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6th Asset Pricing Conference by LTI@UniTO | 10th October 2023
by Luca Regis 04 Oct '23

04 Oct '23

Dear Colleagues, please find below the invitation to attend (on-site at CCA in Torino or online) the 6th Asset Pricing Conference organised by LTI@UniTO. Best regards, Luca Regis <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/Uy…> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following event: *6th Asset Pricing Conference by LTI@UniTO* *10th October 2023, 09:50 - 17:50* *Fondazione Collegio Carlo Alberto, Piazza Arbarello 8, Torino* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/L2…> This one-day conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. One presentation slot is devoted to the PhD candidate for the best paper in Asset Pricing. The winner of this slot for this year is *Ruggero Jappelli* from the *Leibniz Institute for Financial Research SAFE*. He will receive a discussion of *Bernard Dumas* (*INSEAD*) during the conference and will be awarded a prize of €500. *View the full program* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/eZ…> *Attend in person* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/QM…> *Follow online* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/R4…> *To see future events in Finance and neighboring fields please check our new web page **CCA Finance* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/Jd…> *.* *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/xCTc…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/Pe…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/-v…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/0T…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/o5…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/…> *Founders* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsEcDi11N8SBSD1yTVFJMw/…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsF4YQDRlUY6cT5nrKE350/…> *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/1t6Af4OiGsFWt8Ps9qe1mj9dF9Cmn4/…> 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/1t6Af4OiGsFzDqcIYCjwwzDScyBWV8/…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/MRvj…> *© 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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(PMS)^2 talk: Mario Maurelli
by Margherita Zanella 04 Oct '23

04 Oct '23

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Mario Maurelli (Università di Pisa) Title: Existence and uniqueness by Kraichnan noise for 2D Euler equations with unbounded vorticity. Abstract: We consider the incompressible Euler equations in two or three dimensions and we show that the addition of a suitable multiplicative It\^o noise with superlinear growth prevents a smooth solution from blowing up in finite time. The result is valid for a more general hyperbolic-type SPDE. The proof is based on the Lyapunov function method. We consider the 2D Euler equations on $\\mathbb{R}^2$ in vorticity form, with unbounded initial vorticity, perturbed by a suitable non-smooth Kraichnan transport noise, with regularity index $\\alpha\\in (0,1)$. We show weak existence for every $\\dot{H}^{-1}$ initial vorticity. Thanks to the noise, the solutions that we construct are limits in law of a regularized stochastic Euler equation and enjoy an additional $L^2([0,T];H^{-\\alpha})$ regularity. For every $p>3/2$ and for certain regularity indices $\\alpha \\in (0,1/2)$ of the Kraichnan noise, we show also pathwise uniqueness for every $L^p$ initial vorticity. This result is not known without noise. Joint work with Michele Coghi. Date and time: Tuesday 10 October, 14:30-15:30 (Rome time zone). Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi. (Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano). Zoom link: https://polimi-it.zoom.us/j/91064241084?pwd=VW0vT3FDZHFubkFWcm5KaXgzNXFOZz09 ID riunione: 910 6424 1084 Codice d’accesso: 355806 This is a talk 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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Invito a manifestare interesse per una posizione di ricercatore TD al CNR-IMATI, Milano
by Antonella Bodini 04 Oct '23

04 Oct '23

Con preghiera di massima diffusione, si informa che nelle prossime settimane verrà aperto un bando per l’assunzione a tempo determinato (18 mesi) di un ricercatore presso la sede di Milano dell’Istituto di Matematica Applicata e Tecnologie Informatiche (IMATI) del CNR. L’attività di ricerca riguarderà lo sviluppo e la validazione di metodi statistici e modelli stocastici per applicazioni a (i) modellazione ed analisi di dati da survey; (ii) studio e valutazione di impatto di tecnologie intelligenti secondo un approccio di Health Technology Assessment. Tale attività verrà svolta nell’ambito del progetto PNRR “Robotics and Artificial Intelligence for Socio-Economic Empowerment” (RAISE). E’ richiesta una esperienza almeno triennale in modellistica e inferenza statistica, metodi quantitativi per le scienze sociali, programmazione preferibilmente nell'ambiente computazionale R, ovvero il possesso di un titolo di Dottore di Ricerca attinente. La presa di servizio è prevista al più tardi al 1 marzo 2024. Per maggiori informazioni potete contattarmi direttamente. Cordiali saluti, Antonella Bodini

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SPASS Seminar: Alexandre Gaudillière, 10 October, 11:00, Florence
by Gianmarco Bet 03 Oct '23

03 Oct '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): Too many frogs cannot fall sleep by Alexandre Gaudillière (CNRS) The seminars will take place on TUE, 10.10.2023 at 11:00 CET in Aula Tricerri, Dipartimento di Matematica e Informatica “Ulisse Dini", University of Florence and streamed online (see seminar website for the URL). 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://www.google.com/url?q%3Dhttps://sites.g…> -------------------------------------------- Too many frogs cannot fall sleep Abstract: We prove the existence of an active phase for activated random walks on the lattice in all dimensions. This interacting particle system is made of two kinds of random walkers, or frogs: active and sleeping frogs. Active frogs perform simple random walks, wake up all sleeping frogs on their trajectory and fall asleep at constant rate $\lambda$. Sleeping frogs stay where they are up to activation, when waken up by an active frog. At a large enough density, which is increasing in $\lambda$ but always less than one, such frogs on the torus form a metastable system. We prove that $n$ active frogs in a cramped torus will typically need an exponentially long time to collectively fall asleep ---exponentially long in $n$. This completes the proof of existence of a non-trivial phase transition for this model designed for the study of self-organized criticality. This is a joint work with Amine Asselah and Nicolas Forien. ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Computer Science "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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REMINDER: three hybrid (in person with online streaming) talks on weak and strong uniqueness for SPDEs and link
by DAVIDE AUGUSTO BIGNAMINI 03 Oct '23

03 Oct '23

Dear colleagues, We remind you about three hybrid talks on weak and strong uniqueness for SPDEs: "Partial smoothing of the stochastic wave equation and regularization by noise phenomena", *Federica Masiero* (Università degli studi di Milano-Bicocca) "Weak uniqueness by noise for (some) singular SPDEs", *Carlo Orrieri* (Università degli studi di Pavia) "Pathwise Uniqueness in infinite dimension by approximation", *Davide Addona* (Università degli studi di Parma) Date and time: *Friday, October 6, 14:30-17:00 (Rome time zone)* Place: *Room VP3, DISAT (Dipartimento di scienza e alta tecnologia), via Valleggio, 11, 22100, Como. * *It will also be possible to attend the talks online at the link: * https://teams.microsoft.com/l/meetup-join/19%3ameeting_MjYwY2FiODgtOTBjYy00… Best regards, Davide Bignamini

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postdoc position
by Marco Scarsini 03 Oct '23

03 Oct '23

Call for an 18-month postdoc on the topic Learning and efficiency in strategic queuing models Deadline: November 6, 2023 - 2 p.m. - Central European Time (CET) - Call for Application <http://economiaefinanza.luiss.it/sites/ef/files/content/Bando%20Assegno%20P…> - Submit <http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4180> <http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4118>your application We are looking for candidates with an expertise in at least one of the following fields: probability, game theory, learning, optimization, theoretical computer science. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY

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Trento Probability Seminar - Zdzislaw Brzezniak - Domani 04/10/23
by Michele Coghi 03 Oct '23

03 Oct '23

Domani si terrà all'università di Trento e in via telematica un seminario di Zdzislaw Brzezniak. Tutte le informazioni a seguire. Saluti, Michele Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation *Luogo:* l'evento si terrà in presenza in Aula Seminari "1" a Povo0 e per via telematica attraverso collegamento alla piattaforma Zoom; per partecipare sarà necessario collegarsi al link seguente e inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/82578903026 Topic: Trento Probability Seminars Meeting ID: 825 7890 3026 Passcode: 978062 *Data:* Mercoledì 4 ottobre *Ore:* 17:00 *Relatore:* - *Zdzislaw Brzezniak* (University of York) *Abstract: * I will discuss the well-posedness of a class of stochastic second-order in time-damped evolution equations in Hilbert spaces, subject to the constraint that the solution lies on the unit sphere. A specific example is provided by the stochastic damped wave equation in a bounded domain of a $d$-dimensional Euclidean space, endowed with the Dirichlet boundary conditions, with the added constraint that the $L^2$-norm of the solution is equal to one. We introduce a small mass $\mu>0$ in front of the second-order derivative in time and examine the validity of the Smoluchowski-Kramers diffusion approximation. We demonstrate that, in the small mass limit, the solution converges to the solution of a stochastic parabolic equation subject to the same constraint. We further show that an extra noise-induced drift emerges, which in fact does not account for the Stratonovich-to-It\^{o} correction term. This talk is based on joint research with S. Cerrai (Maryland). *Referenti*: Stefano Bonaccorsi, Michele Coghi, Luigi Amedeo Bianchi Per conoscere i prossimi eventi è possibile consultare la pagina *https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars-20232024 <https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars…>* Gli eventi passati si trovano alla pagina *https://webmagazine.unitn.it/ciclo/dmath/114273/trento-probability-seminars-20222023 <https://webmagazine.unitn.it/ciclo/dmath/114273/trento-probability-seminars…>*

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Bando Premio Cuozzo per tesi di dottorato
by Lucia Caramellino 02 Oct '23

02 Oct '23

Ricevo ed inoltro il bando del Premio Michele Cuozzo per tesi di dottorato. Per informazioni: https://www.mat.uniroma2.it/dottorato/cuozzo.php Buon pomeriggio, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell > Inizio messaggio inoltrato: > > Da: Luisa Montoro <montoro(a)mat.uniroma2.it> > Oggetto: I: Bando Cuozzo > Data: 2 ottobre 2023 alle ore 13:04:57 CEST > A: dottorandi(a)mat.uniroma2.it, docenti(a)mat.uniroma2.it > > Buongiorno, > > in allegato Bando premio "Michele Cuozzo". > > Con preghiera di diffusione. > > Grazie > > -- > > dott.ssa Luisa Montoro > Dipartimento di Matematica > Università degli Studi di Roma > "Tor Vergata" > Via della Ricerca Scientifica, 1 - 00133 Roma > tel +39-06 7259 4632 > montoro(a)mat.uniroma2.it

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University of Palermo - Two year Post-Doctoral Research Position
by ANDREA CONSIGLIO 02 Oct '23

02 Oct '23

University of Palermo Post-Doctoral Research Position: The Impact of Climate Change on Sovereign Debt Sustainability and its Spillover Effects Duration: Two years Salary: €31,000 per annum Important Dates: Application Deadline: 15th October 2023 Start Date: As soon as possible following the selection process. Position Description: The University of Palermo is pleased to announce a two-year Post-Doctoral research position in the area of Climate Change and Sovereign Debt Sustainability. The research will primarily focus on exploring the implications of climate change on sovereign debt sustainability and the subsequent spillover effects on the real and financial economy. Key Responsibilities: 1. Conducting comprehensive research on the designated topic. 2. Developing and utilizing mathematical and computational models to evaluate the implications. 3. Collaborating with team members to contribute to the GRINS (NRRP extended partnership) project. 4. Preparing and publishing research findings in high-impact journals. 5. Presenting research findings at conferences, workshops, and other academic meetings. Requirements: * Conduct quantitative analysis on the effect of climate change on sovereign debt and its implications for the economy. * Develop and implement econometric and computational models to assess the relationships between climate change, debt sustainability, fiscal space and economic outcomes. * Collaborate with other researchers to produce high-quality research papers for publication in peer-reviewed journals. * Participate in seminars, workshops, and conferences to present research findings and collaborate with global experts in the field. Qualifications: * PhD in Economics, Finance, Applied Math, or a closely related field. Alternatively, 1-2 published or submitted papers in academic journals. * Strong quantitative skills, with a solid background in mathematics. * Proficient programming skills. Familiarity with languages such as R, Python, MATLAB, or similar is essential. * Prior knowledge in debt sustainability analysis and/or climate economics will be an added advantage. * Written and verbal communication skills in English. Funding & Project Details: This position is funded by the NRRP extended partnership project GRINS. More details about the project can be found at [GRINS Official Website](https://bit.ly/GRINS). Application Process: 1. Read and understand the details and instructions of the call (https://bit.ly/AR-Call). 2. Fill out the application form available (https://bit.ly/ApplicationFormAR). 3. Submit the completed application form through certified email. For foreign EU candidates who require assistance with the application process, please get in touch with Prof. Andrea Consiglio at andrea.consiglio(a)unipa.it. For any queries related to the position, please contact Andrea Consiglio, andrea.consiglio(a)unipa.it The University of Palermo values diversity and is committed to equality of opportunity. We encourage applications from candidates of all backgrounds and experiences. 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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Four tenure-track positions (various ranks) in the Department of Statistics at The Ohio State University
by Peruggia, Mario 29 Sep '23

29 Sep '23

Please see below for details about four open positions in the Department of Statistics at The Ohio State University. My best, Mario Position Overview The Department of Statistics at The Ohio State University seeks to fill four tenure-track faculty positions at the following ranks: assistant (two positions), assistant or associate (one position), and open rank (one position). Successful candidates will be expected to contribute to the research, teaching and service missions of the department. Candidates with expertise in all research areas of statistics are encouraged to apply. Preferred areas of interest include (i) high-dimensional data; (ii) the foundations of data science; and (iii) complex dependence structures. We interpret each of these areas broadly. High-dimensional data analysis, for example, is motivated by modern, massive data sets that present computational, modeling, and/or statistical challenges. It is also motivated by data whose dimension is of the same order or exceeds the sample size. The foundations of data science include, for example, algorithmic modeling, large-scale computation, and theory for understanding algorithmic models and their evaluation, as well as related applications. Complex data structures include, as examples, data that are measured in space and time, live in non-standard spaces (functional data, shape data, network data), include individual heterogeneity (random effects), or have unmeasured covariates and unknown relationships (latent variable models). The appointment will be at a level commensurate with the applicant's experience. Applicants must specify the desired appointment rank in their cover letter. Education and Experience Requirements Required: A Ph.D. in Statistics or related field by the start of employment. Candidates should demonstrate a commitment to building a culturally diverse intellectual community, in line with OSU's Shared Values<https://oaa.osu.edu/shared-values-initiative>. Desired: We expect a commitment to methodological research and scientific collaboration and to the development and delivery of courses at both the undergraduate and graduate levels. Applicants at the Associate or Full rank are expected to have established an excellent record of research, mentorship, and service to the profession. How to Apply Please follow this link<https://osu.wd1.myworkdayjobs.com/OSUCareers/job/Columbus-Campus/Open-Searc…> for a full description of the position and application instructions. All qualified applicants will receive consideration for employment without regard to age, ancestry, color, disability, ethnicity, gender, gender identity or expression, genetic information, HIV/AIDS status, military status, national origin, pregnancy, race, religion, sex, sexual orientation, or veteran status. [he Ohio State University] Mario Peruggia, PhD Professor Department of Statistics 205A CH, 1958 Neil Avenue, Columbus, OH 43210-1247 614-292-0963 Office / 614-292-2096 Fax peruggia(a)stat.osu.edu<mailto:peruggia@stat.osu.edu> - https://stat.osu.edu/people/peruggia.1

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Bandi assegni di ricerca presso POLIMI
by Laura Maria Sangalli 29 Sep '23

29 Sep '23

Vi prego di fare circolare il seguente avviso di bandi di assegni di ricerca SECS/S01 tra i potenziali interessati Bando di selezione per il conferimento di assegni di ricerca per lo svolgimento del programma di ricerca denominato: “STATISTICAL LEARNING PER IL PROGETTO GRINS – GROWING RESILIENT, INCLUSIVE AND SUSTAINABLE.WP2 PROGETTO GRINS – PNRR PE9 SPOKE7_2023_ASSEGNI_DMAT_14” Responsabili: Prof. Piercesare Secchi, Prof.ssa Francesca Ieva https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-per-a… Scadenza: 18-10-23 Colloquio: 25-10-23 *** Bando di selezione per il conferimento di assegni di ricerca per lo svolgimento del programma di ricerca denominato: “MODELLI E ANALISI PER DATI CLINICI PROVENIENTI DA PROGETTI DELLE RETI CARDIOLOGICA E NEUROLOGICA.ATTIVITÀ WG6 PROGETTO HEALTH BIG DATA-PROTOCOLLO DI INTESA CON ALLEANZA CONTRO IL CANCRO_2023_ASSEGNI_DMAT_12” Responsabile: Prof.ssa Francesca Ieva https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-per-a… Scadenza: 18-10-23 Colloquio: 26-10-23 —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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seminario SMS - Isaac Meilijson (Tel Aviv University)
by Elena Issoglio 29 Sep '23

29 Sep '23

Cari colleghi, vi segnalo il prossimo seminario della serie Stochastics and Mathematical Statistics (SMS) https://sites.google.com/view/torinostochastics/home-page *Data:* *Giov 5 Ottobre *alle ore* 14.30-16.30 **(attenzione, seminario doppio con pausa in mezzo!)* *Luogo*: *Aula Magna*, Palazzo Campana, Via Carlo Alberto 10, Torino *Speaker:* *Isaac Meilijson* (Tel Aviv University) *Titolo*: The distribution of the completion time of a PERT network, with an application to last passage percolation. *Abstract**: *Completion times of complex projects are maxima of partial sums of random task times. If these task times have known marginal distributions but arbitrary dependence, bounds are needed for the distribution of the completion time. A method developed by Nádas + M. (1989) will be described, and applied to current work by Busani + M. on last passage percolation models in Physics. Si invitano tutti gli interessati a partecipare. Cordialmente Elena (a nome degli organizzatori Bruno Toaldo, Elena Issoglio) *----------------------------------------------* *Dr Elena Issoglio* *Assistant Professor in Probability **(RTD-B)* *Department of Mathematics "G. Peano", **University of Torino* *Via Carlo Alberto 10, **10123, Torino, **Italy* *webpage: **https://sites.google.com/view/elenaissoglio/home <https://sites.google.com/view/elenaissoglio/home>* *webex personal room: **https://unito.webex.com/meet/elena.issoglio <https://unito.webex.com/meet/elena.issoglio>* *----------------------------------------------*

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LTI@UniTO Seminar: Diego Garcia | October 2, 2023 @ 12:00 - 13:00
by Luca Regis 29 Sep '23

29 Sep '23

Dear Colleagues, it is my pleasure to invite you to the following seminar in Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto (CCA), which will take place at CCA in Torino and can be followed via Zoom. At the event page link you can find the zoom link to attend online and a button to add the event to your calendars. ------------------------------------------------------------------------------------------- October 2nd @ 12.00 Speaker: Diego Garcia (University of Colorado Boulder) Title: New Consumption in the Wild Abstract: We study how market returns shape news consumption, employing 700 million pageviews over 27 months from Australia’s largest financial newspaper, the Australian Financial Review. Aggregate news consumption intensifies on days when the Australian market index decreases, led by a dramatic spike in consumption of markets news. By contrast, firm-specific news consumption declines when the aggregate market moves more (up or down). These findings imply aggregate and firm-specific news are substitutes for one another, consistent with theories of limited attention. These news consumption effects are strongest for fresh news, but they are also present for stale news articles on days when there are no articles about the firm. Joint with Tony Cookson and Elvis Jarnecic Event webpage link: https://www.carloalberto.org/event/diego-garcia-university-of-colorado-boul… Zoom link: https://us02web.zoom.us/j/89773170403?pwd=UDZDMS9BSzU5ckxqWG1yOGVzSkZzZz09#… <https://us02web.zoom.us/j/86924691100?pwd=TGcxeGpoM0dTR1FxaU9hQVM1SmlnUT09> Best regards, Luca Regis

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Bernoulli Instructorship in Statistics at EPFL
by Alessia Caponera 28 Sep '23

28 Sep '23

Dear colleagues, The Institute of Mathematics at the Ecole Polytechnique Fédérale de Lausanne (EPFL) invites applications for a *full-time* *Bernoulli Instructorship in Statistics*. Bernoulli Instructorships are prestigious postdoctoral research positions hosted within the Institute of Mathematics. They offer complete research autonomy and provide travel support, for a period up to four years, allowing promising early career researchers (up to 3 years post-PhD) to launch their independent research career. Bernoulli Instructors are expected to teach courses in their broader domain at all levels. Ability to teach in French is a plus, but not a prerequisite. EPFL salaries for instructors are highly competitive. In addition, instructors receive a substantial yearly budget for travel expenses and other expenditures. The EPFL actively aims to increase the presence of women amongst its employees, and female candidates are strongly encouraged to apply. Application files should be submitted in PDF format and uploaded via the link below by *October 31, 2023*: Applications should include a cover letter, curriculum vitae, publication list, research plan, teaching record, and the names, emails and addresses of at least three references (to be added at the end of the cover letter). For more information, please visit: *https://recruiting.epfl.ch/Vacancies/3103/Description/2 <https://recruiting.epfl.ch/Vacancies/3103/Description/2>* Best wishes, Alessia Caponera

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Tenure-track position in Data Analysis and Quantitative Methods
by Marzia Angela Cremona 28 Sep '23

28 Sep '23

Dear Colleagues, The Department of Operations and Decision Systems of Université Laval has a new opening for a tenure-track position in Data Analysis and Quantitative Methods. The deadline for applying is September 30, 2023. You find all details at https://www.rh.ulaval.ca/emploi/HCM/7455/votreexpertise Please forward this opportunity to anyone who might be interested! Regards, Marzia Cremona Marzia A Cremona Department of Operations and Decision Systems Université Laval T 418 656-2131, poste 412525 https://marziacremona.com<https://marziacremona.com/> Pavillon Palasis-Prince, local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6

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Fwd: Lecturer/Assistant Professor in Mathematics (Probability), University College Dublin
by Francesco Caravenna 27 Sep '23

27 Sep '23

Ricevo e inoltro. > Da: Neil O'Connell <neil.oconnell(a)ucd.ie> > Oggetto: Lecturer/Assistant Professor in Mathematics (Probability), University College Dublin > Data: 27 settembre 2023, 16:21:12 GMT+1 > > Dear Friends and Colleagues, > > We are currently advertising a permanent position in Probability at University College Dublin. > > The closing date for applications is November 13, 2023. Further details can be found at > > https://www.jobs.ac.uk/job/DDA471/lecturer-assistant-professor-in-mathemati… <https://www.jobs.ac.uk/job/DDA471/lecturer-assistant-professor-in-mathemati…> > > Please forward to any suitable candidates who may be interested in applying. > > Best wishes, > Neil

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Fwd: Lezione LEONARDESCA - DUMINIL-COPIN - 9 ottobre
by Maurizia Rossi 27 Sep '23

27 Sep '23

Cari tutti, Ricevo e inoltro con piacere. Cordiali saluti, MR ---------- Messaggio inoltrato --------- Da: Kevin Ray Payne <kevin.payne(a)unimi.it> Data: mer 27 set 2023 alle 16:24 Oggetto: Lezione LEONARDESCA - DUMINIL-COPIN - 9 ottobre A: *Lezioni LEONARDESCHE * Lunedì 9 ottobre 2023, ore 16.30, in Sala Adunanze dell’Istituto Lombardo, Academia di Scienze e Lettere, Palazzo Brera, in Via Brera 28 <https://www.google.com/maps/search/Via+Brera+28?entry=gmail&source=g> il Professore *HUGO DUMINIL-COPIN* *IHES and Université de Genève * parlerà su *Critical Phenomena through the Lens of the Ising Model * ABSTRACT: The Ising model is one of the most classical lattice models of statistical physics undergoing a phase transition. Initially imagined as a model for ferromagnetism, it revealed itself as a very rich mathematical object and a powerful theoretical tool to understand cooperative phenomena. Over one hundred years of its history, a profound understanding of its critical phase has been obtained. While integrability and mean-field behavior led to extraordinary breakthroughs in the two-dimensional and high-dimensional cases respectively, the model in three and four dimensions remained mysterious for years. In this talk, we will present recent progress in these dimensions based on a probabilistic interpretation of the Ising model relating it to percolation models. ABOUT THE SPEAKER: Hugo Duminil-Copin is a dynamic, energetic, and collaborative mathematician whose numerous contributions to statistical physics have justifiably earned him worldwide recognition and numerous awards. His work has centered on using ideas from probability theory to study the critical behavior of various models on networks. His work has revolutionized our understanding of percolation theory by identifying the critical point at which phase transitions occur and by characterizing the behavior of the system above, below and at the critical point. For his many and profound contributions to the understanding of probabilistic models at or near the critical point, Duminil-Copin was awarded the Fields Medal in 2022. Duminil-Copin received his Ph.D at the Université de Genève in 2012 under the direction of fellow Field’s Medalist Stanislav Smirnov with a thesis that exploited percolation theory and combinatorics to investigate the number of self-avoiding walks in hexagonal lattices that was published in the Annals of Mathematics. A series of prestigious prizes followed, including the Rollo Davidson Prize (2012), the Oberwolfach Prize (2013), the European Mathematical Prize (2016) and many others before receiving the Fields Medal. Duminil-Copin is Full Professor at the Université de Genève since 2014 (just two years after the Ph.D) and Permanent Professor at the IHES since 2016. In collaborazione con il: SEMINARIO MATEMATICO E FISICO DI MILANO Per ulteriori informazioni: http://www.matematica.unimi.it/ecm/home/ricerca/lezioni-leonardesche Organizzazione: C.D. Pagani e B. Ruf - Istituto Lombardo, Accademia di Scienze e Lettere K.R. Payne - Dipartimento di Matematica "F. Enriques", Università degli Studi di Milano F. Cipriani - Dipartimento di Matematica "F. Brioschi", Politecnico di Milano T. Weigel - Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca G. Savarè - Department of Decision Sciences, Università Bocconi Milano --

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postdoctoral position at Politecnico di Torino
by Daniele Cappelletti 27 Sep '23

27 Sep '23

Dear all, This is to inform you that there is an opening for a two-year postdoctoral position at Politecnico di Torino (advertised as a 1-year renewable position), in connection with the project "ConStRAINeD" (link <https://constrained.polito.it/>). If you are interested, please apply via the following link: https://careers.polito.it/default.aspx?id=135/2023-AR Please note that the deadline for the application is October 5 at 3PM *Rome time*. Best regards, Daniele

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Talks
by DAVIDE AUGUSTO BIGNAMINI 26 Sep '23

26 Sep '23

Dear colleagues, We are happy to announce three talks on weak and strong uniqueness for SPDEs. Speaker: *Federica Masiero* (Università degli studi di Milano-Bicocca) Title: Partial smoothing of the stochastic wave equation and regularization by noise phenomena Speaker: *Carlo Orrieri* (Università degli studi di Pavia) Title: Weak uniqueness by noise for (some) singular SPDEs Speaker: *Davide Addona* (Università degli studi di Parma) Title: Pathwise Uniqueness in infinite dimension by approximation Date and time: *Friday, October 6, 14:30-17:00 (Rome time zone)* Place: *Room VP3, DISAT (Dipartimento di scienza e alta tecnologia), via Valleggio, 11, 22100, Como. * The detailed program can be found in the attached poster. Best regards, Davide Bignamini

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Reminder :: DEMS Bicocca Statistics seminar - Victor M. Panaretos - September 27th at 12 pm
by Alessia Caponera 25 Sep '23

25 Sep '23

Dear colleagues, We remind you about the seminar of Victor M. Panaretos (EPFL), on *Wednesday the* *27th of September at 12:00 pm*, at the University of Milano-Bicocca, Department of Management, Economics, and Statistics (DEMS). The seminar will be held in presence at the DEMS seminar room 2104 (building U7 Civitas, 2nd floor). ******************************************************* *Time: *Wednesday September 27th, at 12:00 pm *Place: *University of Milano-Bicocca | DEMS | Room 2104 (building U7 Civitas, 2nd floor) *Title: *Graphical Models for Stochastic Processes *Speaker:* Victor M. Panaretos (Institute of Mathematics, EPFL) *Abstract:* Graphical models allow us to distinguish direct and indirect associations in data. They can be used as models or they can be the targets of inference, and have been extensively studied in many contexts, the most recent emphasis being in high-dimensional statistics. For the most part, one considers a collection of random vectors indexed by a finite or discrete set. The purpose of this talk is to explore what happens when we are interested in the associations within and between stochastic processes. In the first case, we are dealing with graphical models with uncountable rather than discrete index set. In the latter case, we are dealing with graphical models for finite collections of function-valued random variables. Such settings introduce conceptual challenges owing to the lack of infinite-dimensional analogues of familiar algebraic tools, such as matrix inverses and determinants. It will turn out that the two problems share commonalities but also notable differences. Based on joint work with Kartik Waghmare (EPFL) and Tomas Masak (EPFL). ******************************************************* Best wishes, Alessia Caponera

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Seminar by G. Giacomin (LPSM Paris) in Padova
by Giorgia Callegaro 22 Sep '23

22 Sep '23

Dear all, you are kindly invited to attend the seminar given in Padova by Prof. G. Giacomin. Here are the details: * Date: 30 October 2023 * Room: 2AB40, Torre Archimede * Title: Products of random matrices and the statistical mechanics of disordered Ising chains * Abstract: A general issue in statistical mechanics is understanding the role of disorder: disordered models are models that are made more realistic by allowing the presence of impurities. We consider this question in the basic context of Ising spin chains with nearest neighbor interaction J and random external field (the disorder). The matrix transfer method allows to rewrite the model in terms of a product of random matrices: in particular, the free energy density coincides with the top Lyapunov exponent. I will explain why the limit of J tending to infinity is of particular interest. As a matter of fact, for this limit one finds in the physical literature a remarkable prediction based on a renormalization group approach (work of Daniel Fisher in the 90s). We (collaboration with Orphée Collin and Yueyun Hu) have recently proven this prediction in the case in which the external field is centered. I will explain the result and some ideas from the proof by highlighting the interplay that arises in this problem between the theory of random matrix products and stochastic analysis. The seminar will *only* be in presence. See you there, thanks, The Padova Probability Group -- 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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EFI9 - Save the date - Call for papers (fwd)
by Tiziano Vargiolu 22 Sep '23

22 Sep '23

(apologies for cross-postings) Dear all, we invite you to submit contributions to the 9th edition of the Energy Finance Italia conference (EFI8) that will be held on February 12-14, 2024 at the University of Bari. 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. Young researchers and practitioners are especially welcome. Keynote speaker: Ruediger Kiesel (University of Duisburg/Essen). IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 27, 2023, - Deadline for abstracts/papers submissions: Dec. 4, 2023, - Notification of abstract/paper acceptance: Dec. 18, 2023. - Early bird registration: Dec. 22, 2023 VENUE: Department of Business and Law Studies Largo Abbazia Santa Scolastica 53, Bari More information will be available as soon as possible. Looking forward to meet you in Bari! Best Regards for the Organizing committee: Viviana Fanelli and Tiziano Vargiolu

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Seminars at Ca' Foscari University: Melvyn Weeks, University of Cambridge
by Roberto CASARIN 22 Sep '23

22 Sep '23

Dear all, I am pleased to invite you to the seminar organised by the Department of Economics at Ca' Foscari University of Venice, which can be followed via Zoom. Time: Wednesday 27th of September, at 10.30 Location: Campus San Giobbe, Meeting Room 1 Zoom: https://www.unive.it/data/agenda/3/77644 Speaker: Melvyn Weeks (University of Cambridge) Title: Making Sense of Natural Language: Measuring Cultural Fit and Its Impact on Managerial Tenure Abstract: We create measures for managers' cultural fit using one of the latest machine learning technologies – the sentence embedding model - by analysing 11.5 million speeches in earnings calls. A better cultural fit is significantly and positively correlated with managerial tenure. We demonstrate that the effect of cultural fit on managerial tenure is causal using causal survival forests. Firms that hire culturally disruptive managers have lower future market values and performance. The stock market reacts positively to signals that indicate low cultural dispersion within the firm. -- 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 -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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OWABC seminar - Carlo Albert - September 28, 9am UK time
by Massimiliano Tamborrino 22 Sep '23

22 Sep '23

Dear all, the 5th Season of the One World ABC www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is about to start. We are working on the lineup, after having secured some exciting talks (more info to come). If you are interested in giving a talk or would like to suggest a speaker, please get in touch with Massimiliano Tamborrino (massimiliano.tamborrino(a)warwick.ac.uk) or any of the other organisers. Our first speaker is Carlo Albert<https://www.eawag.ch/en/about-us/portrait/organisation/staff/profile/carlo-…>, who is talking about "Learning summary statistics for Bayesian inference with Autoencoders" on Thursday the 28th September at 9am UK time, with an abstract reported below. The talk will be streamed on Zoom https://chalmers.zoom.us/j/69069218828 Password: 594071 We are looking forward to seeing you next Thursday, best, Massimiliano on the behalf of the OneWorldABC Organisers Date: Thursday, September 28, 9am UK time Speaker: Carlo Albert<https://www.eawag.ch/en/about-us/portrait/organisation/staff/profile/carlo-…>, Swiss Federal Institute of Aquatic Science and Technology Title: Learning summary statistics for Bayesian inference with Autoencoders Abstract: In order for ABC to give accurate results and be efficient, we need summary statistics that retain most of the parameter-related information and cancel out most of the noise, respectively. For many scientific applications, we need strictly more summary statistics than model parameters to reach a satisfactory approximation of the posterior. Therefore, we propose to use a latent representation of deep neural networks based on Autoencoders as summary statistics. To create an incentive for the encoder to encode all the parameter-related information but not the noise, we give the decoder access to explicit or implicit information on the noise that has been used to generate the training data. We validate the approach empirically on two types of stochastic models, one being a member of the exponential family, the other one not. ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Seminars at Ca' Foscari University: Dimitris Korobilis, University of Glasgow
by Roberto CASARIN 22 Sep '23

22 Sep '23

Dear Colleagues, It is my pleasure to invite you to the seminar organised by the Department of Economics at Ca' Foscari University of Venice, which can be followed via Zoom. Time: Monday 25, at 12.15 Location: Campus San Giobbe, Meeting Room 1 Zoom: https://www.unive.it/data/33113/3/76558 Speaker: Dimitris Korobilis (University of Glasgow)Title: Monitoring Multicountry Macroeconomic Risk Abstract: We propose a multicountry quantile factor augmented vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions of macroeconomic time series. The presence of quantile factors allows for summarizing these two heterogeneities in a parsimonious way. We develop two algorithms for posterior inference that feature varying level of trade-off between estimation precision and computational speed. Using monthly data for the euro area, we establish the good empirical properties of the QFAVAR as a tool for assessing the effects of global shocks on country-level macroeconomic risks. In particular, QFAVAR short-run tail forecasts are more accurate compared to a FAVAR with symmetric Gaussian errors, as well as univariate quantile autoregressions that ignore comovements among quantiles of macroeconomic variables. We also illustrate how quantile impulse response functions and quantile connectedness measures, resulting from the new model, can be used to implement joint risk scenario analysis. Keywords: quantile VAR; MCMC; variational Bayes; dynamic factor model -- 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 -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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