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Bando di Dottorato Modelli e metodi matematici e statistici per l’economia e la finanza.
by Claudia Ceci 28 May '23

28 May '23

Buongiorno a tutt*, è stato pubblicato il bando per l’ammissione al corso di Dottorato di Ricerca (39° ciclo a.a. 2023-24) in MODELLI PER L'ECONOMIA E LA FINANZA, presso il Dipartimento MEMOTEF Università Sapienza di Roma. Il Dottorato si articola in due curricula, di cui uno in Modelli e Metodi Matematici e Statistici per l’Economia e la Finanza. Tutte le informazioni sono reperibili alla pagina https://phd.uniroma1.it/web/concorso39.aspx?i=3524&l=IT Le domande di partecipazione al concorso devono essere presentate *inderogabilmente entro il 22 giugno 2023 alle ore 14:00 *(ora locale). Si prega di darne massima diffusione tra i potenziali interessati. Grazie, Claudia Ceci **************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it -- **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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Postdoc positions in Pisa
by Marco Romito 25 May '23

25 May '23

Good morning I would like to advertise the call for two two-years post-doc positions at the Department of Mathematics at the University of Pisa on general subjects of mathematics. The deadline is June 19, 2023 at 1pm CEST. The call, both in italian and english, as well as instructions for applications, can be found here (one link per position): https://bandi.unipi.it/public/Bandi/Detail/8b0389fe-808f-4152-8a44-02380d65… https://bandi.unipi.it/public/Bandi/Detail/dfe05072-6753-434a-8551-65f50969… We strongly encourage applications of students interested in probability. Applications are per-call, and we recommend interested applicants to apply to both calls. The research interests of our probability group here in Pisa include: stochastic evolutions (e.g. stochastic partial differential equations, regularization by noise, stochastic fluid dynamics), probabilistic methods in machine learning (e.g. learning dynamics for neural networks), variational problems in commutative and non-commutative setting (e.g. quantum probability, random optimal transport, Malliavin calculus), stochastic processes for chemical reactions networks (e.g. propagation of chaos, large deviations). See also our webpage: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ Do not hesitate to contact me or the other members of the group for further information. best regards m.

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bando I prima fascia MAT/06 - Università della Campania
by Marco Romito 25 May '23

25 May '23

Condivido il seguente bando mr. -------- Forwarded Message -------- ------------------------------------------------------------------------ *Da:* gaudiell <gaudiell(a)unina.it> *Oggetto:* Link bando I prima fascia MAT/06 ecco il link del bando di un concorso per professore di prima fascia MAT/06 presso il Dipartimento di Matematica e Fisica dell'Università della Campania "Luigi Vanvitelli" (scadenza 3 Giugno 2023). https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230522194023091537… <https://es.sonicurlprotection-fra.com/click?PV=2&MSGID=20230522194023091537…>

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Recruiting PhDs for tutoring at AIMS
by Julia Mortera 25 May '23

25 May '23

The African Institute for Mathematical Sciences (AIMS) centres are unique postgraduate educational centres recruiting students from the whole of Africa and preparing them for careers in the quantitative sciences. The current network has centres in South Africa (since 2003), Senegal (since 2011), Ghana (since 2012) Cameroon (October 2013) and Rwanda (2016). The AIMS programme is a 10-month course, intended to prepare African graduates with mathematically-based degrees for postgraduate study and employment. To achieve this, AIMS Cameroon (located in Limbe, Cameroon) is seeking enthusiastic individuals with backgrounds in mathematical sciences (including pure and applied mathematics, statistics and data science, physics, computer science, mathematical biology and other fields) who would like to volunteer as tutor, starting from September 2023. The call is open to PhD students, holding or approaching completion of a PhD is an advantage. The minimum requirement is an M.Sc at distinction level. Applicants should provide evidence of experience of teaching university mathematics, including marking and providing constructive feedback, good communication and social skills, as well as administrative and time management competence. Tutoring at an AIMS centre is a great opportunity to meet and work closely with prestigious scientists from around the world. Indeed, outstanding lecturers are recruited from all over the world to teach a one-year Master’s degree in mathematical sciences preparing students for advanced postgraduate research. The course is unusually broad in scope and employs the latest pedagogical method in order to stimulate critical and creative thinking. This is a unique opportunity for tutors to gain significant experience in teaching in higher education given that there is currently no school preparing teachers for higher education worldwide. Travel, visa, accommodation expenses and meals will be covered by AIMS Cameroon. The tutor will also receive a monthly stipend. Statisticians and data scientists can contact e.lawford(a)rss.org.uk for informal discussions. To submit an application, candidates should email their CV with at least two references, a statement letter of no more than 500 words to the AIMS-Cameroon academic team at academia-ml(a)aims-cameroon.org. In the letter, the applicant should state the period of their availability and provide evidence of what makes them an ideal candidate by drawing from their experience and qualifications. -- Julia Mortera Honorary Professor, University of Bristol Professor of Statistics, Università Roma Tre Web page:https://juliamortera.wordpress.com/

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SPASS Seminar: Francesco Mattesini
by Andrea Agazzi 25 May '23

25 May '23

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Annealed quantitative estimates for the 2D-discrete random matching problem* by *Francesco Mattesini* (MPI Leipzig) The seminar will take place on *TUE, 30.05.2023* at *14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass --------------------------------------- Abstract: The optimal matching problem is a classical random variational problem which may be interpreted as an optimal transport problem between two random discrete measures. Its easier instance deals with matching 2 n-clouds of i. i. d. uniformly distributed points. In recent years Caracciolo-Lucibello-Parisi-Sicuro made exact predictions on the convergence of the rescaled cost thanks to a first order linearization of the Monge-Amp\'ere equation. This approach was later justified by Ambrosio-Stra-Trevisan and quantitative bounds for the convergence of the proxies were later shown by Ambrosio-Glaudo-Trevisan. Such techniques have been repurposed by Benedetto-Caglioti to study the case of i. i. d. random points with non-constant densities. By subadditivity and PDE arguments Ambrosio-Goldman-Trevisan were able to justify the latter for the convergence of the rescaled cost. We show annealed quantitative upper bounds for the approximating transport map in the case of i. i. d. points and weakly correlated points with non-constant densities. We extend our results to the case of unbalanced matching, i. e. matching between point clouds of different size and to point clouds sampled from a positive recurrent Markov chain. Joint work with N. Clozeau (IST Austria).

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PhD call
by Irene Crimaldi 24 May '23

24 May '23

Dear all, IMT Lucca offers a PhD program in Economics, Analytics and Decision Sciences (EADS <https://eads.imtlucca.it/>) . The program trains students to do cutting-edge research in various economic and social disciplines with a multidisciplinary approach based on statistics and data science. IMT is a highest-rated graduate school in Europe and offers full funding, free accommodation, meals, and full access to the campus to its students. Opportunities for joint supervision and studying abroad are also available. All candidates with training in areas such as economics, management, statistics, law, physics, computer science, engineering, logic and philosophy of science, mathematics, cognitive and behavioral sciences are welcome to apply. Deadline*: June 19, 2023.* More info: https://eads.imtlucca.it/how-to-apply Would you be so kind as to diffuse the call to your network? Thank you for your collaboration. Sincerely, Irene Crimaldi Associate Professor of Statistics IMT School for Advanced Studies Lucca Piazza San Francesco 55100 Lucca (Italy)

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Summer School "Dynamic Optimization in Economic and Finance"
by salvatore federico 23 May '23

23 May '23

Buongiorno, trasmetto l'annuncio della Summer School "Dynamic Optimization in Economic and Finance", di cui riporto alcuni dettagli (descrizione e link) qui sotto. Salvatore Federico The “Summer School of Mathematics for Economic and Social Sciences” aims to improve the knowledge of mathematical methods among graduate students in economics and social sciences, with a focus on those techniques which albeit widespread in use are not properly covered in typical graduate programs. The School is an interdisciplinary venue intended to foster the interaction of people coming from the too often separated communities of mathematical and social scientists. It is funded and organized by the <http://www.crm.sns.it/event/515/%3Ca%20href=%22http://crm.sns.it/the_center…>Mathematics Research Center “Ennio De Giorgi” <http://crm.sns.it/the_center/introduction/introduction.html> and partially supported by the <http://www.crm.sns.it/event/515/%3Ca%20href=%22http://www.phdeconomics.sssu…>International Doctoral Program in Economics <http://www.phdeconomics.sssup.it/index.php> of the Scuola Superiore Sant'Anna. Link: http://www.crm.sns.it/event/515/ <http://www.crm.sns.it/event/515/> Salvatore Federico Professore Associato Dipartimento di Economia Università degli Studi di Genova

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Bando di ammissione al 39° ciclo -- Scuola di Dottorato in Scienze Sociali ed Economiche
by Roy Cerqueti 23 May '23

23 May '23

English version below %%% Gentilissime/i, si segnala che è stato pubblicato il *bando* per il 39° ciclo della *Scuola di Dottorato In Scienze Sociali ed Economiche*. Il link al bando è il seguente: https://www.uniroma1.it/it/pagina/ammissioni-corsi-di-dottorato La scuola di dottorato, il cui obiettivo è la formazione di analisti esperti capaci di comprendere problemi sociali, culturali, economici, finanziari, politici e tecnologici delle società contemporanee in contesti a diverso livello di sviluppo, e anche mediante l’uso di metodi quantitativi e statistici, è strutturata in 5 curricula : 1. Finance and Institutions (Coordinatrice: Rita D’Ecclesia) 2. Economics and Development (Coordinatore: Pierluigi Montalbano) 3. Sociology and applied social research (Coordinatrice: Assunta Viteritti) 4. Statistics and social data science (Coordinatore: Pierpaolo D’Urso) 5. Public policy analysis and evaluation (Coordinatore: Guido Pellegrini) Si evidenzia inoltre che la *scadenza per la compilazione online della domanda* di candidatura è il *22 giugno 2023.* Cordiali saluti, Roy Cerqueti (coordinatore della Scuola) ___________________________________________________________________ *Dear All, we would like to inform you that the call for applications for the 39th cycle of the Doctoral School in Social and Economic Sciences is out at the link * https://www.uniroma1.it/it/pagina/ammissioni-corsi-di-dottorato *The doctoral school, whose objective is to train expert analysts capable of understanding social, cultural, financial, economic, political and technological problems of contemporary societies in contexts at different levels of development and also by exploiting quantitative and statistical techniques, is structured in 5 curricula:* * 1. Finance and Institutions (Coordinator: Rita D'Ecclesia)* *2. Economics and Development (Coordinator: Pierluigi Montalbano) 3. Sociology and applied social research (Coordinator: Assunta Viteritti) 4. Statistics and social data science (Coordinator: Pierpaolo D'Urso) 5. Public policy analysis and evaluation (Coordinator: Guido Pellegrini) Please also note that the deadline for filling in the online application form is June 22th, 2023. Kind regards,* *Roy Cerqueti (Director of the School)* -- **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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Seminar by Katia Colaneri in Milan (25.01.23)
by Valeria Bignozzi 23 May '23

23 May '23

Dear all, you're invited to the seminar that will take place, in hybrid mode, at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca. More details: • Speaker: Katia Colaneri (email: katia.colaneri(a)uniroma2.it <mailto:katia.colaneri@uniroma2.it>) Title: Some Optimisation Problems in Insurance with a Terminal Distribution Constraint Abstract: In this paper, we study two optimisation settings for an insurance company, under the constraint that the terminal surplus at a deterministic and finite time T follows a normal distribution with a given mean and a given variance. In both cases, the surplus of the insurance company is assumed to follow a Brownian motion with drift. First, we allow the insurance company to pay dividends and seek to maximise the expected discounted dividend payments or to minimise the ruin probability under the terminal distribution constraint. Here, we find explicit expressions for the optimal strategies in both cases, when the dividend strategy is updated at discrete points in time and continuously in time. Second, we let the insurance company buy a reinsurance contract for a pool of insured or a branch of business. We only allow for piecewise constant reinsurance strategies producing a normally distributed terminal surplus, whose mean and variance lead to a given Value at Risk or Expected Shortfall at some confidence level α. We investigate the question which admissible reinsurance strategy produces a smaller ruin probability, if the ruin-checks are due at discrete deterministic points in time. This presentation is based on a joint work with Julia Eisenberg (TU Vienna) and Benedetta Salterini (University of Firenze) Seminar venue: University of Milano-Bicocca Department of Statistics and Quantitative Methods Aula Seminari 4026, 4th floor, Building U7 January 25th, 4:30 pm Webex Link : https://unimib.webex.com/unimib/j.php?MTID=m40cd4bb0d7bb8035ca68f3821f453b33 <https://unimib.webex.com/unimib/j.php?MTID=m40cd4bb0d7bb8035ca68f3821f453b33> Join by meeting number Meeting number (access code): 2743 983 3965 Meeting password: c2uJfPBVe83 (22853728 from phones) Best regards, Valeria

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Ciclo di seminari, dottorato di ricerca in “Scienze Statistiche” a Bologna - Prof. Stephen G. Walker (University of Texas at Austin)
by Pier Giovanni Bissiri 22 May '23

22 May '23

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Emanazione Premio Pitagora 2023
by Michele Gianfelice 22 May '23

22 May '23

Salve, il Dipartimento di Matematica e Informatica dell'Università della Calabria, con il patrocinio dell'Unione Matematica Italiana, ha al piacere di emanare il premio Pitagora 2023, rivolto alle matematiche e ai matematici italiani che abbiano ottenuto risultati scientifici di rilievo nel settore della matematica e delle sue applicazioni e che siano nati nel 1993 o in anni successivi (per i quali cioè il trentesimo compleanno non sia caduto entro il 31 dicembre 2022). Il premio è promosso dal Dipartimento di Matematica e Informatica dell'Università della Calabria, con il patrocinio e la supervisione scientifica dell'Unione Matematica Italiana. https://bit.ly/PremioPitagora. Il premio Pitagora 2023 sarà conferito durante una cerimonia pubblica che si terrà, in presenza, a Crotone presso i locali del Museo Pitagora, nel mese di settembre 2023. Al premio è associato un importo in denaro di Euro 1.000,00 (mille/00), finanziato dal Dipartimento di Matematica e Informatica dell'Università della Calabria. Per la partecipazione all'evento, il Dipartimento rimborserà, altresì, alla vincitrice o al vincitore le spese di missione. La domanda di partecipazione dovrà essere presentata entro e non oltre le ore 23:59 del 23 giugno 2023, utilizzando la piattaforma informatica dedicata all'indirizzo http://ticket.unical.it/tickets/new/16/484/ Di seguito il link completo con il bando: https://unical.portaleamministrazionetrasparente.it/index.php?id_oggetto=22… Con preghiera di massima diffusione. Cordialmente, m.gianfelice

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Corso di dottorato di Amine Asselah in Sapienza
by Lorenzo Taggi 22 May '23

22 May '23

Si annuncia il corso di dottorato su *Random Walks e Branching Random Walks* del professor Amine Asselah (università di Parigi-Est Créteil) presso il dipartimento di Matematica di Sapienza Università di Roma. Si riportano l’abstract e il calendario, in allegato il programma dettagliato. Si prega di diffondere l’annuncio a possibili interessati. Per essere inseriti nella mailing list del corso e essere aggiornati su possibili variazioni del calendario si prega di inviare un'email a lorenzo.taggi(a)uniroma1.it *ABSTRACT:* Simple Random Walk is the first example of a Markovian process, whereas Branching Random Walk has a time indexed by a random tree, and looses the SRW’s sequential way of visiting space. The highlights of the course would be two phenomena in high dimensions linked with folding. - The chances that two independent walks meet for a long time. - The chances that two independent branching walks both visit a large region, and this is to be discovered during the course. We plan to have self-contained lectures (with little pre-requisites), and will start with reviewing useful facts (classical and not) on random walks. *CALENDARIO:* Tutte le lezioni hanno luogo dalle 11:00 alle 13:00 presso il dipartimento di Matematica in aula B nei seguenti giorni: Lez. 1: lunedì 29/5 Lez. 2: giovedì 1/6 Lez. 3: giovedì 8/6 Lez. 4: venerdì 9/6 Lez. 5: lunedì 12/6 Lez. 6: giovedì 15/6 Lez. 7: lunedì 19/6 Lez. 8: giovedì 22/6

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seminario Francois Baccelli 24 maggio
by Daniela De Canditiis 21 May '23

21 May '23

Buongiorno a tutti, il prossimo appuntamento del ciclo Seminari generali IAC si terrà Mercoledì 24 Maggio ore 14:30 sul Canale Youtube Cnr-IAC al link https://www.youtube.com/watch?v=JgsmwZg7eAg con Francois Baccelli Title High dimensional stochastic geometry in the Shannon regime Abstract This talk will focus on Euclidean stochastic geometry in the Shannon regime. In this regime, the dimension n of space tends to infinity, point processes have intensities which are exponential functions of n, and the random compact sets have diameters of order square root of n. Three basic models of stochastic geometry based on Poisson processes will be considered: the Boolean model, the Poisson-Voronoi tessellation and the Poisson hyperplane tessellation. We will show how to calculate the asymptotic behavior of the classical quantities of stochastic geometry for these three models in the Shannon regime: for the Boolean model, the volume fraction, the percolation threshold or the size of the connected components; for tessellations, statistics of geometric properties of cells (volume, diameter, etc.). These questions are motivated by problems in information theory, including the calculation of error exponents for channel coding based on random codes and calculating the distortion in the one-bit compression-based source coding. Survey of work in collaboration with Venkat Anantharam (UC Berkeley) and Eliza O'Reilly (Caltech). Area degli allegati Visualizza anteprima video YouTube Seminari generali IAC 2023: Francois Baccelli <https://www.youtube.com/watch?v=JgsmwZg7eAg&authuser=0> <https://www.youtube.com/watch?v=JgsmwZg7eAg&authuser=0> grazie -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 https://www.iac.cnr.it/personale/daniela-de-canditiis

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bando PA SECS-S/06 a Verona, Dipartimento di Scienze Economiche, scadenza 15/6/2023
by Cecilia Mancini 20 May '23

20 May '23

Il Dipartimento di Scienze Economiche dell'Università degli Studi di Verona ha bandito una procedura selettiva per PROFESSORE ASSOCIATO, nel settore SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie Il bando è uscito nella Gazzetta Ufficiale - IV Serie Speciale n. 37 del 16/05/2023 Ed è disponibile alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/.../chiamata-professore.../11517<https://l.facebook.com/l.php?u=https%3A%2F%2Fwww.univr.it%2Fit%2Fconcorsi%2…> con Cod. 2023pa18003 La scadenza per la presentazione delle domande è il 15 GIUGNO 2023 alle ore 20.00 Saluti, Cecilia

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Tenure-Track Assistant professor in Statistics @University of Milan
by Luca Rossini 19 May '23

19 May '23

Dears, We are hiring a tenure-track assistant professor (RTDB) in Statistics at University of Milan. The candidate should hold a Ph.D. degree in Statistics or Econometrics or Economics or equivalent, from an Italian or foreign university, she/heshould have at least three years as a post doc or lecturer position or being in possession of the Italian habilitation. The knowledge of Italian is not required. The *baseline gross salary is approximatively 44.000€* per annum for *3 years and tenure (as an associate professor) in possession of the Italian Habilitation**. * *Important tax reductions *may apply for 5 or more years according to the Italian rules for candidates who reside abroad. The department of Economics, Management and Quantitative methods was selected for a second consecutive five-year period (2023-2027) as one of the "Departments of Excellence" (Dip di Eccellenaa) by the Italian Ministry of University and Research (MIUR). Here is the link to the *detailed description of the procedure*: https://www.unimi.it/en/node/46828 (Deadline 12 June 2023). If you have questions, feel free to send an email to ceeds(a)unimi.it Best regards Luca Rossini -- Dr. Luca Rossini Lecturer (Assistant Professor Tenure Track) in Statistics, Department of Economics, Management and Quantitative Methods University of Milan (Statale), Italy email:luca.rossini87@gmail.com luca.rossini(a)unimi.it skype: luca.rossini14 web:https://lucarossini.wixsite.com/luca-rossini

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SPASS Seminar: Francesco Russo
by Andrea Agazzi 19 May '23

19 May '23

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Semimartingales with jumps, weak Dirichlet processes and path-dependent martingale problems* by *Francesco Russo* (ENSTA-Paris) The seminar will take place on *TUE, 23.05.2023* at *14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: In this talk we will revisit the notion of weak Dirichlet process which is the natural extension of semimartingale with jumps. If X is such a process, then it is the sum of a local martingale M and a martingale ortogonal process A in the sense that [A, N] = 0 for every continuous local martingale N . We remark that if [A] = 0 then X is a Dirichlet process. The notion of Dirichlet process is not very suitable in the jump case since in this case A is forced to be continuous.The talk will discuss the following points.1. To provide a (unique) decomposition which is also new for semimartingales with jumps.2. To discuss some new stability theorem for weak Dirichlet processes through C^{0,1} transformations.3. To discuss various examples of such processes arising from path-dependent martingale problems. This includes path-dependent stochastic differential equations involving a distributional drift and with jumps.The talk is based on a joint paper with E. Bandini (Bologna).*

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third edition of: the mathematics of subjective probability
by Pietro Rigo 19 May '23

19 May '23

This is to announce the 3rd edition of the workshop on The Mathematics of Subjective Probability<https://www.msp2023.campus.unimib.it/>: Topics in economics and probability to be held at the University Milano-Bicocca in Milan on 11-13 September 2023. Invited speakers are: * Mathias Beigleböck (Wien University); * Alain Chateauneuf (Paris School of Economics); * Giorgio Fabbri (University of Grenoble); * Fabio Maccheroni (Bocconi University); * Max Nendel (University of Bielefeld); * Giuseppe Savaré (Bocconi University); * Nizar Touzi (Ecole Polytechnique); * Vladimir Vovk (Royal Holloway, London). The registration<https://www.msp2023.campus.unimib.it/registration> is free but mandatory. Deadline for registering is 31st July. Feel free to circulate this announcement to anyone who may be interested in the workshop. Best wishes, Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

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Seminar by G. Giorgio at UniMiB [23 May]
by Maurizia Rossi 18 May '23

18 May '23

Dear colleagues, I am glad to announce the following Probability Seminar Speaker: *Giacomo Giorgio* (Università di Roma "Tor Vergata") *Title:* Bivariate fractional Ornstein-Uhlenbeck process: basic properties and estimators. *Abstract:* Please, see the attached file. *Date and time:* Tuesday *23 May,* *15:30*-16:30, *Aula 3014* Building *U5*/RATIO, Univ. *Milano-Bicocca*. Best regards, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminar: Rongfeng Sun at Tor Vergata
by Michele Salvi 18 May '23

18 May '23

Dear all, On Wednesday, May 24th, at 14h00 in Aula 2001 (change of usual place! Aula 2001 is on the top floor of the Math Department, close to the copy shop) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Rongfeng Sun (NUS Singapore) with the seminar “A new correlation inequality for Ising models with external fields" Abstract: We study ferromagnetic Ising models on finite graphs with an inhomogeneous external field. We show that the influence of boundary conditions on any given spin is maximised when the external field is identically 0. One corollary is that spin-spin correlation is maximised when the external field vanishes. In particular, the random field Ising model on Z^d, d ≥ 3, exhibits exponential decay of correlations in the entire high temperature regime of the pure Ising model. Another corollary is that the pure Ising model on Z^d, d ≥ 3, satisfies the conjectured strong spatial mixing property in the entire high temperature regime. Based on joint work with Jian Ding and Jian Song. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… . The seminar is part of the Excellence Project MatMod@TOV.

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13th International Conference on Extreme Value Analysis
by Simone Padoan 18 May '23

18 May '23

A tutti gli interessati The 13th International Conference on Extreme Value Analysis that will be hosted by Bocconi University from June 26 to June 30, 2023 in Milan. Please, see https://dec.unibocconi.eu/research/extreme-value-analysis-eva-2023 The EVA conference aim is to bring together researchers in Extreme Value Theory, Methods and its Applications. The conference will be concerned with a broad spectrum of topics ranging from * Heavy-tailed phenomena; * Time series; Large deviations; * Multivariate modelling; Rare events; * Spatio-temporal processes; to * Machine Learning; * Graphical Modelling; * Big data; * Networks; and will include many important applications such as * Energy Systems; * Climate; * Public Health; * Epidemiology; * Life Sciences; * Insurance and Finance. The registration is still open, please visit the subsection "Registration" of the conference website, https://dec.unibocconi.eu/research/extreme-value-analysis-eva-2023 Yours sincerely,  Simone Padoan - chair of the organising committee  Clément Dombry - chair of the scientific committee [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] <https://giving.unibocconi.it/5x1000> Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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Seminario di Davide Gabrielli alla Sapienza
by Faggionato, Alessandra 17 May '23

17 May '23

Buongiorno, Martedì 23 Maggio alle ore 14:00 in Sala di Consiglio (Dipartimento di Matematica, Università La Sapienza) avrà luogo il seguente seminario: Speaker: Davide Gabrielli (Università dell'Aquila) Title: HIDDEN TEMPERATURE IN THE KIPNIS-MARCHIORO-PRESUTTI MODEL Abstract: Stationary non equilibrium states (SNS) have a rich and complex structure. The large deviations rate functionals for the empirical measure of a few one dimensional SNS of stochastic interacting systems have been computed, among which the boundary driven exclusion process and Kipnis-Marchioro-Presutti (KMP) model. The corresponding rate functionals are not local due to the presence of long range correlations. We show for the KMP model that this can be explained by introducing new variables that can be interpreted naturally as the temperatures of the oscillators that are exchanging the energies. When two oscillators exchange energy they thermalize at the same time. We deduce that the invariant measure of the boundary driven KMP model is a mixture of inhomogeneous products of exponential distributions, the law of the mixture is the invariant measure of the auxiliary temperature process. This is a joint work with Anna De Masi and Pablo Ferrari. We show moreover that a similar representation of the invariant measure holds also for the boundary driven harmonic model; in this case the hidden variables are distributed according to the order statistics of uniform random variables. This is a joint work with G. Carinci, C. Franceschini, C. Giardinà and D. Tsagkarogiannis. Grazie dell'attenzione Saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Second Call: Workshop: "Junior Researchers in Stochastic Optimal Control" in Berlin, Aug 31/Sep 1, 2023
by Körber, Laura Claudia 17 May '23

17 May '23

Dear colleagues, Let us draw your attention to the workshop for --- JUNIOR RESEARCHERS IN STOCHASTIC OPTIMAL CONTROL (JRSOC) --- jointly organized and supported by the IRTG 2544 “Stochastic analysis in interaction” (Berlin), the TU Berlin, the WIAS Berlin, and the EPSRC CDT “Mathematics of Random Systems” (University of Oxford). The workshop will take place in presence in Berlin from Thursday, August 31, to Friday, September 1, 2023. The workshop is intended to offer junior researchers in Stochastic Optimal Control a platform to extend their knowledge in the field, to present and discuss their own work, and to possibly initiate future collaborations. With five keynote lectures given by distinguished researchers and a number of contributed talks, the workshop aims at covering the latest developments and classical topics in Stochastic Optimal Control including Machine Learning, Mathematical Finance, Mean Field Models, Infinite Dimensional Problems, Stochastic Games, and many more. The keynote lectures will be given by: -- Roxana Dumitrescu (King’s College London), -- Johannes Muhle-Karbe (Imperial College London), -- David Siska (University of Edinburgh), -- Peter Tankov (ENSAE Paris), -- Gianmario Tessitore (University Milano-Bicocca). We warmly invite junior researchers to apply for contributed talks and/or financial support. The deadline for both is May 31, 2023. Registration to the workshop is free but mandatory, and possible until June 30, 2023. More details can be found on the conference website under: --- https://www.wias-berlin.de/workshops/JRSOC23/ --- We are looking forward to welcoming you in Berlin. In case of further questions, please do not hesitate to contact us per e-mail at jrsoc23(a)wias-berlin.de. Best regards, The Organizing Committee Peter Bank, Sebastian Ertel, Sascha Gaudlitz, Yifan Jiang, Hannes Kern, Laura Körber, Alexander Merkel, Shyam Popat, Emanuel Rapsch, Thomas Wagenhofer

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Padova seminars in Probability and Finance- Alice Callegaro (TU Munich and Johannes-Gutenberg Universität Mainz)
by alessandra bianchi 16 May '23

16 May '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on May 26 at 14.30 at the Math Department of Padova. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ Seminars in Probability and Finance *Speaker:* Alice Callegaro (TU Munich and Johannes-Gutenberg Universität Mainz) *Title:* Survival and complete convergence for a branching annihilating random walk *Date and time*: Friday, May 26, 2023 at 14.30 *Place*: room 2BC30 at the Department of Mathematics, University of Padova *Zoom link:* https://unipd.zoom.us/j/88429828028 (Meeting ID 884 2982 8028 ) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract:* We study a branching annihilating random walk (BARW) in which particles move on the discrete lattice in discrete generations. Each particle produces a poissonian number of offspring which independently move to a uniformly chosen site within a fixed distance from their parent's position. Whenever a site is occupied by at least two particles, all the particles at that site are annihilated. This can be thought of as a very strong form of local competition and implies that the system is not monotone. For certain ranges of the parameters of the model we show that the system dies out almost surely or, on the other hand, survives with positive probability. In an even more restricted parameter range we strengthen the survival results to complete convergence with a non-trivial invariant measure. A central tool in the proof is comparison with oriented percolation on a coarse-grained level, using carefully tuned density profiles which expand in time and are reminiscent of discrete travelling wave solutions. Based on a joint work with Matthias Birkner (JGU Mainz), Jiří Černý (University of Basel), Nina Gantert (TU Munich) and Pascal Oswald (University of Basel/JGU Mainz). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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5th International Workshop on eXplainable Knowledge Discovery in Data Mining -- Call for Papers
by REGOLI DANIELE 16 May '23

16 May '23

XKDD 2023 - Call for Papers ------------------------------------------------------------------------- 5th ECML-PKDD International Workshop on eXplainable Knowledge Discovery in Data Mining ------------------------------------------------------------------------- Torino, 18th September 2023 http://xkdd2023.isti.cnr.it/ (co-located with the ECML-PKDD 2023 conference https://2023.ecmlpkdd.org/) CONTEXT & OBJECTIVES In the past decade, machine learning based decision systems have been widely used in a wide range of application domains, like credit score, insurance risk, and health monitoring, in which accuracy is of the utmost importance. Although the support of these systems has an immense potential to improve the decision in different fields, their use may present ethical and legal risks, such as codifying biases, jeopardizing transparency and privacy, and reducing accountability. Unfortunately, these risks arise in different applications. They are made even more serious and subtly by the opacity of recent decision support systems, which are often complex and their internal logic is usually inaccessible to humans. Nowadays, most Artificial Intelligence (AI) systems are based on Machine Learning algorithms. The relevance and need for ethics in AI are supported and highlighted by various initiatives arising from the researches to provide recommendations and guidelines in the direction of making AI-based decision systems explainable and compliant with legal and ethical issues. These include the EU's GDPR regulation which introduces, to some extent, a right for all individuals to obtain ``meaningful explanations of the logic involved'' when automated decision making takes place, the ``ACM Statement on Algorithmic Transparency and Accountability'', the Informatics Europe's ``European Recommendations on Machine-Learned Automated Decision Making'' and ``The ethics guidelines for trustworthy AI'' provided by the EU High-Level Expert Group on AI. The challenge to design and develop trustworthy AI-based decision systems is still open and requires a joint effort across technical, legal, sociological and ethical domains. The purpose of XKDD, eXaplaining Knowledge Discovery in Data Mining, is to encourage principled research that will lead to the advancement of explainable, transparent, ethical and fair data mining and machine learning. Also, this year the workshop will seek submissions addressing uncovered important issues in specific fields related to eXplainable AI (XAI), such as XAI for a more Social and Responsible AI, XAI as a tool to align AI with human values, XAI for Outlier and Anomaly Detection, quantitative and qualitative evaluation of XAI approaches, and XAI case studies. The workshop will seek top-quality submissions related to ethical, fair, explainable and transparent data mining and machine learning approaches. Papers should present research results in any of the topics of interest for the workshop, as well as tools and promising preliminary ideas. XKDD asks for contributions from researchers, academia and industries, working on topics addressing these challenges primarily from a technical point of view but also from a legal, ethical or sociological perspective. Topics of interest include, but are not limited to: TOPICS - XAI for Social AI - XAI for Responsible AI - XAI to Align AI with Human Values - XAI for Outlier and Anomaly Detection - Quantitative and Qualitative Evaluation of XAI approaches - Transparent-by Design Models - XAI Case studies - XAI for Privacy-Preserving Systems - XAI for Federated Learning - XAI for Time Series based Approaches - XAI for Graph based Approaches - XAI for Visualization - XAI in Human-Machine Interaction - XAI in Human-in-the-Loop Interactions - Counterfactual Explanations - Human-Model Interfaces for XAI approaches - Explainable Artificial Intelligence (XAI) - Interpretable Machine Learning - Transparent Data Mining - XAI for Fairness Checking - Explanation, Accountability and Liability from an Ethical and Legal Perspective Also, the XKDD 2023 edition is co-organized with DynXAI - Explainable Artificial Intelligence: From Static to Dynamic. SUBMISSION & PUBLICATION All contributions will be reviewed by at least three members of the Program Committee. As regards size, contributions can be up to is 14 pages references excluded in LNCS format, i.e., the ECML PKDD 2023 submission format. All papers should be written in English. The following kinds of submissions will be considered: research papers, tool papers, case study papers and position papers. Detailed information on the submission procedure is available at the workshop web page: http://xkdd2023.isti.cnr.it/ If pandemic conditions permit, the workshop will be held in an on-site format. Recordings of the lectures will be made available to all registered participants. Accepted papers will be published after the workshop by Springer in a volume of Lecture Notes in Computer Science (LNCS). The condition for inclusion in the post-proceedings is that at least one of the co-authors registered to ECML-PKDD and presented the paper at the workshop. Pre-proceedings will be available online before the workshop. We also allow accepted papers to be presented without publication in the conference proceedings if the authors choose to do so. Some of the full paper submissions may be accepted as short papers after review by the Program Committee. A special issue of a relevant international journal with extended versions of selected papers is under consideration. The submission link is: https://cmt3.research.microsoft.com/ECMLPKDDworkshop2023/Track/16/Submissio… The XKDD 2023 workshop is co-organized and will be held jointly the DynXAI 2023 workshop, please visit https://sites.google.com/view/dynxai-ecmlpkdd-2023/ for the detailed CfP. IMPORTANT DATES Paper Submission deadline: June 20, 2023 Accept/Reject Notification: July 13, 2023 Camera-ready deadline: July 31, 2023 Workshop: September 18, 2023 PROGRAM CO-CHAIRS * Przemyslaw Biecek, Warsaw University of Technology, Poland * Tania Cerquitelli, Politecnico di Torino, Torino, Italy * Riccardo Guidotti, University of Pisa, Italy * Francesca Naretto, Scuola Normale Superiore, Pisa, Italy * Daniele Regoli, Instesa Sanpaolo, Italy PROGRAM COMMITEE * Miguel Couceiro, Università de Lorraine, France * Alessandro Castelnovo, Intesa Sanpaolo, Italy * Riccardo Crupi, Intesa Sanpaolo, Italy * Josep Domingo-Ferrer, Universitat Rovira i Virgili, Spain * FranÃ§oise Fessant, Orange Labs, France * Salvatore Greco, Politecnico di Torino, Italy * Andreas Holzinger, Medical University of Graz, Austria * Paulo Lisboa, Liverpool John Moores University, UK * Marcin Luckner, Warsaw University of Technology, Poland * Amedeo Napoli, CNRS, France * John Mollas, Aristotle University of Thessaloniki, Greece * Enea Parimbelli, University of Pavia, Italy * Francesca Pratesi, ISTI-CNR, Italy * Roberto Prevete, University of Napoli, Italy * Antonio Rago, Imperial College London, UK * Eliana Pastor, Politecnico di Torino, Italy * Jan Ramon, Inria, France * Xavier Renard, AXA, France * Mahtab Sarvmaili, Dalhousie University, Canada * Udo Schlegel, Konstanz University, Germany * Mattia Setzu, University of Pisa, Italy * Dominik Slezak, University of Warsaw, Poland * Myra Spiliopoulou, University Magdeburg, Germany * Francesco Spinnato, Scuola Normale Superiore, Italy * Grigorios Tsoumakas, Aristotle University of Thessaloniki, Greece * Genoveva Vargas-Solar, CNRS, LIRIS, France * Albrecht Zimmermann, Università de Caen, France INVITED SPEAKERS * Andreas Theissler, Aalen University of Applied Sciences, Aalen, Germany * Dino Pedreschi, University of Pisa, Italy (tentative) STEERING COMMITTEE * Riccardo Guidotti, University of Pisa * Anna Monreale, University of Pisa * Salvatore Rinzivillo, ISTI-CNR, Pisa CONTACT All inquiries should be sent to francesca.naretto(a)di.unipi.it, riccardo.guidotti(a)unipi.it Prima di stampare, pensa all'ambiente ** Think about the environment before printing ________________________________ Il presente messaggio, inclusi gli eventuali allegati, ha natura aziendale e potrebbe contenere informazioni confidenziali e/o riservate. 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Workshop in Prato on Random games and machine learning
by Giacomo Aletti 16 May '23

16 May '23

Ricevo e inoltro, scusandomi per ricezioni multiple. Giacomo Aletti ================================= We are delighted to announce the workshop 'Random Games and Machine Learning' which will take place in Prato 17-20 June 2023 (Monash Campus Prato), Italy. The list of participants includes Itai Arieli (Technion), Andrea Collevecchio (Monash University), Fabio Coppini (Luiss), Tim Garoni (Monash University), Robert Griffiths (Monash University), Kais Hamza (Monash University), Fima Klebaner (Monash University), Gabor Lugosi (Pompeu Fabra), Hlafo Alfie Mimun <https://sites.google.com/view/hlafoalfie-mimun/home-page?authuser=0> (LUISS), Arkadi Predtetchinski (Maastricht), Matteo Quattropani (Sapienza Università di Roma), Marco Scarsini (LUISS), Pierre Tarrès (NYU Shanghai), Adrian Vetta (Montreal) , Fima Klebaner (Monash) Vladka Seckarova (Monash), Fabio Coppini (Luiss). The website (under construction) is https://sites.google.com/view/randomgames2023/ The program will be published soon. If you would like to participate, please contact us asap at andrea.collevecchio(a)monash.edu Thanks, Andrea (on behalf of the organizing committee) -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090

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