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Workshop on "Elicitability, Propriety and Related Topics", University of Bern, May 28 - 29, 2015
by Fabio Bellini 04 Mar '15

04 Mar '15

Cari colleghi, inoltro da parte di Johanna Ziegel e del suo gruppo l'annuncio di questo interessante workshop: >Workshop for young scientists on "Elicitability, Propriety and >Related Topics" at the University of Bern, May 28 - 29, 2015. > >One of the classical questions in statistical analysis is to make >probabilistic or point forecasts about some unknown quantity. The >notions of elicitability of a statistical functional, consistency of >a scoring function or propriety of a scoring rule are of central >importance in statistical decision theory and have gained more and >more attention in the recent statistical literature. > >We invite young scientists - especially PhD and postdoctoral >students - from the heart of Europe to present their results in the >field of "Elicitability, Propriety and Related Topics". The >scientific and social program of the workshop as well as Bern as a >World Heritage Site provide an inspiring atmosphere to get in touch >with motivated colleagues, to discuss open problems and to find >potential future collaborators. > >Further information available at ><http://www.imsv.unibe.ch/content/talks/workshop_on_elicitability_propriety_…>http://www.imsv.unibe.ch/content/talks/workshop_on_elicitability_propriety_… > > >Best regards, >Johanna Ziegel, Christoph Strahl and Tobias Fissler > >_________________________________ >University of Bern >Department of Mathematics and Statistics >Institute of Mathematical Statistics and Actuarial Science > >Tobias Fissler >PhD-Student > >Sidlerstrasse 5 >CH-3012 Bern, Schweiz >Tel.: +41 (0) 31 631 88 06 ><mailto:tobias.fissler@stat.unibe.ch>tobias.fissler(a)stat.unibe.ch >http://www.stat.unibe.ch

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avviso di seminario
by Brunero Liseo 04 Mar '15

04 Mar '15

Mi scuso per eventuali ricezioni multiple Avviso di seminario Relatore: Radu Craiu Department of Statistical Sciences University of Toronto Titolo: Bayesian Inference for Conditional Copula models with Continuous and Binary Responses Dove e Quando: mercoledì 11 marzo ore 11.30 Aula Fanfani (quinto piano, edificio Economia) Viale del Castro Laurenziano 9, Roma Abstract: The conditional copula device allows the use of copula models in the study of dependence between response variables in regression settings. We consider situations in which the dependence structure varies with covariates and we introduce a Bayesian model that allows for joint estimation of the marginal and joint models. The dependence between the copula parameter and the covariates is modeled via polynomial splines. Extensions to multiple covariates are implemented via additive models. We discuss the computation algorithm required for inference and demonstrate the performance of model selection techniques on simulated and real data. Tutti gli interessati sono invitati a partecipare -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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Interdisciplinary WK on Quantitative Finance (fwd)
by Tiziano Vargiolu 02 Mar '15

02 Mar '15

----- Forwarded message from crmdifusions(a)crm.cat ----- Date: Tue, 24 Feb 2015 11:22:23 +0100 From: B?stia CRM Difusions <crmdifusions(a)crm.cat> Subject: Reminder Interdisciplinary WK on Quantitative Finance we want to remind you the upcoming Interdisciplinary Workshop on Quantitative Finance which will be held at the Centre de Recerca Matem?tica, Bellaterra, Barcelona from June 25 and 26, 2015. In this workshop we aim to bring together academic researchers and professionals from financial institutions interested in quantitative finance, to interact and to discuss. We wish to focus on the underlying mathematical models as well as in advanced numerical solution techniques used for pricing financial contracts and risk measurement. Quantitative finance concerns the application of mathematical methods to solve problems in finance. The tools and techniques to tackle these problems cover a wide spectrum of fields, like stochastic analysis, numerical analysis, partial differential equations, statistics and econometrics. ?Deadline for registration: May 31, 2015 More information in: http://www.crm.cat/en/Activities/Curs_2014-2015/Pages/Quantitative-Finance.… We hope that this information is of your interest and we hope to see you soon in Barcelona, Elisa Al?s (Universitat Pompeu i Fabra) Joan del Castillo (Universitat Aut?noma de Barcelona) Jos? Manuel Corcuera (Universitat de Barcelona) Luis Ortiz-Gracia (Centre de Recerca Matem?tica) Josep Vives (Universitat de Barcelona) (Scientific Coordinators) Administration Centre de Recerca Matem?tica Campus de Bellaterra, Edifici C 08193 Bellaterra (Barcelona) Spain Tel.: + 34 93 581 10 81 Fax: + 34 93 581 22 02 http://www.crm.cat<http://www.crm.cat/>

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Workshop on Optimal Stopping and Applications
by Cristina Zucca 27 Feb '15

27 Feb '15

Dear Colleagues, I would like to draw your attention to the Workshop on "Optimal Stopping and Applications" Department of Mathematics "G. Peano", University of Torino May 22, 2015 The workshop aims at bringing together experts on Optimal Stopping and related problems, as the Quickest Detection and Optimal Prediction, with people motivated by applications. Participation is free. All people interested to participate are invited to register, sending an e-mail to cristina.zucca(a)unito.it by March 31, 2015. For more information, please visit https://sites.google.com/site/workshopoptimalstopping/ Best regards, Cristina -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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Ciclo Seminari Probabilita` e Statistica - PASCAL - 4 marzo 2015
by Valentina Cammarota 27 Feb '15

27 Feb '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Mercoledì 4 Marzo - ore 15.00 Aula D'Antoni 1101 Dipartimento di Matematica Università di Roma Tor Vergata Speaker: Claudio Durastanti - Università di Tor Vergata Title: Spherical wavelets: an overview and some applications. Abstract: Our aim is to describe the construction of wavelets over the q-dimensional sphere featuring strong concentration properties in the spatial domain, introduced in literature as needlets by Narcowich, Petrushev, Ward (2006 a,b). We will also discuss some of their statistical applications: the study of quantitative central limit theorems for some linear and nonlinear statistics built from wavelet coefficients evaluated on spherical Poisson processes of arbitrary dimension. This purpose is attained by merging the Stein-Malliavin approach (introduced in the seminal paper by Peccati, Sanz-Solè, Taqqu and Utzet (2011)) and the properties of the needlets. We will also discuss some examples: the thresholding and the study of variance in nonparametric density estimation framework and the so-called Sobolev tests for uniformity. This is a joint work with Solesne Bourguin, Domenico Marinucci and Giovanni Peccati. Tutti gli interessati sono invitati a partecipare. Valentina Cammarota ................................................................................ Valentina Cammarota, Postdoc Department of Mathematics Universita` degli Studi di Roma Tor Vergata https://sites.google.com/site/valentinacammarota/ ................................................................................ -- Open WebMail Project (http://openwebmail.org)

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Seminari a Roma 1
by Faggionato, Alessandra 26 Feb '15

26 Feb '15

Mercoledì 4 marzo, nell'Aula di Consiglio del Dipartimento di Matematica "G. Castelnuovo" si svolgeranno i seguenti seminari 15:30-16:20 Stella Brassesco (Instituto Venezolano de Investigaciones Científicas) The winding number of planar Brownian motion 16:20-17:10 Stefano Olla (CEREMADE, Paris-Dauphine) Diffusione e superdiffusione dell’energia in catene di oscillatori. Tutti gli interessati sono benvenuti. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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ABS15 Summer school
by Raffaele Argiento 26 Feb '15

26 Feb '15

We would like to inform you that it is now possible to register for ABS15, the Applied Bayesian Statistics summer school organised in Italy since 2004. Programme and information on accommodation are now available as well. The theme of the 2015 school is MODERN BAYESIAN METHODS AND COMPUTING FOR THE SOCIAL SCIENCES and the location will be the magnificent Villa del Grumello, Como (Italy), on the Lake Como shore. The dates are June, 8th - 12th, 2015, with deadlines on April, 1st for early registration and April, 27th for hotel booking. The lecturer will be Jeff Gill, Washington University, St. Louis, USA, with the help of Giacomo Zanella (University of Warwick, UK) for the practical sessions. The school web-page is www.mi.imati.cnr.it/conferences/abs15.html The ABS15 Secretariat can be contacted at abs15(a)mi.imati.cnr.it Best regards Guido Consonni and Fabrizio Ruggeri ABS15 Directors Raffaele Argiento ABS15 Executive Director -- Dr Raffaele Argiento CNR IMATI -- Milano Tel. +39 02 23699.529 Web www.mi.imati.cnr.it/raffaele

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New Perspectives in Analysis and Probability
by Enrico Scalas 25 Feb '15

25 Feb '15

Car* collegh*, se vi trovate nell'area di Londra la settimana prossima, puo' interessarvi questo workshop che si tiene all'Universita' del Sussex: http://www.sussex.ac.uk/maths/research/intensive2015 Cordiali saluti, Enrico Scalas

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seminario Prof. Freddy Delbaen in Bicocca
by Emanuela Rosazza 25 Feb '15

25 Feb '15

Cari tutti, in allegato vi spedisco la locandina del seminario del Prof. Freddy Delbaen (ETH Zurigo) dal titolo “A result on metrisability of the mackey topology inspired by properties of risk measures” che si terrà in Bicocca (edificio U7- aula seminari – stanza 4026) giovedì 19 marzo alle ore 15.30. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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post-doc fellowship in Cork (fwd)
by Tiziano Vargiolu 25 Feb '15

25 Feb '15

---------- Forwarded message ---------- Date: Tue, 24 Feb 2015 17:58:43 +0000 From: Angelica Gianfreda <agianfreda(a)london.edu> Subject: post-doc fellowship in Cork *************************************************************************** ***************************************** Looking to hire a (Post-Doc) Research Fellow with research experience and ideally knows about climate change. One of the conditions of the funding is that the Fellow is based in Cork. The position is for 18 months with an annual salary of Euro 51,760. Project Overview The goal of the project is to identify and critique international best practice on the use of financial incentives to attract capital to targeted sectors. Specifically, a proposal for a funding instrument to attract capital to the resource efficient economy in Ireland will be developed. This will incorporate international best practice on financial incentives for financing the transition to the resource efficient economy as well as examining the effectiveness of existing financial incentives. The Enterprise Investment Scheme (EIS and formerly the Business Expansion Scheme (BES)) have been successful in attracting funding for the development of wind farms in Ireland IWEA /Deloitte (2009). The success of the EIS/BES scheme in pricing these harmful externalities can equally be applied to other resource efficient sectors where investment might not otherwise be forthcoming. Also the proposed funding instrument will be socially-inclusive as it will be fiscally-incentivised and targeted at ordinary individuals so that investment is ?citizen led? rather than ?developer led?. Job Description College Business and Law School/Research Centre Department of Accounting, Finance and Information Systems Post Title Research Fellow Project Title Financial Incentives to Promote a Resource Efficient Irish Economy Name of Principal Investigator Dr. Celine McInerney Position Summary A position is available for a Research Fellow to work in the Department of Accounting, Finance and Information Systems at University College Cork. The successful applicant will manage a project under the direction of the Principal Investigator to design a socially-inclusive financial instrument to attract investment capital to resource efficient assets. The project is funded by the Environmental Protection Agency. The Research Fellow will be responsible for: ? Researching and preparing a synthesis report on the use of financial incentives to attract capital in targeted sectors with a view to making a recommendation on the type of proposal that could be most effective within the context of Irish financial and taxation systems. ? Identify international best practice in relation to financial incentives for investment in resource efficient sectors using case studies including: (1) the Canadian Ontario FIT programme, (2) in the UK, DECC?s Community Energy Strategy, (3) Denmark?s co-operative and equity participations schemes and (4) Germany?s Energiewende (Energy Transition). (5) Examine shortcomings of UK Solar support scheme vis-?-vis value for money for tax payers. ? Examine the effectiveness of crowdfunding in attracting capital for resource efficient asset investments. ? Examine and measure the effectiveness of existing Irish financial incentives in the resource efficient economy, including but not limited to the Business Expansion Scheme, Employment Incentive and Investment Scheme, various building retrofitting initiatives. ? Develop a database of resource efficient projects which have received support under various policy initiatives in consultation with various stakeholders / policy makers. ? Present a proposal for socially inclusive financial investment which may be a specific tax-based investment framework for individuals using evidence-based international best practice. ? The role will involve meeting and engaging with various stakeholders as well as meeting and reporting to a Steering group and EPA committee. ? Engage in dissemination activities in relation to socially inclusive tax-based investment incentives in the resource efficient economy. ? The post is a fixed term contract and will involve some travel to meetings and conferences. Expected Skill Set ? A PhD qualification and significant relevant research experiences. ? A track record of peer reviewed publications. ? An enthusiastic, motivated person with a high level of initiative, capable of working independently and within a team. ? The candidate should have fluent English and excellent communication, organization, planning and interpersonal skills. ? Ideally, the candidate will have experience in financial services, taxation or energy policy modelling. ? Previous experience in design and implementation or cost benefit analysis of financial support schemes such as Feed-in-Tariffs, tax reliefs or capital allowances for renewables or other resource efficient or low carbon investment assets would be desirable. Salary: IUA Research Fellow Salary Scale ?51,716 - ?56,442. Post Duration: 18 months To Apply: Please submit a short cover letter and C.V. to Celine McInerney, PhD, c.mcinerney(a)ucc.ie, 021 4902839, on or before the closing date March 13th. Dr. Celine McInerney Finance Lecturer University College Cork T + 353 21 4902839 E c.mcinerney(a)ucc.ie http://publish.ucc.ie/profiles/B003/cmcinerney George Boole (1815-2015) - celebrating the forefather of the Information Age and the first Professor of Mathematics at University College Cork, Ireland. www.georgeboole.com

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