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International Conference in Venice Social, Sovereign and Geopolitical Risks- CALL FOR PARTICIPATION
by Monica Billio 18 Jul '23

18 Jul '23

CREDIT2023 <https://www.greta.it/index.php/it/credit-2023> *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg),*European Investment Fund* (Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 21-22, 2023. The *CREDIT 2023* conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. *CREDIT 2023* is the *twenty-second *in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics* and *VERA – Venice centre in Economic and Risk Analytics for public policies - of the Ca' Foscari University of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. /Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The CREDIT 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems./ The Scientific Committee consists of: *Moritz Schularick* (Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University)* Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR)* Loriana Pelizzon* (Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer* (London Business School)* Marti Subrahmanyam* (NYU Stern Business School) * Christoph Trebesch* (Kiel Institute)** *PROGRAMME: Click here to see the conference programme <https://www.greta.it/index.php/it/general-information-credit23/programme-20…>* ** **REGISTRATION: Click here to register <https://registration.nexave.org/it/iscrizione-evento/27/22nd-international-…>** For the Registration Fees and more detailed information, please visit the *Conference website <https://www.greta.it/index.php/it/credit-2023>* *** Please accept our apologies for any crossed e-mails. ** Probably you are in our mailing list from very long time because you collaborated with us or with our associates, you asked to be informed about our activities, you attended our conferences or you submitted papers to our call for papers. If you would like to continue enjoying the benefits of keeping up to date with our future events, invitations, and developments, you do not need to do anything. If you would prefer to no longer receive communications from us, please send an email with Subject "Cancel from Mailing List" to credit(a)greta.it <mailto:credid@greta.it> BS <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> Privo di virus.www.avg.com <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2> -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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assegno di ricerca a Firenze
by Giacomo Scandolo 18 Jul '23

18 Jul '23

Assegno di ricerca, settore SECS-S/06, presso il Dipartimento DISEI dell'Università di Firenze. L'assegno è finanziato da fondi NGEU-PNRR attraverso il Partenariato Esteso PE-3 RETURN (Multi-Risk Science for Resilient Communities under a Changing Climate). E' richiesto il Dottorato di ricerca o titolo equivalente conseguito all'estero. Titolo: Incertezza di modello nella misurazione di rischi finanziari, energetici, climatici e naturali Descrizione: La ricerca riguarderà l’impatto che l’assunzione di un modello descrittivo-statistico ha sull’analisi e quantificazione dei rischi di diversa natura e sulle conseguenti politiche di mitigazione. Le applicazioni potranno essere ad ampio spettro, in linea con l'interdisciplinarietà del Partenariato. Responsabile scientifico: Prof. Giacomo Scandolo Durata: 24 mesi Inizio: novembre 2023 Lordo percipiente annuo: 26750 Euro E' inoltre prevista una "mobility allowance" lorda di 5670 Euro annui in caso di assegnista residente fuori dall'Italia. Scandenza domande: 03/08/2023 Data colloquio (online): 05/09/2023 Link al bando: (italiano) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… (inglese) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… Per ogni ulteriore informazione, contattare: giacomo.scandolo(a)unifi.it --------------------------------------------------------------------------------------------- Post-doc research grant at the Department of Economics (DISEI) of the University of Florence. The grant is financed by the NGEU-NRRP through the Extended Partnership PE-3 RETURN (Multi-Risk Science for Resilient Communities under a Changing Climate). A PhD degree is required for the position. Subject: Model uncertainty in financial, energy, climate, and natural risks assessment Description: The research activity will consider how selecting a descriptive-statistical model may impact on the analysis and assessment of different types of risks and on the derived mitigation policies. The range of possible applications is wide, in line with the interdisciplinary character of the PE-3. Duration: 24 months Start date: November 2023 Salary (annual, gross): 26750 Euro There is also a "mobility allowance" of 5670 Euro (annual, gross) in case the grant holder is officially resident outside Italy. Application deadline: 03/08/2023 Online interviews: 05/09/2023 Link to the call: (italian) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… (english) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… For any further information, please contact: giacomo.scandolo(a)unifi.it

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AVVISO DI SEMINARIO
by Barbara Martinucci 17 Jul '23

17 Jul '23

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Il dott. *Costantino RICCIUTI* (Università di Roma "La Sapienza", Dipartimento di Scienze Statistiche) terrà, giovedì 20 luglio, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Multivariate subordination, generalized fractional equations **and anomalous diffusion* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* * Alessandra Meoli* * Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6p… *Abstract* In this talk we consider multiparameter Levy processes and multivariate subordinators in the sense of [1]. These models are not as well-known as other multiparameter extensions of Levy processes, such as the Brownian sheet or the Additive processes, yet they lead to a number of results that are interesting both in Analysis and Statistical Physics. Inspired by [1], we develop a theory for subordination of random fields, also providing a Phillips-type formula. This allows us to obtain stochastic solutions to systems of differential or integro-differential equations. We also study the composition of multiparameter Levy processes by means of the so-called "inverses" of multivariate subordinators. The resulting processes have interesting long range dependence properties and are governed by non local equations (potentially exhibiting fractional operators). As a byproduct, we present a model of anomalous diffusion where the particle moves within anisotropic media. The results presented in this talk are taken from [2] and [3]. [1] O. Barndorff-Nielsen; J. Pedersen; K. Sato. Multivariate subordination, self-decomposability and stability. Adv. in Appl. Probab. 33 (1), 160-187, 2001. [2] L. Beghin; C. Macci; C. Ricciuti. Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics. Stoch. Proc. Appl. 130(10), pp. 6364-6387, 2020. [3] F. Iafrate; C. Ricciuti. Some families of random fields related to multiparameter Levy processes. arXiv preprint arXiv:2211.00346, 2022.

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Conference Discrete Probability Days at CRM Barcelona
by Elisabetta Candellero 17 Jul '23

17 Jul '23

Ricevo e inoltro con piacere. Elisabetta ------------------------- From Monday October, 16th (morning) to Friday, October 20th (noon) a conference in the broad scope of discrete probability will take place at CRM Barcelona (for a preliminary, not yet final list of speakers see https://www.crm.cat/discrete-probability-days/). Participation is free (ignore the payment information on the website), but space is limited, so registration is obligatory. There is a very limited space for contributed talks and very limited funding for master students/PhD students/postdocs for accommodation on campus in double rooms from Sunday, October 15th to Friday, October 20th (see https://vilauniversitaria.uab.cat/en/get-to-know-the-vila/virtual-tour/). Related to the workshop, on October 10th and 11th, there will be a mini-course on different models for random geometric graphs on CRM (participation at the course is free, but there is no funding for the time of the course) . In case you are interested in participation, send your CV, a short motivation letter (from a scientific point of view and also explaining why you need funding if you apply for this) together with two names for references (no need for reference letters), and state clearly whether you want to participate at the mini-course, and/or you want to give a talk and/or you apply for funding for accommodation on campus, to dmitsche@ gmail.com. Deadline for applying: September 4, 2023. Priority for funding for accommodation during the conference will be given to participants at the mini-course (and depending on the CV).

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Convegno La Statistica al CNR al servizio del Paese
by Antonella Bodini 17 Jul '23

17 Jul '23

In occasione del Centenario del Consiglio Nazionale delle Ricerche, la sede milanese dell'Istituto di Matematica Applicata e Tecnologie Informatiche "E. Magenes" del CNR organizza la seconda edizione de "La Statistica al CNR al servizio del Paese", una giornata dedicata agli studi condotti da ricercatori CNR a favore dello sviluppo tecnologico, economico, sociale e culturale del Paese, in cui la Statistica ha un ruolo di rilievo. L'evento si svolgerà interamente online il 18 ottobre secondo il programma disponibile al sito [ http://stat100.mi.imati.cnr.it/ | http://stat100.mi.imati.cnr.it/ ] La partecipazione è gratuita, ma la registrazione è obbligatoria per ricevere le indicazioni sulle modalità di partecipazione online (i problemi di registrazione già segnalati sono stati risolti). Nell'occasione del Centenario, la giornata sarà aperta anche agli studenti degli ultimi anni delle scuole superiori. Si prega di volerne dare diffusione tramite i vostri contatti. Cordiali saluti. Antonella Bodini ----- Antonella Bodini CNR-IMATI via E. Bassini 15, 20133 Milano https://imati.cnr.it/mypage/people/BodiniAntonella.htm

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ricordo di Nicola Cufaro Petroni
by Antonio DI CRESCENZO 14 Jul '23

14 Jul '23

Care colleghe, cari colleghi, Lunedi 26 Giugno è venuto a mancare il nostro collega Nicola Cufaro Petroni. Nicola è stato uno studioso poliedrico, un didatta appassionato e un sostenitore convinto della pace e del disarmo. Come fisico teorico e matematico, ha dato preziosi contributi in vari ambiti, tra cui ricordiamo la Meccanica Stocastica, i Processi di Levy e l'Analisi Stocastica applicata alla Finanza. L'impegno didattico l'ha portato ad essere relatore di numerose tesi di dottorato di ricerca e di laurea, fornendo sempre, ai suoi allievi, problemi, consigli, sorrisi. Si è inoltre prodigato affinché nascesse l'orientamento di Matematica per la Finanza all'interno della Laurea Magistrale in Matematica, intessendo relazioni col mondo bancario-finanziario del territorio. Prova ulteriore del suo impegno rivolto ai giovani, sono i manuali di Calcolo delle Probabilità e una recente monografia di Teoria della Probabilità e Processi Stocastici per fisici. Il legame profondo con l'istituzione accademica l'ha portato ad impegnarsi per lunghissimo tempo all'interno degli Organi Collegiali di Ateneo, dove si è fatto interprete dei bisogni di crescita di tutta la comunità scientifica barese. Dopo il conseguimento del Diploma in Violino presso il Conservatorio "N. Piccinni", nel corso degli anni ha affiancato l'impegno accademico ad una rilevante attività concertistica, coinvolgendo anche studenti universitari in attività musicali all'interno delle strutture del nostro Ateneo. La sua passione didattica l'ha portato inoltre a tenere per anni un corso di Acustica Fisica presso il Conservatorio di Bari. Fautore del dialogo e dell'incontro non solo tra diverse componenti scientifiche, Nicola è stato anima e mente dell'Unione Scienziati per il Disarmo, e membro del Comitato per la Pace di Terra di Bari, facendosi apprezzare in tale ambito per i suoi interventi documentati e le sue analisi approfondite. Il suo enorme lascito per noi colleghi di Dipartimento e per tutta la comunità italiana di Probabilità e Statistica Matematica, sarà certamente fonte di ispirazione per idee e azioni. Yun Gang Lu, Marcello De Giosa, Vitonofrio Crismale, Stefano Rossi, Simone Del Vecchio, Maria Elena Griseta

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20 luglio ore 11.00 - Seminario Prof. Lopez-Penabad
by Enea Bongiorno 14 Jul '23

14 Jul '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 20 luglio 2023 ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/pwc-hbfh-wpm Title: *Influence of behavioral biases on investment decisions. The importance of financial education during an economic crisis* *Professor M.C. Lopez Penabad, * *University of Santiago de Compostela* Abstract: While classical financial theories assume the rationality of the individual, Behavioral Finance supports the influence of cognitive and emotional aspects on investment decisions. The objective of this study is to contribute to this field by analyzing four biases – Overconfidence, Herd Behavior, Player Fallacy and Hot Hand Fallacy, and Domestic Bias – and their relationship with investors’ personal characteristics, particularly in terms of their Economic Education and Financial Literacy. We also analyze the effect of the financial crisis derived from Covid-19 on the aforementioned biases. This work is based on 109 surveys carried out in Galicia with individual investors, both actual and would-be ones, operating in stock markets. The results confirm that (i) these biases exist and that they relate to financial education and financial literacy; the more individuals there are with limited financial knowledge, the more intensified the biases are, and (ii) that for Overconfidence and Herd Behavior, they are more visible in prolonged crises. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1s9TUF3M1A0Wre3LzsCegylUyaEWXPixt/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Two PhD scholarships in Learning Theory, with applications to finance - UNIPI
by Marco Romito 14 Jul '23

14 Jul '23

Dear Colleagues, The Mathematics Department at the University of Pisa has recently published a call (call C) for two PhD positions on /Reinforcement Learning for Quantitative Finance/, funded by Pisa University, through the PNRR program, and Qi4M (https://www.qi4m.com/). The call, with *deadline on 7.08.2023, 1pm*, can be found at https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2023-2024… More info in the pdf call (on page 136) https://alboufficiale.unipi.it/wp-content/uploads/2023/07/BandoC_signed.pdf The scholarships foresee visits abroad and collaborations with the co-funding company. More information on the doctoral school can be found at https://www.dm.unipi.it/phd/. I would be grateful if you could advertise this opportunity to any potential candidate. In case of questions, please feel free to reach out to me. Best regards, M. Romito

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AVVISO DI SEMINARIO
by Barbara Martinucci 12 Jul '23

12 Jul '23

Università di Salerno Dipartimento di Matematica AVVISO DI SEMINARIO La *dott.ssa Diana Taipe Hidalgo* (Faculty of Statistical Studies, Complutense University of Madrid) terrà, *giovedì 13 luglio, alle ore 13:00*, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *"*A Markovian epidemic model with a limited number of hospital beds*"* L'abstract è in allegato. Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZDFiNWFiMjctYjc1NC00… Cordiali saluti, Antonio Di Crescenzo Barbara Martinucci

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Postdoc position in Luxembourg (G. Peccati)
by Giovanni Peccati 11 Jul '23

11 Jul '23

Dear Colleagues, I am happy to announce that there is an opening for a* 2 years post-doc position* in my research group - at the *Department of Mathematics of Luxembourg University* <https://wwwfr.uni.lu/recherche/fstm/dmath> - starting on *December 1st, 2023 *(or later). At a later stage, it will be possible to extend the position by one additional year. Here is a link to the page of the official announcement, from which it is possible to apply http://emea3.mrted.ly/3gqx0 With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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