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Seminario di Michele Aleandri alla Sapienza
by Faggionato, Alessandra 12 May '22

12 May '22

Buongiorno sotto l'annuncio del seminario di Michele Aleandri alla Sapienza. Grazie Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Mercoledì 18 Maggio, ore 16, Sala di Consiglio, Sapienza Università di Roma SPEAKER: Michele Aleandri (Sapienza Università di Roma) TITOLO: Opinion dynamics: conformist and nonconformist interacting agents ABSTRACT: We study two models of binary decisions in a connected network of interacting agents. Individual decisions are determined by social influence, coming from direct interactions with neighbours, and a group level pressure that accounts for social environment. We study the convergence of the mean field variables associated to the processes as the number of agents goes to infinity and we show that propagation of chaos occurs. In the first model, [2], we have a family of conformist or nonconformist agents that interact with each other. When the number of agents is large but fixed, we study the amount of time spent by the mean field variables associated with the process around the stable points of the macroscopic dynamics. In a nonconformist environment, there is a persistent disordered phase where no majority is formed: We show how in this case the introduction of a delay mechanism in the agent’s detection of the global average choice may drastically change this scenario, giving rise to a coordinated self sustained periodic behavior. In the second model, [1], the population is divided into two social groups, each one characterized by its attitude with respect to the other. Agents of the same group interact with each other, while the other group exerts on them a social influence, that may also be null or even negative. We focus in particular on models with Lotka-Volterra type interactions, i.e., models with conformist vs. nonconformist groups. For these models, although the microscopic system is driven a.s. to consensus within each group, a periodic behaviour arises in the macroscopic scale. In order to describe fluctuations between the limiting periodic orbits, we identify a slow variable in the microscopic system and, through an averaging principle, we find a diffusion which describes the macroscopic dynamics of such variable on a larger time scale. [1] Aleandri, M., Minelli, I.G. Opinion dynamics with Lotka-Volterra type of interactions. Electronic Journal of Probability, 24(2019), no.122, 1-31. [2] Aleandri, M., Minelli, I.G. Delay-Induced Periodic Behaviour in Competitive Populations. Journal of Statistical Physics (2021) 186:6 -- ************************************************* 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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Seminar by Luca Sitzia (UniCredit) in Padova
by Giorgia Callegaro 11 May '22

11 May '22

Dear all, we are happy to announce the following seminar of the cycle "Probability and Finance Seminars" of the Mathematics Department in Padova, which will be given in presence (Torre Archimede, Padova, see below) and online (Via Zoom, see below): * *Speaker*: Luca Sitzia (UniCredit) * *Title*: *A neural network approach for the estimation of mortgage prepayment rates * * *Where: *sala riunioni 701 Torre Archimede, Padova ** When*: 27th May 2022, 4.30 pm. For more details and to get the Zoom link please visit the webpage: https://www.math.unipd.it/~bianchi/seminari/ Hope to see you there, best, Giorgia Callegaro, Marco Formentin and Alessandra Bianchi -- 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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Fwd: Workshop "Junior Female Researchers in Probability", Berlin, Oct 5-7
by Luisa Andreis 11 May '22

11 May '22

Care colleghe e cari colleghi, Vi inoltro l’annuncio per del workshop "Junior Female Researchers in Probability", che si terrà a Berlino ad ottobre e vi prego di diffonderlo con chiunque crediate possa essere interessata. Cordiali saluti, Luisa Andreis —————————————————— Dear colleagues, we would like to draw your attention to the fourth workshop for "Junior female researchers in probability”, 5-7 October 2022. The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, build a network and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Sylvie Méléard (École Polytechnique) Silke Rolles (TU Munich) Invited speakers: Alessandra Bianchi (Padova) Lisa Hartung (Mainz) Alexandra Neamtu (Konstanz) Kim Weston (Rutgers) The workshop is planned as an in-person event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for traveling to Berlin in case we can have a hybrid event. However, please be aware that being unable to travel should not restrain from submitting an abstract. There are special travel grants for female master students interested in gaining some insight into research and getting in touch with researchers. Of course everybody is very welcome to participate, but presentations and financial support are reserved for female participants. Deadline for submission of abstracts and funding requests: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.google.com/url?q=https://www.wias-berlin.de/workshops/JFRP22/&s… <https://www.google.com/url?q=https://www.wias-berlin.de/workshops/JFRP22/&s…> Best regards, Peter Bank, Dörte Kreher, Laura Körber, Helena Kremp, Alexandra Quitmann, Isabell Vorkastner, Weile Weng, and Maite Wilke-Berenguer

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Seminario Martin Friesen, domani ore 16:00
by Michele Coghi 11 May '22

11 May '22

Cari colleghi, vi annunciamo il prossimo talk nel ciclo "Trento Probability Seminars" *Asymptotics of stochastic Volterra equations* *Luogo:* l'evento si terrà in presenza in Aula Seminari "-1" a Povo0 e per via telematica attraverso collegamento alla piattaforma Zoom. Per partecipare sarà necessario collegarsi al link seguente ed inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/86014416487 Meeting ID: 860 1441 6487 Passcode: 809071 *Data:* Giovedì 12 maggio *Ore:* 16:00 *Relatore:* - *Martin Friesen* (Dublin City University) *Abstract: *In this talk, we review recent results on the long-time behavior, that is limiting distributions and stationary processes, for stochastic Volterra equations in finite and infinite dimensions. These include the Volterra Ornstein-Uhlenbeck process, affine processes, and Volterra stochastic partial differential equations. Saluti, Michele

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Deadline approaching: A day on random graphs
by mic sal 11 May '22

11 May '22

Dear all, this is to remind you that the deadline for the (free but compulsory) registration to the workshop "A day on Random Graphs" is on the 15th of May. Should you miss the deadline, you can write to salvi(a)mat.uniroma2.it to check if there is still place available. The workshop will take place at Università di Tor Vergata on the 30th of May (see poster in attachment) and is part of the Excellence Program Math@TOV. The invited speakers are Luca Avena (Leiden University) Afonso Bandeira (ETH Zürich) Luca Becchetti (La Sapienza) Julia Komjathy (TU Delft) Luca Trevisan (Bocconi) For more information see http://www.mat.uniroma2.it/~rds/graphs.php . The organizers, Andrea Clementi, Domenico Marinucci, Michele Salvi, Stefano Vigogna

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Seminar in Pisa: Darrick Lee
by Francesco Grotto 10 May '22

10 May '22

Dear Colleagues, we would like to invite you to the following seminar by Darrick Lee (EPFL) to be held tomorrow (May 10th) 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 10th, 2022, 14:00-15:00 CET Speaker: Darrick Lee (EPFL) Title: Mapping Space Signatures Abstract: The path signature is a foundational tool in the theory of rough paths. In this talk, we introduce the mapping space signature, a generalization of the path signature to maps from higher dimensional cubical domains, which is motivated by the topological perspective of K. T. Chen. We show that the mapping space signature shares many of the analytic and algebraic properties of the path signature; in particular it is universal and characteristic with respect to a certain equivalence relation on cubical maps. This is joint work with Chad Giusti, Vidit Nanda, and Harald Oberhauser.

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Workshop on Chemical Reaction Networks at Politecnico
by Daniele Cappelletti 09 May '22

09 May '22

Dear all, As announced in a previous email, Politecnico di Torino is organizing the second edition of the *Workshop on Chemical Reaction Networks*, 6-8 July, 2022, Torino, Italy. We are writing to inform you that *the deadline for* *the registration is extended to May 22nd*. You can find more info on the topics covered and on the logistics of the workshop at https://areeweb.polito.it/disma-excellence/events_2022/CRNs_workshop <https://areeweb.polito.it/disma-excellence/events_2022/CRNs_workshop/index.…> Sorry for cross-posting and please forward this info to all potentially interested people you may know, especially to the youngest. With kindest regards, the organizers Daniele Cappelletti Enrico Bibbona Paola Siri

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Seminar by M. Burzoni in Verona (hybrid)
by Alessandro Gnoatto 09 May '22

09 May '22

Matteo Burzoni (University of Milan) will give a talk at the Department of Economics – University of Verona. Date: 11/05/2022 @ 12:00 (Rome Time) Title: On adjusted risk measures Abstract: We introduce different ways of adjusting classical risk measures in different contexts. We mainly discuss the properties of a new class of convex risk measures that robustifies Expected Shortfall by simultaneously controlling the expected losses associated with different portions of the tail distribution. The key element is a benchmark risk profile g which allows, at the same time, to tailor the risk assessment to the specific application of interest. The resulting risk measure is intimately connected with second-order stochastic dominance. A second way of adjusting and robustifying risk measures is presented in a systemic risk framework which is not based on any probabilistic assumption. If you would like to attend via Zoom, please register at the following link, we will send you the login details: https://docs.google.com/forms/d/e/1FAIpQLSeE2_EoaT3z70C7nUzokfeg5PTb5dyDXxZ… <https://docs.google.com/forms/d/e/1FAIpQLSeE2_EoaT3z70C7nUzokfeg5PTb5dyDXxZ…> -- Alessandro Gnoatto Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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PhD position and professor position
by Enrico Priola 06 May '22

06 May '22

Segnalo un messaggio di Markus Riedle (King's College London) Cari saluti Enrico Priola %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear Enrico, I'm writing you to let you know that I am currently looking for a new PhD student. It is a joint position with TU Dresden in Germany: https://www.verw.tu-dresden.de/StellAus/download.asp?file=05-2022\Behme_WIM… If you know a good candidate for this position, please encourage them to apply. On the other side of the career spectrum, our department is currently hiring a professor in probability theory. If you know somebody appropriate, please forward the advert or ask them to get in contact with me for any further questions: https://jobs.kcl.ac.uk/gb/en/job/044648/Professor-Reader-in-Probability Many thanks, Markus %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Summer School Causal Inference - Trento, 11-15 July 2022
by Claudio Agostinelli 06 May '22

06 May '22

Registration is open for a summer school in *Causal inference* at the university of Trento this 11-15 July! More info at: http://datascience.maths.unitn.it/events/ci2022/ Deadline for registration: 15 June Hope to see you there! Veronica and Claudio

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Seminario di Probabilità - Roma La Sapienza
by Faggionato, Alessandra 05 May '22

05 May '22

Buongiorno, il Prof. Sebastian Andres terrà un seminario in Sala di Consiglio al Dipartimento di Matematica dell' Università La Sapienza , Lunedì 9 Maggio alle ore 16:00 (sotto i dettagli). Grazie dell'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%% Time: Monday 9 May 2022, at 16:00 Rome: Sala di Consiglio, Department of Mathematics, Sapienza University of Rome Speaker: Sebastian Andres (Manchester University) Title: First passage percolation with long-range correlations Abstract: In this talk we consider first passage percolation (FPP) with passage times generated by a general class of models with long-range correlations, including discrete Gaussian free fields as a prominent example. We will discuss conditions under which the associated time constant is positive and the FPP distance is comparable to the Euclidean distance. We will also present two applications to random conductance models (RCM) with possibly unbounded and strongly correlated conductances, namely a Gaussian heat kernel upper bound for RCMs with a general class of speed measures, and an exponential decay estimate for the Green function of RCMs with random killing measures. This talk is based on a joined work with Alexis Prévost (Cambridge). -- ************************************************* 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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seminario G.Ascione - Sapienza 11 maggio
by Luisa Beghin 05 May '22

05 May '22

Buongiorno, vorrei segnalare il seguente seminario: *Mercoledì 11 maggio 2022* Ore 14:30, Aula 34 (quarto piano), Dipartimento di Scienze Statistiche, Sapienza Università di Roma e online al seguente link meet.google.com/dwz-gvib-uoj *Titolo:* A sojourn-based approach to discrete-time semi-Markov decision processes *Speaker*: Giacomo Ascione (Scuola Superiore Meridionale) *Abstract:* Up to now, there is an extensive literature on stepped continuous-time semi-Markov decision processes. Such models generalize the classical continuous-time Markov chain decision processes by allowing for different distributions of interevent times. However, in such models, the decision is always taken in a change of state, so that it influences a priori the distribution of the inter-event times. For such a reason, these models do not allow for decision depending on intermediate observations of the system. In this talk we address the problem of intermediate observations by modelling the system as a finite horizon discrete-time semi-Markov process, thus assuming discrete observations of the system, and allowing possible decisions at each time step. To do this, we first provide an alternative characterization of discrete-time semi-Markov processes in terms of a bivariate Markov chain, involving both the state and the sojourn time of the process. Once this is done, one can use the dynamic programming principle to exploit optimal policies for the discrete-time semi-Markov decision process by resorting to the bivariate Markov formulation. With this approach we are able to exhibit the Bellman’s equation for both the value and the quality function. The latter is then used to develop a model-free reinforcement learning algorithm based on Watkins and Dayan’s Qlearning algorithm, together with a first naive attempt towards a deep reinforcement learning one. Two exploratory toy examples are provided. This is based on a joint work with Salvatore Cuomo from Università degli Studi di Napoli Federico II. Cordiali saluti. Luisa *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Call for Papers International Fintech Research Conference [Politecnico di Milano 27-28 October 2022]
by Luca Di Persio 05 May '22

05 May '22

Dear all. we are glad to announce the following: Call for Papers International Fintech Research Conference Finance, technology, methodologies Fintech Research Network Politecnico di Milano 27-28 October 2022 The Conference aims to put together researchers working in all areas of Fintech (banking, asset management, insurance, payments, capital markets, internet of things) providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields such as (but not limited to): theoretical analysis of the fintech domain (finance and economic analysis), machine learning applications to finance, cryptocurrencies, digital currency, cybersecurity, neural networks approaches in FinTech, smart contracts, peer to peer finance, big data analysis, nowcasting, text analysis in finance, blockchain technologies, network analysis in finance, behavioral finance. Keynote speakers: * Petros Dellaportas, UCL-London Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data * Leonardo Gambacorta, Bank of International Settlements, TBD * Mario Wuethrich, ETH-Zurich Discrimination-Free Insurance Pricing * David Yermack, Stern Business School, New York University, TBD The Conference is intended to be the first edition of an annual initiative that will be hosted by the building blocks of a large researchers/universities network. Scientific committee: Emilio Barucci (chair), Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà Talamanca, Paolo Giudici, Daniele Marazzina, Silvia Muzzioli. Deadline for submitting an extended abstract/paper: August 31st, 2022. Please note that, except for the social dinner, no fee is required to conference participation. https://www.fintechlab.it/fintech_conference2022/ The initiative is promoted by: Fintech Research Network https://www.fintechlab.it/network/ The Fintech Research Network is steered by a group of researchers working in all areas of Fintech, whose main aim is to develop proactive research initiatives such as conferences, summer schools, workshops, seminars, research projects within the FinTech framework broadly intended. On behalf of the scientific committee, 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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(PMS)^2 online talk: Michele Salvi - May 9, 17:30
by Maurizia Rossi 04 May '22

04 May '22

Dear colleagues, We are happy to announce the following online talk: Speaker: *Michele Salvi* (Università di Roma "Tor Vergata") Title: *Scale-free percolation mixing time.* Abstract: Scale-free percolation is a spatial inhomogeneous random graph model which features three fundamental properties that are often present in real-world networks: (1) Scale-free: the degree of the nodes follows a power law; (2) Small-world: two far-away nodes have typically a small graph distance; (3) Positive clustering coefficient: two nodes with a common neighbour have a good chance to be linked. We study the mixing time of the simple random walk on this structure in one dimension and depict a rich phase diagram in the parameters of the model. In particular, we prove that the presence of hubs can speed up the mixing of the chain. Joint work with Alessandra Cipriani (UCL). *Date and time:* Monday May 9, 17:30-18:30 (Rome time zone) *Zoom link:* https://us02web.zoom.us/j/6815552946 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 and Milano-Statale. 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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[Reminder] A Spring Day in Probability and Statistical Mechanics - 6 Maggio
by Gianmarco Bet 03 May '22

03 May '22

Care colleghe e colleghi, Vi ricordiamo che questo Venerdì 6 Maggio si terrà la decima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 6 May 2022 Lecturers: Nina Gantert (Munich) and Senya Shlosman (Marseille) Location: Anfiteatro (piano terra), Viale Morgagni 65, Firenze Informazioni su come arrivare: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html <https://www.google.com/url?q=https://www.dimai.unifi.it/vp-285-come-arrivar…> Note pratiche: stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono partecipare al pranzo. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare al pranzo. https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn… <https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn…> PROGRAMMA Prof. Nina Gantert (Technical University of Munich) Title: Mixing times for exclusion processes Prof. Senya Shlosman (CPT Luminy, Marseille) Title: Random surfaces in statistical mechanics Program: 11.00-11.45 Introductory lecture: Gantert 11.45-12.00 Break 12.00-12.45 Seminar: Gantert 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Shlosman 15.15-15.30 Break 15.30-16.30 Seminar: Shlosman Local Organizers: G. Bet, L. Andreis Scientific advisory committee: F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p…> Vi aspettiamo numerosi Gianmarco Bet e Luisa Andreis Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy ---------------------------------------------------------------------- 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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Assegno di ricerca a Parma
by Davide Addona 03 May '22

03 May '22

Cari tutti, Vi segnalo che al link https://www.unipr.it/node/32439 <https://www.unipr.it/node/32439> È pubblicato il bando per un assegno di ricerca presso il Dipartimento di Scienze matematiche, fisiche e informatiche dell’Università di Parma. Gli argomenti di ricerca sono: - Analisi in dimensione infinita; - Calcolo di Malliavin; - Equazioni differenziali stocastiche. Vi chiedo di diffondere la notizia vai possibili interessati. Grazie Davide Addona

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Course Dmitri Koroliouk: Introduction into Neural Networks and Deep Learning
by mic sal 03 May '22

03 May '22

Dear all, from May 11th until June 30th, Dmitri Koroliouk (Kiev university) will give a course at Tor Vergata university with title Introduction into Neural Networks and Deep Learning The schedule of the course, the venue and the topics treated in each lecture can be found in the file in attachment. This course is part of the Excellence Project Math@TOV. You can find a summary of this and the other events organized by the newly established RoMaDS center at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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Manifestazioni di interesse RTD-B MAT/06 a Parma
by Francesco Morandin 03 May '22

03 May '22

Salve a tutti, vorrei raccogliere manifestazioni di interesse qualificate per una posizione RTD B in probabilità (MAT/06) che potrebbe essere bandita nel prossimo futuro presso il Dipartimento di Scienze Matematiche, Fisiche e Informatiche di Parma. Gli interessati sono incoraggiati a contattarmi, anche per informazioni e chiarimenti. -- Francesco Morandin -- frmor.net Department of Mathematical, Physical and Computer Sciences Parma University -- sfmi.unipr.it To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of. (R.A. Fisher)

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PhD course Long time asymptotic and criticality in random dynamics (Mariani-DiGesù)
by Dario Trevisan 02 May '22

02 May '22

Dear all, during May, prof. Mauro Mariani will be INdAM Visiting Professor at the University of Pisa, and will deliver a the first half of a PhD Course on Long time asymptotic and criticality in random dynamics (abstract below). The second half will be later given by Giacomo di Gesù (Sapienza Università di Roma). The format will be blended, in presence and online using Microsoft Teams. The first lecture is scheduled on Thursday, May 5th, at 11 am, at Aula Seminari of the Department of Mathematics (Largo Bruno Pontecorvo, 5, first floor) and online at the link https://teams.microsoft.com/l/meetup-join/19%3aNPe79QEwg0BQ31oFUsis6tD5qgF2… Dates and times later lectures are possibly subject to changes, but are now tentatively scheduled every Thursday and Friday, 11 am, same room (Aula Seminari), starting from Thursday 12th. No lecture will be delivered on Friday 6th. Please feel free to forward this message to anyone who might be interested, and write me if you want to be added to the Team (to access records of the lectures and further material). Regards, Dario Trevisan %%% Abstract: The qualitative behavior of random evolutions in the long time asymptotic is a classical subject, which has recently found new motivations in high dimensional optimization. The course provides an introduction to classical and recent results concerning the long time behavior of some classes of Markov processes. In the first part, we will introduce some tools typical of potential theory in an elementary context, with focus on the reversibility non-reversibility paradigm. In the second part of the class, we will focus on establishing some recent results for more involved models and infinite-dimensional dynamics. 1. Ergodicity and long time behavior of Markov processes. 2. Potential theory and spectral analysis for processes on graphs. 3. Applications to statistical mechanics models. -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Procedura selettiva 2022RUA03 - RTDa 13D1
by Alessandra Fabbri Colabich 02 May '22

02 May '22

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per posti da Ricercatore a tempo determinato RTD-A, di cui uno nel settore concorsuale 13D1 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.stat.unipd.it/procedura-selettiva-2022rua03 La *scadenza* per la presentazione delle domande è il *30 maggio 2022 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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Seminar in Pisa: Jules Pitcho
by Francesco Grotto 02 May '22

02 May '22

Dear Colleagues, we would like to invite you to the following seminar by Jules Pitcho (UZH) to be held this Wednesday (May 4th) 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 4th, 2022, 14:00-15:00 CET Speaker: Jules Pitcho (UZH - Universität Zürich) Title: Since the work of Di Perna-Lions and Ambrosio, it is known that the continuity equation with divergence-free Sobolev vector field is well-posed for densities with suitable integrability. At the Lagrangian level, these works translate into a selection principle for integral curves under which uniqueness for almost every initial data is true. Nevertheless, uniqueness of integral curves can fail almost everywhere. The deterministic technique used to construct such divergence-free Sobolev vector fields and non-unique integral curves go by the name of convex integration: we will explain some of the ideas underlying this technique. We will conclude by arguing that for rougher vector fields, a genuinely stochastic behaviour of integral curves is to be expected: we should not hope for an almost everywhere selection principle for integral curves.

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First Italian School on Geometric Deep Learning
by c.ceci＠unich.it 30 Apr '22

30 Apr '22

We are delighted to announce that the "First Italian School on Geometric Deep Learning" will take place in Pescara, Italy, from 25th to 28th of July, 2022. The school will be held in person. https://www.sci.unich.it/geodeep2022/ for details. Confirmed teachers are Michael Bronstein, Cristian Bodnar and Francesco Di Giovanni. They will introduce the mathematical foundations of geometric deep learning, discuss the current state of the art, and highlight future research directions and open problems. The intended audience includes PhD students in Computer Science, Mathematics, Physics and Statistics, as well as postdoctoral fellows and young researchers. Any quantitative-oriented student is welcome, and a list of prerequisites will be provided. Limited funding is available to partially support selected students. The application form, as well as additional information and updates, can be found on the webpage https://www.sci.unich.it/geodeep2022. The deadline for registration is 15th of June, but for organizing reasons we ask you to register as soon as possible. No payment is required at registration time. Please spread the news to everybody potentially interested. We look forward to seeing you in Pescara! The organizers, Gianluca Amato Daniele Angella Claudia Ceci Rita Fioresi Luigi Ippoliti Francesco Morandin Maurizio Parton Francesca Scozzari

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PhD call in Modeling and Data Science at the University of Turin
by Elvira Di Nardo 30 Apr '22

30 Apr '22

There are 6 fully funded PhD scholarships in the framework of the PhD in Modeling and Data Science at the University of Turin (Italy), coordinator Prof. Laura Sacerdote (one scholarship is reserved to the project founded by Hub Editoriale, see the list of projects below). The scholarship is for three years, starting from 1st November 2022. The PhD program is interdisciplinary, and it involves branches of mathematics, informatics, economics, statistics, and physics. Website of the PhD: *https://dottorato-mds.campusnet.unito.it/do/home.pl <https://dottorato-mds.campusnet.unito.it/do/home.pl>* The official language is English. The call is now open. All interested candidates have to submit their application online: *https://www.phd.unito.it/do/home.pl/View?doc=Submitting_your_application.html <https://www.phd.unito.it/do/home.pl/View?doc=Submitting_your_application.ht…>* Deadline for applying is *31st May 2022, h 12:00 noon (CEST Time)* Notice that the application requires two reference letters, which should be submitted via the same link *by the referees before the application deadline*. The referees will be able to submit their letters only after the candidate has input all the required information and closed their (part of the) application. If the letters are not submitted by the deadline the application will not be valid. The positions are assigned to specific research projects which are discussed during the interview together with the related scientific skills. The list of the available projects - with a short description - is available at the following link (the project funded by Hub Editoriale is the last on the list) https://dottorato-mds.campusnet.unito.it/do/home.pl/View?doc=/content/Proje… More information, including the official call and all relevant deadlines, at the following link https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XXXVIII_ciclo.html where any additional scholarships and apprenticeship contracts (Legislative Decree no. 81/2015 art.45), which may become available after the publication of the call, will be also announced until the deadline. Please feel free to circulate this message to potentially interested people. Kind regards EDN -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Fwd: Summer School + workshop on Reaction Networks
by Siri Paola 28 Apr '22

28 Apr '22

Dear all, Politecnico di Torino is organizing the second edition of the following two events on Chemical Reaction Networks 1) Summer School on Stochastic Reaction Networks,10-16 July, 2022, Torgnon, Aosta Valley, Italy Instructors: David F Anderson (University of Wisconsin, Madison, US), L. Popovic (Concordia University, Montreal, CA). More info at https://areeweb.polito.it/disma-excellence/events_2022/CRNs/index.html 2) Workshop on Chemical Reaction Networks, 6-8 July, 2022, Torino, Italy This second event is taking place at Politecnico di Torino, and will cover both stochastic and deterministic Chemical Reaction Networks, modelling and inference. More info at https://areeweb.polito.it/disma-excellence/events_2022/CRNs_workshop/index.… Sorry for cross-posting and please forward this info to all potentially interested people you may know, especially to the youngest. With kindest regards, the organizers Daniele Cappelletti Enrico Bibbona Paola Siri Paola Siri Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [cid:CE94D5CE-9C91-4F1E-9103-B02B2933C421]

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

27 Apr '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)*. 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). The organization will sponsor the social dinner and accommodation for the speakers. 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 updated information visit https://sites.google.com/view/model-evaluation-causal-search/home If you are interested in presenting, please send your paper to workshop.pisa.2022(a)gmail.com *by 30 June 2022.* Best regards, The Organizing Committee

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Corso Natesh PILLAI
by Matteo Ruggiero 26 Apr '22

26 Apr '22

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting) con piacere annunciamo il seguente corso: -------------------------------------- Natesh PILLAI (Harvard University) FUNDAMENTALS OF MARKOV CHAIN MONTE CARLO Syllabus • Discrete Markov chains: Ergodicity calculations, aperiodicity, irreducibility, recurrence, transience, reversibility, spectral gap. • Review of basic algorithms and concepts: MH, Langevin, HMC, Diffusions, Brownian motion, Gibbs Samplers, Generators of Diffusions • Mixing times: basic coupling arguments, Path coupling and Dirichlet forms/comparison arguments, CFTP, Peskun Ordering • Geometric Ergodicity, Drift minorization argument • Optimal Scaling • Adaptive Markov chains • Data Augmentation Gibbs Sampler -------------------------------------- Il corso si svolgerà online secondo il seguente calendario - mar 3 Maggio, h.14-16 - mer 4 Maggio, h.16-18 - mar 10 Maggio, h.14-16 - mer 11 Maggio, h.16-18 - mar 17 Maggio, h.14-16 - mer 18 Maggio, h.16-18 - mar 24 Maggio, h.14-16 Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati, tramite le seguenti riunioni Webex valide rispettivamente per le lezioni del martedì e del mercoledì: https://unito.webex.com/unito/j.php?MTID=me190fb3e66a07ce53d1ccfd1937badcd Numero riunione: 2731 419 2237 Password: PpQ3inZbq24 https://unito.webex.com/unito/j.php?MTID=m24bd3967fbb95df04993f896a1cb6289 Numero riunione: 2732 576 2484 Password: pCGempDu362 Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Three fully funded PhD positions @Sussex
by Enrico Scalas 26 Apr '22

26 Apr '22

Dear colleagues, At the Department of Mathematics, University of Sussex, we have three fully funded PhD positions. Please see the links below for details and feel free to circulate this message to potentially interested people. Bayesian inference of discretely observed diffusions https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1441-EPSRC-DTP… Nonlinear problems related to traction force microscopy https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1443-EPSRC-DTP… Large N limit of gauge theories https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1440-School-of… Best regards, Enrico Scalas

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seminario: "Comparative gene finding on highly diverse chromosome alleles", Marina Axelson-Fisk 26 April
by Umberto Picchini 26 Apr '22

26 Apr '22

You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. On Tuesday April 26, Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> will talk of: ///"Comparative gene finding on highly diverse chromosome alleles"/ / / //*About the speaker: *Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> is an Assc. 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 26 April 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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Postdoc position at Luiss
by Marco Scarsini 25 Apr '22

25 Apr '22

The Department of Economics and Finance at Luiss University has issued a call for a postdoc position in “Learning in Strategic and Stochastic Environments.” https://economiaefinanza.luiss.it/en/research/research-grants/research-gran… The ideal candidate is engaged in research at the interface of game theory, machine learning, stochastic methods, optimization, theoretical computer science, and economic theory. Although the position is not related to any specific research project, the candidate is expected to interact with the faculty having similar research interests. The postoc is expected to start in January 2023. ******************************************************* 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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Webinar PRISMA
by c.ceci＠unich.it 25 Apr '22

25 Apr '22

Buongiorno a tutti, abbiamo il piacere di annunciare i prossimi Webinars promossi dal Gruppo UMI-PRISMA: Lunedi’ 2 maggio 2022 ore 16-17 LAURA SACERDOTE TITOLO: Input-output consistency in Integrate and Fire neuronal networks ABSTRACT: Models of neurons aim to describe the information transmission within a neural network. Some models are mathematically tractable with the introduction of strong simplifications, ignoring the involved biophysicalfeatures of the single units. Others are very faithful to reality at the price of very complex mathematical descriptions. Models are then used to describe networks, often through simulations. The appearance of particular patterns in the trains of spikes is then used to compare with observed data or to switch from microscopic to macroscopic analysis. In this framework, it is essential to guarantee the reliability of the output of the model and often scientists compare the output of the models with real data. However, when the models are used to reproduce networks the output of some neurons becomes the input of a successive layer of neurons. This fact opens a problem of consistency between input and output of layers of neurons. To the best of our knowledge, this problem has not yet been deeply investigated. Here, we consider the simplest Stochastic Integrate and Fire model and we try to characterize the features of its input in such a way to re-obtain the same features in the output. In particular, we focus on the tail properties of ISIs distribution. Observed data suggest the presence of heavy tails for this distribution. Using the Stochastic Integrate and Fire paradigm for the neurons of the network we study how such features can be transmitted from the network. In this framework we introduce a particular class of multivariate distributions, i.e. the regularly varying distributions. We show that assuming that the input to a neuron is a regularly varying random vector and that successive ISIs of a neuron are asymptotically independent thenthe resulting output is a regularly varying random variable. The talk is based on a joint work with Petr Lansky and Federico Polito. Ore 17-18 BRUNO TOALDO TITLE: Semi-Markov processes, their exit times and non-local equations ABSTRACT: We introduce the theory of semi-Markov processes and their interplay with non-local equations. Particular attention will be devoted to the theory of exit times from sets and the connection with boundary value problems, e.g., on a time-dependent parabolic domain. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sono reperibili anche alla pagina http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci Claudia Ceci Dipartimento di Economia Universita' "G. d'Annunzio" di Chieti-Pescara V.le Pindaro 42 65127, Pescara, ITALY c.ceci(a)unich.it

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Seminars in Pisa: A. P. Todino and F. Pistolato
by Francesco Grotto 25 Apr '22

25 Apr '22

Dear Colleagues, we would like to invite you to the following seminar by Anna Paola Todino (Università Milano Bicocca) to be held this Wednesday (April 27th) at Dipartimento di Matematica in Pisa and online via Google Meets. After the seminar, in the same location (on site and online), Francesca Pistolato (future PhD student at Université du Luxembourg) will give a short talk, details below. 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: April 27th, 2022, 14:00-15:00 CET Speaker: Anna Paola Todino (UniMiB) Title: Alternative forms of random spherical harmonics Abstract: In the last decade, lot of efforts have been devoted to the analysis of the high-frequency behaviour of geometric functionals (Lipschitz-Killing Curvatures) for the excursion sets of random eigenfunctions on the unit sphere (spherical harmonics). The asymptotic behavior of their expected values and variances have been investigated and quantitative central limit theorems have been established in the high energy limits. In order to generalize these results, a local study was also introduced by considering subdomains of the sphere. This topic is linked to Berry's conjecture on planar random waves and finds its motivation in cosmological applications. Another interesting issue concerns the Gaussianity hypothesis of the random field. In this direction we introduce a model of Poisson random waves on the 2-dimensional sphere and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e. frequency) of the waves (eigenfunctions) diverge to infinity. We consider finite-dimensional distributions, harmonic coefficients and convergence in law in functional spaces, and we investigate carefully the interplay between the rates of divergence of eigenvalues and Poisson governing measures. Time: April 27th, 2022, 15:00-15:30 CET Speaker: Francesca Pistolato Title: A Small-Scale Reduction Principle for the Nodal Length of Monochromatic Random Waves Abstract: We prove an asymptotic mean square equivalence between the nodal length of monochromatic random waves and their sample trispectrum in the small-scale regime. We make use of coupling techniques for non-stationary Gaussian fields, and the so-called Small-Scale Central Limit Theorem for the nodal length, both proved by Dierickx, Nourdin, Peccati, Rossi in 2020. Consequently, we deduce the conjectured equivalence from the analogous one for Berry's random wave model, proved by Vidotto in 2020.

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A spring day in Probability and Statistical mechanics-6 maggio 2022
by Luisa Andreis 22 Apr '22

22 Apr '22

Carissimi, Vi annunciamo con enorme piacere che riprenderanno le giornate di incontri nate su iniziativa della nostra collega ed amica Francesca Romana Nardi. Prossimamente si terrà la decima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 6 May 2022 Lecturers: Nina Gantert (Munich) and Senya Shlosman (Marseille) Location: Anfiteatro (piano terra), Viale Morgagni 65, Firenze Informazioni su come arrivare: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html <https://www.google.com/url?q=https://www.dimai.unifi.it/vp-285-come-arrivar…> Note pratiche: stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono partecipare al pranzo. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare al pranzo. https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn… <https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn…> PROGRAMMA Prof. Nina Gantert (Technical University of Munich) Title: Mixing times for exclusion processes Prof. Senya Shlosman (Aix Marseille Université, Skolkovo Institute of Science and Technology) Title: t.b.a. Program: 11.00-11.45 Introductory lecture: Gantert 11.45-12.00 Break 12.00-12.45 Seminar: Gantert 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Shlosman 15.15-15.30 Break 15.30-16.30 Seminar: Shlosman Local Organizers: G. Bet, L. Andreis Scientific advisory committee: F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p…> Vi aspettiamo numerosi Gianmarco Bet e Luisa Andreis Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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Seminar: Antonio Lerario at Tor Vergata
by mic sal 22 Apr '22

22 Apr '22

Dear all, next Friday, April 29th, Antonio Lerario (SISSA) will give a seminar about "The zonoid algebra". Abstract: In this seminar I will discuss the so called "zonoid algebra", a construction introduced in a recent work (joint with Breiding, Bürgisser and Mathis) which allows to put a ring structure on the set of zonoids (i.e. Hausdorff limits of Minkowski sums of segments). This framework gives a new perspective on classical objects in convex geometry, and it allows to introduce new functionals on zonoids, in particular generalizing the notion of mixed volume. Moreover this algebra plays the role of a probabilistic intersection ring for compact homogeneous spaces. Joint work with P. Breiding, P. Bürgisser and L. Mathis. The seminar will take place in Aula De Blasi, Università Tor Vergata, at 14h00. We encourage in-person partecipation, but should you unable to come here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project Math@TOV. You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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Postdoc in Math Finance at NUS
by Marko Hans Weber 22 Apr '22

22 Apr '22

Dear all, The Department of Mathematics at the National University of Singapore (NUS) seeks a Postdoctoral Research Fellow in Mathematical Finance. The candidate will work closely with Dr. Marko Weber on various topics, including portfolio optimization, equilibrium asset pricing, and systemic risk. Collaboration with other faculty members is also encouraged. The appointment is for one year, with the possibility of a one-year extension subject to funding availability. Starting date is negotiable. The position does not carry teaching duties and comes with competitive compensation. Applicants should submit all materials electronically through MathJobs (https://www.mathjobs.org/jobs/list/19755) Application material includes a cover letter, a CV, a research statement, the list of publications/working papers, and two or three letters of recommendation. Deadline is April 30th. Best, Marko

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AMASES2022 - Call for submissions - Special Session: Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences
by Piero MAZZARISI 21 Apr '22

21 Apr '22

Dear Colleagues, a parallel session within the AMASES Annual Conference (https://amases2022.community.unipa.it/home <https://amases2022.community.unipa.it/home>) entitled "Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences" will take place on September 22-24, 2022 in Palermo. The session focuses on the emerging multidisciplinary study of the interconnections in finance and social science, which brings with it the necessity to deal with the growing amount of data available. A special emphasis is given to the latest advances in artificial intelligence and machine learning, which are expected to have a disruptive impact in economic, financial, and social data modeling. The special session intends to foster the dialogue between academics, regulators, and practitioners. Theoretical and empirical papers are welcome. Topics include but are not limited to: - contagion in social, economic, and financial networks - network modeling of financial time-series - big data approach to financial, economic, and social modeling - artificial intelligence, machine learning and natural language processing in social, economic, and financial systems It is a great pleasure to invite you to submit an extended abstract. The deadline for submission is June 13, 2022. The abstract submission Web page for AMASES 2022 is: https://easychair.org/conferences/?conf=amases2022 <https://easychair.org/conferences/?conf=amases2022> specifying that your paper should be considered for our special session. Please refer to the official web page of the conference for further details on the submission (https://amases2022.community.unipa.it/abstract-submission <https://amases2022.community.unipa.it/abstract-submission>). Important dates: June 13, 2022: Deadline for abstract submission June 27, 2022: Notification of acceptance For information, please contact: Fabrizio Lillo (fabrizio.lillo(a)unibo.it <mailto:fabrizio.lillo@unibo.it>) Michele Tumminello (michele.tumminello(a)unipa.it <mailto:michele.tumminello@unipa.it>) Piero Mazzarisi (piero.mazzarisi(a)sns.it <mailto:piero.mazzarisi@sns.it>) Best regards, Fabrizio Lillo, Michele Tumminello, and Piero Mazzarisi

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Fwd: I: Job Advert: 3 Doc (3-7 years) or PostDoc (4-7 years) positions at Dept. Math. of the Technical University of Munich on the topic mathematics of machine learning
by Marco Romito 21 Apr '22

21 Apr '22

ricevo e inoltro. m. ------------------------------------------------------------------------ *Da:* Massimo Fornasier <massimo.fornasier(a)ma.tum.de> *Inviato:* giovedì 21 aprile 2022 09:11 *A:* Massimo Fornasier *Oggetto:* Job Advert: 3 Doc (3-7 years) or PostDoc (4-7 years) positions at Dept. Math. of the Technical University of Munich on the topic mathematics of machine learning Dear Colleagues, I'm currently inviting candidates for * Doc/Postdoctoral Researcher (3-7 years), * starting July 1, 2022 or later. Please, would you forward this opening to interested candidates. See also the attached call. I'm intending to review applications immediately. Ideal candidates have § a master/doctoral degree in mathematics (exclusively degree in mathematics!) § a strong background in at least two of the following fields: machine learning, optimization, optimal control, nonlinear PDE, variational calculus, numerical analysis and algorithms, § some experience in numerical programming with Python,C/C++, Matlab or similar environments, § good command of the English language (knowledge of German is not required), and are interested in working on /mathematics of machine learning/. For more information please contact Prof. Massimo Fornasier (massimo.fornasier(a)ma.tum.de) Applications should be sent to toth-pinter(a)ma.tum.de with subject "Application for the Doc/PostDoc position mathematics of machine learning" and should include § a CV, with a list of publications (for postdoctoral researchers), § copies of degrees / university transcripts, § a motivational statement (at most one page) explaining the applicant's interest in the position as well as their relevant skills and experience, § names and email addresses of at least one (for doctoral researchers) or two (for postdoctoral researchers) professors that may provide letters of recommendation directly to the hiring committee. I thank you for your kind attention and cooperation. Best regards Massimo Fornasier P.S. Apologies for multiple posting.

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PhD in Economics, Statistics and Data Science (DEMS) - University of Milano-Bicocca
by Federico Camerlenghi 21 Apr '22

21 Apr '22

Dear all, The Department of Economics, Management and Statistics (DEMS) of the University of Milano-Bicocca invites applications to its *PhD Programme in Economics, Statistics and Data Science* for the academic year 2022-23 (XXXVIII cycle). *PhD programme* The PhD Programme is articulated in three curricula: - Economics (ECO), - Statistics (STAT), - Big Data & Analytics for Business (BIDAB). The length of the PhD Programme is *four years*, starting in late October 2022. *Fellowships* We offer at least ten fellowships (for a period of four years) to the highest ranked applicants. Each fellowship pays a grant of a minimum of €16.200 (gross income) per year. The monthly allowance can be increased up to 50% for our PhD students visiting academic or scientific institutions abroad. There will also be allowances (research funds) for short-period mobility (from the first year). Additional scholarships and positions are also available on specific research projects in collaboration with national and international companies of primary importance. *Selection procedure* The selection procedure is regulated by the official Call for Applications (Bando di Concorso), which can be found starting from *April 21st* at the link: https://en.unimib.it/education/doctoral-research-phd-programmes/applying-do… The official Call for Applications contains detailed information on: i) the documents which each candidate has to submit; ii) structure, contents and timing (approximately during June 2022) of the entrance examination; iii) description of the projects related to the additional scholarships and positions. *Important links* Website of the PhD: https://www.dems.unimib.it/en/research/phd-programme Application procedure: https://en.unimib.it/education/doctoral-research-phd-programmes/applying-do… Best regards, Federico Camerlenghi -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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New Professor Position at Luxembourg University.
by Giovanni Peccati 20 Apr '22

20 Apr '22

Dear All, a new *Associate/Full Professor position in Mathematics* is open at *Luxembourg University*, see the webpage: http://emea3.mrted.ly/31ge1 The position has a large scope: in particular, specialists in Probability Theory are encouraged to apply. The deadline is *June 15th, 2022*. 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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Environment and sustainability: new challenges and perspectives for Statistics - Politecnico di Milano
by Laura Maria Sangalli 20 Apr '22

20 Apr '22

#VERSOILFESTIVALDELLASTATISTICA22 Scadenza registrazione per partecipazione in presenza: *** Giovedì 21 Aprile *** Environment and sustainability: new challenges and perspectives for Statistics Martedì 3 maggio 2022 ore 14.00 Politecnico di Milano Intervengono: Prof. Pedro Delicado, Universitat Polytecnica de Catalunya “Wildfires vegetation recovery through satellite remote sensing and functional data analysis” Prof. Alessandro Fassò, Università degli Studi di Bergamo "Statistical modelling of COVID-19 impact on maritime carbon emissions” Prof. Piercesare Secchi, Politecnico di Milano "Environment and sustainability: new challenges and perspective for Statistics” Tavola rotonda, presieduta da Piercesare Secchi, con la partecipazione di Corrado Crocetta, Presidente della Società Italiana di Statistica, e di membri del Comitato Scientifico di GRASPA Dettagli e registrazione a https://www.mate.polimi.it/events/statfest/ —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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PhD course on Rough Paths at Rome Tor Vergata
by Lucia Caramellino 19 Apr '22

19 Apr '22

Dear All, during May, prof. Vlad Bally (Université Gustave Eiffel) will be Visiting Professor at the University of Rome "Tor Vergata". During his stay, he will give a PhD course entitled Introduction to rough paths. Information about the course - program, references, schedule etc. - can be found at http://www.mat.uniroma2.it/~caramell/roughpaths2022.htm <http://www.mat.uniroma2.it/~caramell/roughpaths2022.htm> The course will be held in blended form (in presence and online) from May 4th to May 26th. The lectures will be streamed via Microsoft Teams. Please write me an email if you are interested in being included in the Teams classroom of the course or in receiving the link to follow the lessons. Best regards, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell

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Seminario Venerdì 22 - Seonwoo Kim (Seoul National University)
by Gianmarco Bet 19 Apr '22

19 Apr '22

Gentili colleghe e colleghi, Vi segnalo con piacere il seguente seminario che si terrà Venerdì 22 Aprile dalle 9:30 alle 10:30 in modalità mista. Location: Aula 215, Plesso Morgagni, Viale Giovan Battista Morgagni 40, 50134 Firenze Link alla videochiamata: https://meet.google.com/rps-uiyj-bhj <https://meet.google.com/rps-uiyj-bhj> Speaker: Seonwoo Kim (Seoul National University) Title: Metastability of Ising/Potts models on lattices in the low-temperature regime Abstract: In this talk, I will discuss metastability of the Ising/Potts model with zero external field in two or three dimensions. Metastable transitions in the case of zero field occur along a large saddle plateau, which can be divided into bulk and edge parts. Transitions on the bulk part are one-dimensional and thus easy to analyze, whereas transitions on the edge part are much more complex. In two dimension, I will characterize them in a very precise manner. On the other hand in three dimension, it is impossible to find such a precise characterization and thus I present an alternative abstract method to analyze the metastable behavior. This talk is based on a joint work with Insuk Seo at Seoul National University. Cordiali saluti, Gianmarco Bet ---------------------------------------------------------------------- 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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Scientific ASA 2022 conference on Data-Driven Decision Making
by Marta Nai Ruscone 15 Apr '22

15 Apr '22

On behalf of Enrico Di Bella (University of Genoa). Apologies for cross-posting.... CALL FOR PAPERS Association for Applied Statistics ASA 2022: “Data Driven Policy Making” Genoa, Italy, September 12-14, 2022 https://asa2022.unige.it/ <https://asa2022.unige.it/> regularly updated with news Dear Colleagues, I am pleased to announce the next ASA 2022 Conference (Association for Applied Statistics) “Data Driven Policy Making” that will take place from September 12th to 14th, 2022, hosted by the University of Genoa <https://asa2022.unige.it/node/4>, Genoa, Italy. Submit your contribution through EasyChair: https://easychair.org/my/conference?conf=asa2022 <https://easychair.org/my/conference?conf=asa2022> Instruction for the authors available at: https://asa2022.unige.it/node/6 <https://asa2022.unige.it/node/6> I am pleased to take this opportunity to wish you and your beloved ones Happy Easter holidays. Best regards, Marta Nai Ruscone (Local Organising Commitee) ———————————————————————————————— Important Dates ———————————————————————————————— Abstract submission deadline (max 300 words): April 30, 2022 Early registration deadline: June 31, 2022 Short paper submission (with ISBN): July 15, 2022 ———————————————————————————————— For more information, please feel free to contact asa2022(a)unige.it <mailto:asa2022@unige.it> or visit the conference website https://asa2022.unige.it/ <https://asa2022.unige.it/>. ———————————————————————————————— *** --- *** <> Marta Nai Ruscone Department of Economics - DIEC University of Genova. Via Vivaldi, 5. 16126 Genova (GE). Italy

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Seminar in Statistics - JOHANNES SCHMIDT-HIEBER
by Pierpaolo De Blasi 15 Apr '22

15 Apr '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 22 Aprile 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Johannes Schmidt-Hieber* (University of Twente) Title: *A theoretical comparison of deep learning and Bayes with deep Gaussian process priors* Abstract: Deep neural networks have received a lot of attention recently and considerable progress has been made to build an underlying mathematical foundation. In a first part of the talk, we summarize some statistical convergence results. Deep Gaussian process priors can be viewed as continuous analogues of Bayesian neural networks and this raises the question whether there is a closer link with deep learning. In the second part of the talk, we show that the posterior for a suitable deep Gaussian process prior can achieve fast posterior contraction rates and discuss the connection with deep learning. This is joint work with Gianluca Finocchio. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/wxwecLUnpZ2GEsWh9 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/83612787995?pwd=SE1CR2ZGdmxxZmNWUmx2WS9XNXdtdz09> Meeting ID: 836 1278 7995 Passcode: 612986 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminario di Probabilità
by Paolo Dai Pra 15 Apr '22

15 Apr '22

Cari colleghi, vi invito al seguente seminario. Date: 20 Aprile 2022, 14:30 Venue: Ca’ Vignal 2, Università di Verona, Aula G Speaker: Luisa Andreis, Università di Firenze Title: An introduction to phase transitions in coagulation processes and random graphs Abstract: Sparse inhomogeneous random graphs are a natural generalization of the well-known Erdos Renyi random graph, where vertices are characterized by a type and edges are independent but distributed according to the type of the vertices that they are connecting. These graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erd ̋os Renyi model. In this talk we will introduce an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterizes coagulation processes and the phase transition of condensation type emerging in several systems of interacting components. Paolo Dai Pra Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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Seminar by J. Teichmann in Verona
by Alessandro Gnoatto 14 Apr '22

14 Apr '22

Prof. Josef Teichmann (ETH Zürich) will give a talk at the Department of Economics – University of Verona. Date: 20/04/2022 @ 12:00 (Rome Time) Title: Signature SDEs from an affine and polynomial perspective Affine or polynomial processes are fascinating classes of models due to the so-called affine transform formulae or moment formulae, respectively. We first show through a linearization procedure that generic classes of diffusion models can be obtained as projections of infinite dimensional affine processes (which actually coincide with polynomial processes). Affine and polynomial technology next allows to derive so far unknown formulae for characteristic functions and moments of involved process functionals. Third a dynamic viewpoint on those formulae (combined with machine learning approaches) leads to efficient numerical evaluations. If you would like to attend via Zoom, please register at the following link, we will send you the details: https://docs.google.com/forms/d/e/1FAIpQLScgw1WL5uuNrg_woQgY9WJCOIG9uIzuxkR… <https://docs.google.com/forms/d/e/1FAIpQLScgw1WL5uuNrg_woQgY9WJCOIG9uIzuxkR…> Best Regards, -- Alessandro Gnoatto Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Next LTI@UniTO seminars: April 19, 2022 @12:00 | April 20, 2022 @12:00
by Luca Regis 14 Apr '22

14 Apr '22

Dear Colleagues, it is my pleasure to invite you to the following two seminars on Quantitative Finance, organised by LTI@UniTO and CCA, which will take place in hybrid form on Tuesday 19th at 12.00 (prof. Polk, LSE) and on Wednesday at 12.00 (prof. Albuquerque, Carrol School of Management). Please find below the details and links to attend via Zoom. Best regards, Luca Regis ------------ Luca Regis Associate Professor ESOMAS Department University of Torinosites.google.com/view/lucaregiswww.carloalberto.org/lti <#m_-325173197699348024_m_-4631880425216739772_> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/mGgSCYMNR1a7HLMz6TnsrJrcmnBwnGaSAR…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/4KCyPXXx-Rw0rt4tRzRL2EdIK0lq7TJqPf…> <#m_-325173197699348024_m_-4631880425216739772_> *LTI@UniTO* and *Fondazione Collegio Carlo Alberto* are pleased to invite you to the following seminars: <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> *April 19, 2022 | 12:00 - 13:15* *The Day Destroys the Night, Night Extends the Day: A Clientele Perspective on Equity Premium Variation* *Christopher Polk (LSE – London School of Economics; CEPR)* <#m_-325173197699348024_m_-4631880425216739772_> *Abstract. *We decompose market returns into their overnight and intraday components, which dramatically improves equity premium forecasts. Past smoothed overnight market returns strongly negatively forecast subsequent close-to-close returns (quarterly R2 of over 14%), primarily through intraday mean reversion. In contrast, past smoothed intraday market returns strongly positively forecast subsequent overnight returns; this partially-offsetting effect explains PE's relatively poor forecasting ability (R2 only 3%). Our decomposition also resurrects the conditional CAPM: If we allow market betas to vary with past smoothed overnight returns, the unconditional alpha of the four Fama-French non-market factors decreases by 91%. We interpret these return patterns through a clientele perspective. First, individual investor expectations and consumption growth strongly positively forecast overnight market returns; intermediary risk tolerance and household equity share strongly negatively forecast intraday market returns. Second, aggregate discount-rate news associated with revisions in future expected overnight (intraday) returns is positively (negatively) correlated with aggregate cash-flow news. Finally, while the Tech boom and Covid crash/rebound were primarily driven by overnight returns, the Global Financial Crisis was mostly an intraday phenomenon. <#m_-325173197699348024_m_-4631880425216739772_> *To attend in presence, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/AeJ-WyYc_gvUq2mT72rqiHtFvTQ6jPrbiV…> <#m_-325173197699348024_m_-4631880425216739772_> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/vQ-81gGUFwr92prMcO1wAos1prgrpZtXYC…> <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> *April 20, 2022 | 12:00 - 13:15* *Strategic Leadership in Corporate Social Responsibility* *Rui Albuquerque (Carrol School of Management, Boston College)* <#m_-325173197699348024_m_-4631880425216739772_> *Abstract.* We propose a strategic theory of Corporate Social Responsibility (CSR). Shareholder maximizers commit to a mission statement that extends beyond firm value maximization. This commitment leads firms (either product market competitors or complementors along the value chain) to change their actions in ways that ultimately favor shareholders. We thus provide a formal analysis of the “doing well by doing good” adage. We also provide conditions such that the mission statement game has the nature of a pure coordination game. Our framework thus provides a natural theory of firm leadership in a CSR context: by selecting a CSR mission statement, a first mover effectively leads the industry to a Pareto optimal equilibrium. <#m_-325173197699348024_m_-4631880425216739772_> *To attend in person, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sWQz91Ig64g-hKPI0qtXuwSrmqF9ks4uXO…> <#m_-325173197699348024_m_-4631880425216739772_> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/a5FFG16ZzGA4wKp6TEcOSC5UJL-ct_fbpI…> <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> <#m_-325173197699348024_m_-4631880425216739772_> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/w9EAxMXTRoVQWw8rge58Ur5Q9h1azrMGGu…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ryYmaMlVZUN48CzZ1ArQlrckik3y2zJD7c…> <#m_-325173197699348024_m_-4631880425216739772_> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org [image: Facebook] <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/wh_Khsc6qoONJjjfPj_n-Lb6YoAirMTUXv…> [image: Twitter] <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/UnCsCKFdXGIuCX9lfeGpe6ph-BAbL3z-0f…> [image: LinkedIn] <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/tB9Ns4ARnwiSodkGn2ubnmU1M9x11LPrz4…> [image: Instagram] <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/QoIO7jUPYXlgktVaTw_Tvc2g1WfpgXZgB4…> [image: Youtube] <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/vBC6AeuPt0mow4OYvvHSCpa0bGiKvCbuof…> <#m_-325173197699348024_m_-4631880425216739772_> *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: +390116705000 - 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/DOTuQ0uCCHcGYF5klkwzkQH0wWDrRpL_lu…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/8OTasEyZLFVs-LU8TrbS7FoU5yh_VLcM7kRb…> <#m_-325173197699348024_m_-4631880425216739772_> © 2021 Fondazione Collegio Carlo Alberto <#m_-325173197699348024_m_-4631880425216739772_>

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Postdoc Position for experts in complex networks/graph algorithms
by Juho Kanniainen (TAU) 14 Apr '22

14 Apr '22

Dear all, We have an open two-year post-doc position on financial networks in Tampere, Finland. If you have background on complex networks and/or graph algorithms and would like to join a highly impactful research project on insider trading in financial markets, you might be the candidate we are seeking. As this is a highly methodological project, background in financial market research is not required, but it is important to have general interest in the application area. For further details see https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1433 The deadline for applications is the 9th of May, 2022. It would be great if you could forward this announcement to potential candidates. Best regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Tampere University Computing Sciences/Statistical Data Analytics Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Mobile: +358 40 707 4532 E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen>

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seminar: "Point process learning", Ottmar Cronie, 19 April
by Umberto Picchini 14 Apr '22

14 Apr '22

You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. On Tuesday April 19, Ottmar Cronie <https://www.chalmers.se/en/staff/Pages/ottmar.aspx> will talk of: ///"Point process learning" / * * *About the speaker: *Ottmar Cronie <https://www.chalmers.se/en/staff/Pages/ottmar.aspx> is associate professor at Chalmers and University of Göteborg. His research is primarily in spatial and spatio-temporal statistics as well as statistical learning. The emphasis is on point processes. The applied part of his research focuses mainly on epidemiology where the main focus at the moment is research on covid-19 and mosquito-borne diseases. // //* * *Abstract:* Point processes are random sets which generalise the classical notion of a random (iid) sample by allowing i) the sample size to be random and/or ii) the sample points to be dependent. Therefore, point process have become ubiquitous in the modeling of spatial and/or temporal event data, e.g. earthquakes and disease cases. In this talk, we present the first statistical learning framework for general point processes, which is based on a subtle combination of two new concepts: prediction errors and cross-validation for point processes. The general idea is to split a point process in two, through thinning, and estimate parameters by predicting one part using the other. By repeating this procedure, we implicitly induce a conditional repeated sampling scheme. The proposed approach allows us to introduce a variety of loss functions not only suitable for standard spatial statistical problems but for general estimation settings, without imposing the iid assumptions. Having discussed different properties of this new approach, we illustrate how it may be applied in different spatial statistical settings and, numerically, we show in (at least) one of these settings that it outperforms the state of the art.* * *Feel free to spread this announcement in your network.* * * *Where*: room MVL14 orhttps://chalmers.zoom.us/j/64214516762 Password: 355673 ** **** *When*: Tuesday 19 April 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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de Finetti Risk seminar: Walter Schachermayer
by Marco Maggis 13 Apr '22

13 Apr '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture which will take place on Thursday, May 5, 2022 at 17.30 (see all details below). *Walter Schachermayer* Universität Wien *Title:* Martingale Transport, De March-Touzi paving, and stretched Brownian motion in ℝd *Abstract:* In classical optimal transport, the contributions of Benamou–Brenier and Mc-Cann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas. For µ,ν probability measures on ℝd, increasing in convex order, stretched Brownian motion [1] provides an analogue for the martingale version of this problem. In dimension d=1 it was shown in [2] that any martingale transport decomposes into at most countably many invariant intervals and that this decomposition is universal. Extensions of this result to d≥2 were studied in [4], [5], [3]. We show that the dual optimization problem attached to a stretched Brownian motion induces the universal De March–Touzi paving [3] of ℝd. Joint work with M. Beiglböck, J. Backhoff, and B. Tschiderer. REFERENCES [1] J. Backhoff-Veraguas, M. Beiglböck, M. Huesmann, and S. Källblad. Martingale Benamou-Brenier: a probabilistic perspective. Ann. Probab., 48(5):2258–2289, 2020. [2] M. Beiglböck and N. Juillet. On a problem of optimal transport under marginal martingale constraints. Ann. Probab., 44(1):42–106, 2016. [3] H. De March and N. Touzi. Irreducible convex paving for decomposition of multidimensional martingale transport plans. Ann. Probab., 47(3):1726–1774, 2019. [4] N. Ghoussoub, Y.-H. Kim, and T. Lim. Structure of optimal martingale transport plans in general dimensions. Ann. Probab., 47(1):109–164, 2019. [5] J. Obłój and P. Siorpaes. Structure of martingale transports in finite dimensions. arXiv:1702.08433, 2017. *LOCATION: *The seminar will be held on Thursday, May 5, 2022 at 17.30, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.00. Scientific Committee Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

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de Finetti Risk seminar: Walter Schachermayer
by Maggis Marco 13 Apr '22

13 Apr '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture which will take place on Thursday, May 5, 2022 at 17.30 (see all details below). *Walter Schachermayer* Universität Wien *Title:* Martingale Transport, De March-Touzi paving, and stretched Brownian motion in ℝd *Abstract:* In classical optimal transport, the contributions of Benamou–Brenier and Mc-Cann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas. For µ,ν probability measures on ℝd, increasing in convex order, stretched Brownian motion [1] provides an analogue for the martingale version of this problem. In dimension d=1 it was shown in [2] that any martingale transport decomposes into at most countably many invariant intervals and that this decomposition is universal. Extensions of this result to d≥2 were studied in [4], [5], [3]. We show that the dual optimization problem attached to a stretched Brownian motion induces the universal De March–Touzi paving [3] of ℝd. Joint work with M. Beiglböck, J. Backhoff, and B. Tschiderer. REFERENCES [1] J. Backhoff-Veraguas, M. Beiglböck, M. Huesmann, and S. Källblad. Martingale Benamou-Brenier: a probabilistic perspective. Ann. Probab., 48(5):2258–2289, 2020. [2] M. Beiglböck and N. Juillet. On a problem of optimal transport under marginal martingale constraints. Ann. Probab., 44(1):42–106, 2016. [3] H. De March and N. Touzi. Irreducible convex paving for decomposition of multidimensional martingale transport plans. Ann. Probab., 47(3):1726–1774, 2019. [4] N. Ghoussoub, Y.-H. Kim, and T. Lim. Structure of optimal martingale transport plans in general dimensions. Ann. Probab., 47(1):109–164, 2019. [5] J. Obłój and P. Siorpaes. Structure of martingale transports in finite dimensions. arXiv:1702.08433, 2017. *LOCATION: *The seminar will be held on Thursday, May 5, 2022 at 17.30, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.00. Scientific Committee Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) -- Marco Maggis, Professore Associato, Secs-S/06 Dipartimento di Matematica F. Enriques, Via Cesare Saldini 50, 20133, Milano Telefono: 0250316120

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