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Fwd: four postdoc positions in probability and stochastic processes - IME-USP - Brazil
by Daniela Bertacchi 12 Nov '19

12 Nov '19

Ricevo ed inoltro, con preghiera di diffusione a tutti gli interessati. ---------- Forwarded message --------- Da: Fabio Machado <faprama(a)gmail.com> Date: gio 7 nov 2019, 21:59 Subject: four postdoc positions in probability and stochastic processes - IME-USP - Brazil To: Fabio Machado <faprama(a)gmail.com> Dear colleagues, We have just advertised four postdoc positions in probability and stochastic processes at IME-USP (São Paulo, Brazil) to begin from February 2020 (flexible). Further information is available at: https://mathhire.org/jobs/854 or https://www.science.hr/jobs/54984/four-postdoc-positions-in-probability-and… Please forward this information to anyone who might be interested. Many thanks in advance, Fabio Machado https://www.ime.usp.br/~fmachado/ -- *Fábio Prates Machado* - Professor Instituto de Matemática e Estatística Universidade de São Paulo, Brasil.

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FW: Postdoc position in applied probability, Alan Turing Institute / QMUL
by Zocca, A. 11 Nov '19

11 Nov '19

Ricevo e inoltro, Cordiali saluti, Alessandro Zocca ----------------------------------------------------------- Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://sites.google.com/site/zoccaale/ From: John Moriarty <j.moriarty(a)QMUL.AC.UK> Date: Monday, November 11, 2019 at 12:36 Subject: Postdoc position in applied probability, Alan Turing Institute / QMUL Dear colleagues, it would be appreciated if you could forward the opportunity below to potentially interested candidates in applied probability. A postdoctoral position is available in the ‘Data-driven stochastic control’ project at the Alan Turing Institute, funded by the Institute and by my EPSRC fellowship. The successful applicant may sit either at Queen Mary or at the Turing. The role involves application of the theory of stochastic optimal control in data-driven settings, and the investigation of applications to artificial intelligence. The position may be of interest to researchers working in optimal stopping, optimal switching, backward stochastic differential and difference equations, model ambiguity and risk aversion. Applications close on 7th December and the expected start date is 1 January 2020 or as soon as possible thereafter, with an end date of 24 August 2021. For more details see https://webapps2.is.qmul.ac.uk/jobs/job.action?jobID=4824 and informal enquiries can be addressed to jmoriarty(a)turing.ac.uk<mailto:jmoriarty@turing.ac.uk>

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Special issue of Journal of Energy Markets
by Tiziano Vargiolu 09 Nov '19

09 Nov '19

Apologize for cross-posting Dear colleagues, Journal of Energy Markets will publish a special issue, associated to the workshop Energy Finance Italia 4 held in Milano in February 2019. However, this call is not limited to conference participants, but also extends to other researchers working on this topic. Topics of particular interest may include, but are not limited to: - integration of electricity markets, - market power and market strategies, - electricity market modeling and simulation, - impact of new technologies, - cross-border issues, - CO2 emissions trading, - green certificate markets, - risk management, - futures, forwards and derivatives, - price and volatility dynamics, - risk premia. Therefore, we hope that you will consider this issue as an interesting and useful forum for publishing your latest research work in the field. Your submission should be made by e-mail to one of the guest editors - Carlo Lucheroni <carlo.lucheroni(a)unicam.it> - Tiziano Vargiolu <vargiolu(a)math.unipd.it> The deadline for the submission of the full paper is December 31, 2019. We would be glad to receive your paper submission to the Journal of Energy Markets' special issue. With kind regards, Carlo Lucheroni and Tiziano Vargiolu -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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SMPGD'20, Institut Pasteur, Paris, January 23-24
by Julyan Arbel 07 Nov '19

07 Nov '19

Dear all, FYI, the Statistical Methods for Post Genomic data (SMPGD) workshop will take place at Institut Pasteur in Paris on 23-24 January (more info below). Best, Julyan Arbel ---------- Forwarded message ---------- From: Franck Picard <franck.picard(a)univ-lyon1.fr> Date: 7 Nov 2019 at 13:08 +0100 To: smpgd-scientific(a)groupes.renater.fr, smpgd-organization(a)groupes.renater.fr <smpgd-organization(a)groupes.renater.fr> Subject: [smpgd-scientific] SMPGD'20, Institut Pasteur, Paris, January 23-24 - second call > dear members of the SMPGD scientific committee > > Could you forward the announcement of the SMGPD 2020 edition to your > national lists ? It appears that the information has not spread > everywhere in Europe yet ;-) > > All the best > > Franck > > ---------------------------------------------------------------------------------------------- > > Dear all, > > The 2020 edition of the Statistical Methods for Post Genomic data(SMPGD) > workshop will take place at Institut Pasteur in Paris on 23-24 January. > The workshop aimis to present works from mathematical to applied > statistics, but alsonew areas in high throughput biology that could need > new statisticaldevelopments. > > https://smpgd2020.sciencesconf.org/ > > The 2020 edition is organized by the Bioinformatics and Biostatistics > Hub (Institut Pasteur) and the main topicsare: Evolution of > inter-species interactions, Machine learning algorithms for > computational biology, and Evolution and epidemiology. > > The workshop will feature 4 keynote speakers: > > * Simona Cocco (Ecole des Neurosciences Paris Ile de France, Paris, > http://www.paris-neuroscience.fr/en/chercheurs-non-enp/simona-cocco ) > > * Julia Gog (University of Cambridge, Cambridge, UK > http://www.damtp.cam.ac.uk/people/j.r.gog/ ) > > * Louis Lambrechts (Institut Pasteur, Paris > https://research.pasteur.fr/en/team/insect-virus-interactions/ ) > > * Laurent Jacob (CNRS, LBBE, Université Lyon 1, Lyon > https://lbbe.univ-lyon1.fr/-Jacob-Laurent-.html ) > > Attendance is free, but registration is mandatory on the conference > website. Registration deadline is *January 7, 2020*. > > Submissions for posters and short talks are open and will close > on*November 15, 2019 at 23:59 pm*. Abstracts selected for a short > talkwill be announced on December 15, 2019. > > We are looking forward to meeting you in Paris. > > Best regards, > > Marie-Agnès Dillies, on behalf of the organizing committee (Alice > Cleynen, Franck Picard, Stéphane Robin and Anne Biton, Pascal Campagne, > Vincent Guillemot, Emeline Perthame, Stevenn Volant) >

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AN``AUTUMN'' DAY IN PROBABILITY AND STATISTICAL PHYSICS - 22 November 2019 (Jansen e Avena)
by Francesca Romana Nardi 07 Nov '19

07 Nov '19

Carissimi, Vi annunciamo che prossimamente si terrà la nona giornata di seminari: AN ``AUTUMN'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 22 November 2019 Lecturers: Sabine Jansen (Munich) and Luca Avena (Leiden) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazioni su come arrivare alla pagina: <https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html> https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html Note pratiche: Stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di mandare un email a <mailto:francescaromana.nardi@unifi.it> francescaromana.nardi(a)unifi.it; <mailto:gianmarco.bet@unifi.it> gianmarco.bet(a)unifi.it; <mailto:angela.caporicci@unifi.it> angela.caporicci(a)unifi.it con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Sabine Jansen (LMU Munich) Title: Large deviations and metastability for the Widom-Rowlinson model Abstract: The Widom-Rowlinson model is one of the few models in statistial mechanics for which a phase transition is rigorously proven. It is also popular in stochastic geometry and spatial statistics where it is called area interaction model and belongs to the broader class of quermass interaction models. After reviewing some relevant background about Gibbs measures for continuum interacting particle systems, I will discuss large deviations for the Widom-Rowlinson model in a joint high-density / low-temperature limit. I will also discuss metastability for a spatial birth and death process, a.k.a. continuum Glauber or grand-canonical Monte-Carlo, for which the Gibbs measure is reversible. Based on joint work with Frank den Hollander, Roman Kotecký and Elena Pulvirenti. Prof. Luca Avena (University of Leiden) Title: Explorations of networks through random spanning forests: theory and applications Abstract: David Wilson in the 1990s described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and, more generally, weighted rooted trees or forests spanning a given graph. The goal of this lecture is to describe the resulting probability measure when Wilson's algorithm is used to sample rooted spanning forests. This forest-measure has a rich, flexible and explicit mathematical structure which makes it a powerful tool to design different algorithms to explore a given network. In the first part of the lecture, I will focus on fundamental aspects of this measure and how it relates to other objects of interest in statistical physics such as the well known Random-cluster model. I will in particular describe the main properties of related observables (e.g. set of roots, induced partition) which turn out to be determinantal processes with simple kernels and then discuss some progress in understanding related scaling limits. The second part of the lecture will be devoted to applications. In particular, depending on time, I plan to discuss four different algorithms aiming at: (1) sampling well-distributed points in a graph, (2) coarse-graning a given network, (3) processing signals on graphs (a novel gaph wavelet transform), (4) estimating the spectrum of the graph Laplacian. The core of this lecture is based on different joint collaborations with the following colleagues and students: Castell, Gaudillere, Melot, Milanesi (Marselle), Quattropani (Rome), Driessen, Koperberg, Magrini (Leiden) , Amblard, Barthelme, Tremblay (Grenoble). Program: 11.00-11.45 Introductory lecture: Jansen 11.45-12.00 Break 12.00-12.45 Seminar: Jansen 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Avena 15.15-15.30 Break 15.30-16.30 Seminar: Avena Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web http://web.math.unifi.it/users/fnardi/seminari/ o http://silicio.math.unifi.it/wordpress/probability/days-in-probability-and-… Vi aspettiamo numerosi Gianmarco Bet e Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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Borse di studio per attività di ricerca - Uni Pavia e UniCredit
by Giorgia Callegaro 07 Nov '19

07 Nov '19

Carissimi tutti, vi comunico che all'Albo Ufficiale d'Ateneo di Pavia, alla pagina *http://www-5.unipv.it/alboufficiale/ <http://www-5.unipv.it/alboufficiale/>* è stato pubblicato in data 31/10/2019 il seguente bando (n. 1726): * Bando di concorso per il conferimento di n. *2* borse di studio per attività di ricerca dal titolo -Modelli di rischio finanziario- presso il Dipartimento di Scienze Politiche e Sociali dell'Università degli Studi di Pavia - *Scadenza 20 novembre 2019 - ore 12:00* L’attività di ricerca verterà sulla tematica “*Modelli di rischio finanziario*” e si svolgerà presso la sede di Milano di Unicredit S.p.A. e sarà finanziata con fondi del contratto Unicredit, di titolarità della Prof.ssa Figini. Durata di mesi 12. L'importo totale della borsa è di € 15.600,00 e sarà corrisposto in rate mensili. Grazie per l'attenzione. Cordiali saluti, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Permanent position in Probability, Statistics, Actuarial or Financial Mathematics at DCU
by Paolo Guasoni 06 Nov '19

06 Nov '19

Dear Colleague, Dublin City University has an Assistant or Associate Professor (permanent) position in Probability, Statistics, Actuarial or Financial Mathematics: https://www.dcu.ie/sites/default/files/hr/bc1010_assistant_associate_profes… The closing date for the application is December 8, 2019. With best regards, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DublinCityUni> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Advances in Financial Mathematics 2020 (fwd)
by Tiziano Vargiolu 06 Nov '19

06 Nov '19

---------- Forwarded message ---------- Date: Tue, 5 Nov 2019 18:47:21 +0100 From: Idris Kharroubi <idris.kharroubi(a)upmc.fr> To: undisclosed-recipients: ; Subject: Advances in Financial Mathematics 2020 The conference "Advances in Financial Mathematics 2020" supported by the chair Risques Financiers will take place from january 14 to january 17 2020 at the Cordeliers campus in Paris. It will address topics of particular relevance for the practice of financial risk management : market liquidity, market microstructure, risk measures, numerical methods, model calibration and model risk, robustness, credit/Default/Counterparty risk, regulatory aspects, non-linear valuation, hedging, systemic risk, game theory, blockchain. Registration is free but compulsory on the website https://fin-risks2020.sciencesconf.org/ On Behalf of the organizing committee, Idris Kharroubi Professor Laboratoire de Probabilit?s, Statistique et Mod?lisation Sorbonne University - Facult? of Science and Engineering

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PhD opportunities, Oxford-Imperial StatML
by Stefano Favaro 06 Nov '19

06 Nov '19

Ricevo e inoltro. Cordial saluti, Stefano Favaro **** Inizio messaggio inoltrato **** Da: Patrick Rebeschini <patrick.rebeschini(a)stats.ox.ac.uk> Oggetto: PhD opportunities, Oxford-Imperial StatML Data: 5 novembre 2019 23:45:22 CET A: "stefano.favaro(a)unito.it" <stefano.favaro(a)unito.it> RE: PhD opportunities in Modern Statistics and Statistical Machine Learning at Imperial and Oxford. Deadline for first application round: November 15. Are you interested in modern statistics and machine learning? Do you have a background in Maths, Statistics or related areas? If so then apply to the StatML CDT! StatML is a new Centre for Doctoral Training (CDT) based at Imperial College London and the University of Oxford. We offer a transformative style of doctoral training, leading towards a PhD / DPhil, which provides opportunities to: • explore new research areas using modern statistical methods and machine learning; • make real scientific, societal and industrial impacts with your research; • experience and engage in peer to peer learning; • be involved in cohort based training; • work directly with leading industrial partners; • receive exposure to cutting edge researchers in two world-leading universities. We will offer about 15 studentships for entry in October 2020. Each student will be funded with a grant for four years of study. Typically, the funding is available for Home/EU students – we expect to have two admissions rounds with submission deadlines of 15 November 2019 and 24 January 2020. There are very limited funding opportunities for overseas students (see the website for details). StatML is funded by EPSRC with support from industrial partners. Please visit the StatML website to find out more: https://statml.io/ <https://statml.io/> Stefano Favaro University of Torino and Collegio Carlo Alberto http://sites.carloalberto.org/favaro/

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post-doc position in St Petersburg
by Dario Trevisan 05 Nov '19

05 Nov '19

Salve, segnalo ai potenziali interessati un annuncio per una posizione post-doc presso L'Euler International Mathematical Institute a St Peterburg, ``in all areas of Mathematics, Theoretical Computer Science, Mathematical and Theoretical Physics''. Il salario corrisponde circa a 1450 euro netti mensili + biglietti aerei. La durata e' da 1 a 2 anni eventualmente rinnovabili per un altro anno. La domanda va fatta preferibilmente entro il 30.11.19. Per ulteriori dettagli, vedere http://www.pdmi.ras.ru/EIMI/ Saluti, Dario Trevisan -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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