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Seminario di Alexandre Stauffer - 12 Febbraio - Sapienza Università di Roma
by Lorenzo Taggi 06 Feb '24

06 Feb '24

Lunedì 12 Febbraio 2024, ore 16:00, Sala di Consiglio, Dipartimento di Matematica "Guido Castelnuovo", Sapienza Università di Roma *Speaker:* Alexandre Stauffer (King's College London and University of Bath) *Titolo:* Mixing time of random walk on dynamical random cluster *Abstract:* We consider a random walk jumping on a dynamic graph; that is, a graph that changes at the same time as the walker moves. Previous works considered the case where the graph changes via dynamical percolation, in which the edges of the graph switch between two states, open and closed, and the walker is only allowed to cross open edges. In dynamical percolation, edges change their state independently of one another. In this work, we consider a graph dynamics with unbounded dependences: Glauber dynamics on the random cluster model. We derive tight bounds on the mixing time when the density of open edges is small enough. For the proof, we construct a non-Markovian coupling using a multiscale analysis of the environment. This is based on joint work with Andrea Lelli.

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BS-IMS World Congress Pre-Meeting for Young Researchers 2024
by Imma Curato 06 Feb '24

06 Feb '24

Dear PhD students and Post-docs, You are all invited to apply to the Bernoulli-IMS World Congress Pre-Meeting for Young Researchers 2024! Participation is free and covers lunch and coffee breaks. In addition, accommodation can be secured for up to 50 participants for two nights (Aug. 9-Aug. 11) at the B&B Hotel in Essen (Helmut-Käutner-Straße 4, 45127 Essen); places will be allocated on a first-come, first-served basis. Please see the announcement below for more information on how to apply. We look forward to welcoming you to Essen. Best Regards Imma Curato +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ BS-IMS World Congress Pre-Meeting for Young Researchers 2024 We are happy to announce the upcoming Bernoulli-IMS World Congress Pre-Meeting for Young Researchers 2024! Date: August 10-11, 2024 Location: University of Duisburg-Essen, Essen, Germany Website: <https://www.bernoulli-ims-worldcongress2024.org/young-researchers-pre-meeti…> https://www.bernoulli-ims-worldcongress2024.org/young-researchers-pre-meeti… Lectures: * Emmanuel Candès (Stanford University) on conformal inference * Remco van der Hofstad (TU Eindhoven) on networks * Susan Murphy (Harvard University) on reinforcement learning There will also be sessions with career advice for young researchers. Scholarships for participants from low/middle income countries are available.

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Reminder: de Finetti seminar February 7
by Marco Maggis 05 Feb '24

05 Feb '24

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following lecture: Giorgio Ferrari Bielefeld University Title: Stationary Mean-field Games with Singular Controls Abstract: In this talk I will present recent and ongoing results on existence, uniqueness, and characterization of equilibria for mean-field games with singular controls. This class of problems finds natural applications in Economics and Finance, such as in investment problems in oligopolies. In those games, the representative agent employs a bounded-variation control in order to maximize an ergodic profit functional depending on a long-time average of the controlled state-process. Several variants of the considered games will be presented, ranging from one-dimensional settings to multi-dimensional ones. LOCATION: The seminar will be held on *February 7, *2024 at *17.00,* Aula 10 (First Floor), Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee: Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

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Conferenza Dottorandi UMI
by Claudia Ceci 05 Feb '24

05 Feb '24

To all mathematics PhD students, The UMI (Italian Mathematical Union) has decided to *reopen the call* for the *II UMI Meeting for Doctoral Students **, Naples,* *June 13-14, 2024. * *The deadline for submissions is extended until February 16, 2024.* You can find the registration form here: [Registration Form <https://umi.dm.unibo.it/secondo-dottorandi/registration-form/>] Ph.D. students affiliated with an Italian institution, graduating with a Ph.D. thesis in Mathematics during the years 2022-23-24, and interested in delivering a presentation during the Second UMI meeting for Ph.D. students, can submit their abstracts. The Committee strongly encourages the participation of candidates with achievements in all fields of mathematics, spanning from the most abstract and theoretical to those closely related to industrial collaborations and multi-disciplinary interactions. Students from Ph.D. programs in Mathematics, as well as those in neighboring topics, are invited to apply. The following invited speakers have already confirmed the participation: Luciano Campi (Università di Milano) Guido De Philippis (SISSA Trieste) Carlotta Giannelli (Università di Firenze) Mima Stanojkovski (Università di Trento) The students that will be accepted to speak in the present meeting will have a reduction on the subscription fee for the UMI-AMS joint meeting in Palermo (July 23-26, 2024). The scientific committee Martino Bardi, Alessandra Bernardi (coordinator), *Claudia Ceci,* Anna Maria Fino, Veronica Gavagna, Angelo Felice Lopez, Benedetta Morini, Gioconda Moscariello, Andrea Tosin, Matteo Viale

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Workshop: Bridging Sustainability and Artificial Intelligence
by Martina Nardon 04 Feb '24

04 Feb '24

Dear Colleagues We are pleased to invite you to participate in the Workshop "/Bridging Sustainability and Artificial Intelligence/" Treviso, February 16, 2024 Aula Magna, Campus Treviso – Università Ca’ Foscari Venezia Palazzo San Leonardo, Riviera Garibaldi 13/E - 31100 Treviso SELISI - Scuola in Economia, Lingue e Imprenditorialità per gli Scambi Internazionali The workshop aims to provide a platform for reflecting on various aspects of sustainability issues and exploring innovative tools that facilitate the analysis of their complexity. The objective is to tackle challenges arising from the economy and society while assessing the potential contributions that new tools can offer. The event is divided into two parts. In the morning, there will be contributions from the economic and institutional sectors related to the local area. The afternoon will then continue with the presentation of scientific contributions. The morning sessions will be conducted in Italian and are intended for a broad audience. In the afternoon, presentations may take on a more technical nature. SCIENTIFIC DIRECTION Diana Barro – Dipartimento di Economia, Università Ca’ Foscari Venezia Marco Corazza – Dipartimento di Economia, Università Ca’ Foscari Venezia Martina Nardon – Dipartimento di Economia, Università Ca’ Foscari Venezia Info: Martina Nardon, mnardon(a)unive.it SELISI https://www.unive.it/selisi More information on the website: https://www.unive.it/data/agenda/13/82647 The event is organized in a hybrid format, both in-person and online. Participation is free, and registration is required for organizational purposes. Registration: https://docs.google.com/forms/d/e/1FAIpQLSdaFit92KasENlQh6ko8ebN-qtBFOSjxFU… ---------------------------------------------------------------------------------------------------- PROGRAM 10:00 - 10:20 Openings Stefano Soriani (Direttore di SELISI, Dipartimento di Economia) Diana Barro, Marco Corazza, Martina Nardon (Dipartimento di Economia, Università Ca’ Foscari Venezia) I Session - Chair: Martina Nardon 10:20 - 11:00 L'impatto della classe energetica sui prezzi delle case Alessandro Mistretta (Banca d’Italia) 11:00 - 11:40 Informazioni quali-quantitative per il rating ESG delle Piccole e Medie Imprese: il progetto Transpareens Monica Billio (Università Ca’ Foscari Venezia) 11:40 - 12:20 Machine Learning e ESG: un'introduzione minima Marco Corazza (Università Ca’ Foscari Venezia) 12:20 - 13:00 Large Language Models e intelligenza artificiale per facilitare la valutazione ESG Andrea Calvi (Modefinance) Lunch break II Session - Chair: Diana Barro 14:30 - 15:00 Spatial data management, multivariate and multicriteria analyses: Scenario analyses of coastal zones exposed to climatic hazards Marco Bidoia, Carlo Giupponi (Università Ca’ Foscari Venezia) 15:00 - 15:30 Market Implied ESG SFDR Sustainability Rating Rosella Giacometti (University of Brescia) 15:30 - 16:00 ESG evaluation for European SMEs: a multicriteria approach Diana Barro, Marco Corazza, Gianni Filograsso (Università Ca’ Foscari Venezia) Break III Session - Chair: Marco Corazza 16:20 - 16:50 Algocracy vs Democracy Hugues Bersini (FARI Institute Brussels) 16:50 - 17:20 TBA Gianna Figà-Talamanca (University of Perugia) 17:20 - 17:30 Closings ---------------------------------------------------------------------------------------------------- We look forward to seeing you in Treviso. Best Regards Martina, Diana e Marco -------------------------------------- Dr. Martina Nardon Department of Economics University Ca' Foscari of Venice San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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Postdoc Position Darmstadt
by Antonio Agresti 02 Feb '24

02 Feb '24

Dear All, please find attached the announcement for a postdoc position at TU Darmstadt (in the group of Professor Matthias Hieber), related to stochastic PDEs in geophysical fluid dynamics. Best regards, Antonio Agresti

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Junior professorship in probability theory in Augsburg
by Markus Heydenreich 02 Feb '24

02 Feb '24

Dear colleagues, The University of Augsburg (Germany) invites applications for a junior professorship in probability theory (this is a fixed-term position for 3+3 years, salary grade W1). The application deadline is 3 March 2024. Link to the vacancy text in English: https://www.uni-augsburg.de/en/jobs-und-karriere/stellenangebote/2024/01/29… and here in German: https://www.uni-augsburg.de/de/jobs-und-karriere/stellenangebote/2024/01/29… Kind regards, Markus Heydenreich ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Univ.Prof. Dr. Markus Heydenreich Lehrstuhl für Stochastik und Ihre Anwendungen Institut für Mathematik Universität Augsburg Universitätsstr. 14 86159 Augsburg Tel: +49 (821) 598 - 2206 Email: markus.heydenreich(a)uni-a.de WWW: https://www.uni-augsburg.de/de/fakultaet/mntf/math/prof/sto/

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Call for applications: Lecturer in Mathematical and Computational Finance at the University of Oxford (fwd)
by Tiziano Vargiolu 02 Feb '24

02 Feb '24

---------- Forwarded message ---------- Date: Thu, 1 Feb 2024 22:51:07 +0000 (GMT) From: Rama Cont <Rama.Cont(a)maths.ox.ac.uk> To: vargiolu(a)math.unipd.it Subject: Call for applications: Lecturer in Mathematical and Computational Finance at the University of Oxford Call for applications The University of Oxford is inviting applications for the post of Lecturer in Mathematical and Computational Finance https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=… at the Mathematical Institute. The is a fixed-term, non-tenured, full time appointment for three years, with a start date of 1 September 2024. Deadline for applications is Friday 1 March. The appointment will be at Grade 8 with a salary range of £ 45,585 - £ 54395. The Lecturer will engage in research and teaching in mathematics and applications, with a focus on mathematical and computational finance, as part of the Mathematical and Computational Finance Research Group led by Professor Rama Cont. The post holder will be expected to lead independent research projects and supervise MSc dissertations. We would particularly welcome applications from women and under-represented minorities. Applicants will be selected for interview based on their ability to satisfy the selection criteria as outlined in the job description. You will be required to upload a statement setting out how you meet the selection criteria, a curriculum vitae including a full list of publications, a statement of research interests, and the contact details of three referees as part of your online application. Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date. Please direct informal enquiries to the Recruitment Coordinator (email: recruitment(a)maths.ox.ac.uk) quoting vacancy reference 170781. The closing date for applications is midday on Friday 01 March 2024, and interviews are likely to be held the week commencing Monday 11 March 2024. For further details: https://my.corehr.com/pls/uoxrecruit/erq_jobspec_details_form.jobspec?p_id=…

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PhD position open at University of Oslo
by Giulia Di Nunno 01 Feb '24

01 Feb '24

Dear colleagues, Let me bring this opening for a Phd position to your attention. This is at the University of Oslo with directions relevant for the areas of this network. The deadline for application is on February 29. More details can be read at the page linked here below: https://www.jobbnorge.no/en/available-jobs/job/257231/phd-research-fellow-i… Please help us distribute this information among your contacts and students. Thank you for your kind attention. Best regards, Giulia Giulia Di Nunno Professor Risk and Stochastics Department of Mathematics University of Oslo, Norway https://www.mn.uio.no/math/english/research/groups/risk-stochastics/index.h…

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SPASS Seminar: Max Sauerbrey
by Francesco Grotto 01 Feb '24

01 Feb '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: The stochastic thin-film equation with nonlinear noise by Max Sauerbrey (Delft University) The seminar will take place on TUE, 6.02.2024 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:The stochastic thin film equation is a degenerate 4-th order SPDE arising in fluid dynamics with a conservative, possibly nonlinear noise term. We introduce this equation, motivate its mathematical analysis and highlight the main challenges when approaching it. We also review recent developments on the existence theory of martingale solutions to this equation and discuss the existence results in the situation that the noise term is nonlinear in more detail.*

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