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Seminar Announcement @CCA June 27th: Lorenzo Schoenleber
by Luca Regis 24 Jun '22

24 Jun '22

Dear Colleagues, I am pleased to invite you to the following seminar in Quantitative Finance by Lorenzo Schoenleber (CCA), which will take place at Collegio Carlo Alberto (Torino) and online at the Zoom link below on Monday, June 27th, 12.00. Best regards, Luca Regis Speaker: Lorenzo Schoenleber (CCA) Title: Manoeuvring and Investing in Yield Farms Abstract: This paper is about Yield Farming which denotes a DeFi strategy of seeking rewards in the form of transaction fees by depositing tokens into a decentralized application. We demystify the investment process and quantify transaction costs, returns, and risks using historical data from a major DEX. We reveal the economic mechanisms providing a mathematical (optimization) framework which resembles the yield farming investment process including the direct modeling of returns, transaction costs, and sources of risk. Join Zoom Meeting https://us02web.zoom.us/j/84470949996?pwd=MnNoU3YwMHRmTmc4eWRycmZLQ0lRUT09 Meeting ID: 844 7094 9996 Passcode: 884334

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Geophysical fluid dynamics; from mathematical theory to operational prediction; September 2022; University of Reading
by Tobias Kuna 23 Jun '22

23 Jun '22

We are happy to announce two workshops at the University of Reading: FIRST WORKSHOP: ``Mathematics of geophysical fluid dynamic models of intermediate complexity: qualitative and statistical behaviour'’, 30th August - 1st of September, https://www.newton.ac.uk/event/gfdw01/ <https://www.newton.ac.uk/event/gfdw01/> SECOND WORKSHOP: ``Forecast Verification and Data Assimilation in intermediate and large scale models of geophysical fluid dynamics, with applications to medium range and seasonal forecasting'’, 21st - 23rd of September, https://www.newton.ac.uk/event/gfdw02/ <https://www.newton.ac.uk/event/gfdw02/> Both workshops are part of the Isaac Newton Institute (INI) satellite programme ``Geophysical fluid dynamics; from mathematical theory to operational prediction'', to be held at the Unversity of Reading, 30 August 2022 to 23 September 2022. Please see here: https://www.newton.ac.uk/event/gfd/ <https://www.newton.ac.uk/event/gfd/> for more information about the workshops, the programme, and how to register. DEADLINE for applications: 17 Jul 2022 With best regards, the organisers Giulia Carigi (L'Aquila), Jochen Broecker (Reading), Jeroen Wouters (Reading), Lea Oljaca (Exeter), Tobias Kuna (L'Aquila), Valerio Lucarini (Reading) ----------------------------------------------------------------------- Prof. Tobias Kuna Mathematics DISIM University of L'Aquila Email: tobias.kuna(a)univaq.it <mailto:tobias.kuna@univaq.it> tobias.kuna(a)posteo.net <mailto:tobias.kuna@posteo.net> Address: Via Vetoio 67100 L’Aquila Italy ----------------------------------------------------------------------- Prof. Tobias Kuna Mathematics DISIM University of L'Aquila Email: tobias.kuna(a)univaq.it tobias.kuna(a)posteo.net Address: Via Vetoio 67100 L’Aquila Italy

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4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY
by Tiziano De Angelis 23 Jun '22

23 Jun '22

Dear all, Please find below information concerning an interdisciplinary 4-year PhD programme that may be of interest to applied probabilists. Best wishes Tiziano *----------------------------* *4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY (MERC) at SSM, a new School for Advanced Studies of the University of Naples "Federico II"- ITALY* The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity (*MERC*) of the Scuola Superiore Meridionale (*SSM* is a School for Advanced Studies in Naples) is now out and available at http://www.ssm.unina.it/en/phd-scholarships-calls-and-procedures/ We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting PhD program. *5 + 1 (PA) + 1 (PNRR) fully funded 4-year scholarships are available this year* Each scholarship includes a stipend of EUR 19,000 (net) per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least 9-12 months abroad during their PhD. Each Scholarship also includes approx EUR 4,000 for research costs/travel per year. Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided on the website above *by* *no later than August 24th 2022.* Successful candidates will be announced by the end of September 2022 with courses officially starting on November 2, 2022. For any further information please contact the PhD Coordinator, Prof Mario di Bernardo, at merc(a)unina.it or check out the PhD website at: http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity- merc-eng/

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MLDYN2022 - Scuola Normale Superiore, Nov 9-10 2022, Call for papers
by Piero MAZZARISI 21 Jun '22

21 Jun '22

Dear colleagues, We are pleased to announce the 2nd Edition of the School in "Machine Learning of Dynamic Processes and Time Series Analysis” that will be held at Scuola Normale Superiore in Pisa (Italy) on November 9-10, 2022. The School aims to present recent mathematical and data-driven approaches to Machine Learning for time series. In particular, this year, the School will focus on the mathematical and computational aspects of Signatures, Reinforcement Learning, GAN, and Continual Learning. The School includes four mini-courses held by as many keynote speakers and a limited number of contributed talks. Keynote speakers: Davide Bacciu <http://pages.di.unipi.it/bacciu/>, University of Pisa Xin Guo <https://xinguo.ieor.berkeley.edu/>, UC Berkeley Sebastian Jaimungal <https://sebastian.statistics.utoronto.ca/>, University of Toronto Terry Lyons <https://www.maths.ox.ac.uk/people/terry.lyons>, Oxford Man Institute of Quantitative Finance Detailed information on the School and instructions for registration can be found at: https://mldyn2022.wordpress.com <https://mldyn2022.wordpress.com/> (The number of participants in presence is limited to 40 - preference will be given to PhD students and young researchers) The call for abstract/paper submission to be selected for a contributed talk is now open at the following easy-chair link: https://easychair.org/conferences/?conf=mldyn2022 <https://easychair.org/conferences/?conf=mldyn2022> Both registration and submission deadlines are September 15, 2022. To contact the Organizer Committee, please send an email to: mldyn2022(a)gmail.com <mailto:mldyn2022@gmail.com> The organisers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

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Workshop in honor of the 60th birthday of Paolo Dai Pra
by Ida Germana Minelli 20 Jun '22

20 Jun '22

Dear Friends, we are happy to announce the workshop “A journey through complex systems: from interacting particles to games” which will take place in L'Aquila on September 21-24, 2022. The workshop is planned as a hybrid event with on-site participation. The workshop will celebrate the 60th birthday of Paolo Dai Pra through a series of talks that will cover the spectrum of research lines to which Paolo has contributed to. The covered topics include: complex systems in biological and social sciences, geometric and scaling properties of stochastic processes, convergence to equilibrium and functional inequalities for interacting particle systems, mean-field games and stochastic control. For precise details, such as venue, invited speakers, and program, please see our webpage: https://sites.google.com/view/pdp60laquila [https://lh5.googleusercontent.com/-dzBsASZHOsMNkd5Kssvfks4NBKdSfIif3qJsoFnx…]<https://sites.google.com/view/pdp60laquila> Dai Pra's 60th birthday<https://sites.google.com/view/pdp60laquila> This workshop will celebrate the 60th birthday of Paolo Dai Pra through a series of talks that will cover the full spectrum of research lines to which Paolo has contributed with groundbreaking approaches and results. The covered topics include: complex systems in biological and social sites.google.com Participation is free of charge but, for organizational reasons, registration is mandatory. If you wish to participate in-person, we kindly ask you to register by July 31, 2022. The capacity of the conference room is limited and will be allocated on a "first come first serve" basis. We look forward to seeing you in L'Aquila! Best regards, The Organizing Committee Francesca Collet, Marco Formentin, Pierre-Yves Louis, Ida Germana Minelli, Elena Sartori, Marco Tolotti

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One World ABC Seminar - Cosma Shalizi - 23 June - 1.30pm UK time
by Massimiliano Tamborrino 20 Jun '22

20 Jun '22

Dear all, our next and last One World ABC seminar <https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> of the season is quickly approaching. On Thursday June 23, at 1.30pm UK time, Cosma Shalizi<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.stat.…> will talk about "Matching Random Features", with an abstract reported below. The Zoom link to join the talk is https://bristol-ac-uk.zoom.us/j/99993089580?pwd=NUtzT0VLdGNvb0tJMFRNMXl6SlN…<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fbristol-a…> Password: 486380 We are looking forward to seeing you on Thursday, best wishes, Massimiliano on the behalf of the One World ABC Seminar Organisers Speaker: Cosma Shalizi<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.stat.…>, Carnegie Mellon University Title: Matching Random Features Abstract: We can do statistical inference on simulation models by adjusting the parameters in the simulation so that the values of randomly chosen functions of the simulation output match the values of those same functions calculated on the data. Results from the ”statespace reconstruction” or “geometry from a time series” literature in nonlinear dynamics indicate that just 2d + 1 such functions will typically suffice to identify a model with a d-dimensional parameter space. Results from the “random features” literature in machine learning suggest that using random functions of the data can be an efficient replacement for using optimal functions. In this talk, I sketch some of the key results, present numerical evidence about the new method’s properties, and lay out an agenda for research. Reference: C. Shalizi. A Note on Simulation-Based Inference by Matching Random Features. ArXiv: 2111.09220<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org…>, 2021. ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Seminar in Pisa: Leonardo Maini
by Francesco Grotto 20 Jun '22

20 Jun '22

Dear Colleagues, we would like to invite you to the following seminar by Leonardo Maini (Université du Luxembourg) to be held Wednesday, June 22nd, in Aula Contini, at Scuola Normale Superiore in Pisa. The seminar will take place in full presence (speaker included), but it will be streamed via Google Meets, link below. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: *Aula Contini*, Scuola Normale Superiore, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: June 22nd 2022, 14:00-15:00 CET Speaker: Leonardo Maini (Université du Luxembourg) Title: Spectral central limit theorem for additive functionals of Gaussian fields Abstract: We consider a centered, continuous, stationary, Gaussian field on the Euclidean space and a sequence of non-linear additive functionals of the field. Since the pioneering works from the 80s by Breuer, Dobrushin, Major, Rosenblatt, Taqqu and others, central and non-central limit theorems for this kind of functionals have never ceased to be refined. The common intuition is that the limit is Gaussian when we have short-memory and non-Gaussian when we have long-memory and the Hermite rank R is different from 1. Our goal is to show that this can be a misleading intuition. To do that, we introduce a spectral central limit theorem, which highlights a variety of situations where the limit is Gaussian in a long-memory context with R different from 1. Our main mathematical tools are the Malliavin-Stein method and Fourier analysis. The talk is based on a joint work with Ivan Nourdin (University of Luxembourg).

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Reminder - Call for papers - Workshop on 'Model Evaluation and Causal Search: Empirical and Experimental Approaches' - 25-27 September 2022, Pisa (Italy)
by Francesco CORDONI 18 Jun '22

18 Jun '22

Dear colleagues, We would like to invite you to submit your research to our workshop on "*Model Evaluation and Causal Search: Empirical and Experimental Approaches* " hosted by the University of Pisa and Sant'Anna School of Advanced Studies on *25-27 September 2022 in Pisa (Italy)*. If you are interested in presenting, please send your paper to workshop.pisa.2022(a)gmail.com by *30 June 2022*. The organization will sponsor the social dinner and accommodation for the speakers. Each paper will have a discussant. Regular sessions will be introduced by our keynote speakers: *Daniela Puzzello *(Indiana University), *Thomas Lux* (University of Kiel), *Alessio Sancetta* (Royal Holloway, University of London), and *Tobias Henschen* (University of Cologne). A detailed call for papers is attached. Please circulate it among your colleagues, and do not hesitate to contact us should you require additional information. For information visit https://sites.google.com/view/model-evaluation-causal-search/home. Best regards, The Organizing Committee

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Fwd: Postdoc position in random matrix theory
by Bisi, Elia 17 Jun '22

17 Jun '22

FYI ————————— Elia Bisi Assistant Professor (non-TT) Technische Universität Wien Research Unit Mathematical Stochastics https://eliabisi.com ---------- Forwarded message ---------- From: Nicholas Simm <N.J.Simm(a)sussex.ac.uk> Date: 15 Jun 2022, 20:33 +0200 Subject: Postdoc position in random matrix theory Dear colleague, I am writing to advertise an 18 month postdoc position working on random matrix theory and related topics at the University of Sussex in Brighton, UK. The full job advert is: https://www.sussex.ac.uk/about/jobs/research-fellow-in-mathematics-ref-8836 I would be very grateful if you could pass this message on to any potential applicants you might know. Thanks, and best wishes, Nick Simm

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Postdoc Position in Tor Vergata
by Domenico Marinucci 17 Jun '22

17 Jun '22

Dear Colleagues a 2-year postdoc position ("assegno di ricerca terza fascia") in Probability and its Applications is available at the Department of Mathematics of the University of Rome Tor Vergata; the position is partially funded by the MIUR Department of Excellence Programme Math@ToV. The application can be completed online - more information and guidelines can be found at this link: https://pica.cineca.it/uniroma2/ The deadline is July 7 - please feel free to forward this message to those that could be interested, thanks for your attention, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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(PMS)^2 online talk: Lorenzo Taggi
by Maurizia Rossi 16 Jun '22

16 Jun '22

Dear colleagues, we are happy to announce the following online talk: Speaker: *Lorenzo Taggi* (Università di Roma "La Sapienza") Title: *Macroscopic loops in the Bose gas, Spin O(N) and related models.* Abstract: We consider a system of closed random walks which interact through a potential which depends on their mutual distance. The model is an intriguing mathematical object on its own and is closely related to the probabilistic reformulation of the interacting Bose gas in discrete space, to spin systems and to the dimer model. We study the model in dimension d > 2 and prove the occurrence of a phase transition corresponding to the presence of macroscopic loops, whose length is proportional to the size of the system, as the chemical potential is large enough. For the interacting Bose gas the proof of this phase transition is referred to as Bose-Einstein condensation and is one of the most important open problems in statistical mechanics. Date and time: *Monday June 20, 17:30-18:30 (Rome time zone)*. *Zoom link:* https://us02web.zoom.us/j/81858823936?pwd=dVRQRGcrTzRMMDV1UEJNcHdFN3JyQT09 *ID riunione:* 818 5882 3936 *Passcode:* 058907 This talk is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario Corrado De Vecchi in Bicocca
by Valeria Bignozzi 16 Jun '22

16 Jun '22

Avviso di seminario 22 Giugno 2022, ore 17:00, Aula seminari 4026, Edificio U7, IV piano Dipartimento di Statistica e Metodi Quantitativi, Università degli Studi di Milano Bicocca Webex Link: https://unimib.webex.com/unimib/j.php?MTID=me35206b954263f324454c6068feb6890 <https://unimib.webex.com/unimib/j.php?MTID=me35206b954263f324454c6068feb6890> Join by meeting number Meeting number (access code): 2740 378 2204 Meeting password: niUrDZVT465 (64873988 from phones) Speaker: Corrado De Vecchi Titolo: ''Robust assessment of life insurance products '' Abstract: Survival probabilities are required in many actuarial evaluations, such as the computation of net premiums in the life insurance business. As the output of a statistical procedure, their estimation is subject to uncertainty. In this article, we propose a robust assessment for the net premium of a standard life insurance contract with respect to the uncertainty on the estimated residual lifetime distribution function. Specifically, we provide a method to derive the range of values that the net premium of a given contract can attain when considering all residual lifetime distribution functions that satisfy an L^2 distance constraint with a reference distribution function. The results obtained in this chapter can be used to obtain a conservative evaluation of the net premium that an insurance company should charge for a life insurance contract in order to avoid financial losses due to unexpected changes in longevity trends. Gli interessati sono cordialmente invitati a partecipare, Cordiali saluti, Valeria ********************************************** Valeria Bignozzi Professore associato di Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie Dipartimento di Statistica e Metodi Quantitativi (DiSMeQ), Università degli Studi di Milano-Bicocca, Edificio U7

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11-month position at DCU
by Paolo Guasoni 13 Jun '22

13 Jun '22

Dear Colleagues, the School of Mathematical Sciences at DCU has a temporary teaching position, advertised at https://www.dcu.ie/hr/vacancies-current-vacancies-external-applicants The deadline is June 24th. Please bring this opportunity to the attention of potential candidates. With best wishes, Paolo Guasoni -- * *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>

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bando Rtd-B SSD:SECS-S/06 Università Sapienza di Roma
by Gabriele Stabile 09 Jun '22

09 Jun '22

Il Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza (MEMOTEF), Facoltà di Economia, Università La Sapienza di Roma, ha bandito una procedura selettiva per la copertura di un posto di *Ricercatore a tempo determinato- tipologia B* per il SSD SECS-S/06 Il bando è reperibile all'indirizzo https://web.uniroma1.it/trasparenza/sites/default/files/Bando_2022RTDB012_r… La scadenza per la presentazione della domanda è il 7 luglio 2022. buona giornata Gabriele Stabile

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Corso "Trasferimento delle Tecnologie Matematiche per l'Innovazione" - Quarta Edizione
by Maurizio Ceseri 08 Jun '22

08 Jun '22

A tutti gli interessati lo Sportello Matematico per l'Innovazione e le Imprese <http://www.sportellomatematico.it/> sta organizzando la quarta edizione del corso in “Trasferimento delle Tecnologie Matematiche per l’Innovazione”. Il corso si svolgerà presso la sede CNR di via dei Taurini 19 a Roma durante il periodo *da lunedì 29 agosto a venerdì 2 settembre 2022*. Il corso è rivolto principalmente a neolaureati in *Scienze Matematiche* e *F**isiche*,* Ingegneria*,* Economia*,* Informatica* e *Statistica*, con l’ *obiettivo* di formare la figura professionale dell’*Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche. Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata. Promuove un numero crescente di collaborazioni per apportare benefici tangibili alle imprese. *Modalità di presentazione** delle domande* Per procedere con la domanda di partecipazione, è sufficiente compilare il form online a questo link <https://www.sportellomatematico.it/SMII/limesurvey/index.php/93146?lang=it> entro il *22 Luglio 2022*, allegando un proprio CV aggiornato ed una lettera motivazionale <https://cloudiac.rm.cnr.it/index.php/s/ozb6DPtAgnjZeZj> di autopresentazione. Entro il *27 luglio 2022 *verrà comunicato l'esito della selezione e l'eventuale ammissione al corso. La quota di partecipazione per gli ammessi al corso è pari a 150 Euro. Per informazioni: www.corsotraduttoretecnologico.it Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico *CONTENUTI DEL CORSO* *Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. *Trasferimento Tecnologico:* contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. *Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale *Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il potenziale delle Tecnologie Matematiche nel Management. *Attori e Strutture Organizzative:* Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. *SBOCCHI E OPPORTUNITÀ PROFESSIONALI* Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi *Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso Università e Centri di Ricerca Partecipazione a *Progetti Europei* su Tecnologie Matematiche per l’Innovazione

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Link seminario del Prof. Enrico Scalas
by Luigia Caputo 07 Jun '22

07 Jun '22

************************************************************* AVVISO di Seminario: Martedì 7 giugno 2022 ore 15:30, Aula F Dipartimento di Matematica e Applicazioni, Monte S.Angelo, Università di Napoli FEDERICO II Professor Enrico Scalas Department of Mathematics, University of Sussex Title: Time-Fractional Queuing Systems - Applications in G/G/1 queues and Double Auction models LINK: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Abstract: We present some generalizations and limit theorems for the time-fractional G/G/1 queue, where arrivals and departures from the system come according to (independent) fractional Poisson processes. We then use some of these generalizations to develop and study a Fractional Double Auction model. This is joint ongoing work with Jacob Butt and Nicos Georgiou ******************************************************************** -- Luigia Caputo Dipartimento di Matematica e Applicazioni Scuola Politecnica e delle Scienze di Base Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081-675671 https://www.docenti.unina.it/luigia.caputo

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Seminar in Pisa: Trishen Gunaratnam
by Francesco Grotto 07 Jun '22

07 Jun '22

Dear Colleagues, we would like to invite you to the following seminar by Trishen Gunaratnam (University of Geneva) to be held tomorrow, Wednesday, June 8th, at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: June 8th 2022, 14:00-15:00 CET Speaker: Trishen Gunaratnam (University of Geneva) Title: Phi 4 via random currents Abstract: The phi 4 model is a simple candidate for a nontrivial euclidean field theory. From the point of view of statistical mechanics, however, it (rigorously or otherwise) exhibits a wide range of beautiful phenomena. I will survey some upcoming joint works with collaborators towards understanding some global probabilistic properties of this model, and highlight some irresistible conjectures. I hope to at least explain a probabilistic representation of correlations via a type of random current representation.

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Seminari generali IAC- Mercoledì 8 Giugno ore 14:30 - Daniela De Canditiis
by Domenico Marinucci 06 Jun '22

06 Jun '22

Cari colleghi vi segnalo l'appuntamento con i "Seminari generali IAC" fissato per Mercoledì 8 Giugno ore 14:30. Il link per seguire il seminario sul Canale Youtube Cnr-IAC è: https://www.youtube.com/watch?v=F6uQpsqgBD8 Speaker: Daniela De Canditiis Titolo: The adaptive Lasso estimator for INAR(p) time series and application to Hawkes processes Abstract: We propose an adaptive Lasso estimator for inferring the fertility function of a Hawkes stationary point process, without any assumption on its form. We study both the numerical and theoretical properties of this estimator. We will show its numerical advantages over the classical CLS estimator and over the non-adaptive Lasso estimator, both in simulation and when applied to a set of epidemiological data. The theoretical properties of this estimator will instead be obtained by embedding this problem in the more general one of estimating the coefficients of an AR(p) model with stationary noise. This last result has its own specific interest because it enlarges the applicability of the adaptive LASSO procedure to the case of more general time series than those usually treated in the literature. Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Avviso di Seminario
by Enrica Pirozzi 05 Jun '22

05 Jun '22

************************************************************** AVVISO di Seminario: Martedì 7 giugno 2022 ore 15:30, Aula F Dipartimento di Matematica e Applicazioni, Monte S.Angelo, Università di Napoli FEDERICO II Professor Enrico Scalas Department of Mathematics, University of Sussex Title: Time-Fractional Queuing Systems - Applications in G/G/1 queues and Double Auction models Abstract: We present some generalizations and limit theorems for the time-fractional G/G/1 queue, where arrivals and departures from the system come according to (independent) fractional Poisson processes. We then use some of these generalizations to develop and study a Fractional Double Auction model. This is joint ongoing work with Jacob Butt and Nicos Georgiou ******************************************************************** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Probability Seminar in Sapienza - Amine Asselah - 7th of June
by Lorenzo Taggi 03 Jun '22

03 Jun '22

*Tuesday 7th of June, 14:00, Sapienza Università di Roma,** Dipartimento di Matematica, **Sala di Consiglio.* *Speaker:* Amine Asselah (Paris-Est Créteil) *Title:* Visiting a ball for critical branching random walks in d=4 and d>4 *Abstract:* We study a critical branching random walk (BRW) on the Euclidean lattice. We focus on the tail of the time spent in a ball, in particular on the special features of the critical dimension four. We focus on the tail of the number of walks transported by the BRW on the boundary of a distant ball, and on the BRWs localized in a ball.

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SPDEvent
by Lorenzo Zambotti 02 Jun '22

02 Jun '22

---------------------------------------------- Dear colleagues, We are happy to announce the establishment of the SpdePostdocDocEvent (SPDEvent) that will be held in presence at the University of Bielefeld, Germany, September 7-9, 2022. The SPDEvent will provide a platform to young researchers working on stochastic partial differential equations and broadly related fields, allowing them to network, exchange ideas, present their own research and initiate collaborations. The event is meant exclusively for Phd students and Postdocs. All details are provided on the conference web page https://www.uni-bielefeld.de/fakultaeten/mathematik/ag/hofmanova/conference… Limited travel and hotel funding is available and will be allocated on a "first come first serve" basis. We explicitly encourage female researchers to apply. We would appreciate if you would forward this message to anybody who might be interested in attending and are looking forward to welcoming you in Bielefeld, The organizers, Florian Bechtold Stefanie Berkemeier Theresa Lange -- Lorenzo Zambotti Postal Address: Sorbonne Universite', LPSM - Boite courrier 158 4, place Jussieu - 75252 Paris cedex 05, France Bureau n. 22, 2eme etage, tours 16/26, Jussieu E-mail: lorenzo.zambotti(a)upmc.fr https://www.lpsm.paris/users/zambotti/

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Seminar in Padova by Prof. Umut Cetin (in presence and online)
by Giorgia Callegaro 01 Jun '22

01 Jun '22

Dear all, you're invited to the next seminar in Probability and Finance that will take place next Monday, at 4 pm, in hybrid mode. All the details follow: * Speaker: Prof. Umut Cetin (LSE) * Date and time: Monday 6th June 2022, 4pm * Room (Torre Archimede): 1BC45 * Zoom link: please find it here https://www.math.unipd.it/~bianchi/seminari/ * Title: POWER LAWS IN MARKET MICROSTRUCTURE * Abstract: We develop an equilibrium model for market impact of trades when investors with private signals execute via a trading desk. Fat tails in the signal distribution lead to a power law for price impact, while the impact is logarithmic for lighter tails. Moreover, the tail distribution of the equilibrium trade volume obeys a power law. The spread decreases with the degree of noise trading and increases with the number of insiders. In case of a monopolistic insider, the last slice traded against the limit order book is priced at the fundamental value of the asset reminiscent of Kyle (1985). However, competition among insiders leads to aggressive trading, hence vanishing profit in the limit. The model also predicts that the order book flattens as the amount of noise trading increases converging to a model with proportional transactions costs with non-vanishing spread. See you soon, Giorgia -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminario S Castruccio - Politecnico di Milano
by Laura Maria Sangalli 31 May '22

31 May '22

Si avvisa che in data 07-06-2022, alle ore 15:30 precise presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri sesto piano (Edificio 14 - La Nave), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Stefano Castruccio, University of Notre Dame Titolo: Physics-Informed, Data-Driven and Hybrid Approaches to Space-Time Systems Abstract: In this talk I will discuss two different approaches to characterize space-time systems. This first one is model-driven and loosely inspired by physics, assumes that the system is locally diffusive through a stochastic partial differential equation, and can be efficiently approximated with a Gaussian Markov random field. This approximation will be used to produce a stochastic generator of simulated multi-decadal global temperature, thereby offering a fast alternative to the generation of large climate model ensembles. The second approach is instead data-driven, and relies on (deep) neural networks in time. Instead of traditional machine learning methods aimed at inferring an extremely large parameter space, we instead rely on an alternative fast, sparse and computationally efficient echo state network dynamics on an appropriately dimensionally reduced spatial field. The additional computational time is then used to produce an ensemble and probabilistically calibrate the forecast. The approach will be used to produce air pollution forecasts from a citizen science network in San Francisco and forecasting wind energy in Saudi Arabia. Towards the end of the presentation, I will discuss how these two broad frameworks could be used in synergy to allow for improved predictability and understanding of space-time systems whose physical understanding is currently limited and/or largely influenced by parametrizations. Link: https://mox.polimi.it/mox-seminars/?id_evento=2169 Il link per seguire il seminario online sarà reso disponibile su Link zoom: https://polimi-it.zoom.us/j/91015435557 L’evento è patrocinato da GRASPA https://graspa.org Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Posizione RTDA in MAT06 Sapienza Roma
by Alessandro Degregorio 31 May '22

31 May '22

Cari tutti, in data odierna è stato pubblicato il Bando n. RTDA/03/2022 PROT. N. 805/2022 della procedura selettiva, per titoli e colloquio, per il reclutamento di* n. 1 ricercatore con rapporto di lavoro a tempo determinato di tipologia “A”*, per l’esecuzione del programma di ricerca relativo al seguente progetto: “Teoria dei processi aleatori” - Settore concorsuale 01/A3, *Settore scientifico-disciplinare **MAT/06*, presso il Dipartimento di Scienze Statistiche, Università di Roma "La Sapienza". Il bando è visionabile sul sito della trasparenza Sapienza al seguente link: https://web.uniroma1.it/trasparenza/bando/191351_rtda/03/2022 Si prega di dare la massima diffusione del presente avviso presso tutti gli interessati. Cordiali saluti, Alessandro De Gregorio

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avviso di seminari
by Barbara Martinucci 30 May '22

30 May '22

UNIVERSITA' DI SALERNO Dipartimento di Matematica AVVISO DI SEMINARI Mercoledì 1 giugno 2022, nella sala del consiglio del Dipartimento di Matematica, edificio F2, livello 1, si terranno i seguenti seminari in presenza e online (su Teams): 1) ore 15:00-15:45 - Prof. Enrico Scalas (University of Sussex, Brighton, UK) Limit theorems for prices of options written on semi-Markov processes link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZmRiNmFjZmUtNmFlMS00… We consider plain vanilla European options written on an underlying asset that follows a continuous time semi-Markov multiplicative process. We derive a formula and a renewal type equation for the martingale option price. In the case in which intertrade times follow the Mittag-Leffler distribution, under appropriate scaling, we prove that these option prices converge to the price of an option written on geometric Brownian motion time-changed with the inverse stable subordinator. For geometric Brownian motion time changed with an inverse subordinator, in the more general case when the subordinator's Laplace exponent is a special Bernstein function, we derive a time-fractional generalization of the equation of Black and Scholes. This is joint work with Bruno Toaldo 2) ore 16:00-16:45 - Dott. Giacomo Ascione (Scuola Superiore Meridionale, Napoli) Bulk behaviour of ground states for relativistic Schrödinger operators with spherical potential well link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTMzYTBmYTAtZDFiYS00… In this talk, we show a probabilistic representation of the ground state of a massive or massless Schrödinger operator with a spherical potential well. Such a representation will lead to a two-sided approximation with different behaviours depending on the fact that we are inside or outside the well. Both of them rely on some functionals of the first exit time of a subordinated Brownian motion from a suitable open set (the well or its complement). We also develop a moving planes-type argument to prove the radial monotonicity of the ground state, which is one of the main tools of the two-sided bounds. This is joint work with József Lőrinczi. Gli interessati sono cordialmente invitati a partecipare, Cordiali saluti, Barbara Martinucci

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5 Luglio (online): La Statistica al CNR al servizio del Paese
by Fabrizio Ruggeri 30 May '22

30 May '22

Vi segnalo che la sede milanese dell'IMATI CNR ha organizzato un evento online il 5 luglio in cui 12 ricercatori CNR, di diversi istituti e diversa formazione, presenteranno loro lavori. L'iniziativa, in collaborazione con la Societa' Italiana di Statistica e nell'ambito delle iniziative verso il Festival della Statistica e della Demografia (Treviso, 16-18 Settembre), intende mostrare alla comunita' statistica nazionale cio' che si fa al CNR (e non e' praticamente conosciuto da questa) e anche favorire interazioni fra ricercatori CNR che spesso operano senza sapere che ci sono altri colleghi che utilizzano e sviluppano metodi e modelli stocastici. Il sito web e' https://sis.mi.imati.cnr.it/index.html E' possibile registrarsi entro il 26 giugno. Nei giorni successivi verranno inviate ai registrati le indicazioni sulla piattaforma online che verra' utilizzata. Cordiali saluti Fabrizio Ruggeri -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Alfonso Corti 12 fax +39 0223699538 I-20133 Milano (Italy) www.mi.imati.cnr.it/fabrizio

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teaching assistants
by Marco Scarsini 29 May '22

29 May '22

We are looking for teaching assistants for various mathematical courses in the fall semester. Some of these courses are taught in English and some in Italian. In particular, we need TAs for a master course in Probability (taught in English). ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Probability Seminar in Sapienza
by Lorenzo Taggi 26 May '22

26 May '22

Dear All, next Tuesday Nicolas Forien (Sapienza Università di Roma) will give a seminar talk on particle systems and interacting random walks. Please find the title and the abstract below. Best regards, Lorenzo Taggi Tuesday 31st of May, 16.15, Dipartimento di Matematica Università Sapienza, Aula Consiglio *Title:* On the phase transition of activated random walks *Abstract:* The Activated Random Walk model consists of particles which perform independent random walks on a graph and fall asleep with a certain rate. Sleeping particles stop moving and are awaken when another particle arrives on the same site. The model on Z^d presents a phase transition: depending on the density of particles (initially all active) and on the sleep rate, either almost surely each particle eventually falls asleep forever (fixating phase), or almost surely no particle falls asleep forever (active phase). In this talk, I will present a joint work with Alexandre Gaudillière (arxiv.org/abs/2203.02476) showing the existence of an active phase on Z^2: for every positive initial density of particles, for a sufficiently low sleep rate, almost surely no particle falls asleep forever.

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Digital ICMNS 20202 - Minisymposia announcement, and call for submissions
by Massimiliano ... 25 May '22

25 May '22

Dear all, We are delighted to announce a tentative programme of the 8th International Conference on Mathematical Neuroscience (ICMNS 2022) which will take place in a virtual format, via Zoom, on July 6-8, 2022, between 14:00 and 18:00 (GMT+2). Attendance is free but requires registration via our website https://www.danieleavitabile.com/icmns2022digital We would like to remind you that the call for micro-talk submissions is open until the 31st of May. Micro-talk sessions are one-hour sessions consisting of a sequence of very short introductions (2 minutes, 1 slide) by the presenters to their research, followed by an opportunity to chat with individual presenters about their research in breakout rooms. You can submit micro-talks using this link https://tinyurl.com/3e3fu8wv It is our pleasure to confirm that this year's plenary speakers will be * Dani S. Bassett (University of Pennsylvania, USA) * Sue Ann Campbell (University of Waterloo, Canada) * Thomas Serre (Brown University, USA) In addition, there will be 6 minisymposium sessions: MS1: Learning (and compressing) stochastic sequences of events, organised by Antonio Galves (Universidade de São Paulo, Brasil). Speakers: Aline Duarte, Noslen Hernández, Marcela Swarc, Claudia Vargas. MS2: Patterns and Rhythms in Balanced Neural Networks, organised by James MacLaurin (New Jersey Institute of Technology, USA). Speakers: Mark Goldman Olivia Gozel Robert Rosenbaum, Moshe Silverstein. MS3: Nonlinear PDEs in neuroscience, organised by Pierre Jules Abel Roux (University of Oxford, UK) and Susanne Solem (Norwegian University of Life Sciences, Norway). Speakers: Alain Blaustein, Xu’an Dou, Delphine Salort. MS4: Metastable dynamics in neural circuits, organised by Tilo Schwalger (Technische Universität Berlin, Germany). Speakers: Daniel Levenstein, Maurizio Matti, Luca Mazzucato, Bastian Pietras. MS5: Dynamical systems for neurological disorders, Organised by Christoffer Alexandersen (University of Oxford, UK) and Louisiane Lemaire (Humboldt-Universität zu Berlin, Germany). Speakers: Georgia Brennan, Damien Depannemaecker, Efstathios Pavlidis, Heike Stein, MS6 Stochastic models for neuronal activity, organised by Laura Sacerdote (University of Turin, Italy). Speakers: Giuseppe D'Onofrio, Ryota Kobayashi, Tomar Rimjhim, Ohla Shchur. We look forward to seeing you at ICMNS2022. The Organising Committee Daniele Avitabile Áine Byrne Massimiliano Tamborrino Etienne Tanré ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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One World ABC Seminar - Harita Dellaporta - May 25 - 11.30am UK time
by Massimiliano ... 24 May '22

24 May '22

Dear all, I forward you an invitation for an incoming talk at the One World ABC seminar series on Wednesday May 25, 11.30am UK time. Title, abstract and link to join are reported below. Best, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> --------------------------------------------------------------------- Dear all, our next One WorldABC Seminar<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> on May 25 is quickly approaching! Our next speaker will be Harita Dellaporta<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>, who will talk about "Robust Bayesian Inference for Simulator-based Models via the MMD Posterior Bootstrap", on Wednesday May 25, at 11.30am UK time, with an abstract reported below. Please note the different time and date! The Zoom link to join the talk is https://univ-grenoble-alpes-fr.zoom.us/j/99914483254?pwd=UzhjYWJFSndHdEN2Rk…<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiv-gren…> Password: 601768 We look forward to seeing you on Wednesday! Best wishes, Massimiliano on the behalf of the One World ABC Seminar Organisers. When: Wednesday May 25, 11.30am UK time Speaker: Harita Dellaporta<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> (University of Warwick) Title: Robust Bayesian Inference for Simulator-based Models via the MMD Posterior Bootstrap Abstract: Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice. In this talk, I will present a novel algorithm based on the posterior bootstrap and maximum mean discrepancy estimators. This leads to a highly-parallelisable Bayesian inference algorithm with strong robustness properties. This is demonstrated through an in-depth theoretical study which includes generalisation bounds and proofs of frequentist consistency and robustness of our posterior. The approach is then assessed on a range of examples including a g-and-k distribution and a toggle-switch model. ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> -- You received this message because you are subscribed to the Google Groups "sis-news" group. To unsubscribe from this group and stop receiving emails from it, send an email to sis-news+unsubscribe(a)googlegroups.com<mailto:sis-news+unsubscribe@googlegroups.com>. To view this discussion on the web visit https://groups.google.com/d/msgid/sis-news/AM7PR01MB6547EEF0B2A018D4D68F60A…<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgroups.go…>.

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Seminar in Pisa: Enrico Malatesta
by Francesco Grotto 23 May '22

23 May '22

Dear Colleagues, we would like to invite you to the following seminar by Enrico Malatesta (Bocconi) to be held Wednesday, May 25th, at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: May 25th, 2022, 14:00-15:00 CET Speaker: Enrico Malatesta Title: Phase transitions in the landscape of solutions of overparametrized neural networks. Abstract: Current deep neural networks are nonlinear devices composed of a number of parameters that far exceed the number of data points. Understanding how these systems can fit the data almost perfectly through variants of gradient descent algorithms and achieve exceptional levels of prediction accuracy without overfitting are key conceptual challenges. In this talk I will show how common techniques used in machine learning (e.g. the choice of the activation function or the loss) deeply affect the loss landscape, tending to mild its roughness. Then we shed light on the role of overparameterization in non-convex neural networks. By analytically studying a non-convex model of random features, we identify a novel (non-equilibrium) phase transition, that we call “Local Entropy” transition, controlled by the degree of overparameterization. In non-convex models this transition is strictly different to the SAT/UNSAT threshold and it coincides with the appearance of highly entropic minima of the error loss function. Those minima, in turn, are found to be highly attractive to the learning algorithms currently used in deep learning.

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Seminar in Statistics - ALEXANDER COX
by Pierpaolo De Blasi 20 May '22

20 May '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 27 Maggio 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Alexander Cox* (University of Bath) Title: *Binary branching processes with Moran type interactions* Abstract: In this talk, we will discuss the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that may depend on the configuration of the whole system, the death of a particle may trigger the reproduction of another particle, while a branching event may trigger the death of another one. We study the occupation measure of the new model, explicitly relating it to the Feynman-Kac semigroup of the underlying Markov evolution and quantifying the L2 distance between their normalisations. This model extends the fixed size Moran-type interacting particle system discussed in Del Moral, Burdzy et al, and Villemonais, and we will indeed show that our model outperforms the latter when used to approximate a birth and death process. We discuss several other applications of our model including the neutron transport equation, Sequential Monte Carlo methods, and population size dynamics. Joint work with Emma Horton and Denis Villemonais. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://docs.google.com/forms <https://docs.google.com/forms/d/e/1FAIpQLSdJkIrE0DwYtvJq6LqUTNQvL_ZAQWFD8ez…> Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89213634464?pwd=SUUe_KLj4d6lyByzLfE5VCFezDJ4lE.1> 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/>

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2022/23 call for PhD applications
by Irene Crimaldi 19 May '22

19 May '22

*2022/23 call for PhD applications* The IMT School for Advanced Studies Lucca’s multidisciplinary PhD Programs aim at providing research skills and tools to address complex issues of the 21st century. The IMT School is looking for bright students to recruit through competitive and open procedures. English is the official language of the School, the full time PhD positions consist of a studentship, free housing in its accessible campus in the historical town of Lucca, free access to the canteen, library and other facilities on campus, additional funds for research and international mobility. Candidates must get their Master’s degree or equivalent by October 31, 2022. Enrollment: early November 2022. *PhD Program in Economics, Analytics and Decision Sciences (EADS)* EADS is an international PhD program that trains students to undertake cutting-edge research in a wide range of economic and social disciplines with a unique multidisciplinary approach that relies on the unifying language of statistics and data science, as well as on selected tools from computer science and psychology. Students actively participate in research seminars, workshops, and conferences. EADS offers exchange programs and double degrees with collaborating institutions around the world, thanks to an established international network. All relevant information about the EADS program here: https://eads.imtlucca.it/ DEADLINE APPLICATION: June 30th , 2022, 12 p.m. *(online application form)* INFO: phdapplications(a)imtlucca.it | +39 0583 4326 530

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PhD call in Mathematics [UniTn - UniVr]
by Luca Di Persio 19 May '22

19 May '22

Dear all, this is to announce the following PhD call in Mathematics [jointly steered by the universities of Trento and Verona] https://www.unitn.it/en/ateneo/1956/announcement-of-selection Deadline for application: 6th of June, 2022, hrs. 4.00 PM (Italian time) Do not hesitate to contact me if you would like to have further info. Best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

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Invito: Padua Probability Seminar: Anna Vidotto - gio 19 mag 2022 9:30AM - 10:30AM (CEST) (random@fields.dm.unipi.it)
by giacomo.giorgio07＠gmail.com 19 May '22

19 May '22

Sei stato invitato al seguente evento. Titolo: [Random] Padua Probability Seminar: Anna Vidotto Dear All: Next Wednesday, Anna Vidotto (Università degli Studi di Napoli Federico II) will give a seminar talk on the Excursion Area of Time Dependent Spherical Random Fields, which will be held in person and online via Zoom. Details: * Date and time: Wednesday, May 25, 2022 at 14.30 pm * Place: room 2AB40 at the Department of Mathematics, University of Padua (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: On the Excursion Area of Time Dependent Spherical Random Fields * Abstract: In this talk, we consider isotropic and stationary real Gaussian time dependent random fields defined on the two dimensional unit sphere S^2 and we investigate the asymptotic behavior, as T tends to infinity , of the excursion area in S^2 × [0, T... Quando: gio 19 mag 2022 9:30AM – 10:30AM Ora dell’Europa centrale - Roma Informazioni per partecipare: Partecipa con Google Meet https://meet.google.com/zcf-ewjr-tmj?hs=224 Calendario: random(a)fields.dm.unipi.it Chi: * giacomo.giorgio07(a)gmail.com - organizzatore * fischer(a)math.unipd.it * random(a)fields.dm.unipi.it Dettagli evento: https://calendar.google.com/calendar/event?action=VIEW&eid=NzIzcDFkOTZ2amRi… Invito da Google Calendar: https://calendar.google.com/calendar/ Hai ricevuto questo messaggio email di cortesia all'account random(a)fields.dm.unipi.it perché sei uno dei partecipanti a questo evento. Per disattivare la ricezione di aggiornamenti futuri per questo evento, rifiuta l'evento. In alternativa, puoi registrarti per un Account Google in https://calendar.google.com/calendar/ e verificare le impostazioni di notifica per l'intero calendario. Se inoltri questo invito potresti consentire al destinatario di inviare una risposta all'organizzatore e di essere aggiunto all'elenco degli invitati oppure di invitare altre persone indipendentemente dallo stato dell'invito o ancora di modificare la tua risposta. Ulteriori informazioni all'indirizzo https://support.google.com/calendar/answer/37135#forwarding

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Next LTI@UniTO Seminars: May 24, Amit Goyal | May 25, Marco Pagano
by Luca Regis 18 May '22

18 May '22

Dear Colleagues, it is my pleasure to bring to your attention the following two seminars in Quantitative Finance, organised by LTI@UniTO. The seminars can be attended online via Zoom at the links accessible via the buttons below. Best regards, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis <http://sites.google.com/view/lucaregis> Office: +39 011 670 6065 www.carloalberto.org/lti <http://www.carloalberto.org/lti> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/dxQszhXdTYSeK8TgXWVwPdgch-yVozm308…> <#> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminars: <#> *May 24, 2022 | 12:00-13:15* *Predicting Corporate Bond Returns: Merton Meets Machine Learning* *Amit Goyal (University of Lausanne)* <#> *Abstract.* We investigate the return predictability of corporate bonds using big data and machine learning. We find that machine learning models substantially improve the out-of-sample performance of stock and bond characteristics in predicting future bond returns. We also find a significant improvement in the performance of machine learning models when imposing a theoretically motivated economic structure from the Merton model, compared to the reduced-form approach without restrictions. Overall, our work highlights the importance of explicitly imposing the dependence between expected bond and stock returns via machine learning and Merton model when investigating expected bond returns. <#> *To attend in person, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hfP4I4mUbx241x0z60A6739Y-00wYiECyk…> <#> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/H7wKsG1vuV3OD31wQ_0E5gOGft1OURjriG…> <#> <#> *May 25, 2022 | 12:00 - 13:15* *JAQ of All Trades: Job Mismatch, Firm Productivity and Managerial Quality* *Marco Pagano (University of Naples Federico II)* <#> *Abstract.* Does the matching between workers and jobs help explain productivity differentials across firms? To address this question we develop a job-worker allocation quality measure JAQ by combining employer-employee administrative data with machine learning techniques. The proposed measure is positively and significantly associated with labor earnings over workers’ careers. At firm level, it features a robust positive correlation with firm productivity, and with managerial turnover leading to an improvement in the quality and experience of management. JAQ can be constructed for any employer-employee data including workers’ occupations, and used to explore the effect of corporate restructuring on workers’ allocation and careers. <#> *To attend in person, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ykATFHYX2laIzxQ_xgRrxeAEz3ksTLnNgK…> <#> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Qu65mxHMOuyATkYSpHoaTbGG4jZwv1_-MW…> <#> <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/IfoXGKh5By8LrSGugLNRNVSXyH2VOsaTTd…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/8usPEOcCcpYYly0bCauwMS_rfjHMGgHJVt…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +39011 15630 800 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/96qDEBjI389G7GVS3NgHy4QU5ODhiSBUXH…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NblUBI8B5HmNemhQAOs_hH9Lb0xHqj4qYn…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/rMMfajyr067kRoDawTi2FFsw8dBZwyxWPW…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/0wIj1P36GYdj7O34J7nWI5VyNMMLDGzqBJ…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/-09AvrjEn7eE8yYbc-ZCF8ERm7rdddPHti…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link https://www.carloalberto.org/privacy/ <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/w47WAYiiyoXuTspFVWdMj21Cro1sSu1S1z…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/VRIj3q-1RFls3KVxbpZF_Uj0ukc9FDmZZHg7…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Fwd: Cross fertilization between Physics and Mathematics
by Gustavo Posta 18 May '22

18 May '22

> Dear colleagues, > > it is our pleasure to announce the conference > > "Cross fertilization between Physics and Mathematics" > an event in honor of Giovanni Jona Lasinio. > > The conference will be held in presence (with online broadcast) > at the Accademia Nazionale dei Lincei on May 25, 2022. > > Starting at 3pm we will have Lectiones Magistrales by > > Bernard Derrida (ENS) > Giovanni Gallavotti (Università La Sapienza) > Martin Hairer (Imperial College) > > Further details, including the registration form and the details of the live broadcast, can be found on the webpage > > https://www1.mat.uniroma1.it/~desole/2022-convegno-gianni/ <https://www1.mat.uniroma1.it/~desole/2022-convegno-gianni/> > > With our best regards, > > the organizing committe: > Lorenzo Bertini, Alberto De Sole, Roberto Longo, Fabio Martinelli, Carlo Presilla ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ----------------------------------------------------------------

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Workshop in memory of Francesca Romana Nardi - 18-22 July 2022
by Gianmarco Bet 18 May '22

18 May '22

Dear colleagues, We are organising a workshop in memory of our colleague and friend Francesca Romana Nardi, who passed away on October 21, 2021. Colleagues from all over Italy and Europe will gather in Florence in the week of July 18-22 to talk about mathematical topics that were very close to her heart. We want to celebrate her life, her scientific contributions, and the warmth that she brought to our community. This 5-day workshop is open to everyone who’s interested. For precise details, such as venue, invite speakers, and program, please see: https://www.eurandom.tue.nl/event/celebrating-francesca/ REGISTRATION (Deadline for registration: June 30) Registration is free of charge. For organizational purposes we kindly ask all participants to fill in the following registration form: https://www.eurandom.tue.nl/registration-francesca-romana-nardi-a-life-in-p… <https://www.eurandom.tue.nl/registration-francesca-romana-nardi-a-life-in-p…> If you would like to participate and you need travel support, we might be able to help you. Please write an email to: nardi.event(a)gmail.com MEMORIAL SESSION On Thursday, July 21, there will be a streamed memorial session in the afternoon (the only online activity of the workshop!). The idea of this session is to give the floor to both participants, and colleagues that cannot join us physically in Florence for this event, who want to share a few personal words, memories or anecdotes about Francesca. Shall you give this short contribution during this memorial session, please contact us before the event at nardi.event(a)gmail.com, we will be happy to schedule your intervention (for which you should consider up to 5 minutes). Please feel free to inform about this session anyone who might be interested in contributing. Kind regards, Gianmarco Bet, on behalf of the organisers, Luisa Andreis, Luca Avena, Gianmarco Bet, Alexandre Gaudilliere, Elisabetta Scoppola, Alessandro Zocca ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Padua Probability Seminar: Anna Vidotto
by Markus 18 May '22

18 May '22

Dear All: Next Wednesday,*Anna Vidotto* (Università degli Studi di Napoli Federico II) will give a seminar talk on the Excursion Area of Time Dependent Spherical Random Fields, which will be held in person and online via Zoom. Details: * Date and time: Wednesday, May 25, 2022 at 14.30 pm * Place: room 2AB40 at the Department of Mathematics, University of Padua (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: On the Excursion Area of Time Dependent Spherical Random Fields * Abstract: In this talk, we consider isotropic and stationary real Gaussian time dependent random fields defined on the two dimensional unit sphere S^2 and we investigate the asymptotic behavior, as T tends to infinity , of the excursion area in S^2 × [0, T] at any threshold, covering both cases when the field exhibits short and long memory, that is, integrable and non-integrable temporal covariance. It turns out that the limiting distribution is not universal, depending both on the memory parameters and the threshold. The talk is based on a joint work with D. Marinucci and M. Rossi. On behalf of the organizers, Markus Fischer Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova via Tieste, 63 35121 Padova https://www.math.unipd.it/~fischer/

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(PMS)^2 online talk: Sonia Mazzucchi
by margherita Zanella 18 May '22

18 May '22

Dear colleagues, we are happy to announce the following online talk: Speaker: Sonia Mazzucchi (Università di Trento) Title: Chernoff approximations for Feller semigroups in Riemannian manifolds. Abstract: In this talk I shall present the construction of Chernoff approximations for Feller semigroups in Riemannian manifolds of bounded geometry. This result provides approximations for solutions to initial-value problems for parabolic equations with variable coefficients on the manifold. It also yields the weak convergence of particular sequences of random walks on the manifolds to the diffusion processes associated with the elliptic generator. For parallelizable manifolds this result is applied in particular to the representation of the Brownian motion on the manifold as limit of the corresponding random walks. Date and time: Monday May 23, 17:30-18:30 (Rome time zone). Zoom link: https://us02web.zoom.us/j/6815552946 Join our Cloud HD Video Meeting<https://us02web.zoom.us/j/6815552946> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. us02web.zoom.us This talk is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Summer School on "Online Learning with Applications to Digital Markets"
by Stefano Marmi 17 May '22

17 May '22

Dear colleagues, we would like to draw your attention to the Summer School on "Online Learning with Applications to Digital Markets" 29 August 2022 - 2 September 2022 Centro di Ricerca Matematica "Ennio De Giorgi" and partially supported by the <http://www.crm.sns.it/event/500/%3Ca%20href=%22http://www.phdeconomics.sssu…>*International Doctoral Program in Economics* <http://www.phdeconomics.sssup.it/index.php> of the Scuola Superiore Sant'Anna. to be held at the *Fondazione Conservatorio Santa Chiara, San Miniato, Italy* <http://www.fcsc.it/> in SAN MINIATO (PI) http://www.crm.sns.it/event/500/ Keynote speakers: Nicolò Cesa-BianchiUniversità di Milano Pierre LaforgueUniversità di Milano Deadline for applications: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! Best regards, Giulio Bottazzi, Daniele Giachini and Stefano Marmi

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assegno di ricerca SECS-S/01 @ Milano-Bicocca
by Francesca Greselin 17 May '22

17 May '22

Buongiorno, è indetto un concorso presso il Dipartimento di Statistica e Metodi Quantitativi dell'Università di Milano-Bicocca relativamente a un* assegno di ricerca biennale (tipo A1 Junior) *in SECS-S/01 sul tema: "Sviluppo di modelli robusti per dati multidimensionali e complessi, e loro applicazioni". Per maggiori informazioni sulle procedure di selezione si invita a visionare il bando <https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a1-a1-typ…> . La scadenza per la presentazione delle domande è il *31 maggio 2022, ore 13:00*. Per informazioni sulle tematiche di ricerca e sui progetti attivi presso il team di ricerca si invita a contattare la sottoscritta ( francesca.greselin(a)unimib.it) Cordiali saluti, Francesca Greselin

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OGGI: seminario su "Comparative gene finding on highly diverse chromosome alleles", Marina Axelson-Fisk 17 May
by Umberto Picchini 17 May '22

17 May '22

/[questo e' il nuovo annuncio di un seminario per //*oggi*//17 Maggio che era stato precedentemente cancellato]/ You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. On Tuesday May 17, Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> will talk of: ///"Comparative gene finding on highly diverse chromosome alleles" / * * marina axelson-fisk *About the speaker: *Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> is a Professor in Mathematical Statistics at Chalmers and University of Gothenburg. She works mainly within the field of Bioinformatics, with particular focus on stochastic models and algorithms for comparative genomics and cross-species gene finding. She is an associate member of the Linnaeus Centre for Marine Evolutionary Biology (CeMEB), where she is involved in the bioinformatics analysis of a number of newly sequenced Swedish coastal organisms. ** *Abstract:* With the new sequencing technologies, the number of novel genome sequences has exploded. At the same time the genome projects are hampered by the lack of homologies to the novel genome, making it difficult both to properly train genome analysis tools and to assess the results. Moreover, the faster and cheaper sequencing methods come with the cost of data quality, and sequencing and annotation errors that make it into the genome databases are propagated to new genomes, making annotation an even bigger challenge. Methods that can improve the data quality is desperately needed. Here we propose a novel use of comparative gene finding to improve the annotation in organisms with high nucleotide diversity. Comparative gene finding methods utilizes the contrast in sequence similarity between functional and non-functional regions of evolutionary related species. We show how this can be applied to chromosome pair sequences in diploid sequence data. We demonstrate the approach on the highly diverse sea orchid Balanus improvisus using SLAM, a cross-species gene finder that simultaneously annotates and aligns two homologous sequences using Generalized Pair Hidden Markov Models.* * *Feel free to spread this announcement in your network.* * * *Where*: room MVL14 or https://chalmers.zoom.us/j/62177902216 Password: 786749 ** **** *When*: Tuesday May 17 at 14.30-15.30*(Swedish time, UTC+2)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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Reminder: call for paper - special issue on Applied Stochastic Models in Business and Industry
by Roy Cerqueti 16 May '22

16 May '22

Dear Colleague, apologies for cross-posting. As Guest Editors for the journal "Applied Stochastic Models in Business and Industry" we would like to remind you that the call-for-paper for the Special Issue on PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT is currently open. Feel free to circulate this message to your contacts. We look forward to your submissions. Many thanks for your attention. Yours sincerely, Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti

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PhD position in dependence modeling and copulas at TU Eindhoven (NL)
by Elisa Perrone 16 May '22

16 May '22

Dear colleagues, The Statistics group at TU Eindhoven (NL) has a vacancy for a Ph.D. position. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct research in the area of dependence modeling and copulas under my supervision. The starting date is flexible, but, ideally, we would like to fill the position by September 1st. Job description and how to apply: https://jobs.tue.nl/en/vacancy/phd-position-in-the-area-of-dependence-model… <https://jobs.tue.nl/en/vacancy/phd-position-in-the-area-of-dependence-model…> Please forward this email to any potential candidate, and reach out to me at e.perrone(a)tue.nl <mailto:e.perrone@tue.nl> for further information on the position. Thanks, and best wishes, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology <>elisaperrone.info <http://elisaperrone.info/>

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Seminars in Pisa: L. Andreis and G. Carigi
by Francesco Grotto 16 May '22

16 May '22

Dear Colleagues, we would like to invite you to the following seminars by Luisa Andreis (Università di Firenze) and Giulia Carigi (University of Reading) to be held Wednesday, May 18th, at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: May 18th, 2022, 14:00-15:00 CET Speaker: Luisa Andreis (UniFi) Title:Large deviations for coagulation processes: an approach via graphs Abstract: Interacting particle systems where particles interact via coagulation are of great interest for their various behaviours. In particular, interesting phenomena can occur, depending on the structure of the kernel which is giving a rate to each coagulation. Among these phenomena there is the famous phase transition that goes under the name of gelation, i.e. the appearance of one (or multiple) giant particle(s). Although fluid limits are known for the rescaled version of stochastic coagulation processes (convergence to the Smoluchowski coagulation equation and its modification), very few is known about large deviations and rare events in this framework. In this talk we will explore some connections of these processes with random graphs and how to use this connection to attack the problem of studying large deviations. This also allows a comparison with the phase transition in graphs, where a giant component appears. Some remarks about the possible generalization to coagulation kernels that depend on spatial position will be given. This is based on ongoing joint works with Wolfgang K ̈onig (WIAS and TU Berlin), Tejas Iyer (WIAS), Heide Langhammer (WIAS), Elena Magnanini (WIAS) and Robert Patterson (WIAS). Time: May 18th, 2022, 15:00-16:00 CET Speaker: Giulia Carigi (University of Reading) Title: Ergodic properties for a stochastic two-layer model of geophysical fluid dynamics Abstract: A two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by additive noise. This model is popular in the geosciences, for instance to study the effects of a stochastic wind forcing on the ocean. A rigorous mathematical analysis however meets with the challenge that the noise configuration is spatially degenerate as the stochastic forcing acts only on the top layer. Exponential convergence of solutions laws is established, implying a spectral gap of the associated Markov semigroup on a space of Hölder continuous functions. Moreover, response theory with respect to changes in the average wind forcing is established. Specifically, it is shown that the averages of a class of observables against the invariant measure are differentiable (linear response) and locally Hölder continuous (fractional response) as functions of a deterministic additive forcing. In doing so, a framework suitable to establish (linear and fractional) response for a class of nonlinear stochastic partial differential equations is provided.

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International Conference in Venice - CALL FOR PAPERS - BLANK
by Monica Billio 14 May '22

14 May '22

21st INTERNATIONAL CONFERENCE CREDIT 2022 *Long Run Risks * Venice, Italy 22 –23 September 2022 * * *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 22-23, 2022. The Conference CREDIT 2022 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. CREDIT 2022 is the *twenty-first* 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*. The theme of this year’s conference brings the attention on long run risks, whose notion is multifaceted, but whose impact is becoming more and more evident and is receiving attention both at political and regulatory level. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: • Long Run Risks: Modelling; Backtesting and Validation; ESG Risks for significantly wider time horizons with respect to the most traditional financial risks (Market, Credit, etc.) • Long Run Investments and Portfolios: Illiquidity premium in the short vs the long run; Investment risk in real assets: Focus on Real Estate risk; Investment policies for Insurance and Pension Funds; Private vs Public Markets in long run portfolios, the role of Private Equity and the contribution to Venture Capital; Fintech for Sustainability • Long Run Business Strategies: Sustainability Plans; Restructuring of Production Processes; Mitigation of Climate Physical and Transition Risks • Long Run Climate Policies: New regulatory actions to reduce emissions of air pollutants and greenhouse gases; New financial regulations to promote the Low-Carbon Transition at public and private level • Socio-economic Stability in the Long Run: Inflation dynamics; Impact of transition costs from an economic and social point of view; New measures to manage migrations due to Climate Change • Long Run Market Information and Disclosure: International Financial Reporting Standards; International Accounting Standards; Long Run Financial Regulation (Banks, Insurers, Funds) The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle* (Stern Business School, New York University), *Marcin Kacperczyk *(Imperial College London) and*Lucrezia Reichlin* (London Business School). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake The SCIENTIFIC COMMITTEE for the Conference consists of: *• Stefano Giglio* (Yale School of Management, Programme Chair)* • Monica Billio* (Ca’ Foscari University of Venice & GRETA)* • Francesca Campolongo* (Joint Research Center, European Commission)* • Helmut Kraemer-Eis* (European Investment Fund)* • Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* • Elisa Luciano* (University of Torino & Collegio Carlo Alberto)* • Irene Monasterolo* (EDHEC and EDHEC-Risk Climate Impact Institute (ERCII))* • Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)* • Stephen Schaefer* (London Business School)* • Claudio Tebaldi* (Bocconi University)* * CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2022 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2022*. The final version of accepted papers must be received by August 31, 2022. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2022

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Seminar in Statistics - LARRY GOLDSTEIN
by Pierpaolo De Blasi 13 May '22

13 May '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Mercoledi 18 Maggio 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Larry Goldstein* (University of Southern California) Title: *Relaxing Gaussian assumptions in high dimensional statistical procedures* Abstract: The assumption that high dimensional data is Gaussian is pervasive in many statistical procedures, due not only to its tail decay, but also to the level of analytic tractability this special distribution provides. We explore the relaxation of the Gaussian assumption in Single Index models and Shrinkage estimation using two tools that originate in Stein’s method: Stein kernels, and the zero bias transform. Taking this approach leads to measures of discrepancy from the Gaussian that arise naturally from the nature of the procedures considered, and result in performance bounds in contexts not restricted to the Gaussian. The resulting bounds are tight in the sense that they include an additional term that reﬂects the cost of deviation from the Gaussian, and vanish for the Gaussian, thus recovering this particular special case. Joint work with: Xiaohan Wei, Max Fathi, Gesine Reinert, and Adrien Samaurd ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/1t3aC3D1Q6Pr9J5y8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/83134413513?pwd=ZjZ3TkJub0VZYm0wR213OXR0SmhnUT09> Meeting ID: 831 3441 3513 Passcode: 653689 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/>

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Fwd: probability opening
by Faggionato, Alessandra 13 May '22

13 May '22

Ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Christian Maes <christian.maes(a)kuleuven.be> Date: Mon, 9 May 2022 at 10:04 Subject: probability opening To: Christian Maes <christian.maes(a)kuleuven.be> Dear Colleagues i hope this finds you well. Here is an announcement for a job vacancy <https://www.kuleuven.be/personeel/jobsite/jobs/60115431?hl=en&lang=en> at the KU Leuven, *Research professor in Mathematical Analysis, Probability Theory and Random Matrices * https://www.kuleuven.be/personeel/jobsite/jobs/60115431?hl=en&lang=en I would much appreciate you consider forwarding it to interested people, especially to mathematicians who like to be inspired by physics as well. thanks, chr -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Lecturer\Senior Lecturer and PhD positions at Imperial College
by Passeggeri, Riccardo 13 May '22

13 May '22

Dear all, my name is Riccardo Passeggeri and I am a Lecturer (Assistant Professor) in the Department of Mathematics at Imperial College London. There is an open position for Lecturer/Senior Lecturer in Statistics (broadly defined), see the post for details https://www.imperial.ac.uk/jobs/description/NAT01133/lecturersenior-lecture… Moreover, there is an open PhD position in my group, see my website for details https://sites.google.com/site/riccardopasseggeri If you have any questions, please do not hesitate to contact me. Thank you. Best Regards, Riccardo

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