- Random - Mailing list — Dipartimento di Matematica, UniPI

[MAF2024] Deadline extensions
by Marco Corazza 08 Jan '24

08 Jan '24

Kind All, on behalf of the Steering Committee, I am pleased to inform you of the following deadline extensions for MAF2024. My apologies for any cross-posting. Best regards, Marco Corazza *11th International Conference* *MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE - MAF2024* *University of Le Havre Normandie, Le Havre Cedex (FR) - April 4-6, 2024* *https://sites.google.com/unisa.it/maf-2024/ <https://sites.google.com/unisa.it/maf-2024/>* *(-)* *Deadline extension* *(1)* Abstract submission: *January 28, 2024 *- Notification of abstract acceptance: *February 10, 2024* *(2)* Paper submission: *January 14, 2024 *- Notification of paper acceptance: January 24, 2024 [unchanged] - The final version of the paper, revised according the peer review, must be sent by February 6, 2024 [unchanged] On this occasion, we would like to remind: *(-)* *Abstracts* can be submitted to *https://sites.google.com/unisa.it/maf-2024/call-for-papers <https://sites.google.com/unisa.it/maf-2024/call-for-papers>* (free format). *(-)* *Short papers* (4 to 6 pages) can be submitted to *https://sites.google.com/unisa.it/maf-2024/call-for-papers <https://sites.google.com/unisa.it/maf-2024/call-for-papers>*, according to the Springer template downloadable from *https://sites.google.com/unisa.it/maf-2024/conference-publications <https://sites.google.com/unisa.it/maf-2024/conference-publications>*. *(-)* Proposals for *organized sessions* have to be sent to *maf2024(a)orange.fr <maf2024(a)orange.fr>*. In the text, indicate please: name(s) and affiliation(s) of the organizer(s); title of the session; names, affiliations, and addresses of the speakers. *(-)* *Topics of interest* include (but are not limited to): Actuarial models; Analysis of high-frequency data; Artificial Intelligence; Behavioural finance; Blockchain technologies; Commodity markets analysis; Credit risk methods and models; Decentralized Finance; Digital asset analysis; ESG finance; FinTech and InsurTech; Financial econometrics; Forecasting of dynamical actuarial and financial phenomena; Fund performance evaluation; Insurance portfolio analysis; Interest rate models; Life insurance; Longevity; Machine Learning in actuarial sciences and finance; Management in insurance business; Methods and models for time series analysis; Models for financial derivatives; Multivariate techniques for financial analysis; Pensions; Optimization methods for insurance and finance; Pricing; Probability in actuarial sciences and finance; Real-world finance; Risk management; Solvency analysis; Sovereign risk; Static and dynamic portfolio selection and management; Text analysis in finance; Trading systems.

1 0

Postdoc position in Sapienza (Rome). Dept. of Statistical Sciences
by Enrico Scalas 08 Jan '24

08 Jan '24

Dear colleagues, There is a second postdoc opening in my new group, this time under the supervision of Costantino Ricciuti. Please see below. The call is in Italian, but help is available. Best wishes, Enrico Scalas -- Title: Random processes and their applications Duration: 12 months. At: Department of Statistical Sciences, Sapienza University of Rome Description: The research will partly focus on the interactions between non-local and fractional equations, anomalous diffusions and semi-Markov processes. We are looking for candidates with mathematical skills and/or the ability to manage applied models. The call is open to mathematicians, physicists, statisticians, as well as graduates in economics and engineering. The call can be found at the following link https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/212846 Candidates must apply by January 27, 2024. If you need help in applying you can contact costantino.ricciuti(a)uniroma1.it . You can also contact the same address for any information.

1 0

talk Prof. Giulia Di Nunno - Reminder
by Emanuela Rosazza Gianin 07 Jan '24

07 Jan '24

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 Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

1 0

RTD-A in Mathematical Physics @Unibo
by Giacomo De Palma 06 Jan '24

06 Jan '24

The Department of Mathematics of the University of Bologna has opened a 3-year RTD-A (Assistant Professor) position in Mathematical Physics within the PNRR project SERICS - SEcurity and RIghts in the CyberSpace. Within the next three years the Mathematical Physics group plans to open a tenure-track position. The opening and the application procedure can be found at: https://bandi.unibo.it/s/apos5/bando-per-1-posto-da-rtd-a-tempo-pieno-mat-s… The deadline for application is sharp at 12:00 of 02/02/2024 We are looking for top early-career researchers in the fields of Statistical and Quantum Mechanics. These include but are not limited to areas of complex and disordered systems, spin glasses, classical and quantum neural networks and statistical inference, both from a theoretical perspective and by looking at applications, especially to complex networks. The research activity of the successful candidate will be focused on reliability and risk management in complex systems. The candidate will deal with the introduction of mathematical physics models for complex cyber-physical interconnected systems. The first part of the research activity will be devoted to the introduction of (deterministic and/or stochastic) models describing the topology of the interconnections and their evolution in time, through the theory of complex networks. The second part of the research activity will be dedicated to the study of systemic risk from the point of view of statistical mechanics. The aim is the introduction of new risk measure linked to the emergent macroscopic properties, of efficient techniques for anomaly detection and of exogenous/endogenous strategies of risk mitigation that lead to systems that are more robust to external attacks and internal fluctuations. The University of Bologna is the oldest University in continuous operation in the world and renowned to be one of the best in Italy. The city of Bologna offers a broad number of cultural activities and a high quality of life. The Mathematical Physics Group is active in Statistical Mechanics and Applications (https://math.unibo.it/en/research/research-groups/statistical-mechanics-and…) and Quantum Information Theory (https://math.unibo.it/en/research/research-groups/quantum-information-theory) The Department has a wide spectrum of research interests in all the fields of mathematics: https://math.unibo.it/en/research/research-areas and has close collaborations with the Departments of Physics, Computer Science, Engineering, Economics etc. For further information you are welcome to contact Prof. Pierluigi Contucci, pierluigi.contucci(a)unibo.it<mailto:pierluigi.contucci@unibo.it> Prof. Giacomo De Palma, giacomo.depalma(a)unibo.it<mailto:giacomo.depalma@unibo.it> Prof. Gabriele Sicuro, gabriele.sicuro(a)unibo.it<mailto:gabriele.sicuro@unibo.it> Prof. Daniele Tantari, daniele.tantari(a)unibo.it<mailto:daniele.tantari@unibo.it>

1 0

Postdoc positions at Unito
by Giovanni Rebaudo 05 Jan '24

05 Jan '24

Dear all, A call for two postdoctoral positions in Statistics is now open at the Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) <https://www.esomas-en.unito.it/do/home.pl> of the University of Torino <https://en.unito.it/>. The titles of the projects are 1. “Bayesian Methods for Complex Systems” Project mentor: Matteo Giordano <https://matteogiordano.weebly.com/> Code: ESOMAS.2023.16 2. “Bayesian Methods for Interpretable Random Structures” Project mentor: Giovanni Rebaudo <https://giovannirebaudo.github.io/> Code: ESOMAS.2023.22 The call for applications is available at https://pica.cineca.it/unito/assegni-di-ricerca-unito-2023-iv-econ, the deadline is 22/01/2024. For additional information, do not hesitate to contact us at matteo.giordano(a)unito.it and giovanni.rebaudo(a)unito.it. Best regards, Matteo e Giovanni -- Giovanni Rebaudo Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) https://giovannirebaudo.github.io/

1 0

Call for interest Luiss, Assistant/Associate in Math
by Fausto Gozzi 03 Jan '24

03 Jan '24

Dear all, Luiss University is seeking candidates for a full-time position as Assistant/Associate Professor in Mathematics Applied to Economics and Finance. We invite all interested researchers to express their interest as soon as possible, possibly by the end of January 2024. On the basis of the results of the call we will decide which type of Junior position to announce officially (if tenure track or associate). Candidates should have a solid knowledge of advanced mathematical tools and the clear attitude to apply such tools to some of the following areas: economics, management, finance, insurance, decision theory, game theory, and social sciences in general. See the link: <https://www.luiss.edu/call-expression-interest-23-24/mathematics>https://www.luiss.edu/call-expression-interest-23-24/mathematics Best, Fausto Gozzi Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/

1 0

Call postdoc @Unisi
by Piero MAZZARISI 02 Jan '24

02 Jan '24

Dear colleagues, I want to advertise a call for a two-year (renewable one-year, 2+1) postdoc position at the University of Siena on: “Time-varying parameters models of climate change, financial stability, and systemic risk” The project is founded by PRIN 2022 PNRR n. P20229CJRS “Climate change, Uncentainty, and Financial Risk: Robust Approaches based on Time-Varying Parameters”. A synthetic description of the project topic can be found here, both in Italian and English: https://www.unisi.it/sites/default/files/albo_pretorio/bandi/concorsi_inter… Gross salary: 35000 Euro per year Deadline for applications: January, 15th 2024. The call as well as instructions for application, can be found here: https://www.unisi.it/albo_pretorio/bandi/concorsi_interni/conferimento-di-u… Do not hesitate to contact me for any info. Best regards, Piero Mazzarisi — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: https://pieromazzarisi.wordpress.com <https://pieromazzarisi.wordpress.com/>

1 0

Postdoc position in Statistics @ unimib
by Federico Camerlenghi 27 Dec '23

27 Dec '23

Dear all, the call for a postdoctoral position in Statistics is now open at the Department of Economics, Management and Statistics (University of Milano-Bicocca). The topic of the position concerns “Bayesian Nonparametric methods for biodiversity estimation”, and the position is funded by the PRIN 2022 PNRR project "Measuring Biodiversity via Bayesian Nonparametrics: Estimation, Clustering and Uncertainty Quantification". The call for application is available at https://www.unimib.it/ateneo/gare-e-concorsi/cod-23a319 , the deadline is 03/01/2024. The net salary is about 2.150 euros per month, and the starting date of the position is February 1, 2024. For additional information, do not hesitate to contact me at federico.camerlenghi(a)unimib.it Best regards, Federico -- Federico Camerlenghi Associate Professor of Statistics Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

1 0

postdoc position at CNR-IMATI Pavia on Uncertainty Quantification
by Lorenzo Tamellini 24 Dec '23

24 Dec '23

(apologies in advance for cross-posting) Dear colleagues, applications are invited for* a postdoc position at CNR-IMATI, Pavia* (Italy), on the topic of Uncertainty Quantification (deadline 12 January). For more information, please refer to https://sites.google.com/view/research-positions-imati-pv Thank you very much for your time and consideration Best regards, Lorenzo Tamellini

1 0

1st announcement: 6th conference Set Optimization for Applications in Stresa
by Mastrogiacomo Elisa 23 Dec '23

23 Dec '23

1st annoucement: 6th conference Set Optimization for Applications in Stresa We are happy to announce that the 6th SET OPTIMIZATION for APPLICATIONS to Decision Making, Economics, Finance, Game Theory and Statistics will take place at Hotel La Palma, Stresa, Italy, 3-7 June 2024. Conference topics include but are not restricted to * set, set-valued and vector optimization: theory and computation, * scalarization procedures and algorithmic methods for vector- or set-valued problems, * theory of ordered conlinear spaces and complete lattices, * convex and variational analysis for vector- and set-valued functions, * set-valued stochastic analysis and multivariate dynamic programming, * set-valued risk measures, quantiles and related structures, * multi-criteria decision making and multi-objective game theory, * applications of set-valued functions in economics, finance, game theory, statistics. Confirmed keynote speakers. * Prof. I. Cascos, Department of Statistics, Universidad Carlos III Madrid, Spain * Prof. G. Di Nunno, Department of Mathematics, University of Oslo. * Prof. J. Ma, Department of Mathematics, University of Southern Califormia, U.S. Tutorials. * C. Ararat, G. Kovacova, Dynamic Programming and Stochastic Optimal Control * A. Lohne, Solution Concepts in Set Optimization Researchers are invited to present their results and discuss their points of view. Theoretical results as well as applications to any area are welcome. We encourage young researchers to participate; support will be given to them subject to available budget. Further and updated information via https://sites.google.com/view/sofa2024/home?authuser=0. The early bird conference fee is Euro 250 and also covers lunches/coffee breaks. Reduced fees will apply to (PhD) students. Registration opens at the end of January. The early registration deadline is March 31, 2024, 6pm CEST. Once completed, the web-site will also serve as a submissions platform: please, check for updates. Looking forward to seeing you at the Lago Maggiore! The local organizers. Paolo Bartesaghi, Fabio Bellini, Asmerilda Hitaj, Elisa Mastrogiacomo, Matteo Rocca, Emanuela Rosazza Gianin, Daniela Visetti Elisa Mastrogiacomo ----------------------------------------- Professore Ordinario di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia>

1 0

1 Year Post-Doc position in Verona
by Alessandro Gnoatto 23 Dec '23

23 Dec '23

1 Year Post-Doc position in Verona I am looking for a post-doc to join my group. The topic of the research project is "Machine learning and stochastic control for financial risk management” The aim of this project is to study new methods, models, and numerical techniques for the treatment of financial risk management problems, in particular counterparty credit risk (xVA) or the pricing of financial and insurance claims. Many problems in finance involve the minimization of a cost functional subject to controlled stochastic state variables. Controls or related quantities in high dimension can be conveniently approximated by means of artificial neural networks. The aim of the project is to study control problems under general dynamics together with the development of new models for the evolution of risk factors, with a special focus on interest rates. The candidate should have a solid background in probability, stochastic calculus and computational finance. Experience with the Java and/or Python programming languages and Machine Learning frameworks such as Tensorflow, Deep Java Library or Deeplearning4J is a plus. Candidates will be evaluated based on their scientific quality and their potential in developing research. There are no teaching obligations and knowledge of Italian is not required. The deadline for applications is the 11 January 2024 (h. 13.00). The link to the call is here https://www.univr.it/en/job-vacancies/assegnisti-di-ricerca/assegni-di-rice…'ECONOMIAEDELLESCIENZEATTUARIALIEFINANZIARIE,perl%E2%80%99attuazionedelprogrammadiricerca%E2%80%9CControllostocasticoemachinelearningperlagestionedeirischifinanziari%E2%80%9DRIBA2022conCUPB33C22002230005 The call is in Italian. Non-Italian speakers needing help with the form can contact me at alessandro [dot] gnoatto [at] univr [dot] it I am happy to help. The Economics Department of the University of Verona has been recognized as “Department of Excellence” ("Dipartimento di Eccellenza") in the latest Italian Government Research Quality Evaluation Procedure. 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) - Andrea Mazzon (tenure-track assistant professor) - Sara Svaluto-Ferro (tenure-track assistant professor) - Jonathan Tam (post-doc) We also run a dedicated PhD program on quantitative methods for economics and finance. — 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 --------------------------------------------------

1 0

Postdoc position PRIN Grafia at Univ. Milano-Bicocca
by Maurizia Rossi 22 Dec '23

22 Dec '23

Dear colleagues, The call for a 1 year postdoc position (assegno di ricerca) is open at the Dept. Mathematics, Univ. Milano-Bicocca. The position is funded by PRIN project 2022 Grafia. The successful candidate is expected to work on the following research program: “analytic and geometric properties of random fields and applications”. Deadline: 15 Jan 2024 (12:00am Rome time zone) For more information please visit the website: https://www.unimib.it/ateneo/gare-e-concorsi/cod-23a402 If you have any questions, please do not hesitate to contact me at maurizia.rossi(a)unimib.it Best wishes, Maurizia Rossi - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

1 0

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 ******************************************

1 0

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

1 0

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

1 0

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 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

1 0

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

1 0

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.

1 0

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.

1 0

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. > > >

1 0

[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.

1 0

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 *************************************************

1 0

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/)

1 0

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

1 0

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

1 0