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Bandi PON - borse di dottorato Sapienza Università di Roma
by Marco Isopi 26 Oct '21

26 Oct '21

Cari colleghi, ieri e` stato pubblicato il bando per le borse di dottorato PON (sui temi Green e Innovazione). Il bando e` consultabile al sito: https://www.uniroma1.it/it/pagina/dottorati-di-ricerca <https://www.uniroma1.it/it/pagina/dottorati-di-ricerca> Si tratta di 4 borse di dottorato, in allegato gli argomenti dei progetti di ricerca.

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Annuncio Seminario Johannes Ruf (fwd)
by Tiziano Vargiolu 26 Oct '21

26 Oct '21

---------- Forwarded message ---------- Date: Mon, 25 Oct 2021 14:27:29 +0200 From: grassell(a)math.unipd.it To: vargiolu(a)math.unipd.it Subject: Annuncio Seminario Johannes Ruf Caro Tiziano potresti estendere alla tua lista l'annuncio del seguente seminario please ? Verr? tenuto in presenza con possibilit? di seguirlo via zoom. Grazie mille Martino --------------------------------- On Tuesday Nov 2 at 11am the Math Department of the University of Padua is pleased to host a seminar given by Prof. Johannes Ruf (LSE University, London). Here below the relevant details: WHEN: November 2, at 11:00am WHERE: Room 2BC30 at 2nd floor of the Math Department "Tullio Levi-Civita", via Trieste 63, Padua ZOOM link: https://unipd.zoom.us/j/83202006980 (without password) SPEAKER: Johannes Ruf TITLE: The Growth-Optimal Portfolio in Fund Models ABSTRACT: This study concerns the estimation of the growth-optimal portfolio. The growth-optimal portfolio, or the numeraire portfolio, maximises the expected logarithmic growth rate and plays a fundamental role in portfolio choice and asset pricing. Efficient estimates of the growth-optimal portfolio under the CAPM and multi-fund models are derived. The accuracy of estimation is greater, the larger the variances of the returns. A measure of investors' economic loss caused by information loss due to missing data or unavailable observations is provided. In particular, the economic loss is larger, the larger the investment universe or the factors affecting asset returns. The estimate has a Bayesian interpretation. A shrinkage method targets maximal growth with the least amount of deviation of the growth rates.

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Fwd: bando assegno di ricerca n. 6/2021
by Faggionato, Alessandra 25 Oct '21

25 Oct '21

Buongiorno, Vi informo che è stato pubblicato sul sito web di Ateneo il seguente bando per assegno di ricerca: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/182284 n. 6/2021 per il conferimento di n. 1 assegno di ricerca annuale categoria B tip. II SSD: MAT/06 e MAT/07 scadenza: 24 novembre 2021 Si tratta di un assegno finanziato dal Fondo di Ateneo per un progetto coordinato da Elena Agliari, in cui sono presenti anche Giada Basile, Lorenzo Bertini, Alessandra Faggionato. Saluti Alessandra ************************************************* 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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One World ABC Seminar - Michael Gutmann - Oct 28
by Massimiliano ... 25 Oct '21

25 Oct '21

Buon giorno, per chi fosse interessato, segnalo il seguente talk che si terrà online giovedì 28 ottobre alle ore 11.30 inglesi (12.30 in Italia). Saluti, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ---- Dear all, it is time again for a new talk at the One WorldABC Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…>! Our next speaker will be Michael Gutmann<https://michaelgutmann.github.io/>, who will talk about Neural Approximate Sufficient Statistics<https://openreview.net/pdf?id=SRDuJssQud>, on Thursday October 28, at 11.30am, with an abstract reported below. To join the talk, please click on the Zoom link below https://ed-ac-uk.zoom.us/j/82567695825 Meeting ID: 825 6769 5825 Passcode: hq1z8WYx If you miss last talk by Matias Quiroz, you can access its recording here https://www.youtube.com/watch?v=SBAqwEID6Lo We look forward to seeing you on Thursday, best wishes, Massimiliano on the behalf of the One World ABC Seminar Organisers. --- When: Thursday, October 28, 11.30am UK Time Speaker: Michael Gutmann<https://michaelgutmann.github.io/>, University of Edinburg Title: Neural Approximate Sufficient Statistics Abstract: My talk will first review the concept of sufficient statistics and then explain that we can learn them by learning mutual information maximizing representations. I will then explain how we used the learned statistics to boost the performance of both classical and recent methods for Bayesian parameter inference when the likelihood is intractable but sampling from the model is possible. The talk is based on the paper: Neural Approximate Sufficient Statistics for Implicit Models. Y. Chen, D. Zhang, M. Gutmann, A. Courville, and Z. Zhu. In International Conference on Learning Representations (ICLR) 2021 https://openreview.net/pdf?id=SRDuJssQud

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QF Halloween Conference
by Sabrina Mulinacci 23 Oct '21

23 Oct '21

Dear Colleagues, The International Graduate Course in Quantitative Finance (QF) of the University of Bologna announces the QF HALLOWEEN CONFERENCE, which is going to be held on 26th, 27th and 28th October 2021 (face-to-face and online via Microsoft Teams). Partecipation is free, but registration is required as from the directions below. As in the traditional structure, the QF Halloween Conference will consist of a two-day tutorial and a Conference. The Conference will be held in hybrid form (presence and on-line, on the Teams platform). The subject addressed this year is: “Unstructured Data Analysis in Banking and Finance” Aim: tutorial on the main technical tools for AI applications of unstructured data analysis in commercial banking and open banking applications; discussion the main issues of application to the banking industry. A summary program of the conference and a detailed program of the tutorial is enclosed. How to register/participate: Send email to course tutor Dr Sara Ferigo at didatticasociale.tutorqf(a)unibo.it<mailto:didatticasociale.tutorqf@unibo.it> before 25th October at 1 pm. Please also specify whether you intend to attend the tutorial in person or online! Requirements for participation: Knowledge of Python programming principles. You can find the programme and more detailed information attached. “Unstructured Data Analysis in Banking and Finance” October 26: Tutorial I – Prof. Giovanni Della Lunga h.10 - 13 Room 21 (Piazza Scaravilli,2) - Introduction to Unstructured Data Analysis - Introduction to Machine Learning - Supervised and Unsupervised Models h.14 – 17 Room 21 (Piazza Scaravilli,2) - Introduction to Deep Learning - Basic Text Analysis October 27: Tutorial II – Prof. Giovanni Della Lunga h.10 – 13 Aula Magna (Piazza Scaravilli,2) - Natural Language Processing: Tools And Ideas - Text Vectorization h.14 - 17 Room 12 (Piazza Scaravilli,2) - Classification for Text Analysis - Clustering for Text Similarity - Information Extraction October 28: Conference h.10 – 12 - Room 21 (Piazza Scaravilli,2) Presentations by Chairman: Giovanni Pepe, KPMG Partecipants: Dott. Alessio Balduini, Dott. Emanuele Giovannini, Dott. Richard Loeser, Dott. Giangiacomo Sanna h.12 – 13 - Room 21 (Piazza Scaravilli,2) Panel Discussion Chairman: Giovanni Pepe, KPMG Partecipants: Dott. Alessio Balduini, Dott. Emanuele Giovannini, Dott. Richard Loeser, Dott. Giovanni Pepe, Dott. Giangiacomo Sanna Kind Regards Sabrina Mulinacci

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Re: [Random] "Fondamenti della probabilità. L'impostazione di de Finetti" - Università Bocconi
by Dario Trevisan 23 Oct '21

23 Oct '21

Caro Antonio, grazie per l'avviso e grazie per il tuo contributo al convegno di due giorni fa. Io vorrei seguire eventualmente le registrazioni, pensi che sarebbe possibile?Saluti Dario -------- Messaggio originale --------Da: Antonio Lijoi <antonio.lijoi(a)unibocconi.it> Data: 22/10/21 20:39 (GMT+01:00) A: random(a)fields.dm.unipi.it Oggetto: [Random] "Fondamenti della probabilità. L'impostazione di de Finetti" - Università Bocconi Il Dipartimento di Scienze Sociali e Politiche dell'Università Bocconi organizza un ciclo di seminari su ** Fondamenti della probabilità. L'impostazione di Bruno de Finetti ** Relatore: Prof. Eugenio Regazzini, Università di Pavia Date: 29-30 ottobre 2021 5-6 novembre 2021 Aula 35, via Sarfatti 25, Milano Il programma è allegato alla presente mail. Il ciclo seminariale si svolgerà in modalità ibrida. Per chi desidera collegarsi on-line, di seguito sono elencati i link per il collegamento alle quattro sessioni: 29 ott 2021 05:30 PM https://unibocconi-it.zoom.us/j/93920262036?pwd=ZEJBZkxBRSt6YVZ5ajN6Mzg1aVN… ID riunione: 939 2026 2036 Passcode: 168776 30 ott 2021 10:30 AM https://unibocconi-it.zoom.us/j/93987955812?pwd=TWlJOGpJQklieUg3RGIxOVBXdEx… ID riunione: 939 8795 5812 Passcode: 979222 5 nov 2021 05:30 PM https://unibocconi-it.zoom.us/j/94824472994?pwd=YXNpdnNzUENPV2FIeTBwKzRKZU1… ID riunione: 948 2447 2994 Passcode: 225763 6 nov 2021 10:30 AM https://unibocconi-it.zoom.us/j/99374038124?pwd=eWtMRUNOZGh4dDJWZEprSG9EL3p… ID riunione: 993 7403 8124 Passcode: 249969

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Lutto per Francesca Nardi
by Gianmarco Bet 22 Oct '21

22 Oct '21

Care colleghe e colleghi, Vi scriviamo con enorme tristezza per farvi sapere che oggi la nostra collega e amica Francesca Nardi ci ha lasciati. Vorremmo allestire un sito web in cui amiche, amici, colleghe e colleghi di Francesca possano lasciare messaggi, ricordi e pensieri. In un secondo messaggio vi faremo sapere il link a questo sito e informazioni sul funerale. Un caro saluto, Gianmarco Bet e Luisa Andreis ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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seminario Andrea Agazzi a Pisa
by Marco Romito 22 Oct '21

22 Oct '21

Segnalo il seguente seminario, che si terrà martedì 26 ottobre alle ore 11:30 presso l'Aula Magna del Dipartimento di Matematica dell'Università di Pisa. Andrea Agazzi (Duke University): /Convergence and ergodicity of splitting methods for fluid models/ Coloro che intendono seguire il seminario in presenza sono pregati di compilare il seguente modulo: https://forms.gle/4miTaofWrBGQ9LGL8 <https://forms.gle/4miTaofWrBGQ9LGL8> Il seminario sarà anche trasmesso all'indirizzo: https://meet.google.com/ebb-swcs-tix <https://meet.google.com/ebb-swcs-tix> grazie m.

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Borsa di dottorato industriale Topological data analysis PON - green - Milano Statale
by Alessandra Micheletti 22 Oct '21

22 Oct '21

Con preghiera di diffusione. Segnalo agli interessati che è disponibile un posto di dottorato, tipologia PON, per lo svolgimento di attivita' di ricerca vincolata su tematiche green - DM 10 agosto 2021 n.1062, presso il *Dottorato in Scienze Matematiche*, Università degli Studi di Milano. Titolo: *Metodi di topological data analysis e di explainable machine learning applicati al monitoraggio ed ottimizzazione di filiere agri-food sostenibili* Supervisore: Alessandra Micheletti *In collaborazione con Deloitte SpA* *scadenza iscrizioni: 8/11/2021 ore 14:00* Ricordo che questa posizione di dottorato è di tipo industriale, e che il/la candidato/a prescelto dovrà svolgere almeno 6 mesi in azienda durante il percorso di dottorato. I dettagli del bando si possono trovare all'indirizzo https://www.unimi.it/it/corsi/corsi-post-laurea/corsi-di-dottorato-phd/aa-2… sotto la voce Sessione: 2 - ampliamento borse Possono iscriversi al bando i laureati magistrali di qualsiasi classe di laurea, purchè la laurea sia conseguita entro il 31/10/2021. Resto a disposizione per eventuali chiarimenti. -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 https://alessandramichelettiwebpage.wordpress.com/

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"Fondamenti della probabilità. L'impostazione di de Finetti" - Università Bocconi
by Antonio Lijoi 22 Oct '21

22 Oct '21

Il Dipartimento di Scienze Sociali e Politiche dell'Università Bocconi organizza un ciclo di seminari su ** Fondamenti della probabilità. L'impostazione di Bruno de Finetti ** Relatore: Prof. Eugenio Regazzini, Università di Pavia Date: 29-30 ottobre 2021 5-6 novembre 2021 Aula 35, via Sarfatti 25, Milano Il programma è allegato alla presente mail. Il ciclo seminariale si svolgerà in modalità ibrida. Per chi desidera collegarsi on-line, di seguito sono elencati i link per il collegamento alle quattro sessioni: 29 ott 2021 05:30 PM https://unibocconi-it.zoom.us/j/93920262036?pwd=ZEJBZkxBRSt6YVZ5ajN6Mzg1aVN… ID riunione: 939 2026 2036 Passcode: 168776 30 ott 2021 10:30 AM https://unibocconi-it.zoom.us/j/93987955812?pwd=TWlJOGpJQklieUg3RGIxOVBXdEx… ID riunione: 939 8795 5812 Passcode: 979222 5 nov 2021 05:30 PM https://unibocconi-it.zoom.us/j/94824472994?pwd=YXNpdnNzUENPV2FIeTBwKzRKZU1… ID riunione: 948 2447 2994 Passcode: 225763 6 nov 2021 10:30 AM https://unibocconi-it.zoom.us/j/99374038124?pwd=eWtMRUNOZGh4dDJWZEprSG9EL3p… ID riunione: 993 7403 8124 Passcode: 249969

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Postdoc position in Computational Neuroscience in Prague
by Enrica Pirozzi 21 Oct '21

21 Oct '21

Carissimi in allegato trovate l'avviso inerente la posizione di postdoc. Potete contattarmi per eventuali chiarimenti. Grazie. Cari saluti Enrica -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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research chairs + postdoctoral positions + Ph.D fellowships + master scholarships in Mathematics and Computer Science in Paris
by Cristina TONINELLI 21 Oct '21

21 Oct '21

—— Dear colleagues, The Fondation Sciences Mathématiques de Paris offers research chairs, postdoctoral positions, Ph.D fellowships and master scholarships in Mathematics and in fundamental Computer Science for academic year 2022-2023. The positions are located in Paris. Schedule of deadlines below (at 11:59 p.m., Paris time). Feel free to circulate this message to your contacts. Research Chairs of excellence: until Tuesday November 30th 2021 Offer description: https://sciencesmaths-paris.fr/en/nos-programmes-en/les-chaires-fsmp<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsciencesm…>Application form: https://applications.sciencesmaths-paris.fr/en/the-research-chairs-position…<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fapplicati…> FSMP Postdoctoral program: until Wednesday December 1st 2021 Offer description: https://sciencesmaths-paris.fr/en/nos-programmes-en/postdocs<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsciencesm…>Application form: https://applications.sciencesmaths-paris.fr/en/2012-2013-postdoctoral-posit…<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fapplicati…> MathInGreaterParis Postdoctoral program: until Wednesday December 1st 2021 Offer description: https://www.mathingp.fr<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.mathi…>Application form: https://www.mathingp.fr/en/post-doc-72.htm<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.mathi…> Master scholarships PGSM, 1st call (only for students from universities out of France): until thursday 24th 2022 Only for students from universities out of France. https://youtu.be/D-A4ZzaKfC4<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fyoutu.be%…>https://vimeo.com/623253640<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fvimeo.com…>Offer description: https://sciencesmaths-paris.fr/en/nos-programmes-en/pgsm-master<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsciencesm…>Application form: https://applications.sciencesmaths-paris.fr/en/call-for-pgsm-master-893.htm<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fapplicati…> (A second PGSM master call will be open for students from universities of the FSMP network from March 17th 2022 to May 12th 2022.) MathInParis PhD fellowships: from Wednesday December 1st 2021 to Sunday February 13th 2022 Offer description: https://sciencesmaths-paris.fr/en/nos-programmes-en/mathinparis2020<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsciencesm…> Best regards, [cid:2ca5f34c-f952-41af-b074-b585c28ea03b] --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: B617 -------------------------------------------------------------------------------------------- ________________________________

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RSS Applied Probability PhD Competition
by Tiziano De Angelis 21 Oct '21

21 Oct '21

Dear All, The message below from the Applied Probability Section of the Royal Statistical Society is addressed to junior researchers who have just completed or are about to complete a PhD in the UK. Please feel free to forward it to potentially interested students. Best wishes Tiziano -------------------------------- We invite applications for a new prize, awarded by the RSS Applied Probability Section for the best PhD thesis defended in the last two years. The winner of the competition will be given the opportunity to organise an RSS Applied Probability Section workshop on a topic of their choice, with the support of the APS committee. *Criteria:* To be eligible for the award, candidates should have completed a PhD at a UK university. The PhD defence should have taken place between 1 January 2020 and 28 February 2022. Applications will be judged on the contribution of their PhD thesis to the field of applied probability, broadly interpreted, and its potential for long term impact on applied probability and/or its potential to reach out into statistical science and other application areas, both established and novel. Further details on how to apply for the competition can be found on the RSS website: https://rss.org.uk/news-publication/news-publications/2021/section-group-re… Further information about the RSS Applied Probability Section can be found here: https://rss.org.uk/membership/rss-groups-and-committees/sections/applied-pr…

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(PMS)^2 in person and online talk: Carina Geldhauser
by Mario Maurelli 21 Oct '21

21 Oct '21

Dear colleagues, we are happy to announce the first *hybrid - that is, in person with online streaming -* talk of the (PMS)^2 series: Speaker: *Carina Geldhauser* (Lund University) Title: *Discrete models for atmospheric turbulence* Abstract: In this talk we discuss a family of discrete models for atmospheric turbulence, often called point vortex models. Point vortices provide an approximation of solutions to generalized surface quasi-geostrophic models, a family of fractional PDEs which interpolate between 2D Euler equations and the more irregular SQG equation. We state some of its basic properties and see how variational methods and tools from probability theory together can help us to obtain more information about turbulence phenomena. The content of this talk is based on work in collaboration with Marco Romito (Uni Pisa), the presentation tries to avoid technicalities and to be accessible to a mixed audience. Date and time: *Monday October 25, 14:30-15:30 (Rome time zone)*, mind the change with respect to previous talks Place: *Sala di Rappresentanza (ground floor), Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, 20133 Milano* *Zoom link:* https://us02web.zoom.us/j/5772228296 This is a talk 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. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! The number of participants in person is limited, but we expect the limit not to be reached. However we advise people who are not from Milan or Pavia to write to us if they want to participate in person. Participants in person need to have the "green pass" or the EU digital covid certificate; a scanner will measure body temperature at the entrance of the building. Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Bando Dottorato
by Tiziano Vargiolu 20 Oct '21

20 Oct '21

Carissimi, vi segnaliamo che e' appena uscito il bando per un posto di dottorato nel settore MAT/06, tipologia PON, per lo svolgimento di attivita' di ricerca vincolata su tematiche green - DM 10 agosto 2021 n. 1062 presso il Dipartimento di Matematica "Tullio Levi-Civita", Universita' di Padova. Titolo: Optimal dispatching in intraday electricity market when storage is possible Supervisore: Tiziano Vargiolu Corso di dottorato: Scienze Matematiche (curr. Mat. Computazionale) Scadenza della domanda: 4 Novembre 2021, ore 13:00 Tutte le informazioni sono reperibili alla seguente pagina: https://www.unipd.it/dottorato/innovazione-green (italiano) https://www.unipd.it/en/phd-innovation-green-issues (inglese) Vi preghiamo di dare ampia diffusione tra i vostri studenti interessati. Per maggiori dettagli, non esitate a scrivere (vargiolu(a)math.unipd.it) Cordiali saluti Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Webinar Crimaldi @Bocconi
by Giacomo Zanella 20 Oct '21

20 Oct '21

We announce the following DEC Statistics webinar at Bocconi: Date: Thursday 21 October 2021, h12:00 (Italy time) Speaker: Irene Crimaldi (IMT School for Advanced Studies Lucca) Title: Interacting Reinforced Stochastic Processes Abstract: Randomly evolving systems composed by elements which interact among each other have always been of great interest in several scientific fields. We will present some studies about models of interacting stochastic processes with reinforcement. Generally speaking, by reinforcement in a stochastic dynamics we mean any mechanism for which the probability that a given event occurs has an increasing dependence on the number of times the same event occurred in the past. In particular, we will focus on the asymptotic synchronization phenomenon that could be roughly defined as the tendency of different components to adopt a common behavior. Moreover, we will deal with the relationship between the topology of the interaction network and the long-time synchronization. Indeed, the obtained results lead to the construction of asymptotic confidence intervals for the common limit random variable and of statistical tests to make inference on the topology of the network. Finally, we will discuss the question when, even if interaction among agents is present, absence of synchronization may happen. The webinar will be on zoom at: https://unibocconi-it.zoom.us/j/93329709153?pwd=TnZyNmV5QWZ1YjdHOHhEK2VZTmp… Meeting ID: 933 2970 9153 Passcode: 417065 Kind regards, Giacomo Zanella

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URGENTE: Bando Dottorato
by Stefania Ugolini 19 Oct '21

19 Oct '21

Cari colleghi, vi segnaliamo che è appena uscito il bando per un posto di dottorato nel settore MAT/06, tipologia PON, per lo svolgimento di attività di ricerca vincolata su tematiche green e innovazione - DM 10 agosto 2021 n. 1062 presso il Dipartimento di Matematica Federigo Enriques, Università degli Studi di Milano. Modellizzazione matematica e analisi dei dati per lo studio dell'impatto dei cambiamenti climatici e ambientali sul degrado dei Beni Culturali in ambienti interni ed esterni. Scadenza della domanda: 8 Novembre 2021, ore 14:00 Tutte le informazioni sono reperibili alla seguente pagina: https://www.unimi.it/it/corsi/corsi-post-laurea/corsi-di-dottorato-phd/aa-2… Vi preghiamo di dare ampia diffusione tra i vostri studenti interessati. Per avere maggiori dettagli sul progetto possono scrivere a stefania.ugolini(a)unimi.it, daniela.morale(a)unimi.it Grazie. Cordiali saluti, Stefania Ugolini e Daniela Morale.

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Seminar in Padova by Andrea Pallavicini, save the date (29 Oct. 2021)!
by Giorgia Callegaro 19 Oct '21

19 Oct '21

Dear all, it's a pleasure to announce the following seminar by Andrea Pallavicini, which will be **in presence and online**. Details are as follows: - *Title*: Chebyshev Greeks: Smoothing Gamma without Bias - *Date*: October 29, 2021 at 14:30 - *In presence*: Room 2BC30 (Torre Archimede, Padova) - *Online (Zoom):* the link will be available from the day before at this address https://www.math.unipd.it/~bianchi/seminari/ - *Abstract*: The computation of Greeks is a fundamental task for risk managing of financial instruments. The standard approach to their numerical evaluation is via finite differences. Most exotic derivatives are priced via Monte Carlo simulation: in these cases, it is hard to find a fast and accurate approximation of Greeks, mainly because of the need of a tradeoff between bias and variance. Recent improvements in Greeks computation, such as Adjoint Algorithmic Differentiation, are unfortunately uneffective on second order Greeks (such as Gamma), which are plagued by the most significant instabilities, so that a viable alternative to standard finite differences is still lacking. We apply Chebyshev interpolation techniques to the computation of spot Greeks, showing how to improve the stability of finite difference Greeks of arbitrary order, in a simple and general way. The increased performance of the proposed technique is analyzed for a number of real payoffs commonly traded by financial institutions. See you soon in Padova, thanks, Giorgia -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Bandi RTDA Padova SECS-S/01 e SECS-S/05
by Alessandra Fabbri Colabich 19 Oct '21

19 Oct '21

Si segnalano due posizioni RTDA su fondi PON a tema green presso il dipartimento di Scienze Statistiche dell'Università di Padova. Scadenza: 2 novembre ore 13 https://www.stat.unipd.it/procedure-selettive-l%E2%80%99assunzione-di-n-68-… Alessandra Fabbri Colabich Management Secretariat Department of Statistical Sciences University of Padua

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Fwd: Postdoctoral/career development positions in Oxford
by pietro caputo 19 Oct '21

19 Oct '21

Ricevo e inoltro: ---------- Forwarded message --------- From: Christina Goldschmidt <christina.goldschmidt(a)gmail.com> Date: Mon, Oct 18, 2021 at 9:55 PM Subject: Postdoctoral/career development positions in Oxford To: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> Dear colleagues, The Department of Statistics at Oxford has just advertised three postdoctoral fellowship positions: two Bicentennial Florence Nightingale Fellows (closing date: noon on 15th November), with a preference for people working in Probability or Statistical Methodology, and a Glasstone Research Fellowship (closing date: noon on 12th November) in any area of Probability or Statistics. These are all 3-year fixed term jobs. The Florence Nightingale Fellowships are career development positions, intended to carry around half the teaching load of an ordinary Oxford faculty position. They can start on or before 1st October 2022. The Glasstone Research Fellowship has research as its primary goal (although the post-holder will be encouraged to gain some experience of teaching), and would normally start on 1st October 2022. More details can be found on the department’s vacancies page <http://www.stats.ox.ac.uk/vacancies/>, where there are links to detailed job descriptions and the online application form. (Candidates should please note that their referees should send their letters of reference by the closing date.) I would be very grateful if you could bring this to the attention of any suitable people that you know! If potential applicants have any questions about any of the posts, please ask them to contact me < goldschm(a)stats.ox.ac.uk> or Robin Evans <evans(a)stats.ox.ac.uk>, and we will be happy to answer them as fully as possible. Many thanks and best wishes, Christina. -- Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm Department of Statistics and Lady Margaret Hall, University of Oxford

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URGENTE: bando RTDA-PON MAT06 a Napoli
by Enrica Pirozzi 18 Oct '21

18 Oct '21

Carissimi, vi segnalo nuovamente il bando per RTDA-PON MAT/06 a Napoli. Vi prego di darne AMPIA DIFFUSIONE. Il bando è alla pagina http://www.unina.it/ateneo/concorsi/concorsi-docenti-e-ricercatori/reclutam… trovate l'avviso http://www.unina.it/documents/11958/26912536/PON_GREEN_RTDA_2021_00_bando_5… relativo al bando per un posto di ricercatore a tempo determinato di tipo A nel settore MAT/06 (codice identificativo PON_GREEN_RTDA _2021_37), per lo svolgimento di attività di ricerca vincolata su tematiche Green presso il Dipartimento di Matematica e Applicazioni, Università degli Studi di Napoli Federico II. Scadenza della domanda: 20 Ottobre 2021, ore 15:00 Sono disponibile per ogni dubbio o chiarimento. Cari saluti Enrica Pirozzi -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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RTD B Università Roma Tre
by Julia Mortera 18 Oct '21

18 Oct '21

Cari tutti, con la presente vorrei annunciare l'emissione di un bando all’Università Roma Tre, Dipartimento di Economia per un Ricercatore a tempo determinato B - SECS-S/01 (Statistica) (2 Piano Straordinario MUR 2020). Il termine di scadenza delle domande di partecipazione è il 28/10/2021. Il bandointegraleèdisponibileal seguente indirizzo: http://www.albopretorionline.it/uniroma/alboente.aspx <http://www.albopretorionline.it/uniroma/alboente.aspx> e si trova al link: https://www.albopretorionline.it/uniroma/download.aspx?ida=614591&pubb=1&n=1 <https://www.albopretorionline.it/uniroma/download.aspx?ida=614591&pubb=1&n=1> con allegati al: https://www.albopretorionline.it/uniroma/download.aspx?ida=614591&pubb=1&n=4 <https://www.albopretorionline.it/uniroma/download.aspx?ida=614591&pubb=1&n=4> un caro saluto, Julia Mortera -- Julia Mortera, Professor of Statistics, Università Roma Tre Web page:https://juliamortera.wordpress.com/ http://tinyurl.com/ztj6ked

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INCONTRO SULLA DIDATTICA DELLA PROBABILITA' E DELLA STATISTICA - II annuncio
by Paolo Dai Pra 17 Oct '21

17 Oct '21

Vi invio il secondo annuncio dell’incontro in oggetto, allegando il programma definitivo. Prego gli interessati che non lo hanno già fatto di iscriversi. %%%%%%%% Il Gruppo UMI (Unione Matematica Italiana) PRobability In Statistics, Mathematics and Applications (PRISMA) è lieto di annunciare un incontro online sulla Didattica della Probabilità e della Statistica nei corsi di laurea degli Atenei Italiani Grazie al contributo di numerosi esperti, verranno discussi contenuti e modalità didattiche in molti ambiti, evidenziando per ciascuno le esigenze specifiche. A questo messaggio allego la locandina con il programma. Per aggiornamenti si rimanda alla pagina https://sites.google.com/view/prisma-didattica-probstat/ <https://sites.google.com/view/prisma-didattica-probstat/>, da cui si accede ad un breve modulo di iscrizione. L’indirizzo per la partecipazione all’incontro verrà poi inviato per posta elettronica a tutti gli iscritti. Paolo Dai Pra Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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Pubblicazione bando 2021RUAPON - Allegati SSD INF/01 - SSD MAT/06 e SSD MAT/08 - Scadenza presentazione domande 2.11.2021 ore 13.00 (fwd)
by Tiziano Vargiolu 15 Oct '21

15 Oct '21

Con preghiera di diffusione Cari colleghi, vi segnalo la pubblicazione del bando per 68 posti di ricercatore a tempo determinato di tipo A, di cui uno nel settore MAT/06, per lo svolgimento di attivita' di ricerca vincolata su tematiche green - DM 10 agosto 2021 n. 1062 presso il Dipartimento di Matematica "Tullio Levi-Civita", Universita' degli Studi di Padova. Data di scadenza: 2 novembre 2021 ore 13 Il bando generale e' disponibile alla pagina https://protocollo.unipd.it/albo/viewer?view=files%2F010970956-UNPD0Z9-ee88… mentre l'allegato per il posto MAT/06 e' disponibile alla pagina https://protocollo.unipd.it/albo/viewer?view=files%2F010970956-UNPD0Z9-ee88… Il bando, completo di tutti gli allegati, e' disponibile alla pagina https://protocollo.unipd.it/albo/viewer Per maggior informazioni, non esitate a contattarmi. Cordiali saluti a tutti Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Florence-Paris Workshop on Mathematical Finance
by Maria Elvira Mancino 15 Oct '21

15 Oct '21

Dear All, The Department of economics and management (University of Firenze), ENSIIE, the University of Evry and the Institut Louis Bachelier are pleased to invite you to the streaming of the upcoming First Florence-Paris Workshop on Mathematical Finance, which will take place on October 27-29, 2021. For more information about the schedule of the workshop, go to: https://sites.google.com/unifi.it/florence-paris-workshop/home-page. Please find attached the tentative program. Register at https://docs.google.com/forms/d/e/1FAIpQLScGqi_sjwO7ZiJo-b3QK47Uf1XIeAAu2_u… in order to obtain the credentials to access the streaming. Best regards, The Organizing Committee -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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