- Random - Mailing list — Dipartimento di Matematica, UniPI

Summer school on Mean Field Games online "in Chicago"
by Cecchin Alekos (M.) 16 Apr '21

16 Apr '21

Dear Colleagues, I forward you this announcement of an online summer school on mean field games in June, organized by the University of Chicago. This is part of a long program and all the courses will last one week. [ https://www.imsi.institute/imfga21/ | https://www.imsi.institute/imfga21/ ] Kind regards Alekos Cecchin Da: Takis Souganidis <souganidis(a)math.uchicago.edu> Inviato: domenica 21 marzo 2021 02:54 A: Alekos Cecchin <alekos.cecchin(a)univ-cotedazur.fr> Oggetto: Institute for Mathematical and Statistical Innovation-Summer program on MFG Dear Alekos, I am writing to let you know about the IMSI (a new NSF funded Institute at the University of Chicago) [ https://www.imsi.institute/imfga21/ | summer program on MFG ] . This will be an excellent opportunity for people to learn about the theory and some of the applications. Please help us advertise the program. If you know anyone who is interested, they can apply [ https://www.imsi.institute/imfga21/#apply | here ] . Best, Takis -- Panagiotis E. Souganidis Charles H. Swift Distinguished Service Professor Department of Mathematics The University of Chicago [ http://math.uchicago.edu/~souganidis/ | http://math.uchicago.edu/~souganidis/ ]

1 0

Seminar announcement
by Marco Scarsini 16 Apr '21

16 Apr '21

Thursday, 22 April, 17:00 CEST *Amy Ward,* University of Chicago Behavior-Aware Queueing <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwcLSAUECQdOVgFdBQs> Discussants: Dongyuan Zhan and Liron Ravner The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3633435>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUECQdOVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled out the form in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

2 online seminars - Paolo Gibilisco (Roma Tor Vergata) and Cambyse Rouzé (TUM)
by Carbone Raffaella 15 Apr '21

15 Apr '21

Dear colleagues, it is our pleasure to invite you to the following online seminars (in two different days!) Speaker: *Paolo Gibilisco* (Roma Tor Vergata) Title: *Information Geometry: an invitation to the basic results of the subject and to some new perspectives* Time: Monday, *April 19*, 5PM (Italian time) Speaker: *Cambyses Rouzé *(Technische Universität München) Title: *Complete modified logarithmic Sobolev inequalities and quantum Gibbs samplers* Time: Tuesday, *April 20*, 5PM (Italian time) Abstracts follow: one below in this message and one attached. Zoom Link <https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09> (the same for both seminars - ID and passcode below if necessary) The seminars are a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Following speaker will be: *Giuseppe Savaré* on *April 22*nd, 4PM A specific announcement will be sent in the next days. Best regards, Raffaella Carbone *Cambyse Rouzé - Title and abstract* Title: Complete modified logarithmic Sobolev inequalities and quantum Gibbs samplers Abstract: Since the seminal works of Dobrushin-Shlosman and Stroock-Zegarlinski, equilibrium and out-of-equilibrium properties of classical lattice spin systems are known to be closely related: given a potential, one can construct a Markov process, called Glauber dynamics, whose reversing state coincides with the Gibbs state for the given potential. For these dynamics, Holley and Stroock made the key observation that systems thermalizing in times scaling logarithmically in the system size, a property known as rapid mixing, satisfy exponential decay of correlations at equilibrium. The converse implication, namely that exponential decay of correlations implies rapid mixing, was investigated later on in a series of articles by Zegarlinski and Stroock, who proved the stronger condition of an exponential entropic decay of the dynamics towards the limiting Gibbs measure, also known as logarithmic Sobolev inequality. In this talk, we will prove an extension of the result of Zegarlinski and Stroock to the quantum setting. More precisely, we will show that, given the Gibbs state $\sigma$ of a 2-local commuting Hamiltonian and above a critical temperature, there exists a local quantum Markovian evolution converging to $\sigma$ which satisfies the quantum modified logarithmic Sobolev inequality (MLSI) with a constant that does not depend on the size of the lattice. As a first step towards this proof, we will also provide a proof of the existence of the MLSI for finite dimensional systems coupled to an arbitrarily large, noiseless environment (also known as the complete MLSI constant), a problem that was left open until now. This talk is based on the following papers: https://arxiv.org/abs/2009.11817 https://arxiv.org/abs/2102.04146 -------- Dottorato Matematica is inviting you to a scheduled Zoom meeting. Topic: Seminars April 19 to 22 Time: Apr 19, 2021 05:00 PM Rome Apr 20, 2021 05:00 PM Apr 22, 2021 04:00 PM Please download and import the following iCalendar (.ics) files to your calendar system. Weekly: https://us02web.zoom.us/meeting/tZ0oc-qpqzwrG9W8L60lAyfp8kbqksDUWlwv/ics?ic… Join Zoom Meeting https://us02web.zoom.us/j/89543157111?pwd=NnAyblhVNkppeERRRFd1VGYwTkMyUT09 Meeting ID: 895 4315 7111 Passcode: 029655 One tap mobile +13017158592,,89543157111# US (Washington DC) +13126266799,,89543157111# US (Chicago) Dial by your location +1 301 715 8592 US (Washington DC) +1 312 626 6799 US (Chicago) +1 646 876 9923 US (New York) +1 346 248 7799 US (Houston) +1 408 638 0968 US (San Jose) +1 669 900 6833 US (San Jose) +1 253 215 8782 US (Tacoma) Meeting ID: 895 4315 7111 Find your local number: https://us02web.zoom.us/u/kd3YVb722z -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

1 0

post-doc positions call for interest
by Giovanni Sebastiani 15 Apr '21

15 Apr '21

The Istituto per le Applicazioni del Calcolo "Mauro Picone" belonging to the National Research Council of Italy seeks expressions of interest for two post-doc positions of three years starting in September 2021. The post-docs will be involved full time in the interdisciplinary EU research project "WARIFA". The WARIFA primary goal is to define a general personalised early risk assessment tool that will be used to support individual preventive measures for noncommunicable diseases, such as cardiovascular diseases, cancer, chronic respiratory diseases and diabetes, the leading causes of death in the world. This system will be accessible for individual citizens and patients on their smartphone via the WARIFA app. The WARIFA project represents expertise within AI technology, applied mathematics, statistics, medicine, sociology. We are looking for candidates with strong research expertise in applied probability and statistics, especially in mathematical foundations of machine learning, causal inference and bayesian belief networks, and advanced stochastic simulation techniques. There are no teaching duties. The positions will be formally advertised during the next months. In the meantime, those interested can send a mail to g.sebastiani(a)iac.cnr.it -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system.

1 0

selezione pubblica per RTD-B, S.S.D. SECS-S/06 - Università degli Studi di Salerno
by Antonio DI CRESCENZO 14 Apr '21

14 Apr '21

Invio segnalazione di una procedura di selezione pubblica presso l'Università degli Studi di Salerno per il reclutamento di n. 1 ricercatore a tempo determinato, mediante stipula di contratti di lavoro subordinato di durata triennale, con regime di impegno a tempo pieno, ai sensi dell’art. 24, comma 3, lettera b) Legge 30 dicembre 2010 n. 240, presso il DIPARTIMENTO DI SCIENZE ECONOMICHE E STATISTICHE Codice concorso BRIC/PS/138 Settore concorsuale: 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Profilo richiesto: SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie per il bando di concorso: https://web.unisa.it/amministrazione-trasparente/albo?file=files/003439673-…

1 0

Fwd: [owps] One World Probability Seminar Thursday April 15, 2021
by Faggionato, Alessandra 14 Apr '21

14 Apr '21

Buongiorno vi inoltro l'annuncio del OWPS di domani (i moderatori sono cambiati). Saluti Alessandra ---------- Forwarded message --------- Da: Nina Gantert <nina.gantert(a)tum.de> Date: mer 14 apr 2021 alle ore 15:48 Subject: [owps] One World Probability Seminar Thursday April 15, 2021 To: <owps(a)lists.bath.ac.uk> Dear All, Tomorrow's speakers in the One World Probability Seminar are Peter Mörters and Markus Heydenreich. (Note: all times are in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Peter Mörters Percolation phase transition in random connection models I: Subcritical phase in weight-dependent models We investigate spatial random graphs defined on the points of a Poisson process in d-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the weight and position of the points, we form an edge between any pair of points independently with a probability depending on the two weights of the points and their distance. Preference is given to short edges and connections to vertices with large weights. We characterize the parameter regime where there is a nontrivial percolation phase transition and show that it depends not only on the power-law exponent of the degree distribution but also on a geometric model parameter. Based on joint work with Peter Gracar and Lukas Luechtrath. (15:00-16:00 UTC) Speaker: Markus Heydenreich Percolation phase transition in random connection models II: Critical behaviour for weight-independent models We study the random connection model (without weights) in a regime where a percolation phase transition occurs: for low edge density there are finite connected components only, while for large density there is an infinite component a.s. Our interest is on the transition between the low- and high-density regime. We prove an infrared bound for the critical connection function if the dimension is sufficiently large or if the pair connectivity has sufficiently slow decay; this allows a detailed description of this transition. To this end, we devise the lace expansion for Poisson processes. Based on joint work with Remco van der Hofstad, Günter Last, and Kilian Matzke. The zoom link will appear the day before on the OWPS website: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro… It can also be directly accessed through the link below: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.… Meeting-ID: 656 4176 8006 Kenncode: 161076 Best wishes, Julien and Nina -- ************************************************* 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 *************************************************

1 0

LTI@Unito/CCA webinar in QuantitativeFinance: “What matters in a characteristic?”, Hugues Langlois (HEC Paris) | April 20, 2021 @12:00
by Luca Regis 14 Apr '21

14 Apr '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “What matters in a characteristic?” by Hugues Langlois (HEC Paris), which will take place on Zoom on April 20, at 12.00. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/KjYRmqlKjrwhqhAdI2gLilGDSZjf_N3e7h…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the next webinar <#> *April 20, 2021 | 12:00 - 13:15* *“What matters in a characteristic?”* * Hugues Langlois (HEC Paris)* <#> *Abstract*. We decompose firm characteristics into country, industry, and adjusted components and investigate their respective role in explaining expected returns and comovements in individual international stock returns. Models with adjusted components describe expected returns and comovements of individual stock returns better than models with unadjusted characteristics. While exposures to systematic risk factors are primarily explained by country components, alphas are predominantly driven by adjusted components. In contrast to the U.S. stock market, alphas in emerging and other developed markets are larger and significant. These rich empirical patterns inform models of stocks’ expected returns and comovements. *Zoom link* https://us02web.zoom.us/j/88521626111?pwd=cEdjUmdINERxZ3VzKzZuaXN5ZjEyZz09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/K-LOg1rFfgAp1Vis_nPzZABCDin-nMwdWK…> Meeting ID: 885 2162 6111 Passcode: 044353 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/G3qixTm9-N1P6dg7PFv3AK8C7TVOCc-7Yp…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/jtHbMvSIZkL41agMTsAl7rz6CCttgjbC7h…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/zsLCc65Y9FomNLxNOcBSZGMOP7owve5tNm…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/5YX2pmxa-oc0WA3-iUV5-ciorC7wUYUyd2…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/WiJwT1Nk93TEFOV9ZwOihDt72sZCKlKyql…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NaZEbS89ljbfvlcZWai2J42HH6phhDKVe8…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ooK-g3SzwKowF2BfH3OuFQOAb1i_2ZONOT…> <#> *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 *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/h2xCOW1uQ5i049PnKeo8VzMEWlTHSIzGmVY1…> <#> © 2021 Fondazione Collegio Carlo Alberto

1 0

notizia di Workshop
by Antonio DI CRESCENZO 14 Apr '21

14 Apr '21

Gent.mi, inoltro la notizia di un Workshop indirizzato verso "Probabilistic Methods for Time Series Data Management". Cordiali saluti, Antonio Di Crescenzo ----- I would like to point out the Workshop "ProTime2021" at the conference 'Data Base and Expert System Applications' (DEXA2021) - the scope is Probabilistic Methods for Time Series Data Management: http://www.dexa.org/protime2021 <https://www.researchgate.net/deref/http%3A%2F%2Fwww.dexa.org%2Fprotime2021> It happens for the first time, and we are curious about the amount of interest - also, the deadline is already the 23ed of April. However, this can be talked about. Please, if you know about interested people especially from the probability community, it would be of great value to the Workshop to have such contributions. It is a particularly good opportunity to publish probabilistic methods in the machine learning context. Thanks for spreading the news - it would be great to have participants from your community! With the best regards, Florian Sobieczky

1 0

Reminder: online seminar - Angelo Lucia (Caltech)
by Carbone Raffaella 13 Apr '21

13 Apr '21

Dear colleagues, it is our pleasure to invite you to the following seminar Speaker: *Angelo Lucia *(Caltech - Division of Physics, Mathematics and Astronomy) Title: *Mixing time of quantum Gibbs samplers* Time: Wednesday, *April 14*, 5PM (Italian time) The abstract follows below in this message. Zoom Link for the seminar <https://us02web.zoom.us/j/86771523774?pwd=SitEVEhPSGRlaEkxTHZmQk9rTmlLZz09> The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Best regards, Raffaella Carbone Abstract. Gibbs samplers are Markovian semigroups whose evolution converges towards the termal equilibrium of a given Hamiltonian (the Gibbs state). The time that the evolution takes, in the worst case, to converge close to the thermal state is known as the mixing time. Knowing the mixing time of a process is useful for many applications, and it can be estimated with various functional inequalities. In the case of classical spin systems on a lattice, it was shown that it is possible to determine the mixing properties of the semigroup from some "static" clustering condition of the thermal state. This suggests the question of whether the same is true for quantum spin systems. In this talk, I will focus on the specific case of Gibbs states of commuting Hamiltonians, and present some recent result in this direction. I will introduce the notion of quantum conditional relative entropy and show how it can be used to prove quasi-factorization (or approximate tensorization) properties of the quantum relative entropy. I will then show how these can be used to bound log-Sobolev constants for product semigroups with heath-bath generators, and under stronger assumptions in more general situations. -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

1 0

In ricordo di Luigi M. Ricciardi
by Luigia Caputo 13 Apr '21

13 Apr '21

Cari colleghi, venerdì 16 Aprile, dalle ore 16:00 alle ore 16:30, in occasione dell'adunanza dell'Accademia di Scienze Fisiche e Matematiche, il Prof. Antonio Di Crescenzo, dell'Università degli Studi di Salerno, terrà una conversazione in ricordo di Luigi M. Ricciardi, a dieci anni dalla sua scomparsa. La conversazione avrà luogo in modalità telematica sulla piattaforma Microsoft Teams. Gli interessati sono calorosamente invitati a partecipare, accedendo al seguente link: https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee… Cordiali saluti, Luigia Caputo -- 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

1 0

PhD call
by Irene Crimaldi 12 Apr '21

12 Apr '21

Dear all, I am writing you because my university, IMT School for Advanced Studies Lucca (*www.imtlucca.it <https://www.imtlucca.it/en>*) is currently recruiting PhD students for the 2021/22 Programs. It is truly an excellent opportunity highly motivated candidates: the Programs are fully-financed (no tuition fees), all students receive up to four years of scholarships (15.300€/year) plus free room and board on-campus. I have attached some additional information and a flyer that contains the main details of the call. The call for applications ends on June 30th 2021 - 12.00 pm CEST – the application is entirely online (*https://www.imtlucca.it/en/phd/information-for-students <https://www.imtlucca.it/en/phd/information-for-students>*). I would be so grateful if you could pass this one to whom you think might be interested. All the best, Irene

1 0

8 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 12, 2021 - 13:00 (CEST)
by Susi Ceron 09 Apr '21

09 Apr '21

Eight PhD scholarships (6 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2021*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2021). Admission is decided on the basis of qualifications only and does not require an entry examination. *Grant awarded* The annual grant will be of euros *15,343.28* (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. *How to apply* The call is published (*deadline May 12, 2021 - 1 pm CEST*) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template CV_XXXVII available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call.* For more information about the Statistical Sciences PhD program see https://www.stat.unipd.it/ricerca/dottorato-di-ricerca For more information about admission see http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, PhD Secretariat on behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting *

1 0

Online Seminar by Cagin Ararat, Bilkent University (Wednesday, April 21, 15:30)
by Elisa Mastrogiacomo 09 Apr '21

09 Apr '21

*** Apologize for cross-posting *** On April Thursday 21 at 15:30, Cagin Ararat (Bilkent University) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. Title and abstract below. Title: Set-valued martingales and backward stochastic differential equations Abstract: Motivated by the connection between univariate dynamic risk measures and backward stochastic differential equations, we start building a theory for set-valued backward stochastic differential equations (SV-BSDE). As a first step for this purpose, we formulate a simple SV-BSDE with a compact-valued driver function and study the well-posedness of this SV-BSDE. A key tool in establishing well-posedness is the availability of a stochastic integral representation for set-valued martingales. We prove a new martingale representation theorem which, in contrast to the available literature, allows the initial value of the martingale to be nontrivial. This is a joint work with Jin Ma (USC) and Wenqian Wu (USC). The seminar will be on Microsoft Teams. You can find the information to join below. Topic: Cagin Ararat - Set-valued martingales and backward stochastic differential equations Time: Apr 21, 2021 03:30 PM Rome Where: Microsoft Teams Link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_Yzc1OGY5YjAtNjNhZC00… Please forward to anyone interested. Kind regards, Emanuela Rosazza Gianin and Elisa Mastrogiacomo

1 0

Associate Professor position in SPDEs in Oslo
by Luigi Amedeo Bianchi 09 Apr '21

09 Apr '21

Inoltro il seguente annuncio di una posizione da professore associato a Oslo. The Department of Mathematics at the University of Oslo announced an associate professorship position in the area of stochastic PDEs. The deadline for applications is April, 21. Additional information available at: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… <https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i…>

1 0

Seminar announcement
by Marco Scarsini 09 Apr '21

09 Apr '21

Thursday, 15 April, 17:00 CET *Vahideh Manshadi**, *Yale University Fair Dynamic Rationing <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwUASAUEBw1OVgFdBQs> Discussants: Florin Ciocan and Sean Sinclair The paper can be found here <https://arxiv.org/abs/2102.01240>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBw1OVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled out the form in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

ABC in "Svalbard" (in fact, online)
by Massimiliano ... 09 Apr '21

09 Apr '21

Buon giorno, causa pandemia, la 2 giorni "ABC in Svalbard" su ABC, simulation-based inference e likelihood-free inference sarà interamente online, gratis e aperta a tutti, come riportato sotto nell'invito di Chistian Robert. Cordiali saluti, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ********************************************************************************** Dear All, Since we sadly had to cancel the physical workshop in Longyearbyen, Svalbard next week, we have organised mirror versions in different places. Brisbane, Grenoble and Melbourne. The event is open to everyone and free, with the programme available on https://sites.google.com/view/abcinsvalbard-grenoble-mirror/<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsites.go…> Here is the Zoom link for the Grenoble side [no password needed] https://univ-grenoble-alpes-fr.zoom.us/j/99840576807?pwd=ZHNkaU1jU0ZHRVZma3…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiv-gre…> while for Monash/Brisbane 1) Here are the schedule, personnel, titles and abstracts: https://docs.google.com/spreadsheets/d/1VP9qzvs85b7QnhfYyXBKJUbKAYm07SYMF5p…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdocs.goo…> 2) Here is the zoom link for the 2.00-5.00pm time slots on both days: Please click this URL to start or join. https://monash.zoom.us/j/89085250244?pwd=ZUxFTzVWTThuTldCMDZuUW1BQnA5UT09<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> Or, go to https://monash.zoom.us/join<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> and enter meeting ID: 890 8525 0244 and passcode: 746409 Feel free to forward the links through your mailing lists and we hope to see you on-line next week! All the best, Christian Robert (on behalf of the organisers)

1 0

BAYSM 2021: registration and abstract submission are now open!
by Federico Camerlenghi 08 Apr '21

08 Apr '21

Dear all, the Bayesian Young Statisticians Meeting (BAYSM2021) will take place online on September 1-3, 2021. BAYSM is the official conference of j-ISBA, the junior section of the International Society for Bayesian Analysis. It is intended for Ph.D. Students, M.S. Students, Post-Docs, Young and Junior researchers working in the field of Bayesian statistics, providing an opportunity to connect with the Bayesian community at large. Senior discussants will be present at each session, providing participants with hints, suggestions and comments to their work. Distinguished professors of the Bayesian community will also participate as keynote speakers, making an altogether exciting program. Registration is now open https://events.stat.uconn.edu/BAYSM2021/ <https://events.stat.uconn.edu/BAYSM2021/>and it will be free, but mandatory. The event is also supported by ISBA and Yunnan University (Kunming, China). Young researchers interested in giving a talk or presenting a poster are invited to *submit an extended abstract by May 10, 2021* during the registration process. Notification of acceptance will be given by the end of June. *The extended abstract should be written according to the template and instructions provided on the registration page*, the template is downloadable from the button "Resources". For organizational reasons, we kindly ask all the interested researchers to register even if they just want to attend the meeting, the deadline for registration is again May 10, 2021. *Confirmed Keynote speakers:* Maria De Iorio Francesca Dominici David Dunson Xuanlong Nguyen Amy Shi Jessica Utts *Confirmed discussants:* Cathy WS Chen Pierre Jacob Rosangela Loschi Li Ma David Rossel While the meeting is organized for and by junior Bayesians, attendance is open to anyone who may be interested. For more information, please visit the conference website: https://events.stat.uconn.edu/BAYSM2021/ <https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fevents.st…> Or write an email to baysm.isba(a)gmail.com On behalf of the BAYSM2021 organizing committee -- 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

1 0

Seminario: Step-by-step community detection in volume-regular graphs, 9 Aprile ore 15
by Pietro Caputo 08 Apr '21

08 Apr '21

Seminario di Emilio Cruciani a Roma Tre: Emilio Cruciani (Universitaet Salzburg) Titolo: Step-by-step community detection in volume-regular graphs Venerdi' 09 Aprile 2021 ORE 15:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Abstract Spectral techniques have proved amongst the most effective approaches to graph clustering. However, in general they require explicit computation of the main eigenvectors of a suitable matrix (usually the Laplacian matrix of the graph). Recent work (e.g., Becchetti et al., SODA 2017) suggests that observing the temporal evolution of the power method applied to an initial random vector may, at least in some cases, provide enough information on the space spanned by the first two eigenvectors, so as to allow recovery of a hidden partition without explicit eigenvector computations. While the results of Becchetti et al. apply to perfectly balanced partitions and/or graphs that exhibit very strong forms of regularity, we extend their approach to graphs containing a hidden k-partition and characterized by a milder form of volume-regularity. We show that the class of k-volume regular graphs is the largest class of undirected (possibly weighted) graphs whose transition matrix admits k “stepwise” eigenvectors (i.e., vectors that have constant entries over the components corresponding to the same set of the hidden partition). To obtain this result, we highlight a connection between volume regularity and lumpability of Markov chains. Moreover, we prove that if the stepwise eigenvectors are those associated to the first k largest eigenvalues of the transition matrix of a random walk on the graph and the gap between the k-th and the (k+1)-th eigenvalues is sufficiently large, the Averaging dynamics of Becchetti et al. recovers the underlying community structure of the graph in logarithmic time, with high probability. Based on a joint work with Luca Becchetti, Francesco Pasquale, and Sara Rizzo. Link to the paper: https://arxiv.org/abs/1907.07149 Per partecipare al Seminario cliccare sul seguente Link: https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee…

1 0

Tenure-Track Assistant Professor (RTD-B) in Statistics , DAIS - Ca’ Foscari University of Venice, Italy
by Carlo Gaetan 07 Apr '21

07 Apr '21

1 0

Tenure-track position (RTD-B) in Mathematics for Economics at Ca' Foscari University of Venice
by Antonella Basso 07 Apr '21

07 Apr '21

Call for applications for a tenure-track position as associate professor at the Department of Economics - Ca' Foscari University, Venice, Italy The Department of Economics is actively searching for brilliant and promising scholars to fill one tenure-track position (ricercatore RTD-B). The research activity will concern themes related to Mathematics for Economics, Finance, Social and Actuarial Sciences (including models and mathematical methods for decision theory, risk and uncertainty management, agent models and computational methods). Teaching commitment: excellent teaching skills are required to deliver courses, within the terms provided for by the University regulations, at the three-year degree, master's degree and PhD level (in Italian and English). In particular: Mathematics - modules 1 and 2; Financial mathematics; Computational tools for economics. The researcher may also be assigned managerial and organizational tasks to be carried out in the Department. Detailed additional information is at https://www.unive.it/data/38002/?id=2021-UNVE000-0022725 Informal queries may be directed to prof.ssa Antonella Basso, basso(a)unive.it and prof. Paolo Pellizzari, paolop(a)unive.it. Apply within 6 May 2005. -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

1 0

Padova Online Seminar by Chiara Franceschini (IST Lisbona) [Friday, Apr. 16 at 12.00]
by alessandra bianchi 07 Apr '21

07 Apr '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on April 16 at 12.00 by the zoom platform. ________________________________________________________ Speaker: Chiara Franceschini (IST Lisbona) Title: The symmetric inclusion process: some properties and scaling limit 16 APRIL (Friday) - 12:00 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The symmetric inclusion process (SIP) is an interacting particle system discovered as the dual process of a Markov diffusion that conserves the total energy, it can be tough as the inclusion counterpart of the well-known exclusion process. In this talk, I will present the model with an open boundary, i.e. with two reservoirs which create a flux of particles in the bulk putting the model in a non-equilibrium setting. We will see that via the duality property, we can characterize some correlations of its stationary measure in non-equilibrium and we will also see what are, in this open setting, the so-called hydrodynamic and hydrostatic limit. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

1 0

Workshop announcement: Junior female researchers in probability, 4-6 October 2021
by Luisa Andreis 07 Apr '21

07 Apr '21

Dear colleagues, we would like to draw your attention to the third conference for "Junior female researchers in probability”, 4-6 October 2021 (postponed from last year due to the pandemic). The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Nina Gantert (TU München) Eva Löcherbach (Paris) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Delft) Maite Wilke Berenguer (Berlin) The workshop will take place online and, if possible, as a hybrid event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling 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 get 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.wias-berlin.de/workshops/JFRP21/ <https://www.wias-berlin.de/workshops/JFRP21/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher, Laura Körber, Noemi Kurt, Alexandra Quitmann and Weile Weng

1 0

Seminar announcement Thursday 22 - Optimal constrained and unconstrained subgraph structures (prof. Clara Stegehuis)
by Gianmarco Bet 07 Apr '21

07 Apr '21

Dear colleagues, On April Thursday 22 at 14:30, prof. Clara Stegehuis (Twente University) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Optimal constrained and unconstrained subgraph structures Abstract: Subgraphs contain important information about network structures and their functions. We investigate the presence of subgraphs in a random graph model with infinite-variance degrees. We introduce an optimization problem which identifies the dominant structure of any given subgraph. The unique optimizer describes the degrees of the vertices that together span the most likely subgraph and allows us to count and characterize the asymptotic number of subgraphs in a simple manner. We then show that this optimization problem easily extends to investigating other random network structures, such as clustering, which expresses the probability that two neighbors of a vertex are connected. The optimization problem is able to find the behavior of network subgraphs in a wide class of random graph models. The seminar will be on Zoom. You can find the information to join below. Topic: Clara Stegehuis - Optimal constrained and unconstrained subgraph structures Time: Apr 22, 2021 02:30 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/85651690146?pwd=ZnRCbGR6OUlxM2J4RldJd2R1aVE3Zz09 Meeting ID: 856 5169 0146 Passcode: 770134 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- 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 ----------------------------------------------------------------------

1 0

online seminar - Angelo Lucia - Mixing time of quantum Gibbs samplers
by Carbone Raffaella 07 Apr '21

07 Apr '21

Dear colleagues, it is our pleasure to invite you to the following seminar Speaker: *Angelo Lucia* Title: *Mixing time of quantum Gibbs samplers* Time: Wednesday, *April 14*, 5PM (Italian time) The abstract follows below in this message. Zoom Link for the seminar <https://us02web.zoom.us/j/86771523774?pwd=SitEVEhPSGRlaEkxTHZmQk9rTmlLZz09> The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Best regards, Raffaella Carbone Abstract. Gibbs samplers are Markovian semigroups whose evolution converges towards the termal equilibrium of a given Hamiltonian (the Gibbs state). The time that the evolution takes, in the worst case, to converge close to the thermal state is known as the mixing time. Knowing the mixing time of a process is useful for many applications, and it can be estimated with various functional inequalities. In the case of classical spin systems on a lattice, it was shown that it is possible to determine the mixing properties of the semigroup from some "static" clustering condition of the thermal state. This suggests the question of whether the same is true for quantum spin systems. In this talk, I will focus on the specific case of Gibbs states of commuting Hamiltonians, and present some recent result in this direction. I will introduce the notion of quantum conditional relative entropy and show how it can be used to prove quasi-factorization (or approximate tensorization) properties of the quantum relative entropy. I will then show how these can be used to bound log-Sobolev constants for product semigroups with heath-bath generators, and under stronger assumptions in more general situations. -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

1 0

Postdoc position at Université Laval
by Marzia Angela Cremona 06 Apr '21

06 Apr '21

12-month postdoc fellowship from September 2021 (indicatively) at Université Laval (Quebec City), under the supervision of Marzia A. Cremona (Operation and Decision Systems Department) and Federico Severino (Finance Department). Research area: Functional motif discovery for financial time series. Requirements: * Background in statistics, econometrics, or data science. * PhD in related areas obtained less than 5 years ago. * Proficiency in R and programming skills. Primary goal: Generalize and adapt existing statistical learning methods for motif discovery in functional data, to detect and predict bubbles and recurrent patterns in financial time series. An important part of the work is computational. No teaching activity required. Yearly salary: 51 737 CAD (maximum possible salary according to the postdoc union collective agreement). Additional funds available for conference attendance. A small amount of teaching assistantship can provide extra salary. The candidate commits to move to Quebec City. In case public health conditions do not allow the moving, remote work can be considered. For information or to apply, contact marzia.cremona(a)fsa.ulaval.ca<mailto:marzia.cremona@fsa.ulaval.ca> or federico.severino(a)fsa.ulaval.ca<mailto:federico.severino@fsa.ulaval.ca> Marzia A Cremona Department of Operations and Decision Systems Université Laval T 418 656-2131, poste 412525 https://marziacremona.com<https://marziacremona.com/> Pavillon Palasis-Prince, local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6

1 0

Pisa Online Seminars - Laure Dumaz and Martin Vogel (Tuesday, April 13 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 06 Apr '21

06 Apr '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3Aaf3d635091e049579e555a84219a…> Best regards, Giacomo Tuesday, April 13, 16:00 Speaker: Laure Dumaz (École Normale supérieure) Title: Localization of the continuous Anderson hamiltonian in 1-d and its transition towards delocalization. Abstract: We consider the continuous Schrödinger operator - d^2/d^x^2 + B’(x) on the interval [0,L] where the potential B’ is a white noise. We study the entire spectrum of this operator in the large L limit. We prove the joint convergence of the eigenvalues and of the eigenvectors and describe the limiting shape of the eigenvectors for all energies. When the energy is much smaller than L, we find that we are in the localized phase and the eigenvalues are distributed as a Poisson point process. The transition towards delocalization holds for large eigenvalues of order L. In this regime, we show the convergence at the level of operators. The limiting operator in the delocalized phase is acting on R^2-valued functions and is of the form ``J \partial_t + 2*2 noise matrix'' (where J is the matrix ((0, -1)(1, 0))), a form appearing as a conjecture by Edelman Sutton (2006) for limiting random matrices. Joint works with Cyril Labbé. Tuesday, April 13, 17:00 Speaker: Martin Vogel (Université de Strasbourg) Title: Eigenvalue asymptotics and eigenvector localization for non-Hermitian noisy Toeplitz matrices Abstract: A most notable characteristic of non-Hermitian matrices is that their spectra can be intrinsically sensitive to tiny perturbation. Although this spectral instability causes the numerical analysis of their spectra to be extremely unreliable, it has recently been shown to be also the source of new mathematical phenomena. I will present recent results about the eigenvalues asymptotics and eigenvector localization for deterministic non-Hermitian Toeplitz matrices with small additive random perturbations. These results are related to recent developments in the theory of partial differential equations. The talk is based on joint work with J. Sjöstrand, and with A. Basak and O. Zeitouni. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

1 0

Avviso di Seminario - PRISMA
by Domenico Marinucci 06 Apr '21

06 Apr '21

Cari Colleghi lunedì prossimo 12 Aprile dalle 16 alle 18 avrà luogo il prossimo incontro per il ciclo di seminari Prisma. Gli speaker saranno Marco Fuhrman e Andrea Cosso, qui sotto titoli, abstract ed il link al collegamento Teams. ---------------------------------------------------------------- Speaker: Marco Fuhrman (Università di Milano) Title: A new tool in stochastic optimal control: the randomization method. Abstract: In the first part of this talk I will present a survery on the relationships among classical stochastic optimal control problems, non-linear partial differential equations (the Hamilton-Jacobi-Bellman equations) and backward stochastic differential equations (BSDEs). In the second part, more specifically, I will introduce the so-called randomization method, which allows to associate an appropriate BSDE to a large class of optimal control problems. Among the possible generalizations, I will concentrate on optimal control of path-dependent equations, i.e. equations with general with memory effects. Speaker: Andrea Cosso (Università di Bologna) Title: Randomization method and path-dependent Hamilton-Jacobi-Bellman equation Abstract: In the present talk I will study a stochastic optimal control problem with path-dependent coefficients. I will exploit the so-called randomization method to derive a dynamic programming principle for the value function. This allows to prove that the value function is a viscosity solution to a path-dependent Hamilton-Jacobi-Bellman equation, involving the horizontal and vertical derivatives of functional Ito calculus. Finally, I will discuss the validity of the comparison principle for such a partial differential equation. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… --------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci e Claudia Ceci

1 0

Webinar in Statistics GILLES STUPFLER
by Pierpaolo De Blasi 05 Apr '21

05 Apr '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 9 Aprile 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Gilles Stupfler *(ENSAI Rennes and CREST, France) Title: *Asymmetric least squares techniques for extreme risk estimation* Zoom link: https://us02web.zoom.us/j/81720792366?pwd=QWtaYVRRejVSVGlOMXFMaDdsemxjdz09 Meeting ID: 817 2079 2366 Passcode: 241135 Abstract: Financial and actuarial risk assessment is typically based on the computation of a single quantile (or Value-at-Risk). One drawback of quantiles is that they only take into account the frequency of an extreme event, and in particular do not give an idea of what the typical magnitude of such an event would be. Another issue is that they do not induce a coherent risk measure, which is a serious concern in actuarial and financial applications. In this talk, I will explain how, starting from the formulation of a quantile as the solution of an optimisation problem, one may come up with two alternative families of risk measures, called expectiles and extremiles. I will give a broad overview of their properties, as well as of their estimation at extreme levels in heavy-tailed models, and explain why they constitute sensible alternatives for risk assessment using some real data applications. This is based on joint work with Abdelaati Daouia, Irène Gijbels, Stéphane Girard and Antoine Usseglio-Carleve. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

1 0

Seminar announcement
by Marco Scarsini 05 Apr '21

05 Apr '21

Thursday, 8 April, 17:00 CET *Clémentine Prieur**, *Université Grenoble Alpes Shapley Effects for Sensitivity Analysis with Correlated Inputs: Comparisons with Sobol' Indices, Numerical Estimation and Applications <http://mailsender.luiss.it/lists/lt.php?id=cRpQBgMLSAUEBAROVgFdBQs> Discussants: Baptiste Broto and Giovanni Rabitti The paper can be found here <https://hal.inria.fr/hal-01556303v7>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBAROVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

Oggetto: Concorso RTD-B a Milano Bicocca - MAT/06
by Gianmario Tessitore - UNIMIB 03 Apr '21

03 Apr '21

----------------------------------------------------------------------------- Concorso per un posto RTD-B a Milano Bicocca - MAT/06 ----------------------------------------------------------------------------- È stato bandito un posto RTD-B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca Il bando si trova alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/2021-rtdb-042 La scadenza per la presentazione delle domande è il 29 aprile 2021. Si prega di dare la massima diffusione presso tutti gli interessati. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

1 0

Workshop "Bayesian Inference in Stochastic Processes - Online" 27-28 May 2021 - Call for contributions
by elisa varini 31 Mar '21

31 Mar '21

*CALL FOR CONTRIBUTIONS*** On behalf of the Scientific and Organising Committees we are pleased to inform you that contributions are now accepted for the Twelfth Workshop on “Bayesian Inference in Stochastic Processes (BISP12)” which will be held ONLINE on 27-28 May 2021 (afternoons, Central European Summer Time). Website:https://bisp.imati.cnr.it <https://bisp.imati.cnr.it> __ Attendance is free of charge but registration is required. As in the past, the workshop will provide the opportunity to review, discuss and explore directions of development of Bayesian inference in stochastic processes. The workshop has always offered many young researchers the opportunity to present their works in invited sessions. This year the entire invited programme is dedicated to them. Ten presentations by young scientists have been scheduled, followed by an in-depth discussion by senior scholars in the field. *We are now soliciting contributions for a virtual poster session. * We plan to post contributed videos on the workshop website and keep them there for a while after the event, with links to the presenting authors’ websites/emails, so that they can be contacted by interested people. Unfortunately, time constraints will not allow for the presentation of all those works during the workshop but we will allocate short spots for ten contributors to highlight the main findings of their research and few questions & answers. An abstract must be submitted *by 18 April* via the BISP12 website, where the abstract template (Word and Latex) and the guidelines for submission are provided. After submitting the abstract, contributors will receive an acceptance notification email by *30 April* and instructions to upload a pre-recorded video and/or a slide presentation by *15 May*. All presentations will be published on the BISP12 website. The workshop is organised by CNR-IMATI, Institute of Applied Mathematics and Information Technology at the National Research Council of Italy, Milano, www.imati.cnr.it <http://www.imati.cnr.it>. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

1 0

Workshop "Bayesian Inference in Stochastic Processes - Online" 27-28 May 2021 - Call for contributions
by elisa varini 30 Mar '21

30 Mar '21

*CALL FOR CONTRIBUTIONS* On behalf of the Scientific and Organising Committees we are pleased to inform you that contributions are now accepted for the Twelfth Workshop on “*Bayesian Inference in Stochastic Processes (BISP12)*” which will be held ONLINE on 27-28 May 2021 (afternoons, Central European Summer Time). _Websit__e_:bisp.imati.cnr.it__ Attendance is free of charge but registration is required. As in the past, the workshop will provide the opportunity to review, discuss and explore directions of development of Bayesian inference in stochastic processes. The workshop has always offered many young researchers the opportunity to present their works in invited sessions. This year the entire invited programme is dedicated to them. Ten presentations by young scientists have been scheduled, followed by an in-depth discussion by senior scholars in the field. *We are now soliciting contributions for a virtual poster session. * We plan to post contributed videos on the workshop website and keep them there for a while after the event, with links to the presenting authors’ websites/emails, so that they can be contacted by interested people. Unfortunately, time constraints will not allow for the presentation of all those works during the workshop but we will allocate short spots for ten contributors to highlight the main findings of their research and few questions & answers. An abstract must be submitted *by 18 April* via the BISP12 website, where the abstract template (Word and Latex) and the guidelines for submission are provided. After submitting the abstract, contributors will receive an acceptance notification email by *30 April* and instructions to upload a pre-recorded video and/or a slide presentation by *15 May*. All presentations will be published on the BISP12 website. The workshop is organised by CNR-IMATI, Institute of Applied Mathematics and Information Technology at the National Research Council of Italy, Milano, www.imati.cnr.it <http://www.imati.cnr.it>. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

1 0

Three open PhD positions in statistics at the University of Twente
by Gianluca Finocchio 30 Mar '21

30 Mar '21

Dear all, there are three open PhD positions in statistics at the University of Twente https://www.utwente.nl/en/organisation/careers/!/2021-297/three-phd-positio… Feel free to forward the link to potentially interested candidates. Application deadline is April 15. Best,Gianluca Finocchio

1 0

Call for application PhD in Economics Ca' Foscari University a.y. 2021-22 - spread the news
by Antonella Basso 25 Mar '21

25 Mar '21

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2021-2022 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Bergamo, King’s College London, University of Bonn, University of Gondar and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Avis Budget Group, Microsoft and public and private research centers of national and international banks: Banca d’Italia, Bundesbank, Dutch Central Bank, European Central Bank, ING Bank The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2021-2022, 6 positions are available. Five of them come with a scholarship (around 15,300 € per year), one is reserved for non-Italian applicants holding an equivalent scholarship covering four years. Deadline for application is *April 21st 2021*, 13h00 (Italian time). A presentation of the PhD programme is organised on Zoom on*April 7th at 14.30. **Please register here: *http://phdeconomics.eventbrite.it <http://phdeconomics.eventbrite.it/> Requirements and how to apply: http://www.unive.it/phdapplication <http://www.unive.it/phdapplication> Information on the PhD in Economics: http://www.unive.it/phdeconomics <http://www.unive.it/phdeconomics> Herewith a link to our INOMICS advertisement: https://inomics.com/program/4-year-phd-in-economics-1447778 <https://inomics.com/program/4-year-phd-in-economics-1447778> Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it <mailto:sse@unive.it> Thank you for your cooperation Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

1 0

RTD-B Bologna
by Enrico Bernardi 25 Mar '21

25 Mar '21

Buongiorno a Tutti la presente per segnalarvi che è stato pubblicato il seguente bando: RIF. 2011 – Bando per un posto da ricercatore a tempo determinato b) senior - Dipartimento di Scienze Statistiche "Paolo Fortunati" - STAT - SECS-S/06. Universita' di Bologna. Il bando è consultabile ai seguenti indirizzi: Sito d'Ateneo: https://bandi.unibo.it/s/apos5/rif-2011-bando-per-1-posto-da-ricercatore-a-… Sito Miur: https://bandi.miur.it/jobs.php/public/job/id_job/80403 Sito Euraxess (Portale Europeo): http://ec.europa.eu/euraxess/ Cordiali saluti, Enrico Bernardi

1 0

UiO - call for an associate professor in Stochastics and PDEs
by Giulia Di Nunno 25 Mar '21

25 Mar '21

Dear Colleagues, this is to draw your attention to the call for an Associate Professor position at the University of Oslo in Stochastics and Partial Differential Equations: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… The deadline is April 21, 2021. All interested candidates are welcome to apply, please help us to advertise this call. Thank you in advance! Best regards, Giulia --- Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

1 0

(Reminder) Seminar Thursday 25 - Reciprocity in a Preferential Attachment Network
by Gianmarco Bet 24 Mar '21

24 Mar '21

Dear colleagues, This is a reminder that tomorrow (Thursday 25) at 16:00, prof. Tiandong Wang (Texas A&M) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below this message. The seminar will be on Zoom, and the information to join is: Topic: Tiandong Wang - Reciprocity in a Preferential Attachment Network Time: Mar 25, 2021 04:00 PM Rome https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09 <https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09> Meeting ID: 827 6243 6142 Passcode: 897951 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco Title: Reciprocity in a Preferential Attachment Network Abstract: Empirical studies show that online social networks have not only in- and out-degree distributions with Pareto-like tails, but also a high proportion of reciprocal edges. A classical directed preferential attachment (PA) model generates in- and out-degree distribution with power-law tails, but theoretical properties of the reciprocity feature in this model have not yet been studied. We derive the asymptotic results on the number of reciprocal edges between two fixed nodes, as well as the proportion of reciprocal edges in the entire PA network. We see that with certain choices of parameters, the proportion of reciprocal edges in a directed PA network is close to 0, which differs from the empirical observation. This points out one potential problem of fitting a classical PA model to a given network dataset with high reciprocity, and indicates alternative models need to be considered. ---------------------------------------------------------------------- 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 ----------------------------------------------------------------------

1 0

Fwd: [owps] One World Probability Seminar Thursday March 25, 2021
by Faggionato, Alessandra 24 Mar '21

24 Mar '21

Buongiorno, vi inoltro l'annuncio del OWPS di domani, che riguarderà il modello $\phi^4_3$. Quello di domani sarà l'ultimo OWPS prima della pausa di Pasqua. Il OWPS riprenderà dopo le vacanze (credo il 15 Aprile) con moderatori Nina Gantert and Julien Berestycki. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 24 mar 2021 alle ore 09:09 Subject: [owps] One World Probability Seminar Thursday March 25, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are3(Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Hendrik Weber (University of Bath) Title: Phase transitions for $\phi^4_3$ - Part 1 Abstract: The $\phi^4$ model is a classical model in Mathematical Physics, arising e.g. as a continuous version of the Ising model, as a toy model for a Quantum field theory and it is also closely related to the invariant measures of certain Hamiltonian PDEs. The aim of this series of two talks is to discuss the infinite volume limit and the emergence of phase transitions for this model: we will show that in a certain parameter regime, the model exhibits a phase segregation behaviour, akin to the low temperature phase of the Ising model. In the first lecture I will put our result into perspective by first discussing the connection of continuous $\phi^4$ and discrete Ising models as well as the phase segregation in low temperature Ising models. I will then discuss a variational approach to estimating the $\phi^4$ partition function, which is due to Barashkov and Gubinelli and a key ingredient of our method. Based on Chandra, Gunaratnam, Weber, arXiv:2006.15933. (15:00-16:00 UTC) Speaker: Trish Gunaratnam (University of Geneva) Title: Phase transitions for $\phi^4_3$ - Part 2 Abstract: In this talk I will continue to discuss phase transitions for $\phi^4_3$. I will establish a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This immediately gives an upper bound on the decay of the spectral gap for the associated $\phi^4_3$ singular SPDE in the infinite volume limit. At the heart of this result are the development of Peierls’ contour bounds for $phi^4_3$, which requires control over the small-scale divergences and the low temperature Hamiltonian. We achieve this by incorporating a low temperature expansion, inspired by Glimm, Jaffe, and Spencer’s classical work on $\phi^4_2$, within the variational representation of the $\phi^4_3$ via coarse-graining. Based on Chandra, Gunaratnam, Weber, arXiv:2006.15933. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/82058081391?pwd=MWZTNEpZY2I3NEtYa0tFczdTenR0QT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting ID: 820 5808 1391 Passcode: 493605 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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 *************************************************

1 0

Rtd-b Genova
by Eva Riccomagno 23 Mar '21

23 Mar '21

Buonasera a Tutti è stato pubblicato l'avviso relativo all'indizione di una procedura selettiva per 1 posto da Ricercatore a tempo determinato RTD-B in SECS-S/01 presso il Dipartimento di Matematica dell’Università degli Studi di Genova. Il bando è disponibile alla pagina concorsi del sito web di Ateneo all’indirizzo https://concorsi.unige.it/home/procedure/2768 <https://concorsi.unige.it/home/procedure/2768> La scadenza per la presentazione delle domande è il 19 aprile 2021 alle ore 12:00:00. Cordiali saluti, Eva Riccomagno

1 0

Sussex probability seminar
by Enrico Scalas 23 Mar '21

23 Mar '21

Dear Colleagues, Next Monday 29th March at 11am, we’ll have an online probability seminar with a talk given by Nicholas Simm. Title: The characteristic polynomial of a random unitary matrix: from secular coefficients to holomorphic multiplicative chaos Description: I will begin by introducing some basic questions / historical tidbits regarding eigenvalue statistics of random matrices. Then I will discuss some recent work concerning limit theorems for secular coefficients of random unitary matrices, which are the Fourier coefficients of the characteristic polynomial. This draws on ideas from Gaussian multiplicative chaos on the one hand, but also combinatorial structures such as magic squares and random permutations make an appearance. This is joint work with Joseph Najnudel (Bristol) and Elliot Paquette (McGill) , pre-print: https://arxiv.org/pdf/2011.01823.pdf. If you are interested in attending, please write to Dr Minmin Wang ( minmin.wang(a)sussex.ac.uk) for the Zoom link. Best wishes, Enrico Scalas

1 0

10th General AMaMeF Conference - Call for Contributed Talks
by Claudio Fontana 23 Mar '21

23 Mar '21

Dear all, This is the Call for Contributed Talks at the 10th General AMaMeF Conference, held on 22-25 June 2021. The 10th edition of the meeting will be hosted by the Department of Mathematics "Tullio Levi-Civita" at the University of Padova (Italy). The program consists of 8 plenary lectures, 9 invited sessions and several contributed sessions. We welcome submissions for contributed talks in mathematical finance and its applications, including but not limited to the following topics: • Algorithmic trading • Asset pricing under market frictions • Collateralization and XVA • Credit risk and interest rate modeling • Energy and commodity markets • Equilibrium models • Financial technology • Green and sustainable finance • Insurance mathematics • Machine learning in finance • Market microstructure • Mean-field games and stochastic control • Model uncertainty and model risk • Optimal transport and robust finance • Portfolio optimization • Risk measures • Stochastic volatility modeling • Systemic risk and financial networks Each contributed talk will be allocated a 30 minutes time slot (25 min. presentation + 5 min. Q&A). Submission: you can submit title and abstract of your talk, with complete indication of names and affiliations of all authors, together with at most five key-words. It is possible (but not required) to upload the pdf file of your paper or an extended abstract. Submission webpage: https://easychair.org/conferences/?conf=amamef-2021 <https://easychair.org/conferences/?conf=amamef-2021> Deadline: Monday 3 May 2021. Acceptance notifications will be sent before 15 May 2021. Format of the conference: we plan to organize the conference in a hybrid format, with the presence of a limited number of participants in Padova. For in person participation, we will follow a first-come-first-served rule, according to the date of registration to the conference (the opening of the registration will be announced in due time). In any case, every speaker will have the possibility of presenting remotely. If the conditions do not allow a hybrid format, we will rapidly switch to a fully online format. We expect to have precise information on the format of the conference in April. Fees for a virtual conference will be significantly less than for an in-person conference. Conference website: https://events.math.unipd.it/AMAMEF2021 <https://events.math.unipd.it/AMAMEF2021> Contact: any inquiry about submissions should be emailed to amamef2021(a)math.unipd.it <mailto:amamef2021@math.unipd.it> Best regards, The organising committee, Giorgia Callegaro, Claudio Fontana, Martino Grasselli, Wolfgang J. Runggaldier, Tiziano Vargiolu

1 0

Post-Doc position at the Weierstrass Institute
by Robert I. A. Patterson 23 Mar '21

23 Mar '21

Dear colleagues, the Weierstrass Institute in Berlin has an immediate vacancy for a post-doc in the group “Interacting Random Systems”. This is a staff position where one would have some freedom to take on responsibility and start new projects. For more details please see https://short.sg/j/9473020 <https://short.sg/j/9473020> . The deadline for applications is 02 May. Kind regards, Robert Patterson

1 0

International Conference in Venice on COMPOUND RISK - CALL FOR PAPERS
by Monica Billio 21 Mar '21

21 Mar '21

20th INTERNATIONAL CONFERENCE CREDIT 2021 *Compound Risk: Climate, Disaster, Finance, Pandemic * Venice, Italy 23 –24 September 2021 * * *GRETA Associati* (Venice, Italy), *European Datawarehouse *(Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 23-24, 2021. The Conference CREDIT 2021 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 2021 is the *twentieth *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 the *Joint Research Center, European Commission* (Ispra, Italy). The theme of this year’s conference is the relation between financial risk on the one hand and pandemic, climate and disaster risk, on the other hand, with particular attention to the possible compounding of different sources of risk. The past year, 2020, has been marked by the still-ongoing COVID-19 pandemic crisis, which has shown how fragile our economic systems can be when confronted with shocks that threaten public health and the closeness of the connections between economic and financial risks and public policy. Climate change is now widely recognized as a new source of financial risk which is relevant both at the level of households and individual institutions and the systemic level. In particular, the many central banks and financial institutions that have joined the Network for Greening the Financial System (NGFS) have issued recommendations on how to integrate climate considerations into risk management strategies and practices. However, risks such as pandemics and climate change do not occur in isolation but can also compound, as has already been seen in several countries. The compounding of risk, which is currently poorly understood, increases the complexity of risk assessment and risk management, and it has implications for socio-economic development, as well as for public debt sustainability. In the EU, these aspects have major implications for efforts to increase the resilience of the economy to future shocks and to “build back better”, and requires the alignment of COVID-19 recovery policies, such as those supported by the NextGenerationEU, and the EU Green Deal and the Paris Agreement targets. The organizers of CREDIT 2021 encourage submissions on a range of topics of relevance to this year’s theme including: finance and COVID-19; finance and climate risks; finance and compound COVID-19 and climate risks. In particular, submissions are welcome in the following areas: • INVESTMENTS: Sustainable Finance, Disaster risk finance; Finance 4 good; public finance; blended finance. • POLICIES: Climate Policies, European Green New Deal; Next Generation EU; Recovery Plan. • INFORMATION: Data gaps; modelling challenges; risk transmission channels; uncertainty; complexity. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Vittoria Colizza *(INSERM, France), *Robert Engle *(Stern Business School, New York University) and *Roberto Rigobon* (MIT Sloan School of Management) who will deliver keynotes, respectively on finance and on epidemics. 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 Battiston *(Ca’ Foscari University of Venice & University of Zurich, Programme Chair) • * Monica Billio *(Ca’ Foscari University of Venice & GRETA) • * Francesca Campolongo *(Joint Research Center, European Commission) • *Vittoria Colizza* (INSERM, France) • * Helmut Kraemer-Eis* (European Investment Fund) • * Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt) • *Irene Monasterolo *(Vienna University of Economics and Business) • *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) • *Roberto Rigobon* (MIT Sloan School of Management) • *Stephen Schaefer* (London Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2021 *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, 2021*. The final version of accepted papers must be received by August 31, 2021. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2021 <https://www.greta.it/index.php/it/credit-2021>

1 0

Post-doc position in Luxembourg
by Giovanni Peccati 20 Mar '21

20 Mar '21

Dear Colleagues, here is the announcement for a post-doc position (2Y) in mathematics at the University of Luxembourg: http://emea3.mrted.ly/2nwqp Please, do not hesitate to forward the announcement to potentially interested candidates. 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

1 0

bando RTD-B in SECS-S/01, Statistica, Univ. Verona, scadenza 22/3
by Cecilia Mancini 19 Mar '21

19 Mar '21

Segnalo un bando per un posto da RTD-B in SECS-S/01, Statistica, presso l'Università di Verona, Dipartimento di Scienze Economiche. Scadenza lunedì 22 ore 20. Il bando si trova all'indirizzo https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… Saluti Cecilia Mancini

1 0

bando rtd-b in Fisica Matematica all'Aquila
by davide gabrielli 19 Mar '21

19 Mar '21

Segnalo un bando per un posto da rtd-b in Fisica Matematica presso l'Università dell'Aquila. Scadenza 15-04-2021. Il bando si trova all'indirizzo https://www.univaq.it/section.php?id=1532 Si prega di darne la massima diffusione cordiali saluti Davide Gabrielli

1 0

Università di Verona: concorso RTDB in Statistica...
by Marco Minozzo 19 Mar '21

19 Mar '21

Carissime e carissimi, nella Gazzetta Ufficiale - IV Serie Speciale n. 14 del 19/02/2021 è stato pubblicato l'avviso relativo all'indizione di una procedura selettiva per 1 posto da Ricercatore a tempo determinato RTDB in SECS-S/01 Statistica (Cod. 2021rtdb034) presso il Dipartimento di Scienze Economiche dell'Università degli Studi di Verona. Il bando è disponibili all'Albo ufficiale e alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… La scadenza per la presentazione delle domande è il 22 marzo 2021 alle ore 20.00. Un caro saluto, Marco Minozzo ------------------------------------------------------------------- Prof. Marco Minozzo, PhD Presidente Laurea in Economia e Commercio Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129 Verona (Italy) Tel: +39045 8028234 Fax: +39045 8028177 E-mail: marco.minozzo(a)univr.it<mailto:marco.minozzo@univr.it> -------------------------------------------------------------------

1 0

LTI@Unito Webinars: March 1, Massimiliano Caporin | March 2, Roberto Renò
by Luca Regis 18 Mar '21

18 Mar '21

Dear colleagues, || |LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinars in Mathematical Finance: | | *March 1, 2021 | 17:00-18:00* *“Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model”* *Massimiliano Caporin, University of Padova* *Abstract*: Building on an extensive empirical analysis I investigate the relevance of jumps and signed variations in predicting Realized Volatility. I show that properly accounting for intra-day volatility patterns and staleness sensibly reduces the identified jumps. Realized Variance decompositions based on intra-day return size and sign improve the in-sample fit of the models commonly adopted in empirical studies. I also introduce a novel specification based on a more informative decomposition of Realized Volatility, which offers improvements over standard models. From a forecasting perspective, the empirical evidence I report shows that most models, irrespective of their flexibility, are statistically equivalent in many cases. This result is confirmed with different samples, liquidity levels, forecast horizons and possible transformations of the dependent and explanatory variables. *Zoom Link: https://us02web.zoom.us/j/82672618584?pwd=VWdNeWhEc1pyVjJCQ3pucEhtb1BxUT09 <https://us02web.zoom.us/j/82672618584?pwd=VWdNeWhEc1pyVjJCQ3pucEhtb1BxUT09>* Meeting ID: 826 7261 8584 Passcode: 599584 ------ *March 2, 2021 | 12:00-13:15 * *“V-shapes”* *Roberto Renò, University of Verona* *Abstract*: An insidious form of market inefficiency, by which prices lose their informativeness and wealth is distributed arbitrarily, translates into V-shapes, that is sudden changes of the sign of the price drift. We use this insight to develop a new tool for the detection of reverting drift, the V-statistic. We apply this tool to (i) quantify the extent of this kind of market inefficiency in the U.S. stock market during the Covid-19 pandemic; and (ii) show the harmful consequences of V-shapes on financial stability by estimating the huge loss suffered by Italian taxpayers (0.45B euros) in May 2018, when a transient crash hit the secondary bond market during a Treasury auction. /Joint with Maria Flora./ *Zoom link https://us02web.zoom.us/j/82590058916?pwd=VEowc2NUcm5rNmtFdWQ0MlMxUEVLQT09 <https://us02web.zoom.us/j/82590058916?pwd=VEowc2NUcm5rNmtFdWQ0MlMxUEVLQT09>* Meeting ID: 825 9005 8916 Passcode: 055411 We look forward to your participation! | -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti ||

1 1

Ricercatore a Tempo Determinato - Università della Basilicata
by Marco Isopi 18 Mar '21

18 Mar '21

È stato pubblicato il bando per un posto da Ricercatore a Tempo Determinato (tipo B) presso l'Università della Basilicata: http://service.unibas.it/albo/files/000695488-UNPZCLE-06163f19-bc48-438e-a2…

1 0

Concorso RTDB 13/D1 Sapienza Università di Roma
by Brunero Liseo 18 Mar '21

18 Mar '21

Con eventuali scuse per ricezioni multiple Brunero Liseo Si comunica che sul Portale Trasparenza Amministrativa, è stato pubblicato il bando relativo alla seguente procedura selettiva: N. 1 POSTO DI RICERCATORE A TEMPO DETERMINATO TIPOLOGIA B - SC 13/D1 SECS-S/01 - DIP. DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA (MEMOTEF) - FACOLTÀ DI ECONOMIA Il bando è pubblicato al seguente link: https://web.uniroma1.it/trasparenza/bando/174720_2021rtdb002 Si evidenziano di seguito gli elementi del bando: Codice bando: 2021RTDB002 Data scadenza del bando: 15/04/2021 Pubblicazione G.U. n. 21 del 16.03.2021 -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================ -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system.

1 0