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RTDA 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie
by Marco Scarsini 23 Mar '19

23 Mar '19

Bando Ricercatore art. 24, comma 3, lett. a) 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale in data 15 marzo 2019 Settore scientifico-disciplinare SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie, presso il Dipartimento di Economia e Finanza della Luiss Libera Università Internazionale degli Studi Sociali Guido Carli. Codice concorso DEF-RIC-01/2019 Scadenza: 29 aprile 2019 - ore 14:00 Central European Summer Time (CEST) UTC+2 https://www.luiss.it/sites/www.luiss.it/files/Bando_7.pdf ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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corso di dottorato a roma1
by Faggionato, Alessandra 23 Mar '19

23 Mar '19

Buongiorno Lunedì 1 aprile, ore 10:30-13:00, aula B, Dipartimento di Matematica La Sapienza ci sara' il primo incontro del corso di dottorato di Fabio Toninelli (in cui verra' anche stabilito l'orario definitivo). Il corso si svolgerà durante il mese di aprile. sotto trovate dettagli del corso. saluti alessandra faggionato %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Fabio Toninelli (University Lyon 1) The dimer model: equilibrium and non-equilibrium aspects Abstract. This course focuses on various mathematical aspects of lattice dimer models. These are very classical two-dimensional statistical mechanics models, that are exactly solvable in some sense (Kasteleyn, 1961): partition function and correlations can be computed in determinantal form. Recently there has been a new wave of interest in dimer models, both in probability, combinatorics and mathematical physics. One reason is that these models, as well as other two-dimensional critical models, exhibit conformal invariance properties. Another interesting aspect is that they allow to obtain very nice Markov dynamics of two-dimensional interfaces, whose large-scale dynamical behavior can be studied. Detailed contents: • Kasteleyn theory (partition functions, correlations, determinantal properties) • correlations and representation determinantale • thermodynamic limit and ergodic Gibbs measures • height fluctuations and massless Gaussian field • dynamics of dimer models: mixing time and hydrodynamic limits. References : • R. Kenyon, Lectures on dimers, arXiv:0910.3129. • F. Toninelli, Lecture notes on the dimer model, http://math.univ-lyon1.fr/homes-www/toninelli/noteDimeri.pdf-- ************************************************* 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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TWELFTH EUROPEAN SUMMER SCHOOL IN FINANCIAL MATHEMATICS
by Tiziano Vargiolu 22 Mar '19

22 Mar '19

(please disregard the other message, this one is correct) We are pleased to announce the TWELFTHTH EUROPEAN SUMMER SCHOOL IN FINANCIAL MATHEMATICS that which will be held at the University of Padova, September 2 - 6, 2019. The European Summer School in Financial Mathematics aims at bringing together the most talented young researchers in the field, looking at the very young who only just started their PhD studies. The Summer School is centered around the two courses: - Gilles Pages, Benedikt Wilbertz: "Numerical Probability" - Mark Podolskij, Roberto Reno': "High Frequency Data" For schedule, registration and application for financial support, see: https://www.math.unipd.it/~vargiolu/ESSFM/ On behalf of the organizing committee Tiziano Vargiolu -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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TWELFTH EUROPEAN SUMMER SCHOOL IN FINANCIAL MATHEMATICS
by Tiziano Vargiolu 22 Mar '19

22 Mar '19

We are pleased to announce the TWELFTHTH EUROPEAN SUMMER SCHOOL IN FINANCIAL MATHEMATICS that which will be held in Vienna, University of Padova, September 2 - 6, 2019. The European Summer School in Financial Mathematics aims at bringing together the most talented young researchers in the field, looking at the very young who only just started their PhD studies. The Summer School is centered around the two courses: - Gilles Pages, Benedikt Wilbertz: "Numerical Probability" - Mark Podolskij, Roberto Reno': "High Frequency Data" For schedule, registration and application for financial support, see: https://www.math.unipd.it/~vargiolu/ESSFM/ On behalf of the organizing committee Tiziano Vargiolu -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Seminar announcement
by Marco Scarsini 22 Mar '19

22 Mar '19

Thursday, 28 March, 12:00 Room 204 Luiss Viale Romania, 32 00197 Roma Paul Dütting, London School of Economics and Political Science Prophet inequalities for independent random variables from an unknown distribution Abstract: A central object in optimal stopping theory is the single-choice prophet inequality for independent, identically distributed random variables: Given a sequence of random variables X_1,…,X_n drawn independently from a distribution F, the goal is to choose a stopping time τ so as to maximize α such that for all distributions F we have E[X_τ] ≥ α⋅E[max_t X_t]. What makes this problem challenging is that the decision whether τ = t may only depend on the values of the random variables X_1,…,X_t and on the distribution F. For quite some time the best known bound for the problem was α ≥ 1−1/e ≈ 0.632 [Hill and Kertz, 1982]. Only recently this bound was improved by Abolhassani et al. [2017], and a tight bound of α ≈ 0.745 was obtained by Correa et al. [2017]. The case where F is unknown, such that the decision whether τ = t may depend only on the values of the first t random variables but not on F, is equally well motivated (e.g., [Azar et al., 2014]) but has received much less attention. A straightforward guarantee for this case of α ≥ 1/e ≈ 0.368 can be derived from the solution to the secretary problem. Our main result is that this bound is tight. Motivated by this impossibility result we investigate the case where the stopping time may additionally depend on a limited number of samples from F. An extension of our main result shows that even with o(n) samples α ≤ 1/e, so that the interesting case is the one with Ω(n) samples. Here we show that n samples allow for a significant improvement over the secretary problem, while O(n^2) samples are equivalent to knowledge of the distribution: specifically, with n samples α ≥ 1−1/e ≈ 0.632 and α ≤ ln(2) ≈ 0.693, and with O(n^2) samples α ≥ 0.745−ε for any ε > 0. Joint work with Jose R. Correa, Felix Fischer, and Kevin Schewior Preprint: https://arxiv.org/abs/1811.06114 The calendar of future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Mini-course announcement: Affine and polynomial processes with applications in Finance [Dept. Comp. Science - UniVr]
by Luca di persio 22 Mar '19

22 Mar '19

The Dept. of Comp. Science, College of Mathematics [ UniVr ], will host the following mini-course *Title*: Affine and polynomial processes with applications in Finance which will be given by prof. Christa Cuchiero *Abstract*: The course will be focused on the analysis of affine and polynomial processes. Particular emphasis will be given to the study of their infinite dimensional versions, which take values in (signed) measures or functions spaces. This allows to consider applications ranging from rough volatility models over non-linear PDEs, to stochastic portfolio theory. *Time table*: Monday 25/03: 9.30 -11.30 (Room G) Wednesday 27/03: 13.30-16.30 (Room M) Thursday 28/03: 12.30 - 14.30 ( Room Tessari) See also: http://www.di.univr.it/?ent=seminario&id=4703 Do not hesitate to contact me: luca.dipersio(a)univr.it for any further info. Best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>

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Conference in Verona
by Stefania Ugolini 21 Mar '19

21 Mar '19

The Department of Mathematics of the University of Milano in collaboration with INDAM-GNAMPA, University of Trento, University of Insubria, Linneaus University, Wuppertal University organizes the following conference: RANDOM TRANSFORMATIONS AND INVARIANCE INSTOCHASTIC DYNAMICS Chapter Hall of San Giorgio in Braida’smonastery, Verona 25-29 March 2019 The study of transformations, symmetries and invariance properties of ordinary and partial differential equations, and associated conserved quantities, is a classical area of research. The inclusion of random terms in the deterministic systems has received a considerable attention only in recent years. The purpose of the conference is to allow researchers of different areas, particularly mathematical physics, probability, analysis, interact in order to reduce the gap between deterministic and stochastic frameworks. For further information see http://users.mat.unimi.it/users/ugolini/workshop2019/ On behalf of the organizing committe, Stefania Ugolini. <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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de Finetti risk seminar
by Emanuela Rosazza 21 Mar '19

21 Mar '19

Gentile Prof. Cambini, Le sarei grata se potesse inoltrare il seguente avviso di messaggio. La ringrazio anticipatamente e saluto cordialmente, Emanuela --- On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture A mathematical model of learning reward uncertainty in the brain Rafal Bogacz Nuffield Department of Clinical Neurosciences, University of Oxford Abstract: To maximise their chances for survival, humans and animals need to base their decisions not only on the average consequences of chosen actions, but also on the variability of the rewards resulting from these actions. For example, when ones food reserves are depleted, one should prefer to forage in an area where food is guaranteed, rather than an area where the amount of food is higher on average but variable, thus avoiding the risk of starvation. To implement such policies, the brain needs to be able to learn about variability of rewards resulting from taking different actions. This talk will present a simple mathematical model describing how such learning may be implemented in the brain. The models suggests how the information about reward uncertainty is used by the brain to make decisions that not only maximize expected rewards but also take risks into account. The models is consistent with a wide range of experimental data from neuroscience. The talk will also include a discussion of the relationship between the model and the probability weighting functions from the prospect theory. LOCATION: The seminar will be held on Wednesday, March 27, at 15.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 14.45. Scientific Committee: Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* 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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UCL-Rome Workshop on Stochastic and PDE Methods in Finance and Economics, 20-22 May 2019
by Germano, Guido 20 Mar '19

20 Mar '19

Cari colleghi, annuncio un workshop che si terrà alla LUISS dal 20 al 22 maggio. Cordiali saluti Guido Germano ====== UCL-Rome Workshop on Stochastic and Partial Differential Equation Methods in Finance and Economics LUISS University, Rome, Italy, 20-22 May 2019 Dipartimento di Economia e Finanza, Viale Romania 32 Comprehensive information can be found on http://www.cs.ucl.ac.uk/staff/g.germano/ucl-rome_workshop.html The aim of the workshop is to bring together researchers of University College London and of various Universities in Rome who work on different areas of stochastic and PDE methods motivated by problems in economics and finance. The intended format of the workshop is, for the experienced researchers, to give a broad perspective on an area of research, discussing also current developments and, potentially, major open problems. The afternoon of the second day will be devoted to short talks by junior participants. The workshop will start in the early afternoon of the first day and end around noon of the third day. This arrangement allows participants from outside Rome to attend the whole workshop spending only two nights in the city. Participation is free of charge and open to everyone. — Dr Guido Germano www.cs.ucl.ac.uk/staff/g.germano +44 7481 388380 Associate Professor, Department of Computer Science, University College London Programme Director and Admissions Tutor, UCL MSc Computational Finance Research Associate, Systemic Risk Centre, London School of Economics

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Fwd: Announcement: 4 PhD positions in Probability Theory in Leiden
by Francesco Caravenna 19 Mar '19

19 Mar '19

Ricevo e inoltro. > Da: "Avena, L." <l.avena(a)math.leidenuniv.nl> > Oggetto: Announcement: 4 PhD positions in Probability Theory in Leiden > Data: 19 marzo 2019 17:56:45 GMT+8 > > Dear friends and colleagues, > > We are advertising four 4-year PhD positions within our probability group in Leiden. > > Project descriptions as well as the application procedure can be found at the following link: > https://www.universiteitleiden.nl/vacatures/2019/q1/19-065-phd-positions-in… <https://www.universiteitleiden.nl/vacatures/2019/q1/19-065-phd-positions-in…> > All PhD positions are linked to the NWO Gravitation Program NETWORKS: > > www.thenetworkcenter.nl <http://www.thenetworkcenter.nl/> > > I would be grateful if you would bring this announcement to the attention of potential candidates and send it to other colleagues who might be interested. > > Best regards, > Luca

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Seminario di Paolo Di Tella a Tor Vergata
by Anna Vidotto 19 Mar '19

19 Mar '19

Dear all, I would like to announce the following talk that will be held on Friday, April 5th 2019, at 4:30 PM, in Aula D’Antoni of the Department of Mathematics, University of Rome Tor Vergata, in the framework of the activities supported by the MIUR Excellence Department Project CUP E83C18000100006. Speaker: Paolo Di Tella Title: On The Weak Representation Property in Progressively Enlarged Filtrations with an Application in Exponential Utility Maximization Abstract: In this talk we show that the weak representation property of a semimartingale $X$ with respect to a filtration $\mathbb{F}$ is preserved in the progressive enlargement $\mathbb{G}$ by a random time $\tau$ avoiding $\mathbb{F}$-stopping times and such that $\mathbb{F}$ is immersed in $\mathbb{G}$. As an application of this, we can solve an exponential utility maximization problem in the enlarged filtration $\mathbb{G}$ following the dynamical approach, based on suitable BSDEs, both over the fixed-time horizon $[0,T]$, $T>0$, and over the random-time horizon $[0,T\wedge\tau]$. Kind regards --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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Quantitative Finance at Work
by Davide Erminio Pirino 18 Mar '19

18 Mar '19

Dear all, on May 2 and 3, 2019, the Department of Economics and Finance <http://economia.uniroma2.it/en/def/> and the Master of Science in Finance and Banking <http://economia.uniroma2.it/master-science/financeandbanking> of the University of Rome Tor Vergata <http://web.uniroma2.it/home/newlang/english> will host the* third edition* of Quantitative Finance at Work a workshop on the practical use of quantitative methods in Finance. Find out more about the program, the venue and the registration form at the event website <https://www.qfinatwork.com/>. Registration *is** free but required to attend to the workshop*. It will be open until the maximum number of participants is reached. The list of the speakers and some information are attached. Looking forward to seeing you in Rome “Tor Vergata”, *The Scientific Committee* Rocco Ciciretti Stefano Herzel Davide Pirino Alessandro Ramponi Sergio Scarlatti Speakers Marialena Athanasopoulou, *European Stability Mechanism. *Andrea Consiglio, Università degli Studi di Palermo. Fabio Farabullini, *Istituto per la Vigilanza sulle Assicurazioni.* Simone Freschi, *MPS Capital Services*. Tommaso Gabbriellini, *MPS Capital Services.* Fabrizio Lillo, *Università degli Studi di Bologna*. Attilio Meucci, *ARPM*. Marcello Paris, *UniCredit. *Luca Spampinato, *Bloomberg*. Valerio Sperandeo, *Mathworks*. Michele Tumminello, Università degli Studi di Palermo. Jessica Zanetti, *Morningstar*. Venue University of Rome Tor Vergata, School of Economics, Via Columbia, 2 – 00133 Rome. Date May 2 and 3, 2019. *Web*: https://www.qfinatwork.com/

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Workshop on Random Dynamical Systems and Anomalous Dynamics, Londra 20-22 Marzo 2019
by Enrico Scalas 18 Mar '19

18 Mar '19

Car* collegh*, se siete a Londra dal 20 al 22 marzo, vi puo' interessare questo workshop che si terra' all'Imperial College organizzato da Yuzuru Sato, Rainer Klages e Jeroen Lamb: http://lml.org.uk/event/workshop-on-random-dynamical-systems-and-anomalous-… Workshop aim: This workshop brings together theoretical physicists and mathematicians working on dynamical systems and stochastic processes. An emphasis is on the recent active fields of random dynamical systems and anomalous stochastic dynamics. The former refers to chaotic dynamical systems that are coupled to noise. This combination can create novel phenomena such as anomalous diffusion, stochastic bifurcations, and varieties of noise-induced phenomena. To describe them requires a new mathematical language defining objects such as random attractors, perturbed invariant measures, bifurcations, and rare event statistics. Anomalous dynamics denotes processes whose mean square displacement, unlike that of Brownian motion, grows non-linearly in time. They exhibit non-trivial properties related to non-Gaussian probability distributions, such as power-law decay of correlations, sub- or super-diffusion and ergodicity breaking. However, the emergence of such phenomena from deterministic dynamics is poorly understood. By bridging the gap between the dynamical systems and applied stochastic processes communities we aim to advance this understanding. Cordiali saluti, Enrico Scalas

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PhD positions in MODELING AND DATA SCIENCE - University of Torino
by Elvira Di Nardo 16 Mar '19

16 Mar '19

%------------------------------------------------------------------------------% The call for admission to PhD programme in MODELING AND DATA SCIENCE - University of Torino https://dottorato-mds.campusnet.unito.it/do/home.pl (Coordinator: Prof.Laura Sacerdote) is now open. %-------------------------------------------------------------------------------% We offer up to 5 PhD positions (one is reserved to candidates with international qualifications and one is reserved to the project no.9, see below) for up to 3 years. Annual amount of the PhD scholarship is € 17.500 according to DM 40/2019. This sum is subject to separate I.N.P.S. welfare contributions. Course start date is November 1st, 2019. The official language is English. The positions are assigned to specific research projects within the following list: 1. A multi-agent system (MAS) approach to model news spreading 2. A multi-agent system (MAS) modelisation of the mobility by public transport in the City of Turin 3. Quickest detection and failure time problems for industrial data 4. Machine learning in public health 5. Time changed multivariate stochastic models: calibration and fit on financial data. 6. Computable inference for hidden Markov models with orthogonal polynomial eigenstructure 7. Parallel programming models for modern applications: AI and Big Data 8. Privacy-preserving machine learning in complex domains 9. Algorithms and techniques for analyzing vast non-specialized textual corpora in order to extract complex features relevant to conceptual history and the history of argumentation. (research project linked to the scholarship funded by Dipartimento di Filosofia e Scienze dell’Educazione – excellence Department research) This list may be updated until the deadline of Call for Admission to PhD positions. Updates will be published on https://en.unito.it/postdegree/phd/modeling-and-data-science. Application fee is €50.00 for each application submitted. Candidates with international qualifications are exempted from paying the application fee. Applications must be submitted within 16th April 2019 at 12.00 (noon) Central European local time (which is also the fee mandatory deadline). Application may be integrated with additional documentation within the deadline 16th April 2019 at 12.00 (noon) Central European local time. For more details about the research projects as well as the formal application criteria, see https://en.unito.it/postdegree/phd/modeling-and-data-science The admission procedure consists in assessment of qualifications, research project and interview. The interview will include questions on applied mathematics, statistics and computer science together with a discussion on the proposed project. The interview, after prior authorization by the Commission, can be performed telematically. Schedule with information on dates and venues of entrance examinations will be published on the websites: http://en.unito.it/research/phd/phd-programmes, starting from 9th April 2019. -- %------------------------------------------------------- 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 Stefano Pagliarani a Pisa
by Dario Trevisan 15 Mar '19

15 Mar '19

Cari colleghi, annuncio il seguente seminario che si terrà lunedì 25 marzo, alle 14:00, nella Sala Seminari presso il dipartimento di Matematica dell'università degli studi di Pisa. Dear colleagues, I would like to announce the following talk that will be held on Monday, 25 March 2019, at 2 PM, in Sala Seminari, Department of Mathematics, University of Pisa. #### Speaker: Stefano Pagliarani (Università degli studi di Udine) Title: Contraction methods for a class of McKean-Vlasov (mean-field) SDEs with jumps. Abstract: We consider two prototype classes of McKean-Vlasov (mean-field) SDEs with jumps. In the first case, the coefficient is assumed to be affine in the state-variable, only measurable in the law, and the dynamics allow for Lévy jumps. We study the equivalent functional fixed-point equation for the unknown time-dependent coefficients of the associated Markovian SDE. By proving a contraction property for the functional map in a suitable normed space, we infer existence and uniqueness results for the MK-V SDE, and derive a discretized Picard iteration method that approximates the law of the solution. Numerical illustrations show the effectiveness of the method, which appears to be appropriate to handle multi-dimensional settings. We finally describe possible extensions and generalizations to more general settings. The second class of MKV SDEs that we consider allows for self-exicitng jumps, which amounts to having jumps through hitting the boundary in the equivalent large particle system. The corresponding PDE problem is a particular instance of free-boundary problems known as supercooled Stefan-like problems. We write a Volterra equation for the free boundary and prove contraction results that are useful to determine the properties of the solution and to provide convergent numerical schemes. -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Workshop for young researchers in complex systems "Complexity72h" @ IMT Lucca, 17-21 Jun
by Bruno Matteo 15 Mar '19

15 Mar '19

Dear all, Please spread the word of the workshop "Complexity72h", intended for the participation of students and young researchers in the area of complex systems. The applications close in only two days but it's very likely that there will be a one week extension. The workshop Complexity72h is an interdisciplinary event whose aim is to bring together young researchers from different fields of complex systems. Inspired by the 72h Hours of Science, participants will form working groups aimed at carrying out a project in a three-day time, i.e. 72 hours. Each group's goal is to upload on the arXiv a report of their work by the end of the event. A team of tutors will propose the projects, and assist and guide each group in developing their project. Alongside teamwork, participants will attend lectures from scientists coming from different fields of complex systems, and applied workshops. The workshop is organized and will be hosted by the IMT School for Advanced Studies Lucca. The workshop is addressed to Master students, PhD students and postdocs in complex systems, network science & data science. The fee is 250 euros and it includes participation, lectures, accommodation for 5 nights, coffee breaks, social dinner. 11 Feb 2019 applications start 17 Mar 2019 application deadline (likely to be extended) 25 Mar 2019 notification of acceptance 8 Apr 2019 payment acceptance 17-21 Jun 2019 workshop You can find all the information at the following link: https://complexity72h.weebly.com Best regards, Matteo Bruno

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Seminario di Pietro Rigo a Bologna
by Massimo Campanino 14 Mar '19

14 Mar '19

Il giorno venerdì 22 marzo alle ore 14:30 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna, piazza Porta S. Donato 5, il prof. Pietro Rigo del Dipartimento di Matematica dell'Università di Pavia terrà un seminario dal titolo: On the existence of continuous processes with given one-dimensional distribution Abstract: Let $\mathcal{P}$ be the collection of Borel probability measures on $\mathbb{R}$, equipped with the weak* topology, and let $\mu:[0,1]\rightarrow\mathcal{P}$ be a continuous map. Say that $\mu$ is presentable if $X_t\sim\mu_t$, $t\in [0,1]$, for some real process $X$ with continuous paths. It may be that $\mu$ fails to be presentable. Conditions for presentability are given in this note. For instance, $\mu$ is presentable if $\mu_t$ is supported by an interval for all but countably many $t$. In addition, assuming $\mu$ presentable, we investigate whether there is a continuous process $X$ with the same finite dimensional distributions as the quantile process $Q$ induced by $\mu$. The latter is defined, on the probability space $((0,1),\mathcal{B}(0,1),\,$Lebesgue measure$)$, by \begin{gather*} Q_t(\alpha)=\inf\,\bigl\{x\in\mathbb{R}:\mu_t(-\infty,x]\ge\alpha\bigl\}\quad\quad\text{for all }t\in [0,1]\text{ and }\alpha\in (0,1). \end{gather*} Various open problems are stated as well.

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Conferenza "Population dynamics and statistical physics in synergy II", 1-3 Aprile 2019
by Cristian Giardina 14 Mar '19

14 Mar '19

Dear colleagues, We organize from 1 to 3 April 2019 a conference entitled "Population dynamics and statistical physics in synergy II". It will take place at the Centro di Ricerca Matematica E. De Giorgi (Pisa). The purpose of the meeting is to highlight the use of concepts and methods from probability theory and statistical physics in the context of population dynamics and population genetics. Invited speakers: Siva Athreya, Bangalore Pierre Collet, Ecole Polytechnique Cristina Costantini, Chieti-Pescara Paolo Dai Pra, Padova Frank den Hollander, Leiden Timon Idema, Delft Paul Jenkins, Warwick Thomas Kurtz, Madison-Wisconsin Martin Mohle, Tubingen Margriet Oomen, Leiden Matteo Ruggiero, Torino Emmanuel Schertzer, Paris Matteo Smerlak, Max Planck Institute Dario Spanò, Warwick Jan Swart, Prague More information available on the web site: http://www.crm.sns.it/event/443/ With best regards, The organizers Ellen Baake Cristian Giardinà Frank Redig

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DGA-Inria PhD position at Sophia-Anitipolis, France. Deadline : April 10th 2019. Contact : Josiane ZERUBIA, Inria-SAM
by Josiane Zerubia 14 Mar '19

14 Mar '19

Hello, Could you please post the following PhD position at INRIA in Sophia-Anitipolis (see pdf in attachment)?. the deadline for application is April 10th, 2019. Many thanks in advance, Josiane -- Josiane Zerubia INRIA Sophia-Antipolis Méditerranée BP 93, 2004 Route des Lucioles 06902 Sophia-Antipolis Cedex - France 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

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Conference reminder: "Equilibrium and non-equilibrium statistical mechanics” (8-10 April)
by Gianmarco Bet 13 Mar '19

13 Mar '19

Dear colleagues, We are pleased to announce that the conference "Equilibrium and non-equilibrium statistical mechanics” in honour of François Dunlop will take place at Villa Finaly (Florence) from 8 to 10 April 2019. The subjects of the talks will cover a large spectrum of topics, at the crossroad between statistical physics and probability. This variety reflects the scientific activity of François Dunlop. We especially encourage the participation of young researchers, who will benefit from interactions with the invited speakers and other senior researchers. In particular, we invite young researchers to present their work at the poster session. Invited speakers: Stefan Adams (Warwick), Alessandra Bianchi (Padova), Oriane Blondel (Lyon), Nicoletta Cancrini (Roma), Emilio Cirillo (Roma), Pierre Collet (Palaiseau), Loren Coquille (Grenoble), Ivan Corwin (New York), Anna De Masi (L Aquila), Béatrice de Tilière (Paris), Alessandra Faggionato (Roma),Hubert Lacoin (Rio de Janeiro), Roberto Livi (Firenze), Christian Maes (Leuven), Fabio Martinelli (Roma), Stefano Olla (Paris), Elisabetta Scoppola (Roma), Senya Shlosman (Marseille), Aernout van Enter (Groningen). More information as well as a registration form are available on the web site: https://indico.math.cnrs.fr/e/Florence2019 <https://indico.math.cnrs.fr/e/Florence2019> We hope very much for your participation. For logistic reasons, we encourage you to subscribe as soon as possible. Thank you. The organizers Gianmarco Bet Thierry Gobron Francesca R. Nardi Pierre Picco Ellen Saada

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Seminario di Pietro Rigo a Bologna
by Massimo Campanino 13 Mar '19

13 Mar '19

Il giorno venerdì 22 marzo alle ore 14:30 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna, piazza Porta S. Donato 5, il prof. Pietro Rigo del Dipartimento di Matematica dell'Università di Pavia terrà un seminario dal titolo: On the existence of continuous processes with given one-dimensional distribution Abstract: Let $\mathcal{P}$ be the collection of Borel probability measures on $\mathbb{R}$, equipped with the weak* topology, and let $\mu:[0,1]\rightarrow\mathcal{P}$ be a continuous map. Say that $\mu$ is presentable if $X_t\sim\mu_t$, $t\in [0,1]$, for some real process $X$ with continuous paths. It may be that $\mu$ fails to be presentable. Conditions for presentability are given in this note. For instance, $\mu$ is presentable if $\mu_t$ is supported by an interval for all but countably many $t$. In addition, assuming $\mu$ presentable, we investigate whether there is a continuous process $X$ with the same finite dimensional distributions as the quantile process $Q$ induced by $\mu$. The latter is defined, on the probability space $((0,1),\mathcal{B}(0,1),\,$Lebesgue measure$)$, by \begin{gather*} Q_t(\alpha)=\inf\,\bigl\{x\in\mathbb{R}:\mu_t(-\infty,x]\ge\alpha\bigl\}\quad\quad\text{for all }t\in [0,1]\text{ and }\alpha\in (0,1). \end{gather*} Various open problems are stated as well.

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Seminario di Paolo Dai Pra a Bologna
by Massimo Campanino 13 Mar '19

13 Mar '19

Il giorno venerdì 22 marzo alle ore 12 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna, piazza Porta S. Donato 5, il prof. Paolo Dai Pra del Dipartimento di Matematica dell'Università di Padova terrà un seminario dal titolo: Thermodynamic limit and phase transitions in non-cooperative games: some mean-ﬁeld examples Abstract: In stochastic dynamics inspired by Statistical Mechanics the interaction between diﬀerent particles, or agents, is usually expressed as a given function of their states. The behavior of the system, in the limit of inﬁnitely many particles (thermodynamic limit), may change dramatically by small changes in the parameters of the model: when this occurs we say there is a phase transition. In many applications the interaction cannot be given a priori but it is rather a result of agents’ strategy, aimed at optimizing a given performance. Using the simplest models of this nature, mean ﬁeld games, we illustrate some examples of phase transitions, pointing to diﬃculties in the proof of the thermodynamic limit.

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I: W3 Professorship Mathematical Foundations of Data Science (fwd)
by Tiziano Vargiolu 12 Mar '19

12 Mar '19

From: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Date: 12. March 2019 at 14:51:22 CET To: Imma Curato <imma.curato(a)uni-ulm.de> Subject: Fwd: W3 Professorship Mathematical Foundations of Data Science -------- Weitergeleitete Nachricht -------- Betreff: W3 Professorship Mathematical Foundations of Data Science Datum: Tue, 12 Mar 2019 14:00:47 +0100 Von: Robert Stelzer <robert.stelzer(a)UNI-ULM.DE> Antwort an: Robert Stelzer <robert.stelzer(a)UNI-ULM.DE> An: APPLIEDPROB(a)JISCMAIL.AC.UK Dear Colleagues, The mathematics department at Ulm University is looking for a professor for the mathematical foundations of data science. Applicants from all fields related to data science, such as statistics, numerics, analysis, continuous and discrete optimisation, are welcome. Teaching could initially be in English. For more information see https://stellenangebote.uni-ulm.de/jobposting/4bddc7442f16a82da63af6b6b80907 378357ce53 Application deadline: 21.03.2019 Best regards, Robert Stelzer -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstra?e 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=APPLIEDPROB&A=1 -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstra?e 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

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A``WINTER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS: 22 Marzo 2019 (Gallavotti e Rolles)
by Francesca Romana Nardi 12 Mar '19

12 Mar '19

Siamo felici di annunciarvi la settima giornata di seminari: A ``WINTER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 22 March 2019 Lecturers: Giovanni Gallavotti (Roma) and Silke Rolles (Munich) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazionei su come arrivare alla pagina: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html Prof. Giovanni Gallavotti (Universita` di Roma La Sapienza) Title: Title: Statistical ensembles, entropy and probability in statistical mechanics, and extension to chaotic motions. Abstract: A historical view on the theoretical developments generated by Boltzmann's attempt to find a mechanical interpretation of the second principle, from the action principle to the Boltzmann's equation to phase transitions and their universality to the modern developments in the non-equilibrium thermodynamics. In the second part the case of fluid mechanics and an interpretation of viscosity and irreversibility will be analyzed and related to an extension of the statistical ensembles to non-equilibrium phenomena. Prof. Silke Rolles (Technical University of Munich) Title: Processes with reinforcement. Abstract: In 1986, Persi Diaconis introduced edge-reinforced random walk as a simple model for a tourist exploring an unknown city. Already then, he raised the question of recurrence and transience of this process on the d-dimensional integer lattice. Since edge-reinforced random walk is more likely to traverse edges that have been traversed often before and simple random walk is recurrent in dimension 2, recurrence of edge-reinforced random walk on the two-dimensional integer lattice may seem intuitively clear. However, a proof of this result was only found in 2015 by Sabot and Zeng. For dimensions larger or equal to 3 a phase transition between recurrence and transience was shown by Disertori, Sabot and Tarres in 2011 and 2014. In the talk I will give an overview of the subject and present some basic techniques. In particular, the edge-reinforced random walk is a mixture of reversible Markov chains with an explicitly known mixing measure. In a special case, this can be illustrated with an analogous result for the Polya urn. Program: 11.00-11.45 Introductory lecture: Gallavotti 11.45-12.00 Break 12.00-12.45 Seminar: Gallavotti 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Rolles 15.15-15.30 Break 15.30-16.30 Seminar: Rolles Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola. Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alla pagina web http://web.math.unifi.it/users/fnardi/seminari/ Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un catering con cibi vegerariani e non, percio` ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati (per una migliore organizzazione) chiedo di mandare un email a francescaromana.nardi(a)unifi.it; gianmarco.bet(a)unifi.it; angela.caporicci(a)unifi.it, con l'intenzione di partecipare al coffe break, al pranzo, o solo al seminario. Resta fermo il fatto che ci sono molte altre possibilita` per mangiare se preferite regolarvi indipendentemente. Vi aspettiamo numerosi Francesca R. Nardi e Gianmarco Bet Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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Summer School "Equilibria in Financial Markets: General Equilibrium and Game Theoretic Perspective" - Bielefeld University, July 08 - July 12, 2019.
by Giorgio Ferrari 12 Mar '19

12 Mar '19

Dear All, this is a kind reminder announcing the Summer School *"Equilibria in Financial Markets: General Equilibrium and Game Theoretic Perspective"* to be held at *Bielefeld University* in the week *July 08 - July 12, 2019*. http://www.uni-bielefeld.de/(en)/imw/summerschool19/ During the summer school we aim at discussing the different approaches to "equilibrium" arising in financial markets and games. In particular, we intend to discuss recent advances in general equilibrium theory, stochastic games of control and stopping, backward stochastic differential equations in games and general equilibrium, and mean-field games. These topics will be addressed during the lectures of *Luciano Campi (London School of Economics)* *Saïd Hamadène (Université du Maine) <http://lmm.univ-lemans.fr/spip.php?article6>* *Kasper Larsen (Rutgers School of Arts and Sciences) * *Gordan Zitkovic (university of Texas at Austin) * *Frank Riedel (Bielefeld University)* *Deadline for applications* is *April 30, 2019*, and you can apply through the following link http://www.uni-bielefeld.de/(en)/imw/summerschool19/application/index.html* * Looking forward to having you in Bielefeld, Giorgio Ferrari* * --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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[COURSE] YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process
by stefano iacus 11 Mar '19

11 Mar '19

[Apologizes for cross posting] YSS2019: The first YUIMA Summer School on Computational and Statistical Methods for Stochastic Process 25-28 June 2019, Brixen-Bressanone, Italy This 4 days course aims at introducing researchers, PhD students and practitioners to several aspects of 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, numerical and statistical analysis for several types of models including: point processes, stochastic differential equations driven by Brownian motion with or without jumps, fractional Brownian motion and Lévy processes. For detailed information see the course page at: https://yuimaproject.com/yss2019/ Registration closes on May 20th 2019! Stefano ----------------------------------- 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

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Post Doc Grant UCA Nice
by davide gabrielli 11 Mar '19

11 Mar '19

Dear All, Université Côte d'Azur is launching a call for "Individual Grants for Young Researchers" applications, which aims to promote the recruitment of young researchers at the post-doctoral level. More informations in attachment. Please forward to potential applicants. Best regards, Cedric Bernardin

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de Finetti risk seminar - march 2019
by Emanuela Rosazza 11 Mar '19

11 Mar '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 Entropic and dynamic optimal transport Giuseppe Savaré Dipartimento di Matematica “Felice Casorati”, Università di Pavia Abstract: We will briefly review various equivalent characterizations of Optimal Transport and we will show that a simple relaxation of its Benamou-Brenier dynamic formulation leads to the new class of Optimal Entropy- Transport problems, combining entropic and transport costs. We will discuss the particular example of the Hellinger-Kantorovich metric, which provides a natural geometric way to measure the distance between positive measures with possibly different masses. LOCATION: The seminar will be held on Wednesday, March 13, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* 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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Workshop "Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project"
by Alessandro Degregorio 11 Mar '19

11 Mar '19

*The 2nd Yuima Workshop 2019: Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project* This two-day workshop is aimed at presenting the latest results on simulation and inference for stochastic processes and their current and prospect implementation within the YUIMA R package. Dates: March 22 (Fri) 10:30-12:20, 14:00-17:00 March 25 (Mon) 10:30-12:20, 14:00-15:30 Location: Department of Statistical Sciences - Sapienza, University of Rome P.le Aldo Moro 5, 00185 Rome (Italy) 4th Floor, Room 34 Invited speakers: * Alexande Brouste (University of Le Mans, France) * Alessandro De Gregorio (University of Rome) * Shoichi Eguchi (Osaka University) * Emanuele Guidotti (Partner with Algo Finance Sagl., CEO Founder of WhatsOut Srl) * Kengo Kamatani (Osaka University) * Yuta Koike (University of Tokyo, JST CREST) * Hiroki Masuda (Kyushu University) * Lorenzo Mercuri (University of Milan) * Masayuki Uchida (Osaka University) * Yuma Uehara (The Institute of Statistical Mathematics) * Nakahiro Yoshida (University of Tokyo, Institute of Statistical Mathematics, JST CREST) The conference program is available in the link below: http://www.sigmath.es.osaka-u.ac.jp/statmodel/?page_id=1411 The attendance to the workshop is open to “eveRyone" interested in the YUIMA Project. Best regards Alessandro De Gregorio

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Fwd: Saint-Flour 2019 - registration
by Marco Romito 11 Mar '19

11 Mar '19

-------- Forwarded Message -------- Subject: Saint-Flour 2019 - registration SAINT-FLOUR 2019 - SECOND ANNOUNCEMENT Dear colleagues, Online registration is open for the 49th Saint-Flour Probability Summer School (July 7-19). Registration page: http://recherche.math.univ-bpclermont.fr/stflour/inscription_en.php This year's lectures are: Nicolas Curien (Université d'Orsay - Paris-Saclay): Discrete random surfaces. Elchanan Mossel (Massachusetts Institute of Technology): Probabilistic aspects of voting, intransitivity and manipulation. Philippe Rigollet (Massachusetts Institute of Technology): Statistical optimal transport. DEADLINE FOR REGISTRATION: MAY 4TH We draw your attention to the fact that registration MAY CLOSE BEFORE this date depending on the number of applications. EARLY REGISTRATION is thus RECOMMENDED. The 49th Saint-Flour Probability Summer School is a partner event of CNRS' 80th anniversary. As a CNRS school, registration is free of charge for CNRS researchers and CNRS Phd students. They are particularly welcome to attend the school. For further information, see the school website and YouTube channel: http://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php https://www.youtube.com/channel/UC640PtwmkBnrhCdop2daET Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont Auvergne Campus des Cézeaux 3, Place Vasarely TSA 60026 CS 60026 63178 Aubière Cedex (France) tel (+33) 4 73 40 70 50 fax (+33)4 73 40 54 50

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RTD A in MAT/06
by c.costantini＠unich.it 08 Mar '19

08 Mar '19

E' stato bandito un posto di RTD A nel s.s.d. MAT/06 presso il Dipartimento di Economia dell'Universita' di Chieti-Pescara, con SCADENZA il 4 APRILE 2019. Il bando e' disponibile alla pagina web https://www.unich.it/node/12117 Il Dipartimento di Economia dell'Universita' di Chieti-Pescara offre diversi corsi di MAT/06 sia in un indirizzo di Finanza (triennale e magistrale) che in un corso di laurea magistrale in Data Science. Le aree in cui esiste gia' una ricerca attiva nel Dipartimento sono: controllo stocastico, filtraggio, modelli stocastici per la finanza e le assicurazioni; processi stocastici con condizioni di frontiera, reti stocastiche, problemi di martingala, convergenza di processi stocastici. I giovani ricercatori in tutte le aree della Probabilita' sono caldamente invitati a fare domanda. Claudia Ceci e Cristina Costantini

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Reminder: RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics - Call for interest - Ca' Foscari University of Venice
by Antonella Basso 07 Mar '19

07 Mar '19

RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics University of Venice, Ca' Foscari <https://inomics.com/institution/university-of-venice-ca-foscari-1132315> The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for an RTD-B position (assistant professor with an associate professor tenure track) in *Financial mathematics and actuarial sciences*; expressions of interest in *Mathematics for economics *can also be considered. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at _http://www.unive.it/pag/28365/. <http://www.unive.it/pag/28365/>_ Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, preferably including grant application and project management. A strong interest in high quality teaching is also expected. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. *Application Instructions* Applications should be received by March 15, 2019. They should include a CV, and should be sent to *_recruiting.dec(a)unive.it <mailto:recruiting.dec@unive.it>_**.* There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address:basso@unive.it Web page:http://www.unive.it/data/persone/5591751

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Seminario di Elena Bandini a Bologna (nuovo orario)
by Alberto Lanconelli 07 Mar '19

07 Mar '19

Statistics Seminars 2019 Martedì 12 marzo 2019 ore 10 Aula II, Dipartimento di Scienze Statistiche, piano terra "BSDEs driven by a general random measure and optimal control for piecewise deterministic Markov processes" Dott.ssa Elena Bandini, Università degli Studi di Milano-Bicocca Abstract: We consider an optimal control problem for piecewise deterministic Markov processes (PDMP) on a bounded state space. Here a pair of controls acts continuously on the deterministic flow and on the transition measure describing the jump dynamics of the process. For this class of control problems, the value function can be characterized as the unique viscosity solution to the corresponding integro-differential Hamilton-Jacobi-Bellman equation with a non-local type boundary condition. We are able to provide a probabilistic representation for the value function in terms of a suitable backward stochastic differential equation, known as nonlinear Feynman-Kac formula. The jump mechanism from the boundary entails the presence of predictable jumps in the PDMP dynamics, so that the associated BSDE turns out to be driven by a random measure with predictable jumps. Existence and uniqueness results for such a class of equations are non-trivial and are related to recent works on well-posedness for BSDEs driven by non quasi-left-continuous random measures" 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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RTD-B position in SECS-S/06 in Milano - call for interest
by Giovanni Puccetti 07 Mar '19

07 Mar '19

RTD-B position in Mathematical Methods for Economics, Finance and Actuarial Science in Milano - call for interest The Department of Economics, Management and Quantitative Methods (DEMM) of the University of Milano launches a call for expressions of interest to identify potential candidates for a RTD-B position in the sector 13/D4 (SECS-S/06), Mathematical Methods for Economics, Finance and Actuarial Science. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. Requests for information and expressions of interest, including a CV with publication record, must be sent to davide.parenti(a)unimi.it <mailto:davide.parenti@unimi.it> by March 31, 2019. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year.

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Bocconi Summer School "Random Graphs and Complex Networks" - reminder
by Antonio Lijoi 07 Mar '19

07 Mar '19

REMINDER: Deadline for applications March 27, 2019! ************************************************************** Bocconi Summer School in Advanced Statistics & Probability, "Random Graphs and Complex Networks", 8-19 luglio 2019, Lake Como http://bocconi2019.lakecomoschool.org ************************************************************** We are pleased to announce that the 2019 edition of the Bocconi Summer School in Advanced Statistics and Probability, on RANDOM GRAPHS AND COMPLEX NETWORKS: STRUCTURE AND FUNCTION, will take place on July 8-19, 2019, at Villa del Grumello, on the shores of the Lake of Como, Italy. INSTRUCTORS Remco van der Hofstad (Eindhoven University of Technology, NL) Shankar Bhamidi (University of North Carolina, USA) Tutorials: Souvik Dhara (New England Lab, Microsoft Research and MIT, USA) Clara Stegehuis (Eindhoven University of Technology, NL) PROGRAM Random graphs are at the forefront of applied probability,, and a central topic in multidisciplinary science where mathematical ideas are used to model and understand the real world. The aim of this course is four-fold: present novel models to describe real-world networks, and their topological properties; study their local behavior; discuss networks functionality, as described by stochastic processes on them; and discuss several statistical problems of networks and their functionality, including community detection, estimation of preferential attachment functions, estimation of the source of an epidemic. The school will present basic material in the first week, while the second week will contain more advanced material, at the forefront of science. The Bocconi Summer School in Statistics and Probability is offered by Bocconi University, Milano, and is hosted by the Lake Como School of Advanced Studies. The aim of the School is to establish a track of high level courses on cutting-edge topics in Statistics and Probability. The school offers lectures delivered by internationally leading scholars on the specific designated topic, and supervised tutorials. The summer school is open to all interested scholars, but is especially addressed to PhD students, and possibly to brilliant MSc graduates/students interested in pursuing doctoral studies in Statistics, Probability, Data Science, Computer Science and related fields. A POSTER SESSION will take place in the first week of the school, where participants, upon request, may present their research. APPLICATIONS: In order to foster active interaction among students and instructors, the school is targeted for a class of at most 30 qualified and selected participants. Deadline for applications: March 27, 2019. REGISTRATION and FEES. The registration fee (530 euro) covers all the school activities and course material; accommodation for the 2 weeks (July 7- July 20 morning), wi-fi connection; all work-days lunches in the beautiful park of Villa del Grumello; welcome cocktail. Admitted participants should register by April 23, 2019. For more information, please visit the school website http:\\bocconi2019.lakecomoschool.org or contact BBS.statistics(a)unibocconi.it

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Postdoctoral position Prague
by enea giuseppe bongiorno 07 Mar '19

07 Mar '19

Ricevo ed inoltro. Cordiali saluti, Enea ---------- Forwarded message --------- From: <nagy(a)karlin.mff.cuni.cz> Date: Wed, 6 Mar 2019 at 12:52 Subject: Postdoctoral position Prague To: <enea.bongiorno(a)uniupo.it> Dear Enea, ... I was given the opportunity to hire a postdoctoral researcher to our department (Dept. of Probability and Math. Statistics) in Prague, to work with me on topics of data depth (i.e. multivariate / functional statistics), and the geometry around that. It will be a pure research position, no teaching, for about 18 months, starting this summer. The salary will be, of course, lower compared to the standards in the western Europe (about 1500 EUR net monthly), but it's surely enough for a decent life in Czech Rep. If you know about someone bright who might be interested in this position, I will be very grateful if you let us know, or if you spread the word. https://www.mathjobs.org/jobs/jobs/13621 ... Best regards, Stanislav --- Stanislav Nagy Charles University -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it

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PostDoc opportunity in Data Science in Milan
by stefano iacus 06 Mar '19

06 Mar '19

[apologizes for crossposting] The Department of Economics, Management and Quantitative Methods (DEMM), University of Milan, Italy launches a call for expressions of interest to identify potential candidates for a full-time, 3-year fixed-term Postdoctoral Research Associate position to work on a ground breaking programme grant funded by the Centre of Excellence in Economics and Data Science (CEEDS), awarded by the Italian Ministry of Education (MIUR). The gross remuneration package for this position will be approximately in the range €30,000-40,000 p.y. Applicants will be expected to have, or be close to completing, a PhD in Statistics, Probability Theory, Economics, Computer Science or related areas and must be able to actively contribute to the excellence of the departmental research and capable of publishing in top academic journals in the area of Statistical Inference and Data Science. Candidates will ideally be based in the Milan area and are expected to support the activities of DEMM, participating in the life of the Department through service. Applications must be sent to ceeds(a)unimi.it by March 31st, 2019 accompanied by a complete CV, a list of recent publications and two letters of recommendation. Direct informal enquiries should be sent to the recruitment administrator using the email address ceeds(a)unimi.it <mailto:ceeds@unimi.it> Detailed call at this link: https://ceeds.unimi.it/call-expressions-of-interest-for-a-postdoctoral-rese… ----------------------------------- 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

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assegni ricerca univ. piemonte orientale
by enea giuseppe bongiorno 05 Mar '19

05 Mar '19

Gentili Colleghi, si informa che è indetta una selezione per n. 8 assegni di ricerca – tipologia a – Macroarea umanistico-economicogiuridico-sociale - per lo svolgimento di attività di ricerca presso strutture dell’Università degli Studi del Piemonte Orientale “Amedeo Avogadro”. La selezione, effettuata da un'apposita commissione formata da docenti della Macroarea, prevede: a) la valutazione di un progetto di ricerca presentato dal candidato, b) la valutazione dei titoli, c) un colloquio. E' richiesto il titolo di Dottore di Ricerca. Tra le linee di ricerca per le quali è possibile concorrere vi è: *Semi and Nonparametric techniques for functional data with applications to economic and financial data (SD: SECS-S01 Statistica).* L'eventuale attività collegata con tale tematica si svolgerà presso il Dipartimento di Studi per l'Economia e l'Impresa di Novara. Chiunque fosse interessato, è pregato di contattare il Prof. E. Bongiorno o il Prof. A. Goia (enea.bongiorno(a)uniupo.it, aldo.goia(a)uniupo.it) per chiarimenti e/o informazioni. Il bando (reperibile al link: https://www.uniupo.it/ricerca/assegni-di-ricerca/bandi/bando-n-237%E2%80%93… ) ha scadenza 1 aprile 2019 (ore 16.00). Cordiali saluti, E. Bongiorno A. Goia -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it

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Seminario di Elena Bandini a Bologna
by Alberto Lanconelli 05 Mar '19

05 Mar '19

Statistics Seminars 2019 Martedì 12 marzo 2019 ore 16 Aula seminari, Dipartimento di Scienze Statistiche, I piano "BSDEs driven by a general random measure and optimal control for piecewise deterministic Markov processes" Dott.ssa Elena Bandini, Università degli Studi di Milano-Bicocca Abstract: We consider an optimal control problem for piecewise deterministic Markov processes (PDMP) on a bounded state space. Here a pair of controls acts continuously on the deterministic flow and on the transition measure describing the jump dynamics of the process. For this class of control problems, the value function can be characterized as the unique viscosity solution to the corresponding integro-differential Hamilton-Jacobi-Bellman equation with a non-local type boundary condition. We are able to provide a probabilistic representation for the value function in terms of a suitable backward stochastic differential equation, known as nonlinear Feynman-Kac formula. The jump mechanism from the boundary entails the presence of predictable jumps in the PDMP dynamics, so that the associated BSDE turns out to be driven by a random measure with predictable jumps. Existence and uniqueness results for such a class of equations are non-trivial and are related to recent works on well-posedness for BSDEs driven by non quasi-left-continuous random measures" 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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Funded PhD opportunities in Ireland
by Eberhard.Mayerhofer 04 Mar '19

04 Mar '19

Dear Colleagues, dear Students, a PhD training initiative of the Universities Limerick, Maynooth and University College Dublin accepts applications for intake in fall 2019. This is "data science" from a mathematical modeller's point of view, and with industry involvement. Please read more about the training initiative and the application process on www.data-science.ie Supervisors are typically chosen by the end of year 1, but if you are interested to write a PhD thesis in Stochastic Analysis or Financial Mathematics, you are invited to give a preference in your cover letter. Dipl.-Ing. Dr. Eberhard Mayerhofer, Privatdozent Senior Lecturer in Financial Mathematics University of Limerick

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Research Fellowship in Econometrics in memory of Carlo Giannini
by Monica Billio 03 Mar '19

03 Mar '19

Ca’ Foscari University of Venice, Associazione Carlo Giannini, Centro Interuniversitario di Econometria (CIdE), Unicredit Foundation and Bank of Italy award a Research Fellowship in Econometrics in memory of Carlo Giannini. The Fellowship is aimed to young researchers of all nationalities who wish to undertake advanced research in econometrics in an Italian university. The competition is based on candidates curriculum, research papers and publications and a research project. The deadline for application will be March 31, 2019. The award committee will reach a decision by April 30, 2019. The Fellowship will start on October 1, 2019 and will entitle the winner to the payment of a yearly sum of Euro 46,000, exempt of Italian taxes and social security contribution. The duration of the Fellowship will be two years. A summary of the call may be found here (https://www.unicreditfoundation.org/en/proposals/CarloGianniniFellowship.ht…) while the official call may be found here (https://www.unive.it/data/28824/) -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en CREDIT 2019 http://www.greta.it/credit/credit2018/credit2019.htm

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Call for application PhD in Economics Ca' Foscari University 2019-20
by Antonella Basso 28 Feb '19

28 Feb '19

Dear Colleague, I would be grateful if you could bring to the attention of your best students the 2019-2020 edition of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Padova, King’s College London, Boston University, University of Gondar and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Microsoft and public and private research centers: Banca d’Italia, Bundesbank, Banque Centrale du Luxembourg, European Central Bank, Ecuador Ministry of Education. The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2019-2020, 7 positions are available. Six of them come with a scholarship (around 15,300 € per year) - two of which have a bound topic (Economics and Risk Analystics for Public Policies), and one is reserved for non-Italian applicants who can prove to have their own scholarship covering four years. Deadline for application is *April 10th 2019*, 13h00 (Italian time). Information and application procedure can be found at http://www.unive.it/phdapplication Information on the PhD in Economics can be found at http://www.unive.it/phdeconomics Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it Thank you for your cooperation Best regards Antonella Basso ********************************************************************************************** Caro Collega, Ti scrivo per segnalarti l’apertura del bando per il programma di dottorato in Economics offerto dal dipartimento di Economia dell’Università Ca’ Foscari di Venezia. Quest’anno sono disponibili 6 posti con borsa quadriennale (circa 15.300€ annui per l’intera durata del dottorato) di cui due a tematica vincolata sul tema "Economics and Risk Analystics for Public Policies", più un posto per studenti stranieri in possesso di borsa di studio propria. Il bando si chiude il *10 aprile 2019 alle 13.00,* ora italiana. Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni in research departments di organizzazioni internazionali, istituzioni pubbliche, imprese private banche centrali e istituzioni finanziarie. I primi placement dei nostri più recenti dottori di ricerca includono contratti o assegni di ricerca presso atenei, italiani o stranieri, (Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università Ca’ Foscari e Università degli studi di Padova). Alcuni dottori hanno invece intrapreso la carriera universitaria come ricercatori presso atenei stranieri: King’s College London, Boston University, University of Gondar, Zhongnan University of Economics and Law. Altri invece hanno trovato la loro prima occupazione presso enti o aziende privati (Euromonitor International a Vilnius, Morgan Stanley-London, Microsoft) e enti di ricerca pubblici o istituzioni pubbliche (Banca d’Italia, Bundesbank, Banque Centrale du Luxembourg, Banca Centrale Europea, Tertiary Education Commission e Ecuador Ministry of Education). Il programma di dottorato ha una durata quadriennale. Il primo anno i dottorandi seguono un intenso programma di corsi avanzati. Gli studenti ammessi al secondo anno si concentrano sul lavoro di tesi e partecipano attivamente alla vita del dipartimento. L’ampio spettro di interessi di ricerca e la reputazione internazionale della faculty di area economica e quantitativa di Ca’ Foscari, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti più meritevoli ricevono l’adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Puoi trovare maggiori dettagli riguardo il bando a questo link: http://www.unive.it/phdapplication Informazioni dettagliate sul PhD in Economics a Ca’ Foscari: http://www.unive.it/phdeconomics Qualsiasi richiesta di informazioni riguardo il programma può essere rivolta alla Segreteria del dottorato all'indirizzo: sse(a)unive.it Cordiali saluti Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Summer School “Model-Guided Data Science”
by Federico Bassetti 27 Feb '19

27 Feb '19

Dear Colleagues, Applications are now open for our Summer School * “Model-Guided Data Science”* to be held at the Lake Como School of Advanced Studies - on September 2-6, 2019. This is the 3rd edition of a previously event; numbers are limited to a maximum of 40 students. Application Deadline: March 30 2019 The school is targeted to doctoral students and postdocs with interdisciplinary vocation and quantitative background (statistical physics, computer science, bioinformatics, math, physics, engineering, etc.). The aim of this school is to enrich and integrate their scientific training towards academic and non-academic areas of Data Science. An intensive training week will include two cycles of lectures, tutorials on specific topics and hands-on work on concrete examples. In partnership with POLIS, Regione Lombardia <http://www.polis.lombardia.it/> Polis will provide *data* for hands-on sessions from case studies of societal relevance. *For further information on scope of the meeting, speakers, program, applications, deadlines, venue, etc. see the school web site* http://mgds.lakecomoschool.org/ Please help us to promote this meeting by forwarding this email to anyone you know might be interested, and especially bring this announcement to the attention of your students or post-docs, who are likely not on our mailing lists. Apologies if you receive this message multiply. The Organizers, Federico Bassetti, Fabrizio Capuani, Marco Cosentino Lagomarsino, Marco Gherardi %%%%% Lecturers Roberto Casarin, Venice Antonio Celani, Trieste Remi Monasson, Paris Paul Wiggins, Seattle Symposium Speakers Carlo Baldassi, Milan Chiara Cammarota, London Roberto Casarin, Venice Antonio Celani, Trieste Simona Cocco, Paris Jacopo Grilli, Santa Fe Estelle Pitard, Montpellier Francesca Tria, Rome Paul Wiggins, Seattle Riccardo Zecchina, Milan Open Debate - Data science and the art of modelling Hykel Hosni, Milan Pierluigi Contucci, Bologna Angelo Vulpiani, Rome

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Seminario di Piergiacomo Sabino a Bologna
by Alberto Lanconelli 25 Feb '19

25 Feb '19

Statistics Seminars 2019 Lunedì 4 Marzo 2019 ore 15 Aula seminari - Dipartimento di Scienze Statistiche, I piano “Forward or backward simulation? A comparative study” Dr. Piergiacomo Sabino - Uniper Global Commodities SE, Dusseldorf Abstract:"The aim of this study is to present algorithms for the backward simulation of standard processes that are commonly used in financial applications. We extend the works of Ribeiro and Webber and Avramidis and L’Ecuyer on gamma bridge and obtain the backward construction of a Gamma process. Moreover, we are able to write a novel acceptance-rejection algorithm to simulate Inverse Gaussian (IG) processes backward in time. Therefore, using the time-change approach, we can easily get the backward generation of the Compound Poisson with infinitely divisible jumps, the Variance–Gamma the Normal–Inverse–Gaussian processes and then the time-changed version of the OU process (SubOU) introduced by Li and Linetsky. We then compare the computational costs of the sequential and backward path generation of such processes and show the advantages of adopting the latter one, in particular in the context of pricing American options or energy facilities like gas storages." 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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Fwd: IMT SCHOOL - 2019/20 PHD CALL :: PROGRAMMI DI DOTTORATO
by Irene Crimaldi 21 Feb '19

21 Feb '19

[image: PhD Call 2018 Header] *2019/20* *CALL FOR PHD APPLICATIONS* *32 POSITIONS WITH FULL SCHOLARSHIP* *DEADLINE: April 23rd, 2019 at 12:00 pm CEST* We are pleased to inform you about the IMT School for Advanced Studies Lucca's four year PhD Programs and their specialized tracks Siamo lieti di annunciare i due Programmi di Dottorato di durata quadriennale della Scuola IMT Alti Studi Lucca e i loro track specialistici: Cognitive and Cultural Systems PhD Program - Analysis and Management of Cultural Heritage (AMCH) - Cognitive, Computational and Social Neurosciences (CCSN) Systems Science PhD Program - Computer Science and Systems Engineering (CSSE) - Economics, Networks and Business Analytics (ENBA) - No tuition fees, free room and access to IMT Canteen - Esenzione dalle tasse d'iscrizione, alloggio gratuito, accesso gratuito alla mensa - A grant of €15,300 gross/year - Importo lordo della borsa: €15.300/anno Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31st, 2019 Possono fare domanda coloro che conseguano il titolo valido per l'ammissione entro e NON OLTRE il 31 ottobre 2019 MORE INFORMATION AND APPLICATION <https://www.imtlucca.it/it/programma-dottorato/anno-accademico-2019-20> The IMT School for Advanced Studies Lucca (www.imtlucca.it <http://imtlucca.it>), one of the six Schools of Excellence in Italy, is a research university within the Italian public higher education system. The IMT School's mission is characterized by the analysis and management of a plurality of economic, social, scientific, technological and cultural systems. La Scuola IMT Alti Studi Lucca (www.imtlucca.it <http://imtlucca.it>), una delle sei Scuole di Eccellenza in Italia, è un'istituzione universitaria pubblica di ricerca e alta formazione dottorale a ordinamento speciale, focalizzata sull'analisi e gestione dei sistemi economici, sociali, scientifici, tecnologici e culturali. Follow us on Facebook <https://www.facebook.com/IMT-School-for-Advanced-Studies-Lucca-187139651342…>, Twitter <https://twitter.com/IMTLucca>, YouTube <https://www.youtube.com/user/IMTAltiStudiLucca>, LinkedIn <https://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?t…> Please note that this account is used for outgoing e-mails only, and therefore your reply message will not be read. For inquiries regarding the 2019/20 IMT School PhD call, please write to phdapplications(a)imtlucca.it IMT School for Advanced Studies Lucca Piazza San Ponziano 6, 55100 Lucca - Italy Tel: +39 0583 4326 597, fax: +39 0583 4326 565 www.imtlucca.it <http://imtlucca.it> *PRIVACY NOTICE:* The new GDPR data and privacy guidelines, EU 2016/679, went into effect on May 25th 2018. Please note that your personal information (name, email address) will continue being managed by this office exclusively to communicate information about the IMT School PhD Programs. If you no longer wish to receive these messages, please send an email to phdapplications(a)imtlucca.it so that we can remove your email address from our list. For more information regarding the IMT School privacy guidelines (in Italian only), please see the following link: https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte… . *Il 25 maggio 2018 e' entrato in vigore il nuovo Regolamento generale sulla protezione dei dati delle persone fisiche, UE 2016/679, comunemente indicato con l'acronimo GDPR. Si precisa che i suoi dati personali (nome, indirizzo mail) sono e continueranno ad essere trattati da questo Ufficio esclusivamente al fine di promuovere i Programmi di dottorato offerti dalla Scuola IMT Alti Studi di Lucca. Qualora non desideriate ricevere ulteriori comunicazioni sui Programmi di dottorato, siete pregati di inviare una mail al seguente indirizzo: phdapplications(a)imtlucca.it <phdapplications(a)imtlucca.it>. In tal modo provvederemo alla cancellazione dei vostri dati e non riceverete piu' nessuna comunicazione in merito. Per ulteriori informazioni si rimanda alla pagina di aggiornamento dell'informativa privacy della Scuola IMT Alti Studi di Lucca disponibile al seguente link: https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte… <https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte…>.*

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RTDa 01/A3 a Pisa
by Marco Romito 20 Feb '19

20 Feb '19

Scrivo per annunciare il bando per una posizione RTD-A nel settore 01/A3 (analisi e probabilità) presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza le ore 13 del 18 marzo 2019. Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2019/02/bandoRIC2018a1-al… --------------------------------------------------------------------- I would like to announce a junior researcher position (RTD-A) in Analysis or Probability at University of Pisa. The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2019/02/bandoRIC2018a1-al… The position is a fixed-term contract of employment for three years. The deadline is March 18, 2019, at 1pm.

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Workshop New Frontiers in Stochastics for Economics and Finance - Siena, May 30-June 01, 2019
by Ferrari, Giorgio 19 Feb '19

19 Feb '19

Dear All, we are happy to announce the Workshop *New Frontiers in Stochastics for Economics and Finance* to be held at the Department of Economics and Statistics of the University of Siena on *May 30-June 01, 2019* https://sites.google.com/view/workshop-bisi2019/home The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. Our invited speakers are: *René Aïd* (Univ. Paris Dauphine) *Luciano Campi* (LSE London) *Claudia Ceci* (Univ. Chieti-Pescara) *Patrick Cheridito* (ETH Zurich) *Claudio Fontana* (Univ. Padova) *Marco Frittelli *(Univ. degli Studi di Milano) *Fausto Gozzi *(LUISS University of Rome) *Ioannis Karatzas* (Columbia University) *Kostas Kardaras* (LSE London) *Michael Kupper* (Univ. Konstanz) *Huyen Pham* (Univ. Paris 7) *Frank Seifried *(Univ. Trier) *Peter Tankov *(ENSAE ParisTech) *Nizar Touzi* (Ecole Politechnique, Paris) *Thaleia Zariphopoulou *(University of Texas, Austin) ***_ _* *_REGISTRATION & POSTER SESSION_* Please note that *registration is now open* and can be done through the following link https://sites.google.com/view/workshop-bisi2019/registration *Deadline for registration is April 15, 2019.* Unfortunately, due to logistic constraints, *we have to limit the number of external participants to 25*. Therefore, if you are interested in our event, please register as soon as possible. We are also planning to organize a *poster session for Ph.D. students and post-doctoral researchers*. If you would like to present your work, please contact sfb1283.imw(a)uni-bielefeld.de Best wishes, Giorgio Ferrari (on the behalf of the organizing commitee)

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Seminario Prof. Anton Kleywegt 26 febbraio
by Asmerilda Hitaj 19 Feb '19

19 Feb '19

Si avvisa che il giorno martedì 26 Febbraio 2019, alle ore 14:30, presso l’Università degli studi di Milano- Bicocca, via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026, si terrà il seguente seminario: Speaker: Professor Anton Kleywegt (Georgia Tech, ISyE) Title: Distributionally Robust Stochastic Optimization with Wasserstein Distance Cordiali saluti -- Asmerilda Hitaj

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Conference AMAMEF 2019 (fwd)
by Tiziano Vargiolu 18 Feb '19

18 Feb '19

---------- Forwarded message ---------- Date: Mon, 18 Feb 2019 15:10:59 +0100 From: runggal(a)math.unipd.it To: vargiolu(a)math.unipd.it Subject: Fwd: Conf?rence AMAMEF 2019 %%%%%%%%%%%%%%%%%%%%%%%%%%% (with apologies for cross-posting) We are pleased to announce that the 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Z?rich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program further consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org

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AMaMeF Conference 2019
by Giorgia Callegaro 18 Feb '19

18 Feb '19

The 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by: Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Zürich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org/ -- 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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