- Random - Mailing list — Dipartimento di Matematica, UniPI

EFI8 - Deadline approaching (November, 25)! (fwd)
by Tiziano Vargiolu 23 Nov '22

23 Nov '22

Apologies for cross-postings --------------------------------------------------------------------------- Call for Papers: Energy Finance Italia 8 Conference (EFI8) Politecnico di Milano, February 8 - 10, 2023 Deadline for submission (extended abstract/paper): November 25, 2022. Web: https://www.energyfinanceitalia.it/ Contact: efi8-dmat(a)polimi.it The Conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Participants are encouraged to submit their papers or proposals of organized sessions on a wide range of theoretical and applied topics in these two research fields, such as (but not limited to): Energy and climate data science, Energy forecasting, Energy innovations, Energy markets, Energy analytics, Energy mix and carbon emission trading, Energy supply chain, ESG, Green finance & financing energy infrastructure, Climate policy and risk, Climate change & market efficiency, Climate change & pricing uncertainty, Regulation and regulatory risk, Renewable sources, Risk measurement and management, Storage devices, Sustainable finance. Keynote speakers: Clémence Alasseur, Fred Espen Benth, Florian Ziel. Award: Best EFI8 Paper, reserved to the presenters born after January 1st, 1993 We are looking forward to welcoming you to Milan. Roberto Baviera for the Organizing Committee __________________________________ Professor of Financial Engineering, Dep. Mathematics, Politecnico di Milano, 32 p.zza Leonardo da Vinci, I-20133 Milan Web: qfinlab.polimi.it/baviera __________________________________

1 0

Invitation to Special Issue Advances in Fractional Order Information Measures and Applications - Axioms
by francesco.buono3＠unina.it 23 Nov '22

23 Nov '22

Dear All, I would like to invite you to submit a paper to the Special Issue titled "Advances in Fractional Order Information Measures and Applications" for Axioms (https://www.mdpi.com/journal/axioms) with Guest Editors Dr. Suchandan Kayal and Prof. Dr. Maria Longobardi. Special Issue Homepage: https://www.mdpi.com/journal/axioms/special_issues/8TK6E5G1M2 Submission deadline: 30 April 2023 It is promoted on twitter and Linkedin: https://twitter.com/Axioms_MDPI/status/1594611317423251456 https://www.linkedin.com/feed/update/urn:li:activity:7000378324854202368 I also attached the Banner and Flyer in the email. Best regards, Francesco Buono

1 0

Postdoc position in Lyon in probability / mathematical physics
by Francesco Caravenna 23 Nov '22

23 Nov '22

Ricevo e inoltro. > Da: Christophe Garban <christophe.garban(a)gmail.com> > Oggetto: Postdoc position in Lyon in probability / mathematical physics > Data: 23 novembre 2022, 08:47:25 CET > Cc: Avelio Sepúlveda <lsepulveda(a)dim.uchile.cl>, Jean-Marie Stephan <stephan(a)math.univ-lyon1.fr> > > Dear colleagues, > > I am currently advertising a two-year postdoc position (with a possible extension to a third year) in probability/mathematical physics in University of Lyon 1, deadline January, 11th. > Please transfer the announcement below to potential candidates. > > Thanks a lot! > Best wishes, > Christophe. > > ---------------------- > Postdoc position in Lyon for 2023 > Université Lyon 1 > (funded by the ERC project Vortex) > > Applications are invited for a postdoctoral fellowship in probability/mathematical physics at University Lyon 1. > The postdoc is funded by the European Research Council grant Vortex. > > Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. > > Practical informations: > (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2023.pdf <http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2023.pdf> ) > - The position is for two years (with a possible extension to a third year), with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). > - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). > - No teaching. > - A lot of activity around probability in Lyon. > - Great city :-) > - The expected starting date is September 2023, but a different date may be arranged. > > Application and deadline: > Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com <mailto:christophe.garban@gmail.com>) before January 11th, 2023. > > Contacts: (all members of the ERC project Vortex). > Christophe Garban (christophe.garban(a)gmail.com <mailto:christophe.garban@gmail.com>) > Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl <mailto:lsepulveda@dim.uchile.cl>) > Jean-Marie Stéphan (stephan(a)math.univ-lyon1.fr <mailto:stephan@math.univ-lyon1.fr>)

1 0

SPASS seminar: Margerita Zanella - TUE 29.11 at 14:00
by Andrea Agazzi 23 Nov '22

23 Nov '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: *Ergodic results for the stochastic nonlinear damped Schroedinger equation* by Margherita Zanella (Politecnico di Milano) The seminar will take place in person on *TUE, 29.11.2022 at 14:00* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- Abstract: *T**itle: **Ergodic results for the stochastic nonlinear damped Schroedinger equation* *Abstract: * *We study the nonlinear stochastic Schrödinger equation with linear damping. We prove the existence of invariant measures in the case of two dimensional compact Riemannian manifolds without boundary and compact smooth domains of R^2 with either Dirichlet or Neumann boundary conditions. We prove the uniqueness of the invariant measure in R^d, d=2,3 when the damping coefficient is sufficiently large. * *The talk is based on joint works with B. Ferrario and Z. Brzeźniak.*

1 0

Workshop "Social Network Dynamics and Impact on Financial Markets" | 26-27 January 2023
by Irene Crimaldi 22 Nov '22

22 Nov '22

Dear all, we are glad to inform you about the workshop *"Social Network Dynamics and Impact on Financial Markets"*, organized by the IMT School in collaboration with the Tor Vergata University of Rome, that will take place *on 26 and 27 January 2023*. Social media platforms provide a significant channel for people to connect, share opinions, spread and process information. How we interact with each other leads to large-scale phenomena, and recently financial markets have been repeatedly influenced by viral social media trends. These online financial coordinated operations receive massive attention from the media, financial stakeholders, and the academic community. In this workshop, you will explore the key ingredients leading the stock to go viral and how we can model and early detect online coordination that has a social and practical impact. *The call for abstract is open until December 15, 2022.* For more information, visit the website socialnetdynamics.imtlucca.it or write to workshop.socialnet.dynamics(a)gmail.com. Best regards, Communication and Events Office *Scuola IMT Alti Studi Lucca* Piazza San Ponziano, 6 - 55100 Lucca - Italia Tel: +39 0583 4326 606 - Fax: +39 0583 4326 565 www.imtlucca.it

1 0

Neural Coding Workshop - 27 Feb - 4 March 2023
by Massimiliano Tamborrino 21 Nov '22

21 Nov '22

Dear All, I'm writing to inform you that the 15th International Neural Coding Workshop will take place in Piriápolis, Uruguay, from the 27th February to the 4th March http://neuralcoding.net/nc2023/index.html As in the tradition of previous NC workshops, this will be a single track multi-disciplinary event bringing together experimental and computational neuroscientists. Attendees of the workshop should thus be prepared to cross the borders of their own disciplines. More detailed information can be found on the workshop website http://neuralcoding.net/nc2023/index.html The abstract submission is now open and will close on the 18th December, which is also when the early registration closes. PhD students and postdoc can apply for travel awards by submitting their application by the 20th December. ► Find out about the workshop for more details and register: http://neuralcoding.net<http://neuralcoding.net/> ► You can also directly head to the submission page: https://easychair.org/cfp/nc2023 Best regards, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

riapertura assegno di ricerca su metodi di apprendimento automatico su dataset multi-tipo
by Marco Romito 21 Nov '22

21 Nov '22

Buongiorno scrivo per segnalare la riapertura del bando per un assegno di ricerca presso il Dipartimento di Matematica dell'Università di Pisa, in partnership con Miningful Studio, sul tema /Metodi di apprendimento automatico su dataset multi-tipo/, finanziato da /Regione Toscana – FSC (Fondo di Sviluppo e Coesione) – Bando per la realizzazione di progetti in collaborazione tra organismi di ricerca e MPMI per l’applicazione di 5G e tecnologie innovative/. La tematica al centro del progetto è lo studio e lo sviluppo di modelli predittivi che includano datiprovenienti da sorgenti di natura differente (sensoristica, RFID, NFC, dati esterni, sistemi di monitoraggio della produzione, etc.) allo scopo di aumentare le capacità predittive, e di razionalizzare la raccolta e la gestione dei dati. Il bando è disponibile all'indirizzo https://bandi.unipi.it/public/Bandi/Detail/9f476d7d-617b-40a4-b001-3bf803df… la scadenza è alle ore 13:00 del 16 dicembre. Per maggiori informazioni ci si può rivolgere allo scrivente grazie e a presto m. ---------------------------------------- I am writing to announce the re-opening of the call for a research grant at the Department of Mathematics, University of Pisa, in partnership with Miningful Studio, about Machine Learning Methods on Multi-Type Datasets, funded by Regione Toscana - FSC (Fondo di Sviluppo e Coesione). The main topic of the project is the study and development of predictive models that include data from sources of different nature (sensors, RFID, NFC, external data, production monitoring systems, etc.) in order to increase predictive capabilities, and to streamline data collection and management. The call for proposals is available at https://bandi.unipi.it/public/Bandi/Detail/9f476d7d-617b-40a4-b001-3bf803df… the deadline is 1 p.m. Dec. 16. More information can be obtained by contacting the writer thank you m.

1 0

QFW2023 - Call for papers
by Marina DI GIACINTO 21 Nov '22

21 Nov '22

---------------------------------------------------------------------------------------------------- Apologies for cross-postings ---------------------------------------------------------------------------------------------------- Dear Colleagues, We are delighted to announce that the XXIV Workshop on Quantitative Finance (QFW2023) will take place at the Angevin Castle in Gaeta on April 20th-22nd, 2023. The meeting is hosted by the University of Cassino and Southern Lazio, and organized by the Department of Economics and Lazio. The call for papers can be found in the attachment and the poster is available for download here <https://drive.google.com/file/d/1aoSPNCgHk4caf_LOB4Vk61XDCmvdJG1m/view>. For further details please refer to our website: https://qfw2023.unicas.it/ Attendance is free of charge but registration through the conference website is compulsory for organizational reasons. We are looking forward to meeting you in Gaeta! Marina Di Giacinto On behalf of the Organizing Committee

1 0

Assegno di ricerca tipo A- SECS-S/06 Pavia
by Daria Ghilli 21 Nov '22

21 Nov '22

Buongiorno, segnalo un bando per un assegno di ricerca (annuale ma rinnovabile un secondo anno) di tipo A sul s.s.d. SECS-S/06 presso il Dipartimento di Scienze Economiche e Aziendali dell'Università di Pavia. Il bando e i dettagli del progetto si trovano al seguente link: http://www-assegni.unipv.it/bandi-ateneo-tipo-a/ codice bando: FRG2022-UNICATRANCHE-2022 codice assegno: A11 Tematica: METODI MATEMATICI PER L’ANALISI DEI MERCATI ENERGETICI Durata: 1 anno – rinnovabile Importo lordo percettore annuo: Euro 25000 La scadenza per la presentazione delle domande è fissata per il giorno* 15/12/2022 ore 12.00* Cordiali saluti Daria Ghilli Daria Ghilli Dipartimento di Scienze Economiche e Aziendali Ricercatrice a tempo determinato tipo b Via S. Felice al Monastero, 5 - 27100 Pavia (Italia) <http://maps.google.com/?q=Via+S.+Felice+al+Monastero%2C+5+27100+Pavia+%28It…> https://sites.google.com/view/dariaghilli/home

1 0

Fwd: 📋 Open positions: 6 PhD Fellowships in Mathematics
by Gianni Pagnini 21 Nov '22

21 Nov '22

Cari colleghi, Vorrei segnalare la possibilità di svolgere un dottorato presso il BCAM di Bilbao, Paesi Baschi - Spagna. Le posizioni disponibili sono 6 con scadenza 25 Gennaio 2023. In particolare, una posizione è disponibile nella mia linea di ricerca in diffusione anomala seguendo il percorso di Mathematical Physics - Statistical Physics http://www.bcamath.org/documentos_public/archivos/ofertas/1_La_Caixa_2022_P… <http://www.bcamath.org/documentos_public/archivos/ofertas/1_La_Caixa_2022_P…> Grazie per l’attenzione. Saluti, Gianni — 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 ) > Begin forwarded message: > > From: BCAM - Basque Center for Applied Mathematics <communication(a)bcamath.org> > Subject: 📋 Open positions: 6 PhD Fellowships in Mathematics > Date: 18 November 2022 at 15:51:53 CET > To: <gpagnini(a)bcamath.org> > Reply-To: BCAM - Basque Center for Applied Mathematics <communication(a)bcamath.org> > > View this email in your browser <https://mailchi.mp/bcamath/la-caixa-inphinit-13697498?e=21ee2e4495> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Dear all, > We wish to inform you that the call for the doctoral fellowship programme INPhINIT “la Caixa” <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> is now open. This programme is devoted to attracting talented Early-Stage Researchers—of any nationality—who wish to pursue doctoral studies in Spanish or Portuguese territory, and it's sponsored by ”la Caixa” Foundation. The programme is divided into two different frames: > > Doctorate INPhINIT Incoming: <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> 35 PhD fellowships. Candidates must have resided or carried out their main activity in Spain for less than 12 months in the last 3 years. > Doctorate INPhINIT Retaining: <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> 30 PhD Fellowships. Candidates must have resided or carried out their main activity in the same country, either Spain, or Portugal, more than 12 months in the last 3 years. > As a Severo Ochoa Center of Excellence, BCAM offers 6 PhD fellowships in each frame of the programme, on the following project theses: > > 1. PhD position in Analysis of PDEs <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: P. Caro and L. Roncal, R. Lucà, C. Pérez, L. Vega, A. Zarnescu. > > 2. PhD position in Computational Mathematics <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: D. Pardo, T. Teijeiro. > > 3. PhD positon in Mathematical Physics <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: G. Pagnini, M. Sanz. > > 4. PhD position in <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…>Mathematical Modeling with multidisciplinary applications <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: S. Rodrigues, M. Aguiar. > > 5. PhD Positon in Mathematics and Data Science <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisor: J.A. Lozano. > > 6. PhD position in BCAM Severo Ochao lab <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Potential advisors: J.A Lozano and N. Quadrianto, E. Akhmatskaya and J.A. Carrillo, L. Vega and J. Serra > > Fellows enjoy a 3-year contract in a stimulating research training environment, with access to appropriate equipment, facilities and opportunities. Among other elements, these fellowships offer a highly competitive salary and complementary opportunities for training on transferable skills. > > The schedule is the following: > 25 January 2023 —> Deadline for applications > 8 February 2023 —> Deadline to submit the language certificate > 18 april 2023 —> Announcement of preselection results and call for interviews. > 23, 24 and 25 May 2023 —> Interviews > 8 June 2023 –> Announcement of the final results > June 8 to June 30 —> Center-Student agreement > If you wish to apply for one of the positions offered at BCAM, but have doubts about the process, visit our website <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> and don't hesitate to contact us in phd(a)bcamath.org. <mailto:phd@bcamath.org> > Deadlines: > 25 January, 2022 (Incoming) | 16 February, 2022 (Retaining) > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > More info <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > Application form <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <https://bcamath.us17.list-manage.com/track/click?u=b5d6d41f1ef7d08511de461b…> > <mailto:communication@bcamath.com> > Copyright © 2022 BCAM, All rights reserved. > You are receiving this email because you are part of BCAM's email distribution list. > > Our mailing address is: > BCAM > Alameda Mazarredo 14 > Bilbao, Bi 48009 > Spain > > Add us to your address book <https://bcamath.us17.list-manage.com/vcard?u=b5d6d41f1ef7d08511de461b0&id=f…> > > Want to change how you receive these emails? > You can update your preferences <https://bcamath.us17.list-manage.com/profile?u=b5d6d41f1ef7d08511de461b0&id…> or unsubscribe from this list <https://bcamath.us17.list-manage.com/unsubscribe?u=b5d6d41f1ef7d08511de461b…>. > > <http://www.mailchimp.com/email-referral/?utm_source=freemium_newsletter&utm…>

1 0

Postdoctoral position in Verona - Extended Deadline
by Athena Picarelli 18 Nov '22

18 Nov '22

Dear colleagues, the deadline for the application to the postdoctoral position in the Department of Economics of the University of Verona has been extended to November 25, 2022. The position is open to candidates of any field in Economics and Finance, including quantitative and Mathematical Finance. For additional information or any inquiry please visit the following link: https://www.dse.univr.it/?ent=iniziativa&did=1&id=10302 or write to postdoc(a)dse.univr.it<mailto:postdoc@dse.univr.it> Best regards, Athena Picarelli -------- Dr. Athena Picarelli Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24, 37129, Verona

1 0

Annuncio Seminario Sapienza
by Lorenzo Taggi 18 Nov '22

18 Nov '22

Data e ora: Martedì 22 Novembre, ore 14:00 Luogo: Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma Speaker: Mauro Mariani Titolo: Long time asymptotic of action functionals Abstract: I will provide a self-contained variational approach to state some classical and new results in the framework of Aubry-Mather theory. More precisely, I will discuss the expansion by Gamma-convergence of the action functional of classical mechanics, as the time-scale diverges. Joint work with Carlo Orrieri.

1 0

Padova Seminars in Probability and Finance - Maurizia Rossi (Università Milano Bicocca)
by alessandra bianchi 18 Nov '22

18 Nov '22

Dear Colleagues, We would like to invite you to the following seminar that will take place on November 25 at 15.30. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Maurizia Rossi (Università Milano Bicocca) *Title*: Gaussian Kinematic Formulas for Random Spherical Harmonics *Date and time*: Friday, NOVEMBER 25 at 15.30 *Place*: room 2AB40 at the Department of Mathematics, University of Padova *Zoom link*: https://unipd.zoom.us/j/83301000752 (meeting ID: 833 0100 0752) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract*: In this talk we investigate the geometry of random spherical harmonics (Gaussian Laplace eigenfunctions on the round sphere). In particular we study the distribution, for large eigenvalues, of Lipschitz-Killing Curvatures (LKCs) of their excursion sets at any threshold. The main result we discuss is an asymptotic equivalence, in mean-square, between these functionals and the L2-norm of the random eigenfunction times a suitable map of the threshold (that vanishes at zero). This formula allows one to determine limiting distribution, correlation phenomena and moderate deviations for these LKCs, and generalizes - in the case of random spherical harmonics - those obtained by Adler and Taylor for their expected value. If time permits, we digress slightly to investigate the local geometry of spin spherical random fields, that is, random sections of the spin line bundles of the sphere. This talk is mainly based on a number of joint works on random spherical harmonics with V. Cammarota, D. Marinucci and I. Wigman + a recent work on spin random fields written jointly with A. Lerario, D. Marinucci and M. Stecconi. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

1 0

Annuncio Seminario Sapienza
by Lorenzo Taggi 17 Nov '22

17 Nov '22

*Data e ora:* Martedì 22 Novembre, ore 14:00 *Luogo:* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Mauro Mariani *Titolo:* Long time asymptotic of action functionals *Abstract:* I will provide a self-contained variational approach to state some classical and new results in the framework of Aubry-Mather theory. More precisely, I will discuss the expansion by Gamma-convergence of the action functional of classical mechanics, as the time-scale diverges. Joint work with Carlo Orrieri.

1 0

LUISS math seminar - Regis Chenavaz, November 24, 2022 (& link)
by Sara 17 Nov '22

17 Nov '22

Dear all, I am pleased to announce the next seminar in our series. On Thursday 24 at 12:00 in Room AT03, prof. Chenavaz - KEDGE Business School - will talk about: *The Veblen effect* The increase of demand in price, an exception to the law of demand, is known as the Veblen effect. In Luiss' seminar we present two works on the Veblen effect. In the first (published) work, we consider a profit maximizing monopoly which by means of advertising impacts the price-demand relationship. We show that advertising and goodwill play an important role in making the Veblen effect more prevalent than expected. By employing optimal control theory, we capture the evolution of the variables over time, which may exhibit the Veblen effect where price and demand move in the same direction. In the second (in progress) work, we investigate the price-demand relationship, when price is the sole control variable. We assume that a higher price (control variable) enhances brand-image (state variable) translating into more sales. Using optimal control theory, we look at the conditions for the Veblen effect to happen. Eventually, a more comprehensive understanding of firms’ decisions driving the Veblen effect has a promising impact on securing long-term profits. *Here are the credentials and the link for online participation:* Aula AT03: https://luiss.webex.com/luiss/j.php?MTID=mb27b65706219cee49db438fbecdd0f3d *User*: *w_guest(a)luiss.it <w_guest(a)luiss.it>* *Password*: ihPmCRdl76Q -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

1 0

SPASS seminar: Markus Tempelmayr - TUE 15.11 at 14:00
by Andrea Agazzi 15 Nov '22

15 Nov '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: *A diagram-free approach to the stochastic estimates in regularity structures* by Markus Tempelmayr (Max Planck Institute, Leipzig) The seminar will take place in person on *TUE, 15.11.2022 at 14:00* in Collegio Puteano, Scuola Normale Superiore di Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- Abstract: *A diagram-free approach to the stochastic estimates in regularity structures* *We present an alternative point of view on Hairer's regularity structures that is well suited, but not restricted to, quasilinear singular SPDEs. Guided by symmetries of the equation, we approach the counterterm top-down rather than bottom-up. The model, which captures the local solution behaviour, is indexed by partial derivatives w.r.t. the nonlinearity. This allows for efficient bookkeeping and automated (inductive) proofs. The main assumption on the driving noise is a spectral gap inequality, which complements well the BPHZ choice of renormalization.This is joint work with Pablo Linares, Felix Otto, and Pavlos Tsatsoulis.*

2 1

Cluster hiring in climate research in Milan, Italy (8 Positions)
by FONTANA Matteo 15 Nov '22

15 Nov '22

The RFF-CMCC European institute on economics and the environment is expanding and looking for bright researchers working on a variety of climate change topics. We have a cluster hire of 8 job posts including data science, decision theory, and computational economics. The cluster hire is intended to strengthen the institute’s multi-disciplinarity and promote new research lines. It is mainly targeted at post-docs and junior researchers (assistant professors), though other seniorities will be considered. Info and applications: https://www.eiee.org/jobs/ Dr. MATTEO FONTANA Statistician | Data Scientist | Project Officer [cid:image001.gif@01D8F8E8.FF99A4B0] European Commission Joint Research Centre Unit A.5 – Scientific Developement Centre for Advanced Studies, Science and Art Office 46I 00/014 Via E. Fermi 2749 - 21027 Ispra (VA) – Italy +39-033278-9819 matteo.fontana(a)ec.europa.eu<mailto:matteo.fontana@ec.europa.eu>

1 0

de Finetti Risk Seminar - November 2022
by Emanuela Rosazza Gianin 15 Nov '22

15 Nov '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Cosimo Andrea Munari University of Zurich, Switzerland Title: Market-consistent pricing with acceptable risk Abstract: We study the range of prices at which a rational agent should contemplate transacting a financial contract outside a given securities market. Trading is subject to nonproportional transaction costs and portfolio constraints and full replication by way of market instruments is not always possible. Rationality is defined in terms of consistency with market prices and acceptable risk thresholds. We obtain a direct and a dual description of market-consistent prices with acceptable risk. The dual characterization requires an appropriate extension of the classical Fundamental Theorem of Asset Pricing where the role of arbitrage opportunities is played by good deals, i.e., costless investment opportunities with acceptable risk-reward tradeoff. In particular, we highlight the importance of scalable good deals, i.e., investment opportunities that are good deals regardless of their volume. The talk is based on joint work with Maria Arduca (LUISS Rome). LOCATION: The seminar will be held on *November 30, *2022 at *18.00,* Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.45. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ****************************************** ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

1 0

Fwd: thesis scholarship offer at University of Luxembourg
by francesca pistolato 14 Nov '22

14 Nov '22

Buongiorno, Ricevo e inoltro volentieri. Saluti, Francesca Pistolato > Begin forwarded message: > > From: Laurent LOOSVELDT <laurent.loosveldt(a)uni.lu> > Subject: thesis scholarship offer at University of Luxembourg > Date: 9 November 2022 at 17:34:29 CET > To: Francesca PISTOLATO <francesca.pistolato(a)uni.lu> > > Dear colleagues, > > We have funding for a thesis grant which will start in September 2023 at the University of Luxembourg. The research project lies in between probability and analysis, more specifically multifractal, functional, and stochastic analysis. > > We are looking for a high-level candidate and would be very pleased if you could convey the message below to potentially interested students. You can tell them that they do not hesitate to contact us if they have any questions. > > Also, do not hesitate to forward this announcement to your colleagues. > > We thank you very much in advance! > > Laurent Loosveldt and Ivan Nourdin > > ==================================== > > Dear master students, > > With this message, we would like to invite you to apply for a thesis scholarship offer (start: Sept. 2023) funded by the University of Luxembourg (UL). > > We are looking for a candidate with high potential, interested in preparing a thesis at the interface between multifractal, functional and stochastic analysis. Research interests may include, for instance: > Regularity of stochastic processes > Wavelet representations of stochastic processes > Local times of stochastic processes > Fractal dimensions > Multifractional processes > Function spaces adapted to study these notions > Analysis on Wiener chaos > Malliavin calculus > … > > Working conditions at UL are excellent: we are located at Belval University, in brand new and very well equipped modern premises. The scientific activities are numerous: seminars, working groups, conferences. The daily atmosphere is very pleasant (many discussions and small events of all kinds punctuate the days) and multicultural (there are people of all nationalities). The salary is very competitive. > > If you would like more information, do not hesitate to contact us! > > Best regards, > > Laurent Loosveldt – laurent.loosveldt(a)uni.lu <mailto:laurent.loosveldt@uni.lu> > https://sites.google.com/view/laurentloosveldt <https://sites.google.com/view/laurentloosveldt> > Ivan Nourdin – ivan.nourdin(a)uni.lu <mailto:ivan.nourdin@uni.lu> > https://sites.google.com/site/ivannourdin/ <https://sites.google.com/site/ivannourdin/> > > > > -------------------------------------------------------------------------- > Laurent Loosveldt > > Chercheur Postdoctoral à l'Université du Luxembourg > Département de Mathématique > Maison du Nombre > 6, Avenue de la Fonte > 4364 Esch-sur-Alzette > Grand Duché du Luxembourg > Téléphone : (+352) 46 66 44 9818 > Email : laurent.loosveldt(a)uni.lu <mailto:laurent.loosveldt@uni.lu> > > --------------------------------------------------------------------------

1 0

LUISS math seminar - Huyen Pham, November 8, 2022 (& link)
by Sara 14 Nov '22

14 Nov '22

Dear all, I am pleased to announce the next seminar in our series. *Speaker: Huyen Pham, Université Paris Cité* Abstract. With the emergence of new online channels and information technology, digital advertising tends to substitute more and more to traditional advertising by offering the opportunity to companies to target the consumers/users that are potentially interested by their pro\-ducts or services. We introduce a continuous time model for the study of optimal bidding strategies associated to different types of advertising, namely, commercial advertising for triggering purchases or subscriptions, and social marketing for alerting population about unhealthy behaviours (anti-drug, vaccination, road-safety campaigns). Our framework encodes users online behaviours via their web-browsing at random times, social interactions in a large population of users, and the targeted advertising auction mechanism widely used on Internet. We address the attribution problem of how to efficiently diffuse advertising information by means of digital channels in order to generate conversion. Our main results are to provide semi-explicit formulas for the optimal value and bidding policy in various contexts of commercial advertising and social marketing. We show sensitivity properties of the solution with respect to model parameters, and analyse how the different sources of digital information accessible to users including the social interactions affect the optimal bid for advertising auctions. We also study how to efficiently combine targeted advertising and non-targeted advertising mechanisms. Finally, some classes of examples with fully explicit formulas are derived. The seminar will be held in Room 106, - viale Romania 32, Roma. The link to the room is: Aula 106 a: https://luiss.webex.com/luiss/j.php?MTID=mc76ccac202efab1b18aea6a847fc1457 *User*: *w_guest(a)luiss.it <w_guest(a)luiss.it>* *Password*: iwU13nSCa8Q -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

2 2

Seminar in Statistics - KONSTANTINOS DAREIOTIS
by Pierpaolo De Blasi 11 Nov '22

11 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Novembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Konstantinos Dareiotis* (Purdue University USA) Title: *Regularisation of differential equations by multiplicative fractional noises* Abstract: In this talk, we consider differential equations perturbed by multiplicative fractional Brownian noise. Depending on the value of the Hurst parameter H, the resulting equation is pathwise viewed as an ordinary (H>1), Young (H in (1/2, 1)) or rough (H in (1/3, 1/2)) differential equation. In all three regimes we show regularisation by noise phenomena by proving the strongest kind of well-posedness for equations with irregular drifts: strong existence and path-by-path uniqueness. In the Young and smooth regime H>1/2 the condition on the drift coefficient is optimal in the sense that it agrees with the one known for the additive case. In the rough regime (H in(1/3,1/2)) we assume positive but arbitrarily small drift regularity for strong well-posedness, while for distributional drift we obtain weak existence. This is a joint work with Máté Gerencsér. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09> 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/>

1 1

Seminar in Statistics - VINAYAC RAO
by Pierpaolo De Blasi 11 Nov '22

11 Nov '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Novembre 2022, alle ore 11.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Rao Vinayak* (Purdue University USA) Title: *Differential Privacy and Bayesian Computation: Two Vignettes* Abstract: Differential privacy (DP) protects privacy by introducing additional randomness into a recorded dataset. It comes with strong theoretical guarantees, and has become a state-of-the-art framework for privacy protection. In this talk, we consider two complementary challenges raised by DP. In the first part, we recognize that implementing DP mechanisms require sampling algorithms like MCMC or rejection sampling. In these instances, the algorithm runtime itself can leak privacy, so that practical implementations fail to maintain the original theoretical guarantees. To address this, we propose modifications to rejection and adaptive rejection sampling algorithms, with varying assumptions, to protect against timing attacks. In the second part, we focus on a more traditional statistics problem related to differential privacy: given access to only the privatized data, how to perform valid statistical inference on parameters underlying the confidential data. Here, the likelihood function of the privatized data requires integrating over the large space of confidential databases and is typically intractable, resulting, in Bayesian settings, in a posterior distribution that is doubly intractable. We propose a generic MCMC framework which is applicable to a wide range of statistical models and privacy mechanisms. Our MCMC algorithm is a simple wrapper that extends MCMC algorithms for the unobserved confidential data to settings where the data is privatized. Our approach translates privacy guarantees of the DP mechanism into mixing properties of the MCMC algorithm, while maintaining the same order of computational cost as the algorithm for non privatized data. We illustrate the efficacy and applicability of both our ideas on several examples. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09> 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/>

1 0

Researcher at private company - Mathematics/statistics
by Stefano Herzel 11 Nov '22

11 Nov '22

Giro questa offerta di lavoro da parte di Attilio Meucci (ARPM) Research position in mathematics/statistics at a private company: - For holders of a Master's/PhD degree in Mathematics or equivalent - No programming or finance prerequisites. Strong mathematics is a must. - Possibility of PhD sponsorship for Master's degree holders who wish to pursue a PhD For more information visit arpm.co/job/researcher <http://arpm.co/job/researcher>

1 0

The ABS school is back! Bayesian Causal Inference in Firenze (June 12-16, 2023)
by Elisa Varini 11 Nov '22

11 Nov '22

Dear all, we are glad to inform you that the Applied Bayesian Statistics school is back! ABS23 will be held in Firenze on June, 12-16, 2023. The school is organised by CNR IMATI (Institute of Applied Mathematics and Information Technologies at the Italian National Research Council in Milano), this year in cooperation with the Florence Center for Data Science and the Department of Statistics, Computer Science and Applications at the University of Firenze. The topic will be BAYESIAN CAUSAL INFERENCE. The lecturer will be FAN LI (Duke University, https://scholars.duke.edu/person/fli) with the support by researchers at the University of Firenze. If interested, you can register on the school website: http://www.mi.imati.cnr.it/conferences/abs23/ REGISTRATION is now open but payments will be possible (by bank transfer or credit card) only after January, 30, 2023. If you are interested in the school but unwilling to register for the moment, please send an email to abs23(a)mi.imati.cnr.it and we will send you updates and reminders. As in the past (since 2004), there will be a combination of theoretical and practical sessions, along with presentations by participants about their work (past, current and future) related to the topic of the school. OUTLINE: The aim of this course is to introduce the fundamental concepts and the state-of-the-art methods for causal inference under the potential outcomes framework, with an emphasis on the Bayesian inferential paradigm. Topics will cover randomized experiments, common methods for observational studies, such as propensity score, matching, weighting and doubly-robust estimation, heterogeneous treatment effects, sensitivity analysis, instrumental variables, principal stratification, panel data methods, and longitudinal treatments. Recent advances related to high dimensional analysis and machine learning will be naturally incorporated into the discussion. All methods will be illustrated via real world case studies. We hope you will be interested in the school and we would like to meet you in Firenze next year. We invite you also to share the information with people potentially interested. Best regards Elisa Varini and Fabrizio Ruggeri Executive Director and Director of ABS23

1 0

4 Assistant and Associate Positions @WarwickStats - December 12
by Massimiliano Tamborrino 11 Nov '22

11 Nov '22

Dear all, at the Department of Statistics at Warwick, we are currenly recruting * 1 Assistant Professor in Applied Statistics * 1 Associate Professor in Machine Learning * 1 Assistant Professor in Machine Learning * 1 Associate Professor in Statistics All positions are permanent. The deadline for applying is the 12th December. More information is reported below and on https://warwick.ac.uk/statjobs Best, Massi ------- Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ---------- Assistant and Associate Professor positions in Statistics and Machine Learning at Warwick Outstanding and enthusiastic academics are sought by the Department of Statistics at Warwick, one of the world’s most prominent and most research active departments of Statistics. The Department has close relations with the co-located Mathematics Institute and Department of Computer Science and with other departments such as Economics and the Warwick Business School. Four permanent posts are available, which reflects the strong commitment of the University of Warwick to invest in Statistics and Machine Learning: * Assistant Professor, Applied Statistics * Associate Professor, Machine Learning * Assistant Professor, Machine Learning * Associate Professor, Statistics Applicants should have evidence or promise of world-class research excellence and ability to deliver high quality teaching across our broad range of degree programmes. At Associate Professor level, applicants should have an outstanding publication record. Other positive indicators include enthusiasm for engagement with other disciplines, within and outside the Department and, at Associate Professor level, a proven ability to secure research funding. Further details of the requirements for each of the four positions can be found at https://warwick.ac.uk/statjobs. The Department of Statistics is committed to promoting equality and diversity, holding an Athena SWAN Silver award which demonstrates this commitment. We welcome applicants from all sections of the community and will give due consideration to applicants seeking flexible working patterns, and to those who have taken a career break. Further information about working at the University of Warwick, including information about childcare provision, career development and relocation is at https://warwick.ac.uk/services/humanresources/workinghere/. Informal enquires can be addressed to Professors Jon Forster (J.J.Forster(a)warwick.ac.uk) or Adam Johansen (A.M.Johansen(a)warwick.ac.uk) or to any other senior member of the Warwick Statistics Department. Closing date: December 12, 2022. More details and a link to the application forms: https://warwick.ac.uk/statjobs Further information about the Department of Statistics: https://warwick.ac.uk/stats Further information about the University of Warwick: https://www2.warwick.ac.uk/services/humanresources/jobsintro/furtherparticu…

1 0