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LTI@Unito webinar Andrea Modea (U. Bonn): “Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking”| May 24, 2021 @12:45
by Luca Regis 20 May '21

20 May '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking” by Andrea Modena (University of Bonn), which will take place on Zoom on May 24, at 12.45. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/J7QJ4oN6YVj_zZsZOtARrIVf6c7Hmq99bS…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following workshop <#> *May 24, 2021 | 12:45 - 13:45* *“Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking”* *Andrea Modena (University of Bonn, Università Ca’ Foscari Venezia) * <#> *Abstract. *We study the trade-off between the short-run costs and the long-run benefits of bank bailouts. In the model, banks leverage, thanks to their cost advantage at monitoring firms, but hold precautionary capital buffers to avoid costly equity issuance. Banks’ recapitalization is suboptimal because they do not internalize the externalities of the banking sector’s relative size on their individual leverage capacity and firms’ investments. Systematic bailouts can improve the allocation efficiency in bad states, in which banks’ leverage is persistently constrained and investments are low. In the long run, bailouts accelerate the economy’s recovery by fostering growth, thereby reducing endogenous risk. *Zoom link:* *https://us02web.zoom.us/j/83596624662?pwd=ZmlvenJSbGJVZjl4WTA0MnNMUXVlZz09* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/s-qJVnhbS_zG1dfsi6qOu9mnfTxc8QKO7h…> Meeting ID: 835 9662 4662 Passcode: 056057 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/yuwpD8sTuPk6FHLiRKKpTMm-UjUyfN6wgb…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/VpUegKgodGXzBen7C44jhlkXkF9jhsSmmo…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/cMWe7pVTdvfxQ1F14Ip-99gRFCuIRpXB8y…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/PBGBAvJh5x5DlI_7sK-JDvUzZNEYzjMddC…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ODY9SQh8giPEbUl9tQNsfhNYuPH1kUrrxH…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/eSYLTqj79odIe23NOKQ9iD17xZiiWLxZpk…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/VHxNOf4LAHpDbLIqIRMcZ1IjxJ8vJMlt0R…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/pwqLm48bGIHoEgSNMJjK02XvcE2z7S4OYMkg…> <#> © 2021 Fondazione Collegio Carlo Alberto

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(PMS)^2 online talk: Alessandra Bianchi, Monday May 24 at 17.30
by Carlo Orrieri 19 May '21

19 May '21

Dear colleagues, We are happy to announce the following online talk: Speaker: Alessandra Bianchi (Università di Padova) Title: Limit Theorems for Exponential Random Graphs. Abstract: Exponential Random Graphs are defined through probabilistic ensembles with one or more adjustable parameters. They can be seen as a generalization of the classical Erdos Renyi random graph, obtained by defining a tilted probability measure that is proportional to the densities of certain given finite subgraphs. In this talk we will focus on the edge-triangle model, that is a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. Borrowing tools from statistical mechanics, together with large deviations techniques, we will characterize the limiting behavior of the edge density for all parameters in the so-called replica symmetric regime, where a complete characterization of the phase diagram of the model is accessible. First, we determine the asymptotic distribution of this quantity, as the graph size tends to infinity, in the various phases. Then we study the fluctuations of the edge density around its average value off the critical curve and formulate conjectures about the behavior at criticality based on the analysis of a mean-field approximation of the model. Joint work with Francesca Collet and Elena Magnanini. Date and time: Monday May 24, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/81602205122?pwd=Wlk0SVZPRjY4UHFzR1c5RmJMekRCZz09 <https://us02web.zoom.us/j/81602205122?pwd=Wlk0SVZPRjY4UHFzR1c5RmJMekRCZz09> Meeting ID: 816 0220 5122 Passcode: d5v0SS This talk is the second of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! (though limited to 100 participants for technical reasons) Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Fwd: [owps] talks May 20
by Faggionato, Alessandra 19 May '21

19 May '21

Buongiorno, inoltro l'annuncio del OWPS di domani per chi fosse interessato. Grazie dell'attenzione Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 19 mag 2021 alle ore 08:03 Subject: [owps] talks May 20 To: <owps(a)lists.bath.ac.uk> Dear All, we have two talks tomorrow. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 UTC Pascal MaillardBranching particle systems and front propagation I will review some recent results (some in progress) on extremes of branching particle systems as models of front propagation. The main theme will be asymptotic results about speed and fluctuations. The talk will be based on joint work with various subsets of the following people : Gaël Raoul, Michel Pain, Sarah Penington, Jason Schweinsberg, Julie Tourniaire. 15:00 - 16:00 UTC Sarah Penington Brownian bees in the infinite swarm limit Consider a system of N particles moving according to Brownian motions and branching at rate one. Each time a particle branches, the particle in the system furthest from the origin is killed. I will discuss the large N and large time behaviour of the system, which is related to solutions of a novel non-linear free boundary partial differential equation. Based on joint work with Julien Berestycki, Éric Brunet and Jim Nolen. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/67314174274 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 673 1417 4274 Password: 532590 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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open rank positions at Lund University (all fields)
by Carina Geldhauser 18 May '21

18 May '21

The Centre for Mathematical Sciences at Lund University seeks expressions of interest for several research group leaders (open rank). We are looking for internationally /strong/ scholars in any field of mathematics, with 5-12 years of research experience after PhD, currently working outside Sweden. Group leaders will bring in their unique research programme and expertise, whilst integrating and enhancing existing strengths at the Centre. Your research vision and future plans will be at the core of Lund University's bid for a very generous sponsorship from the Knut and Alice Wallenberg foundation, which will fund your research group for the first 5 years. Whilst your appointment will be permanent, we expect you to fund your staff members through external grants after the initial funding period. Lund University offers a competitive salary, attractive employer benefits and family-friendly working hours. We are committed to increase the diversity in our department and especially welcome proposals from scholars of underrepresented gender. Interested? Then send your CV and research group vision to erik.lindstrom(a)matstat.lu.se <mailto:erik.lindstrom@matstat.lu.se> by May 24th. We intend to invite interesting candidates to a virtual seminar talk and campus visit in /early/ June. More information about the hiring process will be given at this occasion.

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4-yearPhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY
by Tiziano De Angelis 17 May '21

17 May '21

Dear all, Please find below information concerning an interdisciplinary 4-year PhD programme that may be of interest to applied probabilists. Best wishes Tiziano *----------------------------* *4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY (MERC) at SSM, a new School for Advanced Studies of the University of Naples "Federico II"- ITALY* >From epidemics phenomena, climate change and sustainable cities to seismic engineering and Industry 4.0, all the crucial challenges facing mankind today require the development of new methodological approaches to understand, model and engineer ever-growing reliable interdependent, complex and interconnected systems and infrastructures. This PhD program is aimed at ambitious young scientists and engineers who wish to work on these crucial challenging problems with high impact in society in a new, *strongly-interdisciplinary *and inter-sectorial way. The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity (*MERC*) of the Scuola Superiore Meridionale (*SSM* is a School for Advanced Studies in Naples) is now out and available at http://www.ssm.unina.it/en/phd-scholarships-calls-and-procedures/ We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting PhD program. *6 fully funded 4-year scholarships are available this year* Each scholarship includes a stipend of EUR 19,000 (net) per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least 9-12 months abroad during their PhD. Each Scholarship also includes approx EUR 4,000 for research costs/travel per year. Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above *by* *no later than July 1st 2021.* Successful candidates will be announced by the end of July 2021 with courses officially starting on November 2, 2021. For any further information contact the PhD Coordinator, Prof Mario di Bernardo, at merc(a)unina.it or check out the PhD website at: http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity…

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Webinar in Statistics PAUL JENKINS
by Pierpaolo De Blasi 17 May '21

17 May '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 21 Maggio 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Paul Jenkins *(University of Warwick) Title: *Asymptotic genealogies of interacting particle systems* Join Zoom Meeting https://us02web.zoom.us/j/87319216872?pwd=L1JnR0UvamZ2RC9Eb2xFbW9qREN0Zz09 Meeting ID: 873 1921 6872 Passcode: 626226 Abstract: Interacting particle systems are a broad class of stochastic models for phenomena arising in physics, engineering, biology, and finance. A prominent class of such models can be expressed as a sequential Monte Carlo algorithm in which the aim is to construct an empirical approximation to a sequence of measures. The approximation is constructed by evolving a discrete-time, weighted population of particles, alternating between a Markov update and a resampling step. Resampling gives rise to a notion of a genealogy in which duplicated particles are regarded as offspring of their parents. In this talk I discuss how to characterise the genealogy underlying this evolving particle system. More precisely, under certain conditions we can show that the genealogy converges (as the number of particles grows) to Kingman's coalescent, a stochastic tree-valued process widely studied in population genetics. This makes explicit the analogy between sequential Monte Carlo and an evolving biological population. This is joint work with Suzie Brown, Adam Johansen, Jere Koskela, and Dario Spanò. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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RTD-A SECS/S-01 Università Cattolica del Sacro Cuore
by Argiento Raffaele (raffaele.argiento) 15 May '21

15 May '21

Si comunica che presso la facoltà di Economia dell'Università Cattolica del Sacro Cuore di Milano è stato bandito 1 posto per ricercatore a tempo determinato - A - SECS-S/01. La scadenza per la presentazione della domanda è il 31 maggio 2021 Per ulteriori informazioni si rinvia al link http://progetti.unicatt.it/progetti-ateneo-milano-brescia-piacenza-e-cremon… (Decreto Rettorale 7321 del 24 marzo 2021) Cordiali saluti, Raffaele A. [http://static.unicatt.it/ext-portale/FirmaOutlook.jpg]<http://www.unicatt.it/> [http://static.unicatt.it/ext-portale/5xmille-firma-mail-scritta.jpg]

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Short Course on Composite likelihood inference and unbiased estimating equations
by Claudio Agostinelli 15 May '21

15 May '21

The Mathematical Statistics and Data Science group at the Department of Mathematics, University of Trento, organizes a short course (first lecture on 25 May 2021) on *Composite likelihood inference and unbiased estimating equations* by Prof. Davide Ferrari (unibz) Full details at http://datascience.maths.unitn.it/events/cl2021/index.html Kind regards, Claudio Agostinelli -- ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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PhD positions at Department of Mathematics, University of Trento
by Claudio Agostinelli 14 May '21

14 May '21

The Department of Mathematics at the University of Trento has an open call for PhD positions. In particular, there are 2 PhD positions available at the Mathematical Statistics and Data Science group, starting on 1 November 2021: Project A: Modelling dynamic networks with differential equations (supervised by Veronica Vinciotti, jointly with Ernst Wit at the University of Lugano) Project B: Mathematics of Reinforcement Learning (supervised by Claudio Agostinelli and Luigi Amedeo Bianchi) A description of the projects can be found here: https://www.unitn.it/alfresco/download/workspace/SpacesStore/9bee3b6b-8282-… Apply *by 31 May* at: https://www.unitn.it/en/ateneo/1956/announcement-of-selection Kind regards, Claudio Agostinelli

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PhD position at the University of Turin (and Saragozza)
by Elvira Di Nardo 14 May '21

14 May '21

1 PhD position on the project "Mathematical modeling of multivariate climate time series", starting on Nov 1, 2021. The project is a joint research initiative of the Stochastic group in the Dept. of Mathematics (https://www.matematica.unito.it/do/home.plat) the University of Turin (Italy), Labflux group in the Interuniversity Department of Regional and Urban Studies and Planning ( https://www.dist.unito.it/do/home.pl) the University of Turin (Italy) and the Climatology group in the Department of Geography and Spatial Planning ( https://geografia.unizar.es/) the University of Saragozza (Spain). The advertised position will be based in both universities and will offer ample freedom to suitably organize the stay in the two cities. The gross salary is 1458/month during the stay in Turin and could be increased to about 50% during the period in Saragozza. The student will benefit from excellent research training in a structured programme including mathematical and computational analysis, statistics on stochastic processes, Bayesian inference, machine learning and so on. He will experience collaborative and interdisciplinary work through projects as well as a dynamic and forward-looking community of scientists, sharing a strong desire to collaborate to find new ideas and a fertile ground from the different skills. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field such as Applied Mathematics, Computational Science, Physics or Statistics), strong knowledge on stochastic processes and statistical methods. The current call is part of the recruitment PhD program in Modeling and Data Science. The call should be published on May, 20th (deadline June, 20th). More details on the position and how to submit your application: https://en.unito.it/postdegree/phd/modeling-and-data-science For further information, please contact elvira.dinardo(a)unito.it -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminar announcement
by Marco Scarsini 14 May '21

14 May '21

Thursday, 20 May, 17:00 CEST *Irene Lo,* Stanford University Information Acquisition in Matching Markets: The Role of Price Discovery <http://mailsender.luiss.it/lists/lt.php?id=cRpQBA0DSAULBgdOVgFdBQs> Discussants: David Delacrétaz and Julien Combe The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3705049>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAULBgdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled it out in the past, this is not necessary). This is the last seminar of the season. The list of the past seminars can be found here <https://economiaefinanza.luiss.it/en/seminars/2020-2021-seminars>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [umr8050] Candidatures M2 Bézout
by Lucia Caramellino 13 May '21

13 May '21

Ricevo ed inoltro un avviso di borse di master presso Université Paris-Est. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell> > > > De: "raphael danchin" <raphael.danchin(a)u-pec.fr> > À: "umr8050" <umr8050(a)listes.math.cnrs.fr> > Cc: "eric.colindeverdiere" <eric.colindeverdiere(a)u-pem.fr> > Envoyé: Mercredi 12 Mai 2021 14:18:06 > Objet: [umr8050] Candidatures M2 Bézout > > > Dear colleague, > > The 2021-2022 hiring campaign for international Bézout master's scholarships is open until May 21. This year, we will be able to accept more applications than usual (about 10, compared to 7 usually). Bézout Master program is directed towards excellent students in mathematics or computer science (or both) from foreign institutions willing to pursue their studies in Université Paris-Est at the master's level. The laureates will receive about 1300 € per month over 11 months (pending approval of the University Executive Board) and will be proposed a room on the campus. Furthermore, the best students will then be invited to join the PhD program of the Doctoral School MSTIC (Mathematics, Sciences and Information and Communication Technology). A joint supervision with the student's national doctoral framework, leading to both PhD grades, is possible. > > The details of the program can be found here: http://bezout.univ-paris-est.fr/masters-scholarships/ <http://bezout.univ-paris-est.fr/masters-scholarships/> . From the same webpage, a link to the application form is available; the deadline will be May 21. > > A description of the activities of the Bézout Labex can be found at http://bezout.univ-paris-est.fr/wp-content/uploads/2020/11/bezout-leaflet.p… > Contact: Raphaël Danchin <danchin(a)u-pec.fr <mailto:danchin@u-pec.fr>> > > >

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Call for a Type B fixed-term researcher
by Susi Ceron 13 May '21

13 May '21

Dear Sir/Madam, this is to draw your attention to the call for a Type B fixed-term researcher (RTDB) position at the University of Padua: https://www.stat.unipd.it/procedura-selettiva-2021rub03-lassunzione-di-n-25… https://www.unipd.it/procedura-2021RUB03 The deadline is May 27, 2021. All interested candidates are welcome to apply, please help us to advertise this call. Thank you in advance! Alessandra Fabbri Colabich Management Secretariat Department of Statistical Sciences University of Padua

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Fwd: PhD offer(s) at e-MUSe ITN Network
by Enrico Bibbona 12 May '21

12 May '21

Gentili colleghi, vi segnalo le borse di dottorato in un consorzio ITN, pubblicizzate nella mail in calce, su un tema che ha ampia intersezione con la probabilità applicata e la statistica per processi stocastici. Cordiali saluti, Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino ---------- Forwarded message --------- Da: Irene Otero Muras <ireneotero(a)iim.csic.es> Date: lun 10 mag 2021 alle ore 14:50 Subject: PhD offer(s) at e-MUSe ITN Network To: Enrico Bibbona <enrico.bibbona(a)polito.it> Cc: Eva Balsa Canto <ebalsa(a)iim.csic.es> Dear Enrico, We (Eva Balsa and I) are searching for students to join the e-muse ITN-network to develop a PhD at CSIC, and we would be grateful if you could forward this offer to pontentially interested candidates. We search for students with a Master’s degree to develop a PhD in the framework of the ITN network e-MUSE (*Complex microbial ecosystems multiscale modelling: mechanistic and data driven approaches integration * https://www.itn-emuse.com/), Conditions: 3 year contract, salary between 2.963,34€/month - 3.361,68€/month. Deadline for application 31/05/2021 These are the two fellowships: PhD fellowship in dynamics of cellular interactions Supervisor: Eva Balsa-Canto to be developed at IIM-CSIC, Vigo http://www.iim.csic.es/ for required background, conditions, and application process: https://www.itn-emuse.com/esr2 PhD fellowship in feed-back control of individual cells in microorganism populations Supervisor: Irene Otero-Muras to be developed at I2SysBio, Valencia https://www.uv.es/i2sysbio https://www.itn-emuse.com/esr3 Thank you very much, Kind regards, Irene - Irene Otero-Muras CSIC Spanish National Researc Council

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Fwd: PhD offer(s) at e-MUSe ITN Network
by Enrico Bibbona 12 May '21

12 May '21

Dear Irene, the project sounds very interesting. I'm forwarding your message to the mailing lists of the Italian probabilists and statisticians, and to some students at Politecnico. A list of people interested in Reaction Networks meets every two weeks for a seminar organized jointly by Elisenda in Copenhagen and Daniele Cappelletti, now a colleague of mine in Torino. https://researchseminars.org/seminar/MoRN There is a mailing list too (instructions are on the website), you might want to post it there as well. I am also interested in collaborating on the project myself, in case you think it is suitable. My specific contribution could be for example in statistical analysis of experimental data, if that can help. All the best, Enrico Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino Il giorno lun 10 mag 2021 alle ore 14:50 Irene Otero Muras < ireneotero(a)iim.csic.es> ha scritto: > > Dear Enrico, > > We (Eva Balsa and I) are searching for students to join the e-muse > ITN-network to develop a PhD at CSIC, and we would be grateful if you > could forward this offer to pontentially interested candidates. > > We search for students with a Master’s degree to develop a PhD in the > framework of the ITN network e-MUSE (*Complex microbial ecosystems > multiscale modelling: mechanistic and data driven approaches integration * > https://www.itn-emuse.com/), > > Conditions: 3 year contract, salary between 2.963,34€/month - > 3.361,68€/month. > Deadline for application 31/05/2021 > > These are the two fellowships: > > PhD fellowship in dynamics of cellular interactions > Supervisor: Eva Balsa-Canto > to be developed at IIM-CSIC, Vigo http://www.iim.csic.es/ > for required background, conditions, and application process: > https://www.itn-emuse.com/esr2 > > PhD fellowship in feed-back control of individual cells in microorganism > populations > Supervisor: Irene Otero-Muras > to be developed at I2SysBio, Valencia https://www.uv.es/i2sysbio > https://www.itn-emuse.com/esr3 > > Thank you very much, > Kind regards, > Irene > > - > Irene Otero-Muras > CSIC Spanish National Researc Council > > >

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FW: Postdoc position at HU Berlin
by Tiziano De Angelis 12 May '21

12 May '21

Dear All, I am forwarding the email below concerning a 3-year postdoc opportunity at HU Berlin in the area of stochastic control, understood in a broad sense. Interested candidates should get in touch with Prof. Ulrich Horst ( horst(a)math.hu-berlin.de). The deadline for applications is 8 June. Best wishes Tiziano *From:* Ulrich Horst <horst(a)math.hu-berlin.de> *Sent:* 07 May 2021 16:11 *To:* Tiziano De Angelis <T.DeAngelis(a)leeds.ac.uk> *Subject:* Postdoc position at HU Berlin Dear Tiziano. I am currently looking for a new postdoctoral student with a research interest in stochastic control, game theory, BSDEs ... The appointment would be for three years. I would be most grateful, if you could forward this mail to interested students. Interested students can contact me at any time for more information. Applications can be sent to me by mail. Here is the link to the official job ad (unfortunately in German). The reference number is AN/109/21 https://www.personalabteilung.hu-berlin.de/de/stellenausschreibungen/wissen… The deadline for applications is June 8th. Many thanks for your help and best wishes, Ulrich

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LTI@Unito webinar: Maria Flora (CREST, ENSAE) “The liquidity uncertainty premium puzzle” | May 17, 2021 @12:45
by Luca Regis 12 May '21

12 May '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “The liquidity uncertainty premium puzzle” by Maria Flora (CREST, ENSAE, Institut Polytechnique de Paris), which will take place on Zoom on May 17, at 12.45. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/8Hh8hw5fQzN4jQSpBpJlwM967VPpREqhwi…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following workshop <#> *May 17, 2021 | 12:45 - 13:45* *“The liquidity uncertainty premium puzzle”* *Maria Flora (CREST, ENSAE, Institut Polytechnique de Paris)* <#> *Abstract*: We address a classical puzzle in financial economics: the counter-intuitive negative relation between volatility of volume and asset returns originally put forward by Chordia, Subrahmanyam, and Anshuman (2001) and confirmed by the subsequent empirical literature. We show that the alleged negative relation is not robust to the aggregation window, nor to the way the volatility of volume is measured. In particular, when we employ high-frequency one-minute volume data, the relation is positive and robust, restoring economic intuition which commends investors’ aversion to liquidity uncertainty. *Zoom link*: https://us02web.zoom.us/j/81109847151?pwd=TEl0L1lNVEtUbjh5RVJvM3pRUG40UT09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hB0bS22L3Y_ENjUYgp7T2q29i3-4-1d8K-…> Meeting ID: 811 0984 7151 Passcode: 268588 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/UOaR7QZZ72ijC7nTqdjimVg5pfXen_62Nr…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/xNe5dk_6XysCdtcFZgp9tEdEOiDcNPaSPo…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/aYJaD7KHzPThdS0ChTziuoKxUUel5iGJkU…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/vhWcXWrVH_v7eAq6F84bbGMelwvSuUQT3Q…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/dfKa9OGMdhR4lMt-qQMtDhs0uMVON6_UUF…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/FZi5lYdgx-IrtBPfZ_N1VOEbhUdSAHDONW…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/LsxVbQ7peor6-eKyVmNsaiIImZcs_kIZ2U…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/4yxQgjiLOUKfT5Le7ZNWi9naP-lw6lYItnef…> <#> © 2021 Fondazione Collegio Carlo Alberto

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virtual seminar in Insubria & Bicocca
by Emanuela Rosazza Gianin 12 May '21

12 May '21

Dear all, On *May 20 at 17:00, Cosimo-Andrea Munari* (University of Zurich) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. You can find the title and abstract below. Title: Capital requirements and claims recovery: A new perspective on solvency regulation Abstract: Protection of creditors is a key objective of financial regulation. Where the protection needs are high, i.e., in banking and insurance, regulatory solvency requirements help prevent creditors from incurring losses on their claims. The current regulatory requirements based on Value at Risk and Expected Shortfall limit the probability of default of financial institutions, but fail to control the size of recovery on creditors' claims in the case of default. We resolve this failure by developing a novel risk measure, Recovery Value at Risk. Our conceptual approach is flexible and allows the construction of general recovery risk measures. By design, these risk measures control recovery on creditors' claims and integrate the protection needs of creditors into the incentive structure of the management. The seminar will be on *Zoom*. You can find the information to join below. Speaker: Cosimo-Andrea Munari (Univ. Zurich) Topic: Capital requirements and claims recovery: A new perspective on solvency regulation Time: May 20, 2021 05:00 PM Rome Where: Zoom Link: https://us02web.zoom.us/j/82132902292?pwd=UlJXcE5mT1dmSmhtKzNkS1pXTlRhUT09 ID riunione: 821 3290 2292 Passcode: 912323 After the talk, you are all invited to remain in the meeting for an informal aperitif and chat. Please forward to anyone interested. Kind regards, Elisa Mastrogiacomo and Emanuela Rosazza Gianin ****************************************** 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 ******************************************

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Online Seminar @SNS, Julien Guyon (Bloomberg L.P.), May 18 2021 at 4 PM (CEST)
by Giulia Livieri 12 May '21

12 May '21

Dear all, Tuesday, May 18 at 4 PM (CEST) there will be the following online seminar. Speaker: Julien Guyon (Bloomberg L.P.); below the short bio. Title: Dispersion-Constrained Martingale Schrodinger Problems and the Joint S&P 500/VIX Smile Calibration Puzzle Abstract: The very high liquidity of S&P 500 (SPX) and VIX derivatives requires that financial institutions price, hedge, and risk-manage their SPX and VIX options portfolios using models that perfectly fit market prices of both SPX and VIX futures and options, jointly. This is known to be a very difficult problem. Since VIX options started trading in 2006, many practitioners and researchers have tried to build such a model. So far the best attempts, which used parametric continuous-time jump-diffusion models on the SPX, could only produce approximate fits. In this talk we solve this long standing puzzle for the first time using a completely different approach: a nonparametric discrete-time model. Given a VIX future maturity T1, we build a joint probability measure on the SPX at T1, the VIX at T1, and the SPX at T2 = T1 + 30 days which is perfectly calibrated to the SPX smiles at T1 and T2, and the VIX future and VIX smile at T1. Our model satisfies the martingality constraint on the SPX as well as the requirement that the VIX at T1 is the implied volatility of the 30-day log-contract on the SPX. The model is cast as the unique solution of what we call a Dispersion-Constrained Martingale Schrodinger Problem which is solved by duality using an extension of the Sinkhorn algorithm, in the spirit of (De March and Henry-Labordere, Building arbitrage-free implied volatility: Sinkhorn's algorithm and variants, 2019). We prove that the existence of such a model means that the SPX and VIX markets are jointly arbitrage-free. The algorithm identifies joint SPX/VIX arbitrages should they arise. Our numerical experiments show that the algorithm performs very well in both low and high volatility environments. Finally, we discuss how our technique extends to continuous-time stochastic volatility models, via what we dub VIX-Constrained Martingale Schrodinger Bridges, inspired by the classical Schrodinger bridge of statistical mechanics. The resulting stochastic volatility model is numerically implemented and is shown to achieve joint calibration with very high accuracy. Time permitting, we will also briefly discuss a few related topics: (i) a remarkable feature of the SPX and VIX markets: the inversion of convex ordering, and how classical stochastic volatility models can reproduce it; (ii) why, due to this inversion of convex ordering, and contrary to what has often been stated, among the continuous stochastic volatility models calibrated to the market smile, the local volatility model does not maximize the price of VIX futures. Short bio: Julien Guyon is a senior quantitative analyst in the Quantitative Research group at Bloomberg L.P., New York. He is also an adjunct professor in the Department of Mathematics at Columbia University and at the Courant Institute of Mathematical Sciences, NYU, and a Louis Bachelier Fellow. Julien serves as an Associate Editor of SIAM Journal on Financial Mathematics, Finance & Stochastics, and Journal of Dynamics and Games, and as a Managing Editor of Quantitative Finance. Before joining Bloomberg, Julien worked in the Global Markets Quantitative Research team at Societe Generale in Paris for six years, and was an adjunct professor at Universite Paris Diderot and Ecole des Ponts ParisTech. Julien co-authored the book Nonlinear Option Pricing (Chapman & Hall, 2014) with Pierre Henry-Labordere. He has published more than 20 articles in peer-reviewed journals (including Finance & Stochastics, SIAM Journal on Financial Mathematics, Quantitative Finance, Risk, Journal of Computational Finance, Annals of Applied Probability, Stochastic Processes and their Applications) and is a regular speaker at international conferences, both academic and professional. His main research interests include nonlinear option pricing, volatility and correlation modeling, (nonlinear) optimal transport, and numerical probabilistic methods. A big soccer fan, Julien has also developed a strong interest in sports analytics, and has published several articles on the FIFA World Cup, the UEFA Champions League, and the UEFA Euro both in academic journals and in top-tier newspapers such as The New York Times, The Times, Le Monde, and El Pais, including a new, fairer draw method for the FIFA World Cup. Some of his suggestions for draws and competition formats have already been adopted by FIFA and UEFA. His paper "Risk of collusion: Will groups of 3 ruin the FIFA World Cup?" won the 2nd prize at the 2021 MIT Sloan Sports Analytics Conference, the biggest sports analytics event in the world. The link for joining the meeting is: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MzdlZDljNmMtZDU3Zi00…

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Fwd: "Random excursions with Jean Bertoin", second announcement - please register before May 15th
by Faggionato, Alessandra 10 May '21

10 May '21

Buongiorno ricevo ed inoltro l'annuncio per il workshop ``Random excursions with Jean Bertoin". Attenzione alla scadenza imminente per la registrazione. Saluti Alessandra ---------- Forwarded message --------- Da: Grégory Miermont <gregory.miermont(a)ens-lyon.fr> Date: sab 8 mag 2021 alle ore 00:20 Subject: "Random excursions with Jean Bertoin", second announcement - please register before May 15th [Apologies for multiple postings] Dear friends, dear colleagues, This is the second announcement for the conference "Random excursions with Jean Bertoin" in honour of his 60th birthday, to be held in Paris, Sorbonne Université, July 5 to 9, 2021. All relevant information will be available on the conference website at the address http://jb60.math.cnrs.fr which will be regularly updated. Registration, via this webpage, is free but mandatory. *Please note that registration will be closed on May 15th. * Given the current pandemic situation, part of the public and of the speakers will have to attend the conference online. As you register, please indicate whether you would agree to participate from home if needed. We will soon contact all registered participants with information about attending the conference in person or remotely. If you have any questions you can contact Franziska Robmann at franziska.robmann(a)math.uzh.ch Please feel free to forward this message to anyone you think might be interested. We hope to see you all in July! Best wishes, Grégory Miermont, for the organizers. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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ISBA@CIRM (France)
by Julyan Arbel 10 May '21

10 May '21

Dear all, There will be a mirror workshop for ISBA world meeting, 28 June – 2 July, at CIRM in Marseille calanques (France). It is now possible to register to CIRM: https://conferences.cirm-math.fr/2701.html There is no registration fee, the only cost being the full-board on-site accommodation at CIRM to be paid upon arrival. More details: https://xianblog.wordpress.com/2021/05/10/isbcirm-through-the-looking-glass/ Best, Julyan Arbel Inria Grenoble Rhône-Alpes http://www.julyanarbel.com/ @JulyanArbel

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Internships in supervised machine learning at the Basque Center for Applied Mathematics, Bilbao, Spain
by Gianni Pagnini 10 May '21

10 May '21

Cari colleghi, Vorrei diffondere attraverso questa mailing-list l’avviso di due possibilità di internship della durata di 3 mesi presso il BCAM di Bilbao su temi legati al machine learning. La scadenza per inviare le domande è il 1 Luglio. I link per accedere alla descrizione delle proposte sono i seguenti http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh… <http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh…> http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh… <http://www.bcamath.org/documentos_public/archivos/internships/BCAM_Internsh…> mentre l’invio delle domande deve avvenire attraverso questo http://www.bcamath.org/en/research/internships <http://www.bcamath.org/en/research/internships> Grazie. 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 )

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Two postdoc positions at Lille (France)
by Giovanni Conforti 10 May '21

10 May '21

Ricevo e inoltro %%%%%%%%%%%%%%%%%%%%%%%% Dear colleagues, Two 1-year postdoc positions are available at Institut Mines Télécom (IMT) Lille Douai, France, from September 2021: * with Benoît Henry and David Coupier, Beyond5G project; * with David Coupier, ANR GrHyDy. More informations can be found in the attached files. To be widely distributed, David Coupier

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bando dottorato "Methods and Models for Economic Decisions"
by Enrico Moretto 10 May '21

10 May '21

agli amministratori della lista Random; con la presente chiedo, se del caso, di inviare all'indirizzario RANDOM il seguente annuncio relativo al bando per l'ammissione al dottorato "Methods and Models for Economic Decisions", 37-esimo ciclo, offerto dal Dipartimento di Economia, Università dell'Insubria. Grazie mille. Cordiali saluti, enrico moretto *** Si informano i colleghi interessati, con preghiera di diffusione, che il bando del nuovo ciclo del dottorato "Methods and Models for Economic Decisions" è stato pubblicato sul sito internet dell'Ateneo dell'Insubria ed è disponibile ai seguenti link: https://www.uninsubria.it/la-didattica/dottorati-di-ricerca https://www.uninsubria.it/opportunita/ammissione-al-dottorato-methods-and-m… https://www.uninsubria.eu/programs/phd-doctoral-research Scadenza per le domande: 15 giugno. Cordiali saluti -- Dipartimento di Economia Università dell'Insubria #ChiarementeInsubria https://www.uninsubria.it/hpp/enrico.moretto

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LTI@Unito/CCA webinar in Quantitative Finance: “Self Inflicted Debt Crises”, Theo Dimpoulos (HEC Lausanne) | May 12, 2021 @12:00
by Luca Regis 07 May '21

07 May '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “Self Inflicted Debt Crises” by Theo Dimopoulos (HEC Lausanne), which will take place on Zoom on May 12, at 12.00. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/4a6SaiafujNub6pHriwakj0wncDAbmtUwm…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the next webinar <#> *May 12, 2021 | 12:00-13:15* *“Self Inflicted Debt Crises”* *Theo Dimopoulos (HEC Lausanne)* <#> *Abstract*: The restrictions on economic activity in the Covid-19 pandemic have led to a looming debt crisis. In a dynamic model of strategic default and debt renegotiation, we show how to resolve debt crises depending on borrowers’ time-inconsistent preferences. Myopic borrowers misprice their option to default by a U-shaped negative pricing error, which causes imperfect consumption smoothing, underinvestment in normal times, and risk shifting in crisis times. The model shows that bailouts need to be tailored to borrowers’ myopia, that lenders and borrowers ultimately self-inflict debt crises through their strategic interaction, that myopic distress can be cheaper to resolve than rational distress, and that myopia can be beneficial for rational agents. Optimal bailouts either punish or reward myopia through smaller or larger transfers, leading to procrastinated default and protracted crises or the reverse, depending on whether transfers exacerbate or alleviate the borrowers’ misperception of default risk. *Zoom Link*: https://us02web.zoom.us/j/86981911369?pwd=enM0c0lRM1BqOUhiNXJ1b1hoRUFkZz09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hbrUdAY_KcHiYFp-zoUEFWWBp9T0Kg0cUl…> Meeting ID: 869 8191 1369 Passcode: 166986 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Kc1f2ufQnOOWcPREh0lKmL7Q4fzC6kZTEu…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/b-edRrCQzu0enNR_azA3LGWp3pL_izmv84…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Gt2401hi4FK-WGDLZAuu96sNqvjzd4A07j…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/dMAP2G9V5OGEVQgiZTVGvRpJC3GmNfL6Kc…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ZfldktwuWczKYK5tZjUQN--QuFGPkzyS3J…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/lxHhxw7_pN8bfa4lRN1Ro0KNXDKFYNSqGI…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/toZ5omiJqAM-e_mmWMFepsHZKCAJ2-Skq2…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/VBSMfA5QdgOL83sSDLP1ssvlYSrtMdGDR3mB…> <#> © 2021 Fondazione Collegio Carlo Alberto

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