estimation and generative modelling of complicated probability distributions. The common principle is to learn a transport map which couples a tractable (e.g. uniform or normal) reference distribution to some complicated target distribution, e.g. by maximizing a likelihood objective. In this talk, we discuss recent advances in statistical convergence guarantees for such methods. While a general theory is developed, we will primarily treat (1) triangular maps which are the building blocks for ’autoregressive normalizing flows’ and (2) ODE-based maps, defined through an ODE flow. The latter encompasses NeuralODEs, a popular method for generative modeling. Our results imply that transport methods achieve minimax-optimal convergence rates for non-parametric density estimation over Hölder classes on the unit cube. Based on the papers arXiv:2207.10231 and arXiv:2309.01043, joint with Youssef Marzouk (MIT, United States), Robert Ren (MIT, United States) and Jakob Zech (U Heidelberg, Germany). ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/84606225203?pwd=aFhFa2RKaWtVd2V6R2Rpc05hRGNodz09> 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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[owps] One world probability seminar on Thursday 16 November
by Ilya Chevyrev 13 Nov '23

13 Nov '23

Dear all. The next session of the One World Probability Seminar will be next week on Thursday (November 16) from 14:00 to 16:00 UTC time. The speakers of this session are Elisabetta Candellero (Universita Roma Tre) and Thomas Finn (Durham University). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Coexistence in competing first-passage percolation Abstract: Consider the following random competition model on a given graph G that is driven by two first-passage percolation processes FPP_1 and FPP_\lambda. Initially, FPP_1 occupies a single site and FPP_\lambda is dormant in seeds that are placed on the sites of G as a product of Bernoulli measures of parameter p. Then, FPP_1 spreads through the edges of G at rate 1 and FPP_\lambda spreads from seeds at rate \lambda when that seed is attempted to be occupied by either FPP_1 or FPP_\lambda. Once a site is occupied by either process it remains occupied by that process henceforth. This model is known as first-passage percolation in a hostile environment (FPPHE) and was first introduced by Sidoravicius and Stauffer ’19. In the first talk, we establish that FPPHE is non-monotone in the sense that increasing p or \lambda may increase the probability that FPP_1 occupies infinitely many sites through constructing a quasi-transitive graph where such behaviour holds. The non-monotonicity of FPPHE makes understanding the phase transitions of the model extremely challenging. We prove that a regime of coexistence exists on hyperbolic and non-amenable vertex transitive graphs where both FPP_1 and FPP_\lambda concurrently occupy infinite connected components with positive probability. In the second talk, we prove that a regime of coexistence also holds on Z^d for d>2 through the introduction of a refined multi-scale analysis that can handle non-equilibrium and non-monotone processes. We relate this proof to recent work on multi-particle diffusion limited aggregation by Sidoravicius and Stauffer ’19 and the SIR model by Dauvergne and Sly ’22 where FPPHE is a crucial analytical tool in understanding non-equilibrium particle systems. Based on joint work with Alexandre Stauffer. Speaker 1 (14:00-15:00 UTC): Elisabetta Candellero (Universita Roma Tre). Speaker 2 (15:00-16:00 UTC): Thomas Finn (Durham University). Zoom-link: https://univienna.zoom.us/j/69711117344?pwd=Y3cwMEI3VkZKSTh5RVZRSGhRN3lUdz09 Meeting ID: 697 1111 7344 Passcode: 305805

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seminario di eugenio regazzini a bologna
by Pietro Rigo 12 Nov '23

12 Nov '23

Giovedi' 16 novembre 2023, alle ore 16, nell'aula III del dipartimento di scienze statistiche di Bologna, Eugenio Regazzini terra' un seminario dal titolo: On the number of elements beyond the ones effectively observed Oltre che in presenza, e' possibile assistere al seminario collegandosi alla piattaforma Microsoft Teams: Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZGRhYmVhZjAtYWFiZS00…>

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EFI9 - Call for Papers (fwd)
by Tiziano Vargiolu 11 Nov '23

11 Nov '23

Apologies for cross-posting --------------------------------------------------------------------------- Second Call for Papers: Energy Finance Italia 9 Conference (EFI9) University of Bari, February 12-14, 2024 Deadline for submission of organized sessions: November 27, 2023 Deadline for extended abstracts/papers: December 4, 2023 Web: https://events.math.unipd.it/EFI9 Contact: efi9(a)uniba.it The Conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Participants are encouraged to submit their papers or proposals of organized sessions on a wide range of theoretical and applied topics in these two research fields, such as (but not limited to): Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, Energy supply chain, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance. Keynote speaker: Ruediger Kiesel Award: Best EFI9 Paper, reserved to the presenters born after January 1st, 1994 Special issue of Energy Economics associated with this conference We are looking forward to welcoming you in Bari. for the organizing committee Viviana Fanelli and Tiziano Vargiolu

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6-year university assistant position in Probability in Vienna
by Prof. Fabio Toninelli 10 Nov '23

10 Nov '23

Dear friends and colleagues, the Technical University of Vienna is advertising a *6-year university assistant (postdoc) position in probability theory, *within the Mathematical Stochastics research group (https://www.tuwien.at/en/mg/mstoch) <https://www.tuwien.at/en/mg/mstoch>*/ <https://www.tuwien.at/en/mg/mstoch> /* Deadline for applications: *January 4th, 2024*. Starting date: *October 2024* For the official announcement, the link to the application portal and details on the position, see here: https://jobs.tuwien.ac.at/Job/220480 Please forward this to potentially interested candidates Best wishes Fabio Toninelli and Marcin Lis -- Prof. Dr. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria Office: 6th floor, green area. tel: +43-1-58801-10570 https://sites.google.com/view/fabio-toninelli/home

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Post-doctoral position at the University of Torino
by Matteo Ruggiero 09 Nov '23

09 Nov '23

2-year post-doctoral position at the University of Torino DESCRIPTION Project title: Statistical inference for continuous-state hidden Markov models Project supervisor: Matteo Ruggiero - www.matteoruggiero.it The project will focus on the development of statistical methodologies and computational strategies for signal retrieval and parameter inference in the setting of continuous-state hidden Markov models, with envisioned applications in Bayesian inference and population dynamics. The research activity can be adapted to the profile and interests of the successful candidate regarding both the specific topic and the research approach. The successful candidate will also be part of the research group at the "de Castro" Statistics Initiative (https://www.carloalberto.org/stats), based at Collegio Carlo Alberto. FURTHER DETAILS - Gross salary: EUR 40,000 per year. Travel funds will also be made available. - Planned starting date: Jan 1st, 2024 (with some flexibility on postponement) - Contract: 24 months, subject to positive evaluation of the research activity after the first year. - Requirements: * Degree: already holding a PhD title is preferential but not mandatory. * Required background: solid knowledge of stochastic processes and provable coding skills. * Preferential background: familiarity with hidden Markov models and/or Bayesian inference and/or stochastic population dynamics. - Link to call: https://webapps.unito.it/albo_ateneo/ (Numero di repertorio: 5412) - Link to apply: https://pica.cineca.it/unito/ - Deadline: November 23rd, 2023. Further enquiries can be directed at matteo.ruggiero(a)unito.it. Best regards, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Post-doc position - Sapienza University of Rome (Dep. Statistical Sciences)
by Luisa Beghin 08 Nov '23

08 Nov '23

Dear All, a call for *one-year** post-doc position* (renewable up to further 12 months) is open at the *Department of Statistical Sciences, Sapienza University in Rome.* The topic of the research is “Anomalous diffusions: non-Gaussian Analysis and grey noises". The details of the call are at https://web.uniroma1.it/trasparenza/dettaglio_bando 23_AR-B_MAT/06 <https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/210254> The position is open to graduates who do not yet hold a Ph.D. Salary: €19,367 (gross). The *deadline is 4 december 2023*. For technical assistance on application please contact domenica.zumpano(a)uniroma1.it I would be grateful if you could forward this message to any potentially interested candidate. Thanks and best regards, Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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22 novembre ore 16.00 - Seminario Prof. Simone Vantini
by Enea Bongiorno 08 Nov '23

08 Nov '23

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- 22 novembre ore 16.00 - aula 206, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: https://meet.google.com/ign-wqer-sjs *Finite-sample exact prediction bands for functional data* *Prof. Simone Vantini, Politecnico di Milano* *Abstract:* The talk will deal with the key challenge of creating prediction bands for a new observation in the functional data framework given a training set of observed functional data and possibly in presence of covariates, either scalar, categorical, or functional. Starting from the investigation of the literature concerning this topic, we propose an innovative approach building on top of Conformal Prediction and Functional Data Analysis able to overcome the main drawbacks associated to the existing approaches. Under minimal distributional assumptions (i.e., exchangeability of the random functions), we will show how the new proposed nonparametric method (i) is able to provide prediction regions which could visualized in the form of bands, (ii) is guaranteed with exact coverage probability also for finite sample sizes, and finally (iii) is computational efficient. Different specifications of the method will be compared in terms of efficiency in some simulated and real case scenarios also in the case of multi-dimensional domain and/or codomain. ----------------------------------- Locandina dell'evento <https://drive.google.com/drive/folders/1VJXOiNVwkDI8w2wE0hMqcjFgVzEa7vi4?us…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Hooke Research Fellowships at the University of Oxford (fwd)
by Tiziano Vargiolu 07 Nov '23

07 Nov '23

---------- Forwarded message ---------- Date: Tue, 7 Nov 2023 15:42:20 +0000 (GMT) From: Rama Cont <Rama.Cont(a)maths.ox.ac.uk> To: vargiolu(a)math.unipd.it Subject: Hooke Research Fellowships at the University of Oxford Hooke Postdoctoral Research Fellowships Mathematical & Computational Finance Group Mathematical Institute, University of Oxford https://www.maths.ox.ac.uk/node/65978 Deadline: 22 November 2023 The Oxford Mathematical & Computational Finance Group invite applications from talented researchers with interests in Stochastic analysis, Mathematical Finance or Data Science for a Hooke Research Fellowship starting September 2024. These prestigious Fellowships at the University of Oxford are full-time, fixed term up to 36 months starting September 2024 and provide an ideal opportunity for candidates to pursue an independent research programme. Successful applicants will be free to conduct their own research programme. To aid the development of their academic profile, Fellows will be required to contribute up to three hours of departmental teaching per week for the 24 weeks of each academic year, averaged over the period of the Fellowship to allow for extended visits elsewhere. Candidates will have, or be close to completing, a PhD in mathematics or a related discipline. They must show evidence of independence and the ability to undertake research of the highest academic standard, hold an outstanding record of papers published in major international journals (commensurate with career stage), and have a relevant research plan which would enhance the Mathematical Institute’s research profile. Additional information about the post, and a full list of selection criteria, are available here: https://www.maths.ox.ac.uk/node/65978 Please direct informal enquiries to recruitment(a)maths.ox.ac.uk, quoting vacancy reference 168995. Applicants should read the job description before writing their application. You will be required to upload a supporting letter setting out how you meet the selection criteria, a curriculum vitae including full list of publications with top three papers starred, a statement of research interests including a plan for research during the Fellowship, and the names and contact details of two referees as part of your online application. NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date. Applications for this vacancy are to be made online. To apply for this post and for further details, including a job description and selection criteria, please click on the link below: https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id= 168995 Only applications received before 12:00 noon UK time on 22 November 2023 can be considered. Oxford is committed to equality and valuing diversity. CLOSING DATE: 22 NOVEMBER 2023 - 12:00 UK TIME

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Fwd: Postdoctoral career development positions in Oxford
by Elisabetta Candellero 07 Nov '23

07 Nov '23

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Christina Goldschmidt <christina.goldschmidt(a)gmail.com> Date: Tue, Nov 7, 2023 at 3:37 PM Subject: Postdoctoral career development positions in Oxford To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear colleagues, [With apologies for cross-posting!] The Department of Statistics at Oxford has just advertised four postdoctoral fellowship positions, called Bicentenary Florence Nightingale Fellows, with closing date *12 noon on 22nd November*. These are available in any area of Probability or Statistics. The jobs are fixed-term, with two available for five years, and two available for two years. The Florence Nightingale Fellowships are career development positions, intended to carry around half the teaching load of an ordinary Oxford faculty position. They can start on or before 1st September 2024. More details can be found in the official advertisement <https://my.corehr.com/pls/uoxrecruit/erq_jobspec_version_4.display_form?p_c…>, where there are also links to detailed job descriptions and the online application form. (Candidates should please note that their referees should send their letters of reference by the closing date.) I would be very grateful if you could bring this to the attention of any suitable people that you know! If potential applicants have any questions about the posts, please ask them to contact Christl Donnelly < christl.donnelly(a)stats.ox.ac.uk> or Patrick Rebeschini < patrick.rebeschini(a)stats.ox.ac.uk>. If they have any questions specifically about probability in Oxford, they should feel free to contact either me or Julien Berestycki <julien.berestycki(a)stats.ox.ac.uk>. Many thanks and best wishes, Christina. -- Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm | she/her Department of Statistics and Lady Margaret Hall, University of Oxford ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

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Post-Doc position at Pavia
by Enrico Priola 07 Nov '23

07 Nov '23

Dear All, a call for one-year post-doc position (renewable up to further 12 months) is open at the Department of Mathematics of the University of Pavia. The topic of the research is “SPDES AND APPLICATIONS” within the project PRIN 2022 “Noise in fluid dynamics and related models”. The details of the call are at https://alboufficiale.unipv.it/files/004841775-UNPVCLE-367d4353-5d2c-45ba-b… (an english translation is available in https://drive.google.com/file/d/1e3lIJ9VKSBinm4i5szzjbL94guazJi1D/view?usp=… ) The position is open to graduates who do not yet hold a Ph.D. The starting date is flexible. Remuneration: Eur. 24000 (gross). The deadline is 7 december 2023 (12.00 Rome time). I would be grateful if you could forward this message to any potentially interested candidate. Thanks and all the best, Enrico Priola -- Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Una giornata con Mauro Piccioni
by Gustavo Posta 07 Nov '23

07 Nov '23

Cari amici, siamo felici di annunciare il convegno "Tra probabilità e statistica: una giornata con Mauro Piccioni" che si terrà il 30 novembre 2023 dell'aula Consiglio del Dipartimento di matematica Guido Castelnuovo dell'Università degli Studi di Roma "la Sapienza". La partecipazione è libera ma, per ragioni organizzative, si richiede di confermare la propria presenza scrivendo a gustavo.posta(a)uniroma1.it una mail con subject "PartecipoMauro". Programma 10:30 Benvenuto e apertura lavori 11:00 Domenico Marinucci: Geometry and topology of spin random fields 12:00 Franco Flandoli: Recent trends in stochastic fluid dynamics 13:00 Pausa pranzo 15:00 Antonio Lijoi: Dirichlet curves and beyond: some recent findings on means of random probability measures 16:00 Gianluca Torrisi: Sharp deviations and extended CLTs of shot noise and Hawkes processes 17:00 Paolo Dai Pra: Noise-induced oscillations for the mean-field Dissipative Contact Process Per ulteriori dettagli e aggiornamenti: https://www1.mat.uniroma1.it/ricerca/convegni/2023/convegnoMauro/ ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ------------------------------------------------------------------ -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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R: Seminario di Probabilità e Finanza
by alekos.cecchin＠unipd.it 06 Nov '23

06 Nov '23

Buongiorno a tutti, Vorremmo segnalarvi che questo venerdì (10 Novembre) alle ore 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Bernardo D’Auria (Università di Padova) Title: An optimal stopping problem for Gauss-Markov bridges Date: November 10, 2023 at 14:30, room 2BC30, Torre Archimede, University of Padova Abstract: In this talk I’ll present a work I’ve been recently interested in. It consists in finding the optimal barrier strategy that maximizes the expected value of a Gauss-Markov bridge. The Gauss-Markov bridges are a general class of processes, obtained by conditioning a Gaussian Markov process to end in a specific point at a specific terminal time, or expiration date. This class includes the Brownian bridge and the Ornstein-Uhlenbeck bridge process as special cases, and its members have the property to be non-homogeneous in time and with an unbounded drift near the expiration date. I’m going to show that a feasible way to deal with the optimal stopping problem is to use a time-space transformation that allows to reduce it to an infinite horizon problem about a Brownian motion. Vi aspettiamo numerosi! Alberto e Alekos

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annuncio seminario
by Sara Pasquali 06 Nov '23

06 Nov '23

Si informa che il giorno venerdì *10 novembre 2023 *alle *ore 11.00* presso il CNR di Milano di via A. Corti 12, in *Sala Pentagonale *(edificio Bassini), il dott. Giuseppe Buffoni (associato IMATI-CNR, ex ENEA) terrà il seminario *On the structure of composite odd integers and prime numbers* *Abstract: * With the expression ''structure of an odd integer'' we mean the set of properties of the integer /n/ which specifies the odd integer /2n+1/ and brings about its behaviour. These properties of /n/, for both composite and prime numbers, are expounded in detail, together with their geometrical implications. In this context, a set, in a two dimensional space, where all the composite odd integers in /[2a+1, 2n+1]/ are localized, is illustrated. Sarà possibile seguire il seminario anche in streaming su Teams, collegandosi a CLICCA QUI PER PARTECIPARE AL SEMINARIO <https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGJkM2JkNTYtNGE1Ni00…> ID riunione: 363 939 185 427 Passcode: WUQ25p Chi intendesse partecipare alla riunione di persona, è pregato, per ragioni di sicurezza, di inviare conferma all’indirizzo sara.pasquali(a)mi.imati.cnr.it Cordiali saluti Sara Pasquali -- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ 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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Post-Doc position at Tor Vergata
by Davide Pirino 06 Nov '23

06 Nov '23

Dear all, the Centre for Economic and International Studies <http://www.ceistorvergata.it/> of the University of Rome Tor Vergata <https://web.uniroma2.it/en> is promoting an 18-month post-doc position within the project PRICE: A NEW PARADIGM FOR HIGH-FREQUENCY FINANCE, financed by the PRIN 2022 program. You can apply online via the PICA system using the link https://pica.cineca.it/uniroma2/f2-2023-0019/ Please find attached a copy of the call. The deadline is December 10, 2023. Should you have any questions concerning how to apply (or for further details on the position), please do not hesitate to contact me. Kind regards Davide Pirino

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Avviso di seminario
by Barbara Martinucci 03 Nov '23

03 Nov '23

UNIVERSITA' DI SALERNO Dipartimento di Matematica *AVVISO** DI SEMINARIO* Il Prof. *Thomas SIMON *(Université de Lille) terrà, *mercoledì 8 novembre, alle ore 15:00*, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *On Tsallis cumulative entropies* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* *Alessandra Meoli**Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6p… * Abstract* We investigate the Tsallis cumulative entropy, an information measure recently introduced as a cumulative version of the classical Tsallis differential entropy. This functional is considered as a perturbation of the expected mean residual life via some power weight function. This point of view leads to the introduction of the dual cumulative Tsallis entropy and of two families of coherent risk measures generalizing those built on mean residual life. We characterize the finiteness of the cumulative Tsallis entropy in terms of Lp-spaces and show how they determine the underlying distribution. We also study the range of the Tsallis cumulative entropy under various constraints. In the symmetric case with finite variance, whereas the maximization of the Tsallis differential entropy gives rise to the classical q−Gaussian distribution which is a perturbation of the Gaussian distribution having a finite range or heavy tails, the maximization of the cumulative Tsallis entropy leads to an analogous perturbation of the Logistic distribution.

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LTI@UniTO Seminar: Leonidas Barbopoulos | November 7, 2023 @ 12:00 - 13:15
by Luca Regis 03 Nov '23

03 Nov '23

Dear Colleagues, it is my pleasure to forward you the invitation to the following seminar organized by LTI@UniTO and CCA. The seminar can be attended online via zoom (link below). Best regards, Luca Regis <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/rk…> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminar *November 7, 2023 | 12:00 - 13:15* *The Real Effects of Dark Trading* *Leonidas Barbopoulos (University of Edinburgh Business School)* *Abstract*. Up to 50% of trading in some stocks is in opaque off-market venues, prompting regulatory debate about dark trading. We analyze the real effects of dark trading and find that it positively impacts corporate investment decisions. In moderate amounts, it makes stock prices more informative, thereby helping managers learn from stock prices, and improving company performance. It also increases manager forecast accuracy and influences decisions during M&As. However, high levels can be harmful. We address identification through a quasi-natural experiment, instrumental variables, and Heckman selection models. To attend online, join Zoom meeting <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/QB…> *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.a.d.sendibm1.com/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/axWY…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/pp…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/zR…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/fB…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/GE…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/u1…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/fb…> *Founders* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/QK…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/N_…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/Ex-c…> *© 2022 Fondazione Collegio Carlo Alberto* Luca Regis Associate Professor ESOMAS Department University of Torino sites.google.com/view/lucaregis www.carloalberto.org/lti

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