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Postdoctoral position at the University of Torino
by Matteo Ruggiero 28 Dec '22

28 Dec '22

Con preghiera di diffusione ai potenziali interessati ----------------------------------------------- Postdoctoral position at the University of Torino Project title: CONSTRUCTION, CHARACTERIZATION AND INFERENCE FOR DIFFUSIONS IN STOCHASTIC POPULATION DYNAMICS Project supervisor: Matteo RUGGIERO (University of Torino and Collegio Carlo Alberto) www.matteoruggiero.it <https://www.google.com/url?q=http://www.matteoruggiero.it&source=gmail-imap…> Brief description (the focus of the project can be adapted to the position holder’s background): The project aims at constructing new diffusion processes for modelling temporally evolving vectors of frequencies and to investigate appropriate inferential strategies when these are seen as hidden Markov models. These processes typically take values on multi-dimensional or infinite-dimensional simplices, and their temporal mechanisms, often related to evolutionary forces used in stochastic population dynamics, typically have commonly used prior distributions in Bayesian statistics as stationary measures. The construction of such models will be achieved by means of approximating sequences of Markov chains after appropriate rescaling, and inference will be tackled exploiting the existence of certain dual processes through particle filtering or Markov chain Monte Carlo methods. Further info: matteo.ruggiero(a)unito.it <mailto:matteo.ruggiero@unito.it> Application deadline: January 23, 2023 (PhD title possession not needed at the time of application) Call and instructions for applying available at https://www.serviziweb.unito.it/albo_ateneo/ <https://www.google.com/url?q=https://www.serviziweb.unito.it/albo_ateneo/&s…> (Numero di repertorio: 5931; selezione ESOMAS.2022.18/XXV) ----------------------------------------------- Cordiali saluti Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Metrika Special Issue on Categorical Data Analysis
by Monia Lupparelli 28 Dec '22

28 Dec '22

Dear Colleagues, We are pleased to announce a Special Issue of Metrika on Categorical Data Analysis: https://www.springer.com/journal/184/updates/23839478 The submission deadline is September 1, 2023, but early submission is encouraged. We look forward to receiving your submissions. Best wishes, Wicher Bergsma and Monia Lupparelli (Guest Editors) ----------------------------------------- Monia Lupparelli, PhD Department of Statistics, Computer Science, Applications "G. Parenti" University of Florence Viale Morgagni 59, 50134 Florence, IT Phone +39 055 2751517

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4 Postdoctoral positions at the University of Granada
by Marta Leocata 28 Dec '22

28 Dec '22

Salve, Ricevo e inoltro le seguenti posizioni. Saluti, Marta Leocata -------------------------- Dear Colleagues, I would very much appreciate if you could disseminate this information among the suitable candidates: The research unit Modeling Nature (MNat) at the University of Granada requests declarations of interest in applications for 4 post-doctoral fellowships funded by an "Excelence Unit-Qualifica" grant from the Junta de Andalucía: https://www.modelingnature.org/ <https://urldefense.com/v3/__https://www.modelingnature.org/__;!!D9dNQwwGXtA…> The MNat unit emerges to make progress and educate the next generation of scientists in challenging topics at the interfaces of biology, physics, biomedicine, engineering and mathematics. These multidisciplinary collaborations are based on the construction of mathematical models with predictive capacity to address fundamental and applied problems in the following four main areas: I. Mathematical Foundation, Models, and Methods in Nature II. Modeling cell communication and tumor dynamics III. Modeling Bio-Nanotechnology. New materials and Bio-Engineering IV. Modeling complex and dynamic adaptive systems at multiple scales in Ecology and Evolution. Computational Biology The specific descriptors of these areas can be seen on the MNat website (https://www.modelingnature.org/research) We offer a stimulating, interdisciplinary, collaborative working environment with an open academic atmosphere. Positions can start from March 2023 and its duration is 1 year, with the possibility of an extension for 18 additional months. Shorter duration or different starting dates might be considered. Salary is negotiable, according to experience and cv, in a salary range of 32,000 to 42,000 euros (VAT included). Successful candidates will enjoy an allowance for travel and research expenses. Candidates should submit the following application materials CV including publications (4 pages max). Motivation letter describing your prior research experience and accomplishments and future research interests in relation to the MNat research lines (2 pages max). A minimum of two letters of recommendation or list referees to contact. to the email address mnat(a)ugr.es <mailto:mnat@ugr.es> before January 22nd, 2023. An interview will be required for short-listed candidates. Yours sincerely, Juan Soler. PI, Research Unit MNat

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Postdoc position in Torino on Bayesian community detection in networks
by Pierpaolo De Blasi 28 Dec '22

28 Dec '22

Dear colleagues, I am currently advertising a one-year Postdoc position at the ESOMAS Department, University of Torino. Deadline for application: January 23th 2023. PhD title possession not needed at the time of application. The call is published at the link: https://www.unito.it/ricerca/fare-ricerca-unito/assegni-di-ricerca (Bando assegni di ricerca - VI Tornata 2022 - numero di repertorio 5931 del 23/12/2022) Applications through: https://pica.cineca.it/unito/assegni-di-ricerca-unito-2022-vi/ The research will concern Bayesian mixture modeling for community detection in networks; in particular: - Stochastic Block Model (SBM) as the most convenient generative model for communities in networks - Finite dimensional mixtures with random number of components built on species sampling models - Gibbs sampling algorithms for posterior inference on partitions Bayesian inference and network theory are at the core of this research and candidates are expected to have some previous knowledge on these fields. Experience on programming and computation are also welcome. Please contact pierpaolo.deblasi(a)unito.it for any additional information concerning the project and the call, and please transfer the announcement to other potential candidates. Best wishes Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi

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2 years postdoctoral researcher at University of Milan on Econometrics methods for the analysis of transition to clean energy
by Luca Rossini 28 Dec '22

28 Dec '22

Dears, We are hiring a 2 years postdoctoral researcher at University of Milan for working with Andrea Bastianin (https://sites.google.com/view/andrea-bastianin) and myself (https://lucarossini.wixsite.com/luca-rossini) The research title is: "*Econometrics methods for the analysis of transition to clean energy*" The *baseline net salary is about 19.000€* (gross salary 21.000€) per annum for *2 years with a possible extensions of 2 further years* and it is only *RESEARCH* devoted. Moreover, *a net mobility allowance of about 6.400€* (gross allowance 7.200€) per annum for the first two years since appointment is granted to researchers of any nationality obtained their PhD from a *non-italian institution*. The research area includes econometric and statistical methods for modelling and forecasting time series data ranging from weather and climate variables to commodity prices with a focus on aspects related to transition to clean energy technologies. The research interests are in line with those of the existing research members, including energy economics, time series analysis, econometrics, Bayesian methods and forecasting. Here is the link to the *detailed description of the procedure*: https://www.unimi.it/sites/default/files/2022-12/BANDO_tipo_A_2022BIS%20eng… The candidate must fill in the *application form* available online at https://air.unimi.it/rm/public/postDocFellowship.htm (Deadline 30 January 2023). If you have questions, feel free to email me at luca.rossini(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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Fwd: A PhD and a postdoc position at TU Vienna
by Bisi, Elia 25 Dec '22

25 Dec '22

FYI ————————— Elia Bisi Assistant Professor (non-TT) Technische Universität Wien Research Unit Mathematical Stochastics https://eliabisi.com ---------- Forwarded message ---------- From: Lis, Marcin <marcin.lis(a)tuwien.ac.at> Date: 23 Dec 2022, 16:16 +0100 To: Lis, Marcin <marcin.lis(a)tuwien.ac.at> Subject: A PhD and a postdoc position at TU Vienna Dear all, I apologise for the potential spam. I would be grateful if you could forward this message to potential candidates: There is a PhD student position and a 2 year postdoc position available at TU Vienna within my FWF project ``Spins, loops and fields’’. Please contact me directly for more details. Best regards and happy holidays! Marcin Lis marcin.lis(a)tuwien.ac<mailto:marcin.lis@tuwien.ac>.at

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Open call: two 3-year post-doc (RTD-A) positions open at IMT Lucca
by Valentina MACCHIATI 23 Dec '22

23 Dec '22

Dear all, the NETWORKS unit at the IMT School of Advanced Studies in Lucca, Italy, just opened two 3-year post-doc (RTD-A) positions in the topics "Complexity, resilience and sustainability of physical, biological, economic and ecological systems". The deadline is January 12th, 2023 at 13:00 CET. Applicants should be in possession of a PhD degree before the deadline. Hereby, you could find more details. Happy holidays, Valentina Macchiati Ph.D. Student in Data Science Scuola Normale Superiore, Pisa ---------- Forwarded message --------- Da: Diego Garlaschelli <diego.garlaschelli(a)imtlucca.it> Date: mer 21 dic 2022 alle ore 01:02 Subject: Fwd: Open call: two 3-year post-doc (RTD-A) positions open at IMT Lucca To: Diego Garlaschelli <diego.garlaschelli(a)imtlucca.it> Dear colleagues, please circulate the announcement below and note the approaching deadline (January 12th). the *NETWORKS unit* <https://networks.imtlucca.it/> at the IMT School of Advanced Studies in Lucca, Italy, just opened *two 3-year post-doc (RTD-A) positions* in the topics *"Complexity, resilience and sustainability of physical, biological, economic and ecological systems"*. The contracts will start on April 1st, 2023 at the latest. Find the call for applications *here* <https://www.imtlucca.it/it/jobopportunity/complexity-resilience-and-sustain…>. The deadline for submitting applications, which is possible only via the online system (and requires a preliminary registration) is January 12th, 2023 at 13:00 CET. Applicants should be in possession of a PhD degree before the deadline. Excellent applicants with diverse background, from pure mathematics to physics, computer science, biology, ecology, economics and social science are welcome. We are looking for young scientists to carry out research on the complexity, resilience and sustainability of physical, biological, economic and ecological systems. Possible research topics include the complexity of real-world systems and networks, the resilience of financial and economic systems, the sustainability of cities, the stability and biodiversity of ecosytems, the efficiency and metabolism of biological and technological systems. We welcome a combination of mathematical (e.g. random graph theory, statistical physics), computational and data-driven approaches. The candidate has a multidisciplinary attitude and interest in acquiring knowledge from multiple scientific fields. For more information, please contact Prof. Diego Garlaschelli <https://networks.imtlucca.it/people/diego> (diego.garlaschelli(a)imtlucca.it ). -- Diego Garlaschelli NETWORKS Unit <https://networks.imtlucca.it/> (director) IMT School for Advanced Studies Piazza S. Francesco 19, 55100 Lucca (Italy) Econophysics and Network Theory group <https://www.universiteitleiden.nl/en/science/physics/biological-matter/dieg…> Lorentz Institute for Theoretical Physics, University of Leiden Niels Bohrweg 2, 2333 CA Leiden (The Netherlands) Maximum-Entropy Networks <https://link.springer.com/book/10.1007%2F978-3-319-69438-2>: Pattern Detection, Network Reconstruction and Graph Combinatorics

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seminar on January 11, 2023 - Giulia Di Nunno
by Emanuela Rosazza Gianin 22 Dec '22

22 Dec '22

Dear all, you are all invited to participate to the following seminar on *Wednesday 11th of January 2023 at 16:30* in Aula Seminari 4026 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 4th floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: *Sandwiched Volterra volatility models and hedging* Abstract: We present the Sandwiched Volterra Volatility (SVV) model and we discuss some of its characteristic properties. We then move to consider hedging and consider the explicit computation of quadratic hedging strategies. While the theoretical solution is well-known in terms of the non-anticipating derivative for all square integrable claims, the fact that these models are typically non-Markovian provides a concrete difficulty in the direct computation of conditional expectations at the core of the explicit hedging strategy. To overcome this difficulty, we propose a Markovian approximation of the model which stems from an adequate approximation of the kernel in the Volterra noise. We show some numerical simulations performed with different methods. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Department of Statistics and quantitative methods University of Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano - Italy Phone (0039) 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Summers school and conference "Processes and heat kernel with symmetries"
by Alessandra Occelli 20 Dec '22

20 Dec '22

Cari colleghi, Vi annunciamo che, nell'ambito del semestre tematico organizzato dal Centre Henri Lebesgue, una Summer School and conference dal titolo "Processes and heat kernels with symmetries" avrà luogo presso il centro congressi Bon Pasteur di Angers dal 26 al 30 giugno 2023. Il comitato scientifico è composto da Jean-Philippe Anker (Università di Orléans), Gilles Carron (Università di Nantes) e Margit Rösler (Universität Paderborn). Il comitato organizzatore è composto da Piotr Graczyk (Università di Angers), Alessandra Occelli (Università di Angers) e Patrice Sawyer (Laurentian University, Sudbury, Canada). Il programma scientifico comprende 4 mini-corsi (4 x 50 min), 8 talk (50 min) e una poster session. Si prega di consultare la pagina web https://www.lebesgue.fr/en/heat per maggiori dettagli. Il costo dell'alloggio completo (pasti inclusi) presso il residence Bon Pasteur è di 545 euro. Il comitato organizzatore potrebbe essere in grado di aiutare alcuni giovani ricercatori a coprire i costi di alloggio. Se siete interessati a partecipare alla conferenza, si prega di contattare Patrice Sawyer (psawyer(a)laurentian.ca) entro il 31 gennaio 2023. A nome del comitato organizzatore, Alessandra Occelli %%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear colleagues, We inform you that, as part of the thematic semester organized by the Center Henri Lebesgue, a Summer School and conference entitled "Processes and heat kernels with symmetries" will take place at the Bon Pasteur congress center in Angers from the 26th to the 30th of June 2023. The scientific committee is composed of Jean-Philippe Anker (University of Orléans), Gilles Carron (University of Nantes) and Margit Rösler (Universität Paderborn). The organizing committee is composed of Piotr Graczyk (University of Angers), Alessandra Occelli (University of Angers) and Patrice Sawyer (Laurentian University, Sudbury, Canada). The scientific program includes 4 mini-courses (4 x 50 min), 8 talks (50 min) and a poster session. Please consult the web page https://www.lebesgue.fr/en/heat for more details. The cost of full accommodation (meals included) at Bon Pasteur is 545 euros. The organizing committee may be able to help some young researchers with the accommodation costs. If you are interested in attending the conference, please contact Patrice Sawyer (psawyer(a)laurentian.ca) by January 31, 2023. On behalf of the organizing committee, Alessandra Occelli

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Postdoc positions
by Franco Flandoli 20 Dec '22

20 Dec '22

Dear colleagues, I am currently advertising a two-year Postdoc position under the ERC advanced grant NoisyFluid, at Scuola Normale Superiore, in Pisa. Deadline for application: January 18th 2023. The call is published at the link: https://amministrazionetrasparente.sns.it/bando/analisi-delle-grandi-scale-… Informations abount 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

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Save the date(s): mini-course Boris Hanin in Rome
by Michele Salvi 20 Dec '22

20 Dec '22

Dear all, In order to start the year in the best possible way, RoMaDS ( https://www.mat.uniroma2.it/~rds/events.php ) will host Boris Hanin (Princeton University) at Tor Vergata from the 10th to the 13th of January 2023. Boris will give a 6 hours mini-course about Neural networks and Gaussian processes. The course will be addressed also to non-experts of the field, it will be divided in 3 slots of 2 hours each and the tentative program is as follows: Lecture 1. (Tue 10th, 14h00) Introduction to neural networks. Statement of Gaussian Process (GP) limit. Proof of GP limit. Lecture 2. (Wed 11th, 14h00) Tuning to criticality and analysis at large depth. Lecture 3. (Fri 12th, 10h00) Optimization in the GP limit using the Neural Tangent Kernel. Open problems. All the lectures will be held in Aula Dal Passo, Department of Mathematics - Tor Vergata university, and we do encourage in-person participation. Should you be unable to come, here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… Best, Michele

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votazioni per il consiglio scientifico del CIME
by Marco Romito 18 Dec '22

18 Dec '22

Buonasera vi segnalo che dalle ore 9:00 di domani lunedì 19 dicembre alle ore 13:00 di Mercoledì 21 dicembre avranno luogo le elezioni per il rinnovo di cinque membri del Consiglio Scientifico della Fondazione CIME (https://sites.google.com/unifi.it/cime/) Segnalo anche che tra le candidature disponibili è presente quella del probabilista Francesco Morandin, dell'Università di Parma. Trovate la sua e le altre candidature all'indirizzo https://sites.google.com/unifi.it/cime/elezioni-2022/candidature-2022. saluti m.

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2 assistant professorships (RTD-A) mathematical physics Bologna
by giacomo.depalma＠sns.it 17 Dec '22

17 Dec '22

Dear all, The Department of Mathematics of the University of Bologna has opened two 3-year RTD-A (Assistant Professor) positions in Mathematical Physics. Within the next three years the Mathematical Physics group plans to open two tenured positions. The application procedure can be found at https://bandi.unibo.it/s/apos5/rif-7960-bando-66-posti-rtd-a-pnrr-1 English version of the call: https://bandi.unibo.it/s/apos5/rif-7960-bando-66-posti-rtd-a-pnrr-1/call-for -application/rif-7960-call-66-positions-rtd-a-pnrr-4.pdf/@@download/file/Rif .%207960%20-%20CALL%2066%20POSITIONS%20RTD%20A)%20PNRR%204.pdf The application deadline is sharp at 12:00 of 30-12-2022. We are looking for top early-career researchers in the fields of Statistical Mechanics, Quantum Information Theory or Quantum Computing. These include but are not limited to areas of complex and disordered systems, spin glasses, classical and quantum neural networks and statistical inference, both from a theoretical perspective and by looking at applications, especially to machine learning and complex networks. The two successful candidates are expected to be appointed by February 1, 2023. The teaching load is 60 hours per year. The University of Bologna is the oldest University in continuous operation in the world and renowned to be one of the best in Italy. The city of Bologna offers a broad number of cultural activities and a high quality of life. The Mathematical Physics Group is active in Statistical Mechanics and Applications (https://math.unibo.it/en/research/research-groups/statistical-mechanics-and -applications), Quantum Information Theory (https://math.unibo.it/en/research/research-groups/quantum-information-theor y), Data Science and Artificial Intelligence (https://math.unibo.it/en/research/research-groups/data-science-and-ai) and many other areas. The Department has a wide spectrum of research interests in all the fields of mathematics: https://math.unibo.it/en/research/research-areas and has close collaborations with the Departments of Physics, Computer Science, Engineering, Economics etc. Please feel free to forward this email to potential candidates. For further information you can contact me or Prof. Pierluigi Contucci (pierluigi.contucci(a)unibo.it <mailto:pierluigi.contucci@unibo.it> ) or Prof. Daniele Tantari (daniele.tantari(a)unibo.it <mailto:daniele.tantari@unibo.it> ). Best wishes, Giacomo

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Padova Seminars in Probability and Finance - Simone Floreani (University of Oxford)
by Alberto Chiarini 16 Dec '22

16 Dec '22

Dear Colleagues, We would like to invite you to the "Padova Seminars in Probability and Finance seminar" that will take place on December 21st at 11.00 in Padova in room 2AB45 at the department of Mathematics “Tullio Levi-Civita". The seminar will be held in person and online via the Zoom platform. _____________________________________________________ Speaker: Simone Floreani (University of Oxford) Title: Hydrodynamics for the partial exclusion process in random environment via stochastic duality Date and time: Wednesday, DECEMBER 21st at 11.00 Place: room 2AB45 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/88295505400 available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In this talk, I present a partial exclusion process in random environment, a system of random walks where the random environment is obtained by assigning a maximal occupancy to each site of the Euclidean lattice. This maximal occupancy is allowed to randomly vary among sites, and partial exclusion occurs. After recalling some results on the Bouchaud's trap model, I will show that, when assuming that the maximal occupancies are heavy tailed and i.i.d., the hydrodynamic limit of the particle system is the fractional-kinetics equation. The strategy of the proof is based on stochastic duality, a useful tool in probability theory which allows to study a Markov process (the one that interests you) via another one, called dual process, which is hopefully simpler. In the final part of the talk, I will focus on how some duality relations can be obtained in a more general framework. With best regards, Alberto Chiarini Department of Mathematics Tullio Levi-Civita Via Trieste 63 35121 Padova Italy Alberto Chiarini

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Postdoc in Financial Mathematics at Dublin City University
by Paolo Guasoni 16 Dec '22

16 Dec '22

Dear Colleague, Dublin City University has a Postdoctoral position (Two-year) in Financial Mathematics https://www.dcu.ie/sites/default/files/inline-files/RF1781%20Postdoctoral%2… The closing date for the application is January 22nd, 2022. With best wishes of Merry Christmas and Happy New Year, Paolo Guasoni -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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SPASS seminar: Andrea Papini - TUE 20.12 at 14:00
by Andrea Agazzi 16 Dec '22

16 Dec '22

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: *Turbulence Enhancement in Kinetic Coagulation Equations* by Andrea Papini (Scuola Normale Superiore di Pisa) The seminar will take place in person on *TUE, 20.12.2022 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 -------------------------------------------- *Title: Turbulence Enhancement in Kinetic Coagulation Equations* *Abstract: A Smoluchowski type model of coagulation in a turbulent fluid is given, heuristically expressed by means of a stochastic model of a system of second-order (microscopic) coagulating particles, then in a suitable scaling limit as a deterministic model with enhanced diffusion in the velocity component. Existence, uniqueness and regularity is proven under different initial conditions in suitable weighted spaces for the spatially-homogeneous PDE. A precise link between mean intensity of the turbulent velocity field and coagulation enhancement is obtained by numerical simulations.* *Based on joint works with Franco Flandoli and Ruojun Huang.*

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Seminar by Salvatore Scognamiglio in Milano (21.12.22)
by Valeria Bignozzi 15 Dec '22

15 Dec '22

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: 21st of December 2022, h 16:30, Aula seminari 4026, Building U7, 4th floor Department of Statistics and Quantitative Methods, University of Milano-Bicocca Webex Link: https://unimib.webex.com/unimib/j.php?MTID=mcd5a40a675fd6136e8c3be8a8ead4143 Join by meeting number Meeting number (access code): 2742 148 3807 Meeting password: x3765HJJdRf (93765455 from phones) Speaker: Salvatore Scognamiglio Title: ''Deep learning models for longevity risk'' Abstract: In recent decades, the mortality rates of most developed countries have been gradually declining due to improvements in public health, medical advances, lifestyle changes and government regulation. Although longevity improvement is an obvious benefit for society, it could also represent a risk for governments and insurance companies. Indeed, they could get in financial trouble if they do not adequately consider these longevity improvements for retirement planning and life insurance product pricing. The risk that future mortality and life expectancy outcomes turn out differently than expected is typically called longevity risk, and its management requires stochastic mortality projection models. We introduce a neural network (NN) to fit the Lee-Carter models and some of its extensions on multiple populations. The NN architecture is specifically designed to calibrate each individual model using all available information instead of using a population-specific subset of data as in the traditional estimation schemes. An extensive set of numerical experiments performed on all the countries of the Human Mortality Database shows the effectiveness of our approach. In particular, the resulting parameter estimates appear smooth and less sensitive to the random fluctuations often present in the mortality rates’ data, especially for low-population countries. In addition, the forecasting performance results significantly improved as well. Best regards, Valeria ********************************************** Valeria Bignozzi Professore associato di Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie Dipartimento di Statistica e Metodi Quantitativi (DiSMeQ), Università degli Studi di Milano-Bicocca, Edificio U7

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Annuncio Seminario Sapienza - Giacomo Greco
by Lorenzo Taggi 14 Dec '22

14 Dec '22

Martedì 20 Dicembre, ore 14:00, Sapienza Università di Roma, Dipartimento di Matematica, Sala di Consiglio *Speaker: *Giacomo Greco (Eindhoven University of Technology TU/e) *Titolo:* Travelling through turnpikes in the Kinetic Schrödinger Problem *Abstract:* The Schrödinger problem consists in finding the most likely evolution of a system of i.i.d. particles, conditionally on their initial and final configurations. In the last decade this problem has become more and more popular, thanks to its connections with stochastic optimal control theory and optimal transport. In this talk we are going to introduce a Schrödinger problem where the particles follow an (underdamped) Langevin dynamics (i.e. their density satisfies the kinetic Fokker-Planck equation) and where we are given only a partial observation of the initial and final configurations. Then, we will investigate the long-time behaviour of this kinetic system, proving that its most likely evolution is exactly the one that spends most of the time exponentially close to the equilibrium configuration (this property is commonly known in stochastic control theory as the turnpike property). Based on the paper Electron. J. Probab. 27: 1-32 (2022). DOI: 10.1214/22-EJP850

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10 PhD positions at HetSys Warwick - deadline Jan 25 2023
by Massimiliano Tamborrino 14 Dec '22

14 Dec '22

Dear all, the HetSys Centre for Doctoral Training<https://warwick.ac.uk/fac/sci/hetsys> at Warwick is opening 10 fully funded PhD positions for a start in October 2023, with deadline for applying on the 25th January 2023 (more details are reported below). Among other projects, I'm supervising, together with Tim Sullivan, a project on "Probabilistic learning for time-parallel solvers of complex models", see https://warwick.ac.uk/fac/sci/hetsys/themes/continuum/hp2023-04/ The project is suitable for anyone with a background in mathematics, statistics, or computer science. It will involve both programming and theoretical analysis, although the exact balance can be tuned to the interests and skills of the successful candidate. Please get in touch if you are interested and pass the message to potentially interested candidates. Best, Massi ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino --------- 10 Fully Funded PhD Positions within HetSys Centre for Doctoral Training at Warwick for October 2023 start HetSys<https://warwick.ac.uk/fac/sci/hetsys> is an EPSRC-supported Centre for Doctoral Training (CDT) which trains people to challenge current state-of-the-art in computational modelling of heterogeneous, real-world systems across a range of research themes spanning quantum<https://warwick.ac.uk/fac/sci/hetsys/themes/quantum/availableprojects/>, atomistic<https://warwick.ac.uk/fac/sci/hetsys/themes/atomistic/availableprojects/> and continuum<https://warwick.ac.uk/fac/sci/hetsys/themes/continuum/availableprojects/> models of materials and molecules. The HetSys team are now recruiting our fifth cohort of enthusiastic students from across the physical sciences who enjoy using their mathematical skills and thinking flexibly to solve complex problems to join our EPSRC Centre for Doctoral Training in Modelling of Heterogeneous Systems at the University of Warwick, UK. Our exciting range of new PhD projects<https://warwick.ac.uk/fac/sci/hetsys/themes/projectopportunities/> for Oct 2023 can be found on our webpage<https://warwick.ac.uk/fac/sci/hetsys/>. HetSys is built around a closely knit, highly collaborative team of academics from science departments across Warwick (this year including Physics, Engineering, Chemistry, Life Sciences, Mathematics, Statistics and the Warwick Manufacturing Group) at Warwick. With its project partners HetSys is developing talented, energetic PhD students to push boundaries in this exciting field. The students will inspire new ideas, approaches and innovation and become future leaders in developing new technologies. Full funding is available for 10 candidates, including those who meet the required UK residency criteria plus a small number of international students. We require at least a 2(i) honours degree at BSc or an integrated masters degree (e.g. MPhys, MChem, MSci, MEng etc.) in a physical sciences, mathematics or engineering discipline. The studentships pay a stipend to cover maintenance as well as paying the university fees and research training support. The stipend is at the standard UKRI rate (for 2022/23 that is £17,668 per annum) The first-round deadline for all applicants is 25 January 2023. Interviews will be held shortly after this closing date. Please pass this message on to potentially interested candidates. For more details of the HetSys training programme and our current PhD Projects see the HetSys webpage at https://warwick.ac.uk/hetsys or contact us by email at hetsys(a)warwick.ac.uk<mailto:hetsys@warwick.ac.uk>.

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Seminar by A. Awerkin in Padova (Friday 16.12.2022)
by Giorgia Callegaro 13 Dec '22

13 Dec '22

Dear all, you're invited to the next seminar in Probability and Finance, that will take place on Friday 16th December, at 15.30, in hybrid mode at the Mathematics Department of the University of Padova. More details: * *Speaker*: *Almendra Awerkin* (Università di Brescia) * *Date and time*: 16th December 2022, 3.30 pm * *Room (Torre Archimede)*: room 702 * *Zoom link*: please find it at https://www.math.unipd.it/~bianchi/seminari/ * *Title*: *Optimal investment and fair sharing rules of the incentives for renewable energy communities * * *Abstract*: In order to face climate and energy objectives, as reduction of GHG emission and energy independency, countries start to promote sustainable energy plans. In the research for solutions to achieve such goals, Renewable Energy Communities (REC) start to play an important role. A REC is defined as a cooperative, non-profit organization of final customers, which can involve different stakeholders, such as municipalities, local societies, public and private companies, with the purpose of self-producing and self-consuming energy from renewable sources. Recently, the Italian government introduced an incentive tariff for REC. The special feature of this tariff is that it rewards the shared energy from the installation of new renewable sources. Shared energy is defined as the demand of the community which is satisfied by the self-production of energy. In this context, two relevant problems have to be solved: the optimal investment in new technologies and a fair division of the incentive among the community members. In this talk we address this problem by modeling an energy community as a static leader follower problem, where the leader, which can be understood as the administrator or coordinator of the REC, decides the percentage of the incentive that correspond to each member of the community, while the followers, represented by the members of the community, decide how much initially invest in new renewable energy production. We identified the optimal division of the incentive (leader) with a Nash bargaining solution. Additionally, we supposed a competitive game between the community members (followers) and we identified the initial optimal investment solution with a Nash equilibrium. We finish the talk by presenting some extension of our model, partial results and work in progress related to the optimal investment and management of energy communities. See you soon, thanks, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Two open positions at BCAM - Bilbao
by Gianni Pagnini 13 Dec '22

13 Dec '22

Dear colleagues, I would like to remind you that we have open at BCAM in Bilbao two positions: one PostDoc and one Research technician. The Research technician is intended as a bridge contract after the Master and before to start a PhD. The deadline for both positions is the 16th of December 2022, with a possible extension of two weeks. Here are the corresponding links: Postdoc. Research program "Stochastic Modelling and Simulation of Anomalous Diffusion" http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-postdoctoral-fellow-on-eff…> Research technician. Research program "Data Analysis for Anomalous Diffusion in Biological Media" http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff… <http://www.bcamath.org/en/research/job/ic2022-10-research-technician-on-eff…> For any question, you can get in contact with me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Thank you very much. Sincerely, Gianni Ps: further open positions at BCAM can be found at http://www.bcamath.org/en/research/job <http://www.bcamath.org/en/research/job> — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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LUISS Math Seminars: Katia Colaneri, Thursday 15 December
by Alessandro Calvia 13 Dec '22

13 Dec '22

Dear all, I am pleased to announce the next seminar in the LUISS math seminars series. Speaker: Katia Colaneri, Università di Roma Tor Vergata. Title: Some Optimisation Problems in Insurance with a Terminal Distribution Constraint. Abstract: 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 certain target distribution. 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 that the surplus is Gaussian with given mean and variance. 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. In this setting we only allow for piecewise constant reinsurance strategies producing a normally distributed terminal surplus, whose mean and variance lead, e.g. to a given Value-at-Risk at some confidence level alpha. 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 an joint work with Julia Eisenberg (TU Vienna) and Benedetta Salterini (Univ. of Firenze) The seminar will take place on Thursday, 15 December at 12:00 PM in Room A202 - viale Romania 32, Roma. You can also attend the seminar online, at the link: https://luiss.webex.com/luiss/j.php?MTID=md2a2fee18ee7ce119c87b0babc7754c2 User: w_guest(a)luiss.it<mailto:w_guest@luiss.it> Password: iXqHekc0W7Q Best regards, Alessandro Calvia Alessandro Calvia Assistant Professor Dipartimento di Economia e Finanza Luiss Libera Università Internazionale degli Studi Sociali Guido Carli Viale Romania, 32 - 00197 Roma T +39 0685225907 acalvia(a)luiss.it<mailto:acalvia@luiss.it> www.luiss.it<http://www.luiss.it/> https://luiss.webex.com/meet/acalvia

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Seminar in Statistics - MARTA CATALANO
by Pierpaolo De Blasi 12 Dec '22

12 Dec '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 16 Dicembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Marta Catalano* (University of Warwick) Title: *Optimal transport to measure the impact of the prior in Bayesian nonparametrics* Abstract: The Dirichlet process has been pivotal to the development of Bayesian nonparametrics, allowing one to learn the law of the observations through closed-form expressions. Still, its learning mechanism is often too simplistic and many generalizations have been proposed to increase its flexibility, a popular one being the class of normalized completely random measures. Here we investigate a simple yet fundamental matter: will a different prior actually guarantee a different learning outcome? To this end, we develop a new framework for assessing the merging rate of opinions based on three leading pillars: i) the investigation of identifiability of completely random measures; ii) the measurement of their discrepancy through a novel optimal transport distance; iii) the establishment of general techniques to conduct posterior analyses, unravelling both finite-sample and asymptotic behaviour of the distance as the number of observations grows. Our findings provide neat and interpretable insights on the impact of popular Bayesian nonparametric priors, with very mild assumptions on the data-generating process. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/84498069342?pwd=ZkJOcnlNalEybmlEdE1QUGFEczZmdz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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PhD positions at the Maxwell Institute, Edinburgh
by Ottobre, Michela 09 Dec '22

09 Dec '22

Dear all, Heriot Watt and the Maxwell Institute, Edinburgh, are advertising a number of fully funded PhD Scholarships, of the duration of 3 and a half years. Applications are open in any area of Pure and Applied Mathematics, including (but not restricted to) Algebra, Mathematical Physics, Analysis of PDEs, Inverse Problems, Uncertainty Quantification, Calculus of Variations, Probability, Stochastic Analysis, Numerical Analysis, Mathematical Biology and Ecology, Modelling, Statistics, Computational Science, Actuarial Mathematics etc. The deadline for applications is 23rd of January 2023. We will accept applications also after this deadline, but best chances are before January 23rd. For information on our programmes, see the link below https://www.maxwell.ac.uk/graduate-school/ A description of (many of) the PhD projects offered by the HW research groups can be found here https://www.hw.ac.uk/uk/schools/mathematical-computer-sciences/research/phd… We actively promote Equality, Diversity and Inclusion and welcome applications from all qualified applicants. All the Best, Michela -------------------------------------- Michela Ottobre Associate Professor in Mathematics Heriot-Watt University ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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postdoctoral position at Warwick
by Giuseppe Cannizzaro 09 Dec '22

09 Dec '22

Gentili colleghi, vi scrivo per comunicarvi che ho aperto una posizione di postdoc presso l'università Warwick per lavorare con me su argomenti di probabilità, analisi stocastica e meccanica statistica. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5062452&ownertype=fair… Vi prego di incoraggiare buoni candidati che stanno completando o hanno completato il dottorato a fare domanda. Cari saluti, Giuseppe

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