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Seminario di Giorgia Callegaro presso Prometeia - Bologna
by giacomo.scandolo＠unifi.it 09 Dec '14

09 Dec '14

Il giorno Martedì 16 Dicembre 2014, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Giorgia CALLEGARO (Università di Padova) terrà un seminario dal titolo "Pricing and Calibration in Local Volatility Models Via Fast Quantization" Abstract In this paper we propose the first calibration exercise based on quantization methods. Pricing and calibration are typically difficult tasks to accomplish: pricing should be fast and accurate, otherwise calibration cannot be performed efficiently. We apply in a local volatility context the recursive marginal quantization methodology to the pricing of vanilla and barrier options. A successful calibration of the Quadratic Normal Volatility model is performed in order to show the potentiality of the method in a concrete example, while a numerical exercise on barrier options shows that quantization overcomes Monte-Carlo methods.

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Seminario di G. Puccetti a Milano
by giovanni.puccetti＠unifi.it 09 Dec '14

09 Dec '14

Giovedì 11 Dicembre alle 12:30 presso l'aula seminari dell'ex Dipartimento di Studi del Lavoro, via Conservatorio 7, primo piano, a Milano, Giovanni Puccetti (Università degli Studi di Firenze) terrà un seminario dal titolo Extremal negative dependence concepts Tutti gli interessati sono invitati a partecipare. Abstract: While the concept of extremal positive dependence is agreed upon for random vectors of arbitrary dimension, various notions of extremal negative dependence arise when more than two random variables are involved. We will review popular existing concepts of extremal negative dependence given in the literature and introduce a novel notion, which in a general sense includes the existing ones as particular cases. Although much of the literature on dependence is actually focused on positive dependence, we will show that negative dependence plays an equally important role in the solution of many optimization problems. This talk is based on a joint work with Ruodu Wang, University of Waterloo.

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StaTalk on Biostatistics - first announcement
by Francesca Ieva 09 Dec '14

09 Dec '14

*** apologize for cross posting *** Dear all, we would like to announce the first /StaTalk/ promoted by the young section of Italian Statistical Society (y-SIS), to be held in Milan, on April 24th, 2015. *STATALK ON BIOSTATISTICS* (https://sites.google.com/site/youngsocietaitalianastatistica/events/statalk…) Department of Mathematics "F. Enriques", Università degli Studi di Milano, via Saldini 50, Milano (Italy) All the information, including the tentative program and the sign-up link for the conference, can be found on the conference website. Statalks are a series of one-day workshop aimed at early career statisticians, i.e., master degree students, people carrying out a PhD, post-docs and young researchers. StaTalks are a fantastic opportunity to share knowledge on advanced topics of statistics in a relaxed and friendly atmosphere. The hosting research group will propose tutorials, seminars and interactive round tables on the main fields of research and application it is concerned. Participants can contribute bringing their own experience through presentations, ideas, poster and material to be shared in the debate. A StaTalk will be held every 6 months in a different city in Italy. StaTalks on Bayesian Nonparametrics and on Computational Tool for Statistical Modelling are already planned in Turin (autumn 2015) and Rome (spring 2016), respectively. Registrations to the first StaTalk are now open. *No conference fees are due, but registration is mandatory*, using the form available on the website. For further information or any doubt and question, please visit the website _https://sites.google.com/site/youngsocietaitalianastatistica/home_ and do not hesitate to contact the y-SIS officers at the e-mail: youngsis.2013(a)gmail.com <mailto:youngsis.2013@gmail.com>. On behalf of y-SIS officers Francesca Ieva -- ----- Francesca Ieva Department of Mathematics, Università degli Studi di Milano Via Saldini 50, 20133 Milano, Italy url: https://sites.google.com/site/mypagefi/ mailto: francesca.ieva(a)unimi.it -----

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Fwd: CRM-PISA -- Announcement for 3 two-year Junior Visiting Positions -- DEADLINE 19th December 2014 (fwd)
by Tiziano Vargiolu 09 Dec '14

09 Dec '14

---------- Forwarded message ---------- Date: Fri, 05 Dec 2014 13:49:59 +0100 From: Davide Vittone <vittone(a)math.unipd.it> To: users(a)math.unipd.it Subject: Fwd: CRM-PISA -- Announcement for 3 two-year Junior Visiting Positions -- DEADLINE 19th December 2014 ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Saint-Flour 2015
by Marco Romito 06 Dec '14

06 Dec '14

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Fwd: CRM-PISA -- Announcement for 3 two-year Junior Visiting Positions -- DEADLINE 19th December 2014
by Marco Romito 05 Dec '14

05 Dec '14

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FINAL PROGRAM - Dependence in Risk Measurement and Risk Management
by giovanni.puccetti＠unifi.it 05 Dec '14

05 Dec '14

Workshop "Dependence in Risk Measurement and Risk Management" Firenze, December 18-19, 2014. https://sites.google.com/site/dependencerisk/ FREE (MANDATORY) REGISTRATION WITH MATERIALS for 20 more participants! SPEAKERS INLCUDE FABIO BELLINI (Milano Bicocca) CAROLE BERNARD (University of Waterloo) ELENA DI BERNARDINO (CNAM Paris) JEAN JACOD (Paris VI) FABRIZIO LILLO (SNS Pisa) MARK PODOLSKIJ (Aarhus University) PIETRO RIGO (Università di Pavia) FABIO SPIZZICHINO (Sapienza Università di Roma) STEVEN VANDUFFEL (Vrije University Brussels)

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seminario il 19 Dicembre al CNR-IMATI
by Antonella Bodini 04 Dec '14

04 Dec '14

Venerdi 19 dicembre, alle ore 11, presso la sede di Milano dell'IMATI Via Bassini 15, nella Sala Pentagonale al secondo piano, *Ting Wang* (Department of Mathematics and Statistics, University of Otago, New Zealand) presentera' un seminario dal titolo Modelling of seismic activity using Markov-modulated Hawkes process and its extensions. Abstract: Earthquakes are processes in which the internal workings are only observed indirectly, although the final effects are all too observable! Hidden Markov models (HMMs, a general statistical framework for modelling partially observed systems) are an intuitively attractive idea for analysing seismicity. I will introduce the Markov-modulated Hawkes process that we developed for investigating long-term patterns in seismicity rate. The catalogue of the Landers earthquake sequence, which included multiple mainshocks, was used as a case study. I will show how this model captures the cyclic parent-generating-offspring feature of the temporal behaviour of earthquakes. I will also discuss our current work on extending this temporal model by including spatial variation of the seismic activity and the earthquake magnitude. Our aim is to categorize spatiotemporal seismic hazards holistically, using the entire earthquake record in a selected region to identify patterns correlated with subsequent large earthquakes, rather than the traditional way of hunting for individual foreshocks. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Antonella. -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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Seminari al Collegio Carlo Alberto
by Matteo Ruggiero 02 Dec '14

02 Dec '14

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Nei giorni 10 e 11 Dicembre 2014, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: 10 Dicembre, h 11.00 James SCOTT (University of Texas at Austin) FALSE DISCOVERY RATE SMOOTHING — 10 Dicembre, h 12.00 Taeryon CHOI (Korea University) GENERALIZED PARTIALLY ADDITIVE BAYESIAN SPECTRAL ANALYSIS REGRESSION MODELS — 11 Dicembre, h 11.00 Jaeyong LEE (Seoul National University) DEPENDENT SPECIES SAMPLING MODELS — 11 Dicembre, h 12.00 Luis Enrique NIETO-BARAJAS (ITAM, México) SPATIAL GAMMA PROCESSES IN DISEASE MAPPING Tutti gli interessati sono invitati a partecipare. I seminari sono organizzati dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/ruggiero

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Avviso di seminario :: Colubi@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 02 Dec '14

02 Dec '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Mercoledì 10 Dicembre, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma ANA COLUBI (Università di Oviedo) terrà un seminario dal titolo ON THE TRIMMED MEAN IN HILBERT SPACES: APPLICATIONS TO FUZZY AND FUNCTIONAL DATA tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- ABSTRACT Numerous experimental studies involve semi-quantitative expert information, or measured in a non-precise way, which can be modeled with interval (fluctuations, grouped data, etc.) or fuzzy (ratings, opinions, perceptions etc.) data. A general framework to analyze these kinds of inexact data with statistical tools developed for Hilbertian random variables will be presented. Robust estimation in Hilbert spaces is specially relevant for its applications in the treatment of contaminated functional data. Specifically, the trimmed mean was already defined and analyzed under ideal conditions. However its estimation has not been efficiently implemented. An algorithm to compute the sample trimmed mean in Hilbert spaces is presented and its robust properties are briefly discussed. To show the performance of the algorithm some case studies concerning functional and fuzzy data will be presented.

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