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Online seminar Eddie Nikolova
by Marco Scarsini 20 Sep '20

20 Sep '20

Thursday 24 September, h 17:00 *Evdokia Nikolova, *University of Texas at Austin Risk-aversion and diversity in network routing <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgUDSAUBBwBOVgFdBQs> Discussants: Valerio Dose and Marc Schröder Luiss | Viale Romania, 32 | Virtual Room* 70 This is the link to access the virtual room: https://luiss.webex.com/luiss/j.php?MTID=mcf4af3f6b4da7e8a19cf1fb052a70517 Information about future seminars can be found here https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Call for interest - Assegno di ricerca @ Polimi
by Daniele Marazzina 17 Sep '20

17 Sep '20

Con preghiera di diffusione. Grazie mille -------------------------------------------------- Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, in collaborazione con il gruppo di ricerca del Professor Agasisti del Dipartimento di Ingegneria Gestionale, sta valutando la possibilità di bandire un assegno di ricerca della durata di un anno su tematiche relative all'educazione finanziaria, creazione di percorsi per le scuole e analisi di impatto. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it<mailto:qfinlab@polimi.it> . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it<http://www.qfinlab.polimi.it/> Cordialmente Daniele Marazzina Emilio Barucci

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Call for interest - Assegno di ricerca @ Polimi
by Daniele Marazzina 17 Sep '20

17 Sep '20

Con preghiera di diffusione. Grazie mille -------------------------------------------------- Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, in collaborazione con il gruppo di ricerca del Professor Agasisti del Dipartimento di Ingegneria Gestionale, sta valutando la possibilità di bandire un assegno di ricerca della durata di un anno su tematiche relative all'educazione finanziaria, creazione di percorsi per le scuole e analisi di impatto. Eventuali persone interessate possono inviare il loro cv all'indirizzo qfinlab(a)polimi.it . Per informazioni sul gruppo, si rimanda a www.qfinlab.polimi.it Cordialmente Daniele Marazzina Emilio Barucci

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seminar De Palma
by Dario Trevisan 17 Sep '20

17 Sep '20

Dear all, sorry for another message about today's seminar by G. De Palma. I just want to mention that there was an extra bracket in the google meet link. If you want to follow online please use the following link: meet.google.com/sdy-qmac-kch Regards, Dario -- 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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PhD opportunity at the University of Leipzig
by Giovanni Conforti 16 Sep '20

16 Sep '20

Dear colleagues, Please find below the announcement for two Phd positions in the group of Max von Renesse. Best Regards Giovanni Conforti At the university of Leipzig we have two vacant PhD positions in the stochastic analysis group with a duration of three years under the supervision of Max von Renesse. Possible research directions concern applications of stochastic analysis e.g. in geometry, physics or statistics. Together with the Max Planck Institute for Mathematics in the Sciences (MPI-MIS) and some world class research groups Leipzig offers a lively and stimulating environment for research in a variety of intertwining mathematical disciplines. Each position comes with a teaching load of 2 hrs per week during semesters. The positions are to be filled by October 15th preferably. Some knowledge of basic German is helpful but no must. The ideal candidate (m./f.) has an excellent recent Masters or Diploma degree in mathematics or theoretical physics with a strong background in a combination of at least two of the following fields: stochastic analysis, differential geometry, (stochastic) PDE, optimal transport theory or statistics. Applications should include a CV, transcript of university diplomas and a list of up to three potential contacts for letters of recommendation. Further inquiries and applications should be sent to Prof. Dr. Max von Renesse, renesse(a)uni-leipzig.de. Application deadline is 24 September 2020.

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seminar by De Palma -- change of room
by Dario Trevisan 15 Sep '20

15 Sep '20

Dear colleagues, the previously announced seminar by G. De Palma, to be held on Thursday, September 17, in Pisa, will take place in a larger room (Aula Magna), to safely accommodate more participants (up to 25 people). If you wish to join us in person please write me an email. Regards, Dario %%% Location: Aula Magna, Dipartimento di Matematica, Pisa (due to restrictions to the number of participants, we strongly suggest to attend online) Google Meet Link: meet.google.com/sdy-qmac-kch) Time: September 17, 2020, 2 PM Speaker: Giacomo De Palma (MIT) Title: Adversarial robustness guarantees for random deep neural networks Abstract: The reliability of most deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We study adversarial examples for deep neural networks with random weights and biases and prove that the L^1 distance of any given input from the classification boundary scales at least as sqrt(n), where n is the dimension of the input. We also extend our proof to cover all the L^p norms. Our results constitute a fundamental advance in the study of adversarial examples, and encompass a wide variety of architectures, which include any combination of convolutional or fully connected layers with skipped connections and pooling. We validate our results with experiments on both random deep neural networks and deep neural networks trained on the MNIST and CIFAR10 datasets. Given the results of our experiments on MNIST and CIFAR10, we conjecture that the proof of our adversarial robustness guarantee can be extended to trained deep neural networks. This extension will open the way to a thorough theoretical study of neural network robustness by classifying the relation between network architecture and adversarial distance. -- 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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Three Postdoc positions at WIAS-Interacting random systems group
by Luisa Andreis 14 Sep '20

14 Sep '20

Dear colleagues, at the Weierstrass Institute in Berlin we are looking to fill up to three postdoc positions. We would be grateful if you could bring this advertisement to any interested candidate. Here is a brief description of the call: "The successful candidates will analyze large interacting random systems using probabilistic methods within the newly established DFG priority program SPP 2265 "Random Geometric Systems" (https://www.wias-berlin.de/projects/SPP2265/ <https://www.wias-berlin.de/projects/SPP2265/>). The main research topics of these positions are phase transitions during coagulation and condensation. The third position is financed from other funds and offers more thematic flexibility within the research group and organizational responsibility. Please direct scientific queries to Prof. Dr. W. König (Koenig(a)wias-berlin.de <mailto:Koenig@wias-berlin.de>). Deadline for applications: 30.09.2020" For more details and to apply please visit https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=20&number=15 <https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=20&number=15> Best regards, Luisa Andreis Post-Doc researcher WIAS-Weierstrass Institute Mohrenstrasse 39, 10117 Berlin, Germany Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Email: andreis(a)wias-berlin.de <mailto:andreis@wias-berlin.de>

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Seminar announcement
by Dario Trevisan 10 Sep '20

10 Sep '20

Dear colleagues, I would like to announce the following seminar by G. De Palma, in Pisa (and online, of course). Regards, Dario %%% Location: Sala Seminari, Dipartimento di Matematica, Pisa (due to restrictions to the number of participants, we strongly suggest to attend online) Google Meet Link: meet.google.com/sdy-qmac-kch) Time: September 17, 2020, 2 PM Speaker: Giacomo De Palma (MIT) Title: Adversarial robustness guarantees for random deep neural networks Abstract: The reliability of most deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We study adversarial examples for deep neural networks with random weights and biases and prove that the L^1 distance of any given input from the classification boundary scales at least as sqrt(n), where n is the dimension of the input. We also extend our proof to cover all the L^p norms. Our results constitute a fundamental advance in the study of adversarial examples, and encompass a wide variety of architectures, which include any combination of convolutional or fully connected layers with skipped connections and pooling. We validate our results with experiments on both random deep neural networks and deep neural networks trained on the MNIST and CIFAR10 datasets. Given the results of our experiments on MNIST and CIFAR10, we conjecture that the proof of our adversarial robustness guarantee can be extended to trained deep neural networks. This extension will open the way to a thorough theoretical study of neural network robustness by classifying the relation between network architecture and adversarial distance. -- 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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Fw: STAR - STochastics And Risk - Online Seminars kick-off
by michele giordano 09 Sep '20

09 Sep '20

Dear all, It is soon time to kick-off the online seminar series: STAR - STochastics And Risk - Online Seminars. This series of seminars brings together all interested people in probability, stochastic analysis, control, risk evaluation, statistics, with a view towards applications, in particular to renewable energy markets and production. This series brings together the major research themes of the projects SCROLLER<https://www.mn.uio.no/math/english/research/projects/scroller/index.html>, SPATUS<https://www.mn.uio.no/math/english/research/projects/spatus/>, and STORM<https://www.mn.uio.no/math/english/research/projects/storm/>. If you would like to take part to the seminars series please register here.<https://nettskjema.no/a/159180#/page/1> <https://nettskjema.no/a/159180#/page/1> On Friday 18. September from 11:00-12:00 the first seminar will be held, and after that it will run on a weekly basis. The lecture will last for 45 minutes + questions, and afterwards you are invited to bring a cup of coffee/tea and have a chat in our "Coffe in the Stars". The first speaker is Andreas Petersson, with the seminar: Finite element approximation of Lyapunov equations for the computation of quadratic functionals of SPDEs Abstract: We consider the computation of quadratic functionals of the solution to a linear parabolic stochastic partial differential equation (SPDE) with multiplicative Gaussian noise on a bounded domain. The functionals are allowed to be path dependent and the noise is white in time and may be white in space. An operator valued Lyapunov equation, whose solution admits a deterministic representation of the functional of the SPDE solution, is used for this purpose and error estimates are shown in suitable operator norms for a fully discrete approximation of this equation. We also use these estimates to derive weak error rates for a fully discrete approximation of the SPDE itself. In the setting of finite element approximations, a computational complexity comparison reveals that approximating the Lyapunov equation allows us to compute quadratic functionals more cheaply compared to applying Monte Carlo or covariance-based methods directly to the discretized SPDE. We illustrate the theoretical results with numerical simulations. For more details on this event, see: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/… There you will find a list of all the speakers, abstracts, and more details about the seminar series. If you register to the seminars series, you will receive a mail with the details for the zoom meeting next week. We are looking forward to see you, online! Best regards, Michele and Giulia

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AMASES Annual Conference 2020 - September 18 - online
by Tiziano Vargiolu 09 Sep '20

09 Sep '20

Dear Friends, this is to invite you to participate in AMASES 2020, the annual conference of the Association for Mathematics Applied to Social and Economic Sciences, which will take place in remote mode on September 18, 2020. The event is free of charge, it will be streamed via the Zoom platform provided by the Department of Mathematics of the University of Padova. The Invited Speakers are: Andreas Tsanakas Faculty of Actuarial Science and Insurance, Cass Business School, City University of London ?Sensitivity Analysis: From Scenario Weights to Dependence Cascades? Piero Manfredi Department of Economics and Management, University of Pisa ?Mathematical modeling of infectious diseases: from Sir Ronald Ross to COVID-19? Salvatore Greco Department of Economics and Business, University of Catania ?The Robust Ordinal Regression and the constructive approach of Multiple Criteria Decision Aiding? You can find all the information on the webpage: https://www.amases.org/annual-conference-2020/ All the people interested in attending the meeting are kindly invited to fill in the registration form at the following address until September 16 https://tinyurl.com/amases2020 Best wishes, The organizers A. Buratto G. Callegaro R. Cambini C. Fontana M. Grasselli L. Grosset E. Sartori T. Vargiolu B. Viscolani Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance"
by c.ceci＠unich.it 09 Sep '20

09 Sep '20

Dear all, we are glad to inform you that submissions for the Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance" on Mathematics (https://www.mdpi.com/journal/mathematics) are open. The following is the official website: https://www.mdpi.com/journal/mathematics/sections/financial_mathematics Research articles, reviews, communications and concept papers will be considered. The deadline is December 2020, but it will be postponed in the future. Since Mathematics is an open access journal, there is a fee (1200 CHF) to be paid at acceptance. Short description of the Special Issue: stochastic optimization finds numerous and various applications in economics, finance and insurance. Among these, we may cite optimal portfolio selection, optimal reinsurance and investment problems, utility maximization and application to valuation of financial and insurance derivatives, optimal management of pension fund and public debt, risk measures. This Special Issue aims at collecting original research papers or comprehensive reviews on the theory and applications of dynamic stochastic optimization in economics, finance and insurance. Advanced mathematical tools have been employed to handle with these problems including viscosity solutions approach, martingale methods, backward stochastic differential equations (BSDEs), partial differential equations (PDEs), convex duality, filtering techniques and various numerical methods. Applications different from stochastic optimization will be possibly considered. If you have any questions, please do not hesitate to contact us. Please apologize for cross-posting. Guest Editor: Prof. Claudia Ceci Co-Guest Editor: Dr. Matteo Brachetta

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JOB: Assistant Professor in Data Science/Statistics at the University of Nottingham (Permanent)
by Fabrizio Leisen 09 Sep '20

09 Sep '20

------------------------------------------------------------------------ **Assistant Professor in Data Science/Statistics** School of Mathematical Sciences, The University of Nottingham Closing Date: Wednesday, 7th October 2020 Job Type: Research & Teaching - permanent post available from 04 Jan 2021. Salary: £36914 to £49553 per annum (pro-rata if applicable) depending on skills and experience. Salary progression beyond this scale is subject to performance. ------------------------------------------------------------------------ We are looking for an Assistant Professor to deliver outstanding teaching and research in Data Science or Statistics. This post, jointly funded for the first four years by Horizon (horizon.ac.uk) and the School of Mathematical Sciences (http://www.nottingham.ac.uk/mathematics/index.aspx) provides a pathway to a permanent academic position for an early-career researcher. The role-holder will initially focus on research within Horizon (horizon.ac.uk), with minimal teaching, then transition by the fourth year to working evenly between research within Horizon and teaching in Mathematical Sciences. After four years, the role-holder will become a permanent member of staff within the School of Mathematical Sciences, complementing and enhancing activity in the Statistics and Probability Section. We are particularly seeking candidates with expertise in computational statistics, especially Bayesian methodology and applications, and machine learning, though we welcome applications from any candidates who can show how their expertise fits with the Horizon, the Statistics and Probability Section, and/or other research groups within the School of Mathematical Sciences. Importantly, candidates must be keen to bring their skills and experience into the interdisciplinary team within Horizon addressing the overall socio-technical challenges of the future Digital Economy. Applicants should hold (or shortly expect to receive) a PhD or equivalent in Statistics, Data Science or related area. We believe that talented and inclusive teams deliver the highest quality research and are seeking applications from excellent candidates who enhance the diversity of our existing team. The School is committed to creating opportunities for people traditionally under-represented in Mathematical Sciences. You will have a proven track record, or demonstrated potential, in publishing research of international quality in Statistics, Data Science or related area, and be able to evidence how you will: - Develop research proposals to attract funding from Research Councils, Industry, EU, and other sources - Contribute to disseminating research outputs at national/international conferences, workshops, and meetings - Plan and deliver high quality teaching on Statistics modules - Provide curriculum development within your own area of expertise and collaborate with colleagues to design modules and/or programmes - Demonstrate excellent communication, organisation, interpersonal and time management skills Informal enquiries may be addressed to Professor Theodore Kypraios (Head of Statistics and Probability Section) by email at theodore.kypraios(a)nottingham.ac.uk. Please note that applications sent directly to this email address will not be accepted. More info (role profile, additional information, supporting information fro EU/EEA/Overseas nationals etc) can be found here: https://www.nottingham.ac.uk/jobs/currentvacancies/ref/SCI245020 -- Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/

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REMINDER: MLDYN2020 - Scuola Normale Superiore, Nov 26-27 2020, Call for papers
by Giulia Livieri 09 Sep '20

09 Sep '20

Dear colleagues, We are pleased to announce the organization of the 1st School in "Machine Learning of Dynamic Processes and Time Series Analysis” that will be held at Scuola Normale Superiore in Pisa (Italy) on 26-27 November 2020. There are no fees. The purpose of this School is to present recent developments in Machine Learning focusing on dynamical systems. Applications will also be discussed, such as the forecasting of financial time series. The School provides 4 main lectures given by Christa Cuchiero, University of Vienna Lyudmila Grigoryevya, University of Konstanz Juan-Pablo Ortega, University of St. Gallen and CNRS Josef Teichmann, ETH Zurich Detailed information on the School, on the issues related to the Covid-19 and instructions for applications can be found at: www.mldyn2020sns.com <http://www.mldyn2020sns.com/> The registration and application deadline is September 30, 2020. The organizers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

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New David G Kendall Award for Young Researchers
by Antonio DI CRESCENZO 07 Sep '20

07 Sep '20

---------- Forwarded message --------- Da: International Statistical Institute <info(a)isi-web.org> Date: lun 7 set 2020 alle ore 17:08 Subject: New David G Kendall Award for Young Researchers View online <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3d3dy5pc2ktd2ViLm9y…> Dear Members, The Bernoulli Society and the Royal Statistical Society has joined forces to launch a new award named in honour of David G Kendall, inaugural president of the Bernoulli Society and the 1981 recipient of the RSS Guy Medal in Gold. The David G Kendall Award <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3Jzcy5vcmcudWsvdHJh…> is for early career researchers working in probability or mathematical statistics within eight years of getting their PhD (but could be extended for those having had a career break). It will be presented every other year, with the first in 2021. The €2,000 award should be used to cover the expenses of attendance at a BS or an RSS conference (typically the Bernoulli-IMS World Congress, the ISI World Statistics Congress or the RSS Annual Conference), where the recipient will receive their award and give a lecture. More about the nomination process is on the Bernoulli Society page <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> . RSS President Deborah Ashby says: 'It is very exciting to be able to honour David Kendall’s memory by celebrating the work of young researchers. I hope that with this award, we can highlight some of the excellent research that’s currently taking place in mathematical statistics and probability.' Bernoulli Society President Claudia Klüppelberg adds: 'The Bernoulli Society (BS) is very proud to announce this joint BS and RSS Award in honour of David G Kendall. As their first president, BS would perhaps not exist without him, and now in his name a new and fruitful collaboration with RSS is initiated.’ Finally, David's son Wilfrid, says: 'DGK always put a high priority on encouraging career-young researchers, and urging them to make every effort to attend and speak at international conferences. And he was enormously proud of his RSS and Bernoulli affiliations. Consequently, I and the rest of the Kendall family are absolutely delighted that the RSS and Bernoulli Society are honouring his memory in this way.’ The award is based on donations – those who wish to donate can do so via the award page of RSS <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3Jzcy5vcmcudWsvdHJh…>or the ISI <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL3d3dy5pc2ktd2ViLm9y…> page. Nominations should be sent to Bernoulli.President(a)ma.tum.de The deadline for nominations is 31 January 2021. Claudia Klüppelberg President of the Bernoulli Society http://www.bernoulli-society.org/ <https://mailings.isi-web.org/?nltr=NDU7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> <info@isi-web.org?body=Subscriber_ID:%204878%20(adicrescenzo@unisa.it)%0D%0AMailing:%20New+David+G+Kendall+Award+for+Young+Researchers%0D%0A%0D%0A&subject=UNSUBSCRIBE%20from%20mailing>

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POST DOCTORAL POSITION IN STATISTICS (DEADLINE: OCTOBER 6th, 2020)
by Alessandra Micheletti 07 Sep '20

07 Sep '20

The Centre of Excellence in Economics and Data Science (CEEDS) of the Department of Economics, Management and Quantitative Methods, University of Milan, Italy, is seeking candidates for a 18-month postdoctoral fellowship in a research project on the theme “COVID-19: Small Area Epidemiological Models for Italy and Europe”. For further details, please see the full position call available at: https://www.unimi.it/it/ricerca/ricerca-lastatale/fare-ricerca-da-noi/asseg… The application form is available at: https://www.unimi.it/it/ricerca/fare-ricerca-da-noi/assegni-di-ricerca Applications should be sent via certified email (PEC) or standard email to unimi(a)postecert.it and assegni.ricerca(a)unimi.it before October 6th, 2020 at midnight. CVs should be sent to curriculum.assegni(a)unimi.it. For further information please contact assegni.ricerca(a)unimi.it. ********* Federica Nicolussi Giancarlo Manzi Department of Economics, Management and Quantitative Methods Data Science Research Center University of Milan Via Conservatorio, 7 20122 Milan, Italy Tel.: +39 02 50321548 Emails: federica.nicolussi(a)unimi.it giancarlo.manzi(a)unimi.it ********* [image: MailScanner Signature Unimi] Il tuo 5x1000 al Fondo Ricerche Emergenza Coronavirus Università degli Studi di Milano - codice fiscale 80012650158 -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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I: ANNONCEMENT. Summer School @ CIRM: Distributed Control - Decentralization and Incentives
by Marco Alessandro Fuhrman 05 Sep '20

05 Sep '20

Buongiorno. Inoltro un avviso di scuola estiva presso il CIRM di Marsiglia. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext> -------- Messaggio originale -------- Da: Zhenjie REN <ren(a)ceremade.dauphine.fr> Data: 05/set/2020 13.16.33 Oggetto: ANNONCEMENT. Summer School @ CIRM: Distributed Control - Decentralization and Incentives P {margin-top:0;margin-bottom:0;} Dear All, I am glad to announce the forthcoming Summer School on “Distributed Control: Decentralization and Incentives”(https://distrib.sciencesconf.org/) that will take place at the CIRM in Luminy, from June 14 to 18, 2021. The summer school is open to all students (Master’s degree or PhD) interested in its topics. It will include: An Introduction to Mean-Field Games (4h30)- by Pr. Pierre Cardaliaguet (Université Paris-Dauphine) A Course on Principal-Agent Problems (4h30) - by Pr. Dylan Possamaï (ETH Zurich) A Course on Reinforcement Learning / Statistical Learning (4h30), by Pr. Romuald Elie (Deepmind & Université Gustave Eiffel) It will also include some lectures by expert practitioners : A lecture on Communication Networks (1h30) by Pr. Merouane Debbah (Centrale Supelec & Huawei Technologies) A lecture on Energy Markets (1h30) by Nadia Oudjane (EDF R&D) A lecture on Quantitative Finance (1h30) (speaker yet to be confirmed) It will also include some paper sessions and some poster sessions to allow the students to present the advancement of their research. The program will also include some spare time to allow the participants to discuss / advance their own research. The students willing to apply for the Summer School are invited to fill the online application form(https://forms.gle/eHyx654FMncNoGeZ6). The (accepted) students will have all their travel and accommodation expenses covered by the organisation. An outline of the event, including the themes covered is already available on the Summer School website. The Summer school is supported by the Chair “Finance and Sustainable Development”(http://events.chairefdd.org/), the “FiME Lab” Research Initiative(https://www.fime-lab.org/), the LABEX "Finance & Sustainable Growth"(Institut Louis Bachelier(https://www.institutlouisbachelier.org/en/homepage/)) and the CIRM(https://www.cirm-math.fr/). If you have any question regarding this event, you can send an email to: damien[dot]fessler[at]dauphine[dot]psl[dot]eu Do not hesitate to CIRCULATE this announcement to your colleagues and students. Best regards, Zhenjie <signatureafterquotedtext></signatureafterquotedtext>

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Ricercatore a tempo determinato (RTDA) - POLITECNICO DI MILANO
by Federico Bassetti 05 Sep '20

05 Sep '20

Con preghiera di massima diffusione, segnalo la pubblicazione del bando per Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (RTDA) Settore Scientifico Disciplinare - MAT/06 PROBABILITA' E STATISTICA MATEMATICA, bandita con Decreto Direttoriale n. 5396 del 29/07/2020, pubblicato sulla G.U. del 25/08/2020, n. 66 Sede: DIPARTIMENTO DI MATEMATICA - POLITECNICO DI MILANO Scadenza: 24/09/2020 Links: https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=610

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Ricercatore Tipo B - sc 13/D1, ssd SECS-S/01
by Giovanni Puccetti 03 Sep '20

03 Sep '20

Alla pagina web http://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/selez… <http://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-ricercatori/selez…> è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D1 (SECS-S/01), presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università degli Studi di Milano. Scadenza per invio domande: ore 12 del 16 Settembre 2020. Il testo integrale del bando, con allegato il facsimile della domanda e con l’indicazione dei requisiti e delle modalità di partecipazione è anche disponibile alla pagina Web https://www.unimi.it/it/node/581/ <https://www.unimi.it/it/node/581/> scegliendo il settore concorsuale attraverso il motore di ricerca a inizio pagina.

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Post-Doc Position - Verona
by Alessandro Gnoatto 02 Sep '20

02 Sep '20

Job Description The Department of Economics (DSE, http://www.dse.univr.it/?lang=en) at the University of Verona is seeking to fill one position at the Postdoctoral level in any field of Economics and Finance. The position is ideally meant for newly minted or close to completion PhDs. The appointment is initially for three years but may be extended based on performance and availability of resources. It is expected to start in Spring 2021. The salary is approximately 2,100 euros per month (net). The evaluation will be based on the scientific quality of the candidate and his/her potential in developing research. Teaching is optional. Knowledge of Italian is not required. The DSE offers a vibrant research environment in the newly built campus of Santa Marta. According to the latest Italian Research Assessment Exercise (VQR), it ranks in the top 5% of the economics departments for the number of academics with only top publications and, according to REPEC, is in the top 10% in Italy for the proportion of cited publications. For additional information or any inquiry please write to postdoc(a)dse.univr.it <mailto:postdoc@dse.univr.it> Application Procedure Applications should be received by November 15, 2020. They should include a curriculum vitae, a cover letter with a clear statement of research interests and a detailed description of research skills, a representative research paper, and two reference letters. The application material should be uploaded on the EconJobMarket website https://econjobmarket.org/ or alternatively sent to postdoc(a)dse.univr.it <mailto:postdoc@dse.univr.it> Selected applicants will be interviewed at the 2020 European Job Market for Economists in Nottingham. Candidates who do not plan to attend the EJM should mention this in their cover letter and a selected group may be interviewed via Zoom/Skype. Submission materials required • Cover letter • Curriculum vitae • Job market paper • Other material (in one file) (optional) • Letters of reference: 2 -- Prof Alessandro Gnoatto, PhD 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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Workshop announcement - "Mean Field Games in Economics", September 7-8, 2020
by Alessandro Calvia 24 Aug '20

24 Aug '20

Dear colleagues, we are pleased to announce the upcoming online workshop "Mean Field Games in Economics", that will take place on September 7-8, 2020. The workshop is jointly organized by LUISS University and the Einaudi Institute for Economics and Finance (EIEF). The workshop is interdisciplinary in nature, with the aim of bringing together mathematicians and economists working on Mean Field Games either from a theoretical or an applied point of view. The workshop will be held from 3 p.m. to 7 p.m. (both afternoons), on the Zoom platform, and will feature talks given by: Fernando Alvarez, the University of Chicago, Galo Nuño Barrau, Banco de España, Pierre Cardaliaguet, Université Paris-Dauphine, Benjamin Moll, London School of Economics, Alessio Porretta, Università di Roma Tor Vergata, Panagiotis E. Souganidis, the University of Chicago. If interested in participating, please send an e-mail to acalvia(a)luiss.it by Monday, 31 August 2020, in order to give you all the relevant details and the link to access the workshop. Please, feel free to circulate this message to any colleagues or contacts you think may be interested. We are looking forward to seeing you online! The organizing committee, Alessandro Calvia Fausto Gozzi Francesco Lippi Giovanni Zanco

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postdoctoral position in Bern
by Fabio Bellini 24 Aug '20

24 Aug '20

---------- Forwarded message --------- Da: <johanna.ziegel(a)stat.unibe.ch> Subject: Posting on Italian lists To: <fabio.bellini(a)unimib.it> ******************************************************** Postdoctoral position on Statistical Verification of Weather Warnings In the framework of a collaboration being currently set up between the University of Bern and the Swiss Federal Office of Meteorology and Climatology (Meteoswiss), we are calling for applications for a 2-year postdoctoral position (80%-100%) to be funded subject to successful completion of the collaboration contract. The main goal is to investigate and develop a statistical framework for the verification of weather warnings. Warnings are traditionally issued for specific (often fixed) regions in space, defined time periods, and certain event types. Existing verification therefore often interprets warnings as forecasts of binary categorical events and counts of hits, misses, and false alarms form the basis to assess quality of warnings. In contrast to standard weather forecasts, the non-event (no warning, no event) is often not well defined for warnings, and near hits/misses create difficulties. Furthermore, the temporal complexities of warnings should be considered. To maximize user-relevance, the framework for the verification of warnings will be developed in close collaboration with ongoing sociological studies at MeteoSwiss to better understand how warnings are used in practice. The recruited postdoctoral researcher will be mentored from the academic side by Prof. Johanna Ziegel, Institute for Mathematical Statistics and Actuarial Sciences, and affilliated with the Oeschger Center for Climate Change Research (University of Bern). The recruited Postdoc will also work a substantial part of her/his time at MeteoSwiss (near Zürich) under the guidance of Dr. Jonas Bhend and Dr. Mark Liniger. This will ensure an optimal know-how transfer on the understanding of the motivating problems, meteorological expertise, the exact user needs and practical applicability and the work can build upon prior experience at MeteoSwiss. The ideal candidate either has a PhD in statistics with a strong taste for applications in areas related to meteorology and climate sciences, or a PhD in climate sciences with a strong background in theoretical and applied statistics. In all cases, the position will require outstanding data analysis and implementation skills, very good communication and team player abilities, and academic writing proficiency. We offer a multi-disciplinary environment with the possibility to have an impact on science and society. The starting date is as soon as possible. Applications will be reviewed swiftly and selected candidates will be contacted for interviews. CV, motivation letter and names of three references to be sent to johanna.ziegel(a)stat.unibe.ch

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Fwd: PostDoc position within FOR 2402 at TU Berlin
by Mario Maurelli 23 Aug '20

23 Aug '20

---------- Forwarded message --------- Da: Sebastian Riedel <riedel(a)wias-berlin.de> Date: ven 14 ago 2020 alle ore 18:21 Subject: PostDoc position within FOR 2402 at TU Berlin To: Sebastian Riedel <riedel(a)math.tu-berlin.de> Dear colleagues, We would like to draw your attention to an open PostDoc position at Technische Universität Berlin. The position is part of the DFG research unit “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (DFG Forschergruppe 2402, https://www.for2402.tu-berlin.de/v_menue/home/) More information can be found in the announcement below and under the link https://www.personalabteilung.tu-berlin.de/menue/jobs/stellenausschreibunge… (ID: 82691 II-486/20 or 82692 II-486/20). Please feel free to forward this job offer to anyone who might be interested. Best regards, Sebastian Riedel and Michael Scheutzow Within the framework FOR 2402 of the German Research Council “Rough Paths, Stochastic Partial Differential Equations and Related Topics” (DFG Forschergruppe 2402), we offer one PostDoc position. Working field: - Research within the project TP4: "Rough paths and random dynamical systems". Requirements: - successfully completed university degree (Master, Diplom or equivalent) and PhD in mathematics - very good knowledge in the fields of "Stochastic Analysis" (in particular rough paths and stochastic partial differential equations) and "Dynamical Systems" - good command of German and/or English required; willingness to learn either English or German is expected Applications received after the closing date 28/08/20 may also be considered. More information can be obtained from Dr. Sebastian Riedel ( riedel(a)math.tu-berlin.de) and Prof. Dr. Michael Scheutzow ( ms(a)math.tu-berlin.de <scheutzow(a)math.tu-berlin.de>). Dr. Sebastian Riedel Weierstraß-Institut Mohrenstraße 39 D-10117 Berlin, Germany Office: Raum 208 Phone: +49 30 20372-484 E-mail: riedel(a)wias-berlin.de Homepage: http://page.math.tu-berlin.de/~riedel/

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Seminario divulgativo su TASEP e LPP
by Enrico Scalas 21 Aug '20

21 Aug '20

Car* collegh*, tra i tanti successi recenti della probabilità vi e' l'analisi rigorosa di modelli di fisica statistica introdotti nel XX secolo. A questo proposito, Vi segnalo il seguente seminario divulgativo tenuto da Nicos Georgiou del Dipartimento di Matematica dell'Università del Sussex e disponibile su YouTube: Nicos Georgiou Queues = Traffic = Zombies https://www.youtube.com/watch?v=X6hCTdz0QVw dedicato al processo di esclusione totalmente asimmetrico (TASEP). Se conoscete persone interessate fate pure circolare questo annuncio. Cordiali saluti, Enrico Scalas

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Brazilian School of probability 2020
by Giuseppe Cannizzaro 07 Aug '20

07 Aug '20

Ricevo e inoltro First announcement : *XXIV Brazilian School of Probability* It is a pleasure to announce the XXIV EBP which will take place in the week of August 31st to September 4th. This year's school consists of two mini courses. The first course will be given by *Perla Sousi* (Cambridge) and will be about some of the most recent developments in mixing of Markov chains. The second course will be taught by *Martin Hairer* (Imperial College London) and will be about a recently discovered process, the Brownian Castle. The school will be fully online, using the platform Google Meet and can be moreover followed on the youtube channel of IMPA https://www.youtube.com/impabr. The school will take place every day starting at 9:30am Brasília local time (13:30 British Summer Time) with a talk by Perla Sousi and will be followed at 11:00am Brasília local time (15:00 British Summer Time) by a talk of Martin Hairer. More information under https://www.ime.unicamp.br/ebp2020/index.html. We would be grateful if you could advertise the school among your colleagues. With kind regards, Dirk Erhard, Milton Jara, Adriana Neumann, Christian Olivera

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RTD-A @Unisalento (SSD: 13/D4)
by Fabrizio Durante 05 Aug '20

05 Aug '20

Con preghiera di massima diffusione, segnalo la pubblicazione del bando per la copertura di n. 1 posto di RTD-A (SSD: SECS-S/06) presso il Dipartimento di Scienze dell’Economia dell'Università del Salento. L’attività di ricerca verte sullo sviluppo di metodi e strumenti matematici, ivi incluse le tecniche di calcolo e di elaborazione dei dati, per la costruzione di modelli matematici stocastici per l’analisi e il controllo ottimo di problemi relativi all’economia e alle scienze attuariali e finanziarie, con particolare attenzione alla loro applicabilità a “l'analisi dei mercati, dell'efficienza energetica e del comportamento dei consumatori”. Link: https://www.unisalento.it/bandi-concorsi/-/bandi/view/65239682 Scadenza: *29 agosto 2020* Per maggiori informazioni contattare Maria Chiarolla (maria.chiarolla@unisalento) e Fabrizio Durante (fabrizio.durante(a)unisalento.it) --- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 WWW: https://sites.google.com/site/fbdurante/ --

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Ricordo di Rosa Maria Mininni
by Nicola Cufaro Petroni 03 Aug '20

03 Aug '20

Care colleghe, cari colleghi, Venerdì 31 Luglio è venuta a mancare prematuramente la nostra collega Rosa Maria Mininni. Vogliamo ricordare Rosella per il suo impegno didattico costante e per la passione nel seguire i suoi giovani allievi. Il suo continuo interesse verso la ricerca l'ha portata ad occuparsi dei processi aleatori sia da un punto di vista teorico che applicativo, intessendo a tale riguardo fruttuosi legami con l'industria che hanno rafforzato l'identità dell'Università di Bari nel territorio. La sua visione del sapere e del ruolo dell'accademia l'ha spinta ad impegnarsi negli anni negli organi collegiali di ateneo e dipartimentali, facendosi apprezzare per la sua preparazione e per le sue doti umane e organizzative. Purtroppo non sempre ha ottenuto quanto meritato, e la malattia non le ha permesso di raggiungere traguardi ormai prossimi. Rosella lascia a noi colleghi di Dipartimento e a tutta la comunità italiana di Probabilità e Statistica Matematica un patrimonio di idee e azioni di cui fare tesoro. Yun Gang Lu, Nicola Cufaro Petroni, Marcello De Giosa, Vitonofrio Crismale, Stefano Rossi. -- ======================================================= Prof. Nicola Cufaro Petroni ------------------------------------------------------- Dipartimento di Matematica dell'Università di Bari, and INFN Sezione di Bari via E. Orabona 4, 70125 Bari (Italy) Tel ++39 080 5443212/5232289; Cell ++39 338 7408287 Emailcufaro(a)ba.infn.it http://www.ba.infn.it/~cufaro/homepage.html ------------------------------------------------------- "Ὁ βίος βραχὺς, ἡ δὲ τέχνη μακρὴ, ὁ δὲ καιρὸς ὀξὺς, ἡ δὲ πεῖρα σφαλερὴ, ἡ δὲ κρίσις χαλεπή" Ἱπποκράτης ὁ Κῷος, Ἀφορισμοί I.1 =======================================================

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Junior research positions in machine learning at BCAM, Bilbao, Basque Country - Spain
by Gianni Pagnini 02 Aug '20

02 Aug '20

Dear Colleagues, The Basque Center for Applied Mathematics (BCAM) is offering several positions for young researchers to work on machine learning problems. This is an opportunity for MS and last year BS students to start a research career while learning very interesting topics. The offers include internships, PhD student, and research technician positions. Candidates are expected to have strong mathematical background with experience on software languages for numerical computing such as Matlab and Python. You can find below the description of the positions. Further informations are available at the links http://www.bcamath.org/en/research/internships <http://www.bcamath.org/en/research/internships> and http://www.bcamath.org/en/research/job <http://www.bcamath.org/en/research/job> I appreciate if you can distribute the announcement to potential candidates. Thank you very much. Regards, Gianni ——————————————————————————————————————————— PhD Fellowship Research topic title: Supervised learning for COVID-19 prognosis The PhD Student will work on the research project “Early prognosis of COVID-19 infections via machine learning” funded by AXA Research Fund. The researcher will develop techniques for supervised classification based on minimax approaches and apply such techniques to predict the future severity of COVID-19 infections using medical health records. Keywords: supervised learning, supervised classification, statistics, probability, optimization, linear algebra ——————————————————————————————————————————— Internship 1 Research topic title: Multidimensional supervised regression with applications in Physics Most of machine learning methods developed for supervised regression assume the output is a scalar. In numerous applications, the output of interest is a multidimensional quantiy. For instance, in Physics, outputs of interest are usually tensors. This project will develop and implement techniques for multidimensional regression utilizing kernel methods. In addition, the techniques developed will be tested using datasets obtained in numerical Physics. Keywords: machine learning, statistics, reproducing kernel Hilbert spaces, Matlab/Python ——————————————————————————————————————————— Internship 2: Research topic title: Machine learning for very short-term load forecasting Conventional techniques for load forecasting predict energy consumptions for next several hours while multiple energy management tasks require predictions for next minutes. This project will develop and implement machine learning techniques for very short-term load forecasting that provide predictions for next minutes. In addition, such techniques will be based on probabilistic online learning that provides uncertainty assessments and adapts to patterns’ changes Keywords: machine learning, statistics, load forecasting, Matlab/Python ——————————————————————————————————————————— Internship 3: Research topic title: Minimax supervised classification under covariate shift Supervised classification can be approached as a zero sum game between learner and nature. In the standard scenario examples at training are similar to those at prediction while in practical scenarios the example types change. This project will develop supervised classification techniques based on game theory for scenarios where examples are affected by covariate shift. Keywords: machine learning, statistics, optimization, Matlab/Python ——————————————————————————————————————————— Internship 4: Research topic title: Machine learning techniques for emerging 5G networks Methods developed in machine learning and artificial intelligence fields are currently being used in multiple engineering tasks. One such applications is communication networks and specifically 5G networks. This project will develop machine learning techniques that utilize data obtained in a 5G network to obtain predictors of variables such as quality of service based on controlled features for the management of 5G networks. Keywords: machine learning, statistics, data science, Matlab/Python ================================================================ — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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some useful information
by Francesco Caravenna 31 Jul '20

31 Jul '20

Dear Random subscribers, this is a friendly reminder that Random is a list of announcements about events of interest in probability, such as conferences, seminars, open positions, etc, but not a forum of discussion. Random has always been an open mailing list, in particular message submission is non-moderated. For this reason, it is important that all members adhere to the simple rules of the list. We take the occasion to remind you that an archive of all messages posted to Random since 2013 is available at the following link: https://fields.dm.unipi.it/pipermail/random/ that you can also find at the bottom of any message posted to Random. Whenever you send a message to Random, if you don't receive the message yourself (which sometimes can happen, due to a bug), you can check the above page to be sure that the message has been posted and thus avoid multiple postings. We also invite all subscribers to avoid the use of "heavy attachments" and, whenever possible, to replace them with links to resources available online. We remind that the list is currently congfigurated with a message size limit of 4 MB. With our best regards, the Random administrators

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International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 30 Jul '20

30 Jul '20

19^th INTERNATIONAL CONFERENCE CREDIT 2020 */Assessing and Managing Climate Change Risk: /* */Opportunities for Financial Institutions/* Venice, Italy 26 –27 September 2019 *COVID-19 update: the CREDIT 2020 Conference is both onsite and online but we are ready to move the conference remotely, if necessary.* *GRETA Associati*(Venice, Italy), *Cattolica Assicurazioni *(Verona, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *CRIF* (Bologna, Italy), *European Investment* *Fund *(Luxembourg), *European Investment Bank* (Luxembourg) and*Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 24-25, 2020. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and climate-related events and may, in turn, suggest fruitful and policy-relevant directions for future research. The Conference, organised under the auspices of the *Department of Economics and VERA - Venice centre in Economic and Risk Analytics for public policies* (University Ca’ Foscari of Venice), *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* and the *Joint Research Center*, *European Commission* (Ispra, Italy), is the *nineteenth *of a series dedicated to various aspects of credit risk. /The UN 2030 Agenda for Sustainable Development and the adoption of European Commission’s Action Plan on Sustainable Finance mark important international commitments to the objective of a more sustainable economy and society. However, their successful implementation is tightly related to the scaling up of low-carbon investments and divestment from carbon-intensive investments. This, in turn, requires an assessment of the credit risks stemming from investors’ exposure to economic activities and assets that could be stranded by climate change. For instance, regulators’ discussion about the revision of capital requirements aimed to foster green investments (i.e. a green-supporting or a brown-penalising factor) is hampered by the unclear understanding of the implications of a regulatory change on individual institutions and systemic financial risk. Thus, financing the low-carbon transition is primarily a discussion about credit risk./ /The financial sector, and in particular the banking and insurance industries need to develop new portfolios’ risk management strategies and to adjust their credit allocation practices to cope with the opportunities and challenges of the low-carbon transition in the economy and finance. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design tailored and effective policy tools./ The SCIENTIFIC COMMITTEE consists of: *Monica Billio *(Ca’ Foscari University of Venice & GRETA, Programme Chair)** *Marina Brogi *(Sapienza University of Rome)** *Francesca Campolongo*(Joint Research Center, European Commission)** *Helmut Kraemer-Eis*(European Investment Fund)** *Rainer Haselmann*(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) PROGRAMME *Thursday, September 24 2020* *08.30_Registration_* *09.00_Welcome and Opening Remarks_* *09.15_Session I: Regulation and Corporate Strategies_* •*Keynote talk: */TBA - /*Marina Brogi*,**Sapienza University of Rome •/Exporting Pollution: Where Do Multinational Firms Emit CO2? - /*Yeejin Jang*, University of New South Wales, Sidney(join with Itzhak Ben-David, Stefanie Kleimeier and Michael Viehs) •/National Climate Policies and Corporate Internal Carbon Pricing - /*Gianfranco Gianfrate*, EDHEC Business School, Rubaix(join with Nuno Bento and Joseph Aldy) *11.00_Coffee break_* *11.30_Session II: Climate Change_* •/Results presentation of EIBURS Project - /*Loriana Pelizzon*, SAFE-Goethe University Frankfurt & Ca’ Foscari University of Venice •/Climate Change Awareness: Empirical Evidence for the European Union - /*Claudio Morana*,**University of Milano-Bicocca, Collegio Carlo Alberto, Turin & Rimini Centre for Economic Analysis (join with Donatella Baiardi) •/Climate Change Concerns and Mortgage Lending - /*Frank Weikai Li*, Singapore Management University(join with Tinghua Duan) *13.00_Lunch_* *14.15_Session III: Financial System_* •/The Next Step in Green Bond Financing - /*Dion Bongaerts*, Erasmus University Rotterdam(join with Dirk Schoenmaker) •*Unintended*/Consequences of the Global Derivatives Market Reform - /*Pauline Gandré*, University Paris Nanterre(join with Mike Mariathasan, Ouarda Merrouche and Steven Ongena) •*Better*/Fewer, but Better: Stock Returns and the Financial Relevance and Financial Intensity of Materiality - /*Costanza Consolandi*, University of Siena(join with Robert G. Eccles and Giampaolo Gabbi) *15.45_Coffee break and POSTER SESSION_* *16.45_Session IV Corporate Sustainability and Value_* •/Layered Goals-Based Portfolio Optimization Utilizing the Production Properties of ESG Bias - /*Gordon H. Dash*, University of Rhode Island(join with Nina Kajiji) •*Corporate*/Sustainability and Stock Returns: Evidence from Employee Satisfaction - /*Aaron Yoon*, Northwestern University, Chicago(join with Kyle Welch) •/Stranded Fossil Fuel Reserves and Firm Value - /*Eduardo Schwartz*, UCLA Anderson, Los Angeles, Simon Fraser University, Vancouver & NBER *_Social dinner_* *Friday, September 25 2020* **09.00*_Session V: Time of ESG and COVID 19_* •///Are//Women Directors Inherently ESG Friendly? Evidence from Board Gender Quotas //- /*Caroline Raskopf*, University Paris–Dauphine (join with Edith Ginglinger) •///Assessing the Impact of Compound Covid-19, Climate Change and Financial Risk: What Role for Policy Complementarities? - /*Irene Monasterolo*, Vienna University of Economics and Business & Boston University (join with Nepomuk Dunz, Andrea Mazzocchetti and Marco Raberto) •///ESG Integration at the Time of COVID-19 - /*Andrea**Gasperini*, AIAF, Milan (join with Sonia Artuso, Lorena Sorrentino and Ilaria La Torre) *10.30_Coffee break_ * *11.00_Session VI_* •//*Keynote talk: */The EU Technical Support to Design, Develop and Implement Reforms - /*Mario Nava*, European Commission, Brussels *11.30_PANEL Session_* *12.45_Lunch_* *14.15_Session VII: Sustainable Investment_* •///ESG Considerations in Venture Capital and Business Angel Investment Decisions: Evidence from Two Pan-European Surveys - /*Antonia Botsari*, European Investment Fund, Luxembourg (join with Frank Lang) •///Skills and Sentiment in Sustainable Investing - /*Andreas Brøgger*, Copenhagen Business Schooly (join with Alexander Kronies) •///Mind the Gap! Machine Learning, ESG Metrics and Sustainable Investment - /*Ariel A. G. Lanza*, Northwestern University, Chicago (join with Enrico Bernardini and Ivan Faiella) *15.45_Coffee break_* *16.15_Session VIII_* •//*Keynote talk: */How Finance Can Cure Cancer, Solve the Energy Crisis, and Fix Climate Change - /*Andrew W. Lo*, MIT Sloan School of Management, Cambridge *17.00_Closing Remarks and End of the Conference_* *REGISTRATION* To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2020/credit2020.htm) Registration fees are: PhD Students*: 75 Euro + VAT Onsite participation**: 200 Euro + VAT Online participation***: 200 Euro + VAT *VAT is currently 22% * * Students will have to provide valid proof of their student status. ** Seats are limited in compliance with the new regulations to contain the spread of COVID-19. The onsite registration fees cover admission to all scientific sessions, lunches, and coffee service during the Conference. The onsite registration fees do not fully cover the conference dinner on *September 24th, 2020*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). The online registration fees cover access to the platform on September 24th and 25^th , interactivity with authors and other participants. More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm

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International Conference in Venice - CALL FOR PARTICIPATION - errata corrige (title and dates)
by Monica Billio 29 Jul '20

29 Jul '20

19^th INTERNATIONAL CONFERENCE CREDIT 2020 */Environmental, Social and Governance Risks/* Venice, Italy 24 –25 September 2020 *COVID-19 update: the CREDIT 2020 Conference is both onsite and online but we are ready to move the conference remotely, if necessary.* *GRETA Associati*(Venice, Italy), *Cattolica Assicurazioni *(Verona, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *CRIF* (Bologna, Italy), *European Investment* *Fund *(Luxembourg), *European Investment Bank* (Luxembourg) and*Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 24-25, 2020. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and climate-related events and may, in turn, suggest fruitful and policy-relevant directions for future research. The Conference, organised under the auspices of the *Department of Economics and VERA - Venice centre in Economic and Risk Analytics for public policies* (University Ca’ Foscari of Venice), *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* and the *Joint Research Center*, *European Commission* (Ispra, Italy), is the *nineteenth *of a series dedicated to various aspects of credit risk. /The UN 2030 Agenda for Sustainable Development and the adoption of European Commission’s Action Plan on Sustainable Finance mark important international commitments to the objective of a more sustainable economy and society. However, their successful implementation is tightly related to the scaling up of low-carbon investments and divestment from carbon-intensive investments. This, in turn, requires an assessment of the credit risks stemming from investors’ exposure to economic activities and assets that could be stranded by climate change. For instance, regulators’ discussion about the revision of capital requirements aimed to foster green investments (i.e. a green-supporting or a brown-penalising factor) is hampered by the unclear understanding of the implications of a regulatory change on individual institutions and systemic financial risk. Thus, financing the low-carbon transition is primarily a discussion about credit risk./ /The financial sector, and in particular the banking and insurance industries need to develop new portfolios’ risk management strategies and to adjust their credit allocation practices to cope with the opportunities and challenges of the low-carbon transition in the economy and finance. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design tailored and effective policy tools./ The SCIENTIFIC COMMITTEE consists of: *Monica Billio *(Ca’ Foscari University of Venice & GRETA, Programme Chair)** *Marina Brogi *(Sapienza University of Rome)** *Francesca Campolongo*(Joint Research Center, European Commission)** *Helmut Kraemer-Eis*(European Investment Fund)** *Rainer Haselmann*(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) PROGRAMME *Thursday, September 24 2020* *08.30_Registration_* *09.00_Welcome and Opening Remarks_* *09.15_Session I: Regulation and Corporate Strategies_* •*Keynote talk: */TBA - /*Marina Brogi*,**Sapienza University of Rome •/Exporting Pollution: Where Do Multinational Firms Emit CO2? - /*Yeejin Jang*, University of New South Wales, Sidney(join with Itzhak Ben-David, Stefanie Kleimeier and Michael Viehs) •/National Climate Policies and Corporate Internal Carbon Pricing - /*Gianfranco Gianfrate*, EDHEC Business School, Rubaix(join with Nuno Bento and Joseph Aldy) *11.00_Coffee break_* *11.30_Session II: Climate Change_* •/Results presentation of EIBURS Project - /*Loriana Pelizzon*, SAFE-Goethe University Frankfurt & Ca’ Foscari University of Venice •/Climate Change Awareness: Empirical Evidence for the European Union - /*Claudio Morana*,**University of Milano-Bicocca, Collegio Carlo Alberto, Turin & Rimini Centre for Economic Analysis (join with Donatella Baiardi) •/Climate Change Concerns and Mortgage Lending - /*Frank Weikai Li*, Singapore Management University(join with Tinghua Duan) *13.00_Lunch_* *14.15_Session III: Financial System_* •/The Next Step in Green Bond Financing - /*Dion Bongaerts*, Erasmus University Rotterdam(join with Dirk Schoenmaker) •*Unintended*/Consequences of the Global Derivatives Market Reform - /*Pauline Gandré*, University Paris Nanterre(join with Mike Mariathasan, Ouarda Merrouche and Steven Ongena) •*Better*/Fewer, but Better: Stock Returns and the Financial Relevance and Financial Intensity of Materiality - /*Costanza Consolandi*, University of Siena(join with Robert G. Eccles and Giampaolo Gabbi) *15.45_Coffee break and POSTER SESSION_* *16.45_Session IV Corporate Sustainability and Value_* •/Layered Goals-Based Portfolio Optimization Utilizing the Production Properties of ESG Bias - /*Gordon H. Dash*, University of Rhode Island(join with Nina Kajiji) •*Corporate*/Sustainability and Stock Returns: Evidence from Employee Satisfaction - /*Aaron Yoon*, Northwestern University, Chicago(join with Kyle Welch) •/Stranded Fossil Fuel Reserves and Firm Value - /*Eduardo Schwartz*, UCLA Anderson, Los Angeles, Simon Fraser University, Vancouver & NBER *_Social dinner_* *Friday, September 25 2020* **09.00*_Session V: Time of ESG and COVID 19_* •///Are//Women Directors Inherently ESG Friendly? Evidence from Board Gender Quotas //- /*Caroline Raskopf*, University Paris–Dauphine (join with Edith Ginglinger) •///Assessing the Impact of Compound Covid-19, Climate Change and Financial Risk: What Role for Policy Complementarities? - /*Irene Monasterolo*, Vienna University of Economics and Business & Boston University (join with Nepomuk Dunz, Andrea Mazzocchetti and Marco Raberto) •///ESG Integration at the Time of COVID-19 - /*Andrea**Gasperini*, AIAF, Milan (join with Sonia Artuso, Lorena Sorrentino and Ilaria La Torre) *10.30_Coffee break_ * *11.00_Session VI_* •//*Keynote talk: */The EU Technical Support to Design, Develop and Implement Reforms - /*Mario Nava*, European Commission, Brussels *11.30_PANEL Session_* *12.45_Lunch_* *14.15_Session VII: Sustainable Investment_* •///ESG Considerations in Venture Capital and Business Angel Investment Decisions: Evidence from Two Pan-European Surveys - /*Antonia Botsari*, European Investment Fund, Luxembourg (join with Frank Lang) •///Skills and Sentiment in Sustainable Investing - /*Andreas Brøgger*, Copenhagen Business Schooly (join with Alexander Kronies) •///Mind the Gap! Machine Learning, ESG Metrics and Sustainable Investment - /*Ariel A. G. Lanza*, Northwestern University, Chicago (join with Enrico Bernardini and Ivan Faiella) *15.45_Coffee break_* *16.15_Session VIII_* •//*Keynote talk: */How Finance Can Cure Cancer, Solve the Energy Crisis, and Fix Climate Change - /*Andrew W. Lo*, MIT Sloan School of Management, Cambridge *17.00_Closing Remarks and End of the Conference_* *REGISTRATION* To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2020/credit2020.htm) Registration fees are: PhD Students*: 75 Euro + VAT Onsite participation**: 200 Euro + VAT Online participation***: 200 Euro + VAT *VAT is currently 22% * * Students will have to provide valid proof of their student status. ** Seats are limited in compliance with the new regulations to contain the spread of COVID-19. The onsite registration fees cover admission to all scientific sessions, lunches, and coffee service during the Conference. The onsite registration fees do not fully cover the conference dinner on *September 24th, 2020*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). The online registration fees cover access to the platform on September 24th and 25^th , interactivity with authors and other participants. More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2020/credit2020.htm

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6 PhD positions in Machine Learning @ Sussex
by Enrico Scalas 23 Jul '20

23 Jul '20

Car* collegh*, vi segnalo la disponibilità di sei posti di dottorato all'Università del Sussex nell'ambito del progetto ERC "Bayesian Models and Algorithms for Fairness and Transparency" Per maggiori informazioni potete consultare il link seguente: https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1166-6-PhD-Stu… Vi prego di diffondere l'avviso a studentesse/i potenzialmente interessat*. Cordiali saluti, Enrico Scalas

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dottorato all'Aquila
by davide gabrielli 21 Jul '20

21 Jul '20

E' uscito il bando per l'ammissione al dottorato in Matematica e Modelli presso l'Università dell'Aquila Il bando di concorso è disponibile sul sito dell'Ateneo al link https://www.univaq.it/section.php?id=2026 la versione in inglese si trova al link https://www.univaq.it/en/section.php?id=2026&lang_s=en I candidati dovranno presentare la domanda utilizzando esclusivamente l'apposita procedura online disponibile all'indirizzo https://pica.cineca.it/univaq/univaq-dott36/ e dovranno attenersi alle previsioni contenute nell'art. 5 del bando. La scadenza per la presentazione online delle domande è fissata alle ore 13.00 (ora italiana) del 27 agosto 2020 Bando ed informazioni si trovano anche sulla pagina del programma di dottorato in Matematica e Modelli http://people.disim.univaq.it/~dottorato_mate_mode/ si prega di darne la massima diffusione, saluti Davide Gabrielli

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Mathematical Methods for Finance
by Giovanni Puccetti 20 Jul '20

20 Jul '20

> Cari colleghi, > > alla pagina web > > https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-professori/contr… <https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-professori/contr…> > > è bandito l’insegnamento di Mathematical Methods for Finance (SECS-S/06) > presso l’Università degli Studi di Milano. > Vi pregherei di diffondere il bando tra potenziali candidati interessati. > > Grazie e cordiali saluti > — > Giovanni Puccetti > https://sites.google.com/site/giovannipuccetti/ <https://sites.google.com/site/giovannipuccetti/>

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[dimai-consiglio] Emanazione bandi reclutamento RTD, scadenza 30 Luglio
by Francesca Romana Nardi 18 Jul '20

18 Jul '20

vi comunico che sono usciti i seguenti bandi di reclutamento per il DIMAI, tutti con scadenza 30 Luglio 1 posto RTD/A MAT/06 Seguono il link con i dettagli. Invito a diffondere presso potenziali candidati interessati. Cordialmente, Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy ----------------------------------------------------- L' avviso è stato pubblicato sulla G.U. n. 50 del 30 giugno 2020: Selezioni per la copertura di 33 posti di ricercatore a tempo determinato di tipologia a), ai sensi dell'art. 24, comma 3, della legge 30 dicembre 2010, n. 240 - (D.R. n. 602 del 4 giugno 2020) - (Albo Ufficiale repertorio n. 6135 ) visibile alla pagina https://www.unifi.it/p11821.html

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seminar announcement
by Franco Flandoli 18 Jul '20

18 Jul '20

Announcement On Wednesday 22, July, h. 14:00 (Pisa time) Philipp Forstner, TU Darmstadt will give a talk, invited by Scuola Normale Superiore: Title: SQG driven by Space-Time White Noise: An Approach using Regularity Structures Abstract: We show the existence of solutions of the 2D dissipative surface quasi-geostrophic equation driven by space-time white noise. Solutions will be obtained as a limit of solutions to regularised and renormalised equations. Therefore, we give a short introduction into the theory of regularity structures and show how the renormalisation procedure is done. The seminar can be attended at: https://meet.google.com/eyz-xwyc-ssn Franco Flandoli and Martin Saal

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seminario web Luisa Andreis, martedì 14 ore 17, Politecnico di Torino
by Enrico Bibbona 13 Jul '20

13 Jul '20

Martedì 14 luglio alle 17 si terrà il seminario di Luisa Andreis (WIAS, Berlin), virtualmente ospitata dal DISMA Politecnico di Torino, dal titolo The phase transition in random graphs and coagulation processes: a large deviation approach il link per seguire il talk è https://zoom.us/j/91884592112?pwd=dWxIYmlnUHFSUVVJLzF4Z1hCclcxQT09 Meeting ID: 918 8459 2112 Password: 9n1AQD Segue l'abstract Cordiali saluti, Enrico Bibbona Inhomogeneous random graphs are a natural generalization of the well- known Erdos Rényi random graph, where vertices are characterised by a type and edges are independent but distributed according to the type of the vertices that they are connecting. In the sparse regime, these graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdos Rényi model. In this talk we will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterises some coagulation processes and with phase transitions of condensation type emerging in several systems of interacting components. This is an ongoing joint work with Wolfgang K ̈onig (WIAS and TU Berlin), Robert Patterson (WIAS) and Heide Langhammer (WIAS). Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Junior Bayes webinar - 16 July - Christian Naesseth
by Giacomo Zanella 12 Jul '20

12 Jul '20

We are delighted to announce the fifth webinar of the series Junior Bayes Beyond the Borders (JB^3): an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/) the junior section of the International Society for Bayesian Analysis. JB^3 aims at highlighting the work of outstanding junior researchers in Bayesian Statistics (for more information visit www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries>). The webinar will be: Date: 16 July 2020, 3pm UTC (5pm Italy time) Speaker: Christian A. Naesseth (Columbia University) Title: Machine learning using approximate inference: Variational and sequential Monte Carlo methods Discussant: Arnaud Doucet (University of Oxford) The zoom links to join the webinars will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the webinars. Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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One post-doc position (1 year, renewable up to 2 years) at CEIS Tor Vergata (School of Economics)
by Davide Pirino 10 Jul '20

10 Jul '20

Dear all the Centre for Economic and International Studies <http://www.ceistorvergata.it> of the University of Rome Tor Vergata <https://web.uniroma2.it/home/newlang/english> is promoting a one-year post-doc position (renewable up to two years) within the project HIDEA (Advanced econometric methods for high-frequency data) financed by PRIN 2017 program. You may find details of the call at the link http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage… or at the link https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/177186 The deadline is July, 23, 2020. Do not hesitate to contact me for any information on the call. Kind regards Davide Pirino

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Assistant Professorship in Statistics @ TU Delft
by Alessandra Cipriani 09 Jul '20

09 Jul '20

Ricevo ed inoltro. Alessandra Cipriani Dear all, At TU Delft, we have a vacant position in our statistics section. For more details, please view the vacancy text: https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details/… The application deadline is September 30. Feel free to forward the announcement to potential candidates! With best regards, Geurt --- Prof. dr. ir. Geurt Jongbloed Delft Institute of Applied Mathematics Faculty Electrical Engineering, Mathematics and Computer Science TU Delft W http://diamweb.ewi.tudelft.nl/~geurt/ Assistant: Cecilia van der Hoeven T +31 (0)15 27 81939 E Cecilia.vanderHoeven(a)tudelft.nl<mailto:Cecilia.vanderHoeven@tudelft.nl>

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MLDYN2020 - Scuola Normale Superiore, Nov 26-27 2020, Call for papers
by Piero MAZZARISI 08 Jul '20

08 Jul '20

Dear colleagues, We are pleased to announce the organization of the 1st School in "Machine Learning of Dynamic Processes and Time Series Analysis” that will be held at Scuola Normale Superiore in Pisa (Italy) on 26-27 November 2020. The purpose of this School is to present recent developments in Machine Learning focusing on dynamical systems. Applications will also be discussed, such as the forecasting of financial time series. The School provides 4 main lectures given by Christa Cuchiero, University of Vienna Lyudmila Grigoryevya, University of Konstanz Juan-Pablo Ortega, University of St. Gallen and CNRS Josef Teichmann, ETH Zurich Detailed information on the School, on the issues related to the Covid-19 and instructions for applications can be found at: www.mldyn2020sns.com <http://www.mldyn2020sns.com/> The registration and application deadline is September 30, 2020. The organizers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

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Corso in Trasferimento delle Tecnologie Matematiche per l'Innovazione - Seconda Edizione
by Maurizio Ceseri 08 Jul '20

08 Jul '20

A tutti gli interessati Visto il successo della prima edizione, lo Sportello Matematico per l'Innovazione e le Imprese <https://www.sportellomatematico.it/SMII/> sta organizzando la seconda edizione del corso in “Trasferimento delle Tecnologie Matematiche per l’Innovazione”. A seguito dell'emergenza COVID-19, la seconda edizione sarà interamente online. Il corso si svolgerà durante il periodo dal 1° Settembre al 10 Settembre 2020. Il corso è rivolto principalmente a giovani laureati in Scienze Matematiche e Fisiche, Ingegneria, Economia, Informatica e Statistica, con l’obiettivo di formare la figura professionale dell’Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il Traduttore Tecnologico è in grado di abilitare un numero crescente di collaborazioni volte ad apportare benefici tangibili alle imprese e facilitare l’incontro e l’intermediazione tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata, attraverso la mediazione e lo scambio continuo tra i diversi stakeholder Il corso è gratuito. Per favorire la partecipazione, il numero dei partecipanti è esteso a 50, selezionati sulla base del curriculum e di una lettera motivazionale. Modalità di presentazione Per procedere con la domanda di partecipazione, si prega di inviare entro il 31 Luglio 2020 il proprio CV aggiornato ed una lettera motivazionale di autopresentazione al seguente indirizzo email: sportello(a)sportellomatematico.it, indicando nell’oggetto “Domanda partecipazione – Corso Traduttore Tecnologico”. Per informazioni: www.corsotraduttoretecnologico.it Il Team dello Sportello Matematico CONTENUTI DEL CORSO Tecnologie Matematiche: cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. Trasferimento Tecnologico: contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. Gestione dell'Innovazione: concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale Sistemi di Supporto alle Decisioni e Ricerca Operativa: abilitare il potenziale delle Tecnologie Matematiche nel Management. Attori e Strutture Organizzative: Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. SBOCCHI E OPPORTUNITÀ PROFESSIONALI Area Ricerca e Innovazione presso imprese manifatturiere e di servizi Trasferimento Tecnologico e Valorizzazione della Ricerca presso Università e Centri di Ricerca Tirocini formativi presso il progetto Sportello Matematico (IAC-CNR) Partecipazione a Progetti Europei su Tecnologie Matematiche per l’Innovazione Maurizio Ceseri Sportello Matematico per l'Innovazione e le Imprese Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Fwd: Summer School on PDE & Randomness
by Antonio DI CRESCENZO 07 Jul '20

07 Jul '20

---------- Forwarded message --------- Dear Colleagues, We hope that you are well and safe! We would like to advertise again the Summer School on PDE & Randomness that starts in less than two weeks on 20/07/20. The school aims to present some of the most exciting recent developments at the interface of Statistical mechanics, Stochastic Analysis and PDEs. It will feature four courses: • Roland Bauerschmidt (Cambridge): "Log-Sobolev inequality and the renormalisation group” • Hugo Duminil-Copin (IHES and university of Geneva): "Marginal triviality of the scaling limits of critical 4D Ising and ϕ^4_4 models” • Martin Hairer (Imperial College London): “Stochastic Yang-Mills” • Nicolas Perkowski (Freie Universität Berlin, Germany): "A Markovian perspective on some singular SPDEs” You can visit our webpage https://sites.google.com/view/oneworld-pderandom/home for more informations, abstracts for the lectures and the finalised schedule. If you are interested in the event please subscribe to our mailing list: send an empty email (completely empty, it is important to delete automatic signatures, etc.) with the subject "subscribe pderandom your name“ to sympa(a)lists.bath.ac.uk. Please feel free to forward this announcement to everyone who might be interested. Best wishes, Hendrik Weber and Andris Gerasimovics ------------------------------

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Junior Bayes webinars - 9 July - Espen Bernton and Alejandra Avalos-Pacheco
by Giacomo Zanella 06 Jul '20

06 Jul '20

We are delighted to announce the third and forth webinars of the series Junior Bayes Beyond the Borders (JB^3): an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/) the junior section of the International Society for Bayesian Analysis. JB^3 aims at highlighting the work of outstanding junior researchers in Bayesian Statistics (for more information visit www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries>). The two webinars will be: Date: 09 July 2020, 2pm UTC (4pm Italy time) Speaker: Espen Bernton (Columbia University) Title: Schrödinger bridge samplers Discussant: Michela Ottobre (Heriot Watt University) Date: 09 July 2020, 3pm UTC (5pm Italy time) Speaker: Alejandra Avalos-Pacheco (Harvard University) Title: Factor regression for dimensionality reduction and data integration techniques with applications to cancer data Discussant: Peter Mueller (UT Austin) The zoom links to join the webinars will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the webinars. Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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PhD Scholarship in probability theory Strasbourg-Göttingen
by Vlada Limic 02 Jul '20

02 Jul '20

A PhD scholarship in probability theory is available at University of Strasbourg, France. The studies will be comenthored by Dr. Vlada Limic (Strasbourg) and Prof.dr. Anja Sturm (Göttingen, Germany). The scholarship amount is 10800 EUR, for three consecutive years. Extra funding is planned to cover candidate's relocation costs and longterm stays in Göttingen. The research program is in probability theory, more precisely in the area of near critical random graphs and networks. Good language of English is required. Teaching duties (in French, possibly English) are optional, and they would be additionally remunerated. Strong candidates are encouraged to write directly to limic(a)math.unistra.fr. -- Kiva.org - Loans That Change Lives

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(NetSci2020-Satellite) Statistical Mechanics Methods for Networks
by Piero MAZZARISI 01 Jul '20

01 Jul '20

(RE-OPENED) CALL FOR ABSTRACTS NETSCI2020 - SATELLITE CONFERENCE "STATISTICAL MECHANICS METHODS FOR NETWORKS” https://sites.google.com/view/smmn <https://sites.google.com/view/smmn> The NetSci 2020 conference has been confirmed in on-line mode and we would like to draw your attention to a satellite session which will take place before the main conference. Since there are some available spots for contributed talks, we invite interested applicants to submit one-page abstract, to be considered for the satellite session. The objective of the Satellite conference on "Statistical Mechanics Methods for Networks” is to bring together academics, young researchers and PhD students working in the area of statistical models of both static and dynamic networks. A particular focus is then given to the study of methods based on Statistical Mechanics of networks, which permit the learning of mechanisms driving the formation and the evolution of the networked systems. The Satellite will provide an opportunity for participants engaged in research at the forefront of this area to discuss the novel results and may, in turn, suggest fruitful and relevant directions for future research. How: Submit your one page abstract through a form at https://sites.google.com/view/smmn/submission <https://sites.google.com/view/smmn/submission> Important dates: * Abstract/Paper submission deadline: 20.04.2020 14.07.2020 * Notification of acceptance: 27.04.2020 16-07-2020 - subject to change, depending on the final NetSci 2020 timeline Where: Online When: 17th September INVITED SPEAKERS: Rossana Mastrandrea (IMT Lucca) Andrey Lokhov (Los Alamos National Laboratory) TOPICS: - Graphs Ensembles - Network Reconstruction - Statistical Inference - Phase Transitions in Network Models - Percolation in Networks - Maximum Entropy for Networks - Statistically Validated Networks ORGANIZING COMMITTEE: Piero Mazzarisi (Scuola Normale Superiore of Pisa) Mateusz Wilinski (Uniwersytet Warszawski) PROGRAM COMMITTEE: Paolo Barucca (University College London) Agata Fronczak (Politechnika Warszawska) Fabrizio Lillo (Università di Bologna) Leto Peel (Université Catholique de Louvain) Tiago Peixoto (Central European University) Katarzyna Sznajd-Weron (Politechnika Wroclawska) Daniele Tantari (Università di Bologna)

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Fwd: [owps] One World Probability Seminar Thursday 2nd July 2020:
by Faggionato, Alessandra 01 Jul '20

01 Jul '20

---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: mer 1 lug 2020 alle ore 14:01 Subject: [owps] One World Probability Seminar Thursday 2nd July 2020: To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday 2nd July 2020: PLEASE NOTE WE ARE EXPERIMENTING WITH A NEW TIME: OWPS WILL START 1HR LATER THAN USUAL AT 1400 UTC Tomorrow's speakers in the One World Probability Seminar are ------------------------------------------------------------ 14.00 UTC: Ron Peled (Tel Aviv): Fluctuations of random surfaces and concentration inequalities for log-concave distributions Abstract: Random surfaces in statistical physics are commonly modeled by a real-valued function on a d-dimensional lattice, whose probability density penalizes nearest-neighbor fluctuations according to an interaction potential U. The case U(x)=x^2 is the well-studied lattice Gaussian free field, while one-dimensional random surfaces are equivalent to random walks. Our focus is on dimensions d>=2 and general U. Brascamp-Lieb-Lebowitz conjectured in 1975 that such random surfaces are localized in dimensions d>=3 under mild assumptions on U. Their work establishes the conjecture when U is uniformly convex (its second derivative is uniformly bounded from zero), as a consequence of the Brascamp-Lieb concentration inequality. To date, this remains the main case for which the conjecture is verified, with the result missing even when U(x) = x^4. We establish new concentration inequalities for log-concave distributions, extending the Brascamp-Lieb inequality, and use them to prove localization in many new cases, including the family U(x) = |x| ^p with p>1. Further consequences regard the maximum height for a class of random surfaces discussed by Deuschel-Giacomin (2000). The talk will be a gentle introduction to the model and the results. No prior knowledge of random surfaces or log-concave distributions will be assumed. Joint work with Alexander Magazinov. 15.00: UTC Omer Angel (Vancouver): Excited martingales Abstract: We consider a random walk that moves in the Z^2 that moves vertically on the first visit to each site and horizontally on subsequent visits. We give new lower bounds on the growth of the range of such walks. Joint with Mark Holmes and Alejandro Ramirez. ------------------------------------------------------------ As always, the Zoom-room link will appear on the OWPS seminar webpage: https://www.owprobability.org/one-world-probability-seminar But you can also link to it directly by clicking this link tomorrow: https://us02web.zoom.us/j/83512390999 Meeting-ID: 835 1239 0999 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team For the videos you can also subscribe to the Youtube or Bilibili channels: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ and https://space.bilibili.com/151014650 -- ************************************************* 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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JB^3 webinar - 2 July - Lindsay Berry
by Giacomo Zanella 30 Jun '20

30 Jun '20

We are delighted to announce the second webinar of the series Junior Bayes Beyond the Borders (JB^3): an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/) the junior section of the International Society for Bayesian Analysis. JB^3 aims at highlighting the work of outstanding junior researchers in Bayesian Statistics (for more information visit: www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries>). The webinar will be: Date: 02 July 2020, 3pm UTC (5pm Italy time) Speaker: Lindsay Berry (Berry Consultants) Title: Bayesian dynamic modeling and forecasting of count time series Discussant: Christopher Glynn (University of New Hampshire) The link to join the webinar will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the seminar. Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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Phd position opened in Nancy, France
by Marianne Clausel 27 Jun '20

27 Jun '20

Dear all The university of Lorraine in France is opening a PhD position in machine learning. Feel free to contact Professor Radu Stoica (radu-stefan.stoica(a)univ-lorraine.fr) if you are interested https://drive.google.com/file/d/18bXFvaq90LRnGmSP15e64od7WQ1unkkn/view?usp=… Best Marianne

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online Workshop SMOCS2020
by Enrica Pirozzi 26 Jun '20

26 Jun '20

Dear Friend this is to remind that on July 1-2 and 8-9 there will be the online meeting: "Kick-Off Meeting of Prin 2017 Project: Stochastic Models for Complex Systems" (PRIN-project of University of Lecce, Salerno and Napoli) devoted to the presentation of scientific results obtained in the first year of the project and future research topics. For details see: https://sites.google.com/view/kick-off-meeting/home You are kindly invited to join the meeting. We recall that the registration is free but compulsory. Please send an email to: smocswn2020(a)gmail.com Subject: Registration including the following information Name: Family Name: Affiliation: E- mail: Best regards, Roberta Schiattarella, Mariella Longobardi, Nello Buonocore, Igia Caputo, Enrica Pirozzi. -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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5 year Postdoc TU Berlin, Probability and Financial Mathematics Group
by Tiziano De Angelis 25 Jun '20

25 Jun '20

Dear All, I was asked to circulate the advert below for an excellent postdoc opportunity in Berlin. The deadline is 10 August. Best wishes Tiziano ------------------------------- Applications are invited for a Postdoc position 5 years, TV-L E13, 100% (>2300 EUR per month after taxes etc.) in the group of Prof. Peter Bank at TU Berlin’s department of Mathematics. We are particularly interested in stochastic optimization problems arising in finance and are looking for early career researchers who want to actively contribute to this field of research, for instance by working towards a habilitation. The teaching load is 4 hours per week during term and includes teaching of exercise classes in the department and the supervision of Bachelor and Master theses. Please see https://tub.stellenticket.de/de/offers/80735 for the formal details. The "usual documents" mentioned there are meant to include - a cover letter explaining the applicant’s movitation, - a scientific CV, - a list of publications and talks, - a description of future research plans (outlining, when applicable, the habilitation project), - teaching record, - at least two, preferably three letters of recommendation. Deadline for applications is August 10, 2020.

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