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Postdoctoral fellowship at the University of Verona
by Giuseppe Buccheri 23 Nov '23

23 Nov '23

Dear all, The Department of Economics of the University of Verona has announced the availability of a postdoctoral fellowship funded under the following research project: Realized Random Graphs: A New Econometric Methodology for the Inference of Dynamic Networks, PI: Prof. Giuseppe Buccheri, funded by PRIN 2022. Interested candidates may submit their applications through the following link: https://www.univr.it/it/concorsi/assegnisti-di-ricerca/assegni-di-ricerca/0… The deadline is December 7, 2023. The postdoctoral fellow should have completed, or be close to completing, a PhD with substantial training in quantitative skills (statistics, econometrics, math, physics). Some experience in economics and finance is preferred but not strictly necessary. The project involves theoretical and empirical research. The candidate will join a strong and vibrant quantitative group which includes 10+ researchers. Interaction with the group is encouraged. Job duration: 18 months, extendible up to 2 years. Start date: January 2024, with some flexibility. Teaching: none. Remuneration scheme is competitive. Giuseppe Buccheri Assistant Professor of Econometrics (RTDB) Department of Economics University of Verona Polo Santa Marta, Floor 1, Room 1.70 Via Cantarane, 24, 37129 Verona VR

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SPASS Seminar: Lucie Laurence
by Andrea Agazzi 23 Nov '23

23 Nov '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Scaling methods for stochastic chemical reaction networks * by Lucie Laurence (INRIA Paris) The seminar will take place on TUE, 28.11.2023 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: **In this talk we investigate stochastic chemical reaction networks (CRNs) with scaling methods. This approach is used to study the stability properties of the associated Markov processes, but also to investigate the transient behavior of the sample paths. It also gives insight on the impact of specific features of these networks such as their polynomial reaction rates, leading to the coexistence of multiple timescales. Some examples of CRNs are discussed to illustrate the multiple timescales involved in the decay of the norm of the state when the CRN starts from a “large” initial state. A detailed scaling analysis of an interesting CRN exhibiting a slow decrease of the norm of the state is presented.*

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Fwd: phd position
by Federica Masiero 23 Nov '23

23 Nov '23

Ricevo e inoltro. Buona giornata Federica ---------- Forwarded message --------- Da: Mark Veraar <M.C.Veraar(a)tudelft.nl> Date: mer 22 nov 2023 alle ore 09:41 Subject: phd position To: Mark Veraar <M.C.Veraar(a)tudelft.nl> Dear all, There is a new opening for a PhD student within my NWO vici project “Foundations of SPDE”. It would be great if you could forward this message to candidates who might be interested. Job details (tudelft.nl) <https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details?…> The deadline for applications is January 31st, 2024. Thanks in advance. Best Mark Veraar -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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XXV Workshop on Quantitative Finance (QFW2024) - Bologna April 11th-13th, 2024
by Giacomo Bormetti 22 Nov '23

22 Nov '23

Dear Colleagues, We are delighted to announce that the XXV Workshop on Quantitative Finance (QFW2024) will take place in Bologna on April 11th-13th, 2024. The Alma Mater University of Bologna will host the meeting. Attendance is free of charge but registration is compulsory. A second announcement will make the call for papers and further details available soon. We are looking forward to meeting you in Bologna, save the date! Giacomo Bormetti On behalf of the Organizing Committee Giacomo Bormetti https://www.unibo.it/sitoweb/giacomo.bormetti

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CIME summer school
by Michele Salvi 22 Nov '23

22 Nov '23

We are glad to announce the CIME summer school "High-Dimensional Approximation: From Theoretical Foundations to Machine Learning and PDEs" which will take place in Cetraro (Italy), at the Grand Hotel San Michele, during the week of September 23-27, 2024. The school will focus on the challenges and state-of-the-art solution strategies for addressing high-dimensional approximation problems. Courses: - Adaptivity in High-Dimensional Statistical Learning (Francis Bach) - Numerics of High-Dimensional PDEs (Markus Bachmayr) - High-Dimensional Approximation in Machine Learning (Gitta Kutyniok) - High-Dimensional Integration (Dirk Nuyens) - Compressive Sensing (Holger Rauhut) The application deadline is May 15, 2024. There are no registration fees. Moreover, PhD students and junior postdocs may request for a CIME grant to cover local accommodation costs. Further information can be found at https://www.mat.uniroma2.it/~speleers/cime2024/ We look forward to welcoming you in Cetraro in September, 2024. The course directors: Albert Cohen Domenico Marinucci Hendrik Speleers

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Fwd: Postdoc position
by Florian Bechtold 22 Nov '23

22 Nov '23

---------- Forwarded message --------- Von: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> Date: Mo., 13. Nov. 2023 um 16:37 Uhr Subject: Postdoc position Dear all, could you please forward the attached job announcement to people you know? https://uni-bielefeld.hr4you.org/job/view/2929/research-position?page_lang=… Thanks! Best, M

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Fwd: Seminario Padova - Dario Trevisan
by Alekos Cecchin 21 Nov '23

21 Nov '23

Buongiorno a tutti, Vorremmo segnalarvi che questo venerdì (24 Novembre) alle ore 14:30 in aula 1BC50 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: *Dario Trevisan* (Università di Pisa) *Title*: On the Concave One-Dimensional Random Assignment Problem: Kantorovich Meets Young *Date*: November 24, 2023 at 14:30, room 1BC50, Torre Archimede, Padova *Abstract*: We consider the assignment (or bipartite matching) problem between n source points and n target points on the real line, where the assignment cost is a concave power of the distance, |x-y|^p, for 0<p<1. It is known that, differently from the convex case (p>1) where the solution is rigid, i.e. it does not depend on p, in the concave case it may varies with p and exhibit interesting long-range connections, making it more appropriate to model realistic situations, e.g. in economics and biology. In the random version of the problem, the points are samples of i.i.d. random variables, and one is interested in typical properties as the sample size n grows. Barthe and Bordenave in 2013 proved asymptotic upper and lower bounds in the range 0<p<1/2, which they conjectured to be sharp. Bobkov and Ledoux, in 2020, using optimal transport and Fourier-analytic tools, determined explicit upper bounds for the average assignment cost in the full range 0<p<1, naturally yielding to the conjecture that a "phase transition" occurs at p=1/2. We settle affirmatively both conjectures. The novel mathematical tool that we develop, and may be of independent interest, is a formulation of Kantorovich problem based on Young integration theory, where the difference between two measures is replaced by the weak derivative of a function with finite q-variation. Joint work with M. Goldman (arXiv:2305.09234). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

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Kloeden PhD-course
by Stefania Ugolini 21 Nov '23

21 Nov '23

Dear All, we are pleased to invite you to the following PhD-course at the Department of Mathematics, Università degli Studi di Milano, Numerical Approximations of Stochastic Partial Differential Equations by Prof. Peter Kloeden (Università di Francoforte) The three lectures will be held at the Department of Mathematics, Via Saldini 50, in the PhD-Room, located at the first floor near the elevator, according to the following schedule: Tuesday 28 November 2023. Aula Dottorato 9:30-12:30 Wednesday 29 November 2023. Aula dottorato: 9:30-12:30 Thursday 30 Novembre 2023. Aula dottorato: 9:30-12:30 The lectures will also be available via zoom at the following link: https://us02web.zoom.us/j/6815552946 Best Regards, Daniela Morale and Stefania Ugolini.

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Doctorate course in Milano
by Stefania Ugolini 21 Nov '23

21 Nov '23

Dear All, we are pleased to invite you to the following course at the Department of Mathematics, Università degli Studi di Milano, Numerical Approximations of Stochastic Partial Differential Equations by Prof. Peter Kloeden (Università di Francoforte-emerito) The three lessons will be held at the Department of Mathematics, Via Saldini 50, in the Doctoral Room, which is located on the second floor near the elevator, according to the following calendar: Martedì 28 novembre 2023. Aula Dottorato 9:30-12:30 Mercoledì 29 novembre 2023. Aula dottorato: 9:30-12:30 Giovedì 30 novembre 2023. Aula dottorato: 9:30-12:30 The lessons will also be broadcast via zoom at the following link:

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Assegno di ricerca, deep learning per immagini mediche, scadenza 29 novembre
by Maurizio Parton 21 Nov '23

21 Nov '23

Carissimi, vi scrivo per pubblicizzare un bando per assegno di ricerca, con scadenza 29 novembre (tra 8 giorni). L'assegno è di 18 mesi, per un compenso lordo di 48K€ (il 33% in più del normale per gli assegni di ricerca). L'argomento è l'analisi di dati medici (prevalentemente immagini, ma non solo) per inferenza su variabili predittive della salute futura del paziente (speranza di vita, probabilità di fratture, e altro). Il tema di ricerca è descritto con qualche dettaglio in più qui (assegno #14): https://www.unich.it/sites/default/files/scheda_1declaratoria_assegni_2.pdf. Background in questo tipo di analisi è benvenuto, ma non necessario, perché è previsto un periodo iniziale di formazione sull'argomento. Il bando è scaricabile a https://www.unich.it/ateneo/concorsi-e-gare/assegni-di-ricerca, per ora è il secondo avviso (cercate "D.R. n.1593 prot. n.72998" per trovarlo). Per qualunque richiesta di informazioni, scrivere a maurizio.parton(a)unich.it. Grazie a tutti, a presto. Maurizio

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