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one-world-probability-seminar
by Franco Flandoli 30 Nov '21

30 Nov '21

Segnalo i due seminari di questa settimana: Alessandra Caraceni and Alexandre Stauffer,* Edge flip Markov chains on triangulations and random planar maps* Date: 2021-12-02 Time: 14:00-16:00 UTC <https://www.google.com/url?q=https%3A%2F%2Fwww.timeanddate.com%2Fworldclock…> https://www.owprobability.org/one-world-probability-seminar/future-seminars

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Fw:I: 23rd Workshop on Quantitative Finance - Rome 27-28 January 2022 - second call for papers (fwd)
by Tiziano Vargiolu 29 Nov '21

29 Nov '21

Da: Davide Pirino <davide.pirino(a)gmail.com> Inviato: venerd? 26 novembre 2021 16:09 Apologies for cross-posting Dear colleagues, This is a gentle reminder on the Call for Papers of the XXIII Workshop on Quantitative Finance, which will be held in Rome (in presence) on January 27-28, 2022. The deadline for submitting extended abstracts is next Tuesday, 30th November, 2021 (the call for paper and all deadlines can be found in the attached document). Abstract must be submitted through an online procedure at the following webpage: https://qfw2022.it/registration/ Registration - XXII Workshop on Quantitative Finance qfw2022.it The Annual meeting whose purpose is to stimulate discussion on theoretical and practical aspects of Quantitative Finance Information on the workshop is available here: https://qfw2022.it/en/ XXII Workshop on Quantitative Finance qfw2022.it The Annual meeting whose purpose is to stimulate discussion on theoretical and practical aspects of Quantitative Finance On behalf of the organizing committee.

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23rd Workshop on Quantitative Finance - Rome 27-28 January 2022 - second call for papers
by Davide Pirino 26 Nov '21

26 Nov '21

Apologies for cross-posting Dear colleagues, This is a gentle reminder on the Call for Papers of the XXIII Workshop on Quantitative Finance, which will be held in Rome (in presence) on January 27-28, 2022. The deadline for submitting extended abstracts is next Tuesday, 30th November, 2021 (the call for paper and all deadlines can be found in the attached document). Abstract must be submitted through an online procedure at the following webpage: https://qfw2022.it/registration/ Information on the workshop is available here: https://qfw2022.it/en/ On behalf of the organizing committee.

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Data Science and biology
by Enrico Scalas 26 Nov '21

26 Nov '21

Care colleghe e colleghi, Con preghiera di diffusione, Vi segnalo questa posizione di dottorato all'Universita' del Sussex: https://southcoastbiosciencesdtp.ac.uk/project/using-ai-and-big-data-to-ide… Le persone interessate possono mettersi in contatto con Frances Pearl: https://profiles.sussex.ac.uk/p140897-frances-pearl Cordiali saluti, Enrico Scalas

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Bando RTDB 13/D1 Politecnico di Milano
by Laura Maria Sangalli 26 Nov '21

26 Nov '21

Si comunica che alla pagina https://www.polimi.it/it/docenti-e-staff/bandi-e-concorsi/bandi-e-concorsi-… è pubblicato il bando per una posizione RTDB nel Settore Concorsuale 13/D1 - STATISTICA. Cordialmente, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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New Post-Doc position at SNS: "Mean Field Games aspects of training residual networks".
by Giulia Livieri 25 Nov '21

25 Nov '21

Dear all, A call for a 12 month research contract is open at the Scuola Normale Superiore, Pisa (Italy). I would like to stress that - differently from the previous call - the Ph.D is not required in order to apply for the position. The topic of the research is “Mean Field Games aspects of training deep neural networks and the use of deep neural networks for solving Mean Field Games” and it is part of the project “Mean Field Games aspects of training residual networks”. In particular, the research will be focused on the study of the training of deep neural network via the Mean Field Games approach and/or on the use of deep neural network to solve Mean Fields Games problems. A special emphasis will be put on the mathematical aspects of the two approaches. The research will be developed under the direction of the scientific director Dr. Giulia Livieri. Duration of the contract: 1 year, Annual gross remuneration, inclusive of all taxes: € 29,000 The details of the call (in Italian and English) are available at https://amministrazionetrasparente.sns.it/scuola/opportunità-offerte-dalla-… The deadline is December 23, 2021. In case you need more information, please contact Giulia Livieri (*giulia.livieri(a)sns.it* <giulia.livieri(a)sns.it>) Thanks and all the best, Giulia Livieri

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assegni di ricerca a Pisa
by Marco Romito 25 Nov '21

25 Nov '21

Buongiorno segnalo il bando per due assegni di ricerca biennali presso il Dipartimento di Matematica dell'Università di Pisa. Il tema degli assegni è generico su ogni disciplina della matematica di interesse per i gruppi di ricerca del dipartimento. Il bando è consultabile alla pagina https://bandi.unipi.it/public/Bandi/Detail/1cd16e96-3687-4359-a51b-99a90106… Il termine per la presentazione delle domande è il 24 dicembre alle ore 13. --------------------------- A call is open for two two-years post-doc positions at the Math Department of Pisa University, on the broad subject of pure and applied mathematics. The call (in italian) is available at https://bandi.unipi.it/public/Bandi/Detail/1cd16e96-3687-4359-a51b-99a90106… The deadline is on December 24, 1:00pm Interested people can write to me for further details m.

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Seminar in Statistics GONZALO MENA
by Pierpaolo De Blasi 22 Nov '21

22 Nov '21

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 26 Novembre 2021, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Gonzalo Mena *(University of Oxford) Title: *On the unreasonable effectiveness of Sinkhorn algorithm for learning permutations and entropic optimal transport* Abstract: Sinkhorn's algorithm realizes the solution of entropy-regularized linear programs on certain matrix polytopes. In the past years, the interest in this algorithm has grown considerably because of its usefulness as a tool for the modeling of permutations, and because of its fundamental role in the solution of an entropic optimal transport problem, also called the Schrödinger bridge. In this talk, I will give an overview of my work in relation to these two areas. First, regarding entropic optimal transport, I will argue that this tool is valuable for deriving sensible statistical procedures. Indeed, we show that it enjoys a substantially better sample complexity compared to optimal transport, which suffers from the curse of dimensionality. Also, in the more applied setup of model-based clustering we show that it can be used as an alternative to the log-likelihood, since it has fewer bad local optima. Based on this observation, we develop a new algorithm, Sinkhorn-EM, in which we only modify the E-step to solve an Entropic Optimal Transport problem. Our algorithm is shown to attain better practical performance. Second, regarding permutations, I will describe some successful applications in Deep Learning, and in neuroscience, for the inference of neural identities in C.elegans worms. Links https://arxiv.org/abs/1802.08665 https://arxiv.org/abs/1905.11882 https://arxiv.org/abs/2006.16548 ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/XyyJ3JaqTeZLi92A6 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/84926221121?pwd=eDdycEV3M2VVVU1FSEszM000eDlIdz09> Meeting ID: 849 2622 1121 Passcode: 899297 Il seminario 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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One World ABC Seminar - Clara Grazian - November 25
by Massimiliano ... 22 Nov '21

22 Nov '21

Dear all, it is our pleasure to invite you to a new talk of the One WorldABC Seminar<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.…>. Our next speaker will be Clara Grazian<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fresearch…>, who will talk about PET-ABC: A Bayesian likelihood free tool for kinetic models<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fiopscien…>, on Thursday November 25, at 11.30am UK time, with an abstract reported below. To join the talk, please click on the Zoom link below https://chalmers.zoom.us/j/65793605413<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fchalmers…> Password: 810265 If you are interested in presenting your work on ABC and likelihood-free methods in the new year, please get in touch with one of the organisers. If you miss last talk by Michael Gutmann, you can access its recording here https://www.youtube.com/watch?v=oUD6mPttyw4&feature=youtu.be<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.yout…> We look forward to seeing you on Thursday, best wishes, Massimiliano on the behalf of the One World ABC Seminar Organisers. --- When: Thursday, November 25, 11.30am UK Time Speaker: Clara Grazian<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fresearch…>, UNSW Sidney Title: PET-ABC: A Bayesian likelihood free tool for kinetic models Abstract: We describe an intuitive, easy to use method called PET-ABC that enables full Bayesian statistical inference from single subject dynamic PET data. The performance of PET-ABC was compared with weighted non-linear least squares (WNLS) in terms of reliability of kinetic parameter estimation and statistical power for model selection. Dynamic PET data based on 1-tissue and 2-tissue compartmental models were simulated with 2 noise models and 3 noise levels. PET-ABC was used to evaluate the reliability of parameter estimates under each condition. It was also used to perform model selection for a simulated noisy dataset composed of a mixture of 1- and 2-tissue compartment kinetics. Finally, PET-ABC was used to analyze a non-steady state dynamic study performed on a fully conscious rat administered either 2 mg.kg-1 amphetamine or saline 20 min after tracer injection. Reference: Y. Fan, G. Emvalomenos, C. Grazian, S. R. Meikle, PET-ABC: fully Bayesian likelihood-free inference for kinetic models<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fiopscien…>, Physics in Medicine and Biology, 66 (11), 115002, 2021. ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.…>

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2022 PIMS-CRM Summer School in Probability
by Faggionato, Alessandra 22 Nov '21

22 Nov '21

Buongiorno, ricevo da Omer Angel ed inoltro volentieri. Saluti Alessandra Faggionato %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear colleague, The 2022 PIMS-CRM Summer School in Probability will be held at the University of British Columbia from May 30 to June 24, 2022. This month-long program, originally planned for 2020, is especially appropriate for young researchers in probability, although others may of course attend. While there is still uncertainty stemming from covid regarding travel and conferences, we are hopeful that the school will be able to run this summer. The main courses will be given by Ivan Corwin (Columbia University), and Frank den Hollander (University of Leiden). Their respective titles are Interacting particle systems, growth models, stochastic PDEs and directed polymers through the lens of the stochastic six vertex model and Metastability for interacting particle systems Three 3-hour mini courses will be given by Paul Bourgade, Jean-Francois Le Gall and Nike Sun. There will also be an opportunity for some participants to give short talks on their own research. More information about the program may be found on the School's website at http://www.math.ubc.ca/Links/ssprob22 Graduate students and postdoctoral fellows who will attend the entire summer school can apply for financial support for on-campus accommodation through mathjobs: https://www.mathjobs.org/jobs/list/18950 Major support for the conference has been provided by PIMS, CRM, NSF, and the Department of Mathematics at UBC. Questions can be directed to one of the UBC organizers listed below. Please forward this email to students and postdocs who may be interested in attending. Sincerely, Louigi Addario-Berry <louigi.addario(a)mcgill.ca> Omer Angel <angel(a)math.ubc.ca> Jonathan Hermon <jhermon(a)math.ubc.ca> Mathav Murugan <mathav(a)math.ubc.ca> Gordon Slade <slade(a)math.ubc.ca>

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Mini-workshop Optimal Transport and Uncertainty, 2:30 pm Friday 26 Nov 2021
by Dario Trevisan 21 Nov '21

21 Nov '21

Cari tutti, segnalo il miniworkshop "Optimal Transport and Uncertainty" che si terrà il pomeriggio di venerdì 26/11/2021, a partire dalle ore 14:30, presso l'aula magna del dipartimento di Matematica dell'Università di Pisa e in diretta streaming su Google Meet https://meet.google.com/dwq-tvii-jga con i contributi di Matteo D'Achille (U. Parigi-Est), Luigi De Pascale (U. Firenze), Francesco Mattesini (U. Münster) ed Eugene Stepanov (U. San Pietroburgo). Maggiori informazioni sul programma, gli abstract dei talk e sulla registrazione all'evento (consigliata nel caso di partecipazione in presenza) sono disponibili alla pagina https://indico.cs.dm.unipi.it/event/12/overview Saluti, Dario Trevisan --- Dear all, I would like to announce the miniworkshop "Optimal Transport and Uncertainty" that will take place on Friday November 26, at Aula Magna, Department of Mathematics, University of Pisa. The event will be also live streamed on Google Meet https://meet.google.com/dwq-tvii-jga Main speakers are Matteo D'Achille (U. Paris Est), Luigi De Pascale (U. Firenze), Francesco Mattesini (U. Münster)and Eugene Stepanov (U. Saint Petersburg). For more information on the timetable and registration (strongly suggested in case you want to attend in presence) can be found at https://indico.cs.dm.unipi.it/event/12/overview Regards, Dario Trevisan -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Seminar by Sergio Pulido in Verona
by Alessandro Gnoatto 19 Nov '21

19 Nov '21

Sergio Pulido (École Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise) will give a talk at our Department. Date: 24 November 12:00 CET. Title: American options in the rough Heston model Abstract: Rough volatility models have emerged as compelling alternatives to classical semimartingale models to capture important stylized features of the implied volatility surface and the time series of realized volatility. The rough Heston model is particularly appealing because its affine structure facilitates the pricing of European options using Fourier techniques. In this work we consider the problem of pricing American options in the rough Heston model. The complexity of the problem stems from the absence of a Markovian-semimartingale structure in the model. To overcome this difficulty we work with a Markovian multi-factor semimartingale stochastic volatility model, which approximates the rough Heston model. In this approximated model, American options can be priced using a backward approach and simulation-based methods. We prove the convergence of American options prices in the multi-factor model towards the prices in the rough Heston model. The proof relies on the explicit expression of the conditional characteristic function of the joint forward process and the spot price, which is a consequence of the affine structure of the model. We illustrate with some numerical examples the behavior of American option prices with respect to some parameters in the model. This is joint work with Etienne Chevalier and Elizabeth Zuniga. If you would like to attend via Zoom, please register at the following link, we will send you the details: https://docs.google.com/forms/d/e/1FAIpQLSeVog1wfkFpBhehoYMRoTcNFESIOvh3Y-C… -- Alessandro Gnoatto Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Online Quantitative Finance Seminars @SNS, November 25, 2021 and December 10, 2021
by Giulia Livieri 19 Nov '21

19 Nov '21

Dear all, We would like to announce the following two Online Seminars @SNS: *November 25, 2021 at 4PM (CEST)* *Speaker: *Dr. Andrea Barbon (HSG) [webpage: http://www.abarbon.com/] *Title: *On The Quality Of Cryptocurrency Markets Centralized Versus Decentralized Exchanges (joint work with Prof. Angelo Ranaldo (HSG)). *Abstract: * Despite the growing adoption of decentralized exchanges, not much is yet known about their market quality. To shed some light on this issue, we study cryptocurrencies by comparing decentralized blockchain-based venues (DEX) to centralized crypto exchanges (CEX) by assessing two key aspects of market quality: price efficiency and market liquidity. Using a novel and comprehensive data set, we find that overall CEX provide better market quality but CEX becomes competitive if transaction costs exceed 100,000$. Further, the main determinant of the lower price-efficiency of DEX is the high gas price stemming from proof-of work blockchains. We propose and empirically validate a stylized theory of DEX liquidity provision, which links trading volumes, protocol fees, and liquidity in equilibrium. Our model prefigures the possible scenarios of efficiency paths for DEX to overtake CEX. *Link: * https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZDFlZmJkNDItYmVlNC00… ======================================================================== *December 10, 2021 at 3PM (CEST)* *Speaker: *Prof. Agostino Capponi (Columbia University) *Title: * The Adoption of Blockchain-based Decentralized Exchanges (joint work with Dr. Ruizhe Jia) *Abstract: *We show that the blockchain order execution mechanism and liquidity pooling create arbitrage rents in decentralized exchanges. The arbitrage rent raises the cost of liquidity provision and imposes negative externalities on users of the underlying blockchain. In equilibrium, automated market makers (AMMs) are adopted by liquidity providers only if exchange rates of token pairs are sufficiently stable. A pricing curve with higher curvature reduces arbitrage rents, but also decreases trading activities. We provide statistical support for our main model implications using transaction-level data of AMMs. *Link: * https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjAyODk0YzQtNmVmYS00… We are looking forward to seeing you at the seminars! Best regards, Giulia

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Workshop on Dynamic Optimization in Economics, Finance, and Insurance
by Marina DI GIACINTO 17 Nov '21

17 Nov '21

Dear Colleagues, We are pleased to announce the upcoming workshop "Dynamic Optimization in Economics, Finance, and Insurance", that will be hosted by Università Cattolica del Sacro Cuore - Milano in hybrid mode on November 26, 2021 at 10am. Details can be viewed in the attached advertisement. Best, Marina Di Giacinto

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PhD in Statistics and Computer Science @Bocconi - call for applications
by Antonio Lijoi 17 Nov '21

17 Nov '21

******************* PhD in Statistics and Computer Science - a.y. 2022-2023 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20,000 euros per annum Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2022 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer Science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Mathematical Analysis, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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Webinar Schlather @Bocconi
by Giacomo Zanella 17 Nov '21

17 Nov '21

We announce the following DEC Statistics webinar at Bocconi: Date: Thursday 18 November 2021, h12:00 (Italy time) Speaker: Martin Schlather (University of Mannheim) Title: A Generalized Approach to Principal Component Analysis Abstract: Principal Component Analysis is a well known procedure to reduce intrinsic complexity of a standardized data set, essentially through simplifying the correlation structure. We provide a substantial extension based on semi-groups, which includes distributions without second moments. We reformulate the PCA as a best low rank approximation defined through a regression problem, which is closely connected to autoencoders and admits solutions under mild assumptions. As a specific example, we apply our general formulation to extreme value distributions. In this case solving the regression problem reduces to a tractable and practically solvable problem for real datasets. As a side effect of our general approach, the perspective on uncorrelated variables is inverted: the assertion that the covariance is zero is not the definition, but a corollary; the fact that uncorrelated variables need not be independent is not a warning, but intrinsic to the definition. The webinar will be on zoom at: https://unibocconi-it.zoom.us/j/91941945297?pwd=VGhFVGc5OUVHUUFXQ2tlK0xQWkV… Meeting ID: 919 4194 5297 Passcode: 932042 Kind regards, Giacomo Zanella

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[PHD Scholarship] "ADVANCED HEALTH ANALYTICS ON ADMINISTRATIVE DATA" @ Politecnico di Milano & Regione Lombardia - inizio febbraio 2022
by Laura Maria Sangalli 16 Nov '21

16 Nov '21

*** Con preghiera di diffusione URGENTE a tutti gli interessati *** Si segnala che, nell'ambito del Dottorato di Data Analytics and Decision Sciences (DADS<https://phd-dads.polimi.it/>) del Politecnico di Milano, è stata bandita una borsa dal tema "ADVANCED HEALTHCARE ANALYTICS ON ADMINISTRATIVE DATA" (dettagli e specifiche progettuali in calce). La borsa è parte di una dotazione più ampia di Borse di Dottorato, promosse da Regione Lombardia presso il Politecnico di Milano. Possono candidarsi laureati magistrali (o laureandi al più nella sessione di Dicembre 2021). Le selezioni si svolgeranno sulla base della valutazione dei titoli e del progetto di ricerca presentato. In caso di assegnazione della borsa, il dottorando dovrà obbligatoriamente svolgere un periodo di almeno 6 mesi di ricerca presso l'ente finanziatore (in questo caso Regione Lombardia - dg welfare), secondo le modalità definite dal bando. Link<http://www.dottorato.polimi.it/it/entra-al-dottorato/concorso-di-ammissione….> al bando. La scadenza per la presentazione della domanda è il 13 dicembre 2021, ore 14.00 (Italian time). Inizio: 1° febbraio 2022. Per informazioni, contattare francesca.ieva(a)polimi.it<mailto:francesca.ieva@polimi.it>. Cordialmente Francesca Ieva —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Fwd: [icj] Labex Milyon scholarships: call for applications 2022
by Faggionato, Alessandra 16 Nov '21

16 Nov '21

Buongiorno ricevo ed inoltro. Grazie Saluti Alessandra ---------- Forwarded message --------- Da: <blondel(a)math.univ-lyon1.fr> Date: lun 15 nov 2021 alle ore 10:14 Subject: Fwd: [icj] Labex Milyon scholarships: call for applications 2022 To: Dear colleagues, Please find below an announcement for scholarships in Lyon. Would you be so kind as to forward it within your institutions and beyond? Best regards, Oriane ------------------------------------------------------------------------------ [French version] Le Laboratoire d'Excellence MIlyon offre des bourses d'excellence (Licence 3 et Master) à des étudiants ayant obtenu de très bons résultats académiques et souhaitant suivre un parcours de recherche en mathématiques ou informatique sur le site Lyon—Saint-Étienne. Ces bourses sont d’un montant de 1 000 euros net/mois/10 mois. Milyon fédère 400 chercheurs sur le site Lyon—Saint-Étienne en mathématiques, informatique fondamentale et leur interactions, issus de cinq laboratoires de recherche sur le site Lyon—Saint-Étienne. L’appel à candidatures 2022 est ouvert : Date-limite: 4 janvier 2022 Communication des résultats : courant février 2022 Détails, programmes éligibles et candidatures: https://milyon.universite-lyon.fr/bourses-appel-a-candidatures-2022-130862.… ------------------------------------------------------------------------------ The "Laboratoire d'Excellence" Milyon offers scholarships for Licence 3 (third year of Bachelor) and Master programs of 1,000 euros net/month/10 months. The scholarships are intended to students with outstanding academic records willing to enroll in the research programs in Mathematics and Computer Science supported by Milyon. Milyon gathers 400 researchers in Mathematics, Fundamental Computer Science and their interactions, across five research units in the Lyon—Saint-Étienne area. The 2022 call for applications is open Deadline for applications: January 4th, 2022 Results will be communicated in February 2022 Details, eligible programs and application: https://milyon.universite-lyon.fr/scholarships-2022-130865.kjsp?RH=15717482… _______________________________________________ ICJ mailing list ICJ(a)math.univ-lyon1.fr https://math.univ-lyon1.fr:8080/cgi-bin/mailman/listinfo/icj ----- Fin du message transféré ----- -- ************************************************* 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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Fwd: [owps] OWPS, November 18th : Ivan Nourdin & Giovanni Peccati on the Malliavin-Stein method and the geometry of random fields
by Anna Vidotto 16 Nov '21

16 Nov '21

Cari colleghi, scusandomi delle eventuali ripetizioni vi segnalo il prossimo One World Probability Seminar che sarà tenuto da Ivan Nourdin e Giovanni Peccati. Grazie per l'attenzione, Anna Vidotto ------------------------ Anna Vidotto, PhD Assistant Professor in Probability (RTD-A) Dipartimento di Economia Università degli Studi "G. D'Annunzio" Chieti-Pescara https://sites.google.com/view/annavidotto -------- Messaggio originale -------- Oggetto: [owps] OWPS, November 18th : Ivan Nourdin & Giovanni Peccati on the Malliavin-Stein method and the geometry of random fields Data: 2021-11-04 21:43 Mittente: One World Probability <ow.probability(a)gmail.com> Destinatario: owps(a)lists.bath.ac.uk Dear probabilists, The next session of OWPS will be two weeks from now, on November 18th from 14:00 to 15:45 UTC. Please beware the winter/summer time changes depending on your location. Ivan Nourdin and Giovanni Peccati will talk of the Malliavin-Stein method and the geometry of random fields. Titles, abstracts and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar [1]. Probabilistically yours, Bastien Mallein and Sébastien Martineau ----------------------- The Breuer-Major theorem: old and new Ivan Nourdin The celebrated Breuer-Major theorem is a central limit theorem for a sum of elements of the form $f(X_k)$, where $f : R \to R$ is a given function and $X$ is a Gaussian stationary sequence with unit variance. In my talk, I will introduce the so-called Malliavin-Stein method, and I will then use it to investigate different problems related to the Breuer-Major theorem. Wiener chaos and the geometry of random fields Giovanni Peccati I will present some recent applications of Gaussian analysis techniques (related in particular to Wiener chaos and the Malliavin-Stein method) to the study of level sets of Gaussian random waves - with special emphasis on models defined on two-dimensional manifolds, like the plane, the 2-torus and the sphere. In the Euclidean case, our results can be encoded in the general framework of the Breuer-Major theorem described in the first talk of the session. Several open questions will be presented along the way. https://us02web.zoom.us/j/81689646469?pwd=cWI1V0NWeUJJSzJKa0tLWkMyVDdaQT09 [2] Meeting ID: 816 8964 6469 Passcode: 963950 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ [3] Links: ------ [1] https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro… [2] https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fus02web.z… [3] https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…

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(PMS)^2 online talk: Laura Monk [Nov 22, 5:30pm]
by Maurizia Rossi 16 Nov '21

16 Nov '21

Dear colleagues, We are happy to announce the following online talk: Speaker: *Laura Monk* (Max-Planck-Institut für Mathematik, Bonn) Title: The spectral gap of random compact hyperbolic surfaces *Abstract*: The focus of this talk will be the first non-zero eigenvalue of the Laplacian on a compact hyperbolic surface, also called its spectral gap. Similarly to expanders for graphs, surfaces with a large spectral gap are well-connected, and have good mixing properties. In spite of significant effort in the last 35 years, we have failed to construct examples of large surfaces with an optimal spectral gap. In this talk, *based on joint work with Nalini Anantharaman*, I will explain how a new probabilistic approach has led to great progress in this question in recent years. Rather than trying to exhibit examples, we now aim at showing that random surfaces have a large spectral gap with probability close to one. This requires us to have a good model to sample random surfaces, and I will briefly introduce two such models. Date and time: Monday *November 22, 5:30pm-6:30pm* (Rome time zone) Zoom link: https://us02web.zoom.us/j/2940008616 This is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability & 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) - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

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Seminars in Florence: Magnanini and Iyer
by Luisa Andreis 15 Nov '21

15 Nov '21

Dear colleagues, we are pleased to invite you to the following two seminars (on site) on Wednesday, November 17, 2021, at the University of Florence. The room is the Aula Magna, building Morgagni 65 (ex Farmacologia), Viale Morgagni 65, 50134, Firenze. Time: 11:45-12:45 Speaker: Elena Magnanini, WIAS Berlin Title: LIMIT THEOREMS FOR THE EDGE DENSITY IN EXPONENTIAL RANDOM GRAPHS Abstract: In the present talk we focus on the derivation of some asymptotic properties for the family of exponential random graphs. This model can be seen as the generalization of the dense Erdӧs-Rényi random graph and follows the statistical mechanics approach of defining a Hamiltonian to weight the probability measure on the space of graphs, assigning higher mass to graphs with “desirable” properties. In particular our analysis will be focused on the edge-triangle model, a two-parameter family of exponential random graphs where the Hamiltonian only includes edge and triangle densities. We borrow tools from statistical mechanics together with large deviations techniques to obtain limit theorems for the edge density in the so-called replica symmetric regime, where the limiting free energy of the model is known together with a complete characterization of the phase diagram. First, we determine the asymptotic distribution of the edge density, as the graph size n tends to infinity, in the entire replica symmetric regime. In particular, we obtain a strong law of large numbers when the parameters are chosen outside the critical curve and the convergence to a mixture of Dirac measures whenever working on the critical curve. We then study the fluctuations of the edge density around its average for all parameter values outside the critical curve and off the critical point and we formulate conjectures about the behavior at criticality based on the analysis of a mean-field approximation of the model. Joint work with Alessandra Bianchi and Francesca Collet. Time: 14:15-15:15 Speaker: Tejas Iyer, WIAS Berlin Title: CONDENSATION IN PREFERENTIAL ATTACHMENT TREES WITH NEIGHBOURHOOD INFLUENCE Abstract: Motivated by the structure of complex networks such as the internet, we consider a growing model of preferential attachment trees with neighbourhood influence, where vertices arrive one at a time, are equipped with independent weights, and connect to existing vertices with probability proportional to their fitness function: a function of their own weight and the weights of their neighbours. In this model we prove almost sure limiting statements for the proportion of vertices with a given degree having weight belonging to a given measurable set, and the proportion of edges in the tree with endpoint belonging to a measurable set. We show that under certain conditions, the latter quantity demonstrates a condensation phenomenon, in which a positive proportion of edges in the network accumulate among those of weight that confers maximal reinforcement of fitness. Finally, we derive almost sure limiting statements for the log of the degree of a fixed vertex in this model, and prove that in this model the degree distribution behaves like a power law - a ubiquitous feature of many real-world complex networks. According to the current regulations to prevent the spread of Coronavirus the Green pass is mandatory to access the venue and contact tracing will be done. Best regards, Luisa Andreis and Gianmarco Bet Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)unifi.it

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4th Asset Pricing Conference by LTI@UniTO | October 5, 2021
by Luca Regis 15 Nov '21

15 Nov '21

Dear Colleagues, I am more than happy to forward you the invitation to the 4th Asset Pricing Conference organised by LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) which will take place on October 5th, from 9:50 to 17:50. The conference will take place in hybrid form, with most of the speakers presenting in Torino. Anyone who is interested in participating can join us online on Zoom by registering using the link below. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Xe0Ryq6AoDvB5plSlME3rN_Jzs5m3a2VfR…> <#> The Fondazione Collegio Carlo Alberto is pleased to invite you to the following online event <#> <#> *October 5th, 2021 | 9:50-17:50* *4th Asset Pricing Conference by LTI@UniTO* <#> This online conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. <#> *Conference Program* 09:50 - 10.00. *Welcome* Speaker: Pietro Garibaldi (CCA) 10.00 - 10.50. *Dynamic equity slope* Speaker: Matthijs Breugem (CCA), Discussant: Alessandro Graniero (BI Oslo) 10:50 – 11:10. /Coffee Break/ 11:10 – 11:50. *Credit Market Equivalents and the Valuation of **Private Firm* Speaker: Roberto Steri (Luxembourg), Discussant: Loriana Pelizzon (Venice) 11:50 – 12:40. *Subjective Risk Premia on Foreign Bonds* Speaker: Paul Whelan (CBS), Discussant: Adrian Buss (INSEAD) 12:40 – 14:00. /Lunch Break/ 14:00 – 14:50. *Wealth Inequality, Aggregate Risk, and Asset * *Prices* Speaker: Harjoat Bhamra (Imperial), Discussant: Fabio Trojani (Unige) 14:50 – 15:40. *T**he Core, the Periphery, and the Disaster: **Corporate-Sovereign Nexus in COVID-19 Times* Speaker: Alberto Plazzi (USI), Discussant: Christian Schlag (Goethe) 15:40 – 16:10. /Coffee Break/ 16:10 – 17:00. *What Makes Local Currency Bonds Riskier in the * *Long Run?* Speaker: Pasquale Della Corte (Imperial), Discussant: Max Croce (Bocconi) 17:00 – 17:50. */Job Market Paper Award/:* *Cash Heterogeneity and the Payout Channel of **Monetary Policy* Speaker: Altan Pazarbasi (Frankfurt School), Discussant: Bernard Dumas (INSEAD) <#> Register here <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/SZvV1bFy5zDo7uHA8Ut1OafY6p-WbULIOT…> <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/pd5AUylRjDFXNWCqbg6C00ckQOolF8YojF…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/HFs1Hzin2InKSmbpH9llaNb6bDBYgaMbBv…> <#> 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/HZ6A9fZYqX0fhVoM5aZm2c56W-oggam3Zs…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hTKJIWMt8xBJdI4UhkmfVXcHIFNzqqGb_c…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/tY1qK4-zSyYA8CVaOE-xFCNrpW6NhixNZo…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NK7ygCfkSJ5ElTNmMiOyJHLly6mlrGMR6b…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/3JGFX3aqajrObFIujjtonuxvZBPpM3dQAF…> <#> *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 To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link https://www.carloalberto.org/privacy/ <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/IL2W_58aoQ6pDBzOoARQluUYeIe1H4AgIS…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/FstCbhI5ujOHsFL-uNwwhyr9fzj7t47HcDxJ…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Fwd: NeuroMat Post-doctoral fellowships
by Faggionato, Alessandra 15 Nov '21

15 Nov '21

cari tutti, ricevo ed inoltro. mi scuso per l'eventuale ripetizione nel caso il messaggio fosse gia' stato inoltrato da altri, ma io non vedo i messaggi su random inviati da alcuni colleghi. grazie saluti alessandra ---------- Forwarded message --------- Da: Antonio Galves <galves(a)usp.br> Date: sab 13 nov 2021 alle ore 03:39 Subject: NeuroMat Post-doctoral fellowships Dear all, NeuroMat offers 3 post-doctoral fellowships for young researchers interested in stochastic modeling of neurobiological data and phenomena. https://neuromat.numec.prp.usp.br/content/positions-for-postdoctoral-resear… If you know people that could be interested by these fellowships, please tell them about this possibility. Best regards, Antonio -- ************************************************* 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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Padova Seminars in Probability and Finance - Vittoria Silvestri (Roma, La Sapienza)
by Marco Formentin 15 Nov '21

15 Nov '21

Dear Colleagues, we would like to invite you to the following seminar  that will take place on November 26 at 14.30, at the Department of Mathematics “Tullio Levi-Civita”, University of Padova. The seminar may also be attended online via the Zoom platform. ________________________________________________________ Speaker: Vittoria Silvestri (Università di Roma La Sapienza)  Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models  NOVEMBER 26 (Friday) - 14:30 In presence: room 2BC30, Torre Archimede, Via Trieste 63, Padova Online: Zoom link https://unipd.zoom.us/j/88496035657 (meeting ID 884 9603 5657) , available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will discuss shape theorems and fluctuations of ALE clusters, which include Hastings-Levitov clusters as particular cases, in the subcritical regime. Based on joint work with James Norris (Cambridge) and Amanda Turner (Lancaster). On behalf of the organizers, Marco Formentin

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Politecnico di Milano - Seminario Ferraccioli
by Laura Maria Sangalli 15 Nov '21

15 Nov '21

Si avvisa che in data 25-11-2021, alle ore 14:00 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Federico Ferraccioli, Università degli Studi di Padova Titolo: Eigen sign-flip test for semiparametric regression Sommario: In this seminar, a nonparametric test for semiparametric penalized regression models is presented. The test is based on random sign-flipping of an appropriate transformation of the vector of residuals, that exploits a spectral decomposition of the residualizing matrix associated with the nonparametric part of the model. The formulation allows for a wide applicability of the test to a vast class of extensively used semiparametric regression models, including for instance models based on univariate or multivariate splines. The good asymptotic properties of the proposed test are discussed, together with its good control of the Type I error and power, even in challenging data scenarios. Il seminario può essere seguito online dal seguente link: https://polimi-it.zoom.us/j/87179036436 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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