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New PhD program
by Franco Flandoli 15 Jun '19

15 Jun '19

New PhD program at Scuola Normale Superiore, Pisa, Italy — Call for applications At least nine PhD Fellowships are available for students interested in pursuing a PhD degree in Computational Methods and Mathematical Modeling for the Sciences and Finance. Areas of study include Numerical Analysis and Scientific Computing, Mathematical Models for the Sciences and Finance, Computational Physics/Chemistry/Biology, and Operations Research. A description of the new PhD program can be found at https://www.sns.it/en/computational-methods-and-mathematical-models-for-sci… For instruction on how to apply, please see https://www.sns.it/en/admissions/phd/how-to-apply-for-the-post-graduate-cou…

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New PhD program at Scuola Normale Superiore, Pisa, Italy — Call for applications
by Maria Elvira Mancino 14 Jun '19

14 Jun '19

>> ---------------------------------------------------------- >> >> New PhD program at Scuola Normale Superiore, Pisa, Italy -- Call for applications >> >> At least nine PhD Fellowships are available for students interested in pursuing a PhD degree in >> >> COMPUTATIONAL METHODS AND MATHEMATICAL MODELING FOR THE SCIENCES AND FINANCE. >> >> Areas of study include Numerical Analysis and Scientific Computing, Mathematical Models for the Sciences and Finance, Computational Physics/Chemistry/Biology, and Operations Research. >> >> A description of the new PhD program can be found at >> >> https://www.sns.it/en/computational-methods-and-mathematical-models-for-sci… >> >> For instruction on how to apply, please see >> >> https://www.sns.it/en/admissions/phd/how-to-apply-for-the-post-graduate-cou… >> >> --------------------------------------------------

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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 12 Jun '19

12 Jun '19

Dear Colleagues, we recall that the *Second Italian Meeting on Probability and Mathematical Statistics* is forthcoming (Vietri sul Mare (SA), Italy, June 17th - 20th, 2019). See all details at the conference web site: http://www.salerno2019.dipmat.unisa.it Looking forward meeting you soon in Vietri sul Mare. *The Scientific Committee* Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote *The Local Organizing Committee* Giacomo Ascione, Aniello Buonocore, Camilla Calì, Luigia Caputo, Antonio Di Crescenzo, Maria Longobardi, Barbara Martinucci, Alessandra Meoli, Luca Paolillo, Paola Paraggio, Enrica Pirozzi, Fabio Travaglino

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Seminario: Samuele Stivanello, Ecology of human activities
by Antonio Pievatolo 11 Jun '19

11 Jun '19

Lunedi' 17 giugno alle 14:45, presso il CNR-IMATI, in via A. Corti, 12, Milano, Aula Pentagonale edificio Bassini II piano, si terrà il seguente seminario: Samuele Stivanello, Dipartimento di Matematica, Universita' di Padova Title: Ecology of human activities Abstract: One of the most studied macro-ecological pattern is the Relative Species Abundance (RSA), describing the distribution of the population among species. Various natural ecosystems share a common shape of the empirical RSA and through years ecologists have used several recipes - some of them are rule of thumb prescriptions - to determine global RSA features from local information. Recently our group has developed a rigorous statistical framework able to predict global scale biodiversity from scattered local plots ([2], [3]). Such a framework is derived from a simple mathematical model informed by basic biological assumptions. In this talk we illustrate how to adapt/generalize such an approach to human activities. In particular we consider four datasets of man-made systems and/or network mediated human activities: e-mail communication, Twitter posts, Wikipedia articles and Gutenberg books. Once we set the proper correspondence to what we consider species and individuals of a species, our approach reveals RSA is scale-free in each mentioned dataset with a power law form maintained - with roughly the same exponent - through the different human activities considered. In turn, RSA scale-invariance allows us to use activity information on local scale to predict hidden features of the human dynamics at the global scale. E-mail communication is particular relevant to illustrate our method as well as our results and possible applications. We consider the senders’ activity network where each node is a sender and a directed link from node A to node B represents an email issued from user A to user B. We set the identity of a sender to identify the species and the number of sent emails to be the individuals pertaining to a species. Thus, for instance, if user A has sent n emails we say that the species A has n individuals. Now, suppose an observer has access to a small sample of sent emails, or equivalently to partial information on links and nodes of the email communication network. Our method is capable to infer the number of nodes (i.e. the number of users) and the degree distribution (i.e. the topology) of the whole network, thus revealing features of the dynamics unknown to the observer. Moreover, our framework predicts how the number of users grows with the number of links recorded, which represents another well known pattern in ecology called the Species-Accumulation Curve (SAC). These findings may have applications in resource management, optimal network design and information diffusion on graphs. This is a work in collaboration with M. Formentin, A. Tovo and S. Favaro [1]. [1] M. Formentin, A. Tovo, S. Stivanello, S. Favaro. Ecology of human activities. In preparation, 2019+. [2] A. Tovo, S. Suweis, M. Formentin, M. Favretti, I. Volkov, J. R. Banavar, S. Azaele, A. Maritan. Upscaling species richness and abundances in tropical forests. Science Advances 3 (10) (2017) e1701438. [3] A. Tovo, M. Formentin, S. Suweis, S. Stivanello, S. Azaele. A. Maritan. Inferring macro-ecological patterns from local species’ occurrences. Methods in Ecology and Evolution, submitted, 2019. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101 ph. +39 02 23699 520

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PhD call in Mathematics UniTn-UniVr
by Luca di persio 11 Jun '19

11 Jun '19

Dear all, the following call for PhD positions in Mathematics has been opened: PhD PROGRAMME IN MATHEMATICS University of Trento Jointly run with the University of Verona ANNOUNCEMENT OF SELECTION: 35thcycle – Academic Year 2019-2020 *DEADLINE FOR APPLICATIONS: JULY 31**, 2019,* hrs. 04.00 PM (Italian time, GMT +2) Link to the Application online <http://www.unitn.it/en/apply/dott> Positions: no. 14 Scholarships: no. 14 Supernumerary positions: no. 2 (see art. 7 of the call) __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>

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New PhD position in probability at Sussex
by Enrico Scalas 10 Jun '19

10 Jun '19

Car* collegh*, vi prego di inviare questo annuncio a persone interessate. Grazie e cordiali saluti, Enrico Scalas Professor of Statistics and Probability University of Sussex UK -- PhD studentship on Large Deviation Rate Function and Variance for Inhomogeneous Corner Growth Processes Department of Mathematics, University of Sussex Supervisors: Nicos Georgiou, Enrico Scalas Deadline for application: 1 September 2019 12:00 (GMT) Details at: https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1081-PhD-stude… https://www.jobs.ac.uk/job/BSW711/phd-studentship-on-large-deviation-rate-f… Contacts: Dr Nicos Georgiou (n.georgiou(a)sussex.ac.uk) and Prof Enrico Scalas (e.scalas(a)sussex.ac.uk)

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Set valued risk measures and Systemic risk measures at LUISS
by Sara 10 Jun '19

10 Jun '19

On July 2 from 10:30 to 13:00 - Room 207, at LUISS, viale Romania 32, Roma, prof. Cagin Ararat from Bilkent University will give two talks: Talk I Title: Set-valued quasiconvex risk measures Abstract: Set-valued risk measures are defined naturally in environments where it is necessary to measure the risk of a random vector. In this talk, we consider set-valued risk measures that are defined as compositions of two set-valued functions. This class of risk measures is rich enough to cover many examples of the systemic risk measures studied in the recent literature. We pay special attention to the properties of the constituent set-valued functions that guarantee the quasiconvexity of the composite risk measure. It turns out that the so-called natural quasiconvexity property, an old but not so well-known property between convexity and quasiconvexity, plays a key role in the study of these risk measures. The main results provide dual representations for quasiconvex, naturally quasiconvex and convex compositions in terms of the dual functions of the constituents. Talk II Title: Computation of systemic risk measures Abstract: Various approaches to measure systemic risk have been proposed in the recent literature using multivariate functionals. These functionals are typically defined in terms of a so-called aggregation function, which takes into account the interconnectedness of the institutions in the network, and a univariate risk measure applied to the random output of the aggregation function. In this talk, we specialize into the Eisenberg-Noe and Rogers-Veraart network models and formulate the corresponding systemic risk measures as large-scale vector optimization problems. While the former model yields a convex problem which can be solved efficiently using non-smooth optimization techniques, the efficient frontier for the latter model turns out to be the boundary of a non-convex set. -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Lecturer in Financial Mathematics at the University of Leeds
by Tiziano De Angelis 09 Jun '19

09 Jun '19

Dear All, Could you please bring to the attention of potential candidates the advert below for a lecturer position in the School of Mathematics at the University of Leeds https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1109 The deadline for application is 4 July 2019. For further information about the Probability and Financial Mathematics group at Leeds please visit https://physicalsciences.leeds.ac.uk/info/152/probability_and_financial_mat… Thank you and best wishes Tiziano

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seminario Drivas a Pisa
by Marco Romito 09 Jun '19

09 Jun '19

dear all this is to announce that Theodore Drivas (Princeton University) will give a talk on *next Wednesday, June 12* at 11am in Sala Seminari, Dipartimento di Matematica, Università di Pisa (largo B. Pontecorvo 5, 56127 Pisa). cheers m. *Title*: /Spontaneously stochastic solutions in dynamical systems with singularities/ *Abstract*: We consider a class of dynamical systems described by ordinary differential equations with an isolated singularity, where the singularity is characterized by the lack of Lipschitz continuity. Singularities are common in applications both for ODEs (e.g., particles collisions) and PDEs (e.g., finite-time blowup in fluid models). The fundamental obstacle is that solutions cannot be continued past the singularity uniquely: typically, there are infinitely many solutions. The conventional way to proceed is to define a regularization limit, such as vanishing viscosity or noise. It turns out that there are structurally stable situations when such a limit is not sensitive to a particular form of the regularization. This is explained by the analysis of attractors for the rescaled (non-singular) dynamical system and their ergodic properties. What is even more surprising is that solutions in this limit may become probabilistic (spontaneously stochastic) with the unique probability measure past the singularity. We will present rigorous results and discuss applications of this phenomenon.

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Seminario di Peter Parczewski a Bologna
by Alberto Lanconelli 08 Jun '19

08 Jun '19

Statistics Seminars 2019 Martedì 11 Giugno 2019 ore 14,30 Aula III, secondo piano, Dipartimento di Scienze Statistiche "Optimal approximation of (anticipating) SDEs" Dott. Peter Parczewski, Mannheim University Abstract We present a general mean squared error expansion for optimal approximation of Wiener functionals based on finite and equidistant observations of the Brownian motion.The expansion is given in terms of Malliavin calculus and the terms involved exhibit Hilbert space structures. This gives lower error bounds for arbitrary numerical schemes which are constructed from an equidistant information of the Brownian motion. Due to this expansion we are able to recover and improve many results on optimal approximation of Ito SDEs and anticipating SDEs, where the integral is interpreted in Skorohod sense, a mean zero extension of the Ito integral to nonadapted integrands. Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Scholarships for Events on Complex Systems
by Mateusz Wilinski 07 Jun '19

07 Jun '19

We are happy to announce that the Scholarships for Events on Complex Systems (SECS) are back! They are dedicated to young researchers from Complex Systems Society, who need funds to attend complex systems related events. More information at: yrcss.cssociety.org/secs/ <https://l.facebook.com/l.php?u=http%3A%2F%2Fyrcss.cssociety.org%2Fsecs%2F%3…> Best wishes, on behalf of the YRCSS Advisory Board Mateusz Wilinski

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Seminario Gubinelli Politecnico di Torino, 12 giugno ore 15
by Enrico Bibbona 07 Jun '19

07 Jun '19

Gentili Colleghi, vi giro la pubblicità di un seminario di Massimiliano Gubinelli che si terrà qui al Politecnico di Torino mercoledì 12 giugno alle 15. http://www.politocomunica.polito.it/events/appuntamenti/(idnews)/13214 Cordiali saluti, Enrico Bibbona Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino Caro Enrico, Volevo segnalarti questo seminario su Stochastic PDEs: http://www.politocomunica.polito.it/events/appuntamenti/(idnews)/13214 E’ gia’ stato mandato l’avviso dal Dipartimento ma, sai, ne riceviamo tanti e puo’ sfuggire. Gubinelli e’ una massima autorità in materia (piu’ di 2000 citazioni, lavori su Inventiones, J. Amer. Math. Soc., Comm. Pure Appl. Math., etc.) e forse puo’ interessare anche altri colleghi della tua area. Grazie, ciao, Fabio

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Seminario di Probabilita' a Roma Tre martedi 11-06-19
by Pietro Caputo 07 Jun '19

07 Jun '19

Speaker: Alexandre Gaudilliere (CNRS Marseille, France) Martedi' 11 Giugno 2019 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Titolo: Random forests and Markovian spectra Abstract: Starting from a theorem of Michelli and Willoughby we will see how some loop-erased random walk make a bridge between the spanning forest of a graph and the spectrum of its Laplacian. We will give more examples of the links between these two sets, introducing in particular a fragmentation and coalescence process that allows for the study of this spectrum from a probabilistic point of view.

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Bando RTD A - SECS S06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie - Università di FIRENZE
by Maria Elvira Mancino 07 Jun '19

07 Jun '19

Bando Ricercatore art. 24, comma 3, lett. a) Decreto rettorale, 17 aprile 2019, n. 476 (prot. 71903) pubblicato all'Albo Ufficiale (n. 5533) dal 15 maggio al 13 giugno 2019 Avviso pubblicato in G.U. - 4° Serie Speciale – Concorsi ed esami, n. 38 del 14 maggio 2019 scadenza per la presentazione delle domande: 13 giugno 2019 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Settore scientifico disciplinare SECS-S/06 https://www.unifi.it/cmpro-v-p-11560.html

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Seminario GHOSHAL
by Matteo Ruggiero 07 Jun '19

07 Jun '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 14 Giugno 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Subhashis GHOSHAL (North Carolina State University) POSTERIOR CONTRACTION AND CREDIBLE SETS FOR FILAMENTS OF REGRESSION FUNCTIONS The filament of a smooth function f consists of local maximizers of f when moving in a certain direction. The filament is an important geometrical feature of the surface of the graph of a function. It is also considered as an important lower dimensional summary in analyzing multivariate data. There have been some recent theoretical studies on estimating filaments of a density function using a nonparametric kernel density estimator. In this talk, we consider a Bayesian approach and concentrate on the nonparametric regression problem. We study the posterior contraction rates for filaments using a finite random series of B-splines prior on the regression function. Compared with the kernel method, this has the advantage that the bias can be better controlled when the function is smoother, which allows obtaining better rates. Under an isotropic Holder smoothness condition, we obtain the posterior contraction rate for the filament under two different metrics — a distance of separation along an integral curve, and the Hausdorff distance between sets. Moreover, we construct credible sets of optimal size for the filament with sufficient frequentist coverage. We study the performance of our proposed method through a simulation study and apply on a dataset on California earthquakes to assess the fault-line of the maximum local earthquake intensity. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Reminder - Talk by Vlad Bally in Rome
by Anna Vidotto 06 Jun '19

06 Jun '19

Dear all, I would like to remind the following talk that will be held tomorrow at the Department of Mathematics, University of Rome Tor Vergata. Vlad Bally (Université Paris-Est) - 07/06/19 - 4:30 PM - Aula D'Antoni Convergence in Distribution Norms in the CLT and Application to Trigonometric Polynomials Abstract: Under some regularity condition on the random variables at hand, we prove convergence in distribution norms in the CLT and we also derive some local developments (Edgeworth expansions). We use these results in order to study the asymptotic behavior of the number of roots of trigonometric polynomials with random coefficients. — This talk is part of the activity of the MIUR Excellence Department Project CUP E83C18000100006 — Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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Summer school and workshop on Quantum Transport and Universality - Roma, Sept 2019 - 3rd announcement
by A. Giuliani 03 Jun '19

03 Jun '19

Dear colleague, this is the third announcement of the summer school and workshop on "Quantum Transport and Universality - From Topological Materials to Quantum Hydrodynamics", to be held at the Univ. Roma Tre on September 16-20, 2019 (school) and at the Accademia Nazionale dei Lincei, Roma, on September 23-25, 2019 (workshop). For the list of confirmed speakers, see below. Further details, including the poster and the registration form, can be found on the webpage: http://www.mat.uniroma3.it/users/giuliani/public_html/QTU2019/pagine_sito/i… REGISTRATION is free but mandatory. All participants are kindly asked to register before **JUNE 23, 2019** CONTRIBUTED TALKS: During the summer school, we plan to have a session of contributed talks. Interested contributors are invited to register and send via email at tlongo(a)mat.uniroma3.it the title and abstract of their proposed talk, together with their CV, by **JUNE 23, 2019** ACCOMMODATION: September is high season in Rome. We invite all the interested participants to reserve an accommodation well in advance. A list of a few solutions with special rates that have been negotiated for the school and conference can be found on the website, under the link `Accommodation'. If you need additional information, please contact us via email at tlongo(a)mat.uniroma3.it. We would be grateful if you could circulate this announcement among your students, postdocs and collegues. With my best regards, Alessandro Giuliani for the organizing committe (C. Di Castro, G. Gallavotti, A. Giuliani, R. Greenblatt, G. Jona-Lasinio, V. Mastropietro, D. Monaco, R. Raimondi) %%% LIST OF CONFIRMED SPEAKERS %%% SCHOOL: B. Doyon, G. M. Graf, T. Prosen, M. Porta; WORKSHOP: A. Burkov, P. Calabrese, H. Cornean, W. De Roeck, M. Fagotti, J. Frohlich, J. Garrahan, K. Gawedzki, I. Herbut, J. Imbrie, J. Lebowitz, A. H. MacDonald, V. Mastropietro, G. Panati, A. Scardicchio, H. Spohn, M. A. H. Vozmediano, X. Zotos.

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Summer School in Bonn 23-27 September
by Giuseppe Cannizzaro 01 Jun '19

01 Jun '19

Buongiorno, Con la speranza della massima diffusione, specialmente per dottorandi ma anche ricercatori e professori, ci tenevo ad informarvi che stiamo organizzando una *Summer School* dal titolo "*New frontiers in Singular SPDEs and Scaling Limit*" presso il *Hausdorff Institute di Bonn* tra il *23 e il 27 Settembre 2019*. La scuola sarà composta da 4 minicorsi di - Tadahiro Oh (University of Edinburgh) - Felix Otto (Max Planck Institute Leipzig) - Fabio Toninelli (Université Claude Bernard Lyon 1) - Nikolaos Zygouras (University of Warwick) Per maggiori informazioni e registrazione online, potete consultare il sito http://www.him.uni-bonn.de/en/programs/future-programs/future-junior-trimes… Per domande ulteriori, sono a disposizione all'indirizzo giuseppe.cannizzaro(a)warwick.ac.uk Con la speranza di accogliervi numerosi, Distinti Saluti, Giuseppe Cannizzaro

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seminario Georg Pflug in Bicocca
by Fabio Bellini 31 May '19

31 May '19

Il giorno giovedì 6 giugno alle ore 10.30 presso la Aula Seminari 4026 del DISMEQ, al IV piano dell'edificio U7, il prof. Georg Pflug della Università di Vienna terrà un seminario su Model uncertainty in option pricing: challenging the Black-Scholes formula Abstract It is well known that the validity of the Black-Scholes (BS) formula is restricted to the case, when the Market model is a geometric Brownian motion and therefore admits only one Martingale measure. We consider the situation, when the decision is made on the basis of an acceptability measure (the dual of a risk measure) and the market model is not exactly known, but it is known that it belongs to some ambiguity set of models. We demonstrate that in this case a nonzero bid-ask spread appears, even if the market model is close to the BS model. The bid-ask spread increases with the degree of model uncertainty, but decreases with the acceptability level. The results are based on a duality theorem for ambiguous decisions. Tutti gli interessati sono invitati a partecipare. -- Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Corso in Trasferimento delle Tecnologie Matematiche per l'Innovazione
by Maurizio Ceseri 31 May '19

31 May '19

A tutti gli interessati segnaliamo che lo Sportello Matematico per l’Innovazione e le Imprese <https://www.sportellomatematico.it/SMII/> sta organizzando un corso in Trasferimento delle Tecnologie Matematiche che avrà luogo in modalità intensiva durante cinque giornate dal 29 luglio al 2 agosto 2019 presso l’Istituto per le Applicazioni del Calcolo del CNR. 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. Il numero massimo di partecipanti è 20, selezionati sulla base del curriculum, di una lettera di autopresentazione e di un colloquio motivazionale. Le domande di partecipazione possono essere presentate entro il 30 Giugno 2019. Invitiamo a presentare domanda anche chi, alla data del 30 Giugno, non possieda la laurea, ma discuterà la tesi entro l’inizio del corso. Data e luogo dei colloqui per la selezione verranno comunicati dopo la scadenza. Per informazioni: www.corsotraduttoretecnologico.it <https://maurizio-ceseri-dot-yamm-track.appspot.com/Redirect?ukey=1pkvocDW8g…> info(a)sportellomatematico.it 0649937369/59 Per ulteriori informazioni non esitare a contattarci, Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico CONTENUTI DEL CORSO Tecnologie Matematiche: cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. Trasferimento Tecnologico: contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. Gestione dell'Innovazione: concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale Sistemi di Supporto alle Decisioni e Ricerca Operativa: abilitare il potenziale delle Tecnologie Matematiche nel Management. Attori e Strutture Organizzative: Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. SBOCCHI E OPPORTUNITÀ PROFESSIONALI Area Ricerca e Innovazione presso imprese manifatturiere e di servizi Trasferimento Tecnologico e Valorizzazione della Ricerca presso Università e Centri di Ricerca Tirocini formativi presso il progetto Sportello Matematico (IAC-CNR) Partecipazione a Progetti Europei (H2020) su Tecnologie Matematiche per l’Innovazione Maurizio Ceseri Sportello Matematico per l'Industria Italiana 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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Open post-doc position at Géoazur in collaboration with Inria, at Sophia Antipolis, France
by Marco Romito 29 May '19

29 May '19

---------------------------------------------------------------------------------------------------------------------------------- /Open post-doc position at Géoazur in collaboration with Inria, at Sophia Antipolis, France, in the research area: Curvilinear network detection on satellite images using AI, stochastic models and deep learning. // //// //Submission deadline June 30th, 2019 // /---------------------------------------------------------------------------------------------------------------------------------- Open Position for a post-doc scientist at Géoazur (https://geoazur.oca.eu/fr/acc-geoazur) in collaboration with Inria (https://www.inria.fr/en/centre/sophia) at Sophia Antipolis (Nice region), France, in the area of Computer Vision, Deep Learning and Remote Sensing applied to curvilinear detection on both optical and SAR satellite images (project abstract below). Both Geoazur and Inria Sophia Antipolis are ideally located in the heart of the French Riviera, inside the multi-cultural silicon valley of Europe (ie. Sophia-Antipolis, see https://en.wikipedia.org/wiki/Sophia_Antipolis) This position is funded by University Côte d'Azur (UCA, see http://univ-cotedazur.fr/en#.XOforoWTpT4) Duration: 18 months Starting date: between september 1st and November 1st 2019. Salary: gross salary per month 3000 EUR (ie. approximately 2400 EUR net) Please see full announcement https://faultsrgems.oca.eu/images/FAULT/News/Post-doc_offer-AI-ManighettiZe…, or onhttps://euraxess.ec.europa.eu/jobs/411481 *Candidate profile* Strong academic backgrounds in Stochastic Modeling, Deep Learning, Computer Vision, Remote Sensing and Parallel Programming with GPUs and/or multicore CPUs. A decent knowledge of Earth and telluric features (especially faults) will be appreciated. To apply, please email a full application to both Isabelle Manighetti (manighetti(a)geoazur.unice.fr) and Josiane Zerubia (josiane.Zerubia(a)inria.fr) indicating “UCA-AI-post-doc” in the e-mail subject. The application should contain: * a motivation letter demonstrating motivation, academic strengths and related experience to this position. * CV including publication list * at least two major publications in pdf * minimum 2 reference letters *Project abstract* Curvilinear structure networks are widespread in both nature and anthropogenic systems, ranging from angiography, earth and environment sciences, to biology and anthropogenic activities. Recovering the existence and architecture of these curvilinear networks is an essential and fundamental task in all the related domains. At present, there has been an explosion of image data documenting these curvilinear structure networks. Therefore, it is of upmost importance to develop numerical approaches that may assist us efficiently to automatically extract curvilinear networks from image data. In recent years, a bulk of works have been proposed to extract curvilinear networks. However, automated and high-quality curvilinear network extraction is still a challenging task nowadays. This is mainly due to the network shape complexity, low-contrast in images, and high annotation cost for training data. To address the problems aroused by these difficulties, this project intends to develop a novel, minimally-supervised curvilinear network extraction method by combining deep neural networks with active learning, where the deep neural networks are employed to automatically learn hierarchical and data-driven features of curvilinear networks, and the active learning is exploited to achieve high-quality extraction using as few annotations as possible. Furthermore, composite and hierarchical heuristic rules will be designed to constrain the geometry of curvilinear structures and guide the curvilinear graph growing. The proposed approach will be tested and validated on extraction of tectonic fractures and faults from a dense collection of satellite and aerial data and “ground truth” available at the Géoazur laboratory in the framework of the Faults_R_Gems project co-funded by the University Côte d’Azur (UCA) and the French National Research Agency (ANR). Then we intend to apply the new automatic extraction approaches to other scenarios, as road extraction in remote sensing images of the Nice region, and blood vessel extraction in available medical image databases. phone: +33 4 92 38 78 65, fax: +33 4 92 38 78 58 email: Josiane.Zerubia(a)inria.fr web: http://www-sop.inria.fr/members/Josiane.Zerubia/index-eng.html -- Josiane Zerubia INRIA Sophia-Antipolis Méditerranée BP 93, 2004 Route des Lucioles 06902 Sophia-Antipolis Cedex - France

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PhD position in Madrid
by Alessandra Micheletti 29 May '19

29 May '19

Ricevo ed inoltro questa informazione, scusandomi per invii multipli -------------------- Applications are invited for a PhD position in applied mathematics at the Department of Mathematics of the Universidad Carlos III de Madrid (UC3M): - Application deadline *June 16**th**, 2019* - Starting on September 1st, 2019 (or as soon as possible thereafter) - Gross annual salary 15540 € (initial) - One year contract, extensible to up to 3 years and a half. The PhD project consists in developing novel algorithms for Probabilistic (aka Stochastic) Domain Decomposition (PDD), as well as helping in the coding of a C++/MPI library for PDD. The work load of the selected candidate will be equally split between both tasks. The ultimate goal is to produce a large-scale proof of concept of the method and compete for the Gordon Bell Prize for Parallel Computing. There is also the possibility of teaching at the Engineering School of UC3M. This area of research lies in the overlap of stochastic calculus, numerical methods for PDEs, high-performance parallel computing and scientific software development. Candidates are expected to have a background in applied mathematics (specially PDEs and numerics), as well as in scientific programming. Knowledge of stochastic processes, experience in C++, Matlab and MPI, and/or previous research experience in applied maths are a definite plus. The selected candidate will be supervised during her/his PhD by Dr. Francisco Bernal. PhD is expected to take 3-4 years, and it is funded by the Talento Program of the Madrid Regional Government (Project 2018-T1/TIC-10914). Selection will take place based on academic excellence and suitability for the PhD position. Minimum qualifications are: an official university degree in Maths, Statistics, Physics, Computer Science or Engineering with at least 300 ECTS credits, and being fluent in spoken and written English (Spanish is a plus). Candidates must first be admitted in the PhD Program in Mathematical Enginnering <https://www.uc3m.es/ss/Satellite/Doctorado/en/Detalle/Estudio_C/14225881640…>, see full requirements below <https://www.uc3m.es/ss/Satellite/Doctorado/en/Detalle/Estudio_C/14225881640…> : https://www.uc3m.es/ss/Satellite/Doctorado/en/Detalle/Estudio_C/14225881640… This PhD Program sports an official quality distinction. UC3M is one of the leading Spanish public universities in a modern campus on the outskirts of Madrid; the Department of Mathematics hosts two thirds of the current Spanish SIAM Fellows. Applications are to be handled online below <http://portal.uc3m.es/portal/page/portal/inicio/universidad/empleo_universi…> (Ref. I01-1920): *http://portal.uc3m.es/portal/page/portal/inicio/universidad/empleo_universidad/personal_docente_e_investigador/contratos_predoc_proy_inv* <http://portal.uc3m.es/portal/page/portal/inicio/universidad/empleo_universi…> (Try flushing the cache or changing the browser if link does not load). Please write to franciscomanuel.bernal(a)uc3m.es for further inquiries or expression of interest (note the pending deadline). -- Francisco Bernal Universidad Carlos III de Madrid -- ------------------------------------ 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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Seminario Vlad Bally a Roma Tor Vergata
by Anna Vidotto 28 May '19

28 May '19

Dear all, I would like to announce the following talk that will be held on Friday June 7th 2019, at 4:30 PM, in Aula D’Antoni (1101) of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Vlad Bally (Université Paris-Est Marne-la-Vallée) Title: Convergence in Distribution Norms in the CLT and Application to Trigonometric Polynomials Abstract: Under some regularity condition on the random variables at hand, we prove convergence in distribution norms in the CLT and we also derive some local developments (Edgeworth expansions). We use these results in order to study the asymptotic behavior of the number of roots of trigonometric polynomials with random coefficients. — This talk is part of the activity of the MIUR Excellence Department Project CUP E83C18000100006 — Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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scuola di Ravello
by Marco Alessandro Fuhrman 27 May '19

27 May '19

A tutti gli interessati. Segnalo il sito internet http://www.dm.unibo.it/~ruggeri/Ravello_2019.html sulla Scuola di Fisica Matematica di Ravello. Molti argomenti sono di interesse per la nostra comunità scientifica. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext> -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

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School on "Mathematical and Computational Aspects of Machine Learning" at Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 27 May '19

27 May '19

The School on "Mathematical and Computational Aspects of Machine Learning" will take place at the Centro di Ricerca Matematica Ennio the Giorgi, Scuola Normale Superiore (Pisa) from October 7 to October 11, 2019. The call for registration and other information are available at http://crm.sns.it/event/451/ Deadline for registration: 31st August 2019. *Courses* The programme includes 5 minicourses of 6 hours each. - Jean Barbier (ICTP Trieste): Mean field theory of high-dimensional Bayesian inference - Philipp Grohs (University of Vienna): Approximation theory, Numerical Analysis and Deep Learning - Gabriel Peyré (ENS and CNRS, Paris): Optimal Transport for Data Science - Lars Ruthotto (Emory University): Numerical Methods for Deep Learning - Stefano Soatto (with Alessandro Achille) (UCLA): Representation Learning *Short communications* The programme will include also up to 12 short communications of 20 minutes each. When registering, each prospective participant who wishes to deliver a short communication is invited to submit the title and abstract of his/her talk together with a reference letter of his/her advisor or post-doc mentor. The reference letter should be sent directly by the letter writer by e-mail to: crm(a)crm.sns.it Deadline for application: 31st July 2019. *The Scientific Committee* Luigi Ambrosio (Scuola Normale Superiore) Michele Benzi (Scuola Normale Superiore) Pierluigi Contucci (Università di Bologna) Fabrizio Lillo (Università di Bologna) ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica Università di Bologna ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Milano Bicocca - Pavia - INdAM PhD program in Mathematics
by Francesco Caravenna 27 May '19

27 May '19

The Universities of Milano Bicocca and Pavia have a *joint PhD program in Mathematics*, with the contribution of INdAM: https://sites.google.com/view/jointphd/home The call for admissions 2019/20 is open, with deadline June 13, 2019 at 12:00 (noon) Italian time: (In English) https://www.unimib.it/unimib-international/phd/how-apply (In Italian) https://www.unimib.it/didattica/dottorato-ricerca/accedere-al-dottorato A total of 13 scholarships are available (6 by Milano Bicocca, 5 by Pavia, 2 by INdAM) in all areas of Mathematics, including Probability, Statistics and Mathematical Finance. Requisites: Applicants should have a Master Degree or obtain it before October 31, 2019 Duration of the program: 3 years Coordinator: Prof. Pierluigi Colli (http://www-dimat.unipv.it/pier/) A detailed description of the research topics carried out by the two participating departments is available at the respective websites: Department of Pure and Applied Mathematics at the University of Milano Bicocca http://www.matapp.unimib.it Department of Mathematics “F. Casorati” at the University of Pavia http://matematica.unipv.it

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(senza oggetto)
by Faggionato, Alessandra 26 May '19

26 May '19

Buongiorno, ricevo da Amine Asselah e con piacere inoltro. Saluti Alessandra ----------------------------------------------------------------- *1-year Postdoctoral position in Probability in Paris* We offer a 1-year postdoctoral position in Probability Theory beginning in the fall of 2019, and funded by the ANR grant SWiWS (from the french governement). All candidates with a background in Probability or Mathematical Physics, and interested in working on the mathematical aspects of polymer folding, interacting random walks and related topics, are encouraged to apply. The position is officially attached with Paris-Est, and collaboration is expected with members of the SWiWS project (see below). *Eligibility criteria:* Holding a PhD in Mathematics. *Deadlines:* 1st of July 2019 *Members of SWiWS project*: Amine Asselah, Quentin Berger, Francis Comets, Yueyun Hu, Julien Poisat, Bruno Schapira, Perla Sousi. *Contract details:* Funding will also be available to participate in scientific events related to the project. Research stays in Marseille and Cambridge are possible. Applications should be sent by email and include: a CV, a list of publications, a description of research project as well as 2 letters of recommendation. *Contact :* amine.asselah(a)u-pec.fr -- ************************************************* 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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Fwd: bando assegno di ricerca dal titolo " Ricerca Matematica"
by Stefano Bonaccorsi 24 May '19

24 May '19

Segnalo questa opportunità per un assegno presso il nostro dipartimento ---------- Messaggio inoltrato --------- Buonasera, vi comunico che è stato pubblicato il bando relativo all'assegno di ricerca dal titolo " Ricerca Matematica" . Lo potete trovare al seguente link: https://www.unitn.it/ateneo/bando/58101/dipartimento-di-matematica-avviso-d… Buon fine settimana. Lucia -- Lucia Osele Responsabile Staff Dipartimento di Matematica Via Sommarive, 14 <https://maps.google.com/?q=Via%0D%0ASommarive,+14+38123%0D%0ATrento&entry=g…> 38123 Trento <https://maps.google.com/?q=Via%0D%0ASommarive,+14+38123%0D%0ATrento&entry=g…> Tel. 0461 281508

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Three lectures on Algorithmic Game Theory
by Marco Scarsini 23 May '19

23 May '19

Professor Georgios Piliouras (Singapore University of Technology and Design) will give the following three lectures on "Frontiers in Algorithmic Game Theory" LUISS Viale Romania 32 00197 Roma Room 303 Monday May 27th, 2019, h16:00-17:30 Blockchain and Cryptocurrencies Cryptocurrencies have shown to be reliable payment platforms and gathered immense interest in recent years. At their core, though, cryptocurrencies are simply decentralized ledgers: a network of participants who agree upon protocol rules that describe how the ledger can be update and maintain consensus among all participants. Even if no individual participant in the network can be trusted, a combination of cryptography and game-theoretic incentives ensures that the network as a whole is reliable and can be trusted. The aim of the tutorial is to provide an introduction to cryptocurrencies, outlining their structure and design with a focus on the game theoretic elements. Tuesday May 28th, 2019, h11:00-12:30 Markets as Pendulums: The Physics of Learning in Games We review a recent thread of papers that explores connections between adaptive learning dynamics in games and ideas in classical mechanics: E.g. When can we prove that learning behavior in a game is periodic? Is there a notion of energy that is being preserved? What are the laws of motion for markets? We will bring together notions from physics such as Poincaré recurrence, Hamiltonians and energy conservation with standard game theoretic notions of Nash and coarse correlated equilibria. No background in physics is expected and the talk will be self-contained. Wednesday May 29th, 2019, h11:00-12:30 Onset of Chaos in Traffic Routing (and Beyond) We study both theoretically and experimentally a standard theoretical benchmark of game theory, non-atomic routing games. Several learning dynamics are classically known to equilibrate in this setting due to its connection to convex optimization. Nevertheless, as we will show if we keep upping the total demand in these systems, then they go through phase transitions and become formally chaotic. We provide both theoretical and experimental evidence about the robustness of this phenomenon. A new vocabulary emerges to describe this behavior, such as formal definitions of chaos. We will examine this new terminology and give several examples to make these notions more intuitive. Finally, we will also uncover new regularities in these chaotic systems. What type of order is hidden within chaos? ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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REMINDER - International Conference in Venice - CALL FOR PAPERS
by Monica Billio 22 May '19

22 May '19

CREDIT2019 <http://www.greta.it/credit/credit2019/credit2019.htm> *GRETA Associati* (Venice, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *Intesa Sanpaolo* (Milan, Italy) and *S&P Global Market Intelligence* (London, UK) are co-sponsors of a Conference to be held in Venice on September 26-27, 2019. The objective of the Conference is to bring together academics, practitioners and Ph.D. 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 atmospheric events and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* (Milan, Italy) and the *Joint Research Center, European Commission* (Ispra, Italy), is the *eighteenth *of a series dedicated to various aspects of credit risk. //The adoption of the Paris Agreement on climate change and the UN 2030 Agenda for Sustainable Development marks a historical international commitment to the objective of a more sustainable economy and society. How to mobilise the necessary financing for green and sustainable investments is thus a primary need. // //Meanwhile, Regulators are discussing about a green-supporting or a brown-penalising factor since they want to make sure financial institutions are prepared. It is to find the way to support sustainable investments but it is primarily a discussion about credit risk.// //The banking and insurance industries and more in general the financial sector has to develop new asset management strategies and to adjust their credit allocation practices to cope with these new challenges and take advantage of the new opportunities. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design adapted policy tools. ////////// The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Analysis of climate change effects on companies’ creditworthiness, in terms of risk exposure and possible loss of business continuity; understanding on how to integrate the environmental risk and opportunities of banks’ or insurers’ counterparties in the credit process * Development of metrics for climate-related financial risks and investments opportunities; definition of an EU environmental and climate change (ECC) risk categorising system by economic sectors/sub-sectors for ECC screening to provide a sound and reliable basis for setting high-level policies for credit protection and allocation * Analysis of the climate change impact on the insurance sector and on the development of non-life and reinsurance products for the corporate and retail segments Analysis of climate-aligned developments in the financial markets (e.g. green bonds) and opportunities for financial institutions in fostering the low-carbon transition * Transmission channels of climate-related shocks from the real economy to financial institutions’ portfolios and amplification mechanisms of climate-related shocks through credit chains * Assessment of the potential impact of green financial policies, including climate-aligned monetary policies and macroprudential regulation * Big data and artificial intelligence to assess and manage the corporate exposures to climate change factors. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle *(New York University, Stern Business School), *Andreas Hoepner* (University College Dublin), *Irene Monasterolo* (Wirtschaftsuniversität Wien, Vienna) and *Til Schuermann *(Oliver Wyman, New York). The Conference will also feature a panel discussion on researchers', practitioners' and policy makers’ views of the major outstanding problems. Sponsors** *GRETA* <http://www.greta.it/> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> S&P Global Market Intelligence <https://www.spglobal.com/marketintelligence/en/> Auspices** ** <http://www.abi.it/Pagine/default.aspx> *Ca' Foscari - Economics Department* <http://www.unive.it/pag/16892> *ABI* <http://www.abi.it/Pagine/default.aspx> AIAF <https://www.aiaf.it/> *JCR - European Commission <https://ec.europa.eu/jrc/en> * ** <https://ec.europa.eu/jrc/en> ** <http://www.abi.it/Pagine/default.aspx> * * The first panel session is already confirmed and it will involve: _Moderator:_ *Francesca Campolongo* (Joint Research Center, European Commission - TBC) *Sergio Nicoletti Altimari* (Director General Macroprudential Policy and Financial Stability at the European Central Bank) *Mattia Romani *(Managing Director for Economics, Policy and Governance at the European Bank for Reconstruction and Development) *Nancy Saich* (Managerial Adviser on Climate and Environment at the European Investment Bank) *Manuela Zweimueller* (Head of Policy Department at the European Insurance and Occupational Pensions Authority) *Mario Nava* (Director Horizontal Policies, European Commission) will contribute with a video message _ _ The Scientific Committee consists of: *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) *Stefano Battiston* (University of Zurich) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Francesca Campolongo* (Joint Research Center, European Commission) *Robert Engle *(New York University, Stern Business School) *Thomas Heller *(Climate Policy Initiative & Stanford University) *Andreas Hoepner* (University College Dublin) * Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Stephen Schaefer* (London Business School) *Cristiano Zazzara* (S&P Global Market Intelligence) *CALL FOR PAPERS* Those wishing to present a paper at the Conference should submit by *May 31, 2019*, to the address given below (preferably in electronic format). Please, indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2019*. The final version of accepted papers must be received by August 31, 2019. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 e-mail: credit(a)greta.it <mailto:credit@greta.it> *IMPORTANT DATES* May 31, 2019: Papers submission deadline June 30, 2019: Paper acceptance notification August 31, 2019: Deadline for sending final version of accepted papers More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2019/credit2019.htm ** -- Nota automatica aggiunta dal sistema di posta.

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Spring Colloquium in Padova (28th May 2019)
by Giorgia Callegaro 22 May '19

22 May '19

Dear all, we invite you to the Spring Colloquium on Probability and Finance https://events.math.unipd.it/SpringColloquium/ which will take place next week, the 28th May 2019, in Padova, Torre Archimede, room 2BC60, from 10.30 to 13.30. This colloquium is part of the research project *Information in Financial Markets: A Probabilistic Perspective*, funded by the Europlace Institute of Finance, an initiative of the Louis Bachelier Institute. We kindly ask to interested people who will join us to send an e-mail either to "fontana at math.unipd.it" or to "gcallega at math.unipd.it". Have a nice afternoon, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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seminario probabilità statistica matematica sapienza
by Piccioni, Mauro 22 May '19

22 May '19

Il 28 maggio alle ore 14 in Aula di Consiglio del Dipartimento di Matematica, Sapienza Università di Roma di terrà il seguente seminario di Probabilità e Statistica Matematica: GERARD LETAC, IMT, Université Paul Sabatier, Toulouse, France MULTIVARIATE RECIPROCAL INVERSE GAUSSIAN DISTRIBUTIONS: THE SURPRISING INTEGRALS OF SUPERSYMMETRY Abstract If $W=(w_{ij})_{1\leq i,j\leq n}\)$ is a symmetric matrix with $w_{ij}\geq 0$ and zero diagonal, consider the matrix $M_x=2\mathrm{diag}(x_1,\ldots,x_n)-W$ and the set $C_W$ of $x\in \mathbb{R}^n$ such that $M_x$ is positive definite. Physicists and probabilists have considered in the last ten years several integrals equivalent to $\int_{C_W}\exp(-a^*M_xa-b^*M_x^{-1}b)(\det M_x)^{q-1}dx$. According to the properties of the undirected graph $G$ associated to $W$ with vertices $1,\ldots,n$ and edges $(i,j)$ such that $w_{ij}\neq 0$, we compute some of these integrals and we study the corresponding exponential families on $\mathbb{R}^n$ with many attractive properties.

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Final call "YUIMA Summer School". Free admission for students. Brixen (IT) 25-28 June 2019. Registration extended.
by stefano iacus 22 May '19

22 May '19

The first YUIMA Summer School on Computational and Statistical Methods for Stochastic Process & Third Yuima Workshop* This 4 days course aims at introducing researchers, PhD students and practitioners to several aspects of modern numerical and statistical analysis of time series through the R language and, in particular, the YUIMA package. The course covers topics of R programming, time series data handling, simulation and numerical analysis for several types of statistical models including: point processes, Hawkes processes,stochastic differential equations driven by Brownian motion with or without jumps, fractional Brownian motionand Lévy processes. *Program to be announced, by invitation only Who can benefit? Stochastic differential equations, with or without jumps, are nowadays used as statistical models in many contexts, including but not limited to, finance, insurance, phylogenetics, genomics, political analysis, economics,migration flow analysis,social network analysis, and more. They are continuous-time models fitted on discrete sampled data. Point processes, like Compound Poisson and Hawkes processes are used in Limit Order Book (LOB) analysis in trading and finance, as well as in the analysis of rainfalls in meteorology or in earthquakes analysis in seismology. Jump and Lèvy processes extends many of the above models to a variety of statistical distributions that are able to capture stylised facts about real time series. Last, but not least, fractional processes are typical tools of climate change studies. Although the course could not cover all of the above applications, the participants can benefit from understanding the simulation and estimation techniques for these classes of stochastic process and apply to their own research field with the help of the faculties of this summer school. Students are admitted for free! But we have a limited number of slots, register soon! Due to high requests, registration has been extended to May 31st 2019. Hurry up! Where & When? 25-28 June 2019, Brixen-Bressanone, Italy https://yuimaproject.com/yss2019/ <https://yuimaproject.com/yss2019/> ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

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Seminar and lectures of Otavio Menezes in Roma1
by Faggionato, Alessandra 22 May '19

22 May '19

Buongiorno, la prossima settimana abbiamo ospite del Dipartimento il Dr. Otavio Menezes dell'Universita' di Lisbona, che terra' un seminario e due lezioni sul metodo di entropia per sistemi di particelle. Le lezioni sono pensate anche per studenti di dottorato. Sotto trovate i dettagli. Grazie Buona Giornata Alessandra *(A) Seminar* Monday 27 May, 16:00 Aula di Consiglio, Department of Mathematics, University La Sapienza Speaker: Otavio Menezes (Univsersity of Lisbon) Title: Relative entropy and scaling limits of interacting particle systems Abstract: We obtain product approximations to the law of particle systems with exclusion and Glauber dynamics in finite volume, by establishing a bound on the relative entropy between the law of the system and the product measure. As applications of the entropy estimate we obtain the scaling limits of the density fluctuation fields close of equilibrium and bounds on the speed of convergence of the hydrodynamic limit. Joint work with Milton Jara. *(B) Minicourse* When: Tuesday 28 May, 15:00-17:00 and Wednesday 29 May, 14:00-16:00. Where: Room B, Department of Mathematics, La Sapienza Speaker: Otavio Menezes (Univsersity of Lisbon) Title: Relative entropy and scaling limits of interacting particle systems Abstract: The relative entropy method was developed by H.T. Yau in the 90’s to study the hydrodynamics of the Ginzburg-Landau model, and then adapted to several different dynamics. In this course we present the Relative Entropy Method of Yau in the context of general continuous time Markov chains, as well as recent progress in the setting of exclusion and Glauber dynamics. References: Funaki, T. Hydrodynamic Limit for Exclusion Processes, Communications in Mathematics and Statistics (2018) 6:417–480 Jara, M. and Menezes, O. Non-equilibrium fluctuations for a reaction-diffusion model via relative entropy, arXiv:1810.03418 Jara, M. and Menezes, O. Non-equilibrium Fluctuations of Interacting Particle Systems, arxiv.810.09526 ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario su Machine Learning presso l'Università di Roma Tre
by Francesco Cesarone 20 May '19

20 May '19

Cari Colleghi, il 24 Maggio 2019 dalle 10:30 alle 12:30 (Aula 10, Dipartimento di Economia Aziendale - Università Roma Tre, Via Silvio D'Amico, 77 -00145, Roma), la Dott.ssa Francesca Perino, Application Engineer presso MathWorks , terrà un seminario su "Machine Learning con MATLAB per la Finanza Quantitativa" (in allegato il flyer). La frequenza del seminario è gratuita. Cordialmente, Francesco Cesarone -- Video - Quantitative Finance Workshop 2018 - Uniroma3 <https://www.youtube.com/watch?v=-DrAdCK8ht8&feature=youtu.be> http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Dipartimento di Economia Aziendale Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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Extended Submission Deadline for Vienna Congress on Math. Finance, Sept. 9-11 (fwd)
by Tiziano Vargiolu 17 May '19

17 May '19

---------- Forwarded message ---------- Date: Thu, 16 May 2019 16:35:58 +0200 From: Uwe Schmock <schmock(a)fam.tuwien.ac.at> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Extended Submission Deadline for Vienna Congress on Math. Finance, Sept. 9-11 ----------------------------------------------------- Vienna Congress on Mathematical Finance (VCMF 2019) Mon-Wed, September 9-11, 2019 VCMF Educational Workshop Thu-Fri, September 12-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ ----------------------------------------------------- ***UPDATE:*** Due to spring break in connection with Easter holidays, the submission deadline for contributed talks & posters is extended until Saturday, May 18, 2019. Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest). Submission and Registration: https://fam.tuwien.ac.at/vcmf2019/registration.php ----------------------------------------------------- The second Vienna Congress on Mathematical Finance (VCMF 2019) will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Computational Methods and Machine Learning - Credit Risk and Systemic Risk - Limit Order Book and High Frequency Trading - Markets with Frictions and Large Trader Models - New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization) - Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation) - Robust Finance - Stochastic and Rough Volatility The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations. For further information including details on plenary and invited speakers invited see the conference homepage at https://fam.tuwien.ac.at/vcmf2019/ Early registration is possible until June 30, 2019. We are looking forward to meeting you in September in Vienna! With kind regards from the VCMF 2019 organisers, Mathias Beiglb?ck, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock ----------------------------------------------------- Location: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Vienna - Vienna University of Economics & Business TU Wien - Vienna University of Technology University of Vienna Wolfgang Pauli Institute (WPI) Vienna Gold Sponsor: Raiffeisen Bank International (further sponsors are welcome) Plenary Speakers... at the Congress: - Beatrice Acciaio (London School of Economics) - Bruno Bouchard (Universit? Paris-Dauphine) - Fred Espen Benth (University of Oslo) - Christa Cuchiero (WU Vienna) - Paul Embrechts (ETH Zurich) - Antoine Jacquier (Imperial College London) - Sebastian Jaimungal (University of Toronto) at the Educational Workshop: - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Huy?n Pham (University Paris VII Diderot) - Josef Teichmann (ETH Zurich) - Luitgard A. M. Veraart (London School of Economics) Invited Speakers at the Congress: - Emmanuel Bacry (Ecole Polytechnique and Universit? Paris-Dauphine) - Peter Bank (TU Berlin) - Damir Filipovic (L'Ecole Polytechnique F?d?rale de Lausanne) - Kathrin Glau (Queen Mary University of London) - Archil Gulisashvili (Ohio University) - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Nikolaus Hautsch (University of Vienna) - Blanka Horvath (King's College and Imperial College London) - Ying Jiao (Universit? Claude Bernard Lyon 1) - Sigrid K?llblad (KTH Royal Institute of Technology) - Eyal Neuman (Imperial College London) - Marcel Nutz (Columbia University) - Nizar Touzi (Ecole Polytechnique) - Luitgard A. M. Veraart (London School of Economics) https://fam.tuwien.ac.at/vcmf2019/speakers.php Additionally on the first day of the congress there will be a panel discussion with the title: "The big data revolution in mathematical finance" Panellists: - Nikolaus Hautsch Professor of Finance and Statistics of University of Vienna - Jonas Hirz Boston Consulting Group (BCG) and Head of the Data Science Section of the Actuarial Association of Austria (AV?) - further Panellists t.b.a. Moderator: - Josef Teichmann Full Professor of Financial Mathematics, ETH Z?rich For further details see the program: https://fam.tuwien.ac.at/vcmf2019/program.php Important dates and deadlines: Submission: The call for contributed talks & posters is open until May 18, 2019. Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest). Registration: Early registration is possible until June 30, 2019. Registration is possible until August 15, 2019. Submission and Registration: https://fam.tuwien.ac.at/vcmf2019/registration.php CPD: The attendance at VCMF 2019 (full week, Sept. 9-13, 2019) may qualify for up to 30 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2019. 18 CPD credits for VCMF Congress (Sep 9-11) and 12 CPD credits for VCMF Educational Workshop (Sep 12-13). VCMF 2019 is accredited by the AV? - Actuarial Assoc. of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2019(a)fam.tuwien.ac.at --- "Le congr?s danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne?s famous words at the Congress of Vienna (1814-1815) ----------------------------------------------------- Edit VORLAGE Engl. Text und langer Info-Anhang ----------------------------------------------------- Vienna Congress on Mathematical Finance (VCMF 2019) Mon-Wed, September 9-11, 2019 VCMF Educational Workshop Thu-Fri, September 12-13, 2019 https://fam.tuwien.ac.at/vcmf2019/ ----------------------------------------------------- The second Vienna Congress on Mathematical Finance (VCMF 2019) will be held from September 9-11, 2019, once again at the new campus of WU Vienna. The conference will bring together leading experts from various fields of Mathematical Finance such as: - Computational Methods and Machine Learning - Credit Risk and Systemic Risk - Limit Order Book and High Frequency Trading - Markets with Frictions and Large Trader Models - New Financial Markets (Cryptocurrencies, Electricity, Energy, Securitization) - Risk Measures and Optimization (Portfolio Optimisation, Risk Allocation, Risk Aggregation) - Robust Finance - Stochastic and Rough Volatility The conference program will feature plenary lectures, parallel sessions with invited and contributed talks as well as poster sessions. Moreover, there will be an attractive social program. The conference is followed by a two-day Educational Workshop on September 12 and 13, 2019, with lectures by internationally recognized experts that will be a great learning opportunity in particular for younger scientists. The VCMF 2019 follows the successful previous edition, VCMF 2016, with 240 attendees, 83 talks and 28 poster presentations. For further information including details on plenary and invited speakers invited see the conference homepage at https://fam.tuwien.ac.at/vcmf2019/ The call for contributed talks & posters is open until May 18, 2019. Early registration is possible until June 30, 2019. https://fam.tuwien.ac.at/vcmf2019/registration.php We are looking forward to meeting you in September in Vienna! With kind regards from the VCMF 2019 organisers, Mathias Beiglb?ck, R?diger Frey, Stefan Gerhold, Friedrich Hubalek, Irene Klein, Thorsten Rheinl?nder, Birgit Rudloff, Walter Schachermayer, Uwe Schmock ----------------------------------------------------- Location: Campus of WU Wien Welthandelsplatz 1, 1020 Vienna/Wien, Austria Organized by: WU Vienna - Vienna University of Economics & Business TU Wien - Vienna University of Technology University of Vienna Wolfgang Pauli Institute (WPI) Vienna Gold Sponsor: Raiffeisen Bank International (further sponsors are welcome) Plenary Speakers... at the Congress: - Beatrice Acciaio (London School of Economics) - Bruno Bouchard (Universit? Paris-Dauphine) - Fred Espen Benth (University of Oslo) - Christa Cuchiero (WU Vienna) - Paul Embrechts (ETH Zurich) - Antoine Jacquier (Imperial College London) - Sebastian Jaimungal (University of Toronto) at the Educational Workshop: - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Huy?n Pham (University Paris VII Diderot) - Josef Teichmann (ETH Zurich) - Luitgard A. M. Veraart (London School of Economics) Invited Speakers at the Congress: - Emmanuel Bacry (Ecole Polytechnique and Universit? Paris-Dauphine) - Peter Bank (TU Berlin) - Damir Filipovic (L'Ecole Polytechnique F?d?rale de Lausanne) - Kathrin Glau (Queen Mary University of London) - Archil Gulisashvili (Ohio University) - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.) - Nikolaus Hautsch (University of Vienna) - Blanka Horvath (King's College and Imperial College London) - Ying Jiao (Universit? Claude Bernard Lyon 1) - Sigrid K?llblad (KTH Royal Institute of Technology) - Eyal Neuman (Imperial College London) - Marcel Nutz (Columbia University) - Nizar Touzi (Ecole Polytechnique) - Luitgard A. M. Veraart (London School of Economics) https://fam.tuwien.ac.at/vcmf2019/speakers.php Additionally on the first day of the congress there will be a panel discussion with the title: "The big data revolution in mathematical finance" Panellists: - Nikolaus Hautsch Professor of Finance and Statistics of University of Vienna - Jonas Hirz Boston Consulting Group (BCG) and Head of the Data Science Section of the Actuarial Association of Austria (AV?) - further Panellists t.b.a. Moderator: - Josef Teichmann Full Professor of Financial Mathematics, ETH Z?rich For further details see the program: https://fam.tuwien.ac.at/vcmf2019/program.php Important dates and deadlines: Submission: The call for contributed talks & posters is open until May 18, 2019. Acceptance/rejection letters will be sent end of May 2019 (June 7, 2019 at the latest). Registration: Early registration is possible until June 30, 2019. Registration is possible until August 15, 2019. Submission and Registration: https://fam.tuwien.ac.at/vcmf2019/registration.php CPD: The attendance at VCMF 2019 (full week, Sept. 9-13, 2019) may qualify for up to 30 CPD credits for those delegates whose national actuarial organization's CPD requirements recognize VCMF 2019. 18 CPD credits for VCMF Congress (Sep 9-11) and 12 CPD credits for VCMF Educational Workshop (Sep 12-13). VCMF 2019 is accredited by the AV? - Actuarial Assoc. of Austria. For any requests, do not hesitate to write an e-mail to the conference & workshop secretariat: vcmf2019(a)fam.tuwien.ac.at --- "Le congr?s danse beaucoup, mais il ne marche pas." ("The congress does not move forward, it dances.") Prince Charles de Ligne?s famous words at the Congress of Vienna (1814-1815) -----------------------------------------------------

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8 PhD scholarships in Statistical Sciences – University of Padova, Italy – NEW DEADLINE May 21, 2019, 1 pm (CEST)
by Patrizia Piacentini - PhD 17 May '19

17 May '19

Eight PhD scholarships (6 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2019*). ** *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2019). Admission is decided on the basis of qualifications only and does not require an entry examination.** *Award* The award will be for three years and it will be subject to satisfactory progress. The annual grant is of euros *18,052.04* (gross amount). This is an increased scholarship with respect to the standard University of Padova scholarship of euros 15,343.28. The additional amount of euros *2,708.76* is funded by the Department of Statistical Sciences "Department of Excellence" grant, financed by the Italian Ministry of Education, Universities and Research (MIUR). ** *How to apply* The call is published *(new deadline May 21, 1 pm CEST)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template *CV_XXXV*available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. ** *Applications are only accepted online using the link indicated in the call* See http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Patrizia Piacentini on behalf of prof. Massimiliano Caporin Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting * -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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Concorso RTD-B a Milano Bicocca - MAT/06
by Francesco Caravenna 17 May '19

17 May '19

----------------------------------------------------------------------------- Concorso per un posto RTD-B a Milano Bicocca - MAT/06 ----------------------------------------------------------------------------- È stato bandito un posto RTD-B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca. Il bando si trova alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/rtdb-dr-n-17788-del-1742019 La scadenza per la presentazione delle domande è il 9 giugno 2019. Si prega di dare la massima diffusione presso tutti gli interessati. _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Seminario dipartimentale di Vittoria Silvestri a Roma1
by Faggionato, Alessandra 17 May '19

17 May '19

Lunedì 20 maggio alle ore 14:30 in Aula di Consiglio si terrà il seminario dipartimentale della D.ssa Vittoria Silvestri che è recentemente risultata vincitrice della procedura valutativa di chiamata a RTD-A nel SSD MAT/06. Speaker: Vittoria Silvestri (Research Fellow in Mathematics, University of Cambridge) Titolo: Fluctuations and mixing for random growth models Abstract *Obtaining a rigorous understanding of the formation of complex patterns in nature is a long-standing problem, which has motivated the introduction of several probabilistic models in the Mathematics and Physics literature. In this talk I will present some of these models, both discrete and continuous, discussing asymptotic behavior, fluctuations and mixing and presenting results obtained in collaboration with L. Levine, J. Norris and A. Turner.* -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario: Yosi Rinott su Privacy in data dissemination, differential privacy, and adaptivity,
by Antonio Pievatolo 16 May '19

16 May '19

Giovedì 23 maggio alle 14:30, presso il CNR-IMATI, in via A. Corti, 12, Milano, Aula A, si terrà il seguente seminario: Speaker: Yosi Rinott, The Hebrew University. Title: Privacy in data dissemination, differential privacy, and adaptivity. Abstract: I will demonstrate privacy issues that arise when an agency, for example ISTAT or a hospital, disseminates data such as a sample from some population or experimental results to the public or to other agencies. Various methods used by statisticians to assess the disclosure risk, and to decrease it will be briefly reviewed (e.g., Dalenius 1977). In general, such methods depend on scenarios regarding potential intruders, such as the intruder’s prior knowledge about the sample or the population. Differential Privacy (Dwork, McSherry, Nissim and Smith2006) is an approach that avoids the need to consider such scenarios, and guarantees a well-defined notion of privacy by adding noise to all released data. I will describe some basic results on differential privacy with some discussion of its application to the release of contingency tables (Dwork and Roth 2014, Rinott, O’Keefe, Shlomo, and Skinner 2018). Ongoing work on data analysis that takes the added noise into account will be discussed. An attempt to use ideas from differential privacy to control adaptive hypotheses testing or estimation will be described. Here, “adaptive” means choosing the hypotheses to be tested after peeking (snooping) at the data, which is a major problem in data mining, and probably explains in part why so many contradictory finding appear in medical journals. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101 ph. +39 02 23699 520

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Fwd: Lisbon summer school
by Cristian Giardina 16 May '19

16 May '19

Ricevo ed inoltro. ---------- Forwarded message --------- From: Patricia Goncalves <patricia.goncalves(a)math.tecnico.ulisboa.pt> Date: Wed, May 15, 2019 at 5:41 PM Subject: Lisbon summer school To: Nicolas Perkowski <perkowsk(a)math.hu-berlin.de>, Marielle Simon < marielle.simon(a)inria.fr>, Jan Maas <jan.maas(a)ist.ac.at>, Bernardin Cedric < Cedric.BERNARDIN(a)unice.fr>, Grosskinsky, Stefan < S.W.Grosskinsky(a)warwick.ac.uk>, Stefano OLLA <olla(a)ceremade.dauphine.fr>, Giota B <panbirba(a)gmail.com>, Dimitrios Tsagkarogiannis <dtsagkaro(a)gmail.com>, Cristian Giardina <cristian.giardina(a)unimore.it>, < toninelli(a)ceremade.dauphine.fr>, Alessandra Faggionato < faggiona(a)mat.uniroma1.it>, Anna De Masi <anna.demasi(a)gmail.com>, Jonathon Peterson <peterson(a)purdue.edu>, Hendrik Weber <hendrik.weber(a)warwick.ac.uk>, Joe P. Chen <joe.p.chen(a)gmail.com> Dear colleagues Could you please spread the announcement below? many thanks! Patricia -------- Forwarded Message -------- Subject: Lisbon summer school Date: Mon, 13 May 2019 14:08:17 +0100 From: Gustavo Granja <ggranja(a)math.ist.utl.pt> <ggranja(a)math.ist.utl.pt> To: diaconisatmath Diaconis <diaconisatmath(a)gmail.com> <diaconisatmath(a)gmail.com>, Perla Sousi <p.sousi(a)statslab.cam.ac.uk> <p.sousi(a)statslab.cam.ac.uk>, Evita Nestoridi <exn(a)princeton.edu> <exn(a)princeton.edu> CC: Teresa Burnay <tburnay(a)gulbenkian.pt> <tburnay(a)gulbenkian.pt>, Orlando Neto <orlando60(a)gmail.com> <orlando60(a)gmail.com>, Jose Miguel Urbano <jmurb(a)mat.uc.pt> <jmurb(a)mat.uc.pt>, José Ferreira Alves <jfalves(a)fc.up.pt> <jfalves(a)fc.up.pt> Dear lecturers, 1. The summer school now has a webpage: https://www.math.tecnico.ulisboa.pt/talentos/school2019/index.html Please let us know if you find any mistakes or would like us to make any changes. A tentative schedule is up at https://www.math.tecnico.ulisboa.pt/talentos/school2019/tentativeschedule.h… Again, please let us know if you would like us to make any changes. 2. Lisbon has become a very touristy city so it is quite hard to make hotel reservations in the Summer. Could you please write to Teresa Burnay (email above) as soon as possible and give her your arrival and departure dates? It is ok if these are still tentative as reservations can be changed at a later date if needed. 3. We will announce the school on two probability lists ( Women.in.Prob(a)gmail.com, APPLIEDPROB(a)JISCMAIL.AC.UK) with the email appended at the end of this message. Any help you can provide on spreading the word will be much appreciated. Best, Gustavo ———————— Dear colleagues, A summer school on Probability aimed at ***undergraduate students*** sponsored by the Gulbenkian Foundation will take place in Lisbon from September 2 to 6, 2019. It will consist of three 5 hour courses by Persi Diaconis, Evita Nestoridi and Perla Sousi. Participants are only required to be familiar with linear algebra and multi-variable calculus. More information can be found at https://www.math.tecnico.ulisboa.pt/talentos/school2019/ The Gulbenkian Foundation will provide a limited number of 500 euro grants to support the travel and accommodation expenses of foreign participants. The webpage above contains instructions on how to apply for funding. The deadline is June 23rd. If you have students who might profit from this summer school we would appreciate it if you could pass this information on to them. On behalf of the organising committee, Gustavo Granja

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Seminario Luis GIL-ALANA @ UniTo
by Elvira Di Nardo 16 May '19

16 May '19

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Mercoledì 22 Maggio 2019, alle ore 11:30, presso il Dipartimento di Matematica "G.Peano" (via Carlo Alberto 10, Torino), si terrà il seguente seminario (Aula 5): Luis GIL-ALANA (Navarra University) Title: LONG MEMORY AND FRACTIONAL INTEGRATION. AN OVERVIEW Abstract We present two definitions of long memory and focus on a particular model that satisfies this property which is called fractional integration. Alternative fractionally integrated models dealing with issues such as seasonality, structural breaks, cycliclity and non-linerities are presented and several estimation and testing methods are proposed. A number of empirical applications will also be discussed at the end of the talk. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Elvira Di Nardo -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %------------------------------------------------------- <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> Mail priva di virus. www.avg.com <http://www.avg.com/email-signature?utm_medium=email&utm_source=link&utm_cam…> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

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Seminario di K. Mallick a Roma 1
by Faggionato, Alessandra 15 May '19

15 May '19

Buongiorno vi riporto l'annuncio per un seminario congiunto di Fisica Matematica e Probabilità a Roma La Sapienza (v. sotto). Saluti Alessandra ************************************************************************************* Mercoledì 22 Maggio, ore 16:00, Aula di Consiglio Dipartimento di Matematica, Sapienza Università di Roma Speaker: Kirone Mallick (Institut de Physique Théorique, Parigi) Title: Continuous-time Quantum Walks Abstract: Quantum analogs of classical random walks have been defined in quantum information theory as a useful concept to implement algorithms. Due to interference effects, statistical properties of quantum walks can drastically differ from their classical counterparts, leading to much faster computations. In this talk, we shall discuss various statistical properties of continuous-time quantum walks on a lattice, such as: survival properties of quantum particles in the presence of traps (i.e. a quantum generalization of the Donsker-Varadhan stretched exponential law), the growth of a quantum population in the presence of a source, quantum return probabilities and Loschmidt echoes. ************************************************* 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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Fwd: fostering (fwd)
by Tiziano Vargiolu 14 May '19

14 May '19

---------- Forwarded message ---------- Date: Tue, 14 May 2019 14:17:37 +0200 From: Paolo Foschi <foschip(a)gmail.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Caro Tiziano, potresti inoltrare nella mailing list RANDOM la locandina della giornata ?Fostering the interaction between academics and actuaries? organizzata a Bologna dal nostro dipartimento ed il DISES dell?Universit? di Salerno per luned? 20 maggio? Fostering the interaction between academics and actuaries A joint meeting with the UNISActuarial School 20 maggio 2019, ore 14-18 Dipartimento di Scienze Statistiche, AULA I Via delle Belle Arti 41, Bologna Interverranno ? Luca Ballestra, Universita? di Bologna ? Enrico Biffis, Imperial College of London (UK) ? Massimo Carassinu, CEO Italia Elipslife ?Gruppo Swiss Re ? Giampaolo Crenca, Presidente Consiglio Nazionale degli Attuari ? Valeria D?Amato, Universita? degli Studi di Salerno ? Roberto Roberti, Capo Vigilanza Prudenziale, IVASS ? Susanna Levantesi, Universita? degli Studi di Roma, La Sapienza ? Massimiliano Menzietti, Universita? della Calabria ? Giorgio Spedicato, Leitha?, Gruppo Unipol, Bologna Comitato organizzatore: Luca Ballestra, Cristina Bernini, Valeria D?Amato, Paolo Foschi, Fedele Greco, Susanna Levantesi, Massimiliano Menzietti, Marilena Sibillo Info: * Fedele Greco fedele.greco(a)unibo.it * Valeria D?Amato vdamato(a)unisa.it Grazie, Paolo Foschi ????? Foschi Paolo, Dip. di Scienze Statistiche, Univ. di Bologna

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de Finetti risk seminar - May 2019 - correction
by Emanuela Rosazza Gianin 14 May '19

14 May '19

> On behalf of the Scientific Committee of the de Finetti Risk Seminars, we >> are glad to invite you to participate at the following Lecture >> >> >> Samuel Cohen >> University of Oxford >> >> Title: Multi-armed bandits with uncertainty >> >> Abstract: >> Making good decisions based on estimates is difficult, but of clear >> importance in many applications. This is particularly the case when the >> decisions made will affect the information available in the future. >> Formally, this >> means that the filtration of our problem is not fixed in advance, but >> depends on >> the control used. >> We will consider the 'simplest' problem of this type, a multi-armed bandit >> problem, while taking account of uncertainty aversion. We will see that an >> extension of the classical Gittins' index approach is possible in this >> framework, >> despite many dynamic consistency issues. >> >> >> LOCATION: >> The seminar will be held on Tuesday (instead of Wednesday) May 28, at >> 18.00, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via >> C. Saldini 50, Milano >> <https://maps.google.com/?q=Via+C.+%0D%0ASaldini+50,+Milano&entry=gmail&sour…>. >> A light reception will take place at 17.45. >> >> >> Scientific Committee >> >> Prof. Simone Cerreia-Voglio (Univ. Bocconi) >> Prof. Marco Frittelli (Univ. degli Studi di Milano) >> Prof. Fabio Maccheroni (Univ. Bocconi) >> Prof. Marco Maggis (Univ. degli Studi di Milano) >> Prof. Massimo Marinacci (Univ. Bocconi) >> Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) >> >> >> >> ****************************************************************************************** >> Emanuela Rosazza Gianin >> Dipartimento di Statistica e Metodi Quantitativi >> Università di Milano-Bicocca >> Edificio U7 – 4° Piano >> Via Bicocca degli Arcimboldi, 8 >> <https://maps.google.com/?q=Via+Bicocca+degli+%0D%0AArcimboldi,+8&entry=gmai…> >> 20126 Milano >> >> Tel. 02 64483208 >> Fax. 02 64483105 >> e-mail: emanuela.rosazza1(a)unimib.it >> >> >> ******************************************************************************************* >> >

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concorso di RTDB - Milano-Bicocca
by Emanuela Rosazza Gianin 14 May '19

14 May '19

Si avvisa che e' stato bandito un posto da ricercatore RTDB nel settore SECS-S/06 presso il Dipartimento di Statistica e Metodi quantitativi dell'Universita' di Milano-Bicocca. La scadenza per le domande e' il giorno 9 giugno 2019. Bando e dettagli sono consultabili alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/rtdb-dr-n-17788-del-1742019 Cordilai saluti, Emanuela ************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it ****************************************************

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Update: "The Mathematics and Statistics of Wealth and Income Distributions" at AMMCS 2019
by Enrico Scalas 13 May '19

13 May '19

Dear Colleagues, The deadline for the submission of abstracts has been postponed to 25 May 2019. Please find the announcement below and apologies for cross-posting. Best wishes, Enrico -- Dear Colleagues, At AMMCS 2019 in Waterloo, Ontario, Canada, August 18-23, 2019, with Taisei Kaizoji (ICU Tokyo), I am organising a special session on: The Mathematics and Statistics of Wealth and Income Distributions Research on microscopic stochastic models of economic systems and their kinetic, mean-field and hydrodynamic limits have recently gained a lot of momentum. The focus of this special session is to highlight recent advances on stochastic, kinetic and PDE modelling in the area of wealth and income distributions as well as methodologies for model estimates, including Bayesian techniques. The deadline for submission of abstracts is 25 May 2019. Useful links: Conference webpage: http://ammcs.wlu.ca/ Special session webpage: http://ammcs.wlu.ca/special-sessions/mswid/ Deadlines: http://ammcs.wlu.ca/deadlines-payment/ Please, feel free to forward this message to interested persons. Best regards, Enrico Scalas Professor of Statistics and Probability Department of Mathematics University of Sussex, UK

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Colloquium di Luca Trevisan a Roma Tre il 12/06/19
by Pietro Caputo 13 May '19

13 May '19

COLLOQUIUM DI MATEMATICA Luca Trevisan U.C. Berkeley Titolo: Some simple distributed network processes Mercoledi' 12 Giugno 2019 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula M3, edificio Aule - Largo San Leonardo Murialdo,1 Abstract We will describe network processes in which, at each step, each node communicates with its neighbors, or a random subset of neighbors, and updates its state according to the outcome of these communications. We will first talk about processes in which each node updates its state to be "more like" the state of the neighbors. In a complete communication network, such protocols provide a solution to the problem of reaching a consensus, and they do so in a way that is robust to adversarial interventions. In a communication network with a clustered structure, such protocols give a decentralized solution to the community detection problem. We will then discuss a protocol in which each node wants to choose a constant number of neighbors in such a way that the resulting constant-degree subnet of the communication network is an expander. This is done in a way to similar to how virtual networks are formed in peer-to-peer protocols. We show that if the original communication network is a dense expanders, the protocol will construct a constant-degree expander. (Based on joint work with Luca Becchetti, Andrea Clementi, Pasin Manurangsi, Emanuele Natale, Francesco Pasquale and Prasad Raghavendra.)

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INTENSIVE RESEARCH PROGRAM IN QUANTITATIVE FINANCE June - July 2020 CRM Barcelona
by Maria Elvira Mancino 13 May '19

13 May '19

This is a first announcement for INTENSIVE RESEARCH PROGRAM IN QUANTITATIVE FINANCE June - July 2020 CRM - Barcelona Further information here: http://www.crm.cat/en/Activities/Curs_2019-2020/Pages/IRP_Quantitative_Fina…

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Firenze Bando Dottorato XXXV ciclo
by Francesca Romana Nardi 10 May '19

10 May '19

Cari colleghi, vi segnalo che il bando di concorso per il XXXV ciclo del Dottorato in Matematica, Informatica, Statistica presso l'Universita` di Firenze è uscito il 29/4/2019 ed il termine per la presentazione delle domande scadrà il 29/5/2019, alle ore 12 (ora italiana). Ulteriori informazioni e il bando si trovano all'indirizzo https://www.unifi.it/p11549.html Siete invitati a diffondere la notizia tra tutti i possibili interessati. Grazie. Cordiali saluti, Paolo Salani _______________________________________________ Dimai-news mailing list Dimai-news(a)lists.math.unifi.it https://lists.math.unifi.it/mailman/listinfo/dimai-news

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