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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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Master in Economics and Finance (IMEF) 2019/2020 - University Ca’ Foscari of Venice
by Roberto Casarin 10 May '19

10 May '19

Dear Colleagues, We are pleased to announce (with our apologies for cross-posting) the *2019-2020* edition of the *International Master in Economics and Finance* (IMEF) - University Ca' Foscari of Venice is forthcoming! For further information please visit: www.unive.it/imef Best Regards, Roberto Casarin -- Roberto Casarin Professor of Econometrics University Ca' Foscari, Venice Web: http://venus.unive.it/r.casarin/ VERA: http://www.unive.it/vera IMEF: http://www.unive.it/imef/ *New Edition! * * includes Bloomberg Lab modules and gives the opportunity to get the *Bloomberg Certification <https://www.bloomberg.com/professional/expertise/universities/students/>**!* * guarantees the membership to the Ca’ Foscari *LEI Center for Women's Leadership <https://www.unive.it/pag/31274>* * offers new courses on *Real Estates*, *International Macro-Finance*, *Machine Learning for Finance*, *Introduction to Coding* that will be still taught by the members of our *International Faculty <http://www.unive.it/pag/33235/>* * Students will benefit from scholarships provided by our new sponsors. *Why choose IMEF?* 1) IMEF provides a highly qualified programme thanks to its prestigious International Faculty 2) Students’ Placement is supported directly by IMEF Secretariat the Programme and Ca' Foscari Placement Office. Please have a look to the Former students' experience. Over the past editions, the *Placement rate reached 100%*. See past students: http://www.unive.it/pag/33229/ 3) Attending IMEF courses will introduce you to high quality jobs, which wouldn’t be achievable with only a Master’s Degree title. 4) Preparation for the admission to PhD Programmes. *For **pre-enrolment* and further information: Monica Andrighetti <imef(a)unive.it>, tel. 041 234 9108. -- Nota automatica aggiunta dal sistema di posta.

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Another talk by Jacques Franchi at Tor Vergata
by Anna Vidotto 07 May '19

07 May '19

Dear all, I would like to announce a second talk that Jacques Franchi (I.R.M.A. Strasbourg) will hold on Thursday, May 9th 2019, at 11 AM in Aula Dal Passo of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Jacques Franchi (I.R.M.A. Strasbourg) Title: From Euclidian to Riemannian and Relativistic Diffusions Abstract: Brownian Motion was first defined (in physics and in mathematics) in R and then in the Euclidian space. Then it was constructed on a generic Riemannian manifold, and gained a more geometrical status, which was intensively developed. More recently, on the unit tangent bundle of the Minkowski space and then of a generic Lorentzian manifold, was also constructed its analogue, called "relativistic diffusion". It keeps the geometric feature of being covariant with isometries, but is associated with strictly hypoelliptic and non-self-adjoint generators and kernels. Examples were studied : the Schwarzschild geometry, the G"odel universe, the Robertson-Walker manifolds. However the use of relativistic diffusions to address geometrical questions about Lorentzian geometry or analysis is much harder than in the elliptic (Riemannian) case. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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Borse di dottorato in area Statistica / Data Science presso il Politecnico di Milano
by Laura Maria Sangalli 07 May '19

07 May '19

Presso il Politecnico di Milano sono disponibili le seguenti borse di Dottorato di Ricerca in area Statistica / Data Science: Nell'ambito del dottorato in Data Analytics and Decision Sciences - 6 borse a tema: "Health analytics for real world data and precision medicine" "Precision policies and impact analysis" "Machine learning for data science in health analytics" "Data analytics for impact evaluations in healthcare" "Object oriented data analysis for precision medicine" "Healthcare research and biostatistics based on real world data" "Supporting precision medicine through deep knowledge extraction" (Contatti: francesca.ieva(a)polimi.it, piercesare.secchi(a)polimi.it) Bando: http://www.dottorato.polimi.it/ Scadenza: 21/05/2019 ore 14:00 Nell'ambito del dottorato in Metodi e Modelli Matematici per l'Ingegneria - 4 borse libere per le quali i candidati possono proporre progetti in area Statistica / Data Science (Contatti: anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it) - 1 borsa a tema: "Machine learning for personalized treatment planning of radiotherapy” (Contatti: francesca.ieva(a)polimi.it, anna.paganoni(a)polimi.it) Bando: http://www.dottorato.polimi.it/ Scadenza: 21/05/2019 ore 14:00 Nell'ambito del dottorato congiunto con l'Università degli Studi di Bologna in Data Science and Computation - 1 borsa a tema: "Soluzioni e tecniche innovative per l'analisi avanzata ed efficiente di grosse quantità di dati" (contatto: alessandra.guglielmi(a)polimi.it) Bando: https://www.unibo.it/it/didattica/dottorati/2019-2020/data-science-and-comp… Scadenza: 15/05/2019 ore 13:00 ENGLISH: The following opportunities are available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Within the PhD program in Data Analytics and Decision Sciences - 6 fellowships on the topics: "Health analytics for real world data and precision medicine" "Precision policies and impact analysis" "Machine learning for data science in health analytics" "Data analytics for impact evaluations in healthcare" "Object oriented data analysis for precision medicine" "Healthcare research and biostatistics based on real world data" "Supporting precision medicine through deep knowledge extraction" (Contact people: francesca.ieva(a)polimi.it, piercesare.secchi(a)polimi.it) Call: http://www.dottorato.polimi.it/en/ Deadline for applications: 21st May 2019 at 14:00, Italian time Within the PhD program in Mathematical Models and Methods in Engineering - 4 fellowships in the generic field of Mathematics and Statistics that can be targeted to Statistics / Data Science (Contacts: anna.paganoni(a)polimi.it, laura.sangalli(a)polimi.it) - 1 fellowship on the topic: "Machine learning for personalized treatment planning of radiotherapy” (Contact people: francesca.ieva(a)polimi.it, anna.paganoni(a)polimi.it) Bando: http://www.dottorato.polimi.it/en/ Deadline for applications: 21st May 2019 at 14:00, Italian time Within the PhD program, joint with Università degli Studi di Bologna, in Data Science and Computation - 1 fellowship on the topic: "Soluzioni e tecniche innovative per l'analisi avanzata ed efficiente di grosse quantità di dati" (Contact person: alessandra.guglielmi(a)polimi.it) Call: https://www.unibo.it/it/didattica/dottorati/2019-2020/data-science-and-comp… Deadline for applications: 15th May 2019 at 14:00, Italian time -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Assegno di Ricerca a Verona
by Alessandro Gnoatto 06 May '19

06 May '19

Gent.mi tutti, vi segnalo il seguente bando: Selezione AdR3266/19 per la formulazione di una graduatoria per il conferimento di n. 1 assegno di ricerca relativo ad un progetto di ricerca riconducibile all’ambito dei macrosettori 13/A ECONOMIA e 13/D STATISTICA E METODI MATEMATICI PER LE DECISIONI; la selezione si baserà sulla valutazione dei progetti di ricerca presentati dai singoli candidati, dei rispettivi titoli e sulla discussione dei progetti stessi. La scadenza per la presentazione della domanda è il 9 maggio. https://docs.univr.it/documenti/Concorso/bando/bando375916.pdf Cordialmente, Alessandro Gnoatto -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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