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Open call - Research Fellow at University of Oslo
by Giulia Di Nunno 12 Oct '22

12 Oct '22

Dear All, Let me bring to your attention the following position as Research Fellow (postdoc 18 months) at the Department of Mathematics, University of Oslo: https://www.jobbnorge.no/en/available-jobs/job/233446/research-fellow-at-th… Deadline for application: October 30, 2022 The Research fellow is expect to work within the scope of STORM - Stochastics for Time-Space Risk Models. In particular the research work will focus on the development of the theory and the application of models non-necessarily Markovian suitable for the modelling of market date and associated risks. More details are given in the call. Please feel free to distribute this ad further. Best regards, Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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Special Issue "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" su "Decisions in Economics and Finance"
by Ferrari, Giorgio 12 Oct '22

12 Oct '22

Cari Colleghi, scriviamo per informarvi riguardo la "Call for Papers" relativa alla Special Issue/"//Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance/" della rivista "Decisions in Economics and Finance" (DEAF) di cui siamo guest editors: https://www.springer.com/journal/10203/updates/23587054 Questo numero speciale di DEAF intende pubblicare lavori su tematiche di controllo ottimo (deterministico e stocastico) e giochi differenziali (ad N giocatori e di campo medio) e loro applicazioni economiche, finanziarie ed attuariali. I contributi potranno essere inviati nella finestra temporale *01.11.2022 -- 30.06.2023*. La prima fase di revisione sarà terminata entro il *30.10.2023* ed i lavori selezionati verrano pubblicati on-line sul sito della rivista entro *Febbraio 2024*. Potete trovare maggiori informazioni a riguardo nella sezione "Manuscript Submission" alla pagina https://www.springer.com/journal/10203/updates/23587054 Attendendo numerosi contributi, vi salutiamo cordialmente. Salvatore Federico, Giorgio Ferrari, Luca Regis

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One World ABC Seminar: Radu Craiu, October 20, 2.30pm
by Massimiliano Tamborrino 12 Oct '22

12 Oct '22

Dear all, our next One World ABC Seminar https://warwick.ac.uk/oneworldabc<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> is quickly approaching. Our next speaker is Radu Craiu <https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Futstat.to…> (University of Toronto), who will talk about "Bayesian Computation Strategies for Big Data and Intractable Models" on Thursday, October 20, 2.30pm Uk time (Zoom link and password are reported below) Abstract: Bayesian computation is in double jeopardy due to massive data volumes that make the usual MCMC samplers too computationally expensive and/or models with intractable likelihoods. Even under such adverse conditions, Bayesian data analysis can still be conducted using divide and conquer strategies and/or approximate methods such as Approximate Bayesian Computation (ABC) or Bayesian Synthetic Likelihood (BSL). We discuss some recent work that addresses these challenges, including perturbed MCMC samplers that are used within the ABC and BSL paradigms to significantly accelerate computation while maintaining control on computational efficiency. Zoom link to join: https://chalmers.zoom.us/j/69336662676<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fchalmers.…> Password: 776005 We are looking forward to seeing you next Thursday, best wishes, Massimiliano on the behalf of the One World ABC Organisers ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>

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3 Lecturer positions in the fields of Mathematics, Statistics and Operations Research at Aalto University, Finland (closing 30.11.2022) (fwd)
by Tiziano Vargiolu 11 Oct '22

11 Oct '22

---------- Forwarded message ---------- Date: Tue, 11 Oct 2022 10:06:25 +0000 From: Tölle Jonas <jonas.tolle(a)aalto.fi> Subject: 3 Lecturer positions in the fields of Mathematics, Statistics and Operations Research at Aalto University, Finland (closing 30.11.2022) Dear Friends, I would like to let you know that we are looking for lecturers in the fields of Mathematics, Statistics and Operations Research here at Aalto University, Helsinki capital area, Finland. https://www.aalto.fi/en/open-positions/3-lecturer-positions-in-the-fields-o… Please feel free to forward this email to suitable candidates from your network! The application closes on 30.11.2022. Kind regards, Jonas -- Jonas Tölle University Lecturer Aalto University School of Science Department of Mathematics and Systems Analysis PO Box 11100 FI-00076 AALTO FINLAND Otakaari 1 (Room Y234) ESPOO FINLAND jonas.tolle(a)aalto.fi https://math.aalto.fi/en/ https://jonas-toelle.com

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LUISS math seminar - October 13, 2022 (& link)
by Sara 11 Oct '22

11 Oct '22

Dear all, I am pleased to announce the next seminar in our series. Speaker: Antoine Jacquier , Imperial College London Abstract: We introduce several algorithms from Quantum Computing technologies aimed at providing speedup compared to their classical counterparts. We shall highlight in particular how quantum entanglement provides potential expressive explanatory power for neural networks. Time permitting, we will showcase further applications to linear systems and PDEs and to optimisation problems. The seminar will be held on October 13 at 12 on campus, Room T03 - viale Romania 32, Roma. There is also a link for remote participants, *Link Aula T03: * https://luiss.webex.com/luiss-en/j.php?MTID=m6d5428b7dfa533b2f634971d60f58e… *User:* w_guest(a)luiss.it *Password:* iW4pw3TYs2Q Best regards, Sara -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Postdoctoral position in Torino
by Matteo Ruggiero 11 Oct '22

11 Oct '22

Con preghiera di diffusione a potenziali interessati. Grazie Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it <http://www.matteoruggiero.it/> Postdoctoral position at the University of Torino Title: FAST INFERENTIAL STRATEGIES WITH COX-INGERSOLL-ROSS DRIVEN HIDDEN MARKOV MODELS AND THEIR EXTENSIONS Supervisor: Matteo Ruggiero (University of Torino and Collegio Carlo Alberto) www.matteoruggiero.it <http://www.matteoruggiero.it/> Brief description: The project aims at improving current inferential techniques addressed to diffusions like Cox-Ingersoll-Ross processes or their extensions, e.g. Dawson-Watanabe processes, or transformations, e.g., Wright-Fisher and Fleming-Viot diffusions. We will tackle Bayesian inference on the trajectory of such diffusions or on the parameters that characterize drift and volatility, under the assumption of a hidden Markov model framework with noisy data collection. We will typically exploit duality properties, which allow to write the conditional distributions of the hidden signal given the data in simpler forms than those obtained through the transition density of the signal, especially when the latter is only available as a series expansion, together with simulation and approximation strategies, which aim at accelerating the inference by leveraging on the discrete nature of the dual process state space. Such approaches will be used to make direct inference on the process trajectory and to set up Markov chain Monte Carlo strategies that target the estimation of the process parameters. Duration: 12 months, renewable. Application deadline: h13 Oct 24, 2022 Starting date: Dec 1 or later, 2022 Further info: matteo.ruggiero(a)unito.it Applications through https://www.serviziweb.unito.it/albo_ateneo/ <https://www.serviziweb.unito.it/albo_ateneo/> Reference number for the call: 4382; code reference in the call: ESOMAS.2022.08/XXIV.

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Fwd: Bando Assegno di Ricerca
by Antonio DI CRESCENZO 11 Oct '22

11 Oct '22

---------- Forwarded message --------- Assegno di ricerca in area 13 presso il Campus di Rimini dell'Universita' di Bologna (Dipartimento di Scienze Statistiche) Il titolo e' “Possibilistic and probabilistic models for climate and energy risk: Applications to energy and insurance" Il bando si trova sul sito https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat <https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat> Assegni di ricerca <https://bandi.unibo.it/ricerca/assegni-ricerca?str=stat> property= bandi.unibo.it Per scaricare il bando occorre selezionare il Dipartimento di Scienze Statistiche nel menù a tendina. Occorre o il Dottorato o se non ancora conseguito essere stati ammessi all'Esame finale di Dottorato. La scadenza e' il giorno 24 ottobre 2022.

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PhD position at Milano Bicocca
by Francesca Greselin 10 Oct '22

10 Oct '22

Partially rectifying a previous message: Good morning, Hope my email finds you well. We are hiring a *PhD position in Statistics at the University of Milano-Bicocca from December 2022* (session III, published on October 3,2022, with *deadline for application on October 17 *at noon). More information about the content of the research can be found below, and at the link https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Best, Francesca Greselin <https://www.scopus.com/authid/detail.uri?authorId=25936155400> Department of Statistics and Quantitative Methods University of Milano-Bicocca *Title of the research* Statistical methodologies for the development of green and eco-sustainable cosmetic products from marine environmental DNA *Abstract * Sustainable Fashion, Luxury, and Design are currently key sectors of Milan's economy. There is an increasing interest in an ecological and digital transition within all economic sectors, and Milan Universities, together with many innovative firms, are heading such an effort, also in the cosmetics field. This research project aims to contribute to transforming the production and distribution processes within the area of cosmetics to reduce environmental impacts and foster the market transition. The research will have a first phase to perform market research on cosmetics and luxury, firstly on bibliographic sources, and successively integrating different sources of information obtained from public repositories and from specific analyses that can be conducted on web scraped data. The first part of the study aims to understand and assess customers' interest in green cosmetics for topical use and identify the specific features that could make a difference in market share. As a result, particular skills related to data collection through different sources, data cleaning, and data integration should be developed along with the research. It also involves the processing of a vast amount of data, therefore, a good familiarity with and/or predisposition to the use of big data is welcome and desirable. Research should be carried on to devise the key factors required by the market or beneficial to it, and to scrutinize appropriate models for economic forecasting. The second phase of the research will be carried out on experimental data originated by studying new products. Within a wise ecological transition, microplastics will be replaced with natural materials for cosmetic products. This transition will be performed in collaboration with the Bicocca Marhe center (located on Maldives island), where particular plant species are found, and great biodiversity is available for the purpose. The activities will be conducted under a surveillance protocol to monitor these marine species' conservation status and assess the impact of human activities, to protect important offshore marine sites. Experiments with new cosmetics will also originate from studies of the microbiota of the skin, and how it is altered and modified with newly developed products. New chemical formulas will be experimented to find alternatives to analog formulas used in valid but not green cosmetics, perfecting and optimizing existing molecules, and formulating them as better alternative products. Finally, the third part of the research will be devoted to providing indications for production and distribution processes that will agree with the project's overall purpose of sustainability. Possible research exchange visits are envisaged with other foreign universities currently involved in ongoing collaborations.

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SPASS seminar: Wolfgang König (WIAS and TU Berlin), 11 October, 11:30
by Gianmarco Bet 06 Oct '22

06 Oct '22

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: The free energy of (a box version of) the interacting Bose gas Prof. Wolfgang König, WIAS and TU Berlin (abstract below) The seminar will take place on 11 October at 11:30 in Aula Tricerri, Dipartimento di Matematica e Informatica “Ulisse Dini”, Firenze, and streamed online here <https://www.google.com/url?q=https://meet.google.com/gji-phwo-vbg&source=gm…>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- Abstract: The interacting quantum Bose gas is a random ensemble of many Brownian bridges (cycles) of various lengths with interactions between any pair of legs of the cycles. It is one of the standard mathematical models in which a proof for the famous Bose–Einstein condensation phase transition is sought for. We introduce a simplified version of the model in $Z^d$ instead of $R^d$ and with an organisation of the particles in deterministic boxes in- stead of Brownian cycles as the marks of a reference Poisson point process. We derive an explicit and interpretable variational formula in the thermody- namic limit for the canonical ensemble for any value of the particle density. In this formula, each of the microscopic particles and the macroscopic part of the configuration are seen explicitly (if they exist); the latter receives the interpretation of the condensate. The methods comprises a two step large- deviation approach for marked Poisson point processes and an explicit dis- tinction into microscopic and macroscopic marks. We discuss the conden- sate phase transition in terms of existence of minimizer. (based on joint works with Adams/Collevecchio (2011) and Collin/Jahnel (preprint 2022).) ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior 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 ---------------------------------------------------------------------- ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior 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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Second PON Seminars Day in Bologna, October 21st 2022 9:30 - 12:15
by Giacomo Bormetti 06 Oct '22

06 Oct '22

Sorry for sending multiple messages. There was a typo in the affiliation of Prof. Tankov. Best, Giacomo Bormetti Friday October 21st 2022 9:30 – 12:15 Dipartimento di Matematica, Università di Bologna In presence at Aula GIS Geologia, via Zamboni 67 Second PON Seminars Day: * Rossella Agliardi Dipartimento di Matematica, UNIBO Green bonds * Peter Tankov ENSAE, Institute Polytechnique de Paris Corporate debt value under transition scenario uncertainty * Giulia Livieri Scuola Normale Superiore, Pisa Modeling an example of green transition More infor at: https://phd.unibo.it/matematica/en/pon All interested people are kindly invited to join us. Sincerely, Giacomo Bormetti <https://www.unibo.it/sitoweb/giacomo.bormetti>

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