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Fwd: Postdoctoral position in Probability at the University of Bath
by Silvestri, Vittoria 15 Dec '20

15 Dec '20

Segnalo con piacere questa opportunità di postdoc a Bath. Vittoria ---------- Forwarded message --------- Da: Daniel Kious <dk746(a)bath.ac.uk> Date: lun 14 dic 2020 alle ore 23:11 Subject: Postdoctoral position in Probability at the University of Bath To: d.kious(a)bath.ac.uk < IMCEAEMAIL-+20d+2Ekious+40bath+2Eac+2Euk(a)gbrp265.prod.outlook.com> Dear Colleagues and Friends, I would greatly appreciate if you could bring the following announcement to the attention of the relevant applicants. A postdoctoral position in Probability is open at the University of Bath. The position is for two years, starting 1 July 2021, and the successful applicant will work with Dr Daniel Kious, on topics related to random walks and random environments. Please, find the full announcement at the end of this email. Applications are open and the deadline is 11 January 2021, see: https://www.bath.ac.uk/jobs/CC8004 In order to have the best chances, the applicants should provide the following: -an updated CV; -a list of publications; -a short research statement; -the names of two referees who agreed to write a letter of support, and one of them must be the current employer or a past employer. Best wishes, Daniel Kious. -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ - A postdoctoral research position is available in the area of probability to start 1 July 2021. The position is available for 2 years and is funded by the EPSRC grant "Random walks in dynamic random environment" of Daniel Kious. You will be associated with the probability laboratory (Prob-L@B <https://www.bath.ac.uk/research-centres/probability-laboratory-at-bath/>) of the Department of Mathematical Sciences <https://www.bath.ac.uk/departments/department-of-mathematical-sciences/> at the University of Bath. Prob-L@B is one of the largest probability group in the UK and benefits from a very active and collaborative team, with expertise covering many areas of Probability, cultivating a high-level and friendly atmosphere. The successful applicant will be expected not only to work on the project, but also to interact with the other members of Prob-L@B. The area of research will be centred on the mathematical analysis of random walks in random environment or dynamic random environment, reinforced random walks or other processes with reinforcement, percolation, spin systems. The ideal candidate is expected to have a strong background in discrete probability theory, and have (or expect to obtain shortly) a PhD in Probability, or related areas. Our campus is surrounded by beautiful countryside, and the City of Bath with its historic charm and social activity only a short distance away creates an excellent environment in which to work. We encourage all staff to learn, develop new skills and progress their careers throughout their employment with us and believe our staff <https://www.bath.ac.uk/jobs/display.aspx?id=1091&pid=221#section3> are vital in creating the University’s inclusive and innovative community. We are committed to providing a family friendly workplace <https://www.bath.ac.uk/campaigns/family-friendly-workplace/> and our staff have access to a number of services that promote wellbeing <https://www.bath.ac.uk/topics/wellbeing/> and improve work-life balance. We recognise the commitment, achievements and talents of our workforce through our offering of initiatives and benefits <https://www.bath.ac.uk/professional-services/pay-and-reward>, including (but not limited to): - Generous employer pension contributions - 39 days holiday (annual leave, discretionary days and bank holidays) - A flexible working environment - A commitment to personal and professional development - Ofsted outstanding rated onsite nursery - Salary exchange scheme (cycle to work) - Onsite private and NHS dentist, onsite medical centre - Employee discount scheme We aim to be an inclusive university, where *difference is celebrated*, respected and encouraged. We truly believe that diversity of experience, perspectives, and backgrounds leads to a better environment for our employees and students, creating a learning environment and organisational *culture that enhances **health and wellbeing* <https://www.bath.ac.uk/topics/wellbeing/> across our community. We are very proud to have recently received Ambassadors for Autism certification <https://www.bath.ac.uk/announcements/university-receives-ambassadors-for-au…> and are an accredited Disability Confident Leader; committed to building disability confidence and supporting disabled staff <http://www.bath.ac.uk/hr/working/disability-support/index.html>. -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ - Dr Daniel Kious University of Bath - Prob-L@b email: d.kious(a)bath.ac.uk Office: 6 West 1.23 Phone: 01225 38 6186 ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Webinar of Prof. Hinz at UNIBS, Department of Economics and Management (fwd)
by Tiziano Vargiolu 14 Dec '20

14 Dec '20

---------- Forwarded message ---------- Date: Mon, 14 Dec 2020 00:41:25 +0100 From: Pelizzari Cristian <cristian.pelizzari(a)unibs.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Webinar of Prof. Hinz at UNIBS, Department of Economics and Management Ciao Tiziano, ti chiedo la cortesia di diffondere questo avviso di seminario ai tuoi canali. Ho gi? spedito questa e-mail al Segretario Generale dell'A.M.A.S.E.S.. Mi scuso per la scadenza ravvicinata. Grazie e a presto, Cristian *** Dear Colleagues, on December 17th, 2020 - 11:30 (CET), as part of the Research Seminars at the Department of Economics and Management, University of Brescia, the following webinar will take place: On Optimal Planning of Double-Spending Attacks presented by Prof. Juri Hinz, University of Technology Sydney, and organized by Prof. Paolo Falbo and Prof. Cristian Pelizzari Abstract Diverse concepts originating from the blockchain idea have gained popularity. However, there is concern about stability of such systems. In this setting, an attempt to spend the digital funds more than once (the so-called double-spending attack) has been analyzed by several authors. The present contribution addresses a refinement to this problem under realistic assumptions. Live presentation on: Google Meet. To participate, registration is required by filling out the following form: https://docs.google.com/forms/d/e/1FAIpQLSd3_vL6Rzi7rNf7FiburuLBjC1cc32oA4U SHdQDaivS9_cB5w/viewform Subscribers will be e-mailed the link to the webinar meeting. *** -- Associate Professor of Mathematical Methods of Economics, Finance and Actuarial Sciences Department of Economics and Management University of Brescia Contrada S. Chiara, 50 25122 BRESCIA BS ITALY E-mail cristian.pelizzari(a)unibs.it Tel. 0039-030-2988516 Microsoft Teams contact Informativa sulla Privacy: http://www.unibs.it/node/8155

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Fwd: Two-year Postdoc in Statistics for COVID-19 modelling, Oslo, Norway
by DipIMAP 14 Dec '20

14 Dec '20

Forwardo anche questo con piacere... GPST > Begin forwarded message: > > From: Arnoldo Frigessi <arnoldo.frigessi(a)medisin.uio.no> > Subject: Two-year Postdoc in Statistics for COVID-19 modelling, Oslo, Norway > Date: 13 December 2020 at 22.15 GMT+1 > To: DipIMAP <scaliato(a)axp.mat.uniroma2.it> > > Two-year Postdoctoral Position in Statistics for COVID-19 modelling, Oslo, Norway > > The postdoc will develop new statistical methodology and models to describe and predict the dynamics of the COVID-19 pandemics in Norway and across the Nordic countries. This is part of a new exciting Nordic collaboration project financed by NordForsk with Tom Britton, Stockholm University, Arnoldo Frigessi, Oslo University and Lasse Leskelä, Alto University as co-PIs. If you are selected as postdoc, you will work in close collaboration with the three Nordic teams. We will work on the covid-19 dynamics in space and type, also across the Nordic borders; we will exploit human mobility data in real time described by telecom mobility data; develop methods for probabilistic short term prediction; evaluate and compare alternative interventions. The project has unique access to COVID-19 data streams. There is a possibility to extend the period for an additional year. You can find some more information here: https://nordicmathcovid.cs.aalto.fi > > The postdoc will be employed at the Oslo Centre for Biostatistics and Epidemiology, University of Oslo. You have a strong competence in statistical modelling and inference and have excellent skills in coding. > > This is a unique project, with multiple opportunities also to develop your own research themes, building your curriculum towards a tenure track/permanent position in a leading university. > > To apply, and for more details on the positions, see here: https://www.jobbnorge.no/en/available-jobs/job/196535/2-year-postdoctoral-p… > > Deadline: 11th January 2021 > > We offer > * Salary up to 55.000 Euro per annum depending on qualifications. > * A career development programme designed for researchers at the beginning of their career. > * Health insurance and very attractive "Scandinavian" welfare benefits. > * A generous pension agreement. > * Oslo's family-friendly environment with its rich opportunities for culture and outdoor activities. > > Arnoldo Frigessi

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Announcement: STAR Online Seminar
by michele giordano 14 Dec '20

14 Dec '20

Dear all, This is a reminder for the: STAR Online Seminars. - The seminar will be held Friday 18. December from 11:00-12:00 . You will recieve the link for the Zoom room by registering for the seminar with the link provided at the end of this mail. The lecture will last for 45 minutes + questions. This week's speaker is Federica Masiero - Università degli Studi di Milano-Bicocca, with the seminar: Regularizing properties and HJB equations for stochastic problems with delay Abstract: In this talk we consider stochastic differential equations with delay. It is well known that the Ornstein-Uhlenbeck transition semigroup doesn’t have regularizing properties, such as the strong Feller property. So in general, the associated Hamilton-Jacobi-Bellman (HJB) equation cannot be solved in mild sense by a classical fixed point argument. We present a result of existence of regular solutions for the HJB equations related to a stochastic controlled equation with delay in the control and in the case when, as it often occurs in applications, the objective function depends only on the “present” of the state and control variable. The result is based on partial regularization results for the associated Ornstein-Uhlenbeck semigroup. In analogy, we investigate partial reularizing properties in the case of delay in the state and with a special dependence on the past trajectory, and we solve in mild sense the associated HJB equation and the stochastic controlled problem related. The talk is mainly based on joint works with F. Gozzi and G. Tessitore. After the end of the seminar, you are invited to bring a cup of coffee/tea and have a chat in our Coffee in the Stars here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break". We are looking forward to see you, online! Best regards, Michele Giordano Doctoral research fellow Department of Mathematics University of Oslo, Norway ------------------------------------------------------------------------- Register for the seminar: https://nettskjema.no/a/159180 Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…

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Fwd: PhD Position in Statistics at the University of Amsterdam
by fcollet＠math.unipd.it 12 Dec '20

12 Dec '20

Ricevo ed inoltro. Buon weekend, Francesca ----- Forwarded message from Eni Musta <e.musta(a)uva.nl> ----- Dear colleagues, Applications are invited for a PhD position in Statistics at the Korteweg-de Vries Institute for Mathematics, University of Amsterdam. The PhD candidate will be supervised by Eni Musta and will work on the project "Shape-constrained estimation in survival analysis". The project aims at development of statistical methodology and theory for cure models using shape-constrained techniques. We are looking for candidates with a strong background in Mathematical Statistics/Statistics or Probability and interest in statistical methodology/theory. More details about the project and the application procedure can be found at: <https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…>https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…<https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…><https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…> Best regards, Eni Musta ----- End forwarded message -----

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Fwd: Two 3-year postdocs in statistics and mathematics for personalised breast cancer therapy, University of Oslo, Norway
by DipIMAP 11 Dec '20

11 Dec '20

Forwardo volentieri... Gianpaolo Scalia Tomba Begin forwarded message: From: Arnoldo Frigessi <arnoldo.frigessi(a)medisin.uio.no> Subject: Two 3-year postdocs in statistics and mathematics for personalised breast cancer therapy, University of Oslo, Norway Date: 4 December 2020 at 11.41 GMT+1 To: DipIMAP <scaliato(a)axp.mat.uniroma2.it> -----Original Message----- Are you interested in developing new mathematical, statistical or computational models and methods to determine the best personalised treatment for each breast cancer patient? Applications are invited for two postdoc positions of 3 years each at the Oslo Centre for Biostatistics and Epidemiology, University of Oslo. Ideally we wish to hire one postdoc with a strong competence in mathematical modelling and numerical analysis and one postdoc with a strong competence in statistical modelling, inference and computational statistics. The two postdocs will play a key scientific role in our two cross-disciplinary international projects funded by the European Union Horizon 2020 and EraCoSysMed. The project team includes experts in statistical and mathematical modelling of cancer, in molecular biology, genomics and clinical oncology. The project has access to unique data, including clinical, imaging and high-throughput genomic data from breast cancer patients recruited in concluded clinical trials. You find more information on the project here: www.rescuer.uio.no To apply, and for more details on the positions, see here: https://www.jobbnorge.no/en/available-jobs/job/196515/two-3-year-postdoctor… Deadline: 11th January 2021 We offer * Salary up to 55.000 Euro per annum depending on qualifications. * A career development programme designed for researchers at the beginning of their career. * Possibility to make teaching and consulting experiences, if wished so * Health insurance and very attractive "Scandinavian" welfare benefits. * A generous pension agreement. * Oslo's family-friendly environment with its rich opportunities for culture and outdoor activities. ---------- Arnoldo Frigessi professor University of Oslo Oslo University Hospital Norway Oslo Centre for Biostatistics and Epidemiology University of Oslo and Oslo University Hospital Director http://www.med.uio.no/imb/english/research/centres/ocbe/ BigInsight Centre for research based Innovation Director http://www.biginsight.no contact: +4795735574 http://www.med.uio.no/imb/english/people/aca/frigessi/ <http://www.med.uio.no/imb/english/people/aca/frigessi/>

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Webinar at Unibo: A Kolmogorov PDE with non-linear drift: analysis and applications to stochastic filtering
by Andrea Pascucci 10 Dec '20

10 Dec '20

Giovedì 10 Dicembre, ore 17:00 on-line Antonello Pesce terrà un seminario dal titolo A Kolmogorov PDE with non-linear drift: analysis and applications to stochastic filtering Le istruzioni per partecipare al link https://www.dm.unibo.it/seminari/ -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://www.mendeley.com/profiles/andrea-pascucci3/ Get DropBox here: http://db.tt/Y2GN2TCx ---------------------------------------------------------------

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Pisa Online Seminars - Jie-Xiang Zhu (Tuesday, Dec. 15 at 14:00)
by Giacomo Filippo Di Gesu 09 Dec '20

09 Dec '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Dec. 15, 14:00 Speaker: Jie-Xiang Zhu (Fudan University / Université de Toulouse) Title: On optimal matching problem for Gaussian samples with dimension d ≥ 3 Abstract: Optimal matching problems are very classical in computer science, physics and mathematics. In this talk, we will discuss the related rates of convergence of empirical measures associated with n independent random points, whose common distribution is the normal Gaussian distribution in Euclidean space with dimension d ≥ 3. Our method is based on the PDE and mass transportation approach developed by L. Ambrosio, F. Stra and D. Trevisan. _____________________ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it

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LTI@UniTO seminar Wednesday November 25, 3pm, Albert Menkveld (VU Amsterdam)
by Luca Regis 09 Dec '20

09 Dec '20

|| || |Dear colleagues, | ||||||| LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) and Collegio Carlo Alberto are pleased to invite you to the following webinar in Finance: | | “Equilibrium Bid-Price Dispersion” Speaker: Albert Menkveld (VU Amsterdam), _https://albertjmenkveld.com/about/ <https://albertjmenkveld.com/about/> _ Abstract: If bidding in a common-value auction is costly and if bidders do not know how many others are also bidding, all equilibria are in mixed strategies. Participation is probabilistic and bid prices are dispersed. The symmetric equilibrium is unique and yields simple analytic expressions. We use them to, for example, show that bid prices exhibit negative skewness. The expressions are further used to estimate the model based on bidding on an S&P500 security. We find that the number of bidders declined over time, making liquidity supply fragile. You can join the webinar via zoom at the following link: | https://us02web.zoom.us/j/81439851376?pwd=YUFsWXFvNldTaEMrTW55VE5kaXJiQT09 <https://us02web.zoom.us/j/81439851376?pwd=YUFsWXFvNldTaEMrTW55VE5kaXJiQT09> Meeting ID: 814 3985 1376 Passcode: 753282 Best regards, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti ||

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Post-doc position at University of Milano on "Extension of Martingale Optimal Transport"
by Luciano Campi 09 Dec '20

09 Dec '20

Dear colleagues, I would be grateful if you could bring to the attention of your best graduate students and PhD holders that a two-year long post-doc research positions is available at the Department of Mathematics at the University of Milano. The research line of the post doc position concerns "Extension of Martingale Optimal Transport Theory" and will be coordinated by Prof. Luciano Campi and Prof. Marco Frittelli. All interested candidates are encouraged to participate to the selection procedure. All information (in Italian and in English) about the position, the application and the deadlines can be found at: https://www.unimi.it/it/ricerca/fare-ricerca-da-noi/assegni-di-ricerca <https://www.unimi.it/it/ricerca/fare-ricerca-da-noi/assegni-di-ricerca> https://www.unimi.it/sites/default/files/2020-11/bando%20assegni%20A%202020… <https://www.unimi.it/sites/default/files/2020-11/bando%20assegni%20A%202020…> Thanks very much Luciano Campi -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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Avviso di Seminario
by Domenico Marinucci 09 Dec '20

09 Dec '20

Avviso di Seminario Speaker: Michele Salvi (Università di Roma Tor Vergata) Orario: Lunedì 14 dicembre, ore 13 Titolo: Scale-free percolation in continuous space Link al collegamento su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MWI2ZWY1N2QtMTQ3Zi00… Abstract: The scale-free percolation random graph features three fundamental properties that are often present in large real-world structures (social networks, communication networks, inter-banking systems and so on), but which are never present at once in classical models: (1) Scale-free: the degree of the nodes follows a power law; (2) Small-world: two nodes are typically at a very small graph distance; (3) Positive clustering coefficient: two nodes with a common neighbour have a good chance to be linked. We study a continuous version of scale-free percolation and its possible application to the statistical analysis of a dataset provided by the French Ministry of Agriculture. We discuss some stochastic processes (random walks and particle systems) on this kind of structures with the final goal of understanding how an epidemic would spread. Il seminario rientra tra le attività del Progetto di eccellenza MIUR 2018-2022 Math@Tov. Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Padova Online Seminar by Gianmarco Bet (Università di Firenze) [Friday, Dec. 18 at 11.30]
by alessandra bianchi 09 Dec '20

09 Dec '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on December 18 at 11.30 by the zoom platform. ________________________________________________________ Speaker: Gianmarco Bet (Università di Firenze) Title: Detecting anomalies in complex networks 18 DECEMBER (Friday) - 11:30 zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Recently there has been an increasing interest in the development of statistical techniques and algorithms that exploit the structure of large complex-network data to analyze networks more efficiently. For this talk, I will focus on detection problems. In this context, the goal is to detect the presence of some sort of anomaly in the network, and possibly even identify the nodes/edges responsible. Our work is inspired by the problem of detecting so-called botnets. Examples are fake user profiles in a social network or servers infected by a computer virus on the internet. Typically a botnet represents a potentially malicious anomaly in the network, and thus it is of great practical interest to detect its presence and, when detected, to identify the corresponding vertices. Accordingly, numerous empirical studies have analyzed botnet detection problems and techniques. However, theoretical models and algorithmic guarantees are missing so far. We introduce a simplified model for a botnet, and approach the detection problem from a statistical perspective. More precisely, under the null hypothesis we model the network as a sample from a geometric random graph, whereas under the alternative hypothesis there are a few botnet vertices that ignore the underlying geometry and simply connect to other vertices in an independent fashion. We present two statistical tests to detect the presence of these botnets, and we show that they are asymptotically powerful, i.e., they correctly distinguish the null and the alternative with probability tending to one as the number of vertices increases. We also propose a method to identify the botnet vertices. We will argue, using numerical simulations, that our tests perform well for finite networks, even when the underlying graph model is slightly perturbed. Our work is not limited in scope to botnet detection, and in fact is relevant whenever the nature of the anomaly to be detected is a change in the underlying connection criteria. Based on joint work with Kay Bogerd (TU/e), Rui Pires da Silva Castro (TU/e) and Remco van der Hofstad (TU/e). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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seminar series on Mathematics of Reaction Networks
by Daniele Cappelletti 07 Dec '20

07 Dec '20

Dear colleagues, This mail is to announce a new online seminar series on the “Mathematics of Reaction Networks” (MoRN). Reaction networks are mathematical models mainly used in biochemistry, with the scope of describing the dynamics of particles of different kinds that interact in a homogeneous environment. The mathematics used to study these models sits at the interface of stochastic process theory, algebra, graph theory, analysis. The seminar will take place twice a month over zoom (Thursday on the 2nd and 4th week of the month, 17.00 Rome time), and consist of two 25-minute long talks followed by longer discussions. The exciting program for the first three sessions is available on the seminar page: https://researchseminars.org/seminar/MoRN The first two talks will be given on Thursday November 12 by David Anderson from the University of Wisconsin-Madison (he will talk about connections between neural networks and the modeling regime of reaction networks) and Lea Popovic from Concordia University (she will introduce a multiscale stochastic model for interacting particles in a heterogeneous environment, and study its fluid limit). More details are given in the seminar webpage. New talks will appear on the seminar webpage, as well as the zoom link. If the speaker agrees, talks will be recorded and added to youtube with a private link, and the link will be shared on the seminar webpage. On the webpage you can subscribe to a mailing list, and you can add the seminar into your calendar. We will send a reminder two days before each talk to subscribed people. Best wishes, Daniele Cappelletti (co-organizing the seminar series with Elisenda Feliu and Stefan Mueller)

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Webinar Ferrari G. - at UNIBS, Department of Economics and Management (fwd)
by Tiziano Vargiolu 05 Dec '20

05 Dec '20

---------- Forwarded message ---------- Date: Fri, 4 Dec 2020 20:59:24 +0100 From: Paolo Falbo <paolo.falbo(a)unibs.it> To: "Vargiolu, Tiziano" <vargiolu(a)math.unipd.it> Subject: Webinar Ferrari G. - at UNIBS, Department of Economics and Management Ciao Tiziano, con preghiera di diffusione. Un caro saluto, Paolo ***** Dear friends, on December 15th, 2020 - 14:30 (cet) within the Research Seminars of DEM, it will take place the following webinar: Taming the spread of an epidemics by lockdown policies presented by Prof. Ferrari Giorgio, Bielefeld University and organized by Prof. Paolo Falbo Abstract In this talk we consider the problem of a policymaker who aims at taming the spread of an epidemic while minimizing its associated social costs. The main feature of our model lies in the fact that the disease's transmission rate is a diffusive stochastic process whose trend can be adjusted via costly confinement policies. We provide a complete theoretical analysis, as well as numerical experiments illustrating the structure of the optimal lockdown policy. In all our experiments the latter is characterized by three distinct periods: the epidemic is first let freely evolve, then vigorously tamed, and finally a less stringent containment should be adopted. Moreover, the optimal containment policy is such that the product "reproduction number x percentage of susceptible" is kept after a certain date strictly below the critical level of one, although the reproduction number is let oscillate above one in the last more relaxed phase of lockdown. Finally, an increase in the fluctuations of the transmission rate is shown to give rise to an earlier beginning of the optimal lockdown policy, which is also diluted over a longer period of time. The seminar is based on a joint work with Salvatore Federico (University of Genova). Live presentation on: Google Meet. To participate, registration is required by 14 December 2020 at 12:00, by filling out the following form: https://forms.gle/VLejKcTxPHYdRXZ99 Subscribers will be emailed the link to the webinar meeting. The poster of the event is attached. Informativa sulla Privacy: http://www.unibs.it/node/8155

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Fwd: CENTRO DE GIORGI -- JUNIOR VISITING POSITIONS -- 5 two-year long post-doc research positions 2021 - 2023
by Marco Romito 03 Dec '20

03 Dec '20

-------- Forwarded Message -------- Subject: CENTRO DE GIORGI -- JUNIOR VISITING POSITIONS -- 5 two-year long post-doc research positions 2021 - 2023 Date: Wed, 2 Dec 2020 20:00:57 +0100 From: CRM <crm(a)sns.it> To: CRM <crm(a)sns.it> Dear Colleague, I would be grateful if you could bring to the attention of your best postgraduate students and PhD holders that *five **two-year long post-doc research positions* named *Junior Visiting Positions* are available at the *Centro De Giorgi - Scuola Normale Superiore, Pisa* covering the following subjects: Position n. 1: Algebraic Geometry and//or Number Theory Position n. 2: Topology, Differential Geometry and//or Geometric Analysis Position n. 3: Partial Differential Equations and//or Probability Position n. 4: Numerical Analysis and//or Financial Mathematics Position n. 5: Dynamical Systems PhD students can also apply, provided that they obtain their PhD no later than October 1st 2021. Deadline for application: *12th January 2021 (11.59 PM Italian time)*. The total two-year gross remuneration, inclusive of all taxes, is € 66,590.00 for each contract, corresponding to a monthly salary of approximately 2,000 Euros. An additional yearly research allowance of 1,000 Euros for exchange visits is also provided. *Starting date: October 2021* The Mathjobs announcement is available here: *https://www.mathjobs.org/jobs/1548* To submit applications please link to the *ANNOUNCEMENT* at *https://amministrazionetrasparente.sns.it/bando/assegni-di-ricerca-denominati-%E2%80%9Cjunior-visiting-position%E2%80%9D-research-positions-named-%E2%80%9Cjunior-visiting-positions%E2%80%9D-0* and read the *OFFICIAL CALL* *https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegniricerca/anno2020/586call.pdf* Applicants must submit their applications *SOLELY* by using the on-line procedure "SerSe" (https://serse.sns.it/en/) <https://serse.sns.it/en/> available on the Scuola Normale Superiore website and fulfill ALL the tender's requirements. *No other submission method will be accepted.* For any question related to the on-line procedure or any additional information e-mail *job.opportunities(a)sns.it <mailto:job.opportunities@sns.it>*. Best regards, Stefano Marmi ________________________ Scuola Normale Superiore and Centro di Ricerca Matematica Ennio De Giorgi Palazzo Puteano Piazza dei Cavalieri 3 56100 PISA _________________________ /Hosting thousands visitors every year, since its foundation in 2001 the Centro di Ricerca Matematica Ennio De Giorgi provides a thriving international and interdisciplinary research environment and Junior Visitors can take part in a great variety of scientific activities including intensive research periods, workshops and seminars, and have a unique opportunity to interact with top-class scientists./ /(http://crm.sns.it)/ /. /

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Remote 2nd One-Day Workshop on Machine Learning for Finance
by Marco Corazza 01 Dec '20

01 Dec '20

Dear All, I inform that on December 18, 2020, the *Remote 2nd One-Day Workshop on Machine Learning for Finance* will be streamed via the Zoom platform offered by the Department of Economics of the Ca' Foscari University. For receiving the meeting’s address, ID and passcode, it is necessary to communicate the email address of the attendee to the email address corazza(a)unive.it. Below, a tentative program of the workshop. *MORNING* - 09:50-10:00: Openings - 10:00-10:30: E. Vittori, M. Trapletti, M. Restelli: "Option hedging with risk averse Reinforcement Learning" - 10:30-11:00: G. Anese, M. Corazza, M. Costola, L. Pelizzon: "Impact of market sentiment on stock return and volatility" - 11:00-11:30: E. Barucci, M. Bonollo, F. Poli, E. Rroji: "A machine learning algorithm for stock picking built on information based outliers" - 11:30-11:45: Break - 11:45-12:15: I. Kyriakou, P. Mousavi, J.P. Nielsen, M. Scholz: "Short-term exuberance and long-term stability: A simultaneous optimisation of stock return predictions for short and long horizons" - 12:15-12:45: A. Flori, D. Regoli: "Revealing pairs-trading opportunities with Long Short-Term Memory Networks" - 12:45-14:15: Break *AFTERNOON* - 14:15-14:45: M. Azzone, E. Barucci, G. Giuffra, D. Marazzina: "A Machine Learning model for lapse prediction in life insurance contracts" - 14:45-15:15: Oleksandr Castello, M. Resta: "Parsimonious yield curve models on the trial: An application to BRICs countries" - 15:15-15:45: G. Amici, M. Bianchetti, F. Brina, B. Lari, M. Mezzetti, A. Peroni, P. Rossi: "Deep Learning from market data" - 15:45-16:00: Break - 16:00-16:30: L. W. Cong, K. Tang: "AlphaPortfolio: Single-step portfolio construction through Reinforcement Learning and economically interpretable AI" - 16:30-17:00: E. Vittori, M. Bernasconi, F. Trovò, M. Restelli: "Dealing with transaction costs in portfolio optimization: Online gradient descent with momentum" - 17:00-17:30: G. di Tollo, J. Andria, S. Ghilardi: "Gender analysis and attention to gender: An experimental framework" - 17:30-17:40: Closings Best regards, Marco Corazza -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef

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Fwd: Annuncio seminario presso la Universitá Carlos III di Madrid
by Antonio DI CRESCENZO 30 Nov '20

30 Nov '20

---------- Forwarded message --------- Da: BERNARDO D AURIA . <bdauria(a)est-econ.uc3m.es> Date: lun 30 nov 2020 alle ore 09:24 Subject: Annuncio seminario presso la Universitá Carlos III di Madrid Good morning to everybody, I would like to inform you of an online Research Seminar scheduled for this Friday at the Department of Statistics of the Madrid University Carlos III: *Date*: Friday, December 4 *Time*: 1:00 p.m. *Speaker*: Tiziano de Angelis (Università di Torino) *Title*: *An analytical study of participating policies with minimum guaranteed and surrender option* The link to attend through the BB Collaborate platform is: https://eu.bbcollab.com/guest/b1b6ef4d6f734be7bc233c49ceefe5f8 For more information on this and other Department seminars please look at: http://www.est.uc3m.es/seminarios/ Regards Bernardo D'Auria Associate Professor Madrid University Carlos III de Madrid http://www.est.uc3m.es/bdauria 📞 +34 91 624 8804 📠 +34 91 624 8749

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new deadline- Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance"
by c.ceci＠unich.it 27 Nov '20

27 Nov '20

Dear all, we are glad to inform you that submissions for the Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance" on Mathematics (https://www.mdpi.com/journal/mathematics) are open. The following is the official website: https://www.mdpi.com/journal/mathematics/sections/financial_mathematics Research articles, reviews, communications and concept papers will be considered. The deadline is now postponed to 30 April 2021. Since Mathematics is an open access journal, there is a fee (1200 CHF) to be paid at acceptance. Short description of the Special Issue: Stochastic optimization finds numerous and various applications in economics, finance and insurance. Among these, we may cite optimal portfolio selection, optimal reinsurance and investment problems, utility maximization and application to valuation of financial and insurance derivatives, optimal management of pension fund and public debt, risk measures. This Special Issue aims at collecting original research papers or comprehensive reviews on the theory and applications of dynamic stochastic optimization in economics, finance and insurance. Advanced mathematical tools have been employed to handle with these problems including viscosity solutions approach, martingale methods, backward stochastic differential equations (BSDEs), partial differential equations (PDEs), convex duality, filtering techniques and various numerical methods. Applications different from stochastic optimization will be possibly considered. If you have any questions, please do not hesitate to contact us. Please apologize for cross-posting. Guest Editor: Prof. Claudia Ceci Co-Guest Editor: Dr. Matteo Brachetta

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Tenure-track position at the Assistant Professor level in Stochastics at Berkeley
by Ferrari, Giorgio 26 Nov '20

26 Nov '20

Dear All, please find below an advertisement for a tenure-track position at the Assistant Professor level in Stochastics at The DEPARTMENT OF INDUSTRIAL ENGINEERING & OPERATIONS RESEARCH (IEOR) at the University of California, Berkeley. All the best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%%%%% *Advertisement 8/31/20* The DEPARTMENT OF INDUSTRIAL ENGINEERING & OPERATIONS RESEARCH (IEOR) at the University of California, Berkeley, welcomes applications from qualified researchers for a position in the broad area of stochastics, with research interests in topics such as probability, machine learning, stochastics modeling, financial engineering and technology, and data science, for a *tenure-track faculty position at the Assistant Professor level* with an expected start date of July 1, 2021. Applicants are encouraged to apply by October 15, 2020, as the department intends to invite some applicants for initial remote/videoconference interviews on a rolling basis before the final deadline of December 1, 2020. *All applications received by December 1 will receive full consideration.* The UC Berkeley Industrial Engineering and Operations Research Department is at the forefront of research and teaching of stochastics, optimization, production, and applying these fundamentals to industrial applications in areas such as healthcare, logistics, energy, security, finance, and e- commerce. The IEOR Department has strong ties with other departments in the UC Berkeley College of Engineering and enjoys close relationships with the faculties of Statistics, Mathematics, and Economics, as well as with the Haas School of Business. Our interdisciplinary program also offers outstanding opportunities for collaboration with technologists and companies in the greater Bay Area. The IEOR department offers BA, BS, MS, MEng, and PhD degrees. To learn more about our department please visit https://ieor.berkeley.edu. This exceptional environment for teaching and research will provide the successful candidate with unique opportunities for intellectual and technological leadership. Diversity, equity, and inclusion are core values at UC Berkeley and IEOR. Our excellence can only be fully realized by faculty, students, and staff who share our commitment to these values. Successful candidates for our faculty positions will demonstrate evidence of a commitment to advancing equity and inclusion. Financial and in-kind resources are available to pursue activities that help accelerate our efforts to achieve our equity and inclusion goals, with the full backing of the College. Examples of ongoing programming at the College are available at https://engineering.berkeley.edu/diversity. _Candidates with the following qualifications are encouraged to apply_: - Excellent original research in relevant topics - Clear vision for future original research in relevant topics - Ability and enthusiasm for teaching relevant courses - Excellent communication skills and enthusiasm for advancing diversity and collaboration. At the time application, applicants must have completed or, be in the process of completing a PhD or an equivalent international degree. The ideal candidate will have a record of excellent original research in relevant areas and experience with state-of-the-art methods, tools, and software. The ideal candidate will also be able to make a convincing case for his or her vision for future innovations in research and teaching, as well as have the enthusiasm and ability to work with industry and colleagues to raise funds to support such research. *Qualified candidates may apply using the following link:* https://aprecruit.berkeley.edu/JPF02652. All recommendation letters will be treated as confidential per University of California policy and California state law. Please refer potential referees, including when letters are provided via a third party (i.e., dossier service or career center), to the UC statement on confidentiality (http://apo.berkeley.edu/evalltr.html) prior to submitting their letters. *The deadline for applications is December 1, 2020. * Candidates will be reviewed on an ongoing basis, and early application is recommended. _For questions regarding this position, please contact IEOR manager:_ Rebecca Pauling, rpauling(a)berkeley.edu The University is committed to addressing the family needs of faculty members, including dual career couples and single parents. For information about potential relocation to Berkeley, or career needs of accompanying partners and spouses, please visit: http://ofew.berkeley.edu/new-faculty. The University of California is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, age or protected veteran status. For the complete University of California nondiscrimination and affirmative action policy see: http://policy.ucop.edu/doc/4000376/NondiscrimAffirmAct (link is external).

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1-year postdoc positions at Leeds
by Antonio DI CRESCENZO 25 Nov '20

25 Nov '20

---------- Forwarded message --------- Da: Martin Lopez Garcia <M.LopezGarcia(a)leeds.ac.uk> Subject: 1-year postdoc positions at Leeds Dear colleagues, Hope you are all well. We are looking for two postdoctoral fellows at Leeds to do some modelling of COVID-19 infection transmission, using Quantitative Microbial Risk Assessment approaches. More information about these projects/positions can be found at https://jobs.leeds.ac.uk/vacancy.aspx?ref=EPSCV1024 I would appreciate if you could circulate this around, or share with potential candidates you may think of. Thanks very much, Best wishes, Martin ----------------------------------------------------------------------------------------------------- Dr Martin Lopez-Garcia Lecturer & School Academic Lead for Inclusive Practice Department of Applied Mathematics (Office 10.18d), School of Mathematics, University of Leeds Leeds LS2 9JT, U.K. Phone: +44 (0)113-343-8951 Email: M.LopezGarcia(a)leeds.ac.uk Web: https://matml.github.io/ Google Scholar: https://scholar.google.com/citations?user=U4VkcxYAAAAJ&hl=es Research Gate: https://www.researchgate.net/profile/Martin_Lopez-Garcia2 Have a look at the video games "Hospital Infections" https://matml.github.io/#videogames

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Invitation letter EFI6 (fwd)
by Tiziano Vargiolu 25 Nov '20

25 Nov '20

---------- Forwarded message ---------- Date: Tue, 24 Nov 2020 21:39:58 +0100 From: Paolo Falbo <paolo.falbo(a)unibs.it> Dear All, we are glad to announce the sixth edition of Energy Finance Italia. The conference will be organized by the Department of Economics and Management of the University of Brescia and will take place on February 22-23, 2021. Due to the COVID-19 pandemic, at the moment we still cannot decide the format of the conference, whether fully online or hybrid. In any case, we will ta ke that decision in due time, and we will communicate it by means of our web site and our newsletter. The deadline for the submission of a long abstract (max two pages) is January 18, 2021. Notification of acceptance: January 28, 2021. Registration and payment of fees: February 8, 2021. All the information at the link http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-6-work… Best regards, Paolo Falbo on behalf of the Organizing Committee

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call for papers - special issue
by Roy Cerqueti 23 Nov '20

23 Nov '20

Dear all, please, circulate this call for papers, that can be of interest for some colleagues. Sorry for cross-posting. Thanks, yours sincerely Roy %%% Dear Colleagues, We are glad to announce a “Stats” Special Issue on “Benford's Law(s) and Applications”. We are inviting manuscripts on Benford's Law(s) theory, testing, and applications in widely different scientific contexts. Suitable manuscripts may include but are not limited to the Benford's Law(s) for fraud detection and assessment of data quality and reliability; conformance tests; applications in and outside accounting; theoretical foundations. The purpose of this Special Issue is to collect in a single source, for better visibility, recent theoretical and applied advancements in a still progressing field. Keywords • Benford's Law(s) • Theoretical foundations of Benford's Law(s) • Fraud detection • Data quality and reliability • Conformance tests • Forensic accounting The deadline is October 30th, 2021. For details, see https://www.mdpi.com/journal/stats/special_issues/benford_law We look forward to receiving your submissions. Prof. Dr. Claudio Lupi Prof. Dr. Roy Cerqueti Prof. Dr. Marcel Ausloos Guest Editors -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. --

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Online seminar Francesca Parise
by Marco Scarsini 20 Nov '20

20 Nov '20

Thursday 26 November, h 17:00 *Francesca Parise,* Cornell University Analysis and Interventions in Large Network Games: Graphon Games and Graphon Contagion Discussants: Giacomo Como, Daniel Cooney, Mathieu Lauriere. Click here to access the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgYHSAUHAAFOVgFdBQs> The papers can be found here: https://arxiv.org/abs/1802.00080 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3674691 Information about future seminars can be found here: https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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(Corrected) Pisa Online Seminars - Alessandra Cipriani and Trishen Gunaratnam (Tuesday, Nov. 24 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 19 Nov '20

19 Nov '20

I mistakenly sent you twice the same abstract yesterday. Please find below the correct version. Best, Giacomo **************** Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Tuesday, Nov. 24, 14:00 Speaker: Alessandra Cipriani (TU Delft) Title: Some properties of the discrete membrane model Abstract: The discrete membrane model (MM) is a random interface model for separating surfaces that tend to preserve curvature. It is a very close relative of the discrete Gaussian free field (DGFF), for which instead the most likely interfaces are those preserving the mean height. However working with the two models presents some key differences, in that in the MM the shape is driven by the biharmonic operator, while the DGFF is essentially a Gaussian perturbation of harmonic functions. In particular, a lot of tools (electrical networks, random walk representation of the covariance) are available for the DGFF and lack in the MM. In this talk we will review some basic properties of the MM, and we will investigate a random walk representation for the covariances of the MM and what it can bring forth in terms of scaling limits of its extremes. This talk is based on joint works, partly ongoing, with Biltu Dan, Rajat Subhra Hazra (ISI Kolkata) and Rounak Ray (TU/e). Tuesday, Nov. 24, 15:00 Speaker: Trishen Gunaratnam (Université de Genève) Title: Phase transitions for $\phi^4_3$ Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.

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Pisa Online Seminars - Alessandra Cipriani and Trishen Gunaratnam (Tuesday, Nov. 24 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 18 Nov '20

18 Nov '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Nov. 24, 14:00 Speaker: Alessandra Cipriani (TU Delft) Title: Some properties of the discrete membrane model Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit. Tuesday, Nov. 24, 15:00 Speaker: Trishen Gunaratnam (Université de Genève) Title: Phase transitions for $\phi^4_3$ Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.

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