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seminario Pescara
by c.costantini＠unich.it 27 Feb '18

27 Feb '18

Il prof. T.G. KURTZ della University of Wisconsin-Madison terra' un seminario dal titolo: POPULATION MODELS AS PARTIAL OBSERVATIONS OF GENEALOGICAL MODELS L'8 MARZO 2018 alle ore 11:00 nell'AULA SEMINARI della sede di VIALE DELLA PINETA del DIPARTIMENTO DI ECONOMIA ABSTRACT Classical models of biological populations, for example, Markov branching processes, typically model population size and possibly the distribution of types and/or locations of individuals in the population. The intuition behind these models usually includes ideas about the relationships among the individuals in the population that cannot be directly recovered from the model. This loss of information is even greater if one employs large population approximations such as the diffusion approximations popular in population genetics. "Lookdown" constructions provide representations of population models in terms of countable systems of particles in which each particle has a "type" which may record both spatial location and genetic type and a "level" which incorporates the lookdown structure which in turn captures the genealogy of the population. The original population model can then be viewed as the result of partial observation of the more complex model. We will exploit ideas from filtering of Markov processes to make the idea of partial observation clear and to justify the lookdown construction. Tutti gli interessati sono cordialmente invitati a partecipare. Cristina Costantini e Claudia Ceci

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Postdoctoral position at UQ focussing on multi-scale mathematics/models
by adicrescenzo＠unisa.it 27 Feb '18

27 Feb '18

Inoltro notizia di posizione postdoc in ambito probabilistico presso School of Mathematics and Physics, The University of Queensland, Australia -------- Messaggio originale -------- OGGETTO: Postdoctoral position at UQ focussing on multi-scale mathematics/models DATA: 2018-02-27 09:23 MITTENTE: Philip Pollett <pkp(a)maths.uq.edu.au> DESTINATARIO: Antonio DI CRESCENZO <adicrescenzo(a)unisa.it> Dear Antonio, We're looking to appoint a probabilist to a new postdoctoral position at UQ focussing on multi-scale mathematics/models. http://jobs.uq.edu.au/caw/en/job/503030/postdoctoral-research-fellow Please pass on to anyone you think might be interested. Applications close: 20 March 2018 Regards, Phil.

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Seminario a RM1
by Faggionato, Alessandra 27 Feb '18

27 Feb '18

Seminario di Fisica Matematica e Probabilità Mercoledì 7 marzo, ore 16:15, Aula di Consiglio, Dipartimento di Matematica, Roma La Sapienza Speaker: Alessandra Occelli (Università di Bonn) *Title: On time correlations for last passage percolation models* Abstract. We study time correlations of last passage percolation (LPP), a model in the Kardar-Parisi-Zhang universality class, with three different geometries: step, flat and stationary. We prove the convergence of the covariances of the LPP at two different times to a limiting expression given in terms of Airy processes. Furthermore, we prove the behaviour of the covariances when the two times are close to each other, conjectured in a work of Ferrari and Spohn. -- ************************************************* 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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De Finetti Risk Seminar - February 2018
by Emanuela Rosazza 26 Feb '18

26 Feb '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Deciding with Judgment Simone Manganelli European Central Bank Abstract: Non sample information is hidden in frequentist statistics in the choice of the hypothesis to be tested and of the confidence level. Explicit treatment of these elements provides the connection between Bayesian and frequentist statistics. A frequentist decision maker starts from a judgmental decision and moves to the closest boundary of the confidence interval of the first order conditions, for a given loss function. This statistical decision rule does not perform worse than the judgmental decision with a probability equal to the confidence level. For any given prior, there is a mapping from the sample realization to the confidence level which makes Bayesian and frequentist decision rules equivalent. Frequentist decision rules can also be interpreted as decisions under ambiguity. LOCATION: The seminar will be held on Wednesday, February 28, 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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International Summer School on Risk Measurement and Control 2018
by Roy Cerqueti 25 Feb '18

25 Feb '18

Dear all, this is to inform you that the 12th Edition of the International Summer School on Risk Measurement and Control will take place in Rome on 4-9 June, 2018. Four macrothemes will be explored: * Green Economics and Finance <http://www.risksummerschool.eu/node/208> * The Fin Tech challenge <http://www.risksummerschool.eu/node/212> * Monetary Policy in a low inflation environment <http://www.risksummerschool.eu/node/214> * Banking, Financial and Insurance Regulation <http://www.risksummerschool.eu/node/213> More information can be find on the <http://www.risksummerschool.eu/> website. The outstandig level of the lecturers and the relevance of the treated subjects let this well-established school be of wide interest for both academicians and practitioners. With my warmest regards Roy Cerqueti (Organizing Committee)

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seminar at LUISS
by Marco Scarsini 23 Feb '18

23 Feb '18

February 27 2018 from 12:00 to 13:00 LUISS room 104 viale Romania 32 00197 Roma Speaker: Dov Samet (Tel Aviv University) Title: Desirability Abstract: Savage's theory of decision shows the equivalence of two structures. One is the behavioral-observable preferences over acts, the other is the mental-unobservable structure of probability and utility. The latter is not only unobservable but also cannot be reported by the decision maker. We propose an alternative mental-unobservable structure of desirability preferences which can replace the pair probability-utility and can be consciously reported. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminari di Probabilità, Pavia: S. Boucheron e L. Dello Schiavo
by Federico Bassetti 22 Feb '18

22 Feb '18

Seminari di Probabilità, Pavia Mercoledì 28 Febbraio 2018 nell'aula Beltrami del Dipartimento di Matematica dell' Università di Pavia (via Ferrata 1) si svolgeranno due seminari: Ore 14.30: Stephane Boucheron, Univ. Paris Diderot "TBA" Ore 15.30: Lorenzo Dello Schiavo, Universität Bonn Characteristic functionals of Dirichlet measures and their algebraic properties Abstract: We consider Dirichlet—Ferguson (DF) measures, a family of random probabilities on a locally compact Polish space X. Introduced by T. S. Ferguson in Ann. Stat. 1(2) 209ff., 1973, these measures have ever since found applications widely ranging from Bayesian non-parametrics to population genetics and stochastic dynamics of infinite particle systems. We compute the characteristic functionals of DF measures relying on those of their finite-dimensional marginalizations, the Dirichlet (D) distributions on standard simplices. In finite dimensions, we identify the dynamical symmetry algebra L of the characteristic functional of D as a simple Lie algebra of type A. Additionally, we show that all integer semi-lattices of certain posterior D distributions have a natural structure of weight Lie algebra module for L. A probabilistic interpretation and a partial generalization of these results to the infinite-dimensional case of DF measures is at hand. If time permits, we will also address a second characterization of DF measures by means of a Georgii—Nguyen—Zessin-type formula (joint work with E. W. Lytvynov, Swansea University). Tutti gli interessati sono invitati a partecipare

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[WORKSHOP] Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project
by stefano iacus 22 Feb '18

22 Feb '18

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 27 (Tue) 9:15-12:15, 14:45-17:45 March 28 (Wed) 9:15-12:15, 14:45-17:45 Location: Department of Economics, Business and Statistics Via Conservatorio 7, 20122 Milan (ITALY) 2 Floor, Departmental Seminar Room Invited speakers: * Alessandro De Gregorio (University of Rome) * Alexande Brouste (University of Le Mans, France) * Yuta Koike (University of Tokyo, JST CREST) * Emanuele Guidotti (University of Milan) * Stefano M. Iacus (University of Milan) * Lorenzo Mercuri (University of Milan) * Hiroki Masuda (Kyushu University) * Yuma Uehara (Institute of Statistical Mathematics) * Nakahiro Yoshida (University of Tokyo, Institute of Statistical Mathematics, JST CREST) The attendance to the workshop is open to “eveRyone" interested in the YUIMA Project. A considerable part of the workshop is dedicated to discussion on further development of the YUIMA package. This workshop is supported by: - Department of Economics, Business and Statistics, University of Milan - CREST Japan Science and Technology Agency - JSPS Grant-in-Aid for Scientific Research ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Finance & Economics http://www.mef.unimi.it CEO/CTO/Co-Founder VOICES from the Blogs http://www.voices-int.com 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 Master in Finance & Economics http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(a)unimi.it ------------------------------------------------------------------------------------ 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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expression of interest in the area of Mathematical Statistics and Data Science
by Stefano Bonaccorsi 21 Feb '18

21 Feb '18

*Opening of a Faculty Position in the area of **Mathematical Statistics and Data Science* *at the Department of Mathematics of the University of Trento* The Department of Mathematics of the University of Trento (henceforth referred to as the Department) seeks a scientist working in the field of Mathematical Statistics and Data Science to be appointed in a tenure-track position. The Department invites highly qualified scientists in the field of Data Science to send an Expression of Interest (EOI) in view of the activation of a tenure-track position. The Department currently enrolls in the field of Probability and Mathematical Statistics two Associate Professors and one Assistant Professor, tenure track (ricercatore TD – B) and has a strong interest in building up a larger research group in the area of Data Science. Candidates with a strong research background in fields related to Probability, Mathematical Statistics, Statistical Learning, Scientific Computing and Mathematical Foundation of Data Science are strongly encouraged to apply. The Department seeks a scientist working on cutting edge research topics, internationally recognized as part of a scientific network of experts in her/his own field; successful experience in the supervision of doctoral students and interdisciplinary collaborations are a plus. The Department coordinates a Master's Program in Mathematics, with a specific curriculum in Mathematics for Life and Data Sciences with an average of 20 students per year. The Department is also involved in two interdisciplinary Master's programs: (i) Quantitative and Computational Biology and (ii) Data Science. The PhD School in Mathematics enrolls in the average ten students per year. The successful candidate is expected to be one of the reference Faculty for the curriculum in Mathematics for Life and Data Sciences, and to participate in teaching activities at all levels. Moreover, candidates are expected to show a strong potential to apply to competitive research grants in particular towards EU funding schemes. APPLICATION The deadline for these expressions of interest, to be sent to the Head of the Department (current Head is professor A. Caranti) at *direttore.maths(a)unitn.it <direttore.maths(a)unitn.it>*, is *31 March 2018*. At a later date, the Department will open a formal call, according to Italians rules and regulations. ADDITIONAL INFORMATIONS 1- Teaching load Two courses per year, seminar activity and tutoring of PhD students. All activities at the Master's and doctoral level are in English. 2- Salary The amount of salary will be determined on a personal basis, according to the Italian Law. Indicative figures of the minimum gross amount per year of the starting salary are: Assistant Professor, tenure track (ricercatori TD – B) € 45.367 After 3 years candidates will be promoted to the Associate Professor level (starting level € 50.831), provided that the necessary qualification (abilitazione nazionale) have been reached. Net income may vary case by case, after income taxes, local taxes, retirement plan, health care deduction and tax exemptions depending on the family structure; individuals transferring their fiscal residence to Italy from abroad may benefit for 3 years of partial tax exemptions. It may be possible to obtain a partial recognition of past services abroad at a corresponding level depending on legal constraints to be satisfied. Organisation: Job location: Department of Mathematics - University of Trento via Sommarive 14 38123 Trento TN Italy Deadline: Saturday, March 31, 2018

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EMS-IAMP Summer School in Mathematical Physics, Ischia 11-15 June 2018 (fwd)
by pietro caputo 21 Feb '18

21 Feb '18

ricevo e inoltro volentieri %%%%%% Dear all, following previous announcements of the EMS-IAMP Summer School in Mathematical Physics on 'Universality in Probability Theory and Statistical Mechanics', we would like to inform you that conference poster is now available on the school website; you can download it also from here: http://www.mat.uniroma3.it/users/giuliani/public_html/Ischia _Summer_School/contenuti_sito/locandina/Ischia_poster.pdf Furthermore, you can find title and abstract of the school main courses on "Programme" page of the website. We remind you also the DEADLINE to apply for FINANCIAL SUPPORT and send material for CONTRIBUTED TALKS is THE END OF FEBRUARY. With our best regards, Serena Cenatiempo Alessandro Giuliani Rafael Greenblatt Domenico Monaco

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Ca' Foscari University Seminars
by Carlo Gaetan 21 Feb '18

21 Feb '18

Seminar Annoucement *********************************************************** Speaker: Aristidis K Nikoloulopoulos, School of Computing Sciences, University of East Anglia Title: Factor copula models for item response data Date: 28/02/2018, Hour: 11:00 Place: Meeting Room A - Zeta Building Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY Abstract: Factor or conditional independence models based on copulas are proposed for multivariate discrete data such as item response. The factor copula models have interpretations of latent maxima/minima (in comparison with latent means) and can lead to more probability in the joint upper and/or lower tail compared with factor models based on the discretized multivariate normal distribution (or multidimensional normal ogive model). Details on maximum likelihood estimation of parameters for the factor copula model are given, as well as analysis of the behavior of the log-likelihood. Our general methodology is illustrated with several item response data sets and it is shown that there is a substantial improvement on existing models from the criteria of log-likelihood and goodness-of-fit. This talk will be based on collaborative work with Harry Joe (U. of British Columbia). -- Apologies for cross posting -- Carlo Gaetan -- Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 mobile phone: ++39 366 629 7899 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate qui http://www.gnu.org/philosophy/no-word-attachments.it.html

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Open phd position in Rennes (fwd)
by Lucia Caramellino 21 Feb '18

21 Feb '18

Ricevo ed inoltro il seguente avviso. Cari saluti, Lucia ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell ---------- Forwarded message ---------- Date: Tue, 20 Feb 2018 11:39:31 +0100 From: gpoly <guillaume.poly(a)univ-rennes1.fr> Cc: Jürgen Angst <jurgen.angst(a)univ-rennes1.fr> Subject: open phd position in Rennes Dear all, J. Angst and myself have obtained a funding for a 3 years Phd position whose subject mainly concerns random nodal sets with some emphasis on universality properties. The phd would start in september 2018 under our joint supervision. We attach to this email a brief description of the phd subject. In case you might know some possibly interested students, feel free to forward this announcement. Interested students may contact us direclty by email. Thank you in advance, Best regards, J. Angst and G. Poly

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MURF 2018: REGISTRATION OPEN + FINAL PROGRAM
by Giovanni Puccetti 21 Feb '18

21 Feb '18

REGISTRATION OPEN FOR THE WORKSHOP Model Uncertainty and Robust Finance (II edition), University of Milano, MARCH 15-16, 2018 https://sites.google.com/site/murf2018/ <https://sites.google.com/site/murf2018/> FINAL PROGRAM AVAILABLE AT https://sites.google.com/site/murf2018/program <https://sites.google.com/site/murf2018/program> CONFIRMED INVITED SPEAKERS Carole BERNARD (VUB & Grenoble EM) Roger COOKE (TU Delft) David LI (SAIF & SJTU Shangai) Massimo MARINACCI (Bocconi University) Walter SCHACHERMAYER (University of Vienna) Ludovic TANGPI (University of Vienna) DE FINETTI RISK SEMINAR on MARCH 14, 2018 (Lecture by W. SCHACHERMAYER and Welcome Reception) SPECIAL ISSUE in DEPENDENCE MODELING edited by Marco Frittelli and Emanuela Rosazza-Gianin

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 20 Feb '18

20 Feb '18

17^th INTERNATIONAL CONFERENCE CREDIT 2018 */Small Business Risk, Financial Regulation/* */and Big Data Analytics/* ** Venice, Italy 27 –28 September 2018 *GRETA Associati *(Venice, Italy), the *European Investment Fund *(EIF, Luxembourg), *European DataWarehouse*(Frankfurt am Main, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 27-28, 2018. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets 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 *and *European Investment Bank*, is the *seventeenth* of a series dedicated to various aspects of credit risk. /Since 2007, the financial crisis has triggered deep changes of various kinds. Central banks have experimented with new monetary policies (low interest rates, quantitative easing, forward guidance...). In the meantime, the first steps towards a more neutral monetary policy are taken. The banking industry has had to develop new asset management strategies and to adjust its credit allocation practices in order to cope with a new environment characterized, in particular, by a prolonged period of very low risk-free returns. Meanwhile, regulatory frameworks have been reshaped all around the world, with the introduction of new requirements or guidelines including regulation on credit impairment provisioning. All t//hese changes have called for a substantial amount of research to improve the knowledge of the mechanisms at play during the crisis, to design adapted policy tools and to provide a better description of the new economic and financial environment./// The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Loan level data and credit risk analysis: credit registries; big data analytics; credit risk measurement; credit risk modelling; * Financial regulation and credit cycles: macro-prudential regulation; banking cycles; bank business models; rational inattention; * Macro-economic determinants of SMEs’ credit risk and SME loan portfolios: ECB policy; macro-parameters for SMEs’ credit risk; industry sector specialization; loan portfolio allocation; * IFRS9, credit impairments and SME financing: expected credit loss; internal models versus standardized approach; procyclicality; * The economic impact of government support measures (i.e. Credit Guarantee Schemes, Venture Capital): availability; real effects; inequality; * Monetary policy, financial regulation and credit cycles: unconventional monetary policy; monetary policy normalization; macro-prudential tools; banking cycles; * Macro-prudential regulation and real estate valuation: macro-prudential tools; loan-to-value; loan-to-income; collateral value; real estate prices. The Scientific Committee for the Conference consists of: *Hans Degryse *(KU Leuven, Halle Institute for Economic Research & CEPR, Programme Chair)*; Monica Billio *(Ca’ Foscari University of Venice & GRETA); *Vasso Ioannidou *(Lancaster University & CEPR); *Helmut Kraemer-Eis *(Head of Research & Market Analysis, Chief Economist, EIF); *Jan Pieter Krahnen *(SAFE - Goethe University); *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR);*Guillaume Plantin*(Sciences Po & CEPR); *Stephen Schaefer *(London Business School); *Enrico Sette *(Bank of Italy); *Ludovic Thebault *(European DataWarehouse).** CALL FOR PAPERS The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Tor Jacobson *(Sveriges Riksbank), *Robert C. Merton*(MIT Sloan School of Management), and *Guillaume Plantin *(Sciences Po & CEPR). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. Those wishing to present a paper at the Conference should submit by *May 25, 2018 *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 25, 2018*. The final version of accepted papers must be received by August 31, 2018. *European DataWarehouse*(Frankfurt am Main, Germany) will offer access to its ABS loan level database <http://www.eurodw.eu/> to the authors of the selected papers on the following topics: loan level data, credit risk analysis, loan level data analytics, credit risk measurement, credit risk modelling, loan-to-value, loan-to-income, collateral value, real estate valuations. The access to the database will be given for a period of 1 year. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: http://www.greta.it/credit/credit2018/credit2018.htm * Please accept our apologies for any crossed e-mails. -- Nota automatica aggiunta dal sistema di posta.

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Posizione RTD-B in SECS-S/06 a Venezia
by Marco LI CALZI 20 Feb '18

20 Feb '18

Con preghiera di diffusione: L'Università Ca' Foscari Venezia ha pubblicato un avviso di concorso per un posto di RTD-B nel settore SECS-S/06 presso il Dipartimento di Management, per attività di ricerca nell'area delle Decision Sciences, con particolare riferimento ai seguenti campi: Game Theory, Organizational Economics, Network Science, Strategy Science, Management Science. Il Dipartimento di Management ha ottenuto il riconoscimento di eccellenza dal MIUR con un progetto che prevede l'assunzione di un PO e altri due RTD-B per costruire una linea di ricerca e didattica in "Analytical Intelligence for Management." Il bando scade il 19 marzo 2018 ed è disponibile al link http://intra.unive.it/plapps/bandi/common/showbando?id=28531 La posizione è aperta. Per informazioni di natura accademica, scrivere a Marco LiCalzi <licalzi(a)unive.it>. Per informazioni sulla compilazione della domanda, scrivere a Ufficio Personale Docente e CEL - Settore Concorsi <pdoc.concorsi(a)unive.it>. __________________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://virgo.unive.it/licalzi

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IST Austria Summer School in Probability and Mathematical Physics
by Giovanni Alessandro ZANCO 19 Feb '18

19 Feb '18

Dear all, IST Austria organizes a summer school in Probability and Mathematical Physics on June 4-8, 2018 in Klosterneuburg, Austria, with courses by Martin Hairer Hugo Dominil-Copin Jason Miller All information can be found on the website http://ist.ac.at/pmp2018 This message is intended as a reminder to those who intend to apply for financial support: the deadline for registration is on February, the 28th. Registration (without financial support) will be open until May, the 15th. Best regards -- Giovanni Zanco IST Austria Am Campus 1 3400 Klosterneuburg Austria

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RUTDB - MAT/06
by Federico Polito 19 Feb '18

19 Feb '18

Gentili colleghi, con l'invito a volerne dare la massima diffusione vi segnalo il bando per una posizione da Ricercatore a tempo Determinato tipo B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino: http://iisced04.rettorato.unito.it/concorsi/rtd_scheda.pl?XY=B&codice=137_R… La scadenza è fissata al 19 marzo 2018. Un saluto. Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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LUISS Riapertura termini per idoneità art. 23 L. 240
by Marco Scarsini 19 Feb '18

19 Feb '18

Si comunica che da oggi e fino alle ore 14 del 02/03/2018, si sono riaperti i termini per aggiornare le liste di idonei al conferimento di incarichi di insegnamento *INTEGRATIVO *a contratto nei corsi di laurea, ai sensi dell’art. 23 della L. 240/2010. I candidati potranno presentare domanda on-line cliccando sul seguente link: http://www.luiss.it/ateneo/opportunita-di-lavoro/reclutamento-docenti- contratto/aperti/785/integrativi. *Bandi aperti* - INF/01 - Informatica - IUS/01 - Diritto privato - IUS/05 - Diritto dell'economia - MAT/06 - Probabilità e statistica matematica - SECS-P/01 - Economia politica - SECS-P/02 - Politica economica - SECS-P/04 - Storia del pensiero economico - SECS-P/05 - Econometria - SECS-P/06 - Economia applicata - SECS-P/07 - Economia aziendale - SECS-P/08 - Economia e gestione delle imprese - SECS-P/09 - Finanza aziendale - SECS-P/10 - Organizzazione aziendale - SECS-P/11 - Economia degli intermediari finanziari - SECS-P/12 - Storia economica - SECS-S/01 - Statistica - SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Insieme ai colleghi dell’Ufficio del Personale, siamo a completa disposizione per eventuali chiarimenti o integrazioni. Cordialmente, *La Segreteria di Dipartimento* *Dipartimento di Economia e Finanza* Viale Romania, 32 - 00197 Roma <https://maps.google.com/?q=Viale+Romania,+32+-+00197+Roma&entry=gmail&sourc…> def(a)luiss.it t +39 06 85225550 <06%208522%205550> *www.luiss.it* <http://www.luiss.it/> [image: http://static.luiss.it/images_10/loghi/LS_BLU_RIDUZIONE_WEB.png] Il tuo 5x1000 alla LUISS: C.F. 02508710585 <02%205087%2010585> [image: http://www.luiss.it/images_10/icons/environment-icon.png] *Please consider the environment... do you really need to print this email?* ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Workshop on High-dimensional statistics and random structures, Barcelona, June 18-19, 2018
by Elvira Di Nardo 17 Feb '18

17 Feb '18

2018-02-17 6:30 GMT+01:00 Piotr Zwiernik <piotr.zwiernik(a)gmail.com>: > Dear all, > > Together with Caroline Uhler and Christian Brownlees we are organising a > workshop on High-Dimensional Statistics and Random Structures. The workshop > will take place 18-19 June 2018 in Barcelona and it will be organised > within the Barcelona GSE Summer Forum. > > The main theme of the meeting will be centred around covariance matrix > estimation, networks and graphical models. The aim of the workshop is to > provide an overview of the recent theoretical advances in this topic. There > is no fee for attending the meeting. For more information (including some > of the confirmed speakers) see: > https://www.barcelonagse.eu/summer-forum/workshop-high- > dimensional-statistics > > Best regards, > Piotr Zwiernik -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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RtdA Settore concorsuale 13/D4 @Polimi
by Daniele Marazzina 17 Feb '18

17 Feb '18

Con preghiera di diffusione Segnaliamo il bando per una posizione RtDA presso il Politecnico di Milano, Dipartimento di Matematica, per il settore concorsuale 13/D4. Scadenza 15 Marzo 2018. Dettagli qui di seguito. Daniele Marazzina Professore Associato Dipartimento di Matematica - Politecnico di Milano Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (Junior) ai sensi dell'art. 24, comma 3, lettera a) Legge 30.12.2010, n. 240, Tempo pieno - Settore Concorsuale 13/D4 - METODI MATEMATICI DELL’ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE, bandita con Decreto Direttoriale n. 355 del 18/01/2018, pubblicato sulla G.U. del 13/02/2018, n.13 (Codice procedura: 2018/RTDA_MAT27). https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=364

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Funded PhD opportunity
by Tiziano De Angelis 16 Feb '18

16 Feb '18

Dear all, I would like to draw your attention to an opportunity for a fully funded 3.5-year PhD position in the School of Mathematics at the University of Leeds. The project's title is "Probabilistic methods for free boundary problems in stochastic control" and the position is funded by the School of Mathematics. The successful candidate will be working under my supervision as part of the EPSRC funded project EP/R021201/1 ( http://gow.epsrc.ac.uk/NGBOViewGrant.aspx?GrantRef=EP/R021201/1) Notice that the PhD extends beyond EPSRC funding period. The full advert is available at https://physicalsciences.leeds.ac.uk/research-opportunity/19/research-degre… <https://physicalsciences.leeds.ac.uk/research-opportunity/19/research-degre…> I would be most grateful if you could please advertise this opportunity to your best students and to other suitable mailing-lists. For any enquiry please contact me directly at t.deangelis(a)leeds.ac.uk. Thanks and best wishes. Tiziano

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(senza oggetto)
by federica masiero 16 Feb '18

16 Feb '18

Venerdì 23 Febbraio alle ore 14:00, in aula 3014 del Dipartimento di Matematica e Applicazioni (edificio U5, via Cozzi 55, Milano), Università di Milano-Bicocca, il Prof. Francesco Russo (ENSTA ParisTech) terrà un seminario dal titolo "BSDEs, martingale problems, associated deterministic equations and applications to finance" *Abstract:* The aim of this talk consists in introducing a new formalism for the deterministic analysis associated with backward stochastic differential equations driven by general càdlàg martingales, coupled with a forward Markov process. When the martingale is a standard Brownian motion, the natural deterministic analysis is provided by the solution u of a semilinear PDE of parabolic type coupled with a function v which is associated with the ∇u, when u is of class C^1 in space. When u is only a viscosity solution of the PDE, the link associating v to u is not completely clear: sometimes in the literature it is called the identification problem. The idea is to introduce a suitable analysis to investigate the equivalent of the identification problem in a general Markovian setting with a class of examples. An interesting application concerns the hedging problem under basis risk of a contingent claim g(X(T),S(T) ), where S (resp. X) is an underlying price of a traded (resp. non-traded but observable) asset, via the celebrated Föllmer-Schweizer decomposition. We revisit the case when the couple of price processes (X, S) is a diffusion and we provide explicit expressions when (X, S) is an exponential of additive processes. Tutti gli interessati sono invitati a partecipare. Cordialmente, Federica Masiero

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Seminario di Probabilità - Padova
by Paolo Dai Pra 16 Feb '18

16 Feb '18

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 20 Febbraio 2018 alle 14:15 in Aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Jacopo Borga AFFILIATION: Institut für Mathematik, Universität Zürich TITLE: Convergenza locale per permutazioni ABSTRACT: Per grandi strutture combinatorie, possono essere definite due principali nozioni di convergenza: gli ”scaling limits” e i limiti locali. In particolare per i grafi, entrambe le nozioni sono state studiate e sono ad oggi ben comprese. Per le permutazioni solo una nozione corrispondente agli ”scaling limits”, chiamati permutoni, è stata recentemente introdotta. La convergenza per permutoni è stata caratterizzata in termini di frequenze di occorrenze di pattern. Costruiremo una nuova nozione di convergenza locale per permutazioni e dimostreremo una caratterizzazione in termini delle frequenze di occorrenze consecutive di pattern. Saremo in grado di caratterizzare gli oggetti limite aleatori introducendo una proprietà di ”shift-invarianza” (corrispondente alla celebre nozione di unimodularità per grafi aleatori). Infine mostreremo due applicazioni nell’ambito delle permutazioni pattern-evitanti, calcolando il limite locale per permutazioni π-evitanti aleatorie, per |π| = 3. Per quest’ultimo risultato utilizzeremo delle biiezioni tra permutazioni pattern-evitanti e alberi ordinati radicati, un risultato sui limiti locali per alberi di Galton-Watson e analisi delle singolarità. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Quantitative Finance Seminar @ SNS - L. Campi (LSE)
by Elisa Letizia 15 Feb '18

15 Feb '18

The video of today seminar by Prof. Luciano Campi (LSE) is available at: http://mathfinance.sns.it/index.php/luciano-campi-nonzero-sum-stochastic-di… <https://youtu.be/mJ1p1DbmzUE> *Title:* Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications *Abstract: * We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities for the value functions and the optimal strategies of the two players. As an application, we study an impulse game with a one-dimensional state variable, following a real-valued scaled Brownian motion, and two players with linear and symmetric running payoffs. We fully characterize a Nash equilibrium and provide explicit expressions for the optimal strategies and the value functions. We also prove some asymptotic results with respect to the intervention costs. Finally, we consider two further non-symmetric examples where a Nash equilibrium is found numerically. -- *Elisa Letizia* PhD student in Financial Mathematics Scuola Normale Superiore Piazza dei Cavalieri, 7 Pisa ph. +39 050 509092

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Politecnico di Milano - Bando RtdA
by Daniele Marazzina 15 Feb '18

15 Feb '18

Con preghiera di diffusione Segnaliamo il bando per una posizione RtDA presso il Politecnico di Milano, Dipartimento di Matematica, per il settore concorsuale 13/D4. Scadenza 15 Marzo 2018. Dettagli qui di seguito. Daniele Marazzina Professore Associato Dipartimento di Matematica - Politecnico di Milano Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato (Junior) ai sensi dell'art. 24, comma 3, lettera a) Legge 30.12.2010, n. 240, Tempo pieno - Settore Concorsuale 13/D4 - METODI MATEMATICI DELL’ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE, bandita con Decreto Direttoriale n. 355 del 18/01/2018, pubblicato sulla G.U. del 13/02/2018, n.13 (Codice procedura: 2018/RTDA_MAT27). https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=364

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Bando RTDA SECS-S/06 presso la Luiss. Scadenza 19 febbraio 2018
by Fausto Gozzi 14 Feb '18

14 Feb '18

Si segnala il bando seguente in scadenza tra pochi giorni e si invitano tutti gli interessati a presentare domanda. 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale in data 5 gennaio 2018 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. Ricercatore art. 24, comma 3, lett. a) Codice concorso DEF-RIC-03/2018 Scadenza: 19 febbraio 2018 * <http://www.luiss.it/sites/www.luiss.it/files/BANDO_DEF-RIC-03-2018.pdf>Bando DEF-RIC-03/2018 Fausto Gozzi Posto da ricercatore di tipo A. Scadenza: 19 febbraio 2018 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale in data 5 gennaio 2018 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. Ricercatore art. 24, comma 3, lett. a) Codice concorso DEF-RIC-03/2018 Scadenza: 19 febbraio 2018 * <http://www.luiss.it/sites/www.luiss.it/files/BANDO_DEF-RIC-03-2018.pdf>Bando DEF-RIC-03/2018 Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it

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Assegno di ricerca SECS-S/01 -- Università di Torino
by Raffaele Argiento 14 Feb '18

14 Feb '18

Con preghiera di diffusione a tutti gli interessati. Si segnala l'uscita di un bando per un assegno di ricerca di un anno per il settore scientifico disciplinare SECS-S/01 - Statistica. Si riporta, in calce alla mail, una breve descrizione del progetto di ricerca (in inglese). Le domande di ammissione alla selezione devono essere presentate utilizzando esclusivamente l'apposita procedura online al link https://pica.cineca.it/unito/assegni-di-ricerca-unito-2018-I/ dove è anche possibile scaricare il testo completo del bando. La presentazione delle domande di partecipazione dovrà essere perfezionata e conclusa improrogabilmente entro le ore 13.00 (ora di Roma) del 05/03/2018. Un saluto, Raffaele Argiento ########## PROJECT DESCRIPTION ####### TITLE: Dependent nonparametric priors for microbiome studies ABSTRACT: Microbiology is experiencing a revolution brought on by recent developments in sequencing technology. The unprecedented volume of microbiome data being generated poses significant challenges that are highly stimulating the research in the applied statistical field. In this project, we aim at assessing the effect of the Mediterranean diet on the gut microbioma. To take into account heterogeneity in the population under study, the research fellow will set up a Bayesian dependent nonparametric model. The study has an applied profile but it will also deals with methodological issues, focusing on the computational issues arising under the Bayesian nonparametric approach when dealing with complex data. RESEARCH SCIENTIFIC SUPERVISOR: Dott. Raffaele Argiento -- Dr. Raffaele Argiento University of Torino and Collegio Carlo Alberto www.raffaeleargiento.it

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MSP 2018 - ERRATA CORRIGE
by gianluca cassese 14 Feb '18

14 Feb '18

*SECOND CALL FOR PAPERS* *The Mathematics of Subjective Probability - MSP 2018* The MSP 2018 Workshop will be held in September 3-5, at the University of Milan Bicocca. https://sites.google.com/view/MSP-2018. The workshop will host as keynote speakers - Ehud Kalai; - Rajeeva Karandikar; - Massimo Marinacci, - Eugenio Regazzini; - William D. Sudderth; MSP 2018 is open to contributions from all fields in which the subjective approach to probability is relevant, from Statistics to Economics and Game Theory. The list of potential topics includes (*but is not limited to*): - Ambiguity; - Bayesian statistics; - Coherence; - Conditioning; - Decision models under risk and uncertainty; - Equivalent martingale measures; - Finitely additive probabilities; - Gambling; - Game Theory; - Limit theorems; - Mass transportation; - Merging of opinions; - Multiple priors; - Partial knowledge. The Springer Journal "Decisions in Economics and Finance" plans to devote a special issue to the workshop *Important dates* - *Paper submission -- March 31st* - *Notification of acceptance -- April 30th* - *Conference subscription -- June 30th* The organizing committee, -------------------------------------------------------------------- Gianluca Cassese (Università Milano-Bicocca) Pietro Rigo (Università di Pavia) Barbara Vantaggi (Università Roma - La Sapienza) --------------------------------------------------------------------

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MSP 2018 - Second CALL
by gianluca cassese 13 Feb '18

13 Feb '18

*SECOND CALL FOR PAPERS* *The Mathematics of Subjective Probability - MSP 2018* The MSP 2018 Workshop will be held in September 3-5, at the University of Milan Bicocca Piazza della Scienza 4, 20126 Milan. The workshop will host as keynote speakers - Ehud Kalai; - Rajeeva Karandikar; - Massimo Marinacci, - Eugenio Regazzini; - William D. Sudderth; MSP 2018 is open to contributions from all fields in which the subjective approach to probability is relevant, from Statistics to Economics and Game Theory. The list of potential topics includes (*but is not limited to*): - Ambiguity; - Bayesian statistics; - Coherence; - Conditioning; - Decision models under risk and uncertainty; - Equivalent martingale measures; - Finitely additive probabilities; - Gambling; - Game Theory; - Limit theorems; - Mass transportation; - Merging of opinions; - Multiple priors; - Partial knowledge. The Springer Journal "Decisions in Economics and Finance" plans to devote a special issue to the workshop *Important dates* - *Paper submission -- March 31st* - *Notification of acceptance -- April 30th* - *Conference subscription -- June 30th* The organizing committee, --------------------------- Gianluca Cassese Pietro Rigo Barbara Vantaggi --------------------------

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Workshop in honour of Maurizio Pratelli
by Marco Romito 12 Feb '18

12 Feb '18

*Workshop in honour of Maurizio Pratell**i* We are delighted to announce a Workshop in honour of Maurizio Pratelli, which will be held on June 29, 2018, in the Aula Magna of the Department of Mathematics of the University of Pisa. Invited speakers are Paolo Baldi, Freddy Delbaen, Hans Foellmer, Marco Frittelli, Paolo Guasoni, Huyen Pham, Wolfgang Runggaldier, see http://people.dm.unipi.it/spass/workshop/20180629/ There is no registration fee, but participants are kindly requested to register sending an email to pratelline(a)gmail.com <mailto:pratelline@gmail.com> Since there is limited space available, admission will be on a first come, first served basis. The Organisation Committee Anna Battauz Francesca Biagini Sara Biagini Marzia de Donno Sabrina Mulinacci Dario Trevisan Franco Flandoli Marco Romito

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seminario MACCI
by Elena Villa 12 Feb '18

12 Feb '18

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. ******************************************* A v v i s o d i S e m i n a r i o ******************************************* *Mercoledì 21 Febbraio 2018, ore 11* Sala Rappresentanza, Dipartimento di Matematica, Universita' degli Studi di Milano via C. Saldini 50, Milano il Professor *CLAUDIO MACCI*(Università di Roma Tor Vergata) terrà un seminario dal titolo *Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets* ABSTRACT: In this article, we consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study the asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér's Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti. Tutti gli interessati sono invitati a partecipare. Saluti Elena Villa -- ******************************************* Elena Villa Dipartimento di Matematica, Universita' degli Studi di Milano via C.Saldini 50, 20133 Milano, Italy Phone: +39 0250316132 - Fax: +39 0250316090 Web-page:http://users.mat.unimi.it/~villa

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Seminar at Scuola Normale Superiore, 16 February 2018, Paolo dai Pra
by Giulia 09 Feb '18

09 Feb '18

Dear all, On Friday, 16 February 2018 — from 11:30 to 13:00 — at the Scuola Normale Superiore (Room: Fermi) Prof. Paolo dai Pra (University of Padova, department of Mathematics) will hold the following Seminar: Title : Rhythmic behavior in complex stochastic dynamics Abstract: Interacting particle systems may exhibit, in the thermodynamic limit, a time-periodic behavior in the evolution of their law. We have made an attempt to understand which factors may produce this phenomenon, in particular those related to the time-symmetry breaking of the dynamics: dissipation, delay, asymmetry in the interaction. We will first review some examples of mean field dynamics for which the thermodynamic limit can be explicitly computed and analyzed. Later we will focus on some partial results concerning the first, to our knowledge, example of rhythmic behavior for a system with local interaction: the Ising model with dissipation. Fill free to forward this announcement to your colleagues. Fill free to forward this announcement to your colleagues. Best Giulia Livieri Assegnista di ricerca Scuola Normale Superiore Piazza dei Cavalieri, 7, 56126 Pisa PI room 65

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Advanced School on complexity and emergence: first announcement
by elisa mastrogiacomo 09 Feb '18

09 Feb '18

This is the *first announcement* of the upcoming *Advanced School on complexity and emergence: ideas, methods, with a special attention to economics and finance (CEIM)* The School will be held in the magnificent Villa del Grumello, Como (Italy) along the Lake Como shore on July 22-27, 2018. The main courses will be given by L. Boi (EHESS – Paris), I. Capelli (Università dell’Insubria), I. Ekeland (Ceremade - Universitè Paris-Dauphine), F. Guerra (Sapienza Università di Roma), J. Jost (Max Planck Institute for Mathematics in the Sciences - Leipzig), Florent McIsaac, (Agence Française pour le Développement), F. Patras (Université de Nice Sophia-Antipolis), F. Riedel (Center for Mathematical Economics, Bielefeld University), F. Semboloni (Università degli studi di Firenze), R. Seri (Università dell’Insubria). The potential participants of the School are primarily master and doctorate students of mathematics, information sciences, theoretical physics, and economics, as well as research workers in those areas, who want to enlarge their spectrum of knowledge towards the area of complexity. The aim of the School is to provide these researchers useful instruments from the theory of complex systems, both on the theoretical level and the methodological ones, bridging the present disciplinary gap, and profiting from knowledge and insights from both communities. The School may have some (limited number of) financial supports. Details about the registration, the application for financial support and the website will come soon in a follow-up message. We would be grateful if you could circulate this announcement among your PhD students, postdocs and colleagues. With our best regards, Sergio Albeverio Elisa Mastrogiacomo Fabio Minazzi Emanuela Rosazza Gianin Stefania Ugolini

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INdAM-DP-COFUND Call 2 is open
by davide gabrielli 09 Feb '18

09 Feb '18

lIstituto Nazionale di Alta Matematica Francesco Severi (INdAM), Ente Nazionale di Ricerca vigilato dal Ministero dellIstruzione, Università e Ricerca, ha bandito il secondo concorso per 10 borse di dottorato del programma INdAM Doctoral Programme in Mathematics and/or Applications Cofunded by Marie Sklodowska-Curie Actions, cofinanziato dalla UE nellambito di Horizon 2020. Il programma offre a ricercatori da tutto il mondo lopportunità di accedere a uno dei più di 20 dottorati italiani in Matematica e/o applicazioni che partecipano al Programma. La scadenza per la presentazione delle domande è il 31 maggio 2018. La scadenza per la presentazione del titolo di accesso al dottorato prescelto è il 30 settembre 2018 per i cittadini europei, il 31 maggio 2018 per i cittadini extra-europei Il sito per la presentazione delle domande è https://cofund.altamatematica.it The Istituto Nazionale di Alta Matematica Francesco Severi (INdAM) has published the second call for 10 PhD fellowships of the programme INdAM Doctoral Programme in Mathematics and/or Applications Cofunded by Marie Sklodowska-Curie Actions, in the framework of the European Horizon 2020 Marie Sklodowska-Curie Co-funding of Regional, National and International Programmes. These fellowships offer to researchers from all over the world the opportunity to enter a PhD School in Matehematics and/or applications in Italy. The deadline for submission of the application is 31 May 2018; the deadline for submission of the degree/diploma which allows to embark in a doctorate in Italy : EU citizens 30 September 2018, non EU citizens 31 May 2018. For further information, please visit the following link: Application website: https://cofund.altamatematica.it where the complete Call announcement and a Guide for applicants can be downloaded

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Annuncio Seminario
by gianmario tessitore 08 Feb '18

08 Feb '18

Mercoledì 7 Febbraio 2018 alle ore 14:30 nell'aula 3014 del Dipartimento di Matematica dell' Università di Milano-Bicocca il dottor James Ting Feng Yang (University of Sydney) terrà un seminario dal titolo: Titolo: "A Survey into Singularly Perturbed Linear-Quadratic Stochastic Differential Games" Abstract: The purpose of this survey is to gain a clear understanding to open questions with regards to linear-quadratic (LQ) stochastic differential games whereby the dynamics of the two players evolve at different speeds. Some interesting questions include the existence and uniqueness of Nash equilibrium and the formulation and convergence of the limiting system as the speed of the two players diverge. To do so, we examine recent literature in LQ stochastic differential game theory and singularly perturbed LQ optimal control theory. As the array of literature is rather small in these fields, we will also talk about some achievements in their non-linear counterparts. Tutti gli interessati sono invitati a partecipare cordiali saluti Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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First announcement Summer School on "Information Theory: Inequalities, Distances and Analysis", Paris, June 25-29 2018 (fwd)
by Michele Gianfelice 07 Feb '18

07 Feb '18

Salve, ricevo ed inoltro p.c. scusandomi con chi l'ha già ricevuto. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 6 Feb 2018 10:51:13 +0100 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> Reply-To: Cyril Roberto <summerschoolihp2018(a)gmail.com> Cc: Vincent Beffara <vbeffara(a)ens-lyon.fr>, hugo.duminil(a)gmail.com, izc202(a)nyu.edu, eyal(a)microsoft.com, Gerard Ben Arous <gba1(a)nyu.edu>, J. v.d. Berg <J.van.den.Berg(a)cwi.nl>, Amir Dembo <adembo(a)stat.stanford.edu>, r.w.v.d.hofstad(a)tue.nl, albertogandolfi(a)gmail.com, Fabio Martinelli <martin(a)mat.uniroma3.it>, Charles Newman <newman(a)courant.nyu.edu>, Vladas Sidoravicius <sidoravi(a)courant.nyu.edu>, richth(a)mathematik.uni-muenchen.de, bhamidi(a)email.unc.edu, colomo(a)fi.infn.it, toninelli.fabio(a)gmail.com, hochberg(a)macs.biu.ac.il, daniel(a)ueltschi.org, Demeter Kiss <D.Kiss(a)cwi.nl>, lorebaglio(a)hotmail.it, blondel(a)clipper.ens.fr, orenshtein.tal(a)gmail.com, Vetõ Bálint <vetob(a)math.bme.hu>, Quentin Berger <quentin.berger(a)ens-lyon.fr>, Balázs Ráth <rathb(a)math.ethz.ch>, Peter Windridge <pete(a)windridge.org.uk>, mfathi(a)clipper.ens.fr, artem.sapozhnikov(a)math.ethz.ch, luigi.bianchi(a)sns.it, m.t.joosten(a)vu.nl, t.vande.brug(a)vu.nl, Loren.Coquille(a)unige.ch, alessandra.cipriani(a)math.uzh.ch, Luca Avena <luca.avena(a)math.uzh.ch>, a.klymovskiy(a)tue.nl, alessandra7791(a)googlemail.com, Vladislav.Vysotsky(a)asu.edu, david.belius(a)math.ethz.ch, gagnebin.m(a)gmail.com, philipp.thomann(a)math.uzh.ch, renato(a)math.leidenuniv.nl, Owen.Daniel(a)warwick.ac.uk, sava(a)tugraz.at, bnblima(a)mat.ufmg.br, marcelo(a)impa.br, kim.dang(a)math.uzh.ch, laurent.tournier(a)normalesup.org, huss(a)mathematik.uni-siegen.de, vincent.tassion(a)ens-lyon.fr, markus(a)math.leidenuniv.nl, ptrapman(a)math.su.se, gianfelice(a)mat.unical.it, christophe.garban(a)gmail.com, caputo(a)mat.uniroma3.it, serban.nacu(a)gmail.com, "Olga Paseka, Moscow, MSU" <paseka(a)physics.msu.ru>, Prasad Tetali <tetali(a)math.gatech.edu>, Nicoletta Cancrini <Nicoletta.Cancrini(a)roma1.infn.it>, Alessandra Faggionato <faggiona(a)gmail.com>, Nathael Gozlan <nathael.gozlan(a)univ-mlv.fr>, SAMSON Paul-Marie <Paul-Marie.Samson(a)univ-mlv.fr>, Pascal Romon <pascal.romon(a)univ-mlv.fr> Subject: First announcement Summer School on "Information Theory: Inequalities, Distances and Analysis", Paris, June 25-29 2018 Dear Colleague, You are cordially invited to participate in the Summer School at the Henri Poincaré Institute, Paris, June 25-29, 2018. We are pleased to inform you that Sergey Bobkov (University of Minneapolis) and Mokshay Madiman (Delaware University) will give 10 hours lectures (each) on "Information theory: Inequalities, distances and analysis". To get more information about this Summer School, please go to the following web page: http://sites.math.u-pem.fr/summerschool.2018/index.php/Main_Page Registration is free but mandatory. In order to register, go to the "registration" link. Note that the school may have some (limited number of) financial supports for young people (PhD, postdocs). In case you ask for a support, please indicate it during the registration. Financial support is up to approximately 500 euros. Looking very much forward to seeing you in Paris, With all best wishes, The organizers (Nathael Gozlan, Cyril Roberto and Paul-Marie Samson) P.S.: Please bring this Summer School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message.

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PhD position in Bern
by fabio bellini 07 Feb '18

07 Feb '18

A message from Prof. Ilya Molchanov: UNIVERSITY OF BERN (INSTITUTE OF MATHEMATICAL STATISTICS AND ACTUARIAL SCIENCE) PhD POSITION in PROBABILITY THEORY Funding from the SNF (Swiss National Science Foundation) is available for a PhD student (3 years) to work on the project `Poisson approximation and extreme values in stochastic geometry' awarded by SNF to Prof. Ilya Molchanov and Dr. Matthias Schulte. The whole project funds two PhD positions and one PostDoc and focuses on topics such as the Malliavin-Chen-Stein method, extreme values in stochastic geometry, random simplicial complexes and metric measure spaces. The advertised PhD position will be supervised by Ilya Molchanov. The research topics concern properties of point processes in metric measure spaces, related extreme values, and some generalisations of convex hulls involving marked point processes. Interactions with other members of the team will be encouraged. It is anticipated that the prospective PhD student has a background in mathematics with emphasis on probability theory. The salary will be at the level foreseen by the SNF, see http://www.snf.ch/SiteCollectionDocuments/allg_doktorierende_d.pdf. There is a possibility to complement the salary by taking up teaching and statistical consulting duties in the department. The starting date is September 2018 or as can be arranged by a mutual agreement. Applications (cover letter, CV, transcripts from the studies, and e-mail address of an academic referee) should be e-mailed as a single pdf file to Prof. Ilya Molchanov ilya.molchanov(a)stat.unibe.ch Deadline: 25/February 2018. E-mail enquiries are welcome.

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Fwd: FW: Research Associate post
by Elisabetta Candellero 07 Feb '18

07 Feb '18

---------- Forwarded message ---------- ________________________________________ From: Prof W.S.Kendall [w.s.kendall(a)warwick.ac.uk] Sent: Tuesday, February 6, 2018 2:08 PM To: Candellero, Elisabetta Subject: RA post Dear Elisabetta The ad for my RA, to follow up on my work with Bedard and Zanella on Dirichlet forms for MCMC, has just gone out. I'd be very grateful if you forwarded this to anyone you know who might be interested. Anyone who is interested could of course watch one of the movies at the following links (though of course they would also be very welcome to send enquiries to me): youtube.com/watch?v=_GJVwmaeH9U<https://www.youtube.com/watch?v=_GJVwmaeH9U> maths.dur.ac.uk/lms/106/movies/1341kend.mp4<http:// www.maths.dur.ac.uk/lms/106/movies/1341kend.mp4> Best W ------------------------------------------------------- The Department of Statistics at the University of Warwick invites applications for a 3-year EPSRC-funded Research Associate post, to work with Professor Wilfrid Kendall on recent advances in the applications of Dirichlet form theory to Markov chain Monte Carlo (MCMC). Candidates with a background either in probability / stochastic analysis, or in the development of statistical methodology relating to MCMC, and interested in working on novel interactions of these two sub-disciplines, are encouraged to apply. The detailed job advertisement and a link for online application can be found at https://atsv7.wcn.co.uk/search_engine/jobs.cgi?owner= 5062452&ownertype=fair&jcode=1713098 (note that the person spec mistakenly refers to "(a) Application Form, (b) Test/Exercise, (c) Interview, (d) Presentation" where it should read "(a) Application Form, (b) Interview, (c) Presentation": this is being corrected!) The post is funded for 36 months, starting 1 July, 2018 (or by agreement). Application deadline is 4 March 2018: note that applicants should arrange for 3 referees to email references to Paula.Matthews(a)warwick.ac.uk<mailto: Paula.Matthews(a)warwick.ac.uk> (Departmental Administrator, Statistics, University of Warwick) by the closing date.. Informal enquiries may be made to Prof Wilfrid Kendall (email w.s.kendall(a)warwick.ac.uk<mailto:w.s.kendall@warwick.ac.uk>) ------------------------------------------------------- -- Wilfrid S Kendall Phone: +44 (0)24 7652 3082 Department of Statistics<http://www.warwick.ac.uk/stats> Fax: +44 (0)24 7652 4532 University of Warwick<http://www.warwick.ac.uk> WWW: warwick.ac.uk/wsk<http://www.warwick.ac.uk/wsk> Coventry CV4 7AL, UK<http://tinyurl.com/2sxlbm> Email: w.s.kendall(a)warwick.ac.uk<mailto:w.s.kendall@warwick.ac.uk> My linkedIn profile<http://www.linkedin.com/in/wilfridkendall> Twitter: @WilfridKendall<http://twitter.com/WilfridKendall> My sporadic blog, "Random Curiosities"<http://blogs.warwick.ac.uk/ randomcuriosities/> Bernoulli Society for Mathematical Statistics and Probability<http://www. bernoulli-society.org> Academy for PhD Training in Statistics (APTS)<http://www.apts.ac.uk>, training Statistics PhDs from across the UK and beyond.

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CIMPA School Buenos Aires. First Announcement
by davide gabrielli 06 Feb '18

06 Feb '18

Dear friends, This is the first announcement of the School Geometry and scaling of random structures at Buenos Aires July 16 to 27, 2018. This is a CIMPA School, the X Escuela Santaló and an ICM Rio Satellite workshop, There will be 4-hour courses by Amine Asselah, Christophe Garban, Milton Jara, Claudio Landim, Jason Miller and Perla Sousi and around 35 40-minute talks. More information and registration: http://mate.dm.uba.ar/~probab/cimpaBA2018/ Deadline for applying for support: March 11, 2018. Thank you in advance for passing this announcement forward to your Phd students, post-docs and colleagues. Best regards, Amine Asselah and Pablo Ferrari

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ISBA 2018: CALL FOR ABSTRACTS
by Matteo Ruggiero 06 Feb '18

06 Feb '18

Cari colleghi, inoltro una comunicazione su richiesta degli organizzatori. > *ISBA 2018: CALL FOR ABSTRACTS* > > The call for abstracts for ISBA 2018---the World Meeting of the International Society for Bayesian Analysis---is now live! > > https://bayesian.org/isba2018 <https://bayesian.org/isba2018> > > The meeting will take place in June 24-29, 2018 <x-apple-data-detectors://8>, in Edinburgh, a beautiful and historical location intimately associated with Thomas Bayes, who studied logic and theology at the University of Edinburgh as an undergraduate (circa 1719-1722). > > ISBA 2018 is the continuation of the traditional Valencia/ISBA Meetings regularly held since 1979. They represent a unique event where the Bayesian community gathers together to discuss recent advances and the future of the profession. > > Deadline for abstract submission: 1 March, 2018 <x-apple-data-detectors://10> > ISBA 2018; 24-29 June 2018 <x-apple-data-detectors://11>, Edinburgh UK > https://bayesian.org/isba2018 <https://bayesian.org/isba2018> --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Avviso seminario_Delio Mugnolo_giovedì 8 febbraio_ore 11:00
by Stefano Bonaccorsi 05 Feb '18

05 Feb '18

Avviso di seminario, Università di Trento Parabolic theory of bi-Laplacians giovedì 8 febbraio 2018 *Luogo: *Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari "-1" *Ore*: 11.00 Relatore: - Delio Mugnolo (Università di Hagen - Germania) Abstract: The integral kernel of the semigroup generated by the bi-Laplacian on $\mathbb R^d$ has been studied in several papers by E.B. Davies, while other authors have successively studied positivity issues. Most of these properties strongly depend on the fact that the bi-Laplacian acts on functions in $H^4(\mathbb R)$ as the square of the Laplacian; this is not true anymore if functions on bounded domains with generic boundary conditions are considered. We are going to show how the properties of the semigroup generated by bi-Laplacians on intervals and, more generally, network-like spaces strongly depend on the boundary conditions. Our most surprising finding is that, upon allowing the system enough time to reach diffusive regime, the parabolic equations driven by certain realizations of the bi-Laplacian on networks display Markovian features: analogous results seem to be unknown even in the classical case of domains. This is joint work with Federica Gregorio. *Referente: *Stefano Bonaccorsi

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bando per ricercatore di tipo a in SECS-S/06
by emanuela rosazza gianin 04 Feb '18

04 Feb '18

Si avvisa che è stato bandito un posto da ricercatore a tempo determinato di tipo A nel settore SECS-S/06 presso il Dipartimento di Statistica e Metodi Quantitativi dell'Università di Milano Bicocca. Scadenza del bando: 4 marzo 2018 Bando ed informazioni: https://www.unimib.it/ateneo/gare-e-concorsi/rtda-dr-n-16385-del-1012018 Vi prego di diffondere questa e-mail e di inoltrarla a tutti i possibili interessati. Un saluto cordiale, 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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Fwd: 4th Barcelona Summer School on Stochastic Analysis
by Marco Romito 04 Feb '18

04 Feb '18

ricevo e inoltro m. -------- Forwarded Message -------- Subject: 4th Barcelona Summer School on Stochastic Analysis Date: Wed, 31 Jan 2018 09:29:13 +0100 From: Bústia CRM Difusions <crmdifusions(a)crm.cat> We are pleased to announce the upcoming *4th Barcelona Summer School on Stochastic Analysis* which will be held at the Centre de Recerca Matemàtica <http://www.crm.cat/en/About/General/Pages/LocationDirections.aspx>in Bellaterra (Barcelona) from *July 9 to July 13, 2018*. The school is addressed to PhD students and young researchers mainly in stochastic analysis. The courses will be the following: * /Some stochastic models in eco-evolution/, by *Sylvie Méléard*(École Polytechnique, France) * /Topology of zero sets of smooth random Gaussian functions, by**/*Mikhail Sodin*(Tel Aviv University, Israel) -Registration deadline: *June 1^st , 2018. * ** The period for submissions of proposals for poster presentations and contributed talks is currently open. The deadline to apply is *May 1^st , 2018*. ** *Financial support:* The CRM announces a call for full grants (registration+lodging) for those participants interested in taking part in this activity. Accommodation for granted participants will be in a shared apartment on campus from July 8^th to 14^th , 2018. ** -Deadline to apply for financial support: *April 1^st , 2018*. We invite you to visit the homepage of the school www.crm.cat/2018/StochasticAnalysisBCN <http://www.crm.cat/2018/StochasticAnalysisBCN>to keep posted with the progress of and news about the organization. *Organizing Committee* Xavier Bardina (Universitat Autònoma de Barcelona) Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona) Marta Sanz-Solé (Universitat de Barcelona) Josep Vives (Universitat de Barcelona) *___________________________________________* *cid:part3.74A55CC1.61BE51D0@mat.uab.cat* *Centre de Recerca Matemàtica* *Campus de Bellaterra, Edifici C* *08193 Bellaterra (Barcelona)* *Tel.: + 34 93 581 10 81* *Fax: + 34 93 581 22 02* *www.crm.cat* <http://www.crm.cat/> *@CRMatematica* <https://twitter.com/CRMatematica>

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Conference "Recent Advances in Random Processes" in honor of Paolo Baldi's 70th birthday - first announcement
by Rossi Maurizia 03 Feb '18

03 Feb '18

Dear colleagues, we are glad to announce the conference "Recent Advances in Random Processes" in honor of Paolo Baldi's 70th birthday taking place in Rome on September 10-11, 2018, at Citta` dellAltra Economia, in (the picturesque) Rione Testaccio. The conference focuses on random processes and their recent use to several fields, for example finance, mathematical physics, statistics or cosmology, and wishes to celebrate Paolo Baldi's scientific contributions to probability and academic life. The meeting is supported by Gnampa-INdAM funds and the ERC Grant PASCAL n. 277742. For more details (e.g. invited speakers, registration and venue) please visit the (preliminary) conference website http://www.mat.uniroma2.it/~ricerca/probab/rarp/home.html For any other information do not hesitate to contact us at rarp(a)mat.uniroma2.it We are looking forward to welcoming you in Rome! Lucia Caramellino Claudio Macci Domenico Marinucci Barbara Pacchiarotti Maurizia Rossi Giulia Terenzi --- Maurizia Rossi FSMP Postdoctoral Fellow Laboratoire MAP5, Université Paris Descartes 45, Rue des Saints Pères 75006 Paris (France)

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Prof. Macci a Pisa
by RITA GIULIANO 02 Feb '18

02 Feb '18

Il Prof. Claudio Macci sara' ospite del Dipartimento di Matematica, Universita' di Pisa, nei giorni 15, 16 e 17 febbraio prossimi. Terra' un seminario il 15 febbraio alle ore 15 in Aula Seminari. TITOLO Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets ABSTRACT In this article, we consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study the asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér’s Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti. Tutti gli interessati sono invitati Rita Giuliano

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annuncio seminario - dott.ssa L.Altieri
by Serena Arima 01 Feb '18

01 Feb '18

Tutti gli interessati sono invitati a partecipare. Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza Facoltà di Economia, Sapienza Università di Roma Giovedì 15 febbraio Ore 14.00, auletta A, IV piano *A new approach to spatial entropy measures* L. Altieri, D. Cocchi, G. Roli Entropy is widely employed in many applied sciences to measure the heterogeneity of observations. Recently, many attempts have been made to build entropy measures for spatial data, in order to capture the influence of space over the variable outcomes. The main limit of these developments is that all indices are computed conditional on a single distance and do not cover the whole spatial configuration of the phenomenon under study. Moreover, most of them do not satisfy the desirable additivity property between local and global spatial measures. We compare some recent developments in this field to a new approach which achieves substantial innovations. Firstly, Shannon’s entropy may be decomposed into two terms: spatial mutual information, accounting for the role of space in determining the variable outcome, and spatial global residual entropy, summarizing the remaining heterogeneity carried by the variable itself. Secondly, both terms satisfy the additivity property, being sums of partial entropies measuring what happens at different distance classes. The new entropy measures are shown to be more informative and to answer a wider set of questions than the current proposals of the literature. A case study is presented with categorical lattice data, concerning the spatial heterogeneity of land use over the Emilia Romagna region.

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Annuncio seminario al CNR di Milano
by Sara Pasquali 01 Feb '18

01 Feb '18

A tutti gli interessati. SEMINAR ANNOUNCEMENT ON BIG DATA, OPTIMIZATION AND LEARNING /Prof. Andrea Lodi //(Department of Mathematical and Industrial Engineering, Polytechnique Montréal, Canada; Canada Excellence Research Chair in Data Science for Real-Time Decision-Making) / In this talk I review a couple of applications on Big Data that I personally like and I try to explain my point of view as a Mathematical Optimizer – especially concerned with discrete (integer) decisions – on the subject. I advocate a tight integration of Machine Learning and Mathematical Optimization (among others) to deal with the challenges of decision-making in Data Science. For such an integration I try to answer three questions: 1) what can optimization do for machine learning? 2) what can machine learning do for optimization? 3) which new applications can be solved by the combination of machine learning and optimization? Monday, February 5, 2018; 11:00 CNR Via Corti 12, 20133 Milan Room EXPO ORGANISERS Ettore Lanzarone ettore.lanzarone(a)cnr.it Silvia Zuffi silvia(a)mi.imati.cnr.it ᐧ

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DEF Call for Papers – Special Issue on “Quantitative developments in financial volatility - theory and practice"
by Maria Elvira Mancino 31 Jan '18

31 Jan '18

Dear colleagues and friends, We hope the email finds you well in the beginning of spring, 2018. We are delighted to inform that the journal of Decisions in Economics and Finance, the official publication vehicle of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), is now calling for papers for its special issue on "QUANTITATIVE DEVELOPMENTS IN FINANCIAL VOLATILITY - THEORY AND PRACTICE" On behalf of the co-editors of the journal's special issue, we cordially invite you to submit your recent work on financial volatility to the special issue. Contributions are welcome from all areas of study in financial volatility including but not restricted to * Parametric and nonparametric modeling of volatilities * Volatility estimation * Calibration and forecast of volatility models * Pricing of volatility linked derivatives * Modeling and inference of implied volatility * Efficient simulation schemes For more details, please see the attached PDF file or visit the journal's webpage at http://www.springer.com/economics/economic+theory/journal/10203?detailsPage… [1] Please allow us to reiterate that the submission DEADLINE for the special issue is _JULY 31, 2018._ Accepted papers will be published online individually prior to the final print publication. Please address all your inquiries concerning the submission to the special issue directly to us. We apologize if you receive the same email multiple times. Please kindly help us forward the call to your colleagues. We look forward to receiving your submissions. With best regards, Special issue co-editors Elisa Alos, Maria Elvira Mancino, and Tai-Ho Wang Decisions in Economics and Finance Links: ------ [1] http://www.springer.com/economics/economic+theory/journal/10203?detailsPage…

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Expressions of interest in the broad areas of Economics, Management and Statistics
by Giovanni Puccetti 31 Jan '18

31 Jan '18

The Department of Economics, Management and Quantitative Methods (DEMM) seeks expressions of interest for junior (post-doc and assistant professor) and senior (associate professor) positions from candidates interested in working with us in the broad areas of Economics, Management and Statistics. The University of Milan is a major research and teaching institution located in one of Europe’s most thriving cities. It is ranked in the top 200 for Economics in the Shanghai Ranking of World Universities. According to RepEc, the Department of Economics, Management, and Quantitative Methods – DEMM is one of the top five departments of economics in Italy and in the top four percent in Europe. The recent Italian research evaluation exercise (VQR 2011-2014) placed DEMM among the top 10 departments in the area of economics, management and statistics in Italy. DEMM has also been the recipient of a generous competitive funding in the recent “Bando Dipartimenti di Eccellenza” grant, awarded by the Italian ministry of education (MIUR) and aimed at creating the Centre of Excellence in Economics and Data Science (CEEDS). Particular attention will be given to candidates with an excellent research record and showing the potential to cooperate with the current members of the department in pursuing DEMM’s strategy. Informal enquiries may be directed via mail to Francesca Cottone, francesca.cottone(a)unimi.it. Interested candidates are invited to submit a CV to francesca.cottone(a)unimi.it, together with a short motivation letter specifying for which position they intend to apply for. There is no formal deadline for the expression of interest but an early assessment is expected to start in the second half of February 2018. Successful applicants will be contacted to work on the application for post-doc (2+2 years), assistant (tenure-track) or associate (permanent) professor positions. Gross salary: €30,000-40,000 according to experience (post-doc), €38,500 (assistant professor), €51,000 (associate professor) per annum. Tax exemption: a four-year tax exemption on 90 percent of the salary is available according to the Italian tax law for those candidates who have been residing outside Italy for 2 years or more. This would result in the following net salary (approx.): €33,500 (assistant professor), €45,000 (associate professor) per annum.

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PHD Lectures on Stochastic Processes
by Francesca Greselin 30 Jan '18

30 Jan '18

In the next two weeks, the Emeritus professor *Youri Davydov* will give lectures on* Stochastic Processes, * from Monday 5 till Thursday 15, February, from 9:30 to 12:30 in Room 2062, second floor, Building U7, Università degli Studi di Milano Bicocca. Prof. Davydov's Lectures will be given for the PhD curriculum in Statistics, Department of Statistics and Quantitative Methods. *PHD Lectures on Stochastic Processes* *Prof. Youri Davydov* *Emeritus Professor Laboratoire Painlévé - Université Lille 1,* *and St. Petersbourg State University, St. Petersbourg, Russia* Syllabus: Stochastic processes 1. Denitions and general notions 2. Examples 3. Processes with independent increments 4. Stationary processes 5. Gaussian processes 6. Martingales. *References* 1. Gikhman, I. I., & Skorokhod, A. V. (1969). Introduction to the theory of random processes. Philadelphia: WB Saunders. 2. Lamperti, J. (2012). Stochastic processes: a survey of the mathematical theory (Vol. 23). Springer Science & Business Media. 3. Resnick, S. I. (1992). Adventures in Stochastic Processes, Birkhauser, Boston. People interested to attend the lectures should send an e-mail to francesca.greselin(a)unimib.it for organizational purposes.

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