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de Finetti risk seminar - May 2019 - correction
by Emanuela Rosazza Gianin 14 May '19

14 May '19

> On behalf of the Scientific Committee of the de Finetti Risk Seminars, we >> are glad to invite you to participate at the following Lecture >> >> >> Samuel Cohen >> University of Oxford >> >> Title: Multi-armed bandits with uncertainty >> >> Abstract: >> Making good decisions based on estimates is difficult, but of clear >> importance in many applications. This is particularly the case when the >> decisions made will affect the information available in the future. >> Formally, this >> means that the filtration of our problem is not fixed in advance, but >> depends on >> the control used. >> We will consider the 'simplest' problem of this type, a multi-armed bandit >> problem, while taking account of uncertainty aversion. We will see that an >> extension of the classical Gittins' index approach is possible in this >> framework, >> despite many dynamic consistency issues. >> >> >> LOCATION: >> The seminar will be held on Tuesday (instead of Wednesday) May 28, at >> 18.00, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via >> C. Saldini 50, Milano >> <https://maps.google.com/?q=Via+C.+%0D%0ASaldini+50,+Milano&entry=gmail&sour…>. >> A light reception will take place at 17.45. >> >> >> Scientific Committee >> >> Prof. Simone Cerreia-Voglio (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) >> >> >> >> ****************************************************************************************** >> Emanuela Rosazza Gianin >> Dipartimento di Statistica e Metodi Quantitativi >> Università di Milano-Bicocca >> Edificio U7 – 4° Piano >> Via Bicocca degli Arcimboldi, 8 >> <https://maps.google.com/?q=Via+Bicocca+degli+%0D%0AArcimboldi,+8&entry=gmai…> >> 20126 Milano >> >> Tel. 02 64483208 >> Fax. 02 64483105 >> e-mail: emanuela.rosazza1(a)unimib.it >> >> >> ******************************************************************************************* >> >

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concorso di RTDB - Milano-Bicocca
by Emanuela Rosazza Gianin 14 May '19

14 May '19

Si avvisa che e' stato bandito un posto da ricercatore RTDB nel settore SECS-S/06 presso il Dipartimento di Statistica e Metodi quantitativi dell'Universita' di Milano-Bicocca. La scadenza per le domande e' il giorno 9 giugno 2019. Bando e dettagli sono consultabili alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/rtdb-dr-n-17788-del-1742019 Cordilai saluti, 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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Update: "The Mathematics and Statistics of Wealth and Income Distributions" at AMMCS 2019
by Enrico Scalas 13 May '19

13 May '19

Dear Colleagues, The deadline for the submission of abstracts has been postponed to 25 May 2019. Please find the announcement below and apologies for cross-posting. Best wishes, Enrico -- Dear Colleagues, At AMMCS 2019 in Waterloo, Ontario, Canada, August 18-23, 2019, with Taisei Kaizoji (ICU Tokyo), I am organising a special session on: The Mathematics and Statistics of Wealth and Income Distributions Research on microscopic stochastic models of economic systems and their kinetic, mean-field and hydrodynamic limits have recently gained a lot of momentum. The focus of this special session is to highlight recent advances on stochastic, kinetic and PDE modelling in the area of wealth and income distributions as well as methodologies for model estimates, including Bayesian techniques. The deadline for submission of abstracts is 25 May 2019. Useful links: Conference webpage: http://ammcs.wlu.ca/ Special session webpage: http://ammcs.wlu.ca/special-sessions/mswid/ Deadlines: http://ammcs.wlu.ca/deadlines-payment/ Please, feel free to forward this message to interested persons. Best regards, Enrico Scalas Professor of Statistics and Probability Department of Mathematics University of Sussex, UK

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Colloquium di Luca Trevisan a Roma Tre il 12/06/19
by Pietro Caputo 13 May '19

13 May '19

COLLOQUIUM DI MATEMATICA Luca Trevisan U.C. Berkeley Titolo: Some simple distributed network processes Mercoledi' 12 Giugno 2019 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula M3, edificio Aule - Largo San Leonardo Murialdo,1 Abstract We will describe network processes in which, at each step, each node communicates with its neighbors, or a random subset of neighbors, and updates its state according to the outcome of these communications. We will first talk about processes in which each node updates its state to be "more like" the state of the neighbors. In a complete communication network, such protocols provide a solution to the problem of reaching a consensus, and they do so in a way that is robust to adversarial interventions. In a communication network with a clustered structure, such protocols give a decentralized solution to the community detection problem. We will then discuss a protocol in which each node wants to choose a constant number of neighbors in such a way that the resulting constant-degree subnet of the communication network is an expander. This is done in a way to similar to how virtual networks are formed in peer-to-peer protocols. We show that if the original communication network is a dense expanders, the protocol will construct a constant-degree expander. (Based on joint work with Luca Becchetti, Andrea Clementi, Pasin Manurangsi, Emanuele Natale, Francesco Pasquale and Prasad Raghavendra.)

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INTENSIVE RESEARCH PROGRAM IN QUANTITATIVE FINANCE June - July 2020 CRM Barcelona
by Maria Elvira Mancino 13 May '19

13 May '19

This is a first announcement for INTENSIVE RESEARCH PROGRAM IN QUANTITATIVE FINANCE June - July 2020 CRM - Barcelona Further information here: http://www.crm.cat/en/Activities/Curs_2019-2020/Pages/IRP_Quantitative_Fina…

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Firenze Bando Dottorato XXXV ciclo
by Francesca Romana Nardi 10 May '19

10 May '19

Cari colleghi, vi segnalo che il bando di concorso per il XXXV ciclo del Dottorato in Matematica, Informatica, Statistica presso l'Universita` di Firenze è uscito il 29/4/2019 ed il termine per la presentazione delle domande scadrà il 29/5/2019, alle ore 12 (ora italiana). Ulteriori informazioni e il bando si trovano all'indirizzo https://www.unifi.it/p11549.html Siete invitati a diffondere la notizia tra tutti i possibili interessati. Grazie. Cordiali saluti, Paolo Salani _______________________________________________ Dimai-news mailing list Dimai-news(a)lists.math.unifi.it https://lists.math.unifi.it/mailman/listinfo/dimai-news

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de Finetti risk seminar - may 2019
by Emanuela Rosazza 10 May '19

10 May '19

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Samuel Cohen University of Oxford Title: Multi-armed bandits with uncertainty Abstract: Making good decisions based on estimates is difficult, but of clear importance in many applications. This is particularly the case when the decisions made will affect the information available in the future. Formally, this means that the filtration of our problem is not fixed in advance, but depends on the control used. We will consider the 'simplest' problem of this type, a multi-armed bandit problem, while taking account of uncertainty aversion. We will see that an extension of the classical Gittins' index approach is possible in this framework, despite many dynamic consistency issues. LOCATION: The seminar will be held on Wednesday, May 28, at 18.00, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.45. Scientific Committee Prof. Simone Cerreia-Voglio (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) ****************************************************************************************** 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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Fwd: Postdoc Positions Stochastic Analysis Berlin
by Marco Romito 10 May '19

10 May '19

-------- Forwarded Message -------- Dear Colleagues, Within the research unit “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (FOR 2402) funded by the German Research Council, TU Berlin, WIAS, HU Berlin, U Potsdam and U Bielefeld invite applications for PostDoc positions within the following projects: • P1: SPDEs - a rough path perspective, P. K. Friz (TU/WIAS), M. Hofmanova (Bielefeld), W. Stannat (TU), • P2: Foundations of regularity structures, P. K. Friz (TU), S. Paycha (Potsdam), N. Perkowski (HU), • P3: Numerical analysis of rough PDEs, C. Bayer (WIAS), R. Kruse (TU), J. Schoenmakers (WIAS), • P4: Rough paths and random dynamical systems, P. Imkeller (HU), S. Riedel (TU), M. Scheutzow (TU), • P5: Singular SPDEs - approximation and statistical properties, J. D. Deuschel (TU), W. König (WIAS/TU), N. Perkowski (HU), Applications are invited for several postdoctoral research fellow positions to work within our research unit, typically directed by the PIs of the respective project teams P1-P5. We would be grateful if you could inform potentially interested candidates about the call. For more information, please visit https://sites.google.com/site/researchunitfor2402/job-openings Best wishes, Peter Friz, Nicolas Perkowski, Wilhelm Stannat

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Avviso di corso di dottorato a Tor Vergata
by Lucia Caramellino 10 May '19

10 May '19

*** Avviso di corso di dottorato a Tor Vergata *** Presso il Dipartimento di Matematica dell’Università di Roma “Tor Vergata”, dal 21 maggio al 20 giugno il prof. Vlad Bally (Université Paris-Est) terrà un corso di dottorato dal titolo Abstract Malliavin calculus and regularization properties Orario: lunedì e martedì 9:00-11:00. Per informazioni (con eventuali aggiornamenti, ad esempio sull’indicazione dell'aula): http://www.mat.uniroma2.it/~caramell/malliavin2019.htm Il corso è finanziato dal Dipartimento di Matematica di Tor Vergata nell’ambito del Progetto di Eccellenza MIUR CUP E83C18000100006. +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell

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seminario MACCI
by Elena Villa 10 May '19

10 May '19

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. ******************************************* A v v i s o d i S e m i n a r i o ******************************************* *Giovedì 16 Maggio, ore 11* Sala Rappresentanza, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano il Professor *CLAUDIO MACCI*(Università di Roma Tor Vergata) terrà un seminario dal titolo *Multivariate fractional (possibly compound) Poisson processes* ABSTRACT: We present multivariate space-time fractional Poisson processes by considering common random time-changes of a finite-dimensional vector of independent classical (nonfractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes. In particular we show that, for each fixed $t\geq 0$, the conditional joint distribution of the components given their sum is multinomial, as happens for the nonfractional Poisson processes. Thus we consider a suitable multivariate "alternative" fractional Poisson process, and we study its asymptotic behavior for large times (large and moderate deviations). The results appear in two papers with Luisa Beghin. Tutti gli interessati sono invitati a partecipare. Saluti Elena Villa -- ******************************************* Elena Villa Dipartimento di Matematica, Universita' degli Studi di Milano via C.Saldini 50, 20133 Milano, Italy Phone: +39 0250316132 - Fax: +39 0250316090 Web-page: http://users.mat.unimi.it/~villa

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