- Random - Mailing list — Dipartimento di Matematica, UniPI

Seminar Prof. F. Patras at Università degli Studi di Milano
by Stefania Ugolini 28 Apr '23

28 Apr '23

Professor F. Patras (Univ. Côte d’Azur, CNRS) will give a seminar on Thursday, May 04th at 15:00, in Aula Dottorato, at the Department of Mathematics "Federigo Enriques", Università degli Studi di Miano. Title: "Wick polynomials, from classical to free probability." Abstract: Wick polynomials are a central object in quantum physics and classical probability (where they encode for example "chaos decompositions" - they provide an orthonormal basis of the space of square integrable functions of a Gaussian random variable). We will discuss an algebraic formulation of Wick's constructions that allows to generalize them to a wide variety of contexts, featuring free probability - a probability theory closely linked to random matrices but that appears in various recent works, in different areas. Stefania Ugolini (University of Milan) Francesco De Vecchi (University of Pavia)

1 0

PhD in Economics at Ca' Foscari University of Venice
by Roberto CASARIN 28 Apr '23

28 Apr '23

Dear Colleague, this is to inform you that the call for applications for the PhD in Economics at Ca' Foscari University of Venice is now open and published here: https://www.unive.it/pag/43333/ <https://www.unive.it/pag/43333/> [ITALIAN] https://www.unive.it/pag/43334/ [ENGLISH] We offer *7 positions with fully funded scholarships for 4** years *starting from September 2023. The amount of a scholarship is about 20.000 euros gross/year. From the first year, PhD students have 1624,30 euros/year to spend for conference participation or summer/winter schools. Deadline to apply: *May 31st 2023 at 1:00 PM (Italian time)*. *Join us for an information session on Zoom on Monday May 15th 2023 at 4:00pm* (CEST) and get to know our world-class program, faculty, placement and more. Sign up now to register and receive access to the event: https://unive.zoom.us/meeting/register/tZYtc-GsrToqG9OaVHw0PAx-XFJx96SThH6P You will receive an email of confirmation with the codes to enter the meeting. INOMICS: https://inomics.com/program/4-year-phd-economics-1447778 For information on the PhD programme in Economics: http://www.unive.it/phd-economics <http://www.unive.it/phdeconomics> For information on the call and procedures to apply, please contact: phd.application(a)unive.it - in twitter https://twitter.com/DipEcoUnive/status/1651556947898900480 - in instagram https://www.instagram.com/p/CrigF9ZIsw1 - in facebook https://www.facebook.com/photo/?fbid=813260863633324&set=a.613776353581777 Best regards, ********************************************************************************************** Cara/o Collega, Ti scrivo per segnalare l'apertura del bando per il programma di dottorato in Economics offerto dal Dipartimento di Economia dell'Università Ca’ Foscari di Venezia. Quest'anno sono disponibili 7 posti con borsa quadriennale (circa 20.000 € annui per l'intera durata del dottorato), più un posto per studenti stranieri in possesso di borsa di studio propria. Il bando si chiude il *31 maggio 2023 alle 13:00, ora italiana*. Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni nei settori della ricerca di organizzazioni internazionali, istituzioni pubbliche, imprese private, banche centrali e istituzioni finanziarie. L'ampio spettro di interessi di ricerca e la reputazione internazionale della faculty di area economica e quantitativa di Ca’ Foscari, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti ricevono adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Il *15 maggio alle ore 16:00 in Zoom è organizzato un incontro informativo sul dottorato*. E' richiesta la registrazione: https://unive.zoom.us/meeting/register/tZYtc-GsrToqG9OaVHw0PAx-XFJx96SThH6P Il bando è disponibile a questo link: https://www.unive.it/pag/43334/ Informazioni dettagliate sul PhD in Economics di Ca’ Foscari: http://www.unive.it/phdeconomics INOMICS: https://inomics.com/program/4-year-phd-economics-1447778 In allegato un pieghevole con le informazioni essenziali sul dottorato. - in twitter https://twitter.com/DipEcoUnive/status/1651556947898900480 - in instagram https://www.instagram.com/p/CrigF9ZIsw1 - in facebook https://www.facebook.com/photo/?fbid=813260863633324&set=a.613776353581777 Qualsiasi richiesta di informazioni riguardo il programma può essere rivolta alla Segreteria del dottorato all'indirizzo: sse(a)unive.it Cordiali saluti

1 0

Florence-Paris workshop on Statistics of Random Processes and Its Applications to Financial Econometrics, Florence, July 10-11, 2023
by Giacomo Toscano 28 Apr '23

28 Apr '23

Registration is open for the second edition of the Florence-Paris Workshop, organized by the Department of Economics and Management of the University of Florence and sponsored by the Institut Louis Bachelier of Paris. Registration is free. The workshop will take place on July 10-11, 2023. The theme of the second edition is Statistics of Random Processes and Its Applications to Financial Econometrics. The keynote speakers will be Jean Jacod (Sorbonne) and Valentina Corradi (University of Surrey). For further information, including the workshop program and the registration link, please consult the website: https://sites.google.com/unifi.it/2ndflopawp/home-page Best regards -- Giacomo Toscano, PhD Assistant Professor Department of Economics and Management University of Florence Via delle Pandette, 9, 50127, Florence, Italy https://www.unifi.it/p-doc2-2019-0-A-2c323c31382d-0.html https://sites.google.com/view/giacomo-toscano/home-page

1 0

Workshop on Fractional Calculus, Special Functions and Applications, Rome, 12 May 2023
by Enrico Scalas 28 Apr '23

28 Apr '23

Car* collegh*, Vi segnalo che, al Dipartimento di Scienze Statistiche di Sapienza, Universita' di Roma, il 12 maggio 2023, si terra' un simposio su calcolo frazionario, funzioni speciali e applicazioni con presentazioni probabilistiche. Trovate maggiori informazioni ai link seguenti: https://sites.google.com/view/fcsf2023/home https://sites.google.com/view/fcsf2023/programme Cordiali saluti, Enrico Scalas

1 0

Fwd: Course by Daniel Ueltschi (U Warwick) / May, 2-12 2023
by Faggionato, Alessandra 28 Apr '23

28 Apr '23

ricevo e con piacere inoltro saluti alessandra ---------- Forwarded message --------- From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it> Date: Fri, 28 Apr 2023 at 08:02 Subject: Course by Daniel Ueltschi (U Warwick) / May, 2-12 2023 Dear all, This is a gentle reminder for the course by Daniel Ueltschi <http://ueltschi.org/> (University of Warwick) on *Equilibrium Quantum Lattice Systems, *which will be held at the GSSI Main Lecture Hall from May 2nd to May 12th, according to the following calendar: Tue May 2nd, Wed May 3rd, Thu May 4th, Mon May 8th, Tue May 10th, Thu May 11th, from 9 to 11. It will also be streamed online at the link: https://zoom.us/j/97365002731?pwd=cmR1Y0RIV3lxTlJ5QWVJUlN0akNvQT09 ID riunione: 973 6500 2731 Passcode: MATHatGSSI A detailed list of topics covered in the class follows below, and it is also available at the page: https://indico.gssi.it/event/478/. For any further information, please do not hesitate to contact me. With best wishes, Serena ---------------------------- > *Equilibrium Quantum Lattice Systems* > Daniel Ueltschi <http://ueltschi.org/> (University of Warwick) > > Tentative list of topics covered in the class: > > 1. *Spin systems* > Hilbert spaces, spin operators, symmetries, hamiltonians. > Finite-volume Gibbs states. Correlation functions. > Thermodynamic limit of the free energy. > > 2. *Two results for quantum spins* > o No long-range order in two dimensions, in systems with continuous > symmetry. > o Long-range order in dimensions three and higher. > > 3. *Fermionic and bosonic systems* > Fock space, creation and annihilation operators. Bose-Einstein > condensation. > Hubbard model. > > 4. *Infinite-volume Gibbs states* > Tangent functionals to the free energy. KMS condition. > Extremal state decomposition. > > 5. *Probabilistic representations of quantum lattice systems* > Feynman-Kac representation of Bose and spin systems. > Loop representations. Poisson-Dirichlet conjecture. > > -------------------------------------------------- Serena Cenatiempo Gran Sasso Science Institute (GSSI) Viale Crispi n.7, 67100 - L'Aquila (Italy) phone: +39 0862 428 0276 email: serena.cenatiempo[at]gssi[dot]com homepage: http://www.serenacenatiempo.it/ -- You received this message because you are subscribed to the Google Groups "SMAQseminar" group. To unsubscribe from this group and stop receiving emails from it, send an email to smaqseminar+unsubscribe(a)gssi.it. To view this discussion on the web visit https://groups.google.com/a/gssi.it/d/msgid/smaqseminar/CA%2BWF-A4R9hSmgh6f… <https://groups.google.com/a/gssi.it/d/msgid/smaqseminar/CA%2BWF-A4R9hSmgh6f…> . For more options, visit https://groups.google.com/a/gssi.it/d/optout. -- ************************************************* 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

PhD Positions in Verona
by Alessandro Gnoatto 27 Apr '23

27 Apr '23

The PhD program in "Economics and Finance" at the Department of Economics at the University of Verona is now accepting applications. The novelty of this year is the introduction of the new “Data Analysis and Finance” track, whose objective is to prepare students for academic/professional careers in Financial Mathematics and Data Analytics according to the highest international standards. We welcome applications from students with a strong background in mathematics, physics, statistics, quantitative finance or other highly quantitative disciplines. During the first year, students will be offered a research-oriented training program. Core compulsory courses are: 1) Financial Time Series 2) Mathematical Statistics 3) Financial Mathematics 4) Continuous Time Econometrics 5) Stochastic Optimization and Control 6) Stochastic Processes in Finance Courses are coordinated by Giuseppe Buccheri, Alessandro Gnoatto, Cecilia Mancini, Athena Picarelli, Francesca Rossi, Catia Scricciolo, Sara Svaluto Ferro under the supervision of Alessandro Bucciol (director of the PhD program). We will also offer a wide basket of elective courses offered by leading international experts. Prospective topics are: Machine Learning in Finance Mean-field Games Financial Risk Management Discretization of Processes Corporate Finance The attendance of Summer and Winter schools and an international research stay of at least 6 months are strongly encouraged. Financial support is provided. We also provide financial support for lodging: up to 2500 EUR for the first year. Program webpage: https://www.dse.univr.it/?ent=cs&id=1008&lang=en Application deadline: 12 May 2023 at 12.00 noon (Italian time, GMT+1) — 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 E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

1 0

Seminar prof. Kohatsu-Higa at DISIM - University of L'Aquila
by Fabio Antonelli 27 Apr '23

27 Apr '23

Whoever is interested is welcome: We are pleased to announce that on Wednesday May 3rd 2023 at 2:30 p.m. at DISIM- University of L'Aquila - classroom A.1.6 (Coppito 0) Via Vetoio SNC - L'Aquila and online at the link (Join Zoom Meeting): https://ritsumei-ac-jp.zoom.us/j/99895927770?pwd=ZFEwc2FwU0VmdUJaZiszaTFsUE… Meeting ID: 998 9592 7770 Passcode: 273749 Prof. Arturo Kohatsu-Higa Department of Mathematical Sciences Ritsumeikan University 1-1-1 Nojihigashi, Kusatsu, Shiga, 525-8577, Japan Will give the talk: Can we differentiate a stopping time? Abstract: In various situations, one may be interested in the concept of differentiation of random variables or processes with respect to some underlying parameters. We will discuss this possibility in the case of random variables related to stopping times. Rather than discussing general theory (which we may), we will present basic examples that give hints about the general results and exhibit the difficulties involved in the development of general results. ________________________________ Fabio Antonelli DISIM - Università di L'Aquila

1 0

Nuovo bando 2023RUAPNRR_PE_04 relativo all'indizione di una procedura selettiva per l'assunzione di n. 3 ricercatori a tempo determinato
by Alessandra Fabbri Colabich 27 Apr '23

27 Apr '23

Si informa che è stato pubblicato il nuovo bando *2023RUAPNRR_PE_04* relativo all'indizione di una procedura selettiva per l'assunzione di n. 3 ricercatori a tempo determinato, ai sensi dell’art. 24, comma 3, lettera a) della Legge 30 dicembre 2010, n. 240 – 2023RUAPNRR_PE_04 - *SCADENZA PRESENTAZIONE DOMANDE: ORE 13:00 DELL' 8 MAGGIO 2023*. *-Allegato 03*: (13/D3) DEMOGRAFIA E STATISTICA SOCIALE (SECS-S/05) STATISTICA SOCIALE presso il Dipartimento di Scienze Statistiche - DSS Bando completo con tutti gli allegati al link: https://www.stat.unipd.it/bando-2023ruapnrrpe04-procedura-selettiva-lassunz… 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

mini-course Eva Löcherbach
by Stefano Pagliarani 26 Apr '23

26 Apr '23

Dear all, From May 4th to May 12th, at the Department of Mathematics of UNIBO, classroom Seminario II, and online at https://unibo.zoom.us/j/81075102690, Eva LÖCHERBACH (Université Paris 1 Panthéon-Sorbonne) will give a cycle of lectures entitled McKEAN-VLASOV MODELS FOR SYSTEMS OF SPIKING NEURONS The cycle is a 10-hour PhD mini course, but the attendance is open to any type of audience. Feel free to forward this message to whoever might be interested. The abstract and the schedule of the course are available at https://www.dm.unibo.it/seminari/mat/cycles/80 Best regards, Stefano Pagliarani

1 0

International Conference in Venice - Social, Sovereign and Geopolitical Risks - CALL FOR PAPERS
by Monica Billio 26 Apr '23

26 Apr '23

22nd INTERNATIONAL CONFERENCE C.r.e.d.i.t. 2023 *Social, Sovereign and Geopolitical Risks * Venice, Italy 21 –22 September 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 organasing a Conference to be held in Venice on September 21-22, 2023. The C.r.e.d.i.t. 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. The C.r.e.d.i.t. 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 C.r.e.d.i.t. 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 organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: * *Socio-economic Stability: *Future development of income (and wealth) inequality and social polarization; Risk, inequality and employment impacts of crises and policies; Gender and skilling issues will increase or help the transition?; * *Sovereign Risks: * Sovereign debt with low economic growth; Long term challenges for fiscal and monetary policies: green transformation, commodity prices, de-globalization and demographic trends; Inflation and exchange rate risks; Environmental and social inter-dependencies; social and environmental preferences and how these affect the stability and macroeconomic wellbeing of a given country; Challenges in measuring the ESG ratings of countries and thus of sovereign debt; * *Geopolitical Risks:* Global supply chain and de-globalization risks for finance; Do international energy price discrepancies pose risks for the competitiveness of EU firms’ and might this have implications for the real exchange rate to?; Risks stemming from accelerating deglobalisation; Cyber-risk vulnerabilities of banks and firms; * *Energy/Commodity Security:* Energy prices and financial performance of firms; Inefficiency of energy markets under scarcity; Transition costs under high energy and resource prices; Volatility of energy-related asset prices (both brown and green) and implications for medium and long term investments in energy production technologies, energy commodity assets and energy infrastructure; Implications of net zero policies for the prices of real estate assets, especially for homeowners and households; * *Long Run Investments and Portfolios:* Stability of asset market equilibria under low returns; Regulation (-demand) driven asset prices; Equilibrium asset price levels under structural transformation and high uncertainty; Net zero pledges and the possible trade-off between sustainability and returns; Engagement versus divesting. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Helen Rey* (London Business School), *Elisa Giuliani *(University of Pisa) and *Moritz Schularick *(Sciences Po Paris & University of Bonn). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference 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) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2023 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2023*. The final version of accepted papers must be received by August 31, 2023. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2023

1 0

EU-funded postdoc positions in Financial Data Science/Finland
by Juho Kanniainen (TAU) 26 Apr '23

26 Apr '23

Dear all, Would you like to get desired and prestigious EU funding for your Post-Doc? Research group on Financial Computing and Data Analytics/Tampere University/Finland is are seeking talented researchers in quantitative finance / financial data science? For more information, please visit https://bigdatafinance.eu/seeking-postdocs-for-data-science-in-finance/. Best regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Tampere University Computing Sciences/Statistical Data Analytics Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Mobile: +358 40 707 4532 E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen>

1 0

Postdoc position at the University of Bologna
by Fabrizio Lillo 26 Apr '23

26 Apr '23

Dear colleagues, I am currently advertising one two-year Postdoc position at the Department of Mathematics of the University of Bologna. The title of the postdoc is *Time-varying parameter models for market microstructure and networks* under the supervision of Fabrizio Lillo and Giacomo Bormetti. Deadline for application: May 18 2023. The call is published at the link: https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=66345 Please contact me (fabrizio.lillo(a)unibo.it) or Prof. Bormetti ( giacomo.bormetti(a)unibo.it) for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, 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

1 0

Workshop: "Junior Researchers in Stochastic Optimal Control" in Berlin, Aug 31/Sep 1, 2023
by Körber, Laura Claudia 25 Apr '23

25 Apr '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<mailto:jrsoc23@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

1 0

Corso Paul JENKINS (University of Warwick)
by Matteo Ruggiero 24 Apr '23

24 Apr '23

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting) con piacere annunciamo il seguente corso: -------------------------------------- Paul JENKINS (University of Warwick) SIMULATION AND INFERENCE IN POPULATION GENETICS Population genetics provides a rich source of data. We now have the ability to sequence, cost-efficiently, the genomes of a large number of individuals from a species. Patterns of variation in DNA sequences offer a rich insight into biological and demographic processes: mutation, natural selection, past migration events, admixture, population structure, and so on. But such data are high-dimensional, noisy, and - because of shared ancestry - not independent, giving rise to some challenging statistical problems. In this course we will cover two important models for the analysis of genetic data - the coalescent, and the Wright-Fisher diffusion. We will discuss methods of simulation of data from these models, as well as how to perform inference for key biological and evolutionary parameters, using techniques such as MCMC. -------------------------------------- Il corso si svolgerà esclusivamente in presenza secondo il seguente calendario: - mar 2 Maggio, h.16-18 - mer 3 Maggio, h.16-18 - ven 5 Maggio, h.11.15-13.15 (Aula 3) - mar 9 Maggio, h.14-16 - mer 10 Maggio, h.16-18 - gio 11 Maggio, h.16-18 - mar 16 Maggio, h.14-16 - mer 17 Maggio, h.16-18 Sede dei corsi: Aula 11 (tranne il 5/5), Terzo piano - Corso Unione Sovietica 218/bis, 10134, Torino. Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

Seminario A. Stamm presso Politecnico di Milano
by Laura Maria Sangalli 24 Apr '23

24 Apr '23

Si avvisa che in data 26-04-2023, alle ore 14:30 precise presso il Politecnico di Milano, Dipartimento di Matematica (Edificio 14 - La Nave), in Aula Saleri (sesto piano), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Aymeric Stamm, Laboratoire de Mathématiques Jean Leray - UMR CNRS, Nantes, France Titolo: Clustering for rotation-valued functional data Abstract: This talk is motivated by the strong case study of monitoring gait for early detection of gait impairment in patients diagnosed with gait-affecting disorders. To this effect, we record the rotation of the hip over time. This leads to data with a great complexity that makes any kind of statistical analysis non-trivial. In effect, we collect functional data that evaluates on the Lie group of three-dimensional rotations which is a non-Euclidean space. In this work, we develop sound statistical methods to enable joint clustering and alignment of such functional data by borrowing ideas from the existing 𝑘-means alignment approach. In the process, we will describe in great length the R package fdacluster, which is an extension of the R package fdakma that provides a fast C++ based implementation of the k-mean alignment algorithm from Sangalli et al. (2010) as well as hierarchical clustering for functional data and tools that help choosing the number of clusters. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2272 <https://mox.polimi.it/mox-seminars/?id_evento=2272> Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

1 0

PhD position in probability at RUG
by Szabo, R. 24 Apr '23

24 Apr '23

Dear colleagues, There is a vacancy for a 4-year PhD position in probability theory at the University of Groningen, on the topic of Stability of Interacting Particle Systems. I would be grateful if you could forward this announcement to potential candidates. For more information and application, please go to: https://www.rug.nl/about-ug/work-with-us/job-opportunities/?details=00347-0… The application deadline is 15 May. Kind regards, Réka Szabó

1 0

2yr postdoc position at CEREMADE (Univ. Paris-Dauphine)
by Alessandra IACOBUCCI 24 Apr '23

24 Apr '23

Dear colleagues, A 24-months postdoctoral position is available on stochastic processes for energy transport at CEREMADE<https://www.ceremade.dauphine.fr/>, Université Paris-Dauphine, in collaboration with CERMICS<https://cermics-lab.enpc.fr/>, Ecole des Ponts ParisTech. The post-doc is funded by the French National Agency ANR within the SINEQ<https://sites.google.com/view/aleiac/anr-sineq> project. The application deadline is May 31, 2023. Applicants should hold a PhD in applied mathematics in at least one of the following fields: theory of stochastic processes, functional analysis, probability theory, theory of partial differential equations. A familiarity with associated numerical analysis or an interest in molecular dynamics and computational statistical physics methods is an advantage, but not required. For details, see https://www.ceremade.dauphine.fr/~iacob/PDFs/postdocANR.pdf. I would be grateful if you could spread the information among your colleagues and potential candidates. Best regards, Alessandra Iacobucci

1 0

Seminario di Gérard Letac, Giovedì 27 Aprile, Sapienza Università di Roma
by Silvestri, Vittoria 23 Apr '23

23 Apr '23

Segnalo il seguente seminario, che si terrà Giovedì prossimo in Sapienza. Notare il giorno e l'aula inusuali. *Giovedì 27 Aprile, ore 14:00* Aula L, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Gérard Letac (Paul Sabatier University - Toulouse III) *Title: *From the Matsumoto Yor observation to stationary measures for a discrete KdV model *Abstract: *Let F(x,y)=(u,v) from R2 into itself such that F∘F(x,y)=(x,y). The discrete Korteweg-de Vries model associated to F considers two dimensional vectors (x tn,ytn) indexed by (t,n)∈Z2 submitted to (xtn,ytn)=F(xt−1n,ytn−1). In the particular case F(x,y)=(y−1−(x+y)−1,(x+y)−1), by considerations on Brownian motion, Matsumoto-Yor in 1999 have found laws of independent random variables X,Y such that U,V defined by F(X,Y)=(U,V) are independent, obtaining stationary measures on the KdV model. In an extraordinary paper, Croydon and Sasada (2021) have generalized this result to the surprizing F(x ,y)=(yβxy+1αxy+1,xαxy+1βxy+1). The lecture will prove that if X,Y are independent and such that U,V=F(X,Y) are also independent, then the laws of X and Y are indeed the generalized Gaussian distributions discovered by Croydon and Sasada. This is joint work with Jacek Wesolowski (arXiv 2203.05404). *Nota*: Sul sito del dipartimento il seminario è, ad oggi, annunciato per le 17:00 (in Aula II), ma si terrà alle 14:00 (in Aula L), come annunciato in questa email. La pagina è in corso di aggiornamento. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

1 0

Seminar@UNIBO - ROSANNA GRASSI
by Fabrizio Lillo 22 Apr '23

22 Apr '23

*Tuesday May 2nd, 2023 12:00* *– 13:00* Dipartimento di Matematica, Università di Bologna Aula Seminario II, Piazza di Porta San Donato 5, Bologna Prof. Rosanna Grassi, Università degli Studi di Milano-Bicocca *Title: Higher order assortativity for directed weighted networks and Markov chains* Abstract: Assortativity is a global indicator that provides meaningful insights about the network structure. In the classical definition, the assortativity is a global measure based on the Pearson correlation between the degrees of nodes. This definition can be extended into two different directions. On the one side, one can consider other quantitative attributes of the nodes different from the degree; on the other side, one can move from the adjacency of the nodes – which is the basis of Newman’s degree-degree assortativity – and propose more general ways to connect them. We provide a generalized concept of the assortativity measure for directed and weighted networks, moving beyond the adjacency relations in both directions. The proposed concept is formulated on a node attribute that is not necessarily the degree or strength, and nodes are connected through walks or paths. In this way, we totally extend the assortativity definitions provided in the literature until now. We provide an empirical application of these measures for the paradigmatic case of the trade network. Interestingly, this interpretation of the higher-order assortativity measure allows stating a natural bridge between complex networks and stochastic processes. In so doing, we are able to move from the information content of the higher order assortativity of a network to the dynamical properties of the underlying Markov chain. Specifically, the temporal dimension of the network and the regularities captured by the autocorrelation – which are hidden in the network structure – become clear in moving to the Markov chain theory. ---------------------------------------- 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

1 0

Postdoc positions
by Franco Flandoli 21 Apr '23

21 Apr '23

Dear colleagues, I am currently advertising two two-year Postdoc positions under the ERC advanced grant NoisyFluid, at Scuola Normale Superiore, in Pisa. Deadline for application: May 15 2023. The call is published at the link: https://amministrazionetrasparente.sns.it/bando/modelli-stocastici-della-tu… Information about the local research group on stochastic fluids and the ERC project can be found at the page https://sites.google.com/sns.it/franco-flandoli/home-page Please contact me for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Thanks a lot! Best wishes, Franco Flandoli

1 0

OWABC- Emtiyaz Khan - The Bayesian Learning Rule - April 27, 9.30am UK time
by Massimiliano Tamborrino 21 Apr '23

21 Apr '23

Dear all, The One World ABC Seminar series www.warwick.ac.uk/oneworldabc<http://www.warwick.ac.uk/oneworldabc> is about to resume. Our next speaker will be Emtiyaz Khan<https://emtiyaz.github.io/> (RIKEN), who will talk about "The Bayesian Learning Rule" on Thursday, April 27, 9.30am UK time, with an abstract reported below. The talk will be hosted on MS Teams here<https://teams.microsoft.com/l/meetup-join/19%3ameeting_Yjk5MDQyYWMtZmI3Yy00…>. Title: The Bayesian Learning Rule. Abstract Humans and animals have a natural ability to autonomously learn and quickly adapt to their surroundings. How can we design machines that do the same? In this talk, I will present Bayesian principles to bridge such gaps between humans and machines. I will show that a wide-variety of machine-learning algorithms are instances of a single learning-rule derived from Bayesian principles. I will also briefly discuss the dual perspective yielding new mechanisms for knowledge transfer in learning machines. My hope is to convince the audience that Bayesian principles are indispensable for an AI that learns as efficiently as we do. References * The Bayesian Learning Rule, (Preprint) M.E. Khan, H. Rue [ arXiv<https://arxiv.org/abs/2107.04562> ] [ Tweet<https://twitter.com/EmtiyazKhan/status/1414498922584711171?s=20> ] * Practical Deep Learning with Bayesian Principles, (NeurIPS 2019<https://nips.cc/Conferences/2019>) K. Osawa, S. Swaroop, A. Jain, R. Eschenhagen, R.E. Turner, R. Yokota, M.E. Khan. [ arXiv<https://arxiv.org/abs/1906.02506> ] [ Code<https://github.com/team-approx-bayes/dl-with-bayes> ] * Conjugate-Computation Variational Inference : Converting Variational Inference in Non-Conjugate Models to Inferences in Conjugate Models, (AIstats 2017<http://www.aistats.org/>) M.E. Khan and W. Lin [ Paper<https://arxiv.org/abs/1703.04265> ] Bio: Emtiyaz Khan (also known as Emti) is a team leader at the RIKEN center for Advanced Intelligence Project (AIP) in Tokyo where he leads the Approximate Bayesian Inference Team. He is also an external professor at the Okinawa Institute of Science and Technology (OIST). Previously, he was a postdoc and then a scientist at Ecole Polytechnique Fédérale de Lausanne (EPFL), where he also taught two large machine learning courses and received a teaching award. He finished his PhD in machine learning from University of British Columbia in 2012. The main goal of Emti’s research is to understand the principles of learning from data and use them to develop algorithms that can learn like living beings. For more than 10 years, his work has focused on developing Bayesian methods that could lead to such fundamental principles. The approximate Bayesian inference team now continues to use these principles, as well as derive new ones, to solve real-world problems. We are looking forward to seeing you next Thursday, best, Massimiliano on the behalf of the One World ABC Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ------

1 0

One Day Workshop on Risk Management - from Theory to Practice
by Stefano Bonaccorsi 21 Apr '23

21 Apr '23

Dear Colleagues, We are pleased to announce the workshop "Risk Management - From Theory to Practice" that will take place on Tuesday, May 2nd, at Cassa Centrale Banca, Via Giovanni Segantini, 23, 38122 Trento TN Program: 10:00 Giorgia Callegaro (Padova). Option Pricing: from Monte Carlo to Quantization 11:15 Emanuela Rosazza Gianin (Milano Bicocca): Risk measures beyond coherence 12:30 Lunch break 14:00 Fabio Bellini (Milano Bicocca): On the axiomatizations of Value at Risk, Expected Shortfall and expectiles 15:15 Elisa Mastrogiacomo (Insubria): Dynamic risk measures: dual representation, time-consistency and connections with Backward Stochastic Differential Equations} Organized by: Carlo Acerbi (Larix Risk Consulting) Stefano Bonaccorsi (Università di Trento) Sponsorship: Cassa Centrale Banca Participation is free of charge, but registration is mandatory. The registration deadline is April 28th 2023 (Friday) at 12:00. Please register via email at primer.maths(a)unitn.it Live streaming available on request, please contact the organizers at \ texttt{primer.maths(a)unitn.it} Risk Management – From theory to practice

1 0

Summer School on "Statistical Mechanics and Stochastic PDEs" (Sep 11-15, 2023)
by Francesco Caravenna 20 Apr '23

20 Apr '23

Dear friends, this is the last announcement for the summer school "Statistical Mechanics and Stochastic PDEs" which will be held from Sep 11-15, 2023, in Cetraro, Italy. It belongs to the series of mathematics summer schools organised yearly by Fondazione CIME. The school aims to expose researchers to some of the latest developments in statistical mechanics and stochastic PDEs, as well as the connections between the two. The list of speakers and their updated course titles is: Massimiliano Gubinelli (Univ. Oxford, UK) - Constructive stochastic quantization Antti Kupiainen (Univ. Helsinki, Finland) - Constructive Conformal Field Theory: the case of the Liouville Model Ioan Manolescu (Univ. Fribourg, Switzerland) - An invitation to FK percolation Fabio Lucio Toninelli (Technical Univ. Vienna, Austria) - Large-scale behavior of (super-)critical stochastic PDEs We especially encourage the participation of PhD students and postdocs. A limited number of grants will be available to cover their local expenses (full board accommodation). Interested participants should submit their applications before Apr 30, 2023, through the school website: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2023…> Some practical details on the location: https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022… <https://sites.google.com/unifi.it/cime/c-i-m-e-courses/c-i-m-e-courses-2022…> Please feel free to circulate the information. The organisers, Francesco Caravenna, Rongfeng Sun, Nikos Zygouras -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

1 0

Seminar: Federico Ricci Tersenghi at Tor Vergata
by salvi 19 Apr '23

19 Apr '23

Dear all, On Wednesday, April 26th, at 14h00 in Aula 2001 (change of usual room! Aula 2001 is behind Aula Dal Passo) at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Federico Ricci Tersenghi (La Sapienza) with the seminar _ _ _"Phase transitions and algorithmic thresholds for optimization and inference problems on sparse random graphs__"_ _ _ Abstract: Focusing on some fundamental constraint satisfaction problems defined on sparse random graphs (e.g. random k-sat, random q-coloring) I will start summarizing the rich phase diagram of the solution space which has been derived using powerful techniques from statistical mechanics of disordered systems. I will then discuss the implications of some of these phase transitions for the behaviour of smart algorithms searching for solutions. In the second part, I will consider the problem of inferring a signal from noisy and/or incomplete data within the Bayesian framework called the teacher-student scenario. I will discuss the corresponding phase diagrams and how phase transitions may affect the performances of inference algorithms based on message-passing and Monte Carlo sampling. We encourage in-person partecipation. Should you be unable to come, here is the link to the event on Teams [1]. The seminar is part of the Excellence Project MatMod@TOV. Note that in the next month we will have plenty more of interesting seminars from mathematicians and computer scientists, save the dates! 03.05.2023 - Pierluigi Crescenzi (GSSI) 09.05.2023 - Arturo Kohatsu-Higa (Ritsumeikan University, Kyoto) 17*.05.2023 - Daniele Calandriello (Google Deep Mind, Paris) 24.05.2023 - Rongfeng Sun (NUS, Singapore) *exact date to be confirmed You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php. Links: ------ [1] https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…

1 0

Pre-Doc research Position TU Wien
by Avalos Pacheco, Alejandra 19 Apr '23

19 Apr '23

Dear colleagues, The Research Unit of Applied Statistics at TU Wien invites applications for a Pre-Doc research Position. Tasks: * Conduct research leading to peer-reviewed articles and a PhD dissertation * Assist in teaching (including evaluations, exams and guidance of students) * Participation in scientific functions (conferences, workshops, summer schools, etc.) * Assistance/Collaboration in organization of research unit functions and administrative tasks Your profile: * Bachelor’s Degree in Mathematics (preferably) or related field * Completed Master’s Degree or equivalent (e.g., Dipl.-Ing., Dipl.-Inf.), preferably with distinction, in Statistics, Pure or Applied Mathematics, Computer Science or related fields * Strong analytical and computing skills (R, Python, C++, Matlab) * Strong interest in research * Good communication and writing skills in English The entry level salary is determined by the pay grade B1 of the Austrian collective agreement for university staff. This is a minimum of currently EUR 2,458.00/month gross, 14 times/year for 30 hours/week. Relevant working experiences may increase the monthly income. Apply here: https://jobs.tuwien.ac.at/Job/207833 Best regards, Alejandra Avalos-Pacheco

1 0