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Procedura selettiva Prof. I fascia STAT-04/A (EX SSD SECS-S/06), Dip. Matematica - Università di Bologna
by Fabrizio Lillo 09 Oct '24

09 Oct '24

L'Università di Bologna ha bandito una procedura selettiva per la copertura di un posto di professore universitario di ruolo, I FASCIA, da coprire mediante chiamata ai sensi dell’art. 18, comma 4, Legge 240/2010 per il GSD 13/STAT-04 (EX SC 13/D4 Metodi matematici dell'economia e delle scienze attuariali e finanziarie). Il Dipartimento interessato è quello di Matematica. Il bando è reperibile all'indirizzo https://bandi.unibo.it/s/apos4/d-r-n-1462-del-4-settembre-2024-bando-per-la… La scadenza per la presentazione della domanda è il 24 ottobre 2024. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Seminar Alessandra Bianchi at Tor Vergata 16.10
by Michele Salvi 09 Oct '24

09 Oct '24

Dear all, On Wednesday, October 16th, at 14h00 in Aula D'Antoni of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Alessandra Bianchi (University of Padova) with the seminar "Mixing cutoff for simple random walks on the Chung-Lu directed graph” Abstract: In this talk, we consider a simple random walk defined on a Chung-Lu directed graph, an inhomogeneous random network that extends the Erdos Renyi random digraph by including edges independently according to given Bernoulli laws. In this non-reversible setting, we will focus on the convergence toward the equilibrium of the dynamics. In particular, under the assumption that the average degree grows logarithmically in the size n of the graph (weakly dense regime), we will establish a cutoff phenomenon at the entropic time of order log(n)/loglog(n). We will then show that on a precise window the cutoff profile converges to the Gaussian tail function. This is qualitatively similar to what was proved in a series of works by Bordenave, Caputo, Salez for the directed configuration model, where degrees are deterministically fixed. In terms of statistical ensembles, this analysis provides an extension of these cutoff results from a hard to a soft-constrained model. Joint work with G. Passuello. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6"} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV.

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PhD position at University of Agder
by Mario Maurelli 09 Oct '24

09 Oct '24

Dear colleagues, I am forwarding the following announcement from Torstein Nilssen about a call for a PhD scholarship at the Department of Mathematical Sciences of University of Agder in Norway: https://www.jobbnorge.no/en/available-jobs/job/268182/phd-research-fellow-i… The candidate will conduct research in the intersection between stochastic analysis, fluid equations and differential geometry. More specifically, the project will explore rough path techniques applied to fluid models from geometric hydrodynamics. The project can explore topics of rough path analysis and/or geometric hydrodynamics depending on the interest of the candidate. Deadline: Nov 1st, 2024. For further information you can contact torstein.nilssen(a)uia.no . Best regards Mario Maurelli

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PhD in probabilità a Warwick
by Giuseppe Cannizzaro 09 Oct '24

09 Oct '24

Cari colleghi, Il gruppo di probabilità di Warwick offre borse di studio per dottorati di ricerca. Qualora conosceste qualche bravo studente di master interessato, vi pregherei di far loro presente questa possibilità e inoltrare loro la mail. Cordiali saluti, Giuseppe Cannizzaro --------------------------------- The Probability group at the University of Warwick (*P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>*) is looking for talented students to undertake their *PhD studies* with us. The successful applicant will join one of the *largest probability groups <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* worldwide with an established track record of high-quality research and a broad range of interests <https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re…>. The Probability group is *joint *between the Mathematics and Statistics Department and you can apply to either or *both* (recommended). See P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> for a list of potential supervisors and their affiliation; *co-supervision* is possible and encouraged. The appointments include · *fully funded scholarships* for both UK and international students of the duration of 4 years; · a *travel allowance* for schools, workshops and conferences; · a *training fund* for extended research stays. Applications are received and assessed throughout the year on a *first-come-first-served basis*, with the prestigious Chancellor scholarship has a deadline of *9th December 2024. *For more information on funding please visit the webpage at the following *link <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* . The programme consists of 6 months of *research training* with the possibility to attend graduate level courses taught by leading experts. Further, it is enriched by a variety of activities: 3 dedicated weekly *seminars*; *research focus groups* on cutting-edge topics; minicourses, workshops and conferences, ensuring a continued presence of international and distinguished visitors. Useful links: - P@W group: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Research at P@W: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Fundings: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - CDT in Statistics: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… - CDT in Mathematics: https://warwick.ac.uk/fac/sci/maths/currentstudents/currentpostgraduates/ph…

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SPASS seminar: Omiros Papaspiliopoulos
by Andrea Agazzi 09 Oct '24

09 Oct '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Scalable large scale variational inference * by *Omiros Papaspiliopoulos* (Università Bocconi) The seminar will take place on *TUE, 15.10.2024* at *14:00 CET *in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: Scalable large scale variational inference * *Abstract: The motivation behind this work is a computational framework for approximate statistical inference for the broad class of generalized bi-linear mixed models, special cases of which are generalized linear mixed models, factor models and probabilistic factorization models to mention a few popular examples. The objective is that the resultant inference has theoretically provable guarantees in terms of both uncertainty quantification and computational complexity. * * In this talk, I will first give some highlights of our work in using this framework for analyzing political ideology in Europe and then I will give a stand-alone short introduction to variational inference, discussing some theoretical aspects of its scalability.*

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call for visiting professors
by Irene Crimaldi 09 Oct '24

09 Oct '24

Dear Colleagues, The call for visiting professors is out. Here are the links: https://www.imtlucca.it/it/jobopportunity/visiting-professor-positions-econ… https://inomics.com/job/visiting-professor-programme-in-economics-statistic… Irene Crimaldi

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Seminario di Bertram Duering in Sapienza
by Enrico Scalas 08 Oct '24

08 Oct '24

Car* collegh*, Il 19 novembre 2024, in aula 24 del Dipartimento di Scienze Statistiche, Sapienza, Università di Roma, alle ore 14, il Prof. Bertram Düring della University of Warwick, Mathematics Institute terrà un seminario dal titolo From interacting agents to emerging patterns in economics and sociology Riassunto: Real-world systems in economics and sociology often consist of a large number of interacting agents that may form patterns or develop a collective behaviour. Typical applications include wealth and income distribution in an economy and opinion formation in a society. Mathematical techniques originating from statistical mechanics can be successfully developed further to model such systems and obtain mesoscopic and macroscopic descriptions of the microscopic dynamics. Such approaches frequently lead to generalisations of the classical Boltzmann equation for gas dynamics and associated limit partial differential equations. In this talk I will discuss different kinetic models for wealth distribution and opinion formation, and present analytical and numerical results. Tutte le persone interessate sono invitate a partecipare. Chi fosse interessato a partecipare a distanza, per favore, mi scriva a: enrico.scalas(a)uniroma1.it Cordiali saluti, Enrico Scalas

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Uncertainty and Risk in Financial Mathematics, Milan Decembre 18-19
by Marco Maggis 08 Oct '24

08 Oct '24

Dear Colleagues, We are pleased to invite you to the workshop *"Uncertainty and Risk in Financial Mathematics,"* which will take place on *December 18-19, 2024* at the *Department of Mathematics, University of Milan, via C. Saldini 50*. This workshop will bring together academics and practitioners in the field to discuss the latest developments and challenges related to uncertainty and risk in financial mathematics. The confirmed speakers include: - Peter Bank - Anna Battauz - Fabio Bellini - Fulvia Confortola - Marzia De Donno - Alessandro Doldi - Sigrid Källblad - Athena Picarelli - Sergio Pulido - Nizar Touzi *Registration is free but mandatory* for organizational purposes. You can find more information and updates on the workshop website: Workshop Website <https://sites.google.com/view/unrifim24/home?authuser=0> We hope you will join us for this event, and we look forward to welcoming you to Milan. Best regards, Marco Maggis, Marco Frittelli, and Luciano Campi

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post-doctoral positions in Paris - PSL
by CRISTINA TONINELLI 08 Oct '24

08 Oct '24

Dear colleagues, PSL university is awarding two Junior Research Chairs (three-year highend postdoctoral positions) as part of its research programme 'Statistical Physics and Mathematics’. This programme gathers physicists and mathematicians from three departments: * CEREMADE at University Paris Dauphine – PSL, * DMA at Ecole normale supérieure – PSL * LPENS at Ecole normale supérieure – PSL. Application deadline: 28th November 2024. Further details about the position and the application procedure can be found here : https://academicjobsonline.org/ajo/jobs/28737 Further details about our project and associated activities; may be found here https://www.ceremade.dauphine.fr/dokuwiki/psl-spm:start Feel free to also get in touch with one of us for any additional questions. WIth best wishes, the coordinators of the program Guillaume Barraquand Djalil Chafai Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Fwd: Post-doctoral position in Paris
by Maurizia Rossi 08 Oct '24

08 Oct '24

Dear all, Please find below more information about this position. Best wishes, Maurizia - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com ---------- Messaggio inoltrato --------- Da: Nathael Gozlan <Nathael.Gozlan(a)math.cnrs.fr> Data: mar 8 ott 2024 alle 10:37 Oggetto: Post-doctoral position in Paris A: Natael Gozlan <Nathael.Gozlan(a)math.cnrs.fr> CC: Dear colleagues, A two years post-doctoral position is open in Université Paris Cité (Laboratoire MAP 5). It is funded by the ANR project SOCOT (Stochastic Orders and Constrained Optimal Transport). All candidates with a background in optimal transport, stochastic mass transport, convex geometry or functional inequalities are encouraged to apply. The position is expected to start in September 2025 or later. All relevant informations may be found in the pdf file attached to this email. The application deadline is January 31st. If you know young researchers who could be interested, please forward this email to them. Best regards, Nathael Gozlan

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Seminario PRISMA oggi
by Francesco Caravenna 08 Oct '24

08 Oct '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) Ricordiamo che oggi, martedì 8 ottobre 2024, Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) parleranno di Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) TITOLO: Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn. RIASSUNTO: Nel 1931, E.Schrödinger si interessò al problema di calcolare l’evoluzione più probabile di una nube di particelle Browniane indipendenti condizionatamente all’osservazione della loro configurazione agli istanti iniziale e finale. In linguaggio moderno, questo problema, detto problema di Schrödinger, viene formulato rigorosamente attraverso la teoria delle grandi deviazioni come un problema di minimizzazione entropica con vincoli marginali. Molti anni dopo, T.Mikami scoprì che il problema di Schrödinger converge verso il problema del trasporto ottimo, detto di Monge-Kantorovich, nel limite di rumore piccolo. Questo collegamento, che permette di vedere il problema di trasporto entropico come una regolarizzazione del problema deterministico, è stato largamente sfruttato negli ultimi anni nel contesto dello statistical machine learning. Il motivo principale di questo interesse è che il problema del trasporto entropico si può risolvere con un algoritmo veloce e di facile implementazione, l’algoritmo Sinkhorn. Tale algoritmo, introdotto negli anni '60, richiede solamente alcune semplici operazioni tra matrici, come la moltiplicazione componente per componente: in particolare, non è necessaria alcuna inversione di matrice. Dal punto di vista teorico, l’attrattiva principale risiede nella convergenza esponenziale nel numero di iterazioni. Tuttavia, la comprensione di questo fenomeno è ancora incompleta, per esempio nel caso base del costo quadratico, e più in generale per problemi di trasporto con costi non limitati e marginali a supporto non compatto. Anche per misure discrete, ci sono ancora numerose questioni aperte, per esempio riguardo alla dipendenza del tasso di convergenza dal parametro di regolarizzazione. L’obiettivo della prima parte di questo seminario è di introdurre il problema di Schrödinger come problema di meccanica statistica, esporre il collegamento con il problema di Monge Kantorovich, e introdurre l’algoritmo di Sinkhorn. Nella seconda parte il seminario si concentrerà sul problema della convergenza esponenziale, offrendo una panoramica su risultati più o meno recenti e le diverse tecniche di dimostrazione, e presentando alcune domande aperte. %%%%%%%%%%%%%%%%%%%%%%%%%%%% I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Fwd: EPFL Statistics faculty search, and MSc
by Laura Maria Sangalli 07 Oct '24

07 Oct '24

Inoltro un avviso per posizioni e master presso EPFL. Cordialmente, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it Inizio messaggio inoltrato: Da: Victor Panaretos <victor.panaretos(a)epfl.ch<mailto:victor.panaretos@epfl.ch>> Oggetto: EPFL Statistics faculty search, and MSc Data: 4 ottobre 2024, 16:16:56 CEST A: "Laura M. Sangalli" <laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it>> Rispondi a: <victor.panaretos(a)epfl.ch<mailto:victor.panaretos@epfl.ch>> Dear Laura, I'm writing to ask if you might be willing to disseminate some information related to statistics @ EPFL. First and foremost, we have an open rank faculty search (deadline November 1st) and we'd be grateful if you could spread the word among possibly interested colleagues: https://www.epfl.ch/about/working/page-26457-en-html/faculty-position-in-st… We are interested in any area of core statistics, whether it is related to methods, computation, theory, or applications! Second, EPFL has launched an MSc in Statistics open to students with a good mathematical background (https://www.epfl.ch/education/master/programs/statistics/) and we'd really appreciate it if you could communicate this to suitable students interested in further study abroad. Education at EPFL is very affordable, and it's in a beautiful region, so hopefully students will find it to be an attractive proposition. We will shortly send physical copies of a poster, and would be grateful if you could display them prominently in your department; a PDF version is here<https://www.dropbox.com/scl/fi/fcijzeep827ru7k33lo9o/master_of_statistics20…>, in case it would be useful. Of course we would be happy to return the favour both by mentioning your institution to our students and by displaying any posters you care to send. With my sincere thanks and best regards on behalf of the Statistics group at EPFL! Victor

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mini-course on "Computability and Computational Complexity Questions in Dynamics"
by Stefano Marmi 07 Oct '24

07 Oct '24

Prof. Michael Yampolsky (University of Toronto) will give a series of 4 lectures on "Computability and Computational Complexity Questions in Dynamics" at the Scuola Normale Superiore in Pisa. The lectures will take place on Thursday October 24 and 31 and November 7 and 14, at 2:30 pm in Aula Volterra, in Piazza dei Cavalieri 7. The titles and abstracts of each of the 4 lectures are given below. Please contact me if you have any questions. Stefano Marmi stefano.marmi(a)sns.it 1) October 24: Computability and computational complexity in dynamics: can we trust numerical predictions of limiting behavior of orbits? The development of the modern subject of dynamical systems went hand-in-hand with numerical modeling. However, the theoretical basis of such modeling has remained largely unexplored and offers exciting challenges. What can and cannot be computed about the behavior of a dynamical system? I will give an overview of some of the recent results and directions of study. 2) October 31: Don’t believe your lying eyes: (non)-computability of Julia sets The talk will be a deep dive into the question of computability and computational complexity of Julia sets. Their fractal images are among the most-computed pictures in all of mathematics. But can we trust what these computations show? The results are surprising, and involve some beautiful complex analysis. The talk will be based on my work with M. Braverman, as well as more recent results obtained with A. Dudko, C. Rojas, and others. 3) November 7: How to lose at Monte Carlo: computing statistical behavior of dynamical systems Introduced by Ulam and von Neumann in the 1940s, Monte Carlo technique remains the most ubiquitous tool for statistical modeling. Surprisingly, our recent work with C. Rojas shows that such modeling provably fails for some very simple dynamical systems. I will present this theorem and discuss the resulting mathematical challenges. 4) November 14: Thurston versus Turing: algorithmic hardness of classifying finite dynamical systems Historically, the algorithmic aspects of classification problems have motivated much of the research in geometric topology (knot theory, classification of surfaces and 3-manifolds, etc). These questions are also very fruitful in dynamics. I will discuss the joint results with N. Selinger, K. Rafi and others on algorithmic decidability of Thurston equivalence and the connection with geometrization questions in dynamics.

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First Lucia Workshop on Fractional Calculus and Processes in Växjö, Sweden
by Lorenzo CRISTOFARO 03 Oct '24

03 Oct '24

Dear colleagues, The Lucia celebration on December 13 is one of the most important Swedish traditions. Processions of white-clad Lucias and their followers bear candles and sing songs to bring light in the Scandinavian winter. Saffron buns and mulled wine (glögg) are also part of the celebration. From December 9-December 13, 2024 we will organize the First Lucia Workshop on Fractional Calculus and Processes at the Linnæus University in Växjö, Sweden. Please visit the conference webpage for more information: https://lnu.se/en/meet-linnaeus-university/current/events/2024/lufcap2024/ The main goal of the workshop is to bring together the best specialists in various fields of fractionality and fractality. The results of the workshop will be published in a special issue of MSTA. If you are inclined to participate it would be great if you can let us know until October 15. Please indicate if you want to contribute a talk (email to (wolfgang.bock(a)lnu.se<mailto:wolfgang.bock@lnu.se>)). The participation of the workshop will be free of charge. Though some funding is available and we are working hard to acquire more it would be very helpful for our planing if you could indicate whether you would be needing some support from our side. We can of course not guarantee a travel support at the moment. With warm regards, Wolfgang Bock, Chirstian Engström, Elmira Nabizadeh and Yuliya Mishura

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Seminario Dieter Mitsche, Martedì 8 Ottobre, Sapienza Università di Roma
by Silvestri, Vittoria 02 Oct '24

02 Oct '24

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 8 Ottobre, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Dieter Mitsche (Pontificia Universidad Católica de Chile) *Title: *Component sizes in spatial random graphs *Abstract:* We consider a large class of spatially-embedded random graphs that includes among others long-range percolation, continuum scale-free percolation and the age-dependent random connection model. We assume that the parameters are such that there is an infinite component. We identify the stretch-exponent $\zeta$ of the subexponential decay of the cluster-size distribution. That is, with $|\CC(0)|$ denoting the number of vertices in the component of the vertex at $0\in \R^d$, we prove $ P (k\le |\CC(0)|<\infty)=\exp\big(-\Theta(k^{\zeta})\big), $ as $k$ tends to infinity. The value of $\zeta$ undergoes several phase transitions with respect to three main model parameters: the Euclidean dimension $d$, the power-law tail exponent $\tau$ of the degree distribution and a long-range parameter $\alpha$ governing the presence of long edges in Euclidean space. Joint work with Joost Jorritsma and Julia Komjáthy. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Seminar Andriy Olenko at Tor Vergata 09.10
by Michele Salvi 02 Oct '24

02 Oct '24

Dear all, On Wednesday, October 9th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Andriy Olenko (La Trobe University Melbourne) with the seminar "Limit theorems for multifractal products of random fields” Abstract: We will discuss the asymptotic properties of multifractal products of random fields. The obtained limit theorems provide conditions for the convergence of cumulative fields in $L_q$ spaces. New results concerning the rate of convergence of cumulative fields will also be presented. Simple, unified conditions for the limit theorems and the calculation of the Rényi function are provided, which are even less restrictive than those found in existing one-dimensional results. The developed methodology is further applied to multidimensional multifractal measures. Finally, a new class of examples based on geometric sub-Gaussian random fields will be introduced. In this case, the general assumptions take a simple form and can be expressed solely in terms of covariance functions. This presentation is based on joint work with I. Donhauzer (La Trobe University). We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV.

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9 Oct 2024 - Seminar Anna Fiori
by Enea Bongiorno 02 Oct '24

02 Oct '24

Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario. Tutti gli interessati sono invitati a partecipare. Cordialmente, Enea Bongiorno -------------------------------- - when: 9 October 2024, at 16.15 - where: room 206, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/eic-tuux-rzh Title: *Compositional methods and capital allocation: a proposal * *Speaker: **Anna Fiori, Università degli Studi di Milano-Bicocca* *Abstract*: The capital allocation problem of an insurance company relates to the decomposition of an aggregate risk capital into additive contributions corresponding to different risk sources (e.g., individual agents, business units, specific guarantees included in a set of contracts). The proportions of risk capital allocated to each part can be viewed as quantitative descriptions of the components of a whole, subject to a fixed sum constraint (full allocation). This interpretation suggests interesting connections between capital allocation principles and Compositional Data (CoDa) analysis. The purpose of this work is to introduce a novel allocation framework that prioritizes the compositional perspective. In particular, we propose an optimality criterion based on a (modified) compositional distance between relative losses and capital shares allocated to them. In this way, we explicitly recognize that the relevant information associated with risks arising from –and resources assigned to– each constituent part is indeed information relative to a total. Different from previous research on compositional capital allocations, our approach is not restricted to gradient allocation rules or specific risk measures like VaR or CVaR. We propose instead a general reformulation of the optimal capital allocation problem which is inherently consistent with the relative scale of compositional variables. The resulting capital allocation solutions are compared to other proposals in recent literature and evaluated empirically on a dataset of cyber losses. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1kKe_GZFJ4rnsTJ4PlOGTxDWs6dYYModv/view?usp=…> Seminari Matematici Statistici <https://seminari-ms.uniupo.it/home-page> ----------------------------------- -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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IWFOS2025 – SUBMISSION OPEN
by Enea Bongiorno 01 Oct '24

01 Oct '24

*Apologies for cross-posting.* *6th International Workshop on Functional and Operatorial Statistics (IWFOS 2025)* *iwfos2025.uniupo.it* <https://iwfos2025.uniupo.it/> *25-27 June 2025, Novara, Italy* *Dear Colleagues, Dear Friends,* *We are glad to inform you that the *Submission Tool <https://iwfos2025.uniupo.it/information-submission>* is now **open**!* You can now submit a short paper (6 to 8 pages). The LaTeX template and more detailed information are available at iwfos2025.uniupo.it/information-submission. The submission process is managed by the EquinOCS system by Springer. During the process you will be requested to indicate whether the submission is for an oral proposal or a poster by selecting the suitable paper category (talk or poster proposal). All submissions will be reviewed by experts selected by the Scientific Program Committee. *IMPORTANT DEADLINES:* · *December 31, 2024:* Submission deadline · *January 31, 2025:* Notification of the decision · *February 14, 2025:* Revised submission deadline · *February 25, 20*25: Registration for presenters who have an accepted contribution Early submissions are encouraged due to organizational requirements. No extensions will be granted after December 31, 2024. *TOPICS* The congress focuses on topics related to 'infinite-dimensional statistical problems or methods', with a special emphasis on: · Statistical modelling for functional variables · Functional Data Analysis · Operator-based Statistics · Background for Statistics in infinite-dimensional spaces · High-dimensional Statistics We also welcome contributions in Machine Learning to foster relationships between these diverse fields of modern statistics and contribute to their future development. *INVITED SPEAKERS:* · Anne van Delft, Columbia University NY, USA · Holger Dette, RUHR-University Bochum, Germany · Wenceslao Gonzalez Manteiga, University of Santiago de Compostela, Spain · Karel Hron, Palacký University Olomouc, Czech Republic · Ioannis Kalogridis, Katolieke Universiteit Leuven, Belgium · Alessandra Menafoglio, Politecnico di Milano, Italy · Pavlo Mozharovskyi, Telecom Paris, France · Anuj Srivastava, Florida State University, USA · Shahin Tavakoli, University of Geneva, Switzerland · Simone Vantini, Politecnico di Milano, Italy *PUBLICATIONS:* - A *book of proceedings* edited by *Springer*, containing the accepted short papers, will be available online to all participants. - Additionally, a *Special Issue* of the *Journal of Multivariate Analysis* will be initiated from this workshop, open to both workshop presentations and other innovative contributions in the field. Stay tuned for more updates on our website <https://iwfos2025.uniupo.it/>. Thank you for your attention, and we look forward to seeing you in Novara! Best regards, On the behalf of the Chairs, Enea Bongiorno -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Invitation, 7th Asset Pricing Conference by LTI@UniTO | October 8, 2024
by Luca Regis 01 Oct '24

01 Oct '24

Dear Colleagues, please find here below the announcements and links to register and attend (in person or online) the 7th Asset Pricing Conference organised by LTI@UniTo, which will take place at Collegio Carlo Alberto (Torino) on October 8th. Best regards, Luca Regis ---------------------------------------------------------------------------------------------------------- <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/vkxmf…> *7th Asset Pricing Conference by* *LTI@UniTO* *8th October 2024, 10:15 - 18:30* *Fondazione Collegio Carlo Alberto, Piazza Arbarello 8, Torino* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/6qij_…> This one-day conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. One presentation slot is devoted to the PhD candidate for the best paper in Asset Pricing. The winner of this slot for this year is *Thu Nguyen* from the University of Amsterdam. She will receive a discussion from *Fabio Trojani* (University of Geneva, Swiss Finance Institute and University of Torino) during the conference and will be awarded a *prize of €500.* *View the full program* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/BCUPq…> *Attend in person* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/V5kf8…> *Follow online* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/b2S4s…> *To see future events in Finance and neighboring fields please check our new web page **CCA Finance* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/-ykto…> *.* *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/3Tpc9FH…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/L-LXQ…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/w7v3q…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/zeUle…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/ktNFK…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/Cht…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/90z…> *Founders* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsEcDi11N8SBSD1yTVFJMw/bqm…> <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsF4YQDRlUY6cT5nrKE350/vs6…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsFWt8Ps9qe1mj9dF9Cmn4/R6W…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.sp1-brevo.net/mk/cl/f/sh/1t6Af4OiGsFzDqcIYCjwwzDScyBWV8/_nN…> *Unsubscribe* <https://4z5y5.r.sp1-brevo.net/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/z1WfmqA…> *© 2022 Fondazione Collegio Carlo Alberto*

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Workshop "Mathematics for our Health 2024" (M4H), 7-8 Novembre 2024, Politecnico di Milano
by Laura Maria Sangalli 30 Sep '24

30 Sep '24

Care Colleghe e Colleghi, Siamo lieti di annunciare il workshop "Mathematics for our Health 2024" (M4H), che si terrà il 7 e 8 Novembre 2024 presso il Politecnico di Milano, nell’ambito delle attività del finanziamento “Dipartimento di Eccellenza” a favore del Dipartimento di Matematica. Si ricorda soprattutto che il workshop è aperto anche ai contributi di giovani ricercatori sotto forma di poster. La registrazione dei poster è aperta fino al 15 Ottobre 2024. Per maggiori informazioni e per registrarsi, è disponibile il sito web: https://www.mate.polimi.it/events/M4H24/ Cordiali saluti, Il comitato scientifico e organizzatore del workshop M4H —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Seminar Dario Spanò @LUISS
by Alessia Caponera 30 Sep '24

30 Sep '24

Dear all, The Department of Economics and Finance at LUISS University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Dario Spanò, Warwick University *Title*: *Dualities and Intertwinings in the Two-Parameter Poisson-Dirichlet Diffusion* *When*: October 3rd, 12:00 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: TD2 AB *Abstract*: Mathematical population genetics has been an incredible culture broth for the recent developments of the modern theory of stochastic duality. Duality in genetics clarifies the intrinsic link between forward-in-time dynamics of a population’s allele frequencies evolution and backward-in-time dynamics of the same population’s ancestry. I will show that a duality with very much the same genetic ancestral structure can be established for an infinite-dimensional diffusion – the Two-parameter Poisson-Dirichlet diffusion – helping significantly the tractability of such processes for simulation and inference. *Webpage*: https://economiaefinanza.luiss.it/research-seminar/dualities-and-intertwini… *Should you be interested, please kindly send me an email.* Best wishes, Alessia Caponera

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Winter School on Fractional Calculus and Processes in Växjö, Sweden
by Lorenzo CRISTOFARO 30 Sep '24

30 Sep '24

Con preghiera di diffusione Dear Colleagues, We would like to draw your attention to the Winter School on Fractional Calculus and Processes, held December 4- December 7, 2024 at the Linnæus University in Växjö, Sweden. The school is targeted at PhD-students and PostDocs. Master students are also welcome. Participation is free, but registration is mandatory via an e-mail to Wolfgang Bock (wolfgang.bock(a)lnu.se<mailto:wolfgang.bock@lnu.se>). Our aim is to bring together young researchers for scientific exchange, networking and discussions on career paths. Participants are encouraged to give a talk or to present a poster (please indicate this in the registration mail). There will be compact courses on Fractional Calculus by Giacomo Ascione and on Stochastic Analysis of Fractional Processes by Wolfgang Bock. We hope to spend an exciting week with you, framed by the wonderful Swedish winter landscape. Note that the winter school can easily combined with a participation of the First Lucia Workshop on Fractional Calculus and Processes at the Linnæus University in Växjö, Sweden the week after. Please visit the conference webpage for more information: https://lnu.se/en/meet-linnaeus-university/current/events/2024/lufcap2024/ and indicate in the registration mail, if you want to participate the conference, too. With best regards Wolfgang Bock, Andreas Petersson, Lorenzo Cristofaro, and Ihsan Arharas

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Seminario Christian Hirsch - Politecnico di Milano - 10 Ottobre 2024
by Luca Scarpa 30 Sep '24

30 Sep '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 10 Ottobre 2024, ore 14:30. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Christian Hirsch, Aarhus University. Title: Large deviations of one-hidden-layer neural networks. Abstract: In this talk, I will present large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. I will explain how to derive quenched and annealed large deviation principle for the empirical weight evolution during training when letting the number of neurons and the number of training iterations simultaneously tend to infinity. The weight evolution is treated as an interacting dynamic particle system. The distinctive aspect compared to prior work on interacting particle systems lies in the discrete particle updates, simultaneously with a growing number of particles. This talk is based on joint work with Daniel Willhalm. Link Zoom: <http://polimi-it.zoom.us/j/94501257503> Join our Cloud HD Video Meeting<http://polimi-it.zoom.us/j/94501257503> polimi-it.zoom.us<http://polimi-it.zoom.us/j/94501257503> [zoom.ico]<http://polimi-it.zoom.us/j/94501257503> Link Seminario Polimi: <https://www.mate.polimi.it/eventi/?id=2487> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/eventi/?id=2487> mate.polimi.it<https://www.mate.polimi.it/eventi/?id=2487> [apple-touch-icon-152x152-precomposed.png]<https://www.mate.polimi.it/eventi/?id=2487> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Announcement of the school "Statistical Mechanics of Spin Glasses, Neural Networks and Learning"
by Pietro Caputo 30 Sep '24

30 Sep '24

Ricevo e inoltro con piacere: ----------------- The Hausdorff School of Mathematics of the University of Bonn will host a Special Topic School on *"Statistical Mechanics of Spin Glasses, Neural Networks and Learning"* from 16-20 June 2025. The school consists of four series of lectures by Elena Agliari (Sapienza University of Rome) Gérard Ben Arous (CIMS, New York University) Aukosh Jagannath (University of Waterloo, Canada) Andrea Montanari (Stanford University) These will be complemented by selected lectures and discussions. This school will provide a unique opportunity for graduate students and post-doctoral researchers in probability theory and mathematical physics who are interested in these topics to gain in-depth knowledge from leading researchers. Applications can be submitted online (by clicking on the "Submit new application" button) at https://www.mathematics.uni-bonn.de/hsm-school/programs/schools/hsm-special… The University of Bonn and HCM are committed to diversity and equal opportunities. Applications from women are therefore strongly encouraged. Please contact me if you have any questions. On behalf of the Organising Committee Véronique Gayrard veronique.gayrard(a)math.cnrs.fr

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Seminario PRISMA mar 8 ott 2024
by Francesco Caravenna 28 Sep '24

28 Sep '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per martedì 8 ottobre 2024. I relatori saranno Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) che parleranno di Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giovanni Conforti (Università di Padova) e Giacomo Greco (Università di Roma Tor Vergata) TITOLO: Una passeggiata sui ponti di Schrödinger: dalla meccanica statistica all’algoritmo di Sinkhorn. RIASSUNTO: Nel 1931, E.Schrödinger si interessò al problema di calcolare l’evoluzione più probabile di una nube di particelle Browniane indipendenti condizionatamente all’osservazione della loro configurazione agli istanti iniziale e finale. In linguaggio moderno, questo problema, detto problema di Schrödinger, viene formulato rigorosamente attraverso la teoria delle grandi deviazioni come un problema di minimizzazione entropica con vincoli marginali. Molti anni dopo, T.Mikami scoprì che il problema di Schrödinger converge verso il problema del trasporto ottimo, detto di Monge-Kantorovich, nel limite di rumore piccolo. Questo collegamento, che permette di vedere il problema di trasporto entropico come una regolarizzazione del problema deterministico, è stato largamente sfruttato negli ultimi anni nel contesto dello statistical machine learning. Il motivo principale di questo interesse è che il problema del trasporto entropico si può risolvere con un algoritmo veloce e di facile implementazione, l’algoritmo Sinkhorn. Tale algoritmo, introdotto negli anni '60, richiede solamente alcune semplici operazioni tra matrici, come la moltiplicazione componente per componente: in particolare, non è necessaria alcuna inversione di matrice. Dal punto di vista teorico, l’attrattiva principale risiede nella convergenza esponenziale nel numero di iterazioni. Tuttavia, la comprensione di questo fenomeno è ancora incompleta, per esempio nel caso base del costo quadratico, e più in generale per problemi di trasporto con costi non limitati e marginali a supporto non compatto. Anche per misure discrete, ci sono ancora numerose questioni aperte, per esempio riguardo alla dipendenza del tasso di convergenza dal parametro di regolarizzazione. L’obiettivo della prima parte di questo seminario è di introdurre il problema di Schrödinger come problema di meccanica statistica, esporre il collegamento con il problema di Monge Kantorovich, e introdurre l’algoritmo di Sinkhorn. Nella seconda parte il seminario si concentrerà sul problema della convergenza esponenziale, offrendo una panoramica su risultati più o meno recenti e le diverse tecniche di dimostrazione, e presentando alcune domande aperte. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminario Alice Callegaro
by Gustavo Posta 26 Sep '24

26 Sep '24

Martedì 1 Ottobre 2024 alle 14:00 presso la Sala di Consiglio del dipartimento di Matematica "G. Castelnuovo" dell'Università degli studi di Roma "la Sapienza", Alice Callegaro (Technische Universität München) terrà il seminario dal titolo: Survival and complete convergence for a branching annihilating random walk Abstract: We study a branching annihilating random walk in which particles move on the discrete lattice in discrete generations. Each particle produces a poissonian number of offspring which independently move to a uniformly chosen site within a fixed distance from their parent's position. Whenever a site is occupied by at least two particles, all the particles at that site are annihilated. This can be thought of as a very strong form of local competition and implies that the system is not monotone. For certain ranges of the parameters of the model we show that the system dies out almost surely or, on the other hand, survives with positive probability. In an even more restricted parameter range we strengthen the survival results to complete convergence with a non-trivial invariant measure. A central tool in the proof is comparison with oriented percolation on a coarse-grained level, using carefully tuned density profiles which expand in time and are reminiscent of discrete travelling wave solutions. Based on a joint works with Matthias Birkner, Jiří Černý, Nina Gantert and Pascal Oswald. Tutti gli interessati sono invitati a partecipare. ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ------------------------------------------------------------------ -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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School "Statistical Mechanics, Nonequilibrium Processes and Probability", Feb 17-28 2025
by Lorenzo Taggi 25 Sep '24

25 Sep '24

Dear Colleagues, We are glad to announce that the winter school Statistical Mechanics, Nonequilibrium Processes and Probability will take place on February 17-28, 2025 in Rome at the Mathematics Department of Sapienza University. The school will inaugurate the scientific Eccellenza program at Sapienza, titled Statistical Mechanics and Nonequilibrium Processes, which will end in June 2025 and will include workshops, doctoral courses and seminar series. The school and the scientific period will be devoted to several topics including kinetic theory and probability, random growth models, percolation, probabilistic models for neural networks, quantum-mechanical transport, non-dissipative transport in topological materials, large scale limits. The common substrate is the investigation of equilibrium and nonequilibrium phenomena and of statistical physics models, with rigorous mathematical methods. Our goal is to expand knowledge in these areas, by presenting current research directions at an introductory level and aimed at students and young researchers, and by fostering new lines of collaborative research. Lecturers of the February school: Week 1 (17-21 Feb) - Kazuo Aoki (National Cheng Kung University & Kyoto University) - Eric Carlen (Rutgers University) - Alessia Nota (University of L'Aquila) - Benjamin Schlein (University of Zurich) Week 2 (24-28 Feb) - Paul Dario (University of Paris-Est Créteil) - Sabine Jansen (Ludwig Maximilian University) - Eva Löcherbach (University of Paris 1) - Fabio Toninelli (Technical University of Vienna) The school will include short talk sessions for early postdocs and PhD students. Financial support will be available to a limited number of young participants. Requests for financial support will open in the fall. The school is free but registration will be mandatory. In a future announcement we will provide the link for registering to the first and/or the second week. For any information do not hesitate to contact us. The organising committee, Giada Basile Alessandra Faggionato Vittoria Silvestri Sergio Simonella Lorenzo Taggi

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Workshop "Mathematics for Planet Earth 2024" 11-12 Novembre @ PoliMi
by Simone Vantini 25 Sep '24

25 Sep '24

Gentili Colleghe e Colleghi, Siamo lieti di annunciare il workshop "Mathematics for Planet Earth 2024" (M4E24), che si terrà l’11 e 12 Novembre 2024 presso il Politecnico di Milano, nell’ambito delle attività del finanziamento MUR “Dipartimento di Eccellenza 2023-2027” a favore del Dipartimento di Matematica del Politecnico di Milano. Questo workshop ha come scopo di evidenziare l’importanza della Matematica nella comprensione della dinamica dei diversi aspetti del nostro pianeta e nell’affrontare le sfide che il nostro pianeta dovrà affrontare nel futuro. Le presentazioni copriranno diversi aspetti: dall’analisi dei cambiamenti climatici, alla gestione delle risorse e alla conservazione del pianeta. Siamo onorati di presentare sei illustri speakers: * Denis Allard, BioSP, INRAE, Francia. Building and simulating complex geostatistical models for climate and environmental sciences * Inga Berre, Università di Bergen, Norvegia. Modeling of heat transfer, multiphase flow, and deformation in fractured geothermal systems * Didier Cloteau, Università di Paris-Saclay, Centrale Supelec, Francia. Mathematical and computational challenges in Probabilistic Seismic Hazard Assessment. * Bernd Flemisch, Università di Stoccarda, Germania. Geological Carbon Storage: Computational Models and their Validation * Taras Gerya, ETH, Svizzera. Biogeodynamics: influence of plate tectonics for life evolution and habitability * Cecilia Stanghellini, Università Wageningen, Olanda. From external climate to climate within a greenhouse: utility and complexity of models La partecipazione al workshop è gratuita ma per motivi organizzativi la registrazione è necessaria. Il workshop è aperto anche ai contributi di giovani ricercatori sotto forma di poster. La scadenza per il caricamento di titolo e abstract dei poster è il 15 ottobre 2024. Per maggiori informazioni è disponibile il sito web: www.mate.polimi.it/events/M4E24/<http://www.mate.polimi.it/events/M4E24/> Cordiali saluti, Il comitato scientifico e organizzatore del workshop M4E24 ____________ Simone Vantini Professor of Statistics MOX Laboratory for Modeling and Scientific Computing Dept. of Mathematics - Politecnico di Milano Piazza Leonardo da Vinci 32, 20133, Milano, Italy

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Seminario di J. Moller al Politecnico di Milano, Mercoledì 9 ottobre
by Mario Beraha 25 Sep '24

25 Sep '24

Buongiorno a tutti, Vi segnalo il seguente seminario in presenza presso il Politecnico di Milano. Il seminario verrà erogato anche in modalità on-line al seguente link https://polimi-it.zoom.us/j/98526429718 9/10/2024, ore 10:00, Aula Saleri 6° Piano, Edifico 14 “La Nave”, campus Leonardo, via Edoardo Bonardi 9, 20133 Milano. Speaker: Jesper Moller, Aalborg University Titolo: The sufficient digits of continuous random variables Abstract: A general setting for nested subdivisions of a bounded real set into intervals defining the digits X_1,X_2, ... of a random variable X with a probability density function f is considered. Under the weak condition that f is almost everywhere lower semicontinuous, a coupling between X and a non-negative integer-valued random variable N is established so that X_1, ...,X_N have an interpretation as the “sufficient digits”, since the distribution of (X_{N+1}, X_{N+2}, ...) conditioned on (X_1, ...,X_N) does not depend on f. The importance of this coupling result and some suggestions and open problems for future research are discussed. Related papers are available on arXiv: arxiv.org/abs/2404.09525 <http://arxiv.org/abs/2404.09525>, arxiv.org/abs/2307.06685 <http://arxiv.org/abs/2307.06685>. Contatto: mario.beraha(a)polimi.it <mailto:mario.beraha@polimi.it> Buona giornata, Mario Beraha

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Postdoctoral positions at the Department of Economics, University of Verona
by Alessandro Gnoatto 24 Sep '24

24 Sep '24

The Department of Economics<http://www.dse.univr.it/?lang=en> of the University of Verona is seeking to fill two Postdoc positions in any field of Financial Mathematics, Economics and Econometrics. Information about the financial mathematics and econometrics group can be found at http://dse.univr.it/quantlab The Department has been designated as a Department of Excellence for years 2023-2027 thanks to the outstanding track record and future vision and it offers a vibrant research environment in the newly built campus of Santa Marta next to the city center. Research conducted by the Department covers a wide range of topics, such as quantitative finance, econometrics, health economics, inequality and poverty, and statistical methods for economic analysis. As a Department of Excellence, we are leading large-scale, transdisciplinary projects and we can count on substantial funding and resources to further strengthen our research over the next 4 years. The research position is ideally meant for newly minted or close to completion PhDs. The appointment is expected to start in Autumn 2025 at the latest. The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. There are no teaching obligations and knowledge of Italian is not required. The salary is approximately € 35,000 gross per year. Generous tax breaks are available to candidates who have been residing outside of Italy. Applications should be received by October 31, 2024 and should include: * a cover letter with a clear statement of research interests and a motivation for why the candidate would like to join our department * a curriculum vitae * a job market paper * at least two reference letters The application material should be uploaded on the EconJobMarket<https://econjobmarket.org/>. Selected applicants will be interviewed via Zoom on November/December 2024. For additional information or any inquiry please write to postdoc(a)dse.univr.it<mailto:postdoc@dse.univr.it>. Please, if writing an email to this address, do not include links to external websites. -- Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537<tel:+390458028537> Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com/> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Seminario a Roma1, Mercoledì 25 Settembre
by Faggionato, Alessandra 24 Sep '24

24 Sep '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Basile, Giada <basile(a)mat.uniroma1.it> Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Mercoledì 25 settembre, ore 16:00, sala di Consiglio Heide Langhammer (WIAS, Berlin) *Large deviations for a spatial particle process with coagulation* Abstract. In this talk we consider a spatial version of the Marcus-Lushnikov process, which models the evolution of particles that merge pairwise in a series of coagulation events. The particles are equipped with a spatial location and an integer mass. In a coagulation event a pair of particles is merged and replaced by a new particle. The mass of the newly formed particle is the sum of the former two and its location is sampled according to a given distribution. The exponential rate of a coagulation event depends on the locations and masses of the particle pair via a coagulation kernel. For the non-spatial version of this model it is known that certain kernels exhibit a gelation phase transition, which describes the formation of one or several large particles after a finite time. In this talk we introduce a new approach for studying the process. We will provide a formula that connects its distribution to a Poisson point process and show how this can be used to derive a large deviation principle. From this we gain new insights into the limiting behavior of the process and obtain criteria for the gelation phase transition. Tutte le persone interessate sono invitate a partecipare. Il seminario si svolgerà all'interno delle attività del progetto PRIN 202277WX43 "Emergence of condensation-like phenomena in interacting particle systems: kinetic and lattice models" finanziato dall’Unione europea – Next Generation EU. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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[Ca' Foscari University] Master in Quantum Machine Learning
by Marco Corazza 20 Sep '24

20 Sep '24

Dear Colleague, kind Professional, kind Expert, I hope this message finds you well. I am writing to you in my capacity as the Director of the *Executive Master’s Program in Quantum Machine Learning* <https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/> to inform you that *applications for the program are now open*. The program delves into Quantum Computing alongside Machine Learning, with a particular focus on financial applications. Therefore, if you know any graduates, experts, or professionals who may be interested in these topics, I kindly ask you to inform them. For further information, you can visit the Master's program webpage <https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning/> or feel free to contact me directly (corazza(a)unive.it) I would like to conclude by highlighting that the *application deadline is November 24, 2024*. Kind regards, Marco Corazza Director of the Executive Master in Quantum Machine Learning Ca' Foscari University of Venice -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice Cannaregio 873, 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef --

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Fwd: Annuncio 17ma edizione del "Premio Cuozzo"
by Lucia Caramellino 20 Sep '24

20 Sep '24

Ricevo e volentieri inoltro. Buona giornata, Lucia > Inizio messaggio inoltrato: > > Da: Alfonso Sorrentino <sorrentino(a)mat.uniroma2.it> > Oggetto: Annuncio 17ma edizione del "Premio Cuozzo" > Data: 20 settembre 2024 alle ore 09:13:21 CEST > A: undisclosed-recipients:; > > Care colleghe e cari colleghi, > > anche quest'anno, Il Dipartimento di matematica dell’Università degli Studi di Roma “Tor Vergata” ha indetto una selezione pubblica per il conferimento di un premio di studio intitolato “Michele Cuozzo” dell’importo di € 3000 destinato a candidati/e che abbiano conseguito il titolo di dottore di ricerca in matematica presso un'università italiana. Per maggiori informazioni: https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2024.pdf <https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2024.pdf> > > Scadenza per l'invio della domanda: le ore 12,00 del giorno 13 Ottobre 2024. > > Saremmo grati se poteste aiutarci a diffondere questo messaggio. > > Un caro saluto > Alfonso > > >

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International Conference in Venice on AI, digital and sustainability transitions - CALL FOR PARTICIPATION
by Monica Billio 19 Sep '24

19 Sep '24

23nd INTERNATIONAL CONFERENCE CREDIT 2024 *The frontiers of new risks: AI, digital and sustainability transitions * Venice, Italy 3 – 4 October 2024 * * *GRETA Associati* (Venice, Italy),*CRIF* (Bologna, Italy), *European Datawarehouse *(Frankfurt am Main, Germany), *European Investment Fund* (Luxembourg), *Intesa Sanpaolo* (Milan, Italy) and *Modefinance* (Trieste, Italy) are partners in organising a Conference to be held in Venice on October 3-4, 2024. * * The CREDIT 2024 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. CREDIT 2024 is the *twenty-third* in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics *and*VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice*,*Joint Research Center European Commission*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Sustainability necessarily involves the adaptation of today’s business model to the dynamic nature of the current digitalised environments. Corporations need to make sure that resources, especially technology, are being used responsibly and efficiently to improve the lives of the present generations and future generations as well as strengthen their relationships with the environment as to solve sustainability-related problems such as poverty, environmental degradation, pollution and inequality. Artificial Intelligence (AI) has the potential to address these societal problems including sustainability. The climate crisis and the degradation of the physical environment are complex problems that require the most innovative and advanced solutions. The real value of AI hence lies in its ability to facilitate and foster environmental and social governance, rather just as a tool to reduce pollution, poverty and resource depletion. In the age of AI, societies depend on big data, social media, knowledge management and data science to survive and achieve these sustainability goals. AI has the potential to reshape not only finance and industry but also the whole society. There is need to understand opportunities and challenges as to properly manage all relevant risks. The SCIENTIFIC COMMITTEE for the Conference consists of: *Marcin Kacperczyk *(Imperial College London, Programme Chair) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Marie Brière* (AMUNDI & Université Libre de Bruxelles) *Lucia Alessi* (Joint Research Center, European Commission) *Leonardo Gambacorta *(Bank For International Settlements) *Mila Getmansky Sherman* (Isenberg School of Management, UMass Amherst) *Christian Gollier* (Toulouse School of Economics) *Helmut Kraemer-Eis *(European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Roberto Rigobon *(MIT Sloan School of Management) *Stephen Schaefer* (London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *PROGRAMME:* https://www.greta.it/index.php/it/general-information-credit24/programme-20… *REGISTRATION*: https://registration.nexave.org/it/iscrizione-evento/32/23rd-international-… For the Registration Fees and more detailed information, please visit the Conference website: https://www.greta.it/index.php/it/credit-2024 *ACKNOWLEDGEMENT OF EUROPEAN FUNDING* The organization of the conference has benefitted from financial support by: - the European Union – Next Generation EU, Mission 4 Component 2, as part of the *GRINS project - Growing Resilient, INclusive and Sustainable* (code: PE0000018, CUP: H73C22000930001) - National Recovery and Resilience Plan (PNRR) - *ESG UPTAKE — TSI-2023-ESGRM-IBA* - ESG risk management framework for the financial sector. Funded by the European Commission - Grant Agreement N° 101145727.

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An Autumn Day in Probability and Statistical Physics: Firenze, 25/10/2024 dalle 10:30
by Gianmarco Bet 18 Sep '24

18 Sep '24

Care colleghe e colleghi, Il 25 Ottobre dalle 10:30 si terrà al Dipartimento di Matematica e Informatica dell’Università di Firenze (Viale G. Morgagni 67) la quattordicesima giornata di seminari ``An Autumn Day in Probability and Statistical Physics''. SPEAKERS e PROGRAMMA DELLA GIORNATA: 10:30 Welcome coffee 11:00 - 12.45 Morning speaker: Prof. Marielle Simon (Université Lyon 1), Title: ``On exclusion processes with phase separation" 13:00 - 14:30 Lunch 14:30 - 16.15 Afternoon speaker: Prof. Michel Mandjes (Leiden University), Title: ``Dynamic random graphs: analysis and inference" Vedi in fondo al messaggio per gli abstracts. Per una migliore organizzazione, chiediamo cordialmente a coloro che fossero interessati di compilare il seguente Google Form per indicare l'intenzione di partecipare alla giornata e in particolare al pranzo: link <https://docs.google.com/forms/d/e/1FAIpQLSeqo4UjeP8hcVCzXwTk6I_zNzBq_AJ3z6x…> Maggiori informazioni, sono reperibili alla pagina web dell’evento: https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://www.google.com/url?q=https://sites.google.com/unifi.it/florence-pro…>. Vi aspettiamo numerosi e vi preghiamo di diffondere l’annuncio con chi pensiate possa essere interessata/o, in particolare giovani ricercatrici e ricercatori! Luisa Andreis, Luca Avena e Gianmarco Bet Scientific advisory committee: F. Caravenna, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, B. Scoppola, E. Scoppola. ABSTRACTS ____________________________________________ SPEAKER: Prof. Marielle Simon (Université Lyon 1) TITLE: ``On exclusion processes with phase separation" ABSTRACT: "Stochastic lattice gases" are models of interacting particles subject to stochastic dynamics. They have been widely studied for about thirty years by both mathematicians and physicists. Their structure makes it possible to analyse them rigorously, while illustrating numerous physical phenomena: in particular, one of the main objectives is to prove rigorously the convergence of the microscopic system towards a macroscopic PDE, after rescaling in time and space (also known as the ‘hydrodynamic limit’). In the first lecture I will give several illustrations of this convergence result thanks to the most well-known example, namely the symmetric simple exclusion process. In the second lecture, I will show how to enrich these models in order to derive some phase separation at the macroscopic level, with a free boundary that moves within the system. SPEAKER: Prof. Michel Mandjes (Leiden University) TITLE: Dynamic random graphs: analysis and inference ABSTRACT: The bulk of the random graph literature concerns models that are of an inherently static nature, in that features of the random graph at a single point in time are considered. There are strong practical motivations, however, to consider random graphs that are stochastically evolving, so as to model networks’ inherent dynamics. In this talk I’ll discuss a set of dynamic random graph mechanisms and their probabilistic properties. Key results cover functional diffusion limits for subgraph counts (describing the behaviour around the mean) and a sample-path large-deviation principle (describing the rare-event behaviour, thus extending the seminal result for the static case developed by Chatterjee and Varadhan). The last part of my talk will be about estimation of the model parameters from partial information. We for instance demonstrate how the model’s underlying parameters can be estimated from just snapshots of the number of edges. We also consider settings in which particles move around on a dynamically evolving random graph, and in which the graph dynamics are inferred from the movements of the particles (i.e., not observing the graph process).

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Workshop 21-23 October 2024 University of Genova
by Monia Lupparelli 17 Sep '24

17 Sep '24

Dear colleagues, the trees4cat Workshop (Trees for Categorical Data) aims to strengthen the network of researchers working on asymmetric independence and models for contingency tables. We invite contributions to the workshop. Topics of interest include, but are not limited to, contingency tables, staged trees, asymptotic theory, software implementations, and algebraic statistics. Key details about the workshop: • Workshop Title: trees4cat (Trees for Categorical Data) • Dates: 21-23 October 2024 • Location: Department of Mathematics, University of Genoa, Italy • Abstract Submission Deadline: 30 September 2024 Submit your abstract here: https://tinyurl.com/trees4catabs • Registration: https://tinyurl.com/trees4catreg (Please note: participants can register also after the abstract submission deadline.) • Financial Support: Partial financial support is available for a few participants. • Workshop Webpage: https://stagedtrees.github.io/events/trees4cat.html Confirmed Speakers: • Eliana Duarte (University of Porto) • Maria Kateri (RWTH Aachen University) • Manuele Leonelli (IE University) • Tamás Rudas (Eötvös Loránd University) • Jim Smith (University of Warwick) • Liam Solus (KTH University) There will be two tutorials on the first day of the workshop, especially for PhD students and early career researchers. Call for Journal Submissions: Participants are encouraged to submit articles on the topics of the workshop to the Algebraic Statistics journal. Articles will be handled by members of the organising committee, and accepted papers will appear in a single issue. We look forward to your participation in trees4cat. Should you have any questions, please feel free to contact us at Manuele.leonelli(a)ie.edu Best regards, The Organizing Committee https://stagedtrees.github.io/events/trees4cat.html -- Monia Lupparelli Associate Professor +(39) 055 2751517 UNIVERSITÀ DEGLI STUDI DI FIRENZE Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (DISIA) --

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Workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, Politecnico di Milano, September 26-27, 2024 - Reminder
by Alessandro CALVIA 17 Sep '24

17 Sep '24

Dear colleagues, this is a gentle reminder about the upcoming workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, to be held at Politecnico di Milano, Department of Mathematics, Aula Consiglio (7th floor) on September 26-27, 2024. The workshop is dedicated to Professor Marco Fuhrman, on the occasion of his 60th birthday. The official program is now available on the website https://www.mate.polimi.it/events/SPOCA/ The workshop begins on Thursday, September 26, at 15:30 (registration opens at 15:00) and ends on Friday, September 27, at 12:40. Attendance is possible only in presence upon registration, which is free but mandatory. Unfortunately, we cannot offer financial support. If you are interested in attending, please use the registration form (available until Friday, September 20) on the official website of the workshop, where you can also find some general travel information and suggestions on hotels near Politecnico di Milano. For any further information, please contact spoca-dmat(a)polimi.it<mailto:spoca-dmat@polimi.it> . Best regards, The organizing committee Alessandro Calvia (Università degli Studi di Parma) Luciano Campi (Università degli Studi di Milano) Fulvia Confortola (Politecnico di Milano) Andrea Cosso (Università degli Studi di Milano) Giuseppina Guatteri (Politecnico di Milano) Mattia Martini (Université Côte d’Azur) Firma il tuo 5xmille all’Università di Parma. Aiutaci a potenziare la capacità di accoglienza, soprattutto abitativa, per le studentesse e gli studenti. - Indica 00308780345 nella tua dichiarazione dei redditi.

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Avviso di seminario
by Barbara Martinucci 16 Sep '24

16 Sep '24

*Università di SalernoDipartimento di Matematica* *AVVISO DI SEMINARIO* Il Prof. Alfonso Suárez-Llorens (Universidad de Cádiz. Dpto. Estadística e I.O.) terrà, venerdì 20 settembre, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Extreme Value Distributions and Their Shape* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di CrescenzoBarbara MartinucciAlessandra MeoliSerena Spina* *Link su Teams*: https://teams.microsoft.com/l/meetup- join/19%3ameeting_YWUzZDAyMjgtZDE3YS00NDk1LTlmZmItYmExNjc4Njg2ODE1%40thread.v2/0?context=%7 b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d-097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9- 8153-d04cb91c1edf%22%7d ID riunione: 345 585 611 215 Passcode: 9P9iwD *Abstract* This talk will cover Extreme Value Theory and its key results on convergence, focusing on the Generalized Extreme Value (GEV) family and the Generalized Pareto Distribution (GPD) family. Additionally, we will explore the concept of the shape of a distribution and how it can be used to characterize GEV and GPD distributions. This characterization can serve as the basis for developing a graphical tool to assess tail weight. The presentation will conclude with a real-world example applied to environmental data.

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Mathematics for our Health, 2024, Politecnico di Milano
by Laura Maria Sangalli 16 Sep '24

16 Sep '24

Siamo molti lieti di invitarvi al workshop Mathematics for our Health, 2024, che si terrà presso il Politecnico di Milano nei giorni 7-8 Novembre https://www.mate.polimi.it/events/M4H24/ Si tratta di un’iniziativa supportata dal Progetto di Dipartimento di Eccellenza 2023-2027, del Dipartimento di Matematica del Politecnico di Milano. Tutti gli interessati sono cordialmente invitati a partecipare. Scadenza per la registrazione all’evento (gratuita ma necessaria per ragioni organizzative) e per la sottomissione di contributi: **30 Settembre**. Un caro saluto, Laura Sangalli ----- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Seminars in Statistics - Arturo Kohatsu-Higa (Ritsumeikan University, Japan)
by Pierpaolo De Blasi 16 Sep '24

16 Sep '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 20 Settembre 2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ *12.00-13.00* Speaker: Kohatsu-Higa (Ritsumeikan University, Japan) Title: *Derivation of killed processes: Applications in Finance* Abstract: In various fields including some in finance it is useful to have the concept of derivative of a killed process or a stopping time. We have started a project where such concepts can be discussed. Presently, we are developing some theoretical results that can be later applied. We will give a brief description of the project, achieved goals and some heuristics. I will present some results that have been obtained in joint work with Dan Crisan (Imperial College) in the one dimensional case and in the half space case. The generalizations of these results to the case of a smooth domain are being developed with Fabio Antonelli (University of L’Aquila). I will also briefly describe some possible financial applications. ------------------------------------------------ Sarà possibile seguire entrambi i seminari anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89801479465?pwd=knhLbOfMHOc7L7ScTWFkPJqEO3zXRK.1> I seminari sono organizzati dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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NEW SEMINAR SERIES: econOMEtRics in Rome
by Alessia Caponera 16 Sep '24

16 Sep '24

Dear colleagues, I would like to advertise the NEW SEMINAR SERIES: *econOMEtRics in Rome* The objective of this seminar series is to bring together academics and practitioners with a shared interest in econometrics. The series is co-organized by Gianluca Cubadda (School of Economics, Tor Vergata University of Rome), Massimo Franchi (Department of Statistical Sciences, Sapienza University of Rome), Tommaso Proietti (School of Economics, Tor Vergata University of Rome), and Paolo Santucci de Magistris (Department of Economics and Finance, Luiss University). The seminars will be hosted alternately at three locations: the Department of Economics and Finance at Luiss University, the Department of Statistical Sciences at Sapienza University of Rome, and the facilities of the School of Economics at Tor Vergata University of Rome (Via Lucullo 11, 00187 Rome). Visit the seminar series webpage econOMEtRics in Rome and subscribe to the mailing list to stay informed: https://lnkd.in/dT6auwxt <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Flnkd.in%2…> Best wishes, Alessia Caponera

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1st CAM-Risk conference, December 18-20, 2024 Pavia
by Giacomo Bormetti 13 Sep '24

13 Sep '24

Dear Colleagues, This is a reminder that the deadline (September 30, 2024) for paper submission to the 1st CAM-Risk conference, which will be held in Pavia in December 2024, is approaching. More information about the event is available at the following link https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top… Topics of interest, without being exhaustive, concern 1. Growth and business cycle analysis 2. Quantitative Finance and Econometrics 3. New risks and financial stability 4. Migration, trade, and the labor market 5. Climate change and energy policies 6. European issues 7. The economic, social, and political impact of COVID-19 and the risks of future epidemics We are looking forward to meeting you in Pavia. Kind Regards Giacomo Bormetti Elena Molho

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Jean Jacod seminar in Verona, 25/9/24 at noon
by Cecilia Mancini 13 Sep '24

13 Sep '24

Dear all, on Wednesday 25 September, at noon, Professor Jean Jacod will give the seminar High Frequency Returns Sign-Based Robust Inference, at the Department of Economics in Verona, via Cantarane 24, aula Vaona (from the main entrance of the main building in Santa Marta turn left, metal stairs, 1st floor, ring the bell on the right, staircase with 3 steps, room on the left) It is possible to follow it also on zoom at the following link: https://univr.zoom.us/j/94276571806 Abstract We derive the limit of infill asymptotic distribution for the sum of positive returns of prices or log-prices in a given period of time. The framework is multivariate and quite general: it allows for the presence of leverage effects and jumps with finite activity. In a second step, the results are used to estimate the drifts (or rather, the Sharpe ratios) of the continuous part of the processes. Joint work with Nour Meddahi All interested people are warmly invited to take part Best regards in the meantime, Cecilia

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Seminar Anna Calissano @LUISS
by Alessia Caponera 13 Sep '24

13 Sep '24

Dear all, The Department of Economics and Finance at LUISS University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Anna Calissano, Imperial College London *Title*: *Barycentric Subspace Analysis for Sets of Graphs* *When*: September 19th, 12:00 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 103a-103b *Abstract*: Barycentric subspace analysis (BSA) is introduced for a set of unlabelled graphs, which are graphs with no correspondence between nodes. Identifying each graph by the set of its eigenvalues, the graph spectrum space is defined as a novel and computationally efficient quotient manifold of isospectral graphs. In such a manifold, the notion of BSA is extended. We showcase how BSA can be used as a powerful dimensionality reduction technique for complex data: BSA searches for a subspace of a lower dimension, minimizing the projection of data points. As the subspace is identified by a set of reference points, the interpretation is straightforward. BSA is performed and compared with clustering and PCA on a simulated dataset and a real-world dataset of airline company networks. Joint work with Elodie Maignant, Alain Trouvé, and Xavier Pennec *Webpage*: *https://economiaefinanza.luiss.it/research-seminar/barycentric-subspace-analysis-for-sets-of-graphs <https://economiaefinanza.luiss.it/research-seminar/barycentric-subspace-ana…>* *Should you be interested, please kindly send me an email.* Best wishes, Alessia Caponera

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Open tenure track professor positions at Helsinki and Tampere (Finland)
by Gasbarra, Dario 13 Sep '24

13 Sep '24

Dear colleagues, You may already be aware of the recently opened positions at universities of Helsinki and Tampere, but if not, please see below. Please also share them with potential applicants! Some positions have deadlines already in a couple of weeks. Links to these and other job announcements can also be found at Fin-Math-Job, which has recently moved to the address https://matemaattinenyhdistys.fi/fin-math-job. /// Three Tenure Track positions at Tampere University The Mathematics unit at Tampere University invites applications for three (3) Assistant/Associate/Full Professors in Mathematics (Tenure Track). To complement and strengthen our research profile, we are especially seeking candidates in the following three research areas: 1. Algebra and Topology 2. Mathematical Analysis (especially Analysis of Partial Differential Equations) 3. Mathematical Logic Further details, requirements, and instructions to apply, are available through the following links: Algebra and Topology and Mathematical Analysis: Deadline October 7th, 2024 (23:59 Finnish time) https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=2408 Mathematical Logic: Deadline September 30th, 2024 (23:59 Finnish time) https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=3&jid=2359 More information on the Tampere University Mathematics unit is available at https://www.tuni.fi/en/math /// Assistant Professor or Associate Professor in Mathematics at the University of Helsinki A call has been opened for a tenure track professor in mathematics at the department of Mathematics and Statistics, Univetsity of Helsinki, with an application deadline on Oct 31. For this call, our primary target group is early-stage independent researchers with 3-10 years of experience since completion of their PhD. The years are not a strict requirement as such, but it should be mentioned that the call is open only on a tenure track level. More details can be found from the attached PDF and from the web page https://jobs.helsinki.fi/job/Helsinki-Assistant-Professor-or-Associate-Prof… If you have any questions about the position, you can contact Jani Lukkarinen <jani.lukkarinen(a)helsinki.fi<mailto:jani.lukkarinen@helsinki.fi>> or, for technical questions about the recruitment process and recruitment system, Jussi Hartikainen <jussi.a.hartikainen(a)helsinki.fi<mailto:jussi.a.hartikainen@helsinki.fi>> . /// Best regards, Petri Laarne, Secretary of the Finnish Mathematical Society

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I: Bando per Assegno di Ricerca CNR-IMATI
by ANTONELLA BODINI 13 Sep '24

13 Sep '24

Gentili colleghi, con preghiera di massima diffusione, in calce un avviso per un assegno di ricerca presso la sede di Genova dell'IMATI su Modelli e algoritmi di analisi di immagini PET/CT per la caratterizzazione della struttura e delle aree del cervello in pazienti sani o affetti da patologie neurologiche (es., Alzheimer) o tumorali. Cordiali saluti, Antonella ________________________________ Contratto: Assegno di ricerca Tema di ricerca: Modelli e algoritmi di analisi di immagini PET/CT per la caratterizzazione della struttura e delle aree del cervello in pazienti sani o affetti da patologie neurologiche (es., Alzheimer) o tumorali Scadenza: Sep 26 2024 Dettagli relativi all’attività: Attività di Ricerca nell’ambito del Progetto DIT.PN007.005- PRIN 2022 - Bando 2022 Cod. 2022WK7NHC “Brain estrogen receptor expression in the perimenopausal transition: kinetic and geometric analyses of [18F]-fluoroestradiol (FES) PET/CT and correlation with neuropsychological, biochemical and magnetic resonance imaging biomarkers”, finanziato dall’Unione europea“ NextGenerationEU, CUP B53D23019050006. Sede: Genova Richieste Possono partecipare alla selezione i soggetti che, a prescindere dalla cittadinanza e dall’età, siano in possesso dei seguenti requisiti alla data di scadenza del termine per la presentazione delle domande di ammissione: a) Diploma di Laurea conseguito secondo la normativa in vigore anteriormente al D.M. 509/99, oppure Laurea Specialistica/Magistrale (D.M. 5 maggio 2004) attinente alla tematica del progetto e curriculum professionale idoneo allo svolgimento di attività di ricerca; b) Tutti i titoli conseguiti all’estero (diploma di laurea, dottorato ed eventuali altri titoli) dovranno essere, di norma, preventivamente riconosciuti in Italia secondo la legislazione vigente in materia (informazioni sul sito del Ministero dell’Università e della Ricerca Scientifica: www.miur.it) L'equivalenza dei predetti titoli conseguiti all'estero che non siano già stati riconosciuti in Italia con la prevista procedura formale predetta, verrà valutata, unicamente ai fini dell'ammissione del candidato alla presente selezione, dalla commissione giudicatrice costituita ai sensi dell’art. 6, comma 1 del Disciplinare; c) Esperienza nell’ambito della tematica di cui all’art. 1, dichiarato con le modalità di cui all’art. 4. In particolare, il destinatario dovrà possedere competenze di programmazione software. Inoltre, costituiranno elementi preferenziali: la conoscenza di strutture dati per immagini 2D e dati 3D, di tecniche di machine learning e/o deep learning; d) Conoscenza della lingua inglese; e) Conoscenza della lingua italiana (solo per i candidati stranieri). Informazioni: Dott. Giuseppe Patane’, CNR-IMATI, giuseppe.patane(a)cnr.it<mailto:giuseppe.patane@cnr.it> ---------------- Giuseppe Patane' CNR - Consiglio Nazionale delle Ricerche IMATI - Istituto di Matematica Applicata e Tecnologie Informatiche Via De Marini, 6 16149 Genova, Italy Phone: +39-0106475684 Cell.: +39-3495320947 e-mail: giuseppe.patane(a)cnr.it Home: http://www.ge.imati.cnr.it Home Page: http://pers.ge.imati.cnr.it/patane/Home.html Skype: giuseppe-imati

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Seminario Dr. Frederick Kin Hing Phoa - CNR IMATI, lunedì 16 settembre 2024
by Elisa Varini 12 Sep '24

12 Sep '24

Con preghiera di diffusione, si avvisa che in data *16-09-2024*, alle ore *11:00* precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via A. Corti 12, il *Dr. Frederick Kin Hing Phoa, Institute of Statistical Science, Academia Sinica, Taiwan, *terrà un seminario dal titolo *Some Initial Investigations and Analyses on the Earthquake Data in Taiwan* Abstract: This talk will focus on some initial investigations and analyses on the earthquake data in Taiwan, which is collected and managed by the Institute of Earth Science, Academia Sinica. Four potential projects are resulted: (1) the analysis of Distributed Acoustic Sensing (DAS) signals to develop an early earthquake alarm system; (2) the spatial-temporal data analysis and clustering on earthquake occurrences in Taiwan; (3) the modeling on the relationship between earthquake occurrences and seasonal trend of underground water levels of surrounding areas; and (4) the phrase transition model for the prediction of landslide occurrences using environmental factors and earthquake-related information. All studies are currently ongoing and preliminary, so discussions and suggestions are very welcome. Gli interessati possono partecipare in presenza o da remoto, attraverso il link sotto riportato: https://teams.microsoft.com/l/meetup-join/19%3ameeting_M2M5MjU3ZTQtODVlNC00… Cordialmente, Elisa Varini

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One day on Random Walks in Lévy media' - 27 September, 2024 - Padova
by alessandra bianchi 10 Sep '24

10 Sep '24

Dear colleagues, We are pleased to announce the workshop “One day on random walks in Lévy media," which will take place on Friday, September 27, 2024, at the Mathematics Department of the University of Padova. This workshop will focus on recent developments in the study of superdiffusive dynamics, with a particular emphasis on random motion in Lévy media. Our goal is to bring together researchers from various branches of mathematics, particularly those working at the intersection of probability and mathematical physics, to foster discussions on key open problems in the field. We especially encourage the participation of young researchers and PhD students. For more information about the program, please visit the following link: https://www.math.unipd.it/~bianchi/RWLM24.html Best regards, the organizers Alessandra Bianchi David Barbato Bernardo D’Auria -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Fwd: 23rd Northeast Probability Seminar -- please register and circulate this announcement
by Faggionato, Alessandra 06 Sep '24

06 Sep '24

Buongiorno Ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Ivan Corwin Dear colleagues, The 23rd Northeast Probability Seminar will run Thursday November 21 - Friday November 22, 2024 at Columbia University. The plenary speakers are: Hubert Lacoin (IMPA) Hao Shen (Madison) Yilin Wang (IHES) Christian Webb (Helsinki) There will also be several short talks by participants, and opportunities to socialize. In order to attend this year *YOU MUST REGISTER VIA THIS GOOGLE FORM BEFORE NOVEMBER 19: https://forms.gle/D1c3LUnD75kSJKta9 <https://forms.gle/D1c3LUnD75kSJKta9>* This is necessary in case Columbia's campus has limited access during the seminar. When filling out that form you will be asked if you wish to apply for funding and to give a short talk. If so, please follow the instructions there. Funding is from an NSF grant and preference will be given to early career participants, in particular graduate students and postdocs who do not have other sources of funding. Likewise for short talks. More information including a provisional schedule can be found on the website: https://probability.commons.gc.cuny.edu/23rd-northeast-probability-seminar/ Best, Ivan Corwin, on behalf of the local and scientific organizers. ps. Apologies if you receive this announcement multiple times

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(PMS)^2 talk - D. Kinzebulatov - sept 10 at 14:00
by Carlo Orrieri 06 Sep '24

06 Sep '24

Dear colleagues, we are happy to announce the following talk Damir Kinzebulatov (Université Laval) Recent progress on well-posedness of singular SDEs with critical drifts Abstract: In the first part of the talk, I will review the basic results on SDEs with singular drifts. In the second part, I will discuss some recent progress on weak and strong existence and conditional uniqueness for SDEs with singular drifts having critical-order singularities. These drifts either (a) reach the critical strength of the singularities, i.e. multiplying such a drift by a constant even slightly greater than 1 can destroy the weak existence, or (b) are more singular (not necessarily even in L^{2}_{\loc}(R^{1+d})) and can have critical 1/\sqrt{t} singularities in time. I will be referring to De Giorgi's method in L^p with p chosen sufficiently large (in order to accommodate the strength of the singularities going up to the critical threshold), some "fractional" Duhamel series representations and an appropriate parabolic Adams-Krylov estimate, the method of Röckner-Zhao of constructing strong solutions, and a "critical" Orlicz space with gauge function \cosh - 1 that allows to treat the Kolmogorov operator with the borderline strength of the singularities in the drift where the L^p no longer exists. Date and time: Thursday September 10, 14:00-15:00 (Rome time zone) Place: Aula Beltrami, Dip. Matematica, Univ. Di Pavia. Zoom meeting link: https://unipv-it.zoom.us/j/96306243310?pwd=YahZ15tfGy3iF4SoCc5JoQ5UDxDiDB.1 <https://unipv-it.zoom.us/j/96306243310?pwd=YahZ15tfGy3iF4SoCc5JoQ5UDxDiDB.1> ID riunione: 963 0624 3310 Codice d’accesso: 920516 These talks are part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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