Dear colleagues,
We would like to announce the following workshop
“Stochastics, Statistics, Machine Learning and their Applications to
Sustainable Finance and Energy Markets”
taking place at the Wolfgang Pauli Institute (WPI) in Vienna, Austria
from the 11.09.2023-14.09.2023 (https://wpi.univie.ac.at/).
The workshop aims at bringing together an interdisciplinary group of
leading researches with interest in stochastic methods for sustainable
finance and energy markets. Particular emphasis will be given to
Environmental Social Governance (ESG) finance, climate/weather modeling,
optimal control problems and optimal contract theory e.g. in view of
fostering renewable energy sources
The workshop starts on September 11, 2023, with two graduate courses
held by Roxana Dumitrescu and Matheus Grasselli in the areas of green
finance, climate modeling, renewables in energy markets and optimal
control. The graduate courses are meant for Phd and advanced Master
students and roughly correspond to 1 ECTS. A background in probability
theory, applied stochastic processes, and statistics is recommended.
These courses are then followed by 3 full conference days.
The goal is to provide a platform for exchanging new ideas among
different research communities and initiate interdisciplinary
collaborations. In particular a dedicated time for discussions will be
scheduled on each day of the workshop. Beside the keynote speakers,
there will be a limited amount of slots for contributed talks. We thus
invite interested researchers including Phd students to present their
recent work at the workshop.
If you would like to give a contributed talk, please send the title and
abstract in a plain text email to:
wpi-stostaml.2023(a)univie.ac.at
The submission deadline is 10.06.2023. Please also mention which days of
the workshop you would be able to participate. The organizing committee
will review the abstracts and will get back to you by approximately end
of June to let you know if your talk has been accepted.
Attending the workshop is for free, but please register via email to
wpi-stostaml.2023(a)univie.ac.at
The registration deadline is 01.08.2023. Please also mention which days
of the workshop you would be able to participate.
In case of problems / questions, please do not hesitate to send us an
e-mail (wpi-stostaml.2023(a)univie.ac.at).
We are looking very much forward to welcoming you in Vienna in
September!
Kind regards,
Viktoria Schildhammer
on behalf of Fred Benth, Christa Cuchiero, Peter Friz, Markus Riedle,
Josef Teichmann, Almut Veraart, Oliver Wintenberger
--
Viktoria Schildhammer
Organisationsassistenz
Sekretariat Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero
Sekretariat Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch
Universität Wien
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
Kolingasse 14-16, 1090 Wien
--
Viktoria Schildhammer
Organisationsassistenz
Sekretariat Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero
Sekretariat Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch
Universität Wien
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
Kolingasse 14-16, 1090 Wien
SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO
<https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…>
Venerdi 9 Giugno 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in
Piazza Arbarello 8, Torino, si terrà il seguente seminario:
------------------------------------------------
Speaker: *Claudia Strauch* (Aarhus University, Denmark)
Title: *On nonparametric approaches to stochastic control*
Abstract:
Theoretical solutions to stochastic optimal control problems are well
understood in many scenarios; however, their practicability suffers from
the assumption of known dynamics of the underlying stochastic process. This
raises the challenge of developing purely data-driven strategies, which we
explore for ergodic singular control problems associated to continuous
diffusions and Lévy processes. In particular, we describe the specific
statistical challenges arising in the stochastic control context, and we
provide a brief overview of the current state-of-the-art for nonparametric
inference of scalar and multidimensional diffusion processes. Finally, we
show how these findings translate into exact rates of convergence of
polynomial order for the regret for the considered control problems.
------------------------------------------------
Sarà possibile seguire il seminario anche in streaming:
Join Zoom Meeting
<https://us02web.zoom.us/j/86072582856?pwd=c3RveWVHTjdzTERiVnFra3RpVWJTQT09>
Il seminario è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
--
Pierpaolo De Blasi
University of Torino & Collegio Carlo Alberto
carloalberto.org/pdeblasi
<https://sites.google.com/a/carloalberto.org/pdeblasi/>
The Department of Economics and Management of the University of Florence
is offering an Assistant Professor position *RTD b) * (tenure track) in
Mathematical Methods for Economics, Finance, and Actuarial Sciences
*(SECS-S/06). * Application deadline: *June 29, 2023. *
Call:
https://www.unifi.it/upload/sub/concorsi/ricercatori/td_2023/38_dr_485_2906…
--
Maria Elvira Mancino, PhD
Professor of Mathematical Finance
Head of the Department of Economics and Management
University of Firenze
Via delle Pandette, 9
50127 Firenze
https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html
Care colleghe e colleghi,
Vi segnalo che è stato pubblicato un bando da "ricercatore tenure-track"
(RTT) nel settore MAT/06 presso il Dipartimento di Matematica e Informatica
"Ulisse Dini" dell'Università degli Studi di Firenze. I dettagli sono
disponibili al seguente link: https://www.unifi.it/p12366.html. In
particolare, la scadenza per la presentazione delle domande è il 29 Giugno
2023.
Vi sarei grato se diffondeste questo annuncio nel vostro network. Per
qualsiasi richiesta di informazioni sulla posizione, il dipartimento, o la
procedura di presentazione di domanda, le candidate e i candidati
interessati possono contattarmi a questo indirizzo (gianmarco.bet(a)unifi.it).
Cordiali saluti,
Gianmarco Bet
----------------------------------------------------------------------------------------------------
Dear colleagues,
I would like to advertise a call for a tenure-track researcher in
probability (Italian subject classification: MAT/06) at the Department of
Mathematics and Computer Science "Ulisse Dini" of the University of
Florence. For further details, see the following link:
https://www.unifi.it/p12366.html. The application deadline is June 29, 2023.
I would be grateful if you could spread this announcement in your network.
For any inquiry regarding the position, the department, or the application
procedure, please do not hesitate to contact me at this email address (
gianmarco.bet(a)unifi.it). Unfortunately the application procedure is
exclusively in Italian, however I would be more than happy to help
candidates who are interested but do not speak the language.
Kind regards,
Gianmarco Bet
Final Remind
LUISS University, Roma, is inviting applications for the post of
Assistant Professor in Applied Mathematics. This is a tenure track
position, involving teaching and research.
The closing date for applications is June 5, 2023 at 2pm CEST.
Further details are at:
https://backoffice.luiss.it/sites/default/files/2023-05/BANDO%20ENG%20DEF-R…
or (in italian)
https://backoffice.luiss.it/sites/default/files/2023-05/BANDO%20ITA%20DEF-R…
Please bring this position to the attention of any interested candidates.
Fausto Gozzi
Dipartimento di Economia e Finanza
LUISS - Guido Carli
Viale Romania, 32
00197 Roma
Italy
tel 06.85225723 (office)
FAX 06.86506513
e-mail: fgozzi(a)luiss.it
webpage: http://docenti.luiss.it/gozzi/
old address, sometimes still used:
Fausto Gozzi
Dipartimento di Matematica
Universita' di Pisa
Largo Bruno Pontecorvo n.5
56127 Pisa
Italy
tel 050/2213270
OWPS's next session will be on Wednesday the 7th of June from 15:00 - 17:00 UTC (Coordinated Universal Time). Our next speaker is:
Kavita Ramanan (Brown University)
Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar.
If you are interested in the project, we kindly ask you to share this announcement within your community.
With best wishes,
Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México)
-----------------------------------------------------------------------------------------------------------
Talk : Kavita Ramanan (Brown University)
Title: Large Deviations Principles for Interacting Particle Systems on Locally Tree-Like Graphs
Abstract: Interacting particle systems are models of collections of particles with random states whose direct interactions are local with respect to an underlying (possibly random) graph. The study of the large deviations behavior of these systems in the mean-field
case, namely when the underlying interaction graph is the complete graph, has been well understood for almost four decades. In contrast, the setting of sparse random graphs is not as well understood. Just as Sanov's theorem plays a key role in the study of
the mean-field case, it turns out that a key ingredient in the sparse random graphs setting is a tractable characterization of the large deviations rate function for component empirical measures of locally tree-like marked random graph sequences. The first part of this lecture will first provide background and then present a self-contained description of this LDP. The second part will focus on applications of this LDP to interacting particle systems. The lectures are based on joint works with I-Hsun Chen and Sarath Yasodharan.
Join Zoom Meeting
https://unipd.zoom.us/j/82066338407?pwd=MGRiRE9qbVBKSUprU2RZU0M0WGUzQT09
Meeting ID: 820 6633 8407
Passcode: 204363
If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ
Dear all,
I'm pleased to inform you that the NETWORKS <https://networks.imtlucca.it/>
unit of the IMT School for Advanced Studies Lucca is currently promoting
the Ph.D track in *Complex Systems and Networks* (CN), as part of the Ph.D
program in System Science. The study of networks and complex systems
focuses on understanding interactions within large systems, such as
ecosystems, societies, cities, markets and the brain, and emergent
collective behavior. CN offers an interdisciplinary program embracing the
theoretical and computational tools of complexity science (physics of
complex systems, graph theory, statistical mechanics, information theory,
inference, data science) as well as their application to real-world
biological, social, economic and technological systems. IMT, a
highest-rated graduate school in Europe, offers fully-funded programs that
include accommodation, meals, and campus access.
All applicants who hold a master's degree in computer science, engineering,
physics, mathematics, statistics, or other related fields are eligible to
apply for the program.
Deadline for application: *June 19th, 2023*
Learn more:
https://sys.imtlucca.it/program-overview/complex-systems-and-networks-cn
Feel free to reach out for further details or forward this message to those
who might be interested.
Best,
Francesca Giuffrida
--
Francesca Giuffrida
PhD Student in System Science
NETWORKS <https://networks.imtlucca.it/>
IMT School for Advanced Studies Lucca
Piazza san Francesco, 19
55100 - Lucca
Email francesca.giuffrida(a)imtlucca.it <nicolo.castellani(a)imtlucca.it>
Dear Mailing list operators of "The Italian probability list",
at the university of Vienna, we are looking to fill a Postdoc Position
in the fields of “Econometrics or Statistics”. Would it be possible to
post our announcement on here? The announcement is as follows and can
also be found as an attachment.
Thank you and best regards
Viktoria Schildhammer
-------
Postdoctoral Position in “Econometrics or Statistics”
The Department of Statistics and Operations Research at the University
of Vienna invites applications for a postdoctoral position in the field
of Econometrics or Statistics.
We are looking for candidates with a strong background in econometrics
or statistics. Applicants should have completed (or should be close to
completing) a PhD in econometrics, statistics, data science, economics
or related fields with strong quantitative orientation.
The contract is fixed-term and limited to 4 years. Extensions might be
possible. Applications should include (i) a curriculum vitae, (ii) a
letter of motivation, (iii) a list of publications, (iv) two selected
papers and (v) and at least two recommendation letters. Competitive
salaries in accordance with collective bargaining agreement: §48 VwGr.
B1 lit. b (postdoc) with relevant work experience determining the
assignment to a particular salary grade.
We offer a pleasant work environment within a friendly, dynamic and
international team, being placed in a city with the world-wide highest
living quality. Information about the Department of Statistics and
Operations Research can be found at http://isor.univie.ac.at.
Collaborations with researchers in the Research Network “Data Science @
Uni Vienna”, https://datascience.univie.ac.at, are highly welcome.
Your future tasks:
Active participation in research, teaching & administration, which
means:
• Participation in the organisation of conferences, meetings, symposiums
• Teaching assignments according to the extent regulated by the
collective agreement
• Examination activities
• Supervision of students
• Participation in evaluation activities and in quality assurance
What we offer:
Work-life balance: Our employees enjoy flexible working hours,
remote/hybrid and/or part-time work (upon agreement).
Inspiring working atmosphere: You are a part of an international
academic team in a healthy and fair working environment.
Good public transport connections: Your workplace in the center of
beautiful Vienna is easily accessible by public transport.
Internal further training & Coaching: Opportunity to deepen your skills
on an ongoing basis. There are over 600 courses to choose from – free of
charge.
Fair salary: The basic salary of EUR 4351,90 increases if we can credit
professional experience.
Equal opportunities for everyone: We look forward to diverse
personalities in the team!
Candidates should send all application material in a single pdf or zip
file to Viktoria Schildhammer (viktoria.schildhammer(a)univie.ac.at). The
recommendation letters should be sent by the reviewers directly to
Viktoria Schildhammer (viktoria.schildhammer(a)univie.ac.at).
Deadline: 15.07. 2023
Knowledge of German is an asset, but not required. The University of
Vienna is an equal opportunity employer and aims at increasing the
number of female faculty members. Therefore, in particularly, qualified
women are encouraged to apply.
If you need further information regarding the position, please, contact
Professor Nikolaus Hautsch (nikolaus.hautsch(a)univie.ac.at).
--
Viktoria Schildhammer
Organisationsassistenz
Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero
Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch
Universität Wien
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
Kolingasse 14-16, 1090 Wien
Buongiorno.
Informo che è stato pubblicato il bando del 39^ ciclo di dottorato in Matematica a Roma Tor Vergata (aa 2023/2024), contenente, in particolare, una borsa cofinanziata PNRR-Enel Global Trading SpA.
Scadenza: 26 giugno 2023
Link ai dettagli (bando e piattaforma online per presentare domanda): https://dottorati.uniroma2.it/news.aspx?id_news=51
Link alla scuola di dottorato in Matematica a Roma-Tor Vergata: http://www.mat.uniroma2.it/dottorato/
Invito a darne massima diffusione a tutti gli interessati, che, per ulteriori informazioni, possono scrivere direttamente a me (caramell(a)mat.uniroma2.it <mailto:caramell@mat.uniroma2.it>).
Grazie e buona giornata.
Lucia
+++++++++++++++++++++++++++++++++
Lucia Caramellino
Dipartimento di Matematica
Università di Roma “Tor Vergata”
Web: http://www.mat.uniroma2.it/~caramell