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Fwd: Call for expressions of interest for faculty positions at GSSI
by Faggionato, Alessandra 22 Aug '23

22 Aug '23

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: GSSI Probability & Math Phys Group <proba(a)gssi.it> Date: Tue, 8 Aug 2023 at 15:00 Subject: Call for expressions of interest for faculty positions at GSSI To: <proba(a)gssi.it> Dear colleagues, The Mathematics Division at the Gran Sasso Science Institute (GSSI) invites expressions of interest for - *a faculty position at the Assistant Professor level (Tenure Track - RTDB)** in** Mathematical Physics *and Probability: - an associate professor position in Numerical Analysis. from highly qualified researchers worldwide. More information are available at the following link https://www.gssi.it/communication/announcements/item/23423-expression-of-in… The expressions of interest should be sent at the earliest convenience and in any case not later than *October 20, 2023 *(Math Phys and Probability) and *December 20, 2023* (Numerical Analysis) respectively. We would be grateful if you could circulate the following information among potential interested researchers. With best regards, The GSSI Mathematics Group -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Two-year postdoc position at the Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 18 Aug '23

18 Aug '23

Dear colleagues, I would like to advertise the call for a two-year postdoc position at the Scuola Normale Superiore on: “Statistical, Machine Learning and Artificial Intelligence models for Economics and Finance” as part of the research projects “SoBigData++: European Integrated Infrastructure for Social Mining and Big Data Analytics” and “SoBigData RI Preparatory Phase Project”. Deadline for applications: September, 11th 2023 at 04:00 pm (Italian time) The call, both in Italian and English, as well as instructions for application, can be found here: Portale Trasparenza Scuola Normale Superiore - Assegno di ricerca Modelli statistici, di Machine Learning e di Intelligenza Artificiale per l’Economia e la Finanza / Research contract named Statistical, Machine Learning and Artificial Intelligence models for Economics and Finance (sns.it) <https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_15438_874_1.html> Do not hesitate to contact me for further information. Best regards Fabrizio Lillo ---------------------------------------- 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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3 years long Postdoc position at the SNS
by Stefano Marmi 17 Aug '23

17 Aug '23

Dear colleagues, I would like to advertise the call for one three-years long post-doc position at the Scuola Normale Superiore, financed on a grant provided by Fineco Asset Management, on "Applications of Machine Learning and Artificial Intelligence methods in Quantitative Finance and Investments" The deadline is September, 11th 2023 at 04:00 pm CEST. The research activity will be done in close collaboration with the Fineco Asset Management quantitative team in Dublin (Ireland) and will include visits, also of several weeks, at Fineco headquarter in Dublin. The call, both in italian and english, as well as instructions for application, can be found here: Portale Trasparenza Scuola Normale Superiore - Assegno di ricerca Applicazioni del Machine Learning e dell’Intelligenza Artificiale alla Finanza Quantitativa e agli Investimenti / Research contract Applications of Machine Learning and Artificial Intelligence methods in Quantitative Finance and Investments (sns.it) <https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_15436_874_1.html> The webpage of the quantitative finance group at the Scuola Normale Superiore is http://mathfinance.sns.it/ Do not hesitate to contact me or Fabrizio Lillo for further information. Best regards Stefano Marmi

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3-year postdoc position at TU Graz, Austria
by Mihyun Kang 14 Aug '23

14 Aug '23

Applications are invited for a postdoc position for 3 years at the Graz University of Technology (TU Graz), Austria. The envisioned starting date is 1 November 2023, but starting earlier or later is possible. The candidate should exhibit a strong background and track record in discrete probability theory, especially in random discrete structures. The position is funded by the Austrian Science Fund (FWF) within the Austrian-German joint project "Sparse random combinatorial structures". There are no teaching obligations. The salary is according to the standard personnel costs and salaries for FWF projects (https://www.fwf.ac.at/en/research-funding/personnel-costs) -- the current gross monthly salary is 4,351.90 EUR (14 x a year). Application documents: - CV - short description of research interests - list of two people who may be contacted for reference letters All application documents in a single PDF-file should be submitted to Ms Karin Kernbichler karin.kernbichler(a)tugraz.at Applications received by 15 September 2023 will be given full consideration. The interview with short-listed candidates will take place online on 29 September. https://www.math.tugraz.at/comb/index.php?link=jobs

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Fwd: Postdoc in Bath
by Elisabetta Candellero 10 Aug '23

10 Aug '23

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Wed, Aug 9, 2023 at 3:03 PM Subject: Postdoc in Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, I am hiring a postdoc, for around 15 months, starting as soon as possible. The project is entitled "Branching random walks with dormancy among disasters", and the deadline to apply is 11th September. The advert is here: https://www.bath.ac.uk/jobs/Vacancy.aspx?id=23669 Please pass this on to anyone who might be interested. Apologies if you receive this more than once. Best wishes, Matt

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Associate Professor Position at Durham University
by Pietro Caputo 08 Aug '23

08 Aug '23

ricevo e inoltro: ------------------------------ *Da:* CHHITA, SUNIL <sunil.chhita(a)durham.ac.uk> *Inviato:* martedì 8 agosto 2023 12:15 *Oggetto:* Associate Professor Position at Durham University Dear Friends and Colleagues, Apologies if you receive more than one copy of this message. We are currently advertising a new faculty position (Associate Professor) in probability, stochastic analysis or a related area, to join the probability group <http://www.maths.dur.ac.uk/PiNE/prob_at_dur.html> at Durham University <https://www.dur.ac.uk/mathematical.sciences/>, UK. The closing date for applications is 20th September 2023. Please see the links for more details and on how to apply: Durham site <https://durham.taleo.net/careersection/du_ext/jobdetail.ftl?job=23001339&tz…> and Mathjobs <https://www.mathjobs.org/jobs/list/22741>. Please pass this email on to anyone who you think might be interested. Best wishes Sunil

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Season 5 of the One World ABC Seminar Series
by Massimiliano Tamborrino 05 Aug '23

05 Aug '23

Dear all, With Season over, it is time to look ahead towards Season 5 of the One World ABC seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…>. A few info on this regard: * The nominations for next OWABC speakers are now open. If you would like to hear from someone or would like to propose your nomination, please send an email to me (massimiliano.tamborrino(a)warwick.ac.uk) or to any of the other OWABC Organisers with the name of the speaker and a link to the relevant works (preprints are welcome). * We are glad to announce that Clara Grazian<https://www.sydney.edu.au/science/about/our-people/academic-staff/clara-gra…> (University of Sidney) and David Frazier<https://dtfrazier.netlify.app/> (Monash University) are now member of the Organising Committee. * Next year seminars are expected to run at 8am or 8.30am UK time. Obviously, ad-hoc arrangements will be taken when having speakers from America. I would like to wish you a great summer/winter break, best, Massimiliano on the behalf of the OWABC Organisers * ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Workshop “Replicability crisis in science?”| University of Padua, Italy | 19 September 2023
by Sara Pillan 03 Aug '23

03 Aug '23

Dear All, it is a pleasure to announce the *Workshop “Replicability crisis in science?”University of Padua, Italy, 19 September 2023* Speakers: Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber Cancer Institute, Harvard University, USA (https://scholar.harvard.edu/parmigiani) Prof. Branden Fitelson, Department of Philosophy and Religion, Northeastern University, USA (https://cssh.northeastern.edu/faculty/branden-fitelson/) Prof. Gianmarco Altoè, Department of Developmental Psychology and Socialisation, University of Padua ( https://www.dpss.unipd.it/en/gianmarco-altoe) Prof. Alessandra Salvan, Department of Statistical Sciences, University of Padua (https://homes.stat.unipd.it/alessandrasalvan/en/home-2/) Prof. Marzia Soavi, Department of Philosophy, Sociology, Education and Applied Psychology, University of Padua ( https://www.unipd.it/en/contatti/rubrica?detail=Y&ruolo=1&checkout=cerca&pe… ) Workshop content: When evaluating the reliability of scientific findings and predictions, a major concern is about their replicability, that is their consistency across different studies aimed at answering the same question. A ‘replicability crisis’ has been claimed in the last decades, denouncing that a large part of published research findings, especially in applied sciences, such as psychology or medicine failed to be confirmed by subsequent studies. Difficulties in moving from empirical evidence and data analysis to a scientific result push towards the need to clarify various aspects, such as rigorous definitions, the possible tools for understanding and communicating the uncertainty inherent in most scientific conclusions, the definition of non-questionable research practices. Workshop Website: https://replicabilityday.stat.unipd.it Registration: Registration for the workshop is now open on Eventbrite <https://www.eventbrite.it/e/biglietti-replicability-crisis-in-science-68647…> . Organizers: Department of Statistical Sciences, University of Padova, Italy: Alessandra Salvan and Bruno Scarpa Department of Philosophy, Sociology, Education and Applied Psychology, University of Padova, Italy: Massimiliano Carrara and Fabio Grigenti Further details can be found at https://replicabilityday.stat.unipd.it or contact Bruno Scarpa (scarpa(a)stat.unipd.it) Info: replicability(a)stat.unipd.it The workshop has been organised together with the twin event of the Summer school on “Replicability crisis in science?” <https://replicability.stat.unipd.it/>.

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PhD at the Scuola Normale Superiore (Pisa, Italy). Call 2023-2024
by Fabrizio Lillo 30 Jul '23

30 Jul '23

The call for applications to the 2023/2024 PhD program in Computational Methods and Mathematical Models for Sciences and Finance at the Scuola Normale Superiore, Pisa, see https://www.sns.it/en/computational-methods-and-mathematical-models-science… is available here https://www.sns.it/sites/default/files/2023-02/dd_bando_phd_2023-24_sci_sps… One of the fellowships is on a specific topic PNRR SoBigData.it project "*Data Science, Machine Learning and Artificial Intelligence*" The deadline is August 24 Please distribute this information to potentially interested candidates. Thank you very much in advance. ---------------------------------------- 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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Tenure Track Assistant Professorship
by Marco Maggis 28 Jul '23

28 Jul '23

*Da:* Claudia Klüppelberg <cklu(a)cit.tum.de> *Inviato:* venerdì 28 luglio 2023 14:32 *A:* Marco Maggis <marco.maggis(a)unimi.it> *Cc:* Marco Maggis <marco.maggis(a)unimi.it> *Oggetto:* Tenure Track Assistant Professorship The Technical University of Munich (TUM) invites applications for the prestigious Rudolf Mößbauer Tenure Track Assistant Professorships to be appointed in spring 2024. Each such position is a W2 fixed-term (6 year) tenure-track professorship with the possibility for promotion to a tenured W3. The research areas considered in this year's call include time series, spatial statistics, and related topics under the broader heading of Statistical Modelling and Uncertainty Quantification for Spatio-Temporal Data. Applications are to be submitted online by Wednesday, September 20, 2023. Further information and instructions for how to apply can be found in the full call for applications at https://portal.mytum.de/jobs/professuren/NewsArticle_20230724_132730 For inquiries feel free to contact Prof. Mathias Drton <mathias.drton(a)tum.de >. -- Prof. Dr. Claudia Klüppelberg Department for Mathematics, Technical University of Munich Postal Address: Boltzmannstr. 3, 85748 Garching bei München Office Location: Parkring 13, 85748 Garching bei München e-mail: cklu(a)cit.tum.de <cklu(a)cit.tum.de> Support the activities of the Bernoulli Society by becoming a member http://www.bernoullisociety.org

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Correction: Associate professor in Finance
by Marco Maggis 28 Jul '23

28 Jul '23

With reference to the previous email: 1) Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for ASSOCIATE professor ( http://abilitazione.miur.it/public/index.php for applications), or must be holding an equivalent academic position abroad. 2) Deadline for application: August 25 at 12:00 Best regards Marco Maggis

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Associate professor in Finance
by Marco Maggis 27 Jul '23

27 Jul '23

The Department of Mathematics of the University of Milan is hiring an Associate Professor in Mathematical Methods for Finance and Economics (SECS-S/06). Interested candidates can apply online at the following link https://www.unimi.it/en/node/47320 The successful candidate is expected to contribute to the development of the department under the programme “Dipartimento di Eccellenza” ( https://www.miur.gov.it/dipartimenti-di-eccellenza) and also to the department’s academic teaching activities (with a teaching load of 120 hrs per year), its strategy and governance, as well as providing scientific leadership and participating in international and national grant applications. Candidates applying for professorship must have obtained the Italian national habilitation (ASN) for full professor ( http://abilitazione.miur.it/public/index.php for applications), or must be holding an equivalent academic position abroad. Salary is fixed by national standards and starts at 52000 EUR (gross). Taxes reduction may apply for 5 or more years according to the Italian rules for candidates moving to Italy from abroad. For any inquiry please do not hesitate to contact us. Marco Maggis Marco Frittelli

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Tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna (fwd)
by Tiziano Vargiolu 26 Jul '23

26 Jul '23

---------- Forwarded message ---------- Date: Wed, 26 Jul 2023 10:57:00 +0200 From: Christa Cuchiero <christa.cuchiero(a)univie.ac.at> Subject: Tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna Dear Giorgia, Claudio, Martino and Tiziano, I just wanted to inform you that a tenure-track professorship for the field of Foundations of Machine Learning in Finance at the University of Vienna has been announced, see https://personalwesen.univie.ac.at/en/jobs-recruiting/tenure-track-professo… I would be grateful if you could spread the information about the position in your networks and to let me know about potentially interested candidates. Thanks a lot in advance! Kind regards, Christa -- -- Univ.-Prof. Christa Cuchiero Department of Statistics and Operations Research University of Vienna Kolingasse 14-16 1090 Wien, Austria phone: +43 4277 38690 email: christa.cuchiero(a)univie.ac.at web: https://homepage.univie.ac.at/christa.cuchiero/

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MAF2024 - 1st Call for Conference Contributions - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 25 Jul '23

25 Jul '23

*11th International Conference* *MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE - MAF2024* *University of Le Havre Normandie, Le Havre Cedex (FR) - April 4-6, 2024* *1ST Call for Conference Contributions* Dear All, I'm glad to send you the first call for MAF2024 contributions. For your convenience, please see the attached flyer. Best regards, Marco Corazza - Ca' Foscari University of Venice, Italy (On behalf of the Steering committee of MAF2024) *AIM* MAF2024 fosters collaboration between mathematicians and statisticians, to facilitate the development of theoretical and methodological advancements, as well as their applications. By leveraging this interdisciplinary approach, the conference aims to emphasize the synergy between these disciplines. MAF024 also promotes participation from both academicians and practitioners. *VENUE and DATES* • University of Le Havre Normandie – Le Havre Cedex, France • April Thursday 4 – Saturday 6, 2024 *TOPICS, but not limited to* Actuarial models, Artificial Intelligence, Behavioural finance, Blockchain technologies, Commodity markets analysis, Credit risk methods and models, Decentralized Finance, Digital asset analysis, ESG finance, FinTech, Fund performance evaluation, Insurance portfolio analysis, InsurTech, Interest rate models, Machine Learning, Management in insurance business, Methods and models for time series analysis, Models for financial derivatives, Multivariate techniques for financial markets analysis, Optimization, Pricing, Risk management, Sovereign risk, Static and dynamic portfolio selection and management, Text analysis, Trading systems. *ORGANIZERS* - University of Le Havre Normandie – Le Havre Cedex, France - Ca’ Foscari University of Venice – Venezia, Italy - University of Salerno – Fisciano (SA), Italy *STEERING COMMITTEE* - M. Corazza – Ca’ Foscari University of Venice, Italy - F. Gannon – University of Le Havre Normandie, France - F. Legros – ICN Business School, France - C. Perna – University of Salerno, Italy - C. Pizzi – Ca’ Foscari University of Venice, Italy - M. Sibillo – University of Salerno, Italy - V. Touzé – Sciences Po – OFCE, France *SCIENTIFIC COMMITTEE* Please, see https://apps.unive.it/server/eventi/76128/MAF2024_scientific-committee.pdf *CALL FOR CONTRIBUTIONS, mandatory*- Abstract submission: January 8, 2024 - Notification of abstract acceptance: January 24, 2024 *CALL FOR PAPERS, facultative* A short paper, 4 to 6 pages, can be submitted for publication after peer review in a book edited by Springer - Paper submission: January 8, 2024 - Notification of paper acceptance: January 24, 2024 - The final version of the paper, revised according the peer review, must be sent by February 6, 2024 *FEES* - Registration by January 31, 2024 - On-site: 220 euros; For students: 140 euros - Registration after January 31, 2024 - On-site: 300 euros; For students: 180 euros *FURTHER INFORMATION* - Organized sessions are solicited - All other necessary information (e.g., conference website address, where to stay, ...) will be provided soon. -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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3rd edition of: The Mathematics of Subjective Probability
by Pietro Rigo 24 Jul '23

24 Jul '23

Dear all, this is to recall the 3rd edition of the workshop on The Mathematics of Subjective Probability<https://www.msp2023.campus.unimib.it/>: Topics in economics and probability to be held at the University Milano-Bicocca in Milan on 11-13 September 2023. The three days of the workshop are devoted to: 11/09 THEORY OF DECISIONS * Vladimir Vovk (Royal Holloway, London), * Fabio Maccheroni (UNiversità Bocconi), * Lorenzo Bastianello (Università di Venezia), * Sabrina Mulinacci (Università di Bologna), * Giuseppe Attanasi (Università "La Sapienza"), * Aldo Montesano (Università Bocconi). 12/09 STOCHASTIC CONTROL * Nizar Touzi (Ecole Polytechnique), * Giorgio Fabbri (Université de Grenoble), * Max Nendel (Universitaet Bielefeld), * Alessandro Calvia (Università di Parma), * Giuseppina Guatteri (Politecnico di Milano), * Daria Ghilli (Università di Pavia), * Marta Leocata (Scuola Normale Superiore), * Cristiano Ricci (Università di Pisa). 13/09/ OPTIMAL TRANSPORT * Mathias Beiglboeck (Universitaet Wien), * Giuseppe Savaré (Università Bocconi), * Pietro Siorpaes (Imperial College, London), * Hugo Lavenant (Università Bocconi), * Giulia Cavagnari (Politecnico di Milano), * Giacomo Enrico Sodini (Universitaet Wien). The registration<https://www.msp2023.campus.unimib.it/registration> is free but mandatory. Deadline for registering is 20 August Feel free to circulate the announcement to anyone who may be interested in this workshop. Best wishes, Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

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rtd-B MAT/06 Università del Piemonte Orientale
by Anna Paola Todino 24 Jul '23

24 Jul '23

Dear Colleagues, A call for applications for a *tenure track position* (RTD-B) in Probability and Mathematical Statistics, SSD MAT/06, is open at The Department of Science, Technology and Innovation (DISIT) of Università del Piemonte Orientale. The deadline is July 27, 3 pm. The official call is available at the link: https://www.uniupo.it/it/concorsi/concorsi-il-personale-docente-e-ricercato… <https://www.uniupo.it/it/concorsi/concorsi-il-personale-docente-e-ricercato…> Please feel free to forward this message to potentially interested candidates. Best regards, Anna Paola Todino

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Bando dottorato presso Università degli Studi di Milano
by Stefania Ugolini 21 Jul '23

21 Jul '23

Cari colleghi. vorrei segnalare la scadenza imminente del seguente bando di dottorato. Resto a disposizione per ogni chiarimento. Cordiali saluti, Stefania Ugolini. Numero 1 borsa di studio messa a disposizione dall’Università degli Studi di Milano a valere su fondi del DM 118/2023 per dottorati di ricerca rientranti negli ambiti di interesse del PNRR per il seguente programma: “Clima, ambiente e degrado dei beni culturali: dalle molecole stocastiche interagenti alla nanoscala ai campi medi delle concentrazioni alla macroscala. Modellistica e stime con misure di laboratorio” (CUP G43C23000980006) Domanda di ammissione: dal 27/06/2023 al 26/07/2023 Lettere di referenza Il Collegio docenti richiede la presentazione di n. 1 lettera di referenza, da redigersi secondo il Modello 2 qui accluso, da trasmettere all’indirizzo e-mail segrdott.mat(a)unimi.it<mailto:segrdott.mat@unimi.it> BANDO: https://apps.unimi.it/files/bandi/bando-2024-2-dottorato-in-scienze-matemat…

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International Conference in Venice Social, Sovereign and Geopolitical Risks- CALL FOR PARTICIPATION
by Monica Billio 18 Jul '23

18 Jul '23

CREDIT2023 <https://www.greta.it/index.php/it/credit-2023> *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg),*European Investment Fund* (Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 21-22, 2023. The *CREDIT 2023* 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 2023* is the *twenty-second *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*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. /Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The CREDIT 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems./ The Scientific Committee consists of: *Moritz Schularick* (Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *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)* Loriana Pelizzon* (Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer* (London Business School)* Marti Subrahmanyam* (NYU Stern Business School) * Christoph Trebesch* (Kiel Institute)** *PROGRAMME: Click here to see the conference programme <https://www.greta.it/index.php/it/general-information-credit23/programme-20…>* ** **REGISTRATION: Click here to register <https://registration.nexave.org/it/iscrizione-evento/27/22nd-international-…>** For the Registration Fees and more detailed information, please visit the *Conference website <https://www.greta.it/index.php/it/credit-2023>* *** Please accept our apologies for any crossed e-mails. ** Probably you are in our mailing list from very long time because you collaborated with us or with our associates, you asked to be informed about our activities, you attended our conferences or you submitted papers to our call for papers. If you would like to continue enjoying the benefits of keeping up to date with our future events, invitations, and developments, you do not need to do anything. If you would prefer to no longer receive communications from us, please send an email with Subject "Cancel from Mailing List" to credit(a)greta.it <mailto:credid@greta.it> BS <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> Privo di virus.www.avg.com <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2> -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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assegno di ricerca a Firenze
by Giacomo Scandolo 18 Jul '23

18 Jul '23

Assegno di ricerca, settore SECS-S/06, presso il Dipartimento DISEI dell'Università di Firenze. L'assegno è finanziato da fondi NGEU-PNRR attraverso il Partenariato Esteso PE-3 RETURN (Multi-Risk Science for Resilient Communities under a Changing Climate). E' richiesto il Dottorato di ricerca o titolo equivalente conseguito all'estero. Titolo: Incertezza di modello nella misurazione di rischi finanziari, energetici, climatici e naturali Descrizione: La ricerca riguarderà l’impatto che l’assunzione di un modello descrittivo-statistico ha sull’analisi e quantificazione dei rischi di diversa natura e sulle conseguenti politiche di mitigazione. Le applicazioni potranno essere ad ampio spettro, in linea con l'interdisciplinarietà del Partenariato. Responsabile scientifico: Prof. Giacomo Scandolo Durata: 24 mesi Inizio: novembre 2023 Lordo percipiente annuo: 26750 Euro E' inoltre prevista una "mobility allowance" lorda di 5670 Euro annui in caso di assegnista residente fuori dall'Italia. Scandenza domande: 03/08/2023 Data colloquio (online): 05/09/2023 Link al bando: (italiano) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… (inglese) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… Per ogni ulteriore informazione, contattare: giacomo.scandolo(a)unifi.it --------------------------------------------------------------------------------------------- Post-doc research grant at the Department of Economics (DISEI) of the University of Florence. The grant is financed by the NGEU-NRRP through the Extended Partnership PE-3 RETURN (Multi-Risk Science for Resilient Communities under a Changing Climate). A PhD degree is required for the position. Subject: Model uncertainty in financial, energy, climate, and natural risks assessment Description: The research activity will consider how selecting a descriptive-statistical model may impact on the analysis and assessment of different types of risks and on the derived mitigation policies. The range of possible applications is wide, in line with the interdisciplinary character of the PE-3. Duration: 24 months Start date: November 2023 Salary (annual, gross): 26750 Euro There is also a "mobility allowance" of 5670 Euro (annual, gross) in case the grant holder is officially resident outside Italy. Application deadline: 03/08/2023 Online interviews: 05/09/2023 Link to the call: (italian) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… (english) https://titulus.unifi.it/albo/viewer?view=files%2F005081973-UNFICLE-e242b27… For any further information, please contact: giacomo.scandolo(a)unifi.it

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AVVISO DI SEMINARIO
by Barbara Martinucci 17 Jul '23

17 Jul '23

*UNIVERSITA' DI SALERNO* *Dipartimento di Matematica* AVVISO DI SEMINARIO Il dott. *Costantino RICCIUTI* (Università di Roma "La Sapienza", Dipartimento di Scienze Statistiche) terrà, giovedì 20 luglio, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Multivariate subordination, generalized fractional equations **and anomalous diffusion* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* * Alessandra Meoli* * Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3a6hfHOOIVt89PyLIJDpqXis553z6p… *Abstract* In this talk we consider multiparameter Levy processes and multivariate subordinators in the sense of [1]. These models are not as well-known as other multiparameter extensions of Levy processes, such as the Brownian sheet or the Additive processes, yet they lead to a number of results that are interesting both in Analysis and Statistical Physics. Inspired by [1], we develop a theory for subordination of random fields, also providing a Phillips-type formula. This allows us to obtain stochastic solutions to systems of differential or integro-differential equations. We also study the composition of multiparameter Levy processes by means of the so-called "inverses" of multivariate subordinators. The resulting processes have interesting long range dependence properties and are governed by non local equations (potentially exhibiting fractional operators). As a byproduct, we present a model of anomalous diffusion where the particle moves within anisotropic media. The results presented in this talk are taken from [2] and [3]. [1] O. Barndorff-Nielsen; J. Pedersen; K. Sato. Multivariate subordination, self-decomposability and stability. Adv. in Appl. Probab. 33 (1), 160-187, 2001. [2] L. Beghin; C. Macci; C. Ricciuti. Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics. Stoch. Proc. Appl. 130(10), pp. 6364-6387, 2020. [3] F. Iafrate; C. Ricciuti. Some families of random fields related to multiparameter Levy processes. arXiv preprint arXiv:2211.00346, 2022.

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Conference Discrete Probability Days at CRM Barcelona
by Elisabetta Candellero 17 Jul '23

17 Jul '23

Ricevo e inoltro con piacere. Elisabetta ------------------------- From Monday October, 16th (morning) to Friday, October 20th (noon) a conference in the broad scope of discrete probability will take place at CRM Barcelona (for a preliminary, not yet final list of speakers see https://www.crm.cat/discrete-probability-days/) Participation is free (ignore the payment information on the website), but space is limited, so registration is obligatory. There is a very limited space for contributed talks and very limited funding for master students/PhD students/postdocs for accommodation on campus in double rooms from Sunday, October 15th to Friday, October 20th (see https://vilauniversitaria.uab.cat/en/get-to-know-the-vila/virtual-tour/) Related to the workshop, on October 10th and 11th, there will be a mini-course on different models for random geometric graphs on CRM (participation at the course is free, but there is no funding for the time of the course) . In case you are interested in participation, send your CV, a short motivation letter (from a scientific point of view and also explaining why you need funding if you apply for this) together with two names for references (no need for reference letters), and state clearly whether you want to participate at the mini-course, and/or you want to give a talk and/or you apply for funding for accommodation on campus, to dmitsche@ gmail.com. Deadline for applying: September 4, 2023. Priority for funding for accommodation during the conference will be given to participants at the mini-course (and depending on the CV).

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Convegno La Statistica al CNR al servizio del Paese
by Antonella Bodini 17 Jul '23

17 Jul '23

In occasione del Centenario del Consiglio Nazionale delle Ricerche, la sede milanese dell'Istituto di Matematica Applicata e Tecnologie Informatiche "E. Magenes" del CNR organizza la seconda edizione de "La Statistica al CNR al servizio del Paese", una giornata dedicata agli studi condotti da ricercatori CNR a favore dello sviluppo tecnologico, economico, sociale e culturale del Paese, in cui la Statistica ha un ruolo di rilievo. L'evento si svolgerà interamente online il 18 ottobre secondo il programma disponibile al sito [ http://stat100.mi.imati.cnr.it/ | http://stat100.mi.imati.cnr.it/ ] La partecipazione è gratuita, ma la registrazione è obbligatoria per ricevere le indicazioni sulle modalità di partecipazione online (i problemi di registrazione già segnalati sono stati risolti). Nell'occasione del Centenario, la giornata sarà aperta anche agli studenti degli ultimi anni delle scuole superiori. Si prega di volerne dare diffusione tramite i vostri contatti. Cordiali saluti. Antonella Bodini ----- Antonella Bodini CNR-IMATI via E. Bassini 15, 20133 Milano https://imati.cnr.it/mypage/people/BodiniAntonella.htm

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ricordo di Nicola Cufaro Petroni
by Antonio DI CRESCENZO 14 Jul '23

14 Jul '23

Care colleghe, cari colleghi, Lunedi 26 Giugno è venuto a mancare il nostro collega Nicola Cufaro Petroni. Nicola è stato uno studioso poliedrico, un didatta appassionato e un sostenitore convinto della pace e del disarmo. Come fisico teorico e matematico, ha dato preziosi contributi in vari ambiti, tra cui ricordiamo la Meccanica Stocastica, i Processi di Levy e l'Analisi Stocastica applicata alla Finanza. L'impegno didattico l'ha portato ad essere relatore di numerose tesi di dottorato di ricerca e di laurea, fornendo sempre, ai suoi allievi, problemi, consigli, sorrisi. Si è inoltre prodigato affinché nascesse l'orientamento di Matematica per la Finanza all'interno della Laurea Magistrale in Matematica, intessendo relazioni col mondo bancario-finanziario del territorio. Prova ulteriore del suo impegno rivolto ai giovani, sono i manuali di Calcolo delle Probabilità e una recente monografia di Teoria della Probabilità e Processi Stocastici per fisici. Il legame profondo con l'istituzione accademica l'ha portato ad impegnarsi per lunghissimo tempo all'interno degli Organi Collegiali di Ateneo, dove si è fatto interprete dei bisogni di crescita di tutta la comunità scientifica barese. Dopo il conseguimento del Diploma in Violino presso il Conservatorio "N. Piccinni", nel corso degli anni ha affiancato l'impegno accademico ad una rilevante attività concertistica, coinvolgendo anche studenti universitari in attività musicali all'interno delle strutture del nostro Ateneo. La sua passione didattica l'ha portato inoltre a tenere per anni un corso di Acustica Fisica presso il Conservatorio di Bari. Fautore del dialogo e dell'incontro non solo tra diverse componenti scientifiche, Nicola è stato anima e mente dell'Unione Scienziati per il Disarmo, e membro del Comitato per la Pace di Terra di Bari, facendosi apprezzare in tale ambito per i suoi interventi documentati e le sue analisi approfondite. Il suo enorme lascito per noi colleghi di Dipartimento e per tutta la comunità italiana di Probabilità e Statistica Matematica, sarà certamente fonte di ispirazione per idee e azioni. Yun Gang Lu, Marcello De Giosa, Vitonofrio Crismale, Stefano Rossi, Simone Del Vecchio, Maria Elena Griseta

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20 luglio ore 11.00 - Seminario Prof. Lopez-Penabad
by Enea Bongiorno 14 Jul '23

14 Jul '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 20 luglio 2023 ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/pwc-hbfh-wpm Title: *Influence of behavioral biases on investment decisions. The importance of financial education during an economic crisis* *Professor M.C. Lopez Penabad, * *University of Santiago de Compostela* Abstract: While classical financial theories assume the rationality of the individual, Behavioral Finance supports the influence of cognitive and emotional aspects on investment decisions. The objective of this study is to contribute to this field by analyzing four biases – Overconfidence, Herd Behavior, Player Fallacy and Hot Hand Fallacy, and Domestic Bias – and their relationship with investors’ personal characteristics, particularly in terms of their Economic Education and Financial Literacy. We also analyze the effect of the financial crisis derived from Covid-19 on the aforementioned biases. This work is based on 109 surveys carried out in Galicia with individual investors, both actual and would-be ones, operating in stock markets. The results confirm that (i) these biases exist and that they relate to financial education and financial literacy; the more individuals there are with limited financial knowledge, the more intensified the biases are, and (ii) that for Overconfidence and Herd Behavior, they are more visible in prolonged crises. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1s9TUF3M1A0Wre3LzsCegylUyaEWXPixt/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Two PhD scholarships in Learning Theory, with applications to finance - UNIPI
by Marco Romito 14 Jul '23

14 Jul '23

Dear Colleagues, The Mathematics Department at the University of Pisa has recently published a call (call C) for two PhD positions on /Reinforcement Learning for Quantitative Finance/, funded by Pisa University, through the PNRR program, and Qi4M (https://www.qi4m.com/) The call, with *deadline on 7.08.2023, 1pm*, can be found at https://dottorato.unipi.it/index.php/it/concorsi-d-ammissione-a-a-2023-2024… More info in the pdf call (on page 136) https://alboufficiale.unipi.it/wp-content/uploads/2023/07/BandoC_signed.pdf The scholarships foresee visits abroad and collaborations with the co-funding company. More information on the doctoral school can be found at https://www.dm.unipi.it/phd/. I would be grateful if you could advertise this opportunity to any potential candidate. In case of questions, please feel free to reach out to me. Best regards, M. Romito

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AVVISO DI SEMINARIO
by Barbara Martinucci 12 Jul '23

12 Jul '23

Università di Salerno Dipartimento di Matematica AVVISO DI SEMINARIO La *dott.ssa Diana Taipe Hidalgo* (Faculty of Statistical Studies, Complutense University of Madrid) terrà, *giovedì 13 luglio, alle ore 13:00*, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *"*A Markovian epidemic model with a limited number of hospital beds*"* L'abstract è in allegato. Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZDFiNWFiMjctYjc1NC00… Cordiali saluti, Antonio Di Crescenzo Barbara Martinucci

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Postdoc position in Luxembourg (G. Peccati)
by Giovanni Peccati 11 Jul '23

11 Jul '23

Dear Colleagues, I am happy to announce that there is an opening for a* 2 years post-doc position* in my research group - at the *Department of Mathematics of Luxembourg University* <https://wwwfr.uni.lu/recherche/fstm/dmath> - starting on *December 1st, 2023 *(or later). At a later stage, it will be possible to extend the position by one additional year. Here is a link to the page of the official announcement, from which it is possible to apply http://emea3.mrted.ly/3gqx0 With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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RTD-A SECS-S/06 at the Scuola Normale Superiore, Pisa
by Fabrizio Lillo 10 Jul '23

10 Jul '23

Dear all, the Scuola Normale Superiore (Pisa, Italy) has opened the call for the recruitment of an RTD-A (three year fixed term researcher) in the scientific sector SECS-S/06 Mathematical Methods of Economics, Finance and actuarial Sciences. The call is available at https://amministrazionetrasparente.sns.it/bando/selezione-di-1-ricercatore-… and the deadline is July 28. The position is partially funded by the grant PNRR - Infrastrutture di Ricerca - SoBigData.it Please distribute the call to potentially interested applicants Fabrizio Lillo ---------------------------------------- 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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Fwd: 25 scholarships in Demography and Social Statistics - PhD Life Course Research
by Alessandra Fabbri Colabich 10 Jul '23

10 Jul '23

We forward for your information -------- Messaggio Inoltrato -------- Oggetto: 25 scholarships in Demography and Social Statistics - PhD Life Course Research Data: Fri, 7 Jul 2023 09:35:29 +0200 Mittente: Daniele Vignoli <daniele.vignoli(a)unifi.it> <daniele.vignoli(a)unifi.it> Dear Colleagues and friends, I would like to inform you about the launch of a new *PhD Program* in *Life Course Research* <https://www.phd-lcr.com>, based on a national alliance among 29 associated Universities across Italian regions. The program offers *25 PhD scholarships* in *Demography *and *Social Statistics *(a list of topics, with the corresponding reference persons, can be found here <https://www.phd-lcr.com/socio-demographic-research-topics>). The PhD program in *Life Course Research* fosters the study of life courses and the significant events that shape them from a *holistic and transdisciplinary perspective*. The program establishes a Scientific Consortium between scholars from the *biomedical, psychological, and socio-demographic fields*. The PhD program in *Life Course Research* will train a new generation of highly skilled scholars with a strong emphasis on *quantitative methods *and *data analysis*. *Unique features* of the Phd in *Life Course Research* are: 1) *Thematic* rather than disciplinary identity; 2) *Super-departmental* and *super-regional* nature of the Consortium to overcome the fragmentation of local approaches; 3) *Multilevel teaching structure* (national/local). The deadline for applications is *August 7*. More info here: https://www.phd-lcr.com How to apply: https://www.unifi.it/p12401.html Best wishes, Daniele Vignoli *---* *Daniele Vignoli* Professor of Demography www.danielevignoli.com *DiSIA* - Dipartimento di Statistica, Informatica, Applicazioni University of Florence Viale G.B. Morgagni 59

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Ricercatore Tenure Track, SECS-S/01 U. Insubria scadenza 27/07/23
by Mira Antonietta 10 Jul '23

10 Jul '23

Cari colleghi, nella Gazzetta Ufficiale n. 48 del 27/06/2023 e nel sito del MUR è stato pubblicato l’avviso del bando per l’assunzione di n. 1 ricercatore a tempo determinato in tenure track (RTT) ai sensi dell’art. 24 della legge 30 dicembre 2010 n. 240, presso il Dipartimento di Economia – nell’ambito del progetto “Dipartimenti di Eccellenza 2023 - 2027” Il bando integrale e la modulistica per la partecipazione sono disponibili nel sito web alla pagina concorsi (“Ricercatori”) https://www.uninsubria.it/concorsi Ricercare la procedura di interesse mediante il codice concorso: BR159 ovvero al link sotto https://www.uninsubria.it/opportunita/n-1-ricercatore-tempo-determinato-ten… La domanda di partecipazione dovrà essere presentata entro e non oltre il giorno 27/07/2023, esclusivamente per via telematica, utilizzando l’applicazione informatica alla pagina: https://pica.cineca.it/uninsubria/ Per eventuali informazioni contattare l’Ufficio Reclutamento docenti (tel. 0332/21 9182–9183-9184 e-mail: reclutamento.docenti(a)uninsubria.it) Vi prego di dare la più ampia visibilità al bando a giovani meritevoli interessati a partecipare. Grazie e cordiali saluti, Antonietta

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Assegno di ricerca (Research fellowship) Dipartimento di Scienze Chimiche, Università di Padova
by Marco Ferrante 09 Jul '23

09 Jul '23

Assegno di ricerca presso il Dipartimento di Scienze Chimiche (Gruppo di Chimica Teorica), Università di Padova Research fellowship at the Department of Chemical Sciences (Theoretical Chemistry Group), University of Padova ·*Progetto PNRR / PNRR Project*: CN HPC Spoke 1 ·*Durata dell’assegno / Duration of the fellowship*: 12 mesi / months ·*Selezioni / Selections*: 22.08.2023 ·*Inizio dell’assegno / Felloship starts in*: settembre o ottobre 2023 / september or october 2023 ·*Lordo percipiente / gorss amount*: 19367.00 Euro ·*Titolo/Title* Strategie meshless ottimizzate tramite machine learning per la soluzione di equazioni stocastiche in molti gradi di libertà Machine learning-optimized meshless strategies for the solution of stochastic equations in many degrees of freedom ·*Progetto/Project* L’assegnista si occuperà dello sviluppo e dell’implementazione di un software per risolvere equazioni stocastiche in molti gradi di libertà, in particolare ottimizzandolo su GPU o architetture hardware simili, ossia che permettano una parallelizzazione estesa su singola scheda. La strategia di risoluzione si baserà su tecniche meshless, dato che il software dovrà essere in grado di affrontare problemi con O(10-100) gradi di libertà. Per ridurre il costo computazionale sarà necessario stabilire la miglior scelta (adattiva) dei punti su cui rappresentare la soluzione dell’equazione. A tale scopo, tecniche di machine learning potranno sfruttare la costruzione iterativa della soluzione sia per accelerare il processo stesso, sia per definire la miglior distribuzione di punti. The research fellow will be responsible for the development and implementation of a software package able to solve stochastic equations in many degrees of freedom. The software should be optimized for GPUs or similar hardware architectures that allow for extensive parallelization on a single board. The resolution strategy will be based on meshless techniques since the software needs to be able to handle problems with O(10-100) degrees of freedom. To reduce the computational cost the optimal (adaptive) choice of points for representing the solution of the equation must be determined. To this purpose, machine learning techniques can be used to exploit the iterative construction of the solution, both to speed up the process itself and to define the best distribution of points. ·*Link (dal / from 13.07.2023 al / to 28.07.2023)*: https://www.dei.unipd.it/node/43362 <https://www.dei.unipd.it/node/43362> -- Prof. Marco Ferrante Prorettore alla Didattica Vice-Rector for Teaching and Education Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271366 Fax: +39-0498271499 E-Mail:ferrante@math.unipd.it URL:http://www.math.unipd.it/~ferrante

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Seminario Prof. Claudio Macci
by epirozzi 07 Jul '23

07 Jul '23

AVVISO di SEMINARIO Prof. CLAUDIO MACCI Dipartimento di Matematica, UNIVERSITÀ Tor Vergata, ROMA TITLE Non-central moderate deviations for compound fractional Poisson processes Abstract The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to a centered Normal distribution. We talk about non-central moderate deviations when the weak convergence is towards a non-Gaussian distribution. In this paper we study non-central moderate deviations for compound fractional Poisson processes with light-tailed jumps. Joint work with Luisa Beghin. Il seminario si terrà il giorno 12 LUGLIO 2023 ore 16:00 nella Aula E del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- 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

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Seminario Prof. Enrico Scalas
by epirozzi 07 Jul '23

07 Jul '23

AVVISO di SEMINARIO Prof. ENRICO SCALAS School of Mathematical and Physical Sciences of SUSSEX UNIVERSITY TITLE A fractional Hawkes process Abstract A Hawkes point process with kernel proportional to the probability density function of Mittag- Leffler random variables is introduced. This kernel decays as a power law with exponent $\beta+1 \in (1,2]$. Several analytical results are proved, in particular for the expected intensity of the point process and for the expected number of events of the counting process. These analytical results are used to validate algorithms that numerically invert the Laplace transform of the expected intensity as well as Monte Carlo simulations of the process. Finally, Monte Carlo simulations are used to derive the distribution of the number of events. The algorithms used for this presentation are available at https://github.com/habyarimanacassien/Fractional-Hawkes Relevant papers: Chen, J, Hawkes, A G and Scalas, E (2021) A fractional Hawkes process. In: Beghin, Luisa, Mainardi, Francesco and Garrappa, Roberto (eds.) Nonlocal and fractional operators. SEMA SIMAI Springer Series, 26 . Springer International Publishing, pp. 121-131. Habyarimana, Cassien, Aduda, Jane A, Scalas, Enrico, Chen, Jing, Hawkes, Alan G and Polito, Federico (2023) A fractional Hawkes process II: further characterization of the process. Physica A: Statistical Mechanics and its Applications, 615. pp. 1-11. Il seminario si terrà il giorno 12 LUGLIO 2023 ore 15:00 nella Aula E del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0GK_ PHxKtktVYAczOGbTqLmWu95Avgs0s1%40thread.tacv2/1688622949094?context=%7b%22T id%22%3a%222fcfe26a-bb62-46b0-b1e3-28f9da0c45fd%22%2c%22Oid%22%3a%229413faf6- db8e-4858-98b1-442e3ee2a5df%22%7d -- 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

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Seminar Barbara Vantaggi in Bologna
by Sabrina Mulinacci 06 Jul '23

06 Jul '23

Dear alla we are glad to announce the seminar of Barbara Vantaggi at the Department of Statistical Sciences of the University of Bologna The seminar is today July 6th 2023 at 4 pm. A dynamic Choquet pricing rule with bid-ask spreads under ambiguity We introduce a dynamic pricing rule allowing for frictions in the form of bid-ask spreads, by modeling “risk-neutral” uncertainty through belief functions. The aim is to face pricing in a multi-period binomial market model under ambiguity. To this purpose, we introduce and characterize Dempster-Shafer multiplicative binomial processes together with the induced conditional Choquet expectation operator. Next, we consider a market formed by a frictionless risk-free bond (whose price is modeled by a deterministic process) and a non-dividend paying stock with frictions (whose lower price is modeled by a Dempster Shafer multiplicative binomial process). In this market we prove an analog of the classical theorem of change of measure relying on the notion of equivalent one-step Choquet martingale belief function. We then propose a dynamic Choquet pricing rule with bid-ask spreads showing that the discounted lower price process of a European derivative contract on the stock is a Choquet super-martingale. We also provide a normative justification in terms of a dynamic generalized no-arbitrage condition. We finally discuss the connections of the introduced dynamic pricing rule with time-consistency and dynamic risk measures. The talk is based on papers in collaboration with A.Cinfrignini and D. Petturiti Here is the link to attend online: Partecipa da computer, app per dispositivi mobili o dispositivo della stanza Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzRkYzA3N2QtYzYyNi00…> ID riunione: 351 139 477 023 Passcode: RzjM3Z

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RoMaDS: A day on Statistical Physics for Machine Learning
by Stefano Vigogna 06 Jul '23

06 Jul '23

Dear all, we are glad to announce the workshop RoMaDS: A day on Statistical Physics for Machine Learning http://www.mat.uniroma2.it/~rds/statphyml.php which will take place at University of Rome Tor Vergata on September 15, 2023. Invited speakers: Andrea Agazzi Elena Agliari Giulio Biroli Matthieu Wyart Riccardo Zecchina Registration at https://docs.google.com/forms/d/e/1FAIpQLSeXVfuC4speVe0_xjGB0h-l3p6iU57lX2_… Is free but compulsory. Thanks for sharing with those who might be interested. The organizers Domenico Marinucci, Michele Salvi, Stefano Vigogna

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Reminder - Amases Summer School
by Roy Cerqueti 05 Jul '23

05 Jul '23

Dear all, this is to inform you that the first edition of the AMASES Summer School will be held next September 4-6 at the University of Rome "La Sapienza", Building CU002. The goal of the Amases summer schools is to train young scholars on topics that are relevant in the context of mathematics applied to the social sciences. This year the title of the school is Social, Financial and Economic Networks. More information on the website: https://www.amases.org/amases-summer-school-2023/ For any question, do not hesitate to contact the organizers: Fabrizio Lillo <fabrizio.lillo(a)unibo.it> Roy Cerqueti <roy.cerqueti(a)uniroma1.it> -- **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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Call for expressions of interest in a research fellow position at the University of Milano-Bicocca
by marina pireddu 04 Jul '23

04 Jul '23

We would like to advertise a research fellowship, related to PRIN 2022 "Evolutionary Poisson Games: Theory and Applications", that will soon be available at the University of Milano-Bicocca, of the duration of 18 months, starting from the beginning of 2024. The net monthly salary will be about 1490 euros. The main goal of the research activity is the investigation of socio-economic phenomena by means of an evolutionary game theoretic approach, which leads to nonlinear dynamic models, to be studied via analytical and computational methods, in particular in relation to their stability, bifurcations and chaotic behavior. The research unit is composed by Fausto Cavalli, Ahmad Naimzada, Daniela Visetti and myself. Expressions of interest can be sent to marina.pireddu(a)unimib.it Best regards, Marina Pireddu

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I: Re: [EXTERN] Re: PhD and Postoc Positions - University of Basel and IBM Research Zürich
by Marco Alessandro Fuhrman 03 Jul '23

03 Jul '23

Buongiorno. Inoltro volentieri il messaggio seguente, nella speranza che possa trovare persone interessate. Cordiali saluti. Marco Fuhrman ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- Cari, Sono Enea Monzio Compagnoni(https://www.linkedin.com/in/eneamc/ ) e faccio parte del gruppo di ricerca del Prof. Dr. Aurelien Lucchi(https://dmi.unibas.ch/de/personen/aurelien-lucchi/ ) presso l'Università di Basilea. Il nostro gruppo sta cercando due candidati al dottorato e un post-doc per una collaborazione con IBM Research di Zurigo. Serve che i candidati abbiano un forte background teorico in matematica e/o fisica, ottimizzazione e Quantum Computing. Ecco le posizioni: https://jobs.unibas.ch/offene-stellen/phd-position-in-the-field-of-theoreti… https://jobs.unibas.ch/offene-stellen/phd-position-in-the-field-of-optimiza… https://jobs.unibas.ch/offene-stellen/postdoc-position-in-the-field-of-quan… Più in generale, sentitevi liberi di contattarci se avete studenti interessati a Machine Learning che hanno anche un forte background in Probabilità, Calcolo Stocastico, Analisi (funzionale, reale, convessa, PDE), Ottimizzazione, e altri argomenti rilevanti. In tal caso, contattate direttamente Prof. Lucchi all'indirizzo aurelien.lucchi(a)unibas.ch Vi ringrazio dell'attenzione. Cordiali saluti, Enea Monzio Compagnoni

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SPASS Seminar: Jonathan Mattingly
by Andrea Agazzi 03 Jul '23

03 Jul '23

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Ergodicity, Positive Lyapunov Exponents, and Partial Damping for Random Switching* by *Jonathan Mattingly* (Duke University) The seminar will take place *tomorrow TUE, 04.07.2023* at *14:00 CET* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here <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 --------------------------------------- *Abstract: I will consider some new models inspired by the PDEs/SPDE with complex dynamics such as the 2D Euler and Navier-Stokes equations. The models introduce randomness onto the system through a random splitting scheme. I will explain how the randomly split Galerkin approximations of the 2D Euler equations and other related dynamics can be shown to possess a unique invariant measure that is absolutely continuous with respect to the natural Liouville measure, despite the existence of other invariant measures corresponding to fix points of the PDEs. I will then explain how on proves that the dynamics with respect to this measure has positive Lyapunov exponents almost surely.Lastly, I will discuss recent results which show that the system has a unique invariant measure even when damping is applied to part of the system.This is joint work with Omar Melikechi, Andrea Agazzi, and David Herzog.*

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Call for expressions of interest in a research fellow position at the University of Milano-Bicocca
by marina pireddu 03 Jul '23

03 Jul '23

Dear All, we would like to advertise a research fellowship, related to PRIN 2022 "Evolutionary Poisson Games: Theory and Applications", that will soon be available at the University of Milano-Bicocca, of the duration of 18 months, starting from the beginning of 2024. The net monthly salary will be about 1490 euros. The main goal of the research activity is the investigation of socio-economic phenomena by means of an evolutionary game theoretic approach, which leads to nonlinear dynamic models, to be studied via analytical, simulative and computational methods, in particular in relation to their stability, bifurcations and chaotic behavior. The research unit is composed by Fausto Cavalli, Ahmad Naimzada, Daniela Visetti and myself. Expressions of interest can be sent to marina.pireddu(a)unimib.it Best regards, Marina Pireddu

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RTDA STATISTICA POLIMI
by Laura Maria Sangalli 01 Jul '23

01 Jul '23

E' appena stata bandita una posizione RTD-A presso il Dipartimento di Matematica del Politecnico di Milano nel settore SECS-S/01 sul tema: "Sviluppo e implementazione di modelli e algoritmi per analisi di dati complessi". Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (Junior) ai sensi dell'art. 24, comma 3, lettera a) Legge 30.12.2010, n. 240, Tempo pieno - Settore Concorsuale 13/D1 - STATISTICA, bandita con Decreto Direttoriale n. 6288 del 31/05/2023, pubblicato sulla G.U. del 20/06/2023, n. 46 (Codice procedura: 2023_RTDA_DMAT_4). Scadenza: 20-07-23 Dettagli della procedura: https://www.polimi.it/personale-docente/lavorare-al-politecnico/bandi-e-con… Programma di Ricerca: ll mondo della data science è attualmente impegnato nello sviluppo di strumenti per l'analisi di dati complessi (ad es. dati ad alta dimensione, gerarchici, non euclidei o con dipendenza spaziale e/o temporale) provenienti da diversi campi di applicazione. In questo contesto, si sono resi necessari modelli e algoritmi flessibili per fare esplorazione, inferenza e predizione in modo affidabile.La ricerca si concentrerà sullo sviluppo, l'implementazione e la validazione di modelli e algoritmi nell'ambito dello Statistical Learning con l'obiettivo di migliorare l'efficienza statistica e computazionale rispetto all'attuale stato dell’arte. La proposta è coerente con il tema del PNRR Ricerca e TT, High Performance Computing, Quantum Computing e riguarda tematiche di ricerca relative alla linea 'matematica per lo sviluppo sostenibile' del progetto del Dipartimento di Eccellenza del DMAT (www.mate.polimi.it/eccellenza/<http://www.mate.polimi.it/eccellenza/>). Per informazioni: Prof. Simone Vantini – simone.vantini(a)polimi.it<mailto:francesca.ieva@polimi.it> —— 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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Estensione deadline special issue DEAF
by salvatore federico 30 Jun '23

30 Jun '23

Buongiorno, comunico che la deadline per la special issue DEAF "Advances in Optimal Control and Dynamic Games in Economics, Finance and Insurance" https://www.springer.com/journal/10203/updates/23587054 <https://www.springer.com/journal/10203/updates/23587054> di cui era stato dato annuncio in precedenza alla lista, è stata estesa al 30 settembre 2023 Salvatore Federico

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Seminario di Giovanni Conforti a Roma Tre il 7 luglio 2023
by Pietro Caputo 30 Jun '23

30 Jun '23

Venerdì 7 luglio 2023 alle ore 14:30, Aula M3 Dipartimento di Matematica e Fisica di Roma Tre, Largo San Leonardo Murialdo,1- 00146 Roma. Speaker: Giovanni Conforti (CMAP Ecole Polytechnique, Paris) Title: Stable convexity profiles for Hamilton Jacobi Bellman equations and applications to entropic optimal transport. Abstract: It is well known that solutions of the Hamilton-Jacobi-Bellman (HJB) equation with a convex terminal condition remain convex at all times. In this sense, the set of convex functions is stable under the action of the HJB equation and this result can be derived as a simple consequence of the Prékopa-Leindler inequality. In this talk I will illustrate a probabilistic method based on the analysis of coupling by reflection on a system of forward-backward stochastic differential equations (FBSDEs) that prompts the existence of stable sets for the HJB equation composed of functions that are only "asymptotically convex", but not necessarily convex. If time allows, I will move on to illustrate two consequences of this result to the Schrödinger problem, a.k.a. entropic optimal transport problem. The first is that the optimal coupling satisfies the logarithmic Sobolev inequality and the second one is that Sinkhorn's algorithm converges exponentially fast in the number of iterations to the optimal coupling. Partially based on joint work with A.Durmus and G.Greco

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Assegno di ricerca annuale - One-year post-doc position - Università Ca' Foscari Venezia
by Antonella Basso 30 Jun '23

30 Jun '23

Segnalo il seguente assegno di ricerca presso il Dipartimento di Economia dell’Università Ca’ Foscari Venezia Titolo: Modelli di reti neurali per l’analisi di dati finanziari cross-sectional nel tempo, con applicazione alla valutazione dei prezzi delle abitazioni in Italia Il principale obiettivo del progetto è di studiare l’adattabilità di adeguati modelli a reti neurali ad un contesto dinamico che considera però dati longitudinali e non serie storiche temporali. SSD e/o settore concorsuale: SECS-S/06 Responsabile scientifico e tutor: Prof.ssa Antonella Basso durata: 12 mesi SCADE IL 17/07/2023 ORE 12:00 ORA ITALIANA: Link: https://www.unive.it/data/12138/ -------------------- I would like to point out the following research grant (post-doc) at the Department of Economics of Ca' Foscari University of Venice Subject: Neural networks models for pooled cross-sectional financial data across time, with application to housing pricing in Italy The main goal of the project is to study the adaptability of appropriate neural network models to a dynamical context which considers longitudinal data instead of time series data. Duration: 12 months Deadline: 17/07/2023 at 12:00 Italian time Link: https://www.unive.it/data/12138/ Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

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Seminario di Wei Wu in Sapienza il 4 Luglio
by Lorenzo Taggi 29 Jun '23

29 Jun '23

Si comunica che Wei Wu (NYU Shangai) terrà un seminario presso il Dipartimento di Matematica di Sapienza Università di Roma in Sala di Consiglio, Martedì 4 Luglio ore 14:00, dal seguente titolo e abstract: Title: Massless phases for the Villain model in d>=3 Abstract: The XY and the Villain models are models which exhibit the celebrated Kosterlitz-Thouless phase transitions in two dimensions. The spin wave conjecture, originally proposed by Dyson and by Mermin and Wagner, predicts that at low temperature, spin correlations of these models are closely related to Gaussian free fields. I will review the historical background and discuss some recent progress on this conjecture in d>=3. Based on the joint work with Paul Dario (CNRS).

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Expression of interest for postdoc positions
by Daniele Cappelletti 29 Jun '23

29 Jun '23

Dear all, We are asking for expressions of interest in postdoctoral positions that will soon be available at the Polytechnic University of Turin, Polytechnic University of Milan, or Pisa university. The hired postdocs will develop mathematical results in the setting of stochastic reaction networks, which are a family of continuous-time Markov chains with polynomial transition rates extensively used as models in biochemistry. Specifically, the hired postdocs will work on stochastic process convergence, stationary behaviour (existence and characterization), and/or extensions of the classical models to include spatial heterogeneity (stochastic diffusions, processes on a graph, etc). More details on the project can be found here <https://constrained.polito.it/>. To send an expression of interest, please use this form <https://questionari.polito.it/442865?lang=en>. For any further question, please write to constrained(a)polito.it Daniele, Andrea, Luisa

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(PMS)^2 talk - Cazzaniga - July 3 at 17.00
by Carlo Orrieri 27 Jun '23

27 Jun '23

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Alberto Cazzaniga (Area Science Park) Title: What is the probability that a random symmetric tensor is close to rank-one? Abstract: We address the problem of estimating the probability that a real symmetric tensor is close to rank-one tensors, motivated by the many applications of low-rank approximation. We discuss how the question can be addressed by studying metric invariants of the real Veronese variety thanks to the Weyl's tube formula. We describe the role of the reach and the curvature coefficients with respect to the Bombieri-Weyl metric in obtaining an explicit estimate, and outline the main ideas employed to tackle their calculation. We conclude by discussing some asymptotic results for the case of rational normal curves. Based on joint work with A. Lerario and A. Rosana. Date and time: Monday July 3, 17:00-18:00 (Rome time zone) Place: Laboratorio didattico, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/81154155086?pwd=Rit2Ymd3eE1lUWIrc0ErQlRMcGNVdz09 <https://us02web.zoom.us/j/81154155086?pwd=Rit2Ymd3eE1lUWIrc0ErQlRMcGNVdz09> ID riunione: 811 5415 5086 Passcode: 317594 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Seminars in Probability and Finance - Giulia Livieri (LSE London) & Federico Sau (University of Trieste)
by Alberto Chiarini 27 Jun '23

27 Jun '23

========================================================== PADOVA SEMINARS IN PROBABILITY AND FINANCE webpage: http://www.math.unipd.it/~bianchi/seminari/ ========================================================== Dear Colleagues, We would like to invite you to the "Padova seminars in Probability and Finance" this Friday, June 30 starting from 14.30 in Room 2BC30 at the department of Mathematics of the University of Padova. The seminar can also be followed via Zoom from a link to be found at https://www.math.unipd.it/~bianchi/seminari/ This week we will have two contributions: 14:30 - Giulia Livieri (LSE London) 15:30 - Federico Sau (University of Trieste) See further details below. The organizers _____________________________________________________ Speaker: Giulia Livieri (LSE London) Title: Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis Abstract: Causal operators (CO), such as various solution operators to stochastic differential equations, play a central role in contemporary stochastic analysis; however, there is still no canonical framework for designing Deep Learning (DL) models capable of approximating COs. This paper proposes a "geometry-aware'" solution to this open problem by introducing a DL model-design framework that takes suitable infinite-dimensional linear metric spaces as inputs and returns a universal sequential DL model adapted to these linear geometries. We call these models Causal Neural Operators (CNOs). Our main result states that the models produced by our framework can uniformly approximate on compact sets and across arbitrarily finite-time horizons Hölder or smooth trace class operators, which causally map sequences between given linear metric spaces. Our analysis uncovers new quantitative relationships on the latent state-space dimension of CNOs which even have new implications for (classical) finite-dimensional Recurrent Neural Networks (RNNs). We find that a linear increase of the CNO's (or RNN's) latent parameter space's dimension and of its width, and a logarithmic increase of its depth imply an exponential increase in the number of time steps for which its approximation remains valid. A direct consequence of our analysis shows that RNNs can approximate causal functions using exponentially fewer parameters than ReLU networks. Speaker: Federico Sau Title: Spectral gap of the symmetric inclusion process Abstract: In this talk, we consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on the same graph. In the regime in which the gamma-like reversible measures of the particle system are log-concave, our bounds match, yielding a version for the symmetric inclusion process of the celebrated Aldous'spectral gap conjecture --- originally formulated for the interchange process and proved by Caputo, Liggett and Richthammer (JAMS 2010). Finally, by means of duality techniques, we draw analogous conclusions for an interacting diffusion-like unbounded conservative spin system known as Brownian energy process, which may be interpreted as a spatial version of the Wright-Fisher diffusion with mutation. Based on a joint work with Seonwoo Kim (SNU, South Korea). The Zoom meeting can be joined via the link to be found at https://www.math.unipd.it/~bianchi/seminari/

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June 29 - OWABC seminar - Jonas Arruda and Yannik Shälte
by Massimiliano Tamborrino 27 Jun '23

27 Jun '23

Dear all, the last One World ABC Seminar<https://www.warwick.ac.uk/oneworldabc> of the season is behind the corner! On Thursday, June 29, at 9.30am UK time, Jonas Arruda and Yannik Shälte (University of Bonn) will talk about "Amortized simulation-based inference for non-linear mixed-effects models" with an reported below. Abstract: Non-linear mixed-effects models are a powerful tool for studying heterogeneous populations in biology, medicine, engineering, and other fields. However, fitting these models is computationally challenging when the description of individuals is complex and the population is large. To address this issue, we propose the use of neural density estimation to approximate entity-specific posterior distributions in an amortized fashion. This approximation is then used to efficiently infer population-level parameters. Applying this approach to problems from single-cell biology, we demonstrate its scalability to large datasets in an unprecedented manner. Moreover, it enables accurate uncertainty quantification, simple testing of hypotheses, and extends to stochastic models, going beyond what established methods can give. In summary, our method constitutes a highly flexible novel approach has the potential to substantially improve the analysis of heterogeneous populations. The talk will be hosted on MS Teams here: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTYyY2FkMWQtZTkwNi00… We are looking forward to seeing you soon, best, Massimiliano on the behalf of the One World ABC Seminar Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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4 luglio ore 11.00 - Seminario Dott. Lax Chan
by Enea Bongiorno 27 Jun '23

27 Jun '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 4 luglio 2023 ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Title: *Goodness-of-fit test for the Single Functional Index Model* *Dott. Lax Chan* Università del Piemonte Orientale Abstract: An important task in regression analysis is to choose the right specification of the link function that models the dependence structure between the random elements. A challenge arises in the framework of scalar on function regression as the link function is a real-valued operator acting on a functional space, and it is difficult to visualize and hence select a coherent specification. A specification test that uses a semi-parametric approach is proposed, in particular by exploiting the Single Functional Index Model. The test statistic is a special form of U-statistic; its asymptotic null distribution is derived under suitable assumptions, and consistency is proved for a specific class of alternatives. The finite sample performances of the test are evaluated through a simulation study using both asymptotic p-values and some bootstrap approaches. An application of the method developed to a problem commonly arises in the food industry is performed to demonstrate the potentialities of the method. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1C-aG-f1Ml66CMNIxfcQnKD0n7O3oH83r/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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