- Random - Mailing list — Dipartimento di Matematica, UniPI

Postdoctoral Position (MAT/06) at University of L’Aquila (deadline 10.01.2024)
by alessia.nota＠univaq.it 17 Dec '23

17 Dec '23

A call for a post-doc position of the duration of 1 year (with the possibility of extension) is open at the Department of Information Engineering, Computer Science and Mathematics, University of L’Aquila. The research project title is "Probabilistic methods for interacting particle systems: kinetic and lattice models". The position is funded by the research project PRIN 2022 "Emergence of condensation-like phenomena in interacting particle systems: kinetic and lattice models". You will find some information on the project here: https://www.alessianota.info/prin-2022 The postdoc position comes with no teaching duties and it is open to graduates who do not yet hold a Ph.D. The details of the call can be found here: https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/251053 https://www.univaq.it/section.php?id=766 The application deadline is on Wednesday January 10, 2024. The application must be submitted electronically at https://pica.cineca.it/univaq For more information, please contact Alessia Nota, e-mail: alessia.nota(a)univaq.it

1 0

2 Postdoctoral researchers at University of Milan under project "MAP-of-MeLESS"
by Luca Rossini 15 Dec '23

15 Dec '23

Dears, I am hiring *two postdoctoral researchers* at the University of Milan to work with me (https://rossiniluca.github.io/web/) funded by the PRIN 2022 project "MAP-of-MeLESS" (https://rossiniluca.github.io/MAP-of-MeLEES/) under the research title is: "Estimation of energy spatiotemporal network through econometric models" 1) One *Postdoctoral Researcher for 18 months* (Net Salary 2188 EUR/month) and it is only RESEARCH devoted. Please refer to https://www.unimi.it/en/node/48411 for application 2) One *Researcher for 12 months* with Python expertise (Net Salary 1574 EUR/month) and it is only RESEARCH devoted. Please refer to https://www.unimi.it/en/node/48410 for application The *deadline for application is 9th January *at 23:59 (Italian Time) and the interview will be on the 19th January. The expected starting date is the 1st of February 2024. If you have questions, feel free to email me at luca.rossini(a)unimi.it Best regards Luca Rossini

1 0

2 PostDoc positions at University of Firenze
by Maria Elvira Mancino 15 Dec '23

15 Dec '23

Dear All, The Department of Economics and Business, University of Firenze, offers *two positions* funded by the PRIN- PNRR 2022 project “*Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision*” (P.I. Maria Elvira Mancino) - The first position is for 12 months and is open to graduates who do not yet hold a Ph.D. The details of the call are at: https://titulus.unifi.it/albo/viewer?view=files%2F005316997-UNFICLE-953f59f… - The second position is for 20 months and is a post-doc position. The details of the call are at: https://titulus.unifi.it/albo/viewer?view=files%2F005316905-UNFICLE-2f06001… The deadline for both positions is *January 1st, 2024* Should you have any questions, please do not hesitate to contact me. I would be grateful if you could forward this message to any potentially interested candidate. Best regards Mavira -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

2 1

SPASS Seminar: Margherita Zanella
by GIOVANNI ALESSANDRO ZANCO 14 Dec '23

14 Dec '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Uniqueness of the invariant measure and asymptotic stability for the 2D Navier-Stokes equations with multiplicative noise* by* Margherita Zanella* (Politecnico di Milano) The seminar will take place on *TUE, 19.12.2023* at *14:00 CET *in Aula MCL 16, Polo San Niccolò, Dipartimento di Ingegneria dell'Informazione e Scienze Matematiche, University of Siena and streamed online at the link below. 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…> ------------------------------------------- Abstract: We establish the uniqueness and the asymptotic stability of the invariant measure for the two-dimensional Navier-Stokes equations driven by a multiplicative noise which is either bounded or with a sublinear or a linear growth. We work on an “effectively elliptic” setting, that is we require that the range of the covariance operator contains the unstable directions. We exploit the generalized asymptotic coupling techniques of [1] and [2], used by these authors for the stochastic Navier-Stokes equations with additive noise. Here, we show how these methods are flexible enough to deal with multiplicative noise as well. A crucial role in our argument is played by the Foias-Prodi estimate in expected value, which has a different form (exponential or polynomial decay) according to the growth condition of the multiplicative noise. The talk is based on a joint work with Benedetta Ferrario. References: [1] N. Glatt-Holtz, J. C. Mattingly, and G. Richards. On unique ergodicity in nonlinear stochastic partial differential equations. J. Stat. Phys., 166(3-4):618–649, 2017. [2] A. Kulik and M. Scheutzow. Generalized couplings and convergence of transition probabilities. Probab. Theory Related Fields, 171(1-2):333–376, 2018.

1 0

Ph.D. Position in "Statistics for Network Stochastic Processes" at the TU Chemnitz
by Imma Curato 14 Dec '23

14 Dec '23

Dear Colleagues, I am hiring a Ph.D. student at the Faculty of Mathematics of the TU Chemnitz to work on a project in "Statistics for Network Stochastic Processes." The DFG (German Research Foundation) partially covers the position and is a project in collaboration with the London Imperial College and its NEST Program. For further inquiries, please write me at imma-valentina.curato(a)math.tu-chemnitz.de or take a look at the below link. https://www.tu-chemnitz.de/verwaltung/personal/stellen/172000_7_Rich.php It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards Imma Curato

1 0

Pisa à la carte -- random trees & planar maps -- January 29th-30th
by Alessandra Caraceni 13 Dec '23

13 Dec '23

Dear colleagues, it is my pleasure to announce a two-day workshop at the Scuola Normale of Pisa, taking place on Monday the 29th and Tuesday the 30th of January, 2024, around themes of random planar maps, random trees, random graphs. Registration is free; it is open starting now and until January 15th at the link: https://forms.gle/HYyjJ1NQDYoCfrMb6 You can look forward to talks by the following speakers: Louigi Addario-Berry, McGill University Marie Albenque, IRIF Université Paris Cité Eleanor Archer, Université Paris Nanterre Thomas Budzinski, ENS Lyon Guillaume Chapuy, IRIF Université Paris Cité Nicolas Curien, Université Paris-Saclay Christina Goldschmidt, University of Oxford Jean-François Le Gall, Université Paris-Saclay Robin Stephenson, University of Sheffield Keep up to date with information about the programme by checking the website: https://sites.google.com/sns.it/pisaalacarte/home Hoping to welcome as many of you as possible! Please do not hesitate to share this announcement with whoever you think might be interested. All the best, Alessandra Caraceni Scuola Normale Superiore

1 0

Bando con scadenza corretta
by epirozzi 12 Dec '23

12 Dec '23

Correzione: scadenza 31 gennaio 2024 Si segnala il seguente bando per assegno di Ricerca presso il Dipartimento di Matematica e Applicazioni dell'Università di Napoli FEDERICO II con scadenza il 31 gennaio 2024 http://www.unina.it/documents/11958/48570136/DMA_AR-13_2023-12-11_bando.pdf Cari saluti Enrica -- Enrica Pirozzi Professore Associato di Probabilità e Statistica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/enrica.pirozzi

1 0

12th World Congress of the Bachelier Finance Society
by Beatrice Acciaio 12 Dec '23

12 Dec '23

> 12th World Congress of the Bachelier Finance Society > > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> > > > Getulio Vargas Foundation FGV EMAp, > Rio de Janeiro, July 8-12, 2024 > > > Call for Papers > > Every two years, the *World Congress* of the *Bachelier Finance > Society* brings together academics and practitioners in the > Mathematical and Quantitative Finance community to exchange ideas on > the state-of-the-art, discuss the latest trends in the field, and find > new collaborations and employment opportunities. > > The 12th World Congress of the Bachelier Finance Society > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> will > take place at *FGV EMAp, Rio de Janeiro, July 8-12, 2024*. > > > Louis Bachelier Lecture > > Michael Ludkovski (University of California, Santa Barbara, USA). > > > Plenary Speakers > > Francesca Biagini (University of Munich, Germany), Agostino Capponi > (Columbia University, USA), Christa Cuchiero (University of Vienna, > Austria), Min Dai (The Hong Kong Polytechnic University, China), > Pierre Henry-Labordère (Qube Research and Technologies), Johannes > Muhle-Karbe (Imperial College London, UK), Emanuela Rosazza Gianin > (Università degli Studi di Milano-Bicocca, Italy), Peter Tankov > (ENSAE, France). > > > Scientific Committee > > Beatrice Acciaio (ETH Zurich, Switzerland), Hans Buehler (XTX Markets, > UK), Giorgia Callegaro (Università degli Studi di Padova, Italy), Nan > Chen (Chinese University of Hong Kong, China), Giulia Di Nunno > (University of Oslo, Norway), Jean-Pierre Fouque (University of > California, Santa Barbara, USA), Emmanuel Gobet (École Polytechnique, > France), Sebastian Jaimungal (University of Toronto, Canada), Steven > Kou (Boston University, USA), Ernesto Mordecki (Universidad de la > República, Uruguay), Christoph Reisinger (University of Oxford, UK), > Yuri Saporito (Getulio Vargas Foundation, Brazil), Nizar Touzi (École > Polytechnique, France), Thaleia Zariphopoulou (University of Texas at > Austin, USA), Jorge Zubelli (Khalifa University, UAE). > > > Submissions are open now > > Submissions are open on the conference website > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> through > *January 29, 2024*. > > > Registrations are open now > > Registrations are open on the conference website > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…> (Early > Bird until *April 30, 2024)*. > > > Poster > > The poster of the Congress can be found here > <https://bachelierfinance.us18.list-manage.com/track/click?u=702156a1168de89…>. >

1 0

Padova Seminars in Probability and Finance - Martin Slowik
by Alberto Chiarini 11 Dec '23

11 Dec '23

Dear all, We would like to invite you to a seminar talk by Martin Slowik (University of Mannheim) for the "Padova Seminars in Probability and Finance" that will take place on Friday 15th December at 15:30, streamed via Zoom in room 2BC30, in Torre Archimede. Title: Metastability of Glauber dynamics with inhomogeneous coupling disorder Date: December 15, 2023 at 15:30, streamed via Zoom in room 2BC30 Zoom: https://unipd.zoom.us/j/85838041170?pwd=SitoTTBtcjkxeTBpNGpsMkpteHc3Zz09 Meeting ID: 858 3804 1170 Passcode: 115159 Abstract: Metastability is a phenomenon that occurs in the dynamics of a multi-stable non-linear system subject to noise. It is characterised by the existence of multiple, well separated time scales. The talk will be focused on the metastable behaviour of a general class of mean-field-like spin systems with random couplings that evolve according to a Glauber dynamics at fixed temperature. This class of systems comprises both the Ising model on inhomogeneous dense random graphs and the randomly diluted Hopfield model. Assuming that the corresponding system in which the random couplings are replaced by their averages is metastable I will explain how the metastability of the random system is implied with high probability. In particular, I will discuss the tail behaviour of the relevant metastable hitting times of the two systems and the moments of their ratio. This is joint work with A. Bovier, F. Den Hollander, S. Marello and E. Pulvirenti. Hope to see many of you! Best wishes, Alberto Chiarini e Alekos Cecchin

1 0

Seminar in Statistics - ISMAEL CASTILLO
by Pierpaolo De Blasi 11 Dec '23

11 Dec '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 15 Dicembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: Ismael Castillo (Sorbonne Université, Paris, France) Title: *Bayesian nonparametric adaptation with heavy-tailed priors* Abstract: We propose a new strategy for adaptation based on heavy-tailed priors. We illustrate it in a variety of settings, showing in particular adaptation with respect to unknown smoothness and structure parameters in the minimax sense (up to logarithmic factors). We present numerical simulations corroborating the theory. This talk is based on joint works with Sergios Agapiou (Cyprus) and with Paul Egels (Sorbonne, in progress). ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/81877065471?pwd=SnBhTkNWRlA5cy9XZjdldFJpUzJkdz09> Il seminario è organizzato 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/>

1 0

Research associate position in Pisa
by Marco Romito 11 Dec '23

11 Dec '23

Dear colleagues I would like to advertise a 12 months Research Associate position (assegno di ricerca in the Italian jargon), funded by the PRIN 2022 project /Noise in fluid dynamics and related models/, at the Math Department of the University of Pisa. The details of the call are available here: https://bandi.unipi.it/public/Bandi/Detail/b7e8abb4-b801-4b20-bfb5-da6ad780… The deadline is on January 4, 2024, at 1pm CET. Please feel free to reach out to me for any further information. Best regards M. Romito

1 0

SPASS Seminar: Massimiliano Datres
by Andrea Agazzi 10 Dec '23

10 Dec '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *A two-scale complexity measure for stochastic neural networks * by Massimiliano Datres (Università di Trento) The seminar will take place on TUE, 12.12.2023 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: **Over-parametrized deep learning models are achieving outstanding performances in solving several complex tasks such as image classification problems, object detection and natural language processing. Despite the risk of overfitting, these parametric models show impressive generalization after training. Hence, defining appropriate complexity measures becomes crucial for understanding and quantifying the generalization capabilities of deep learning models. In this talk, I will introduce a new notion of complexity measure, called two-scale effective dimension (2sED), which is a box-covering dimension related to a metric induced by the Fisher information matrix of the parametric model. I will then show how the 2sED can be used to derive a generalization bound. Furthermore, I present an approximation of the 2sED for Markovian models, called lower 2sED, that can be computed sequentially layer-by-layer with less computational demands. Finally, I present experimental evidence that the post-training performance of given parametric models is related both with 2sED and the lower 2sED.*

1 0

Avviso seminario
by Franco Flandoli 10 Dec '23

10 Dec '23

Mercoledì 13 dicembre 2023, h. 14:30-15:30 Scuola Normale Superiore, Pisa, Aula Tonelli *Alessandra Lanotte (CNR-Nanotech Lecce)* terrà un seminario dal titolo: *"Turbulent regime investigation in quantum fluids of light"* *Abstract: *The observation of turbulent regimes in quantum fluids is receiving renewed interest thanks to the ability to manipulate with a high degree of control quantum systems such as superfluid helium or atomic Bose–Einstein condensates. We discuss the turbulent dynamics of a two-dimensional quantum fluid of exciton–polaritons, hybrid light–matter quasiparticles, both by measuring the kinetic energy spectrum and showing the onset of vortex clustering. These results contribute to the investigations of quantum turbulence in two-dimensional fluids, a relatively young research field. Classe di Scienze

1 0

One world probability seminar on Thursday 14 December
by Ilya Chevyrev 08 Dec '23

08 Dec '23

Dear all, The next session of the One World Probability Seminar will be next week on Thursday (December 14) from 14:00 to 16:00 *UTC time*.The speakers of this session are Marcel Nutz (Columbia University) and Stephan Eckstein (ETH Zürich). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Julio Backhoff and Ilya Chevyrev. Title: Entropic Selection in Optimal Transport Abstract:The optimal transport problem can admit many solutions, for instance when the cost function is the Euclidean distance on R^d (Monge's problem). On the other hand, entropically regularized optimal transport (EOT) always has a unique optimizer. It is a longstanding open problem whether EOT selects some particular optimal transport coupling in the vanishing regularization limit, and what that coupling would look like. We provide a surprising answer for Monge's problem in dimension d > 1. (Joint work with Chenyang Zhong.) Speaker 1 (14:00-15:00 UTC): Marcel Nutz (Columbia University). Title: Exponential convergence of Sinkhorn's algorithm and Hilbert's projective metric for unbounded functions Abstract: Entropic regularization of optimal transport has found numerous applications in various fields recently. A major reason for this surge in applications is the popularization of Sinkhorn's algorithm to efficiently solve the entropic optimal transport problem numerically. This talk studies the (rate of) convergence of Sinkhorn's algorithm. In bounded settings, it is known that Sinkhorn's algorithm converges with exponential rate, which is a consequence of applying a commonly used version of Hilbert's metric corresponding to the cone of all non-negative functions. This talk shows how to define versions of Hilbert's metric so that we can show exponential convergence of Sinkhorn's algorithm even in unbounded settings. This is done through the use of cones which are relaxations of the cone of all non-negative functions, in the sense that they include all functions having non-negative integral values when multiplied with certain test functions. Along the way, we establish that kernel integral operators are contractions with respect to suitable versions of Hilbert’s metric, even if the kernel functions are not bounded away from zero. Speaker 2 (15:00-16:00 UTC): Stephan Eckstein (ETH Zürich). Zoom-link: https://univienna.zoom.us/j/69978648939?pwd=WllwSmd4bW9EQlZJNlRqdlA3M0I1Zz09 Meeting ID: 699 7864 8939 Passcode: 713222

1 0

Fwd: Postdoc position in Prague
by Marco Formentin 07 Dec '23

07 Dec '23

Ricevo e inoltro volentieri questo annuncio di due posizioni postdoc a Praga. Buona giornata, Marco Formentin

1 0

PO in 13/D1 (SECS-S/01) a Milano (UNIMI) riservato agli esterni
by Giovanni Puccetti 07 Dec '23

07 Dec '23

Segnalo che sulla Gazzetta Ufficiale – IV serie speciale – Concorsi ed Esami n. 93 del 05/12/2023 è stato pubblicato l’avviso d'indizione di una procedura di selezione per la copertura di un posto di professore universitario di I fascia, da coprire mediante chiamata ai sensi dell’art. 18 - commi 1 e 4 - Legge 240/2010 e del D.M. 445/22 "Piani straordinari reclutamento personale universitario 2022-2026", secondo la tabella sotto riportata: - Posti 1 presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università Statale di Milano - Settore concorsuale 13/D1 - Statistica - Settore scientifico-disciplinare SECS-S/01 - Statistica Codice concorso 5428 La procedura di compilazione ed invio della domanda di partecipazione alla suddetta procedura di selezione è interamente ed esclusivamente telematica e prevede l’utilizzazione dell’applicazione informatica SICON. Il testo integrale del bando, con allegato il facsimile della domanda e con l’indicazione dei requisiti e delle modalità di partecipazione alla sopracitata procedura di selezione, è disponibile alla pagina Web https://www.unimi.it/it/node/580/ scegliendo il codice della procedura attraverso il motore di ricerca a inizio pagina. Il termine ultimo per la presentazione delle domande è fissato per le ore 12:00 del 5 gennaio 2024.

1 0

1st Annoucement: AMaMeF 2025 in Verona
by Alessandro Gnoatto 06 Dec '23

06 Dec '23

1st annoucement: 12th General AMaMeF conference 2025 in Verona We are happy to announce that the 12th General AMaMeF conference will take place at the Department of Economics of the University of Verona from Monday, June 23, 2025 to Friday, June 27, 2025. Conference home: https://sites.google.com/view/amamef2025/ The program will consist of plenary lectures, invited and contributed sessions, and posters, addressing a full range of topics in mathematical finance and its applications including: - Algorithmic trading and market microstructure - Commodity and energy markets - Collateralization and xVA - Computational finance - Credit risk and multi-curve interest rate modelling - Decentralized finance and Fintech - Green Finance - ESG - Insurance mathematics - Machine learning in Mathematical Finance - Mean field games in Mathematical Finance - Model risk and uncertainty - Optimal transport in Mathematical Finance - Option pricing and hedging - Portfolio Optimization - Risk measures - Risk Management - Robust finance - Stochastic control in Mathematical Finance - Systemic risk - Volatility modelling AMaMeF, acronym for Advanced Mathematical Methods for Finance, is a European network of research promoting the exchange and diffusion of knowledge in the field of Mathematical Finance. A brief survey of AMaMeF is available at https://amamef.impan.pl/index.html including a listing of the current members of its Acting Board. Under the auspices of AMaMeF numerous conferences, workshops and other scientific activities have been organized. Among these the General AMaMeF Conferences have been the biggest, and they are currently organized in a roughly two-yearly schedule. — 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 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 --------------------------------------------------

1 0

Bioinference - call for abstract
by Enrico Bibbona 06 Dec '23

06 Dec '23

Invio l’annuncio di una conferenza di cui sono coorganizzatore, chiedendo il piacere di farla circolare tra le persone potenzialmente interesste. Cordiali saluti, Enrico Bibbona BioInference 2024: save the date and call for abstracts The BioInference 2024 conference (https://bioinference.github.io/2024/) is taking place at the University of Warwick on the 5th-7th June 2024, and it will combine a data-driven meeting on day 1 (registration fee: £30) with the main two-day conference on the 6th and 7th June 2024 (registration fee: £70). Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. The talks from the two previous BioInference conferences are available via our public YouTube channel (youtube.com/@bioinference5299<http://youtube.com/@bioinference5299>). The two-day conference will combine contributed talks and poster sessions. We now invite abstracts for oral/poster presentations on work either relating to statistical methods development (so long as those methods are applicable to biological systems) or on the application of statistical methods to solve biological problems. All presentations will be in-person. Abstracts can be submitted via a Google form (forms.gle/SBawnWD3k8iSS1Vt6<http://forms.gle/SBawnWD3k8iSS1Vt6>) and the deadline is on the 31st January 2024. It is our pleasure to confirm that this year's invited speakers are: · Alex Browning<https://alexbrowning.me/>, University of Oxford · Sarah Filippi<https://www.imperial.ac.uk/people/s.filippi>, Imperial College London · Hong Ge<https://mlg.eng.cam.ac.uk/hong/>, University of Cambridge · Hamid Rahkooy<https://people.maths.ox.ac.uk/rahkooy/bio.html>, University of Oxford · Heba Sailem<https://www.hebasailem.com/>, King’s College London · Catalina Vallejos<https://www.ed.ac.uk/mrc-human-genetics-unit/research/vallejos-group>, University of Edinburgh The conference organising committee is committed to ensuring fair participation of individuals across all career stages, genders, races and ethnicities, ages, geographic locations, and universities. Data-driven meeting: problems and methodologies This year, we are also running an optional event on the 5th June at Warwick before the main conference starts. This aims to bring together mathematicians, statisticians and those who possess or generate datasets and would like to analyse them/answer some open questions. These may include biologists, clinicians etc in academia and industry. The idea of this meeting is to think about potential solutions to these data-based problems, gathering interest for possible collaborations between individuals across disciplines, institutions and career stages. The day would consist of a range of presentations by the experimental/business partners in the morning, and focus/discussion groups in the afternoon, aiming to start formulating an action plan to tackle the open challenges. The cost of attending day one is £30 in addition to the registration fee for the main conference. Kind regards, The BioInference Organisers Enrico Bibbona<https://www.polito.it/en/staff?p=enrico.bibbona> (Politecnico di Torino); Ioana Bouros<https://www.cs.ox.ac.uk/people/ioana.bouros/> (Oxford); Julia Brettschneider<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/brettschne…> (Warwick); Raiha Browning<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/browning/> (Warwick); Fergus Cooper<https://www.cs.ox.ac.uk/people/fergus.cooper/> (Oxford); Marina Evangelou<https://www.imperial.ac.uk/people/m.evangelou> (Imperial College London); Aden Forrow<https://aforr.gitlab.io/> (Maine); Constandina Koki<https://warwick.ac.uk/fac/sci/maths/people/staff/koki/> (Warwick); Ben Lambert<https://www.stats.ox.ac.uk/people/dr-ben-lambert> (Oxford); Chon Lok Lei<https://chonlei.github.io/> (Macau); Massimiliano Tamborrino<https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/tamborrino/> (Warwick); Tom Thorne<https://www.surrey.ac.uk/people/tom-thorne> (Surrey); Yongchao Huang<https://abdn.elsevierpure.com/en/persons/yongchao-huang> (Aberdeen). Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [Immagine che contiene testo, Carattere, schermata, logo Descrizione generata automaticamente] --

1 0

Call for interest: post-doctoral position @ Bicocca - Milan
by Federico Camerlenghi 05 Dec '23

05 Dec '23

Dear all, the Department of Economics, Management and Statistics (University of Milano - Bicocca) will soon open a postdoctoral position funded by the PRIN 2022 PNRR project "Measuring Biodiversity via Bayesian Nonparametrics: Estimation, Clustering and Uncertainty Quantification". We are looking for candidates who have completed or are near completion of a Ph.D. in Statistics and related fields. Successful applicants will have the opportunity to work at the Bicocca research unit of the PRIN project focusing on Bayesian nonparametrics. The start date of the position will be spring 2024. Interested candidates are strongly invited to contact Federico Camerlenghi ( federico.camerlenghi(a)unimib.it) for details on the position. Best regards Federico, -- Federico Camerlenghi Associate Professor of Statistics Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

1 0

postdoc position
by Marco Scarsini 05 Dec '23

05 Dec '23

Call for a postdoc position on the topic “A dynamic analysis of supply-chain networks and their disruption” Supply chains are the intricate networks of organizations, people, activities, information, and resources involved in the production and distribution of goods and services. They are vulnerable to disruptions, which can be caused by a wide range of factors and can have profound consequences. Organizations are increasingly aware of the need to build more resilient supply chains. In the face of disruption, supply chain management is a critical function. A supply chain is modeled as a network whose vertices are firms and whose edges represent their interactions. The network evolves dynamically, and may be affected by sudden disruptions. Many of the existing supply-chain models are static and, when dealing with disruptions, compare pre- and post-shock equilibria. In real life, the effects of disruption take time to spread across the network. Understanding this temporal element is fundamental for taking mitigating actions. The main goal of this project is to study dynamic models of supply-chain disruption. The formal analysis of this phenomenon will use tools from network theory, probability theory, game theory, operations management, optimization, dynamical systems, machine learning, data science. We are looking for a candidate who has a strong expertise in at least one of the above fields. Length of the position: 36 months Gross annual salary: € 36.480,57 Application deadline: 2024/01/08, 14:00 CET The list of available postdoc positions in the Department of Economics and Finance can be found here: https://economiaefinanza.luiss.it/en/research/post-doc-fellowship/research-… The call can be found here: https://economiaefinanza.luiss.it/sites/ef/files/content/Bando%20Assegno%20… The application has to be submitted online here: https://cloudserverjsa.luiss.it/LGCAssegni/index.zul?CDS=AS4209 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY

1 0

Postdoctoral position LAREMA Université d'Angers
by Alessandra OCCELLI 05 Dec '23

05 Dec '23

Dear colleagues, I would like to announce that a post-doctoral position is available from February 15th, 2024 (a different date might be arranged), within a research project on universal laws and integrable systems at the Laboratoire Angevin de Recherche en Mathématiques (LAREMA), Université d'Angers. The duration of the post-doctoral position is for 18 months (with possible extension for additional 6 months). Possible topics of research include universality of large time limit distributions of integrable systems, universality of the KPZ equation from microscopic systems, crossover fluctuations for random growth interfaces and systems with several conservation laws. LAREMA has a lively research environment and offers the possibility to discuss and collaborate on many topics in probability and analysis, such as integrable probability, enumerative combinatorics, dimer models, branching processes, and many others beyond the ones of the project. If you are interested, please send an email to alessandra.occelli(a)univ-angers.fr , including a CV, a short research summary+research project (up to 2 pages) and the contact information of two references. The closing date for application is Monday 15th of January 2024. Please do not hesitate to contact the same address if you have any questions about the position. I'd bring grateful if you could bring this position to the attention of any interested candidates. Best regards, Alessandra Occelli

1 0

Postdoc position (SECS-S/06) - University of Milano-Bicocca - deadline 21.12.2023
by marina pireddu 02 Dec '23

02 Dec '23

The call for a postdoc position of the duration of 18 months starting on 01.03.2024 at the University of Milano-Bicocca on the topic "*Evolutionary games and their applications to the study of socio-economic phenomena*" (scientific supervisor: Prof. Marina Pireddu) is available here: https://www.unimib.it/ateneo/gare-e-concorsi/cod-23a281 Deadline for applications: *21 December 2023 at 12 am* (Italian time). Please feel free to forward this message to potentially interested candidates. Best regards, Marina Pireddu

1 0

Second Workshop on Mathematics for Artificial Intelligence and Machine Learning
by Ernesto De Vito 01 Dec '23

01 Dec '23

Dear all, from January 17th to 19th, 2024, the second edition of the workshop “Mathematics for Artificial Intelligence and Machine Learning” will take place at Bocconi University in Milan (via Roentgen 1). The web page is available at Mathematics for Artificial Intelligence and Machine Learning<https://urlsand.esvalabs.com/?u=https%3A%2F%2Fdec.unibocconi.eu%2Fmathemati…>, The workshop is organized in collaboration between the Department of Decision Sciences at Bocconi University, the PRIN 2022 project “Gradient flows, and Non-Smooth Geometric Structures with Applications to Optimization and Machine Learning,” and the UMI Mathematics for Artificial Intelligence and Machine Learning Group. There will be three distinguished lectures by Fosca Giannotti, Marc Mezard and Alfio Quarteroni. The workshop is primarily aimed at young individuals and junior collaborators of group members, focusing on presenting recent developments in Italian research related to the mutual interaction between mathematics, artificial intelligence, and machine learning. The proposals for contributed talks are reserved for junior researchers. Participation and contributions are not restricted to UMI members, but are open to all interested researchers. All those interested in participating in the workshop and potentially submitting a contribution can register by completing the online form at https://bocconi.eu.qualtrics.com/jfe/form/SV_6yCcV9zOhsE3eF8 The registration<https://urlsand.esvalabs.com/?u=https%3A%2F%2Fbocconi.eu.qualtrics.com%2Fjf…> is free but mandatory. The deadline is December 11, 2023. We are grateful if you would share this information with your collaborators and anyone else who might be interested. Best regards, Benedetta Morini Ernesto De Vito Sandra Pieraccini Giuseppe Savaré

1 0

Workshop Announcement - "Common trends and challenges in QFT and stochastic PDEs" - Pavia 11-12/01/2024
by lorenzo zambotti 01 Dec '23

01 Dec '23

Ricevo e inoltro De: Claudio Dappiaggi <claudio.dappiaggi(a)unipv.it> Objet: Workshop Announcement - "Common trends and challenges in QFT and stochastic PDEs" - Pavia 11-12/01/2024 Date: 20 novembre 2023 à 09:46:36 UTC+1 À: Alberto Bonicelli <alberto.bonicelli01(a)universitadipavia.it> Dear Colleague, I would like to draw your attention on the upcoming workshop "Common trends and challenges in QFT and stochastic PDEs" which will take place in Pavia at the Almo Collegio Borromeo on the 11th and 12th of January 2024. Further information on the event can be found at the webpage https://sites.google.com/view/spdesqft/home and the deadline to register is the 10th of December 2023. Notice that the number of participants is limited to 40 on account of organizational restrictions. We would be grateful if you could share the content of this e-mail with your students and with all those who might be interested in this event. In addition, please, attached find a pdf poster of the workshop. Looking forward to hosting you in Pavia. Best regards, Claudio Dappiaggi (on behalf of the organizing committee) -- Claudio Dappiaggi Dipartimento di Fisica Professore Associato Fisica Matematica Via Bassi, 6 - 27100 Pavia (Italia) <http://maps.google.com/?q=Via+Bassi%2C+6+27100+Pavia+%28Italia%29> T. 0382987440 <tel:0382987440> https://claudiodappiaggi.com/

1 0

Postdoc PRIN2022 Stochastic control and games and the role of information
by Claudia Ceci 01 Dec '23

01 Dec '23

Dear all, The Department MEMOTEF, University of Roma Sapienza, is calling for applications for a postdoc funded by the PRIN 2022: *Stochastic control and games and the role of information* (PI: Prof. Claudia Ceci, 12 months). The postdoctoral fellows should have completed, or be close to completing, a PhD. *The deadline to apply is December, 29 2023.* The call is available here: https://web.uniroma1.it/trasparenza/bando/211428_bando-assegno-di-ricerca-n… Please feel free to forward this email to potentially interested candidates. Thanks and Best Regards, Claudia Ceci ************************************* Claudia Ceci Department MEMOTEF University of Rome, Sapienza Via Del Castro Laurenziano 9 Rome 00161 Italy Email: claudia.ceci(a)uniroma1.it

1 0

Assegno di ricerca: Building resilience to emerging risks in financial and insurance markets
by Gabriele Stabile 30 Nov '23

30 Nov '23

Buongiorno. Si segnala che presso il Dipartimento di metodi e modelli per l'economia, il territorio e la finanza (Università Sapienza di Roma) è stato bandito un assegno di ricerca per il settore scientifico disciplinare SECS-S/06 dal titolo: "*Building resilience to emerging risks in financial and insurance markets* ", nell'ambito del progetto PRIN 2022 con stesso titolo. L'assegno ha durata pari a *12 mesi* e il bando scadrà il *29/12/2023* Il bando è reperibile al link seguente https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/211431/2023-12-29T… Gabriele Stabile

1 0

Fwd: Postdoc position in Lyon in probability / mathematical physics (2024-2026)
by Faggionato, Alessandra 29 Nov '23

29 Nov '23

Ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Christophe Garban <christophe.garban(a)gmail.com> Date: mer 29 nov 2023, 09:29 Dear colleagues, I am currently advertising a two-year postdoc position (with a possible extension to a third year) in probability/mathematical physics in University of Lyon 1, deadline January, 18th. Please transfer the announcement below to potential candidates. Thanks a lot! Best wishes, Christophe. ---------------------- Postdoc position in Lyon for 2024 Université Lyon 1 (funded by the ERC project Vortex) Applications are invited for one (possibly two) postdoctoral fellowship in probability/mathematical physics at University Lyon 1. The postdoc is funded by the European Research Council grant Vortex. Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. Practical information: (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocLyon2024.pdf ) - The position is for two years (with a possible extension to a third year), with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). - No teaching. - A lot of activity around probability in Lyon. - Great city :-) - The expected starting date is September 2024, but a different date may be arranged. Application and deadline: Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com) before *January 18th, 2024.* Applicants should also arrange for up to three letters of recommendation to be sent to the same address. They will be evaluated first on January 19th, 2024 and then on a rolling basis. *Contacts: *(all members of the ERC project Vortex). Christophe Garban (christophe.garban(a)gmail.com) Diederik van Engelenburg (diederikvanengelenburg(a)gmail.com) Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl) Jean-Marie Stéphan (stephan(a)math.univ-lyon1.fr)

1 0

Seminario di Daniel Parisi - 4 dicembre, Sapienza Università di Roma
by Giacomo Di Gesu 29 Nov '23

29 Nov '23

Buongiorno a tutti, segnalo il seguente seminario: *Lunedì 4 dicembre, ore 17:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Daniel Parisi, Sapienza Università di Roma *Title:* Entropy and mixing time of non-local Markov chains. *Abstract:* We discuss the convergence to the stationary distribution for non-local Markov chains on general spin systems on arbitrary graphs. We show that the relative entropy functional of the corresponding Gibbs measure satisfies the block factorization of entropy, an inequality that controls the entropy on a given region V in terms of a weighted sum of the entropies on blocks A ⊂ V when each A is given an arbitrary nonnegative weight α_A. This inequality generalizes the approximate tensorization of entropy and provides a natural extension of the classical Shearer inequality satisfied by the Shannon entropy. As a consequence of block factorization, we obtain optimal bounds on the mixing time of a large class of sampling algorithms for the ferromagnetic Ising/Potts models, including non-local Markov chains such as the heat-bath block dynamics and the Swendsen-Wang dynamics. The methods also apply to spin systems with hard constraints such as q-colorings and the hard-core gas model. First, we consider spin systems on the d-dimensional lattice Z^d satisfying strong spatial mixing. Then we extend our analysis to spin systems on an arbitrary graph satisfying spectral independence. Finally, we show that the existence of a contractive coupling for any local Markov chain implies spectral independence. saluti, Giacomo Di Gesù

1 0

PhD position in Hamburg
by Michele Salvi 29 Nov '23

29 Nov '23

Ricevo ed inoltro: The Institute of Mathematics of Hamburg University of Technology invites applications for a PhD position in probability theory. The position is funded via the DFG Priority Programme 2265 Random Geometric Systems and the research topic will be on the intersection of limit theorems, Stein's method and stochastic geometry. The successful candidate is expected to have a Master's degree in Mathematics or a related field, a good background in probability theory and proficiency in written and spoken English. The position (75%, TV-L 13) is for three years. The starting date should be in spring or earlier summer 2024. Please apply by December 18, 2023 online via our application portal, where you can find more information: https://stellenportal.tuhh.de/hyuhw For questions please contact Prof. Dr. Matthias Schulte at matthias.schulte(a)tuhh.de <mailto:matthias.schulte@tuhh.de>.

1 0

Convegno in memoria di Giuseppe Da Prato
by Marco Romito 29 Nov '23

29 Nov '23

Giovedì 7 dicembre 2023, Sala Azzurra, Scuola Normale Superiore, Pisa /Una giornata scientifica in ricordo di Giuseppe Da Prato/ 9:30 saluti di Luigi Ambrosio 9:45 Mimmo Iannelli, "Ricordando Beppe, un maestro e un amico" Seguono eventuali brevi interventi liberi. 11:00 coffee break 11:30 Alessandra Lunardi, "Beppe Da Prato e 50 anni di equazioni di evoluzione" 12:30 pranzo 14:30 Lorenzo Zambotti, "Beppe Da Prato e 50 anni di SPDEs" 15:30 Chiusura di Piermarco Cannarsa ed eventuali brevi interventi. Il comitato organizzatore: Luigi Ambrosio Piermarco Cannarsa Gabriella Di Blasio Franco Flandoli Luciano Tubaro

1 0

One world probability seminar this Thursday
by Ilya Chevyrev 28 Nov '23

28 Nov '23

Dear all. The next session of the One World Probability Seminar will be this Thursday (November 30) from 14:00 to 16:00 *UTC time*.The speakers of this session are Vittoria Silvestri (University of Rome La Sapienza) and James Norris (University of Cambridge). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden growth or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will introduce the ALE models, which include Hastings-Levitov models as particular cases, and discuss their large scale behaviour. Based on joint work with James Norris (Cambridge, UK) and Amanda Turner (Leeds, UK). Speaker 1 (14:00-15:00 UTC): Vittoria Silvestri (University of Rome La Sapienza). Title: Analysis of stochastic evolutions in infinite dimensions: application to stability of the Hastings-Levitov models Abstract: Martingales play a important role in the analysis of stochastic processes, in particular in demonstrating laws of large numbers and central limit behaviour. Motivated by the Aggregate Loewner Evolution models discussed in the preceding talk, I will discuss an interplay between martingale inequalities and Lp-multiplier estimates which allows to extend the use of martingales in an infinite-dimensional setting. (This is joint work with Vittoria Silvestri (Rome, La Sapienza) and Amanda Turner (Leeds).) Speaker 2 (15:00-16:00 UTC): James Norris (University of Cambridge). Zoom-link: https://univienna.zoom.us/j/69906409670?pwd=TUNNRFRsMUtSMHA0Y3k2eVhpdVpMQT09 Meeting ID: 699 0640 9670 Passcode: 081765

1 0

3-year Assistant Professorship in Mathematics, DCU
by Paolo Guasoni 28 Nov '23

28 Nov '23

Dear Colleagues, The School of Mathematical Sciences in Dublin City University is inviting applications for the post of Assistant Professor in Mathematics. This is a 3-year position, involving teaching and research. It is expected that the successful candidate will be in post by September 2024. Further details concerning the position may be found at https://www.dcu.ie/sites/default/files/inline-files/rc230616-advert-ap-scho… The application form for interested candidates is available to download at https://www.dcu.ie/hr/vacancies-current-vacancies-external-applicants with the closing date for applications being* Monday 8 January 2024*. Please bring this position to the attention of any interested candidates. With thanks and best wishes, John Appleby -- Professor John Appleby Head, School of Mathematical Sciences A: School of Mathematical Sciences Dublin City University Glasnevin Dublin 9 IRELAND T: +353 1 700 8232 T (secretary): +353 1 700 5293 E: John.Appleby(a)dcu.ie -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

1 0

PhD Scholarships in Mathematics at Heriot Watt University, Edinburgh
by Ottobre, Michela 28 Nov '23

28 Nov '23

Dear all, Heriot Watt and the Maxwell Institute for Mathematical Sciences, Edinburgh, are advertising a number of fully funded PhD Scholarships, of the duration of 3 and a half to 4 years. The research activities in Mathematics of Heriot watt and of the Maxwell Institute have an established record across the range of mathematical sciences. The Maxwell Institute is a recognised center for excellence, which ranked 3rd in the UK for quality and breadth of its research at REF2021. Our vibrant research environment is further enhanced by the presence of the International Center for Mathematical Sciences, which attracts a constant flow of national and international high calibre visitors. Applications are open in any area of Pure and Applied Mathematics, including (but not restricted to) Algebra, Mathematical Physics, Analysis of PDEs, Inverse Problems, Uncertainty Quantification, Calculus of Variations, Probability, Stochastic Analysis, Numerical Analysis, Mathematical Biology and Ecology, Modelling, Statistics, Computational Science, Actuarial Mathematics etc. A first deadline for applications is the 22nd of January 2024. After that, the online application system will remain open until end of June, but best chances are for students that apply before January 2022. For information on our programmes, see the link below https://www.maxwell.ac.uk/graduate-school/ A description of (many of) the PhD projects offered by the HW research groups can be found here https://www.hw.ac.uk/uk/schools/mathematical-computer-sciences/research/phd… We actively promote Equality, Diversity and Inclusion and welcome applications from all qualified applicants. All the Best, Michela -------------------------------------- Michela Ottobre Associate Professor of Mathematics Heriot-Watt University https://www.macs.hw.ac.uk/~mo3/ My working hours are flexible. I do not expect a reply outside of your normal working hours ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

1 0

Course by Ismael CASTILLO (Sorbonne University)
by Matteo Ruggiero 28 Nov '23

28 Nov '23

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting) we are pleased to announce the following course: -------------------------------------- Ismael CASTILLO (Sorbonne University) ASYMPTOTICS IN BAYESIAN NONPARAMETRICS. Syllabus: - Frequentist analysis of posterior distributions, dominated case, generic convergence theorem - Gaussian process priors and adaptation to smoothness - Deep neural network priors and deep GPs: adaptation to smoothness and structure - Variational Bayes: convergence of variational approximations -------------------------------------- The course will be held exclusively in-person, according to the following schedule: - Tue 12/12, h.16-18 - Wed 13/12, h.14-16 - Thu 14/12, h.9.15-11.15 - Thu 14/12, h.14-16 Course location: Room 30, third floor, Corso Unione Sovietica 218/bis, 10134, Turin. Participation is open to all interested. Best regards, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

Course Financial Risk Management by Kim Christensen in Verona, 3 lectures in presence
by Cecilia Mancini 27 Nov '23

27 Nov '23

Dear all, Professor Kim Christensen, from Aarhus University, will hold 3 lectures on the topic “Financial Risk Management ”, for master and PhD students, only IN PRESENCE. The activity is part of the PhD program at the Department of Economics, University of Verona, track Data Analysis and Finance Registration is required, deadline: Tuesday 28 November 2023, 24.00 hrs Here is the timetable 05.12.2023 14.00 – 16.30 Historical simulation, Expected shortfall, room Lab SMS8 (Santa Marta) 06.12.2023 10.00 – 12.30 Probability theory, Time series analysis, room SMT04 (Santa Marta) 06.12.2023 14.00 – 16.30 Volatility modeling, room SMT04 (Santa Marta) Department of Economics (Santa Marta), via Cantarane 24, Verona All interested people are invited to attend In case introductory and summary material on basic concepts and on Value-at-Risk is needed, we can indicate some preliminary references Description: Every day, companies around the world are exposed to various sources of financial risk. Risk management is the process by which such risk exposures are identified, measured and controlled. This course intends to introduce students to basic elements of financial risk management, including how to define risk, how we can measure risk from historical returns data, and how we can exploit stylized features of empirical risk measures to construct time series forecasts of the risk we expect to face in the future. Topics covered: - Coherent risk measures - Expected Shortfall - Historical simulation - Basic time series analysis - Time-varying volatility - Volatility modeling and forecasting - RiskMetrics - The GARCH(1,1) model Prerequisites - introduction to financial risk management, - sources of financial risk - Value-at-risk Reference text: Christofferson, P. F. (2012): Elements of Financial Risk Management. Elsevier Academic Press. Best regards, Cecilia Mancini

1 0

One world probability seminar on Thursday 30 November
by Ilya Chevyrev 24 Nov '23

24 Nov '23

Dear all. The next session of the One World Probability Seminar will be next week on Thursday (November 30) from 14:00 to 16:00 *UTC time*. The speakers of this session are Vittoria Silvestri (University of Rome La Sapienza) and James Norris (University of Cambridge). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden growth or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will introduce the ALE models, which include Hastings-Levitov models as particular cases, and discuss their large scale behaviour. Based on joint work with James Norris (Cambridge, UK) and Amanda Turner (Leeds, UK). Speaker 1 (14:00-15:00 UTC): Vittoria Silvestri (University of Rome La Sapienza). Title: Analysis of stochastic evolutions in infinite dimensions: application to stability of the Hastings-Levitov models Abstract: Martingales play a important role in the analysis of stochastic processes, in particular in demonstrating laws of large numbers and central limit behaviour. Motivated by the Aggregate Loewner Evolution models discussed in the preceding talk, I will discuss an interplay between martingale inequalities and Lp-multiplier estimates which allows to extend the use of martingales in an infinite-dimensional setting. (This is joint work with Vittoria Silvestri (Rome, La Sapienza) and Amanda Turner (Leeds).) Speaker 2 (15:00-16:00 UTC): James Norris (University of Cambridge). Zoom-link: https://univienna.zoom.us/j/69906409670?pwd=TUNNRFRsMUtSMHA0Y3k2eVhpdVpMQT09 Meeting ID: 699 0640 9670 Passcode: 081765

1 0

Workshop EFI9 - deadline(s) approaching (fwd)
by Tiziano Vargiolu 24 Nov '23

24 Nov '23

Dear all, we invite you to submit contributions to the 9th edition of the Energy Finance Italia conference (EFI9) that will be held on February 12-14, 2024 at the University of Bari. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. Keynote speaker: Ruediger Kiesel (University of Duisburg/Essen). Best paper prize: EFI prize, for authors born after January 1st, 1994 A special issue of "Energy Economics" will be associated with this conference. More information on the website https://events.math.unipd.it/EFI9/home IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 27, 2023 (NEXT MONDAY!) - Deadline for abstracts/papers submissions: Dec. 4, 2023, - Notification of abstract/paper acceptance: Dec. 18, 2023. - Early bird registration: Dec. 22, 2023 VENUE: Department of Business and Law Studies Largo Abbazia Santa Scolastica 53, Bari Looking forward to meet you in Bari! Best Regards for the Organizing committee: Viviana Fanelli and Tiziano Vargiolu

1 0

Executive Master in Quantum Machine Learning - the Ca' Foscari University of Venice
by Marco Corazza 24 Nov '23

24 Nov '23

Kind All, I'm pleased to present to you the second edition of the *Executive Master in Quantum Machine Learning* <https://www.cafoscarichallengeschool.it/en/master/quantum-machine-learning-…> at the Ca' Foscari University of Venice, which explores *Machine Learning*, *Quantum Computing*, *FinTech*, and others. The Master’s Program has a duration of *one year* and is delivered through *online streaming*, Fridays and Saturdays, full time. The course is scheduled to start in *February 2024*. Candidates have to submit the application for admission by *January*, the *14th 2024*. You can join the *Open-Lesson* on FinTech applications scheduled on *December 2nd, 2023*, starting from *2:00 pm* (Italian time). The Master’s degree Program can rely on important partners and sponsors, including: *Be | Shaping the future*, *Deep Learning Italy*, *IBM*, *Qi4M - AI for Finance*. You can find general information at the following link <https://www.cafoscarichallengeschool.it/wp-content/uploads/2023/05/Descript…> . I respectfully request the widest dissemination of this note. Sincerely, Marco Corazza -- 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 --

1 0

Postodoctoral position at Istituto Nazionale di Geofisica e Vulcanologia, Sezione di Pisa
by Andrea Bevilacqua 24 Nov '23

24 Nov '23

Dear colleagues The National Institute of Geophysics and Volcanology, Pisa Section, has announced an open position for a postdoctoral fellowship titled "Assessment of Volcanic Hazard", funded by the following research project: "Multiparametric Networks, Development of early warning systems and quantitative models for assessing the hazard and risk of Stromboli". Interested candidates may submit their applications following the procedure explained in the documents attached. The original call is in Italian, but an English translation is provided. Speaking Italian is not required. *The deadline for applications is December 16, 2023. * Future updates will be found at the following link: https://istituto.ingv.it/it/amministrazionetrasparente/bandi-di-concorso/as… [BANDO PISA N. 5/2023]. The research activities envisaged during the fellowship will focus on the "Quantitative assessment of volcanic hazard through mathematical models, probabilistic analyses, and techniques for uncertainty quantification", including: 1. Estimation of the occurrence probability of volcanic phenomena. 2. Numerical models of hazardous phenomena in explosive volcanism. 3. Mapping volcanic hazard with uncertainty quantification. *Candidates must have completed a Ph.D.* The research group into which the successful candidate will be integrated possesses expertise spanning from numerical modeling of volcanic processes to hazard estimation using statistical and mathematical models, as well as the collection and analysis of volcanological data and related uncertainties. During the fellowship, there will be encouragement for both deepening and enhancing the candidate's field of expertise and their integration and growth within a multidisciplinary and stimulating environment. Duration: 12 months, with the possibility of an extension. Start date: January 2024, with possible flexibility. Best wishes Andrea Bevilacqua

1 0

Postdoctoral fellowship at the University of Verona
by Giuseppe Buccheri 23 Nov '23

23 Nov '23

Dear all, The Department of Economics of the University of Verona has announced the availability of a postdoctoral fellowship funded under the following research project: Realized Random Graphs: A New Econometric Methodology for the Inference of Dynamic Networks, PI: Prof. Giuseppe Buccheri, funded by PRIN 2022. Interested candidates may submit their applications through the following link: https://www.univr.it/it/concorsi/assegnisti-di-ricerca/assegni-di-ricerca/0… The deadline is December 7, 2023. The postdoctoral fellow should have completed, or be close to completing, a PhD with substantial training in quantitative skills (statistics, econometrics, math, physics). Some experience in economics and finance is preferred but not strictly necessary. The project involves theoretical and empirical research. The candidate will join a strong and vibrant quantitative group which includes 10+ researchers. Interaction with the group is encouraged. Job duration: 18 months, extendible up to 2 years. Start date: January 2024, with some flexibility. Teaching: none. Remuneration scheme is competitive. Giuseppe Buccheri Assistant Professor of Econometrics (RTDB) Department of Economics University of Verona Polo Santa Marta, Floor 1, Room 1.70 Via Cantarane, 24, 37129 Verona VR

1 0

SPASS Seminar: Lucie Laurence
by Andrea Agazzi 23 Nov '23

23 Nov '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Scaling methods for stochastic chemical reaction networks * by Lucie Laurence (INRIA Paris) The seminar will take place on TUE, 28.11.2023 at 14:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: **In this talk we investigate stochastic chemical reaction networks (CRNs) with scaling methods. This approach is used to study the stability properties of the associated Markov processes, but also to investigate the transient behavior of the sample paths. It also gives insight on the impact of specific features of these networks such as their polynomial reaction rates, leading to the coexistence of multiple timescales. Some examples of CRNs are discussed to illustrate the multiple timescales involved in the decay of the norm of the state when the CRN starts from a “large” initial state. A detailed scaling analysis of an interesting CRN exhibiting a slow decrease of the norm of the state is presented.*

1 0

Fwd: phd position
by Federica Masiero 23 Nov '23

23 Nov '23

Ricevo e inoltro. Buona giornata Federica ---------- Forwarded message --------- Da: Mark Veraar <M.C.Veraar(a)tudelft.nl> Date: mer 22 nov 2023 alle ore 09:41 Subject: phd position To: Mark Veraar <M.C.Veraar(a)tudelft.nl> Dear all, There is a new opening for a PhD student within my NWO vici project “Foundations of SPDE”. It would be great if you could forward this message to candidates who might be interested. Job details (tudelft.nl) <https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details?…> The deadline for applications is January 31st, 2024. Thanks in advance. Best Mark Veraar -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

1 0

XXV Workshop on Quantitative Finance (QFW2024) - Bologna April 11th-13th, 2024
by Giacomo Bormetti 22 Nov '23

22 Nov '23

Dear Colleagues, We are delighted to announce that the XXV Workshop on Quantitative Finance (QFW2024) will take place in Bologna on April 11th-13th, 2024. The Alma Mater University of Bologna will host the meeting. Attendance is free of charge but registration is compulsory. A second announcement will make the call for papers and further details available soon. We are looking forward to meeting you in Bologna, save the date! Giacomo Bormetti On behalf of the Organizing Committee Giacomo Bormetti https://www.unibo.it/sitoweb/giacomo.bormetti

1 0

CIME summer school
by Michele Salvi 22 Nov '23

22 Nov '23

We are glad to announce the CIME summer school "High-Dimensional Approximation: From Theoretical Foundations to Machine Learning and PDEs" which will take place in Cetraro (Italy), at the Grand Hotel San Michele, during the week of September 23-27, 2024. The school will focus on the challenges and state-of-the-art solution strategies for addressing high-dimensional approximation problems. Courses: - Adaptivity in High-Dimensional Statistical Learning (Francis Bach) - Numerics of High-Dimensional PDEs (Markus Bachmayr) - High-Dimensional Approximation in Machine Learning (Gitta Kutyniok) - High-Dimensional Integration (Dirk Nuyens) - Compressive Sensing (Holger Rauhut) The application deadline is May 15, 2024. There are no registration fees. Moreover, PhD students and junior postdocs may request for a CIME grant to cover local accommodation costs. Further information can be found at https://www.mat.uniroma2.it/~speleers/cime2024/ We look forward to welcoming you in Cetraro in September, 2024. The course directors: Albert Cohen Domenico Marinucci Hendrik Speleers

1 0

Fwd: Postdoc position
by Florian Bechtold 22 Nov '23

22 Nov '23

---------- Forwarded message --------- Von: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> Date: Mo., 13. Nov. 2023 um 16:37 Uhr Subject: Postdoc position Dear all, could you please forward the attached job announcement to people you know? https://uni-bielefeld.hr4you.org/job/view/2929/research-position?page_lang=… Thanks! Best, M

1 0

Fwd: Seminario Padova - Dario Trevisan
by Alekos Cecchin 21 Nov '23

21 Nov '23

Buongiorno a tutti, Vorremmo segnalarvi che questo venerdì (24 Novembre) alle ore 14:30 in aula 1BC50 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: *Dario Trevisan* (Università di Pisa) *Title*: On the Concave One-Dimensional Random Assignment Problem: Kantorovich Meets Young *Date*: November 24, 2023 at 14:30, room 1BC50, Torre Archimede, Padova *Abstract*: We consider the assignment (or bipartite matching) problem between n source points and n target points on the real line, where the assignment cost is a concave power of the distance, |x-y|^p, for 0<p<1. It is known that, differently from the convex case (p>1) where the solution is rigid, i.e. it does not depend on p, in the concave case it may varies with p and exhibit interesting long-range connections, making it more appropriate to model realistic situations, e.g. in economics and biology. In the random version of the problem, the points are samples of i.i.d. random variables, and one is interested in typical properties as the sample size n grows. Barthe and Bordenave in 2013 proved asymptotic upper and lower bounds in the range 0<p<1/2, which they conjectured to be sharp. Bobkov and Ledoux, in 2020, using optimal transport and Fourier-analytic tools, determined explicit upper bounds for the average assignment cost in the full range 0<p<1, naturally yielding to the conjecture that a "phase transition" occurs at p=1/2. We settle affirmatively both conjectures. The novel mathematical tool that we develop, and may be of independent interest, is a formulation of Kantorovich problem based on Young integration theory, where the difference between two measures is replaced by the weak derivative of a function with finite q-variation. Joint work with M. Goldman (arXiv:2305.09234). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin

1 0

Kloeden PhD-course
by Stefania Ugolini 21 Nov '23

21 Nov '23

Dear All, we are pleased to invite you to the following PhD-course at the Department of Mathematics, Università degli Studi di Milano, Numerical Approximations of Stochastic Partial Differential Equations by Prof. Peter Kloeden (Università di Francoforte) The three lectures will be held at the Department of Mathematics, Via Saldini 50, in the PhD-Room, located at the first floor near the elevator, according to the following schedule: Tuesday 28 November 2023. Aula Dottorato 9:30-12:30 Wednesday 29 November 2023. Aula dottorato: 9:30-12:30 Thursday 30 Novembre 2023. Aula dottorato: 9:30-12:30 The lectures will also be available via zoom at the following link: https://us02web.zoom.us/j/6815552946 Best Regards, Daniela Morale and Stefania Ugolini.

1 0

Doctorate course in Milano
by Stefania Ugolini 21 Nov '23

21 Nov '23

Dear All, we are pleased to invite you to the following course at the Department of Mathematics, Università degli Studi di Milano, Numerical Approximations of Stochastic Partial Differential Equations by Prof. Peter Kloeden (Università di Francoforte-emerito) The three lessons will be held at the Department of Mathematics, Via Saldini 50, in the Doctoral Room, which is located on the second floor near the elevator, according to the following calendar: Martedì 28 novembre 2023. Aula Dottorato 9:30-12:30 Mercoledì 29 novembre 2023. Aula dottorato: 9:30-12:30 Giovedì 30 novembre 2023. Aula dottorato: 9:30-12:30 The lessons will also be broadcast via zoom at the following link:

1 0

Assegno di ricerca, deep learning per immagini mediche, scadenza 29 novembre
by Maurizio Parton 21 Nov '23

21 Nov '23

Carissimi, vi scrivo per pubblicizzare un bando per assegno di ricerca, con scadenza 29 novembre (tra 8 giorni). L'assegno è di 18 mesi, per un compenso lordo di 48K€ (il 33% in più del normale per gli assegni di ricerca). L'argomento è l'analisi di dati medici (prevalentemente immagini, ma non solo) per inferenza su variabili predittive della salute futura del paziente (speranza di vita, probabilità di fratture, e altro). Il tema di ricerca è descritto con qualche dettaglio in più qui (assegno #14): https://www.unich.it/sites/default/files/scheda_1declaratoria_assegni_2.pdf. Background in questo tipo di analisi è benvenuto, ma non necessario, perché è previsto un periodo iniziale di formazione sull'argomento. Il bando è scaricabile a https://www.unich.it/ateneo/concorsi-e-gare/assegni-di-ricerca, per ora è il secondo avviso (cercate "D.R. n.1593 prot. n.72998" per trovarlo). Per qualunque richiesta di informazioni, scrivere a maurizio.parton(a)unich.it. Grazie a tutti, a presto. Maurizio

1 0

Announcement: Quantum Computing for Finance – Course by Prof. Jacquier - 04.12-07.12.2023
by Viktoria Schildhammer 21 Nov '23

21 Nov '23

Dear colleagues, We would like to announce the following course: “Quantum Computing for Finance” held by Professor Antoine Jacquier taking place at the University of Vienna, at the department for Statistics and Operations Research at Kolingasse 14-16, 1090 (https://quarimafi.univie.ac.at/quantum-computing-finance/) The course will take place from Monday, 04.12.2023, until Thursday, 07.12.2023. It is aimed at PhD students and researchers who want to get acquainted with quantum computing and its potential applications in the finance . Please find the preliminary program for the course here: https://quarimafi.univie.ac.at/quantum-computing-finance/programm/. The abstract of the course and a short bio of Antoine Jacquier can be found below and on the website. Attending the course is for free, but please register via email to <viktoria.schildhammer(a)univie.ac.at>. The registration deadline is the 30.11.2023. This is the last day where registrations will be accepted. Please also mention in your registration email your full name and affiliation! In case of problems / questions, please do not hesitate to send us an e-mail! We are looking very much forward to welcoming you at the course! Kind regards, Prof. Christa Cuchiero and Viktoria Schildhammer ------------------------------- Abstract: Quantum Computing, relegated for decades as a spooky distant myth, is now becoming a reality. To wit, quantum computers (albeit small in scale) are already available, developed by the likes of IBM, Rigetti, D-Wave, Google, Microsoft, ..... However, a quantum computer is not simply a bigger and more powerful computer, and requires a whole new set of algorithms to be written to perform useful tasks. These, and the underlying technology, draw from the laws of quantum mechanics, fundamentally different from our usual numerical toolbox. The goal of this course is to provide a mathematical introduction to Quantum Computing and to highlight applications in Quantitative Finance, in particular for Monte Carlo simulations, machine learning and optimisation. Numerical examples (through python) will also be introduced to provide a tangible reality. Bio: Antoine Jacquier is Professor of Mathematics in the Department of Mathematics at Imperial College London. His research interests range from Probability Theory and Stochastic Analysis to Numerical Analysis and Quantum Computing, with a view towards applications in Mathematical Finance. For more details on his research or his published papers, please visit his homepage: https://jackantoinejacquie.wixsite.com/jacquier.

1 0