Dear all,
it is our pleasure to announce the French-Italian workshop
"New Challenges in Statistics for Social Sciences",
which will take place on 16-17 October 2017 at Ca' Foscari University of Venice,
Department of Economics (Meeting Room 1, Campus Economico, Fondamenta San Giobbe 873).
This workshop aims at presenting recent developments in both theoretical and applied statistics
for social sciences, with particular attention to economics and finance. The workshop will feature
six presentations by international speakers and two tutorial classes will be offered:
- Bayesian inference for Poisson processes, by prof. Fabrizio Ruggeri (CNR IMATI of Milan)
- Introduction to Approximate Bayesian Computation by prof. Christian Robert (Université Paris Dauphine and University of
Warwick).
The sponsors of the event are:
- Université Franco-Italienne (UFI)
- GRETA research group
- Dipartimento di Economia dell'Università Ca’ Foscari di Venezia
All interested researchers, as well as PhD students, are invited to participate. The participation is free, but
for organization reasons, people interested in attending the Workshop are kindly requested to contact the local organizers within
October 7 via the following account:
Matteo Iacopini: matteo.iacopini(a)unive.it <mailto:matteo.iacopini@unive.it>
For further information please visit: http://sites.google.com/site/ifstatseminar/ <http://sites.google.com/site/ifstatseminar/>
We apologize for cross-posting and look forward to seeing you in Venice!
Best regards,
Monica Billio, Roberto Casarin and Matteo Iacopini
---------- Forwarded message ----------
From: Andrew Wade <andrew.wade(a)durham.ac.uk>
Date: Mon, Oct 2, 2017 at 11:05 AM
Subject: 3-year post-doctoral fellowship in probability at Durham
To:
Dear colleagues,
Apologies if you receive more than one copy of this message.
Please allow us to draw your attention to the fact that Durham University
is advertising for a 3-year post-doctoral fellowship (Willmore Fellowship)
in probability or a closely related area of analysis (closing date 25
October 2017):
https://recruitment.durham.ac.uk/pls/corehrrecruit/erq_
jobspec_details_form.jobspec?p_id=008217
Please pass this on to anyone who you think might be interested.
Many thanks,
Sunil Chhita
Nicholas Georgiou
Ostap Hryniv
Mikhail Menshikov
Andrew Wade
[image: Immagine incorporata 1]
Dear Collegues,
We take great pleasure to invite you to attend the XIX edition of the
Workshop on Quantitative Finance that will be held at the Department of
Business Studies - University Roma Tre on 24-25-26 January 2018.
The official website is http://disa.uniroma3.it/qfw2018/
After the great success of the previous edition at the University of
Milano-Bicocca, we repeat the same conference format, lasting two days and
a half (from Wednesday 24 January afternoon to Friday 26 January).
The deadline for submitting an Extended Abstract is 26 November 2017.
Notification of acceptance will be given by 23 December 2017. The full
paper for the discussant will have to be provided by 7 January 2018.
Looking forward to seeing you in Rome!
Best regards
The organizing committee
*Call for abstracts*
*Opening conference of the thematic semester on*
*“Stochastic modeling”*
*December 18th to 21st, 2017*
*Verona, Italy *
We would like to invite both academics and practitioners to submit
abstracts to the *opening conference of the thematic semester on
“Stochastic modeling” taking place in Verona, Italy from December 18th to
21st, 2017. *The aim of the thematic semester, and in particular this
opening conference, is to enhance existing connections and to foster new
collaborations between researchers in the fields of stochastic modeling,
financial mathematics, stochastic control and risk management.
The scientific program will feature plenary lectures, invited and
contributed talks, as well as poster sessions.
*Confirmed plenary speakers are: *
Paolo Baldi (Roma 2 University)
Viorel Barbu (Romanian Academy)
Alberto Bressan (Penn State university)
Christa Cuchiero (Vienna university)
Romuald Elie (Paris Est university)
Damir Filipovic (EPFL and Swiss Finance Institute)
Franco Flandoli (Pisa university)
Marco Furhman (Milano university)
Dylan Possamaï (Columbia university)
Young researchers – especially PhD students and junior postdocs – are
encouraged to submit their work for a contributed talk or a poster
presentation.
*Abstracts for contributed talks and posters must be in English and can be
submitted at info(a)vpsms2018.org <info(a)vpsms2018.org> (Please indicate
during submission if you are willing to do a poster presentation)*
*The deadline for abstract submission is October 31st, 2017.*
*Decisions on acceptance / rejection will be communicated to the authors by
November 7th, 2017.Registration for Participation: November 15th, 2017
(Early registration)Registration fees: 120 euros (Early registration) - 170
euros (Regular registration)*
For further information about the conference, please visit our *website:*
http://vpsms2018.org/event/opening-conference/
If you have any queries, do not hesitate to *contact us at:*
info(a)vpsms2018.org
Warm wishes,
The organizing committee
Etienne Chevalier (Evry university)
Luca Di Persio (Verona university)
Idris Kharroubi (Paris 6 university)
Sergio Pulido (ENSIIE Paris-Evry)
__
Luca Di Persio - PhD
assistant professor of
Probability and Mathematical Finance
Dept. Informatics University of Verona
strada le Grazie 15 - 37134 Verona - Italy
Tel : +39 045 802 7968 <+39%20045%20802%207968>
Head of R&D
info(a)hpa8.com | www.hpa8.com
Sorry there was a mistake in the email below (sent this morning)
the correct text is the following.
Final reminder.
Applications are open for three postdoc positions
at LUISS on the following topics:
Proff. Marco SCARSINI, Marco DALLAGLIO
Efficiency of equilibria in large games.
Deterministic and stochastic viewpoints
Deadline: October 16th, 2017 - 14:00 p.m. -
Central European Summer Time (CEST), UTC +2
Proff. Sara BIAGINI, Fausto GOZZI
Stochastic control and duality methods to tackle
model uncertainty in finance and insurance
Deadline: September 30, 2017 - 12:00 p.m. -
Central European Summer Time (CEST), UTC +2
Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI
High-Dimensional Data: Applications to Economics
Deadline: September 30, 2017 - 12:00 p.m. -
Central European Summer Time (CEST), UTC +2
Information can be found here:
<http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166
>Date: Fri, 29 Sep 2017 10:17:47 +0200
>To: random(a)dm.unipi.it
>From: Fausto Gozzi <faustogozziluiss(a)gmail.com>
>Subject: Postdoc positions at Luiss - Roma. A final reminder
>
>Final reminder.
>
>Applications are open for three postdoc
>positions at LUISS on the following topics:
>
>Proff. Marco SCARSINI, Marco DALLAGLIO
>Efficiency of equilibria in large games.
>Deterministic and stochastic viewpoints
> Deadline: September 30, 2017 - 12:00 p.m. -
> Central European Summer Time (CEST), UTC +2
>
>
>Proff. Sara BIAGINI, Fausto GOZZI
>Stochastic control and duality methods to tackle
>model uncertainty in finance and insurance
> Deadline: September 30, 2017 - 12:00 p.m. -
> Central European Summer Time (CEST), UTC +2
>
>
>Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI
>High-Dimensional Data: Applications to Economics
>Deadline: October 16th, 2017 - 14:00 p.m. -
>Central European Summer Time (CEST), UTC +2
>
>The application deadline is September 30.
>
>Information can be found here:
>
><http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166
>
>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
>e-mail: gozzi(a)dm.unipi.it
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
e-mail: gozzi(a)dm.unipi.it
---
Questa e-mail è stata controllata per individuare virus con Avast antivirus.
https://www.avast.com/antivirus
Final reminder.
Applications are open for three postdoc positions
at LUISS on the following topics:
Proff. Marco SCARSINI, Marco DALLAGLIO
Efficiency of equilibria in large games.
Deterministic and stochastic viewpoints
Deadline: September 30, 2017 - 12:00 p.m. -
Central European Summer Time (CEST), UTC +2
Proff. Sara BIAGINI, Fausto GOZZI
Stochastic control and duality methods to tackle
model uncertainty in finance and insurance
Deadline: September 30, 2017 - 12:00 p.m. -
Central European Summer Time (CEST), UTC +2
Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI
High-Dimensional Data: Applications to Economics
Deadline: October 16th, 2017 - 14:00 p.m. -
Central European Summer Time (CEST), UTC +2
The application deadline is September 30.
Information can be found here:
<http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166
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
e-mail: gozzi(a)dm.unipi.it
---
Questa e-mail è stata controllata per individuare virus con Avast antivirus.
https://www.avast.com/antivirus
************************************************************************
STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO
************************************************************************
Venerdi 6 Ottobre 2017, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario:
------------------------------------------------
Julien BERESTYCKI (University of Oxford)
BRANCHING BROWNIAN MOTION WITH ABSORPTION
What does the genealogy of a population under selection look like? This question is crucial for ecology and evolutionary biology and yet it is not fully understood. Recently, Brunet and Derrida have conjectured that for a whole class of models of such populations, we can expect the genealogy to be described by a universal scaling limit: the Bollthausen-Sznitman coalescent.
The purpose of this talk is to present several recent results which put this prediction on a rigorous footing. The model we chose is that of a one-dimensional branching Brownian motion in which particles are absorbed at the origin. A particle's position is interpreted as the fitness of an individual and the killing at zero correspond to the removal from the population of individuals whose fitness is too low.
We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a drift μ towards the origin. Depending on the value of μ the process can be (sub/super)-critical.
I will particularly focus on the critical case, for which I will present results concerning the extinction time and Yaglom-type limits for the behavior of the process conditioned to survive for an unusually long time, which both improve upon results of Kesten (1978). An important tool in the proofs of these results is the convergence of branching Brownian motion with absorption to a continuous state branching process.
------------------------------------------------
Tutti gli interessati sono invitati a partecipare.
Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto.
Cordiali saluti,
Matteo Ruggiero
---
Matteo Ruggiero
University of Torino and Collegio Carlo Alberto
www.matteoruggiero.it
---------- Forwarded message ----------
From: Konstantin Borovkov <kostya.borovkov(a)gmail.com>
Date: Sun, Sep 24, 2017 at 10:43 AM
Subject: Lecturer in probability & stoch. processes @ Uni Melbourne
To: Konstantin Borovkov <kostya.borovkov(a)gmail.com>
Dear Colleagues,
Our School of Maths & Stats (The University of Melbourne) has just
announced a new position: Lecturer (level B, comparable to assist. prof. in
the United States of North America) in probability & stochastic processes,
please see
http://jobs.unimelb.edu.au/caw/en/job/891641/lecturer-in-pro
bability-and-stochastic-processes
for more detail.
We have got a pretty good (IMHO) and friendly probability group, including
at the moment Aihua Xia, Nathan Ross, Mark Holmes and myself (plus, there
are a few other people in the school with strong interests in probability
theory & its applications).
So now we are trying to attract the best candidates (as usual) and would be
grateful if you could circulate the information as appropriate (and perhaps
some of you might be interested in that position as well).
Thanks!
Best,
kostya borovkov
Vi segnalo, con preghieria di diffusione, il bando per un assegno di ricerca
annuale, settore MAT/07, presso il Dipartimento di Matematica della Sapienza
(scadenza 29 settembre 2017)
https://www2.mat.uniroma1.it/sites/default/files/bando2017-3.pdf
L'assegno e' nell'ambito delle progetto di ateneo
"Metodi fisico-matematici per problemi di evoluzione",
Scopo della ricerca e' lo sviluppo di metodi fisico-matematici
per lo studio di problemi di evoluzione, tra cui:
PDE stocastiche, super-diffusivita' nel trasporto di energia,
deep learning nell'intelligenza artificiale, sistemi cinetici
auto-interagenti e/o auto-propellenti, sequenze dati
fisici/fisiologici/antropologici, e altri problemi rilevanti per la
ricerca fisico-matematica.
--
*************************************************
Prof. Alessandra Faggionato
http://www1.mat.uniroma1.it/~faggionato/
Department of Mathematics
University "La Sapienza"
Piazzale Aldo Moro, 5
00185 - Rome
Office 5, Phone (0039) 06 49913252
*************************************************