- Random - Mailing list — Dipartimento di Matematica, UniPI

LUISS Seminar_28/10 Alessandro Arlotto
by Marco Scarsini 26 Oct '15

26 Oct '15

The next Research Seminar of Economics and Finance Dept. is scheduled for Wednesday, October 28th , from 2.30 p.m. to 4.00 p.m., room 205/a, viale Romania. Our guest speaker will be Prof. Alessandro Arlotto (Duke University), who will held a lecture titled “Markov Decision Problems Where Means Bound Variances” Abstract We identify a rich class of finite-horizon Markov decision problems (MDPs) for which the variance of the optimal total reward can be bounded by a simple linear function of its expected value. The class is characterized by three natural properties: reward nonnegativity and boundedness, existence of a do-nothing action, and optimal action monotonicity. These properties are commonly present and typically easy to check. Implications of the class properties and of the variance bound are illustrated by examples of MDPs from operations research, operations management, financial engineering, and combinatorial optimization. Best regards, Dipartimento di Economia e Finanza Viale Romania, 32 - 00197 Roma economiaefinanza(a)luiss.it t +39 06 85225550 f +39 06 85225985

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Seminario Sergio Albeverio: Symmetries and stochastic differential equations (DipInf - UniVr)
by Luca di persio 23 Oct '15

23 Oct '15

Giovedi' 29 Ottobre, ore 16:30 (16:15 rinfresco, 16:30 inizio seminario) Presso: Dipartimento di Informatica (Sala Verde) Strada le Grazie, 15 https://goo.gl/maps/6mB9N2SSeqC2 Il prof. Sergio Albeverio (HCM - UniBonn) terrà il seguente seminario Title: Symmetries and stochastic differential equations. Abstract: Recently the study of relations between symmetries and stochastic (partial) differential equations has received renewed interest,in particular in relations with areas like hydrodynamics,finance and quantum field theory.The seminar will briefly present some of these developments. Speaker: Sergio Albeverio, HCM - University of Bonn __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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RETTIFICA ORARIO SEMINARIO PABLO RODRIGUEZ
by Angelica Yohana Pachon Pinzon 22 Oct '15

22 Oct '15

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************************************** *Si comunica che il seminario del Dott. Pablo Rodriguez e' spotato alle ore 12:00 del 29/10/2015 in Aula 1 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10. * Il Dott. PABLO RODRIGUEZ (Department of Applied Math. and Statistics, Universidade de São Paulo. São Carlos, Brazil.) terrà un seminario dal titolo PHASE TRANSITIONS IN SOME STOCHASTIC TOY-MODELS. Abstract: The aim of the talk is to discuss about the formulation and phase transition results regarding three stochastic toy-models. More precisely, we consider a modified Erdős–Rényi random graph, an accessibility percolation model on trees and an interacting particle system on Zd. We will discuss about motivation, results, open problems, and some ideas for the proofs. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Angelica Pachon. ---------------------------------------------------------- Dipartimento di Matematica “Giuseppe Peano” Università degli Studi di Torino Via Carlo Alberto 10, 10123 Torino

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RETIFICA ORARIO SEMINARIO PABLO RODRIGUEZ
by Angelica Yohana Pachon Pinzon 22 Oct '15

22 Oct '15

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************************************** S Giovedi 29 Ottobre 2015 alle ore 11:00 in Aula 3 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Dott. PABLO RODRIGUEZ (Department of Applied Math. and Statistics, Universidade de São Paulo. São Carlos, Brazil.) terrà un seminario dal titolo PHASE TRANSITIONS IN SOME STOCHASTIC TOY-MODELS. Abstract: The aim of the talk is to discuss about the formulation and phase transition results regarding three stochastic toy-models. More precisely, we consider a modified Erdős–Rényi random graph, an accessibility percolation model on trees and an interacting particle system on Zd. We will discuss about motivation, results, open problems, and some ideas for the proofs. Tutti gli interessati sono invitati a partecipare

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Seminario PABLO RODRIGUEZ
by Angelica Yohana Pachon Pinzon 21 Oct '15

21 Oct '15

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************** ************************ Giovedi 29 Ottobre 2015 alle ore 11:00 in Aula 3 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Dott. PABLO RODRIGUEZ (Department of Applied Math. and Statistics, Universidade de São Paulo. São Carlos, Brazil.) terrà un seminario dal titolo PHASE TRANSITIONS IN SOME STOCHASTIC TOY-MODELS. Abstract: The aim of the talk is to discuss about the formulation and phase transition results regarding three stochastic toy-models. More precisely, we consider a modified Erdős–Rényi random graph, an accessibility percolation model on trees and an interacting particle system on Zd. We will discuss about motivation, results, open problems, and some ideas for the proofs. Tutti gli interessati sono invitati a partecipare.

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de Finetti Risk Seminar - october 2015
by Emanuela Rosazza 20 Oct '15

20 Oct '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture A Bayesian Decision-Theoretic Model of Sequential Clinical Trials with Delayed Responses Stephen Chick INSEAD LOCATION: The seminar will be held on Wednesday, October 21, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** 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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Borse di dottorato e di ricerca in memoria di Guido Cazzavillan (scadenze 8 novembre e 31 ottobre 2015)
by Monica Billio 19 Oct '15

19 Oct '15

Nella primavera del 2014 è prematuramente scomparso un valente studioso di economia, Guido Cazzavillan, che è stato una figura importante in ambito economico e per l'Università Ca’ Foscari di Venezia, dove è stato direttore del Dipartimento di Economia e componente del Senato Accademico. La famiglia Cazzavillan, attraverso il Dipartimento di Economia dell'Università Ca' Foscari, ha voluto ricordare Guido bandendo una borsa di studio per poter frequentare il primo anno di un corso dottorato presso una Università di eccellenza internazionale (la borsa è rinnovabile per un anno) e una borsa di ricerca post-doc da utilizzare presso una istituzione di livello internazionale sui problemi della povertà e del sottosviluppo, temi che Guido sentiva particolarmente cari. Entrambi i bandi sono disponibili all’indirizzo: http://www.unive.it/nqcontent.cfm?a_id=193090 e si segnala che la scadenza per la borsa di dottorato è l’8 novembre 2015 mentre la scadenza per la borsa di ricerca è il 31 ottobre 2015. Si chiede cortesemente di informare dell'iniziativa giovani e studiosi che potrebbero essere interessati. Grazie per l'attenzione e un cordiale saluto, Monica -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://venus.unive.it/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041

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Fwd: Positions in EU project
by Marco Romito 14 Oct '15

14 Oct '15

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Politecnico di Milano - Seminario Bill Sudderth
by Laura M. Sangalli 13 Oct '15

13 Oct '15

Si avvisa che in data 16-10-2015, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Bill Sudderth School of Statistics, University of Minnesota Titolo: How to Control a Process to a Goal Abstract: Suppose that you have a fortune of $10 and seek to reach $100 by placing bets at xed odds on repetitions of a given event such as the appearance of red (or black) on each spin of a roulette wheel. What is the best strategy for you to reach your goal? What strategy will get you there in the least expected time? What if you are competing with another player? I will discuss these and related problems in both discrete and continuous time. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- 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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Half day in stochastic processes
by Paolo Dai Pra 12 Oct '15

12 Oct '15

Half day in stochastic processes Venerdì 16 Ottobre, presso la Sala Riunioni del VII piano del Dipartimento di Matematica dell’Università di Padova, si svolgeranno i seguenti seminari. 9:15 Eva Locherbach (Université de Cergy-Pontoise). On oscillating systems of interacting neurons 9:55 Vlad Bally (Université de Marne-la-Vallée). Convergence in distribution norms in the CLT 10:35: Francois Delarue (Université Nice-Sophia Antipolis). Restoring uniqueness in mean-field games by randomization of the equilibria 11:15 - 11:30 Break 11:30. Paolo Pigato (Università di Padova e Université de Marne-la-Vallée). Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models (Ph.D. Defense) Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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RINVIATO: Seminario Dr. Cosetta Minelli - Mendelian Randomisation - 12 ottobre 2015
by Alessandro Marcon 10 Oct '15

10 Oct '15

Gentilissimi/e, vi avviso che il seminario in oggetto è stato rimandato a data da destinarsi, a causa del grave lutto che ha colpito la nostra Sezione. Il Prof. Roberto de Marco, ordinario di Statistica presso la scuola di Medicina e Chirurgia, Università di Verona, ci ha lasciati ieri mattina. Tutti noi, orgogliosi di essere stati suoi allievi, vi diamo questo annuncio con profondo dolore. L'ultimo saluto verrà dato presso le celle dell'ospedale di Borgo Roma (Verona) lunedì 12 ottobre dalle ore 13.30 alle ore 14.30. Alessandro Marcon Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Diagnostics and Public Health University of Verona Strada Le Grazie 8, 37134 Verona, Italy tel. +39 045 8027668 2015-09-11 12:15 GMT+02:00 Alessandro Marcon <alessandro.marcon(a)gmail.com>: > > Gentilissimi/e, > vi invio un avviso di seminario, con preghiera di massima diffusione. > > Sede del seminario: Istituti Biologici 2, Università di Verona, strada Le > Grazie 8 (VERONA). > > > Distinti saluti, > Alessandro Marcon > > Alessandro Marcon, PhD > Unit of Epidemiology & Medical Statistics > Department of Diagnostics and Public Health > University of Verona > Strada Le Grazie 8, 37134 Verona, Italy > tel. +39 045 8027668 > > > > Avviso di SEMINARIO > > > > Lunedì 12 ottobre 2015 ore 11.00-11.45 > > Aula Igiene & Statistica > > (Istituti Biologici 2, blocco B, secondo piano) > > > > Dr. Cosetta Minelli > > Senior Lecturer in Medical Statistics, National Heart and Lung Institute, > Imperial College London > > > > *Mendelian randomization: * > > *The use of genes as instruments to strengthen causal inference in > epidemiology* > > Mendelian randomization is an approach that uses genes as instrumental > variables to derive unconfounded estimates of the effects of risk factors > (e.g. biomarkers) on disease traits, and is therefore increasingly being > used in epidemiology to distinguish causal from spurious associations. > Since genes are randomly allocated at conception, genetic effects on a > biomarker cannot be affected by classical confounding (e.g. lifestyle > factors) or reverse causation (e.g. biomarker level being influenced by the > presence of disease). Demonstration that a genetic variant known to modify > the biomarker also modifies the disease trait represents indirect evidence > of a causal biomarker-disease association. The validity of Mendelian > Randomization, however, is based on instrumental variable assumptions, the > most important being absence of pleiotropy. This talk will describe the > approach, discuss ways to assess pleiotropy, highlight opportunities and > challenges offered by available genome-wide data, and discuss its extension > to the field of epigenetics (two-step epigenetic Mendelian randomization). > > > > >

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Seminario ROSSELL
by Matteo Ruggiero 09 Oct '15

09 Oct '15

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Veberdi 16 Ottobre 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: David ROSSELL (University of Warwick) CONSISTENCY OF POSTERIOR MODEL PROBABILITIES IN HIGH-DIMENSIONAL MODEL SELECTION Abstract: In recent years there has been an increasing interest in developing Bayesian formulations that remain effective in high-dimensional and non-standard problems. We focus on high-dimensional model selection problems where the number of parameters may grow with the sample size, and review results characterizing the situations under which one can hope for the posterior probability assigned to the data-generating truth to eventually converge to 1 (often termed "strong consistency"). As it turns out, under certain regularity conditions for the canonical linear model such consistency can only be achieved if the prior formulation is based on so-called non-local priors. We will review the non-local prior framework and present some recent extensions for high-dimensional estimation. Our theoretical and empirical results show that inducing model selection parsimony via non-local priors allows working with simpler models and improving prediction accuracy simultaneously. Although for simplicity we shall focus on variable selection settings, time allowing we will touch upon extensions to more complex settings such as graphical models or mixture models. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://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

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mini-corso Ruodu Wang in Bicocca
by runggal＠math.unipd.it 08 Oct '15

08 Oct '15

Nell'ambito del programma di internazionalizzazione del Dottorato in Statistica e Matematica per la Finanza della Bicocca, il prof. Ruodu Wang del Department of Statistics and Actuarial Science della University of Waterloo terrà nei giorni 9,10 e 11 novembre un mini-corso su Risk aggregation and Fréchet problems Fréchet problems refer to questions related to an aggregation (sum, typically) of several random variables, where the marginal distribution of each individual random variable is known and the joint distribution (copula) is unspecific. Unfortunately (in fact, fortunately), a large number of questions in this field are still mathematically open. In the modeling of risk aggregation, individual risks and their dependence structure are often modeled separately, leading to uncertainty arising at the level of a joint model. As the dependence structure is typically uncertain, the study on quantitative characteristics (e.g. risk measures) of risk aggregation under model uncertainty leads to a variety of Frèchet problems. This course covers various topics in this quickly expanding field. The content is mainly based on recent research of the instructor and his collaborators. Le lezioni si svolgeranno dalle ore 14.30 alle 17.30 presso la Sala del Consiglio al IV piano dell'edificio U7. La partecipazione è libera ma è necessario iscriversi mandando una email a drm2015(a)unimib.it. Ulteriori informazioni sono disponibili sulla pagina https://sites.google.com/site/dependenceriskmeasures/mini-course[1] Saluti Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it Links: ------ [1] https://sites.google.com/site/dependenceriskmeasures/mini-course ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program. _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random/#end

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mini-corso Ruodu Wang in Bicocca
by Fabio Bellini 08 Oct '15

08 Oct '15

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Paolo Guasoni lectures on Portfolio Choice and Asset Pricing at University of Verona
by Luca di persio 07 Oct '15

07 Oct '15

Dear all, this is to announce that Prof. Paolo Guasoni [ Dublin City University ] will give a mini course (8 hours) concerning Lectures on Portfolio Choice and Asset Pricing within the Mathematical Finance Course (Master degree in Mathematics) at the Department of Computer Science, University of Verona. The lectures will cover the attached programme, and they have been scheduled according to the following calendar Monday 26/10 : 1330 - 1630 Tuesday 27/10 : 1030 - 1230 Thursday 29/10 : 1230 - 1530 All the lesson will be given here https://goo.gl/maps/6mB9N2SSeqC2 Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2, first floor , Room M Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Seminario Prof. Henry Wynn
by DI NARDO Elvira 07 Oct '15

07 Oct '15

******************************************************************** SEMINARI per i corsi di Laurea in Economia Aziendale (triennale) Economia delle Risorse Naturali e Culturali (magistrale) ******************************************************************** Mercoledi' 14 Ottobre 2015 alle ore 9:30 presso l'Aula 10 del Dipartimento di Matematica, Informatica ed Economia, Campus Macchia Romana, Universita' degli Studi della Basilicata Prof. Henry Wynn (Department of Statistics, London School of Economics) "What is learning? A Bayesian approach" Abstract: Simple examples show that data can contradict prior beliefs; one can be "surprised". But theoretically one always expects to learn in a well-defined way and the class of information functionals for which this is true is known and includes Shannon information. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Elvira Di Nardo -- ...................................................... Elvira Di Nardo Dept. Mathematics, Computer Science and Economics University of Basilicata Viale dell'Ateneo Lucano 10 I-85100 (Potenza) alternative address: dinardo.el(a)gmail.com (room) +390971205890 (cell.) +393470033068 (fax) + 390971205896 (skype) elvira.di.nardo (web) http://oldwww.unibas.it/utenti/dinardo/home.html ......................................................

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Call for Papers: XVII WORKSHOP on QUANTITATIVE FINANCE, Pisa, January 28-29, 2016, Second Announcement
by Fabrizio Lillo 05 Oct '15

05 Oct '15

Second Announcement: XVII WORKSHOP on QUANTITATIVE FINANCE January 28-29, 2016 Venue: Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa Italy The Workshop is the seventeenth edition of an annual meeting place for academia and financial industry on theoretical topics of quantitative finance and their application to the current issues facing the industry. The Workshop welcomes contributions from Mathematical Finance, Quantitative Risk Management, Financial Economics, Computational Finance, Financial Econometrics, Statistics of Financial Markets, Corporate Finance. As in the previous edition of the workshop, we wish to particularly encourage an international participation of young researchers and both theoretical and applied contributions. SCIENTIFIC COMMITTEE Fabio Bellini (Università degli Studi di Milano Bicocca), Giacomo Bormetti (Scuola Normale Superiore, Pisa), Andrea Consiglio (Università degli Studi di Palermo), Friederich Hubalek (Technische Universität Wien), Fabrizio Lillo (Scuola Normale Superiore, Pisa), Elisa Luciano (Università degli Studi di Torino), Maria Elvira Mancino (Università degli Studi di Firenze), Stefano Marmi (Scuola Normale Superiore, Pisa), Massimo Morini (Banca IMI), Aldo Nassigh (Unicredit Group), Loriana Pelizzon (Università Ca’ Foscari Venezia), Mustafa Pinar (Bilkent University, Ankara), Mathieu Rosenbaum (École Polytechnique, Paris), Sergio Scarlatti (Università degli Studi di Roma “Tor Vergata”), Carlo Sgarra (Politecnico di Milano), Peter Tankov (Université Denis Diderot, Paris), Josef Teichmann (ETH Zurich), and Tiziano Vargiolu (Università degli Studi di Padova). LOCAL COMMITTEE Giacomo Bormetti, Fabrizio Lillo, Maria Elvira Mancino, Stefano Marmi, Davide Pirino, Daniele Regoli, Chiara Sabelli. Deadline for submission: November 8, 2015 Web site: http://mathfinance.sns.it/qfwxvii/ ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

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Conference "Risk Measures: frontiers of mathematics and regulation", Bologna
by Sabrina Mulinacci 03 Oct '15

03 Oct '15

Dear Colleagues, we are glad to invite you to the Conference on "Risk Measures: frontiers of mathematics and regulation" that is going to be held in Bologna, October 29-30-31, 2015. The program will include a tutorial directed to students, scholars and practitioners interested in mastering the state of the art of theory. Interested students may earn 3 credits upon attending the conference and providing a written discussion of some the presentations in the conference. On Saturday October 31st, there will be an informal meeting for networking on current research and discussion of special topics for future research. More detailed informations are available at http://www2.stat.unibo.it/risk-measures Best Regards Sabrina Mulinacci

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Seminario Prof. D. De Canditiis (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 02 Oct '15

02 Oct '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 8 Ottobre, ore 10,30 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. D. De Canditiis (CNR-IAC) Titolo: *Stima della densità dell'intensità di dati Poisson* Sintesi: Motivati dall'analisi di dati astronomici di tipo conteggio si presenterà un metodo per la stima della f.d.p. (funzione densità di probabiltà) della intensità di dati di tipo Poisson. La necessità di dare all'intensità un carattere stocastico nasce dall'esigenza di modellizzare una extra-variabilità contenuta nei dati. Le difficoltà della stima della f.d.p. sono assimilabili a quelle della soluzione (numerica) di un problema inverso lineare mal-posto. La soluzione, intesa come uno stimatore della f.d.p, ha ottime proprietà di convergenza. La metodologia verrà presentata in termini generali e dunque può essere presa come spunto per la risoluzione di altri problemi di analisi dati anche non necessariamente di tipo conteggio. Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio

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SPRING SCHOOL IN FINANCE 2016 (fwd)
by Tiziano Vargiolu 02 Oct '15

02 Oct '15

---------- Forwarded message ---------- Date: Fri, 2 Oct 2015 11:54:08 +0200 From: Andrea Pascucci <andrea.pascucci(a)unibo.it> Subject: SPRING SCHOOL IN FINANCE 2016 [We apologize if you receive multiple copies of this announcement] SPRING SCHOOL IN FINANCE 2016 March 10-12, 2016 University of Bologna, Italy https://events.unibo.it/ssf2016 A three day spring school in financial mathematics will be held in Bologna on March 10-12, 2016. The school is open to both practitioners and people from the academic world and intends to provide two crash courses on Credit and Counterparty risk given by * St?phane Cr?pey (University of Evry) * Andrea Pallavicini (Banca IMI, Milan - Imperial College, London) For further information and registration, see: https://events.unibo.it/ssf2016/registration ********************************************************************************************************* -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica http://www.dm.unibo.it/~pascucci P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 Skype: andrea.pascucci Get DropBox here: http://db.tt/Y2GN2TCx ---------------------------------------------------------------

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position at the University of Bern
by Fabio Bellini 01 Oct '15

01 Oct '15

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CHRISTIAN HENNIG - Quantile-based classifiers - 6.10.15 ore 12.30 - Dipartimento di Statistica e Metodi Quantitativi - Bicocca Milano
by Francesca Greselin 30 Sep '15

30 Sep '15

Dipartimento di Statistica e Metodi Quantitativi Martedì 6 ottobre 2015 ore 12.30 U7/2104 (AULA ECONOMICA) II PIANO Quantile-based classifiers with application to the classification of bioaerosols CHRISTIAN HENNIG Senior Lecturer, Department of Statistical Science, University College London Abstract Quantile classifiers are generalisations of the median-based classifiers recently introduced by Hall et al. (2009). They work for potentially high-dimensional data, and are defined by classi- fying an observation according to a sum of appropriately weighted component-wise distances of the components of the observation to the within-class quantiles. The optimal quantiles can be chosen by minimizing the misclassification error in the training sample. I will present some theory and simulations results demonstrating that quantile classifiers are very competitive. Quantile classifiers will also be applied to the detection of bioaerosol particles based on gaseous plasma electrochemistry (Sarantaridis et al., 2012). As several other classifiers, quantile classifiers aggregate information coming from the indivi- dual variables. This depends on selection and standardisation of the variables. I will discuss the- se issues in a way that may hopefully be of more general statistical interest. The first aspect is the extraction of some meaningful features from the high-dimensional and quite redundant ori- ginal form of the bioaerosol data. The second aspect is to understand standardisation as va- riable weighting, including the option to refrain from standardisation in situations where the variability of variables may be roughly proportional to the variable importance for classification, or to standardise certain groups of variables against each other, as will be suggested for the bioaerosol data. Tutti gli interessati sono invitati a partecipare per maggiori informazioni: www.dismeq.unimib.it - francesca.greselin(a)unimib.it

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Seminario Prof. Mesiar a RM1
by Fabio Spizzichino 30 Sep '15

30 Sep '15

Il Prof. Radko Mesiar (STU Bratislava) terrà un seminario sul tema *On the role of ultramodularity (and Schur concavity) in the construction of binary copulas* Il prossimo Venerdì 2 ottobre, ore 14:30, presso l'Aula di Consiglio del Dipartimento di Matematica dell'Universita' La Sapienza Tutte le persone interessate sono invitate ad intervenire Fabio Spizzichino *Abstract. * We discuss and stress the role of ultramodularity in special types of constructions of binary copulas. After recalling of some known ultamodularity-based results, we focus on a the so-called D-product of a copula and its dual. We show that for each copula D which is ultramodular and Schur concave on the left upper triangle of the unit square, this D-product of an arbitrary copula and its dual is again a copula. Several examples and counterexamples are given. Finally, some of our results are generalized to the case of semicopulas and quasi-copulas. Work in collaboration with E. P. Klement, A. Kolesarova and S. Saminger-Platz

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Winter School in Padova (February 2016)
by Giorgia Callegaro 30 Sep '15

30 Sep '15

Dear all, in collaboration with Evry University, ENSIIE and University Paris Diderot, the Department of Mathematics of the University of Padova is organizing a Winter School on recent advances in Mathematical Finance, that will be held in Padova in the period *8-12 February 2016*. Two main courses, on “Energy Markets” and “Pricing with Funding and Counterparty Risks” will be given, respectively, by Rene Aid (EdF) and Andrea Pallavicini (Banca IMI and Imperial College). Moreover, four mini-course are scheduled, on longevity risk (Nicole El Karoui), optimal stopping (Goran Peskir), polynomial processes (Martin Larsson) and numerical methods (Nadia Oudjane). More details can be found at the link: http://www.maths.univ-evry.fr/conferences/padova2016/index_ws.htm#section1 Accomodation during the period 7-12 February will provided to a limited number (maximum 35) of students selected among candidates who will send us, via the online form available here: http://www.maths.univ-evry.fr/conferences/padova2016/Application_ws.htm#sec… their CV and recommendation letter before the *31st October 2015.* Thanks for your attention and see you in Padova! Giorgia Callegaro (on behalf of the Organizing Committee) -- 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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Convegno in onore di Eugenio Regazzini - Pavia
by Antonio Lijoi 26 Sep '15

26 Sep '15

******************************************************** Convegno in onore di Eugenio Regazzini - Pavia ******************************************************** In occasione del settantesimo compleanno di Eugenio Regazzini, il 10 e l'11 giugno 2016 a Pavia si terra' il convegno * Advances in Statistics, Probability and Mathematical Physics * * A Conference in Honour of Eugenio Regazzini * Una versione preliminare del sito del convegno, con l'elenco dei relatori invitati, puo’ essere consultata all'indirizzo: http://matematica.unipv.it/eugenioconference L'iscrizione al convegno sara' gratuita, ma necessaria per ragioni organizzative. Nelle prossime settimane il sito verra' aggiornato con ulteriori dettagli, inclusi quelli riguardanti la registrazione. Cordiali saluti, Antonio Lijoi -- Antonio Lijoi University of Pavia http://economia.unipv.it/alijoi

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Seminario LAVANCIER
by Matteo Ruggiero 26 Sep '15

26 Sep '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Veberdi 2 Ottobre 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Frederic LAVANCIER (Université de Nantes) DETERMINANTAL POINT PROCESS MODELS AND STATISTICAL INFERENCE Abstract: In this talk, I will demonstrate that Determinantal point processes (DPPs) provide useful models for the description of repulsive spatial point processes. Such data are usually modeled by Gibbs point processes, where the likelihood and moment expressions are intractable and simulations are time consuming. I will recall the definition of a DPP and review some of these appealing properties which make DPP models well suited for statistical analysis. In particular the ’most repulsive’ DPP will be characterized. Parametric models of DPPs will be introduced, where the likelihood and moment expressions can be easily evaluated and realizations can be quickly simulated. Some illustrations on real datasets will be presented. This work has been carried out in collaboration with Jesper Møller and Ege Rubak, Aalborg University. The study of the repulsiveness of DPPs is part of a joint work with Christophe Biscio, University of Nantes. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://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

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Fwd: Job opportunities in Financial Mathematics, London (fwd)
by Tiziano Vargiolu 25 Sep '15

25 Sep '15

---------- Forwarded message ---------- Date: Fri, 25 Sep 2015 12:52:32 +0200 From: Laura Caravenna <laura.caravenna(a)gmail.com> Subject: Fwd: Job opportunities in Financial Mathematics, London Dear all UCL Mathematics department is currently advertising for two lecturers / senior lecturers in Financial Mathematics. https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner=5041178&ownertype=fair… Best wishes Helen. -- Dr Helen Wilson President, British Society of Rheology Deputy Head, Department of Mathematics UCL Gower Street, London WC1E 6BT 020 7679 1302

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Fwd: Mathematics for Industry: funding calls open
by Alessandra Micheletti 24 Sep '15

24 Sep '15

---------- Forwarded message ---------- From: MI-NET <MI-NET(a)bath.ac.uk> Date: Thu, Sep 24, 2015 at 12:34 PM Subject: Mathematics for Industry: funding calls open To: MI-NET <MI-NET(a)bath.ac.uk> ***Apologies for cross posting *** As part of the recently-established Mathematics for Industry Network (MI-NET) EU COST Action www.mi-network.org, whose aim is to facilitate more effective widespread application of mathematics to all industrial sectors, we are pleased to announce that *funding calls* for - One day themed Industrial Workshops http://mi-network.org/industrial-workshops/ - Mathematical Modelling Training Weeks http://mi-network.org/modelling-weeks/ - Short-Term Scientific Missions (research visits) http://mi-network.org/short-term-scientific-missions/ - European Study Groups (problem-solving workshops) with Industry http://mi-network.org/study-groups-with-industry/ are now open for applications from academic researchers or industrial practitioners from any COST country that is part of Action TD1409 http://www.cost.eu/COST_Actions/tdp/TD1409?parties The next deadline for all calls is the *20th October 2015*. We’d be very grateful if you could help us publicise the calls widely, and encourage your colleagues - especially early-career investigators (researchers within 8 years of their PhD) - to apply! Best wishes, Jo and Filipa Dr Joanna Jordan Dr Filipa Vance http://mi-network.org/ -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Seminar announcement
by Marco Scarsini 23 Sep '15

23 Sep '15

Department of Economics and Finance Internal Seminar Thursday,September 24, from 1 to 2 pm Meeting room, 5th floor János Flesch (Maastricht University). Title: Subgame-Perfect Epsilon-Equilibrium in Perfect Information Games. Abstract: We consider multi-player perfect information games. These games are played on a tree of infinite depth, where each node is controlled by one of the players. Play of the game starts at the root. At every node that play visits, the player who controls this node has to choose one of the outgoing arcs. This induces an infinite sequence of nodes in the tree, and depending on this sequence, each player receives a payoff. A strategy profile is called a Nash epsilon-equilibrium if no player can gain more than epsilon by a unilateral deviation. Such games are known to admit a Nash epsilon-equilibrium (Mertens and Neyman 1986) for all positive epsilon, provided that the payoff functions of the players are bounded and Borel measurable. In this talk, we examine the existence of a subgame-perfect epsilon-equilibrium in these games. A subgame-perfect epsilon-equilibrium is a strategy profile that induces a Nash epsilon-equilibrum in every subgame (that is, not only from the root, but also from every other node in the tree). We provide an overview of recent existence and non-existence results. Particular attention is paid to the result (Flesch and Predtetchinski 2015) that a subgame-perfect epsilon-equilibrium exists, for every epsilon>0, if the payoff functions are bounded and exhibit common preferences at the limit. Moreover, if the payoff functions also have finite range, then there exists a pure subgame-perfect 0-equilibrium. These results extend and unify the existence theorems for bounded and semicontinuous payoffs in Flesch et al [2010] and Purves and Sudderth [2011]. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario Prof. Macci
by giuliano＠dm.unipi.it 21 Sep '15

21 Sep '15

Il Prof, Claudio Macci, dell'Universita' di Roma Tor Vergata, sara' ospite del Dipartimento di Matematica nei giorni 22-23-24 settembre. Terra' un seminario dal titolo "Asymptotic results for runs and empirical cumulative entropies" Il seminario si svolgera' mercoledi 23 settembre alle ore 11 nell'Aula Magna del Dipartimento. Tutti gli interessati sono invitati Rita Giuliano

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Fwd: NeuroMat Posdoctoral Fellowships
by davide gabrielli 21 Sep '15

21 Sep '15

Postdoctoral fellowships in neuromathematics and computational neuroscience in SÃ£o Paulo, Brazil The Research, Innovation and Dissemination Center for Neuromathematics (NeuroMat, http://neuromat.numec.prp.usp.br/ ), hosted by the University of SÃ£o Paulo, Brazil, and funded by FAPESP (Sao Paulo Research Foundation, http://www.fapesp.br/en/) is offering several postdoctoral fellowships for recent PhDs with outstanding research potential. The research will involve collaborations with Probabilists, Statisticians, Computer Scientists, Statistical Physicists and Neuroscientists associated to NeuroMat. We seek candidates capable to develop independent research in one of the research lines below. 1. Mathematical and/or computational modeling of stochastic spiking neural networks. 2. Electroencephalographic data acquisition, processing and quantitative analysis. Candidates are required to have at least one of the profiles below: - A strong background in probability theory with emphasis on stochastic processes or alternatively in statistics with emphasis on statistical model selection. Previous knowledge of rigorous statistical mechanics, random graphs or stochastic modelling in biosciences will be favourably considered. - A strong mathematical and/or computational background and experience with computers and programming. Previous experience with development and/or simulation of neural brain models, complex networks and parallel computing will be favourably considered. - A strong background in neuroscience with previous experience in neurophysiological data acquisition, processing and analysis. Knowledge of computer programming will be favourably considered. Previous experience with multidisciplinary research teams is welcome. - A strong background in computer science with experience in the development of algorithms, software tools and data bases. Previous research experience in neuroscience or related areas will be favourably considered. The initial appointment is for two years, with a possible extension to up to four years, conditional on research progress. Salary is competitive at international level, and fellows benefit from extra funds for travel and research expenses plus limited support for relocation expenses. Application instructions Applicants should complete and submit the application form at http://neuromat.numec.prp.usp.br/postdoc-form. The following documents and information are requested (please see the form for further details): - Summary of the Curriculum vitae. Please follow the FAPESP format; see www.fapesp.br/en/6351 for instructions. - List of publications, with links to those available online. - Pointers to other research related output, such as software, web pages, and so forth. Candidates should be willing to send copies of publications, if requested. - A summary of your research plan for the next 2 years, up to 5 pages length. It should explicitly address its place in the framework of the NeuroMat mission and research program ( http://neuromat.numec.prp.usp.br/scientific_project) - Any further information deemed relevant to the application. In addition to the above, we require at least 2 recommendation letters. Those should be mailed by the recommenders directly to *postdoc-appl(a)numec.prp.usp.br <postdoc-appl(a)numec.prp.usp.br>*. Candidates are encouraged to apply at their earliest convenience. Two independent evaluation rounds are planned: 1. On October 12, 2015. 2. On November 16, 2015. Appointments are expected to be effective within 2 to 6 months after evaluation date. Remark Approved candidates will be requested to expand their five-page research plan to a full two-year proposal. For the implementation of the fellowships, those proposals, together with all the application material received, will be submitted to FAPESP for final approval. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Programma "Mercati energetici e metodi quantitativi: un ponte tra Università e Aziende" (fwd)
by Tiziano Vargiolu 17 Sep '15

17 Sep '15

From: unponte2015 <unponte2015(a)stat.unipd.it> (ci scusiamo per eventuali mail multiple) Egr. dott./dott.ssa si segnala che e' stato pubblicato il programma del workshop "Mercati energetici e metodi quantitativi: un ponte tra Universit? e Aziende". L'evento avra' luogo presso l'Universita' di Padova, Palazzo Bo, Aula Nievo, il prossimo 8 Ottobre 2015. La partecipazione e' gratuita, ma limitata, a causa della scarsa disponibilita' di posti, ai primi 100 partecipanti iscritti seguendo la procedura indicata sul sito web dell'evento: http://www.unponte2015.stat.unipd.it/ Sperando di averla tra i partecipanti, la salutiamo cordialmente. Dott. Enrico Edoli (Phinergy srls) Prof. Francesco Lisi (Dipartimento di Scienze Statistiche, Universit? di Padova) Prof. Tiziano Vargiolu (Dipartimento di Matematica, Universit? di Padova) ----------------------------------------------------------------- unponte2015 email: unponte2015(a)stat.unipd.it web: http://www.unponte2015.stat.unipd.it/ ------------------------------------------------------------------

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Politecnico di Milano - Seminario Alois Kneip
by Laura M. Sangalli 16 Sep '15

16 Sep '15

Si avvisa che in data 30-09-2015, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Alois Kneip Universitat Bonn Titolo: Nonparametric Registration to Low-Dimensional Functionspaces Abstract: Registration aims to decompose amplitude and phase variation of samples of curves. Phase variation is captured by warping functions which monotonically transform the domains of sample curves. Resulting registered curves should then only exhibit amplitude variation. Most existing registration method rely on aligning typical shape features like peaks or valleys to be found in each sample function. It is shown that this is not necessarily an optimal strategy for subsequent statistical data exploration and inference. In this context a major goal is to identify low dimensional linear subspaces of functions that are able to provide accurate approximations of the observed functional data. In this paper we present a registration method where warping functions are defined in such a way that the resulting registered curves span a low dimensional linear function space. Problems of identifiability are discussed in detail, and connections to established registration procedures are analyzed. The method is applied to real and simulated data. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- 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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Politecnico di Milano - Seminario Bill Sudderth
by Laura M. Sangalli 16 Sep '15

16 Sep '15

Si avvisa che in data 16-10-2015, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Bill Sudderth School of Statistics, University of Minnesota Titolo: How to Control a Process to a Goal Abstract: Suppose that you have a fortune of $10 and seek to reach $100 by placing bets at xed odds on repetitions of a given event such as the appearance of red (or black) on each spin of a roulette wheel. What is the best strategy for you to reach your goal? What strategy will get you there in the least expected time? What if you are competing with another player? I will discuss these and related problems in both discrete and continuous time. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- 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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Seminario MASSIMINI (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti (giacomo.aletti) 15 Sep '15

15 Sep '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno lunedì 21 Settembre 2015, alle ore 14.30, nell'Aula Dottorato (primo piano) del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Consciousness and complexity: from theory to practice" Marcello MASSIMINI Dipartimento di Scienze biomediche e cliniche 'Luigi Sacco' Università degli Studi di Milano Abstract: We usually assess another individual’s level of consciousness based on her/his ability to connect to the surrounding environment and produce appropriate responses. However, conscious experience can be entirely generated within the brain, even in the absence of any interaction with the external world; this happens almost every night, during dreaming, and may occur during certain forms of anesthesia as well as in brain-injured patients who emerge from coma and remain unresponsive. Hence, clinical and physiological evidence advocate the development of brain-based metrics that are independent on both sensory inputs and motor outputs. As an attempt in this direction, an empirical measure of brain complexity has been recently developed based on the electroencephalographic (EEG) response to a direct cortical perturbation with transcranial magnetic stimulation (TMS), the perturbational complexity index (PCI). Based on theoretical postulates, PCI gauges the conjoint presence of integration and information in the human brain, independently of sensory inputs and motor outputs. In a series of experiments, PCI was tested on TMS-evoked potentials recorded in healthy subjects during wakefulness, dreaming, NREM sleep, and different levels of sedation induced by different anesthetic agents (including the dissociative anesthetic ketamine), as well as in patients who emerged from coma and attained a stable diagnosis. Overall, PCI allows a reliable assessment of the level of consciousness at the individual level even in subjects who are fully disconnected from the surrounding environment on both the input and output side. These measurements are scientifically relevant in the context of the information integration theory of consciousness (IITC) and prompt further validation toward the development of a practical diagnostic test. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell:+39-340-9739142 **************** Per destinare il 5x1000 all'Universita' degli Studi di Milano: indicare nella dichiarazione dei redditi il codice fiscale 80012650158. http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_con…

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Annuncio di seminario
by Ilia Negri 14 Sep '15

14 Sep '15

Dear all, I’m are glad to invite you to the following seminar. When: Thursday, September 19th, 2015, 14:30 Where: Department of Management, Economics and quantitative Methods, Via dei Caniana n. 2 – Room 15 Title: A stochastic maximal inequality, strict countability, and related topics Speaker: Yoichi Nishiyama (Waseda University, Tokyo) Abstract: As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula, is presented. The main results are some weak convergence theorems for sequences of separable random fields of locally square-integrable martingales under the uniform topology with the help also of entropy methods. As special cases, some new results for i.i.d. random sequences, including a new Donsker theorem and a moment bound for suprema of empirical processes indexed by classes of sets or functions, are obtained. An application to statistical estimation in semiparametric models is presented with an illustration to construct adaptive estimators in Cox's regression model. Ilia Negri http://www.unibg.it/pers/?ilia.negri

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DRM2015 - deadline approaching
by fabio.bellini 14 Sep '15

14 Sep '15

Dear colleagues, let me recall that tomorrow is the deadline for submitting an abstract to the "Dependence and Risk Measures" conference that will take place on November 12-13 at the University of Milano-Bicocca. Further informations: https://sites.google.com/site/dependenceriskmeasures/ Best regards Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca

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Seminario Prof. Jorge P. Zubelli
by Sabrina Mulinacci 13 Sep '15

13 Sep '15

Carissimi tutti, segnalo il seguente seminario del Prof. Jorge P. Zubelli, dell'IMPA di Rio de Janeiro che si terrà in Aula 1 presso il Dipartimento di Scienze Statistiche “P. Fortunati” in Via Belle Arti 41, 40126 Bologna. Tutti gli interessati sono invitati a partecipare Un caro saluto Sabrina Mulinacci ********************************************************************* Prof. Jorge P. Zubelli, dell'IMPA di Rio de Janeiro Titolo del seminario: "Calibration of Local Volatility Models from Option Data for Commodities." Abstract: Local volatility models are extensively used and well-recognized for hedging and pricing in financial markets. They are frequently used, for instance, in the evaluation of exotic options so as to avoid arbitrage opportunities with respect to other instruments. Derivatives for commodities are extensively traded instruments in financial markets, especially in energy and oil ones. They are particularly challenging since the spot prices are not directly observable, thus requiring a further modeling effort. The ill-posed character of local volatility surface calibration from market prices requires the use of regularization techniques either implicitly or explicitly. Such regularization techniques have been widely studied for a while and are still a topic of intense research. We have employed convex regularization tools and recent inverse problem advances to deal with the local volatility calibration problem. In this talk we shall describe ongoing work on the use local volatility models in the context of commodity markets, in particular applied to energy and oil ones. This work is part of ongoing collaboration with V. Albani (Vienna), U. Ascher (Toronto), and Xu Yang (IMPA).

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seminario Patrick Beissner
by Emanuela Rosazza 11 Sep '15

11 Sep '15

Cari tutti, martedì 15 settembre alle ore 16 il Dott. Patrick Beissner (Bielefeld University, Germania) terrà in Bicocca (edificio U7- aula 2062 (aula demografica) – secondo piano) un seminario dal titolo “Asset Pricing and Bubbles under Sentiment-Based Expectations”. Abstract: We propose a formal theory of asset pricing that allows us to explain how sentiments in the market may influence price formation. A fully nonlinear expectation captures behavioral market sentiments in terms of waves between optimism and pessimism. The approach follows the standard procedure by extracting some stochastic Euler equation from a representative agent equilibrium model. Preferences are represented through sentiment-based expected utility. In equilibrium, the resulting asset price process can then be described by a new (nonlinear) conditional sentiment-based expectation. In a final step, we observe the possible emergence of a bubble that is induced by disagreement of optimism and pessimism for the market relevant pricing measures. Joint work with Patrick Cheridito. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, 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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Seminario Dr. Cosetta Minelli - Mendelian Randomisation - 12 ottobre 2015
by Alessandro Marcon 11 Sep '15

11 Sep '15

Gentilissimi/e, vi invio un avviso di seminario, con preghiera di massima diffusione. Sede del seminario: Istituti Biologici 2, Università di Verona, strada Le Grazie 8 (VERONA). Distinti saluti, Alessandro Marcon Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Diagnostics and Public Health University of Verona Strada Le Grazie 8, 37134 Verona, Italy tel. +39 045 8027668 Avviso di SEMINARIO Lunedì 12 ottobre 2015 ore 11.00-11.45 Aula Igiene & Statistica (Istituti Biologici 2, blocco B, secondo piano) Dr. Cosetta Minelli Senior Lecturer in Medical Statistics, National Heart and Lung Institute, Imperial College London *Mendelian randomization: * *The use of genes as instruments to strengthen causal inference in epidemiology* Mendelian randomization is an approach that uses genes as instrumental variables to derive unconfounded estimates of the effects of risk factors (e.g. biomarkers) on disease traits, and is therefore increasingly being used in epidemiology to distinguish causal from spurious associations. Since genes are randomly allocated at conception, genetic effects on a biomarker cannot be affected by classical confounding (e.g. lifestyle factors) or reverse causation (e.g. biomarker level being influenced by the presence of disease). Demonstration that a genetic variant known to modify the biomarker also modifies the disease trait represents indirect evidence of a causal biomarker-disease association. The validity of Mendelian Randomization, however, is based on instrumental variable assumptions, the most important being absence of pleiotropy. This talk will describe the approach, discuss ways to assess pleiotropy, highlight opportunities and challenges offered by available genome-wide data, and discuss its extension to the field of epigenetics (two-step epigenetic Mendelian randomization).

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Fwd: SYMMYS
by Tiziano Vargiolu 10 Sep '15

10 Sep '15

---------- Forwarded message ---------- From: Elisa Appolloni <elisa.appolloni(a)symmys.com> Date: 2015-09-10 9:52 GMT+02:00 Subject: SYMMYS To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Dear Professor Vargiolu I am reaching out to you because at SYMMYS (the company for which I work) we are looking to add new resources for our Advanced Risk and Portfolio Management program. Would you mind circulating the message below to interested and qualified candidates? Interested candidates can send me an email at elisa.appolloni(a)symmys.com. Thank you, Elisa Appolloni The company SYMMYS, LLC (www.symmys.com) is a privately held research institution based in New York City, directed by Attilio Meucci. SYMMYS? mission is to spread Advanced Risk and Portfolio Management (ARPM) ideas and techniques in the financial industry and in academia. The opportunity SYMMYS is looking for new consultants for its research project in Advanced Risk and Portfolio Management (ARPM). The job, which requires a full time commitment, consists of reviewing and coding case studies in advanced quantitative finance. The consultant will work remotely from home or from one of the affiliate universities, communicating via multi-media with other members of the SYMMYS team. The position represents an excellent academic experience for applicants who intend to pursue a PhD, which SYMMYS may sponsor. The position also presents a great opportunity for candidates (that maybe have already a PhD) who wish to remain in the financial industry. Indeed, the learning curve is constantly steep, and the compensation is competitive. The candidate - Master's level degree in Physics, Mathematics, Economics or Computer Sciences - Good knowledge of calculus, linear algebra, statistics, probability, financial mathematics - Proficiency in LaTeX - Proficiency in MATLAB - Proficiency in programming languages, such as C/C++, JavaScript, Python, or similar (knowledge of Python, IPython and/or IPython Notebook are beneficial) [cleardot.gif] - Working knowledge of English Compensation 22,000 euros per year, paid monthly -- www.SYMMYS.com - Advanced Risk and Portfolio Management? -- www.SYMMYS.com - Advanced Risk and Portfolio Management?

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de Finetti Risk seminar - september 2015
by Emanuela Rosazza 08 Sep '15

08 Sep '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Title: Project Evaluation under Uncertainty: From Minimal Martingale Measures to Implementation. Speaker: Jorge P. Zubelli (IMPA) Abstract: Industrial strategic decisions have evolved tremendously in the last decades towards a higher degree of quantitative analysis. Such decisions require taking into account a large number of uncertain variables and volatile scenarios, much like financial market investments. Furthermore, they can be evaluated by comparing to portfolios of investments in financial assets such as in stocks, derivatives and commodity futures. This revolution led to the development of a new field of managerial science known as Real Options. The use of Real Option techniques incorporates also the value of flexibility and gives a broader view of many business decisions that brings in techniques from quantitative finance and risk management. Such techniques are now part of the decision making process of many corporations and require a substantial amount of mathematical background. Yet, there has been substantial debate concerning the use of risk neutral pricing and hedging arguments to the context of project evaluation. We discuss some alternatives to risk neutral pricing that could be suitable to evaluation of projects in a realistic context with special attention to projects dependent on commodities and non-hedgeable uncertainties. More precisely, we make use of a variant of the hedged Monte-Carlo method of Potters, Bouchaud and Sestovic to tackle strategic decisions. This leads to interesting numerical analysis questions and to connections with BSDEs. LOCATION: The seminar will be held on Thursday, September 17, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 17.30. Take note that de Finetti Risk Seminars will be held on Thursday only for this talk, while they are usually planned on Wednesday. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** 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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Visita del Prof. Claudio Macci
by giuliano＠dm.unipi.it 07 Sep '15

07 Sep '15

Il Prof, Claudio Macci, dell'Universita' di Roma Tor Vergata, sara' ospite del Dipartimento di Matematica nei giorni 22-23-24 settembre. Terra' un seminario dal titolo "Asymptotic results for runs and empirical cumulative entropies" Data ora, aula del seminario saranno comunicate non appena possibile. Tutti gli interessati sono invitati a partecipare Rita Giuliano

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Seminario Mingyuan ZHOU
by Matteo Ruggiero 04 Sep '15

04 Sep '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Mercoledi 9 Settembre 2015 alle ore 12:30, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Mingyuan ZHOU (University of Texas at Austin) THE POISSON GAMMA BELIEF NETWORK Abstract: A key issue in deep learning is to define an appropriate network structure, including both the depth of the network and the width of each hidden layer, which may be naturally addressed with completely random measures. We propose the Poisson gamma belief network (PGBN), which factorizes each of its layers into the product of a connection weight matrix and the nonnegative real hidden units of the next layer, to infer a multilayer representation of high-dimensional count vectors. We use the gamma-negative binomial process together with a layer-wise training strategy to infer the network structure, allowing the width of each hidden layer to grow without bound. We further demonstrate that with a fixed budget on the width of the first layer, the PGBN can increase its number of hidden layers to boost its performance. We propose an efficient upward-downward Gibbs sampler to jointly train all the hidden layers of the PGBN, with example results on text analysis illustrating its efficacy and unique properties. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://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

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Assistant Professor with tenure track RTDB politecnico di milano (fwd)
by Carlo Sgarra 03 Sep '15

03 Sep '15

Politecnico di Milano opened a public selection procedure to recruit one Researcher (RTDB Senior) for sector 13 / D4 - Mathematical Methods for Economics, Actuarial and Financial Science http://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=219&L=1 Please circulate the information to all those who might be interested. The deadline is October 20 Carlo Sgarra

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International Conference on "Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk" in Venice - Programme
by Monica Billio 02 Sep '15

02 Sep '15

14th INTERNATIONAL CONFERENCE C R E D I T 2015 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* Venice, Italy 1 - 2 October 2015 The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference this year focuses on *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* and will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference is the *fourteenth* of a series dedicated to various aspects of credit risk. The *co-sponsors* of the Conference are *GRETA Associati* (Venice, Italy), *Research Center SAFE *at Goethe University Frankfurt (Frankfurt, Germany), the *University of Zurich* (Zurich, Switzerland) and *Intesa Sanpaolo *(Milan, Italy). The Conference is organised under the *auspices *of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank.* The Scientific Committee for the Conference consists of: *Steven Ongena* (University of Zurich, Programme Chair), *Mark Carey (*Board of Governors of the Federal Reserve System), *Hans Degryse* (KU Leuven), *Jan Krahnen* (SAFE & Goethe University), *André Lucas* (VU University Amsterdam), *Loriana Pelizzon* (SAFE, Goethe University & Ca’ Foscari University of Venice) and *Stephen Schaefer* (London Business School). PROGRAMME Thursday, October 1 2015 9.00 - 9.15_Welcome and Opening Remarks _Monica Billio (Ca’ Foscari University of Venice) Steven Ongena (University of Zurich & Swiss Finance Institute, CREDIT 2015 Programme Chair) 9.15 - 11.00_Session I: Organization and Risk_ Key-note talk: /Information, Credit and Organization,/ Vikrant Vig (London Business School) /Financial Synergies and the Organization of Bank Affiliates: A Theoretical Perspective on Risk and Efficiency, /Elisa Luciano (University of Torino) and Clas Wihlborg (Chapman University) - Discussant: Jean-Edouard Colliard (HEC Paris) /Restructuring Failure and Optimal Capital Structure, /Alfred Lehar (University of Calgary) - Discussant: Jan Pieter Krahnen**(SAFE & Goethe University Frankfurt) 11.45 - 13.00_Session II: Systemic Risk_ Key-note talk: /Risk Premia in Loan Markets,/ Mark Carey (Board of Governors of the Federal Reserve System) /Soft Budget Constraints and Systemic Risk, /Alan D. Morrison (University of Oxford) and Ansgar Walther (University of Oxford) - Discussant: Alessandro Fontana**(Joint Research Center, European Commission) 14.15 - 15.15_Session III: Securitization_ /Arbitraging the Basel Securitization Framework: Evidence from German ABS Investment, /Matthias Efing (Swiss Finance Institute & University of Geneva) - Discussant: Stephen Schaefer**(London Business School) /Securitisation, Bank Capital and Financial Regulation: Evidence from European Banks, /Alessandro Diego Scopelliti (University of Warwick & University of Reggio Calabria) - Discussant: André Lucas**(VU University Amsterdam & Tinbergen Institute) 15.15 - 16.15**_Poster Session 1 _16.15 - 18.00_Session IV: Housing Credit Risk_ Key-note talk: /Beyond Mortgages: Equity Financing of Homes,/ Hayne Leland (University of California, Berkeley) /Loan Product Steering in Mortgage Markets, /Sumit Agarwal (National University of Singapore), Gene Amromin (Federal Reserve Bank of Chicago), Itzhak Ben-David (Ohio State University) and Douglas D. Evanoff (Federal Reserve Bank of Chicago) - Discussant: Geng Li**(Board of Governors of the Federal Reserve System) /Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class, /Manuel Adelino (Duke University, Durham), Antoinette Schoar (MIT Sloan School of Management, Cambridge & NBER) and**Felipe Severino**(Dartmouth, Hanover) - Discussant: Isaac Hacamo**(Indiana University, Bloomington) Friday, October 2 2015 9.00 - 10.30_Session V: Information Asymmetries_ /Rating Agencies and Information Efficiency: Do Multiple Credit Ratings Pay Off? The Case of RMBS Rating Migration, /Stefan Morkoetter (University of St. Gallen), Roman Stebler (University of St. Gallen) and Simone Westerfeld (University of Applied Sciences Northwestern Switzerland) - Discussant: Douglas T. Breeden**(Duke University) /Show Me Yours and I’ll Show You Mine: Sharing Borrower Information in a Competitive Credit Market, /Jaap Bos (Maastricht University), Ralph De Haas (EBRD and Tilburg University) and Matteo Millone (VU University Amsterdam) - Discussant: Reinhard Schmidt**(SAFE & Goethe University Frankfurt) /Information, Contract Design, and Unsecured Credit Supply: Evidence from Credit Card Mailings, /Song Han (Board of Governors of the Federal Reserve System), Benjamin J. Keys (University of Chicago) and Geng Li (Board of Governors of the Federal Reserve System) - Discussant: Arjen Siegmann (VU University Amsterdam) 11.15 - 13.00_Session VI: Interbank Market and Liquidity Risk_ Key-note talk: /Central Bank Policies and Bank Credit Risk,/ Viral Acharya (New York University) /Lending-of-last-resort Is as Lending-of-last-resort Does: Central Bank Liquidity Provision and Interbank Market Functioning in the Euro Area, /Carlos Garcia de Andoain (European Central Bank), Florian Heider (European Central Bank), Marie Hoerova (European Central Bank) and Simone Manganelli (European Central Bank) - Discussant: Marti G. Subrahmanyam**(New York University) / The Euro Interbank Repo Market, /Loriano Mancini (Swiss Finance Institute), Angelo Ranaldo (University of St. Gallen) and Jan Wrampelmeyer (University of St. Gallen) - Discussant: Alain Monfort**(CREST & Banque de France) 14.30 - 15.30_Session VII: Inequality and Credit Risk_ /Does Inequality Cause Financial Distress? Evidence from Lottery Winners and Neighboring Bankruptcies, /Sumit Agarwal (National University of Singapore), Vyacheslav Mikhed (Federal Reserve Bank of Philadelphia) and Barry Scholnick (University of Alberta) - Discussant: Roger M. Stein (MIT Laboratory for Financial Engineering, Cambridge) /Conflicting Security Laws and The Democratization of Credit: France's Reform of the Napoleonic Code, /Kevin Aretz (Manchester Business School), Murillo Campello (Cornell University & NBER) and Maria-Teresa Marchica (Manchester Business School) - Discussant: Matteo Millone (VU University Amsterdam) 15.30 - 16.30_Poster Session 2 _16.30 - 18.00_PANEL Session _ REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2015/credit2015.htm <http://www.greta.it/credit/credit2015/credit2015.htm>). Registration fees are: Academics: 300 Euro + VAT Practitioners: 1000 Euro + VAT Academics Poster Presenter: 130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT PhD Students*: 130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: - Admission to all scientific sessions - Lunches and coffee service during the Conference - Conference kit The registration fees do not fully cover the conference dinner on October 1st, 2015, for which there is an extra charge of 80.00 Euro per person (conference attendees as well as accompanying persons). For more detailed information (registration, accommodation and Conference venue), please refer to the Conference website: http://www.greta.it/credit/credit2015/credit2015.htm <http://www.greta.it/credit/credit2015/credit2015.htm> -- "Nota automatica aggiunta dal sistema di posta. Destina il 5 per mille per sostenere con borse di studio gli studenti meritevoli di Ca' Foscari. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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PhD Position in probability at the University of Cologne
by Pietro Caputo 28 Aug '15

28 Aug '15

Inoltro dal Prof. Alexander Drewitz: Dear Prof. Caputo, I would like to ask you to draw the attention of suitably qualified MSc students to the opening of a PhD student position in probability at the University of Cologne, see https://www.stellenwerk-koeln.de/uploads/tx_exinitswkjobs/wissMA_Mathematis… For simplicity you also find a text version of the opening below. Many thanks in advance and best regards Alexander Drewitz ___________________________________________________________________________ The Institute of Mathematics at the University of Cologne (UoC) is pleased to announce a PhD-Student (m/f) position to be filled as soon as possible. The position is a 50% position; the salary is based on the German TVL-13 scale if terms and conditions under collective bargaining law are fulfilled. The initial appointment is for three years and can be extended up to five years. We are looking for a talented and motivated Ph.D. candidate to carry out research in probability theory motivated by problems from statistical physics. The job profile also includes teaching responsibilities in the group of Prof. Alexander Drewitz, such as organizing tutorials/ seminars as well as supervising students. We require an excellent MSc degree in Mathematics (or similar), as well as a profound knowledge of probability theory. A working knowledge of German is either expected or otherwise to be acquired at the beginning of the appointment. The University of Cologne is an equal opportunity employer in compliance with the German disability laws. Persons with disabilities with equal capability, suitability and professional experience are favored and strongly encouraged to apply. Women with equal capability, suitability and professional experience are favored and strongly encouraged to apply. Interested candidates are invited to submit their applications (in English or German) including a cover letter, CV, copies of relevant transcripts, as well as the names and contact details of two academic referees preferably by email (both to drewitz(a)math.uni-koeln.de and handerka(a)math.uni-koeln.de) as a single pdf-file. Applications received before September 30, 2015 will be fully considered. Please contact the office of Prof. Drewitz (Mrs. Heidi Anderka, email: handerka(a)math.unikoeln.de) for further information.

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Winter school on Stochastic Homogenization in Augsburg
by Marco Romito 17 Aug '15

17 Aug '15

We are happy to announce a winter school on Stochastic Homogenization to be held at the university of Augsburg in Germany, for three full days from February 17 to February 19, 2016. The main course will be given by Felix Otto and additional lectures presented by Scott Armstrong and Antoine Gloria. There will also be a limited number of short contributed talks. The school is intended mainly for PhD students and early stage researchers, but open for everyone. Registration is free, but participants are required to register in advance, for organizational purposes. Further information on the school and deadlines (partial financial support, submission of an abstract for the contributed talks) can be found on the web page of the winter school: http://www.math.uni-augsburg.de/de/prof/ana/Tagungen/Winter-School-Stochast… Looking forward to see you in Augsburg. Best regards, The organizers Lisa Beck, Dirk Blömker, Franco Flandoli and Marco Romito

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PhD in Financial Mathematics at the Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 09 Aug '15

09 Aug '15

The CALL FOR APPLICATIONS FOR ADMISSION TO the PhD PROGRAM in Financial Mathematics at the Scuola Normale Superiore is open (see http://phd.sns.it/en/) For the Autumn session three scholarships are available. The deadline for the application to the Spring session is August 31, 2015. Request of information can be addressed to me. Sincerely, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

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PhD Position at Sussex
by Enrico Scalas 06 Aug '15

06 Aug '15

Car* collegh*, vi trasmetto questo annuncio per una borsa di dottorato con aspetti statistici e probabilistici presso il dipartimento di matematica dell'Universita' del Sussex. Vi prego di farla circolare tra studentesse e studenti potenzialmente interessate. Cordiali saluti Enrico Scalas -- Dear all, Please advertise/send this opportunity to any interested students. The tile of the project is “Characterisation and prediction of events in large dynamic networks” and it supervised by my colleague, Dr Luc Berthouze in Informatics, and I. All the details are available at: http://www.jobs.ac.uk/job/ALO658/characterisation-and-prediction-of-events-… http://www.sussex.ac.uk/study/money/scholarships/pgr2015/view/455 Thank you for your help in this matter and I wish you a lovely Summer. Istvan Kiss. ------------------------------------------------------ Dr Istvan Zoltan Kiss Reader in Mathematics Department of Mathematics University of Sussex Pevensey III-5C6, Falmer Brighton, BN1 9QH, UK Tel: +44(0)1273873021 Mob: +44(0)7890127099 Email: i.z.kiss(a)sussex.ac.uk http://www.maths.sussex.ac.uk/~izkiss/ http://www.sussex.ac.uk/profiles/211073 ------------------------------------------------------

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