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Procedura selettiva 2023RUB07 - RTDb 13D3
by Alessandra Fabbri Colabich 25 Aug '23

25 Aug '23

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per l'assunzione di 1 Ricercatore a tempo determinato RTD-B, nel settore concorsuale 13D3, presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2023RUB07 La *scadenza* per la presentazione delle domande è il *31 agosto 2023 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich

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Workshop Eco-Stat Asymptotics, 11/9/2023 Verona
by Cecilia Mancini 23 Aug '23

23 Aug '23

Dear All, we are glad to announce the 1st Workshop on Eco-Stat Asymptotics, organized by the Department of Economics of the University of Verona, which will take place on September 11th 2023 in via Cantarane 24, Verona 9:10-10:00 Nakahiro Yoshida (University of Tokyo), TBD 10:00-10:50 Ismaël Castillo (Sorbonne Université), Bayesian nonparametric adaptation with heavy-tailed prior 11:20-12:10 Olga Klopp (ESSEC Business School), Optimality of Variational Inference for Stochastic Block Model 12:10-13:00 Botond Szabo (Bocconi University), Theoretical guarantees for Variational Bayes 14:30-15:20 Matteo Pelagatti (University of Milan Bicocca), Measuring, testing and understanding dependence between two random variables of any kind 15:20-16:10 Giuseppe Buccheri (University of Verona), Statistical identification of linear stochastic differential equations with unobservable drift process 16:40-17:30 Paolo Dai Pra (University of Verona), Polarization and Coherence in Mean Field Games Driven by Private and Social Utility 17:30-18:20 Mathieu Rosenbaum (École Polytechnique), TBD Registration is free, but mandatory before September 4th 2023 Website linux2.dse.univr.it/wesa/<http://linux2.dse.univr.it/wesa/> The workshop is co-sponsored by the group GNAMPA - INdAM. We look forward to welcoming you in Verona! Best regards, Cecilia

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Fwd: Call for expressions of interest for faculty positions at GSSI
by Faggionato, Alessandra 22 Aug '23

22 Aug '23

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: GSSI Probability & Math Phys Group <proba(a)gssi.it> Date: Tue, 8 Aug 2023 at 15:00 Subject: Call for expressions of interest for faculty positions at GSSI To: <proba(a)gssi.it> Dear colleagues, The Mathematics Division at the Gran Sasso Science Institute (GSSI) invites expressions of interest for - *a faculty position at the Assistant Professor level (Tenure Track - RTDB)** in** Mathematical Physics *and Probability: - an associate professor position in Numerical Analysis. from highly qualified researchers worldwide. More information are available at the following link https://www.gssi.it/communication/announcements/item/23423-expression-of-in… The expressions of interest should be sent at the earliest convenience and in any case not later than *October 20, 2023 *(Math Phys and Probability) and *December 20, 2023* (Numerical Analysis) respectively. We would be grateful if you could circulate the following information among potential interested researchers. With best regards, The GSSI Mathematics Group -- ************************************************* 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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Two-year postdoc position at the Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 18 Aug '23

18 Aug '23

Dear colleagues, I would like to advertise the call for a two-year postdoc position at the Scuola Normale Superiore on: “Statistical, Machine Learning and Artificial Intelligence models for Economics and Finance” as part of the research projects “SoBigData++: European Integrated Infrastructure for Social Mining and Big Data Analytics” and “SoBigData RI Preparatory Phase Project”. Deadline for applications: September, 11th 2023 at 04:00 pm (Italian time) The call, both in Italian and English, as well as instructions for application, can be found here: Portale Trasparenza Scuola Normale Superiore - Assegno di ricerca Modelli statistici, di Machine Learning e di Intelligenza Artificiale per l’Economia e la Finanza / Research contract named Statistical, Machine Learning and Artificial Intelligence models for Economics and Finance (sns.it) <https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_15438_874_1.html> Do not hesitate to contact me for further information. Best regards Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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3 years long Postdoc position at the SNS
by Stefano Marmi 17 Aug '23

17 Aug '23

Dear colleagues, I would like to advertise the call for one three-years long post-doc position at the Scuola Normale Superiore, financed on a grant provided by Fineco Asset Management, on "Applications of Machine Learning and Artificial Intelligence methods in Quantitative Finance and Investments" The deadline is September, 11th 2023 at 04:00 pm CEST. The research activity will be done in close collaboration with the Fineco Asset Management quantitative team in Dublin (Ireland) and will include visits, also of several weeks, at Fineco headquarter in Dublin. The call, both in italian and english, as well as instructions for application, can be found here: Portale Trasparenza Scuola Normale Superiore - Assegno di ricerca Applicazioni del Machine Learning e dell’Intelligenza Artificiale alla Finanza Quantitativa e agli Investimenti / Research contract Applications of Machine Learning and Artificial Intelligence methods in Quantitative Finance and Investments (sns.it) <https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_15436_874_1.html> The webpage of the quantitative finance group at the Scuola Normale Superiore is http://mathfinance.sns.it/ Do not hesitate to contact me or Fabrizio Lillo for further information. Best regards Stefano Marmi

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3-year postdoc position at TU Graz, Austria
by Mihyun Kang 14 Aug '23

14 Aug '23

Applications are invited for a postdoc position for 3 years at the Graz University of Technology (TU Graz), Austria. The envisioned starting date is 1 November 2023, but starting earlier or later is possible. The candidate should exhibit a strong background and track record in discrete probability theory, especially in random discrete structures. The position is funded by the Austrian Science Fund (FWF) within the Austrian-German joint project "Sparse random combinatorial structures". There are no teaching obligations. The salary is according to the standard personnel costs and salaries for FWF projects (https://www.fwf.ac.at/en/research-funding/personnel-costs) -- the current gross monthly salary is 4,351.90 EUR (14 x a year). Application documents: - CV - short description of research interests - list of two people who may be contacted for reference letters All application documents in a single PDF-file should be submitted to Ms Karin Kernbichler karin.kernbichler(a)tugraz.at Applications received by 15 September 2023 will be given full consideration. The interview with short-listed candidates will take place online on 29 September. https://www.math.tugraz.at/comb/index.php?link=jobs

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Fwd: Postdoc in Bath
by Elisabetta Candellero 10 Aug '23

10 Aug '23

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Wed, Aug 9, 2023 at 3:03 PM Subject: Postdoc in Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, I am hiring a postdoc, for around 15 months, starting as soon as possible. The project is entitled "Branching random walks with dormancy among disasters", and the deadline to apply is 11th September. The advert is here: https://www.bath.ac.uk/jobs/Vacancy.aspx?id=23669 Please pass this on to anyone who might be interested. Apologies if you receive this more than once. Best wishes, Matt

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Associate Professor Position at Durham University
by Pietro Caputo 08 Aug '23

08 Aug '23

ricevo e inoltro: ------------------------------ *Da:* CHHITA, SUNIL <sunil.chhita(a)durham.ac.uk> *Inviato:* martedì 8 agosto 2023 12:15 *Oggetto:* Associate Professor Position at Durham University Dear Friends and Colleagues, Apologies if you receive more than one copy of this message. We are currently advertising a new faculty position (Associate Professor) in probability, stochastic analysis or a related area, to join the probability group <http://www.maths.dur.ac.uk/PiNE/prob_at_dur.html> at Durham University <https://www.dur.ac.uk/mathematical.sciences/>, UK. The closing date for applications is 20th September 2023. Please see the links for more details and on how to apply: Durham site <https://durham.taleo.net/careersection/du_ext/jobdetail.ftl?job=23001339&tz…> and Mathjobs <https://www.mathjobs.org/jobs/list/22741>. Please pass this email on to anyone who you think might be interested. Best wishes Sunil

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Season 5 of the One World ABC Seminar Series
by Massimiliano Tamborrino 05 Aug '23

05 Aug '23

Dear all, With Season over, it is time to look ahead towards Season 5 of the One World ABC seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…>. A few info on this regard: * The nominations for next OWABC speakers are now open. If you would like to hear from someone or would like to propose your nomination, please send an email to me (massimiliano.tamborrino(a)warwick.ac.uk) or to any of the other OWABC Organisers with the name of the speaker and a link to the relevant works (preprints are welcome). * We are glad to announce that Clara Grazian<https://www.sydney.edu.au/science/about/our-people/academic-staff/clara-gra…> (University of Sidney) and David Frazier<https://dtfrazier.netlify.app/> (Monash University) are now member of the Organising Committee. * Next year seminars are expected to run at 8am or 8.30am UK time. Obviously, ad-hoc arrangements will be taken when having speakers from America. I would like to wish you a great summer/winter break, best, Massimiliano on the behalf of the OWABC Organisers * ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Workshop “Replicability crisis in science?”| University of Padua, Italy | 19 September 2023
by Sara Pillan 03 Aug '23

03 Aug '23

Dear All, it is a pleasure to announce the *Workshop “Replicability crisis in science?”University of Padua, Italy, 19 September 2023* Speakers: Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber Cancer Institute, Harvard University, USA (https://scholar.harvard.edu/parmigiani) Prof. Branden Fitelson, Department of Philosophy and Religion, Northeastern University, USA (https://cssh.northeastern.edu/faculty/branden-fitelson/) Prof. Gianmarco Altoè, Department of Developmental Psychology and Socialisation, University of Padua ( https://www.dpss.unipd.it/en/gianmarco-altoe) Prof. Alessandra Salvan, Department of Statistical Sciences, University of Padua (https://homes.stat.unipd.it/alessandrasalvan/en/home-2/) Prof. Marzia Soavi, Department of Philosophy, Sociology, Education and Applied Psychology, University of Padua ( https://www.unipd.it/en/contatti/rubrica?detail=Y&ruolo=1&checkout=cerca&pe… ) Workshop content: When evaluating the reliability of scientific findings and predictions, a major concern is about their replicability, that is their consistency across different studies aimed at answering the same question. A ‘replicability crisis’ has been claimed in the last decades, denouncing that a large part of published research findings, especially in applied sciences, such as psychology or medicine failed to be confirmed by subsequent studies. Difficulties in moving from empirical evidence and data analysis to a scientific result push towards the need to clarify various aspects, such as rigorous definitions, the possible tools for understanding and communicating the uncertainty inherent in most scientific conclusions, the definition of non-questionable research practices. Workshop Website: https://replicabilityday.stat.unipd.it Registration: Registration for the workshop is now open on Eventbrite <https://www.eventbrite.it/e/biglietti-replicability-crisis-in-science-68647…> . Organizers: Department of Statistical Sciences, University of Padova, Italy: Alessandra Salvan and Bruno Scarpa Department of Philosophy, Sociology, Education and Applied Psychology, University of Padova, Italy: Massimiliano Carrara and Fabio Grigenti Further details can be found at https://replicabilityday.stat.unipd.it or contact Bruno Scarpa (scarpa(a)stat.unipd.it) Info: replicability(a)stat.unipd.it The workshop has been organised together with the twin event of the Summer school on “Replicability crisis in science?” <https://replicability.stat.unipd.it/>.

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PhD at the Scuola Normale Superiore (Pisa, Italy). Call 2023-2024
by Fabrizio Lillo 30 Jul '23

30 Jul '23

The call for applications to the 2023/2024 PhD program in Computational Methods and Mathematical Models for Sciences and Finance at the Scuola Normale Superiore, Pisa, see https://www.sns.it/en/computational-methods-and-mathematical-models-science… is available here https://www.sns.it/sites/default/files/2023-02/dd_bando_phd_2023-24_sci_sps… One of the fellowships is on a specific topic PNRR SoBigData.it project "*Data Science, Machine Learning and Artificial Intelligence*" The deadline is August 24 Please distribute this information to potentially interested candidates. Thank you very much in advance. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Tenure Track Assistant Professorship
by Marco Maggis 28 Jul '23

28 Jul '23

*Da:* Claudia Klüppelberg <cklu(a)cit.tum.de> *Inviato:* venerdì 28 luglio 2023 14:32 *A:* Marco Maggis <marco.maggis(a)unimi.it> *Cc:* Marco Maggis <marco.maggis(a)unimi.it> *Oggetto:* Tenure Track Assistant Professorship The Technical University of Munich (TUM) invites applications for the prestigious Rudolf Mößbauer Tenure Track Assistant Professorships to be appointed in spring 2024. Each such position is a W2 fixed-term (6 year) tenure-track professorship with the possibility for promotion to a tenured W3. The research areas considered in this year's call include time series, spatial statistics, and related topics under the broader heading of Statistical Modelling and Uncertainty Quantification for Spatio-Temporal Data. Applications are to be submitted online by Wednesday, September 20, 2023. Further information and instructions for how to apply can be found in the full call for applications at https://portal.mytum.de/jobs/professuren/NewsArticle_20230724_132730 For inquiries feel free to contact Prof. Mathias Drton <mathias.drton(a)tum.de >. -- Prof. Dr. Claudia Klüppelberg Department for Mathematics, Technical University of Munich Postal Address: Boltzmannstr. 3, 85748 Garching bei München Office Location: Parkring 13, 85748 Garching bei München e-mail: cklu(a)cit.tum.de <cklu(a)cit.tum.de> Support the activities of the Bernoulli Society by becoming a member http://www.bernoullisociety.org

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Correction: Associate professor in Finance
by Marco Maggis 28 Jul '23

28 Jul '23

With reference to the previous email: 1) Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for ASSOCIATE professor ( http://abilitazione.miur.it/public/index.php for applications), or must be holding an equivalent academic position abroad. 2) Deadline for application: August 25 at 12:00 Best regards Marco Maggis

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Associate professor in Finance
by Marco Maggis 27 Jul '23

27 Jul '23

The Department of Mathematics of the University of Milan is hiring an Associate Professor in Mathematical Methods for Finance and Economics (SECS-S/06). Interested candidates can apply online at the following link https://www.unimi.it/en/node/47320 The successful candidate is expected to contribute to the development of the department under the programme “Dipartimento di Eccellenza” ( https://www.miur.gov.it/dipartimenti-di-eccellenza) and also to the department’s academic teaching activities (with a teaching load of 120 hrs per year), its strategy and governance, as well as providing scientific leadership and participating in international and national grant applications. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for full professor ( http://abilitazione.miur.it/public/index.php for applications), or must be holding an equivalent academic position abroad. Salary is fixed by national standards and starts at 52000 EUR (gross). Taxes reduction may apply for 5 or more years according to the Italian rules for candidates moving to Italy from abroad. For any inquiry please do not hesitate to contact us. Marco Maggis Marco Frittelli

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Tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna (fwd)
by Tiziano Vargiolu 26 Jul '23

26 Jul '23

---------- Forwarded message ---------- Date: Wed, 26 Jul 2023 10:57:00 +0200 From: Christa Cuchiero <christa.cuchiero(a)univie.ac.at> Subject: Tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna Dear Giorgia, Claudio, Martino and Tiziano, I just wanted to inform you that a tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna has been announced, see https://personalwesen.univie.ac.at/en/jobs-recruiting/tenure-track-professo… I would be grateful if you could spread the information about the position in your networks and to let me know about potentially interested candidates. Thanks a lot in advance! Kind regards, Christa -- -- Univ.-Prof. Christa Cuchiero Department of Statistics and Operations Research University of Vienna Kolingasse 14-16 1090 Wien, Austria phone: +43 4277 38690 email: christa.cuchiero(a)univie.ac.at web: https://homepage.univie.ac.at/christa.cuchiero/

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MAF2024 - 1st Call for Conference Contributions - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 25 Jul '23

25 Jul '23

*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* *1ST Call for Conference Contributions* Dear All, I'm glad to send you the first call for MAF2024 contributions. For your convenience, please see the attached flyer. Best regards, Marco Corazza - Ca' Foscari University of Venice, Italy (On behalf of the Steering committee of MAF2024) *AIM* MAF2024 fosters collaboration between mathematicians and statisticians, to facilitate the development of theoretical and methodological advancements, as well as their applications. By leveraging this interdisciplinary approach, the conference aims to emphasize the synergy between these disciplines. MAF024 also promotes participation from both academicians and practitioners. *VENUE and DATES* • University of Le Havre Normandie – Le Havre Cedex, France • April Thursday 4 – Saturday 6, 2024 *TOPICS, but not limited to* Actuarial models, Artificial Intelligence, Behavioural finance, Blockchain technologies, Commodity markets analysis, Credit risk methods and models, Decentralized Finance, Digital asset analysis, ESG finance, FinTech, Fund performance evaluation, Insurance portfolio analysis, InsurTech, Interest rate models, Machine Learning, Management in insurance business, Methods and models for time series analysis, Models for financial derivatives, Multivariate techniques for financial markets analysis, Optimization, Pricing, Risk management, Sovereign risk, Static and dynamic portfolio selection and management, Text analysis, Trading systems. *ORGANIZERS* - University of Le Havre Normandie – Le Havre Cedex, France - Ca’ Foscari University of Venice – Venezia, Italy - University of Salerno – Fisciano (SA), Italy *STEERING COMMITTEE* - M. Corazza – Ca’ Foscari University of Venice, Italy - F. Gannon – University of Le Havre Normandie, France - F. Legros – ICN Business School, France - C. Perna – University of Salerno, Italy - C. Pizzi – Ca’ Foscari University of Venice, Italy - M. Sibillo – University of Salerno, Italy - V. Touzé – Sciences Po – OFCE, France *SCIENTIFIC COMMITTEE* Please, see https://apps.unive.it/server/eventi/76128/MAF2024_scientific-committee.pdf *CALL FOR CONTRIBUTIONS, mandatory*- Abstract submission: January 8, 2024 - Notification of abstract acceptance: January 24, 2024 *CALL FOR PAPERS, facultative* A short paper, 4 to 6 pages, can be submitted for publication after peer review in a book edited by Springer - Paper submission: January 8, 2024 - Notification of paper acceptance: January 24, 2024 - The final version of the paper, revised according the peer review, must be sent by February 6, 2024 *FEES* - Registration by January 31, 2024 - On-site: 220 euros; For students: 140 euros - Registration after January 31, 2024 - On-site: 300 euros; For students: 180 euros *FURTHER INFORMATION* - Organized sessions are solicited - All other necessary information (e.g., conference website address, where to stay, ...) will be provided soon. -- 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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3rd edition of: The Mathematics of Subjective Probability
by Pietro Rigo 24 Jul '23

24 Jul '23

Dear all, this is to recall 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. The three days of the workshop are devoted to: 11/09 THEORY OF DECISIONS * Vladimir Vovk (Royal Holloway, London), * Fabio Maccheroni (UNiversità Bocconi), * Lorenzo Bastianello (Università di Venezia), * Sabrina Mulinacci (Università di Bologna), * Giuseppe Attanasi (Università "La Sapienza"), * Aldo Montesano (Università Bocconi). 12/09 STOCHASTIC CONTROL * Nizar Touzi (Ecole Polytechnique), * Giorgio Fabbri (Université de Grenoble), * Max Nendel (Universitaet Bielefeld), * Alessandro Calvia (Università di Parma), * Giuseppina Guatteri (Politecnico di Milano), * Daria Ghilli (Università di Pavia), * Marta Leocata (Scuola Normale Superiore), * Cristiano Ricci (Università di Pisa). 13/09/ OPTIMAL TRANSPORT * Mathias Beiglboeck (Universitaet Wien), * Giuseppe Savaré (Università Bocconi), * Pietro Siorpaes (Imperial College, London), * Hugo Lavenant (Università Bocconi), * Giulia Cavagnari (Politecnico di Milano), * Giacomo Enrico Sodini (Universitaet Wien). The registration<https://www.msp2023.campus.unimib.it/registration> is free but mandatory. Deadline for registering is 20 August Feel free to circulate the announcement to anyone who may be interested in this workshop. Best wishes, Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

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rtd-B MAT/06 Università del Piemonte Orientale
by Anna Paola Todino 24 Jul '23

24 Jul '23

Dear Colleagues, A call for applications for a *tenure track position* (RTD-B) in Probability and Mathematical Statistics, SSD MAT/06, is open at The Department of Science, Technology and Innovation (DISIT) of Università del Piemonte Orientale. The deadline is July 27, 3 pm. The official call is available at the link: https://www.uniupo.it/it/concorsi/concorsi-il-personale-docente-e-ricercato… <https://www.uniupo.it/it/concorsi/concorsi-il-personale-docente-e-ricercato…> Please feel free to forward this message to potentially interested candidates. Best regards, Anna Paola Todino

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Bando dottorato presso Università degli Studi di Milano
by Stefania Ugolini 21 Jul '23

21 Jul '23

Cari colleghi. vorrei segnalare la scadenza imminente del seguente bando di dottorato. Resto a disposizione per ogni chiarimento. Cordiali saluti, Stefania Ugolini. Numero 1 borsa di studio messa a disposizione dall’Università degli Studi di Milano a valere su fondi del DM 118/2023 per dottorati di ricerca rientranti negli ambiti di interesse del PNRR per il seguente programma: “Clima, ambiente e degrado dei beni culturali: dalle molecole stocastiche interagenti alla nanoscala ai campi medi delle concentrazioni alla macroscala. Modellistica e stime con misure di laboratorio” (CUP G43C23000980006) Domanda di ammissione: dal 27/06/2023 al 26/07/2023 Lettere di referenza Il Collegio docenti richiede la presentazione di n. 1 lettera di referenza, da redigersi secondo il Modello 2 qui accluso, da trasmettere all’indirizzo e-mail segrdott.mat(a)unimi.it<mailto:segrdott.mat@unimi.it> BANDO: https://apps.unimi.it/files/bandi/bando-2024-2-dottorato-in-scienze-matemat…

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International Conference in Venice Social, Sovereign and Geopolitical Risks- CALL FOR PARTICIPATION
by Monica Billio 18 Jul '23

18 Jul '23

CREDIT2023 <https://www.greta.it/index.php/it/credit-2023> *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg),*European Investment Fund* (Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 21-22, 2023. The *CREDIT 2023* conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. *CREDIT 2023* is the *twenty-second *in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics* and *VERA – Venice centre in Economic and Risk Analytics for public policies - of the Ca' Foscari University of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. /Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The CREDIT 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems./ The Scientific Committee consists of: *Moritz Schularick* (Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University)* Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR)* Loriana Pelizzon* (Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer* (London Business School)* Marti Subrahmanyam* (NYU Stern Business School) * Christoph Trebesch* (Kiel Institute)** *PROGRAMME: Click here to see the conference programme <https://www.greta.it/index.php/it/general-information-credit23/programme-20…>* ** **REGISTRATION: Click here to register <https://registration.nexave.org/it/iscrizione-evento/27/22nd-international-…>** For the Registration Fees and more detailed information, please visit the *Conference website <https://www.greta.it/index.php/it/credit-2023>* *** Please accept our apologies for any crossed e-mails. ** Probably you are in our mailing list from very long time because you collaborated with us or with our associates, you asked to be informed about our activities, you attended our conferences or you submitted papers to our call for papers. If you would like to continue enjoying the benefits of keeping up to date with our future events, invitations, and developments, you do not need to do anything. If you would prefer to no longer receive communications from us, please send an email with Subject "Cancel from Mailing List" to credit(a)greta.it <mailto:credid@greta.it> BS <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> Privo di virus.www.avg.com <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2> -- 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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assegno di ricerca a Firenze
by Giacomo Scandolo 18 Jul '23

18 Jul '23

Assegno di ricerca, settore SECS-S/06, presso il Dipartimento DISEI dell'Università di Firenze. L'assegno è finanziato da fondi NGEU-PNRR attraverso il Partenariato Esteso PE-3 RETURN (Multi-Risk Science for Resilient Communities under a Changing Climate). E' richiesto il Dottorato di ricerca o titolo equivalente conseguito all'estero. Titolo: Incertezza di modello nella misurazione di rischi finanziari, energetici, climatici e naturali Descrizione: La ricerca riguarderà l’impatto che l’assunzione di un modello descrittivo-statistico ha sull’analisi e quantificazione dei rischi di diversa natura e sulle conseguenti politiche di mitigazione. Le applicazioni potranno essere ad ampio spettro, in linea con l'interdisciplinarietà del Partenariato. Responsabile scientifico: Prof. Giacomo Scandolo Durata: 24 mesi Inizio: novembre 2023 Lordo percipiente annuo: 26750 Euro E' inoltre prevista una "mobility allowance" lorda di 5670 Euro annui in caso di assegnista residente fuori dall'Italia. Scandenza domande: 03/08/2023 Data colloquio (online): 05/09/2023 Link al bando: (italiano) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… (inglese) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… Per ogni ulteriore informazione, contattare: giacomo.scandolo(a)unifi.it --------------------------------------------------------------------------------------------- Post-doc research grant at the Department of Economics (DISEI) of the University of Florence. The grant is financed by the NGEU-NRRP through the Extended Partnership PE-3 RETURN (Multi-Risk Science for Resilient Communities under a Changing Climate). A PhD degree is required for the position. Subject: Model uncertainty in financial, energy, climate, and natural risks assessment Description: The research activity will consider how selecting a descriptive-statistical model may impact on the analysis and assessment of different types of risks and on the derived mitigation policies. The range of possible applications is wide, in line with the interdisciplinary character of the PE-3. Duration: 24 months Start date: November 2023 Salary (annual, gross): 26750 Euro There is also a "mobility allowance" of 5670 Euro (annual, gross) in case the grant holder is officially resident outside Italy. Application deadline: 03/08/2023 Online interviews: 05/09/2023 Link to the call: (italian) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… (english) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… For any further information, please contact: giacomo.scandolo(a)unifi.it

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AVVISO DI SEMINARIO
by Barbara Martinucci 17 Jul '23

17 Jul '23

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Il dott. *Costantino RICCIUTI* (Università di Roma "La Sapienza", Dipartimento di Scienze Statistiche) terrà, giovedì 20 luglio, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Multivariate subordination, generalized fractional equations **and anomalous diffusion* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* * Alessandra Meoli* * Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6p… *Abstract* In this talk we consider multiparameter Levy processes and multivariate subordinators in the sense of [1]. These models are not as well-known as other multiparameter extensions of Levy processes, such as the Brownian sheet or the Additive processes, yet they lead to a number of results that are interesting both in Analysis and Statistical Physics. Inspired by [1], we develop a theory for subordination of random fields, also providing a Phillips-type formula. This allows us to obtain stochastic solutions to systems of differential or integro-differential equations. We also study the composition of multiparameter Levy processes by means of the so-called "inverses" of multivariate subordinators. The resulting processes have interesting long range dependence properties and are governed by non local equations (potentially exhibiting fractional operators). As a byproduct, we present a model of anomalous diffusion where the particle moves within anisotropic media. The results presented in this talk are taken from [2] and [3]. [1] O. Barndorff-Nielsen; J. Pedersen; K. Sato. Multivariate subordination, self-decomposability and stability. Adv. in Appl. Probab. 33 (1), 160-187, 2001. [2] L. Beghin; C. Macci; C. Ricciuti. Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics. Stoch. Proc. Appl. 130(10), pp. 6364-6387, 2020. [3] F. Iafrate; C. Ricciuti. Some families of random fields related to multiparameter Levy processes. arXiv preprint arXiv:2211.00346, 2022.

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Conference Discrete Probability Days at CRM Barcelona
by Elisabetta Candellero 17 Jul '23

17 Jul '23

Ricevo e inoltro con piacere. Elisabetta ------------------------- From Monday October, 16th (morning) to Friday, October 20th (noon) a conference in the broad scope of discrete probability will take place at CRM Barcelona (for a preliminary, not yet final list of speakers see https://www.crm.cat/discrete-probability-days/) Participation is free (ignore the payment information on the website), but space is limited, so registration is obligatory. There is a very limited space for contributed talks and very limited funding for master students/PhD students/postdocs for accommodation on campus in double rooms from Sunday, October 15th to Friday, October 20th (see https://vilauniversitaria.uab.cat/en/get-to-know-the-vila/virtual-tour/) Related to the workshop, on October 10th and 11th, there will be a mini-course on different models for random geometric graphs on CRM (participation at the course is free, but there is no funding for the time of the course) . In case you are interested in participation, send your CV, a short motivation letter (from a scientific point of view and also explaining why you need funding if you apply for this) together with two names for references (no need for reference letters), and state clearly whether you want to participate at the mini-course, and/or you want to give a talk and/or you apply for funding for accommodation on campus, to dmitsche@ gmail.com. Deadline for applying: September 4, 2023. Priority for funding for accommodation during the conference will be given to participants at the mini-course (and depending on the CV).

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Convegno La Statistica al CNR al servizio del Paese
by Antonella Bodini 17 Jul '23

17 Jul '23

In occasione del Centenario del Consiglio Nazionale delle Ricerche, la sede milanese dell'Istituto di Matematica Applicata e Tecnologie Informatiche "E. Magenes" del CNR organizza la seconda edizione de "La Statistica al CNR al servizio del Paese", una giornata dedicata agli studi condotti da ricercatori CNR a favore dello sviluppo tecnologico, economico, sociale e culturale del Paese, in cui la Statistica ha un ruolo di rilievo. L'evento si svolgerà interamente online il 18 ottobre secondo il programma disponibile al sito [ http://stat100.mi.imati.cnr.it/ | http://stat100.mi.imati.cnr.it/ ] La partecipazione è gratuita, ma la registrazione è obbligatoria per ricevere le indicazioni sulle modalità di partecipazione online (i problemi di registrazione già segnalati sono stati risolti). Nell'occasione del Centenario, la giornata sarà aperta anche agli studenti degli ultimi anni delle scuole superiori. Si prega di volerne dare diffusione tramite i vostri contatti. Cordiali saluti. Antonella Bodini ----- Antonella Bodini CNR-IMATI via E. Bassini 15, 20133 Milano https://imati.cnr.it/mypage/people/BodiniAntonella.htm

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ricordo di Nicola Cufaro Petroni
by Antonio DI CRESCENZO 14 Jul '23

14 Jul '23

Care colleghe, cari colleghi, Lunedi 26 Giugno è venuto a mancare il nostro collega Nicola Cufaro Petroni. Nicola è stato uno studioso poliedrico, un didatta appassionato e un sostenitore convinto della pace e del disarmo. Come fisico teorico e matematico, ha dato preziosi contributi in vari ambiti, tra cui ricordiamo la Meccanica Stocastica, i Processi di Levy e l'Analisi Stocastica applicata alla Finanza. L'impegno didattico l'ha portato ad essere relatore di numerose tesi di dottorato di ricerca e di laurea, fornendo sempre, ai suoi allievi, problemi, consigli, sorrisi. Si è inoltre prodigato affinché nascesse l'orientamento di Matematica per la Finanza all'interno della Laurea Magistrale in Matematica, intessendo relazioni col mondo bancario-finanziario del territorio. Prova ulteriore del suo impegno rivolto ai giovani, sono i manuali di Calcolo delle Probabilità e una recente monografia di Teoria della Probabilità e Processi Stocastici per fisici. Il legame profondo con l'istituzione accademica l'ha portato ad impegnarsi per lunghissimo tempo all'interno degli Organi Collegiali di Ateneo, dove si è fatto interprete dei bisogni di crescita di tutta la comunità scientifica barese. Dopo il conseguimento del Diploma in Violino presso il Conservatorio "N. Piccinni", nel corso degli anni ha affiancato l'impegno accademico ad una rilevante attività concertistica, coinvolgendo anche studenti universitari in attività musicali all'interno delle strutture del nostro Ateneo. La sua passione didattica l'ha portato inoltre a tenere per anni un corso di Acustica Fisica presso il Conservatorio di Bari. Fautore del dialogo e dell'incontro non solo tra diverse componenti scientifiche, Nicola è stato anima e mente dell'Unione Scienziati per il Disarmo, e membro del Comitato per la Pace di Terra di Bari, facendosi apprezzare in tale ambito per i suoi interventi documentati e le sue analisi approfondite. Il suo enorme lascito per noi colleghi di Dipartimento e per tutta la comunità italiana di Probabilità e Statistica Matematica, sarà certamente fonte di ispirazione per idee e azioni. Yun Gang Lu, Marcello De Giosa, Vitonofrio Crismale, Stefano Rossi, Simone Del Vecchio, Maria Elena Griseta

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