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Fwd: Pisa
by Cristian Giardina 23 Dec '17

23 Dec '17

Ricevo da Ellen Baake (Bielefeld) ed inoltro annuncio per un posto di dottorato in "mathematical population genetics". Saluti cordiali C. Giardina' ---------- Forwarded message ---------- From: Ellen Baake <ebaake(a)techfak.uni-bielefeld.de> Date: Fri, Dec 22, 2017 at 11:17 AM To: Cristian Giardina <cristian.giardina(a)unimore.it> Dear Cristian, I have another opening for a PhD student, see http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/ Anzeigen/Wiss/wiss17345_engl.pdf in case you know someone who might be interested. Season's greetings Ellen

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Fwd: Bandi PhD SNS 2018/2019
by Marco Romito 19 Dec '17

19 Dec '17

-------- Messaggio Inoltrato -------- Oggetto: nuovi Bandi PhD 2018/2019 Data: Tue, 19 Dec 2017 09:26:37 +0100 Mittente: segreteria studenti <segreteria.studenti(a)sns.it> Gentilissimi, si comunica che sono usciti i nuovi bandi di concorso a posti di perfezionamento e dottorato alla Scuola Normale Superiore. E' stato emanato un bando distinto per Data Science trattandosi di un dottorato congiunto. Ne trovate notizia, oltre che all'Albo Ufficiale della Scuola, sul sito sns https://www.sns.it/ammissione/ammissione-al-phd e sul sito dedicato dalla Scuola al PhD http://phd.sns.it/ La procedura on line per le candidature è già attiva su Ser.se https://serse.sns.it/it/ Scadenze: 28 febbraio per la presentazione delle candidature; 22 marzo-12 aprile colloqui. Si prega di darne massima diffusione. Cordiali saluti.

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Workshop “Stochastic Models in Ecology and Evolutionary Biology” - first announcement
by Marco Formentin 18 Dec '17

18 Dec '17

Dear All, we are glad to announce the workshop “Stochastic Models in Ecology and Evolutionary Biology” that will be held in Venice, 5-7 April 2018, at the Istituto Veneto di Scienze, Lettere ed Arti. Aim of the workshop is to bring together scientists with different background - people from biology, physics and mathematics - interested in stochastic models in ecology and evolutionary biology, to discuss issues and exchange methods and ideas. A partial list of topics includes: stochastic population dynamics, branching processes, molecular evolution, resilience and criticality of ecological systems, models and prediction of biodiversity, ecological interaction and microbial community dynamics. Invited Speakers (in alphabetical order - *TBC): J.-F. Arnoldi, E. Baake, Otto X. Cordero, J. Dalmau, K. Faust*, J. Friedman, A. Lambert, M. Loreau, T. Parson*, A. Sanchez, B. Trubenova*. The cost for workshop attendance will be 90 Euro, which includes coffee breaks and conference material. We will also have contributed talks and poster sessions. The call for abstracts will close on March 2, 2018. For all information about abstract submission, registration, accommodation and location, please check http://www.pd.infn.it/~maritan/veniceworkshop/veniceworkshop.html Best regards, The organizers, Paolo Dai Pra, Amos Maritan, Marco Formentin, Samir Suweis

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Posizione Ricercatore tipo A in Mat-05 e MAT-06
by Pietro Caputo 18 Dec '17

18 Dec '17

Ricevo e inoltro: ---------- Messaggio inoltrato ---------- Da: "Pierangelo Marcati" <pierangelo.marcati(a)gssi.it> Data: 18 Dic 2017 2:00 PM Oggetto: Posizione Ricercatore tipo A in Mat-05 e MAT-06 A: Cc: Cari Colleghi vi ricordo le posizioni RTD-A MAT/05 (Analisi Matematica) e MAT/06 (Probabilità) presso il GSSI in scadenza a fine mese: http://www.gssi.it/albo-ufficiale-online-gssi Cordiali saluti Piero Marcati

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seminario Carlo Sala in Bicocca
by fabio bellini 15 Dec '17

15 Dec '17

Il giorno martedì 19 dicembre alle ore 14.30, presso la aula demografica del DISMEQ al secondo piano dell'edificio U7 della Università di Milano-Bicocca, il dott. Carlo Sala dell'ESADE di Barcellona terrà un seminario su S&P 500 Index, an Option-Implied Risk Analysis Abstract The forward-looking nature of option market data allows one to derive economically-based and model-free conditional risk measures. The option-implied methodology overcomes the elicitability issue and is an interesting tool for regulators and companies to perform external or internal risk analysis without posing assumptions on the distribution of returns. The article proposes the first comprehensive analysis of the performances of these measures compared with classical risk measures for the S&P500. The option-implied estimates deliver good results during the financial crisis and emerge as a convenient alternative to the existing risk measures. Tutti gli interessati sono invitati a partecipare. -- Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Assegno di ricerca biennale
by Elvira Di Nardo 14 Dec '17

14 Dec '17

Con preghiera di diffusione a tutti gli interessati. Si segnala l'uscita di un bando per un assegno di ricerca biennali nell'area 01 per matematica applicata. La ricerca si propone lo studio di nuove problematiche attuali della matematica applicata, con particolare riferimento a quelle elencate nel progetto scientifico del Dipartimento di Matematica dell'Università di Torino: http://www.dipmatematica.unito.it/do/home.pl/View?doc=dip_prog_scien.html per i seguenti settori scientifico-disciplinari: Calcolo delle Probabilità e Statistica Fisica Matematica Analisi Numerica Le tematiche di ricerca attive per il SSD MAT/06 sono reperibili al seguente link: http://www.dipmatematica.unito.it/do/gruppi.pl/Show?_id=2oge&tab=2 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-cofinanziati-miur-xx/ 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 04/01/2018. Un saluto. Elvira Di Nardo -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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de Finetti Risk Seminar - December 21
by Emanuela Rosazza 14 Dec '17

14 Dec '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture TITLE: Probability measure valued polynomial processes Christa Cuchiero University of Vienna ABSTRACT: We introduce polynomial diffusions taking values in the space of probability mea- sures on a locally compact Polish space, generalizing the well-known Fleming-Viot process. We provide a representation of the corresponding extended generators, and prove well- posedness of the associated martingale problems. In particular, we obtain uniqueness by establishing a formula for the conditional moments of the solution, which in the finite-dimensional case reduces to a matrix exponential. The talk is based on joint work with Martin Larsson and Sara Svaluto Ferro. LOCATION: The seminar will be held on Thursday, December 21, at 17.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. 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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Seminario ARMSTRONG
by Matteo Ruggiero 12 Dec '17

12 Dec '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Mercoledì 20 Dicembre 2017, alle ore 11:30, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ John ARMSTRONG (King’s College London) STOCHASTIC DIFFERENTIAL EQUATIONS AS JETS We explain how Ito Stochastic Differential Equations (SDEs) on manifolds may be defined using 2-jets of smooth functions. We show how this relationship can be interpreted in terms of a convergent numerical scheme. We show how jets can be used to derive graphical representations of Ito SDEs and how jets give rise to a coordinate free approach to understanding SDEs and diffusions on manifolds. We will consider some applications of this approach. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Luciano Campi a L'Aquila
by Fabio Antonelli 11 Dec '17

11 Dec '17

Il giorno 18 dicembre 2017 alle ore 12:30 presso il Laboratorio di Didattica della Matematica (Coppito 1 piano terra) il prof. Luciano Campi - London School of Economics terrà il seminario Nonzero-sum stochastic differential games with impulse controls: a verication theorem with applications Abstract: We consider a general nonzero-sum impulse game with two players. The main mathemat- ical contribution of the paper is a verication 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 payos. 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. Fabio Antonelli

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PhD studentship on Pólya urns @ Bath (UK)
by Alessandra Cipriani 11 Dec '17

11 Dec '17

Ricevo ed inoltro. Alessandra Cipriani ---------------------------------------- Dear all, we offer a PhD studentship to be held at the University of Bath, in the prestigious Probability group Prob-L@B, under the supervision of Dr Cécile Mailler on reinforced stochastic processes, and in particular Pólya urns. The deadline for applications is January 28th, the starting date is October 1st; more information is available at https://www.findaphd.com/search/ProjectDetails.aspx?PJID=92845, and informal enquiries are encouraged and should be directed at c.mailler(a)bath.ac.uk. Best wishes, Cécile Mailler

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Seminario M. Maurelli a Pisa, 18 dicembre
by Marco Romito 11 Dec '17

11 Dec '17

Dear all, I would like to announce the following talk in the probability seminar at the University of Pisa. DATE AND TIME: Monday, December 18, 15:00h - 16:00h LOCATION: Aula Seminari, Dipartimento di Matematica, Universita' di Pisa SPEAKER: Mario Maurelli (Weierstrass Institute for Applied Analysis and Stochastics, Berlin, & Technische Universität Berlin) TITLE: A McKean-Vlasov SDE with reflecting boundaries ABSTRACT: McKean-Vlasov SDEs are SDEs where the coefficients depend on the law of the solution to the SDE. Their interest is in the links with nonlinear PDEs on one side (the SDE-related Fokker-Planck equation is nonlinear) and with interacting particles on the other side (the McKean-Vlasov SDE can be approximated by a system of weakly coupled SDEs). In this talk, motivated by a model of lithium-ion batteries, we introduce a McKean-Vlasov SDE constrained on a bounded domain. The novelty lies in the particular interplay between the mean field interaction and the boundary conditions. We study well-posedness and particle approximation. Our analysis combines techniques for SDEs with Neumann boundary terms (Skorokhod equation, Lions-Sznitman) and ideas from a recent approach to McKean-Vlasov SDEs (Cass-Lyons). Everyone is invited to participate.

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Fwd: Saint-Flour 2018, July 8-20
by Marco Romito 10 Dec '17

10 Dec '17

FIRST ANNOUNCEMENT Dear colleagues The 48th Saint-Flour Probability Summer School will be held on July 8-20, 2018. This year, the three courses will be: *Hugo Duminil-Copin* (IHES Paris-Saclay):/Graphical representations of the Ising model/. *Asaf Nachmias* (Tel Aviv University):/Planar maps, random walks and the circle packingtheorem/. *Balint Tóth* (University of Bristol):/Scaling limits for random walks and diffusion with long memory/. Further information can be found on the conference website: recherche.math.univ-bpclermont.fr/stflour/stflour-en.php Online registration will open in February. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin, Laurent Serlet ------------------------------------------------- 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 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 mailto:stflour@math.univ-bpclermont.fr

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de Finetti Risk Seminar - December 2017
by emanuela rosazza gianin 10 Dec '17

10 Dec '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Learning Consumer Tastes from Dynamic Assortments: A Nonparametric Bayesian Model Canan Ulu Georgetown University Abstract. We study dynamic assortment decisions of a firm learning about consumer tastes by observing sales of the products offered. Each period, the firm offers an assortment to maximize expected total profits over a finite horizon given its subjective beliefs on consumer tastes. The consumers choose a product that maximizes their own utility and the firm updates its beliefs on consumer tastes after having observed the sales of each product in the assortment. We model consumer tastes as locations on a Hotelling line and develop a nonparametric Bayesian learning model using Polya tree priors that makes no assumptions on the form of the consumer taste distribution. Our nonparametric learning model results in optimal profits that are robust to misspecification in the consumer taste distribution. We develop upper bounds on the firm’s total profit based on information relaxations and study the performance of various heuristic policies with respect to these upper bounds. LOCATION: The seminar will be held on Wednesday, December 13, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen <https://maps.google.com/?q=Via+Rontgen+1&entry=gmail&source=g> 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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Study group with industry
by Enrico Scalas 08 Dec '17

08 Dec '17

Dear Colleagues, If you are in the London area, you might be interested in this Energy Systems Study Group with Industry with a probabilistic twist: http://www.sussex.ac.uk/maths/research/essgi Best wishes, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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Avviso di mini-corso :: Bakka@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 07 Dec '17

07 Dec '17

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Dipartimento di Scienze Statistiche Sapienza Università di Roma ----------------------------------------------------------------------------- Mercoledì, 13 Dicembre, ore 08:30-12:30 (Aula VI, 4 piano) Giovedì, 14 Dicembre, ore 15:00-19:00 Venerdì, 15 Dicembre, ore 15:00-19:00 ----------------------------------------------------------------------------- Il corso è gratuito, prevalentemente rivolto agli studenti del curriculum internazionale della Laurea Magistrale in Statistics and Decision Sciences, ma aperto anche alla partecipazione di esterni. Dato il numero limitato di posti disponibili in aula, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form entro domenica 10 Dicembre: url: https://goo.gl/vfM9FM Entro lunedì 11 Dicembre verrà inviata conferma dell'effettiva disponibilità del posto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias in favore di studenti e dottorandi. Buon ponte lungo... Pierpaolo Brutti ----------------------------------------------------------------------------- W H O / Haakon Bakka (https://www.ntnu.edu/employees/haakon.bakka) T I T L E / Introduction to R-INLA for Bayesian Spatial Modelling A B S T R A C T / The course starts with a general overview of the possibilities in INLA, for applied research and for model development. We will proceed to examples of generalised linear models with several random effects. We discuss the cool ideas making INLA fast; why most likelihoods are near-Gaussian in the posterior, how to represent random effects with sparse matrices, and more. The last part of the course is looking at spatial random effects and how they fit into the INLA framework; using the brilliant SPDE approach. In the SPDE approach we approximate the spatial random effect itself, representing it in the entire study area, without needing to know the observation locations. Inference in INLA is so fast that we can run all examples live in class! I am looking forwards to giving the course, and I hope to see you there. S Y L L A B U S / Introduction - What is INLA? Why are so many using it? Why the high impact? - Why you should be very excited to be in this course! - The two core ideas: GMRF, Laplace - Bayesian fitting and prediction Time series and several nonlinear effects - Data: Unemployment - INLA inputs and outputs - GMRF structure with spare precision matrix - Run time O(N) - Simulation-inference Exploring hyper-space - Conditionally Gaussian - Gradient descent - Good computational parametrisations - Logfile & Inference diagnostics - Representing the posterior NOT as samples but as... Non-Gaussian likelihoods - Data: Seeds - Laplace approximation / Nested Laplace - Simulation-inference What models exist in INLA - What likelihoods and links? - What happens when we change the link function? - Multiple likelihoods - Rgeneric: Every model is possible! Priors and interpretable parameters - Interpretable parametrisation vs computational parametrisation - Uninformative priors, conjugate priors - Good priors! - Hierarchical models and “analysis of component variance” Disease-mapping with Besag - Spatial model - Revisiting all the topics so far Continuous spatial models - Data: Fish larvae - How to get O(N^1.5) instead of O(N^3) - De-connecting observation locations and the underlying model - The famous SPDE-approach - Finite Element method and mesh - Simulation-inference -----------------------------------------------------------------------------

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[RTD-B] Posizione in Statistica - Scadenza 29/12/2017
by stefano iacus 06 Dec '17

06 Dec '17

Il Dipartimento di Economia, Management e Metodi Quantitativi ha bandito la seguente posizione RTD-B di Statistica. [N. 1 posto s.c. 13/D1, ssd SECS -S/01 (Codice 3733). Bando D.R. 4169/2017 del 7.11.2017 (G.U. n. 91 del 28.11.2017; settore concorsuale 13/D1 - Statistica, ssd SECS-S/01 - Statistica] SCADENZA: 29 dicembre 2017, ore 12:00 (ora italiana) Cosa si aspetta il dipartimento? (*) Il ricercatore vincitore della procedura di valutazione verrà inserito nei progetti di ricerca di Statistica Computazionale e Data Science del Dipartimento. Contribuirà con le sue ricerche al DataScienceLab (http://datasciencelab.unimi.it) e parteciperà anche alla didattica del nuovo Master in Data Science for Economics, Business and Finanza e alla futura Laurea Magistrale in Data Science and Economics. Chi cerchiamo? (*) I migliori candidati, con solide basi metodologiche ma che si muovono nell'alveo della Data Science e che possano spingere il Dipartimento ancora più avanti nella ricerca in questo campo. Per maggiori informazioni e per inviare la domanda di partecipazione: http://www.unimi.it/ateneo/valcomp/94001.htm <http://www.unimi.it/ateneo/valcomp/94001.htm> Contatti ulteriori: datasciencelab(a)unimi.it <mailto:datasciencelab@unimi.it>, stefano.iacus(a)unimi.it <mailto:stefano.iacus@unimi.it> Con preghiera di massima diffusione Stefano M. Iacus (*) Fatti salvi i requisiti concorsuali e gli obblighi di legge in merito a reclutamento, ecc ----------------------------------- 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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RTD-A MAT/05 e MAT 06 al GSSI
by Francesco Caravenna 06 Dec '17

06 Dec '17

Ricevo e inoltro. > Da: Pierangelo Marcati <pierangelo.marcati(a)gssi.infn.it> > Oggetto: RTD-A MAT/05 e MAT 06 al GSSI > Data: 5 dicembre 2017 19:38:04 CET > > 2 posti RTD-A in Analisi Mat. (MAT05) and Probabilità(MAT06) al GSSI > si prega dare massima diffusione > > http://www.gssi.it/albo-ufficiale-online-gssi <http://www.gssi.it/albo-ufficiale-online-gssi> > > > ----------------------------- > * Pierangelo Marcati * > ----------------------------- > Scientific Director > Mathematics Division > GranSasso Science Institute, > INFN - L'Aquila - Italy > http://www.gssi.it <http://www.gssi.it/> > +39(086)242-80262 > > Professor at DISIM (on leave) > Dept. of Information Engineering, Computer Science and Mathematics > University of L'Aquila - Italy > Skype name: p.marcati > http://univaq.it/~marcati <http://univaq.it/~marcati> > +39(086)243-3143

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EFI3, February 15-16, 2018, Pescara (Italy): deadline extension
by Tiziano Vargiolu 06 Dec '17

06 Dec '17

Dear all, due to several requests, we are extending the deadline for submissions to December, 18. Those who are eligible and interested in the ACRI Young Investigator Training Program (see below) are kindly requested to REGISTER as soon as possible, and express qualification and interest by answering YES to the related question, to the link: https://docs.google.com/forms/d/e/1FAIpQLSeDMDCIUiS765NkPuK2I5CxaaECO4xOTb1… We are glad to invite you to contribute and take part in the third edition of the workshop Energy Finance Italia, this time held in Pescara (Italy) on February 15-16, 2018 http://energyfinanceitalia.dtdns.net/index.php/efi3 A selection of papers contributed to the workshop will be published on the Journal of Energy Markets. Call for papers: acceptance of submissions has started. The deadline for extended abstract submission is December 18, 2017. The format of the abstract is maximum two pages, in pdf, in which the name of the presenting Author and the title of the presentation have to be specified. The abstract should be sent to the address energyfinanceitalia(a)gmail.com Fees: 100 euros per person. They include session break refreshments, lunches and the social dinner. Instructions about how to pay will be given soon. EFI3 Young Investigator Training Program ---------------------------------------- The network of Italian universities behind EFI3 will participate in a competitive call of the Associazione di Fondazioni e di Casse di Risparmio (ACRI) named 'YOUNG INVESTIGATOR TRANING PROGRAM'. If financed, this program will allow our network to issue some grants to young researchers (younger than 40 years of age) working outside Italy (Italian or not) to facilitate them 1) to participate to the EFI3 workshop, and 2) to spend one month in one of the universities of the network. These grants will be awarded on a competitive basis, and will be of 3000 Euro for European residents and 4000 Euro for non-European residents. ACRI is expected to announce the results of its financing competition by the end of December 2017. News about this initiative will appear on the website http://energyfinanceitalia.dtdns.net/index.php/efi3 We all hope to see you all in Pescara! Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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seminari Jara e Gubinelli
by FRANCO FLANDOLI 05 Dec '17

05 Dec '17

Giovedì 7 dicembre, nell'aula Cantimori della Scuola Normale Superiore (Palazzo D'Ancona), si terranno i seguenti seminari: 14:00 Milton Jara (IMPA) Title: Entropy methods in interacting particle systems. 15:00 Massimiliano Gubinelli (Bonn) Title: Weak universality of singular SPDEs. Seguono gli abstract. Tutti gli interessati sono invitati a partecipare. Abstract M. Jara: We develop a variational formula to estimate the moment generating function of additive functionals of Markov processes. Combined with a related variational formula for the evolution of the relative entropy of the law of the process with respect to suitable reference measures, this variational formula serves as a substitute for the martingale method pioneered by Kipnis-Varadhan in the case of out-of-equilibrium interacting particle systems. Abstract M. Gubinelli: I will discuss the problem of controlling the large scale limit of weakly non-linear SPDEs in the regime where the non-linearity survives at the macroscopic scale giving rise to singular non-linear SPDEs.

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(senza oggetto)
by enea giuseppe bongiorno 01 Dec '17

01 Dec '17

Cari colleghi, segnalo l'apertura del seguente bando per assegni di ricerca presso l'Università del PIemonte Orientale: - Bando D.R. n. 1396/2017 (id. 393) per il conferimento di n. 27 Assegni di Ricerca – tipologia a - Bando Fondazione CRT (affissione: 30/11/2017 - scadenza: 15/01/2018) Il bando è stato pubblicato sul sito dell'ateneo www.uniupo.it (Ricerca/Assegni di ricerca/bandi), consultabile cliccando il seguente indirizzo: http://www.uniupo.it/it/ricerca/assegni-di-ricerca/bandi Nei prossimi giorni le informazioni relative al bando verranno pubblicati anche sul sito del Ministero (http://bandi.miur.it/) e su quello dell’Unione europea (http://ec.europa.eu/euraxess/) Segnalo che per il nostro settore risultano di interesse le due seguenti tematiche di ricerca (rispettivamente la 24 e la 25 dell'elenco allegato al bando): Semi and Nonparametric techniques for functional data with applications to economic and financial data (codice ERC PE1_14) Risk measures and Capital allocation problems with applications to market and insurance risks in a changing world (codice ERC PE1_21) Un cordiale saluto, E.Bongiorno -- ------ 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 personal page: https://sites.google.com/site/eneabongiorno/

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Kolmogorov meets Turing @ Roma Tre 01/12/17
by Pietro Caputo 01 Dec '17

01 Dec '17

Friday December 1st 2017, Roma Tre University *Kolmogorov meets Turing 4th edition*, a workshop on probabilistic methods for the analysis of stochastic processes and randomized algorithms. Link: http://www.mat.uniroma3.it/users/caputo/kmt2017.html ********************************* Aula F, Dipartimento di Matematica e Fisica, Roma Tre Largo S. Murialdo 1, 00146 Roma 14:30-15:20 Chris Schwiegelshohn *PCA for k-means: Preserving Cost, Clusters, And Beyond* 15:25-16:15 Marco Scarsini *When is selfish routing bad? The price of anarchy in light and heavy traffic. * 16:20-16:45 Coffe break 16:45-17:35 Francesco Pasquale *Rationality and Randomness. * 17:40-18:30 Alexandre Stauffer *Multi-particle diffusion limited aggregation. * Organizers: Luca Becchetti, Pietro Caputo, Andrea Clementi, Stefano Leonardi, Marco Scarsini

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Fwd: Búsqueda de candidatos para contratos posdoctorales - Searching for post-doctoral candidates
by enea giuseppe bongiorno 01 Dec '17

01 Dec '17

Cari colleghi, ricevo ed inoltro. Cordiali saluti, EB ---------- Forwarded message ---------- From: Ana Almécija Pereda <ana.almecija(a)udc.es> Date: 2017-12-01 10:14 GMT+01:00 Subject: Búsqueda de candidatos para contratos posdoctorales - Searching for post-doctoral candidates To: ana.almecija(a)udc.es Buenos días: En nombre de los profesores Ricardo Cao Abad y Juan Vilar Fernández, coordinadores del grupo de investigación Modelización, Optimización e Inferencia Estadística (MODES) de la Universidad de A Coruña (UDC), remito el anuncio adjunto con el fin de seleccionar doctores candidatos que deseen llevar a cabo su investigación en el grupo MODES, en el ámbito de la estadística o la investigación operativa. El perfil de los candidatos es el de un doctor en estadística o investigación operativa, con un buen registro de publicaciones en uno de estos ámbitos. Se valorará la experiencia posdoctoral, aunque no se excluye la posibilidad de concurrencia de candidatos que obtengan su título de doctor en muy breve plazo. Los seleccionados podrán ser contratados con cargo a alguno de los proyectos de investigación vigentes en el grupo MODES. Además, podrán participar, conjuntamente con el grupo MODES, en diversas convocatorias competitivas de contratos posdoctorales (Juan de la Cierva Formación, Juan de la Cierva Incoporación y Ramón y Cajal entre ellas). Las personas interesadas pueden enviar su expresión de interés, junto con su CV, a esta dirección de correo electrónico (ana.almecija(a)udc.es) no más tarde del *13 de diciembre de 2017*. Os agradeceríamos que dieseis difusión a este anuncio. Muchas gracias por adelantado. Un saludo, ------------------------------------------------------------ ------------------------------------------------------------ ---------------------------------------------------- Dear Sir/Madam, On behalf of professors Ricardo Cao Abad and Juan Vilar Fernández, coordinators of the research group Modeling, Optimization and Statistical Inference (MODES) of the University of A Coruña (UDC), I forward the attached announcement in order to select post-doctoral candidates to carry out their research in the group MODES, in the fields of statistics or operations research. The profile of the candidates is a doctor in statistics or operations research, with a good record of publications in one of these areas. Post-doctoral experience will be valued but candidates who are obtaining their PhD in a very short period of time are not excluded. The selected candidates will be hired via research funds already obtained by MODES. In addition, they may apply, together with MODES, to different competitives calls for post-doctoral contracts (Juan de la Cierva Formación, Juan de la Cierva Incorporación and Ramón y Cajal among others). Interested candidates should send their expression of interest, togeher with their CV, to this email address (ana.almecija(a)udc.es) not later than *December 13th 2017*. We will appreciate if you could spread this announcement. Thank you very much in advance. Kind regards, -- Ana Almécija Pereda Técnico de Gestión de Proyectos Departamento de Matemáticas Facultade de Informática Universidade da Coruña Campus de Elviña s/n 15071 A Coruña Tfn: (+34) 981 167 000 <+34%20981%2016%2070%2000> (ext. 1308)ana.almecija(a)udc.es -- ------ 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 personal page: https://sites.google.com/site/eneabongiorno/

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Bando posto ricercatore tempo determinato RTD A (13/D1 STATISTICA)- Università Ca' Foscari Venezia
by Carlo Gaetan 30 Nov '17

30 Nov '17

Presso il Dipartimento di Scienze Ambientali, Informatica e Statistica (DAIS) dell'Università Ca' Foscari Venezia è stato bandito un posto per un ricercatore di tipo A nel settore scientifico concorsuale 13/D1 STATISTICA (Settore scientifico-disciplinare SECS-S/01). Il bando, che ha scadenza il 14 dicembre 2017 ore 12:00 CET, è disponibile all'indirizzo: http://intra.unive.it/plapps/bandi/common/showbando?id=27993 Cordiali saluti 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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An Autumn Day in Probability and Statistical Physics
by Francesca Romana Nardi 29 Nov '17

29 Nov '17

Carissimi, scrivo per annunciare che il 15 Dicembre 2017 si svolgera` il secondo incontro della serie di giornate sulla probabilita` e le sue applicazioni alla Fisica, Biologia e Scienze sociali. Ricordo che lo scopo e` di stimolare lo scambio di idee, la collaborazione scientifica tra i partecipanti e offrire ai piu` giovani l'opportunita` di venire a contatto con un ampio panorama di temi di ricerca. L'incontro si svolgera` in un'aula universitaria vicino alla stazione di Firenze S. Maria Novella, per rendere piu` agevole la partecipazione. Di seguito trovate i dettagli della giornata AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 15 December 2017 Lecturers: Milton Jara (IMPA) and Nikos Zygouras (Warwick) Location: Aula Magna di Via S. Gallo 10, Firenze Dr. Milton Jara (IMPA: Istituto de Matematica Pura e Aplicada, Rio de Janeiro, Brasil) Title: Weak universality of the stationary KPZ equation Dr. Nikos Zygouras (University of Warwick, Coventry, UK) Title: Combinatorial structures in KPZ stochastic models Program: 11.00-11.45 Introductory lecture: Jara 11.45-12.00 Break 12.00-12.45 Seminar: Jara 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Zygouras 15.15-15.30 Break 15.30-16.15 Seminar: Zygouras Organizers: 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 Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante con un paio di menu fissi che possa ospitarci, ma ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati chiedo di mandare un email a francescaromana.nardi(a)unifi.it Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci sono moltissime altre possibilita` per mangiare se preferite regolarvi indipendentemente. Vi aspettiamo, Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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2018 ABS Summer School on Bayes and Sport (Como, Italy)
by Consonni Guido 29 Nov '17

29 Nov '17

We are glad to announce that the 2018 Applied Bayesian Statistics Summer School (15th edition) will be held in the magnificent Villa del Grumello, Como (Italy) along the Lake Como shore. BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT 4-8 June, 2018 Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics, Queensland University of Technology, Brisbane, Australia. Further details are provided below. Guido Consonni and Fabrizio Ruggeri ABS18 Directors Raffaele Argiento ABS18 Executive Director ------------------------------------------------------------------------ ******************************* * ABS18 * ******************************* Applied Bayesian Statistics School BAYESIAN STATISTICAL MODELLING AND ANALYSIS IN SPORT Villa del Grumello, Como, Italy 4-8 June, 2018 Lecturer: Kerrie MENGERSEN, Distinguished Professor of Statistics, Queensland University of Technology, Brisbane, Australia. The conference webpage is >>>> web.mi.imati.cnr.it/conferences/abs18.html <<<< Registration is now open. Please note that the conference room allows only for a limited number of participants. The ABS18 Secretariat can be contacted at fabrizio(a)mi.imati.cnr.it COURSE OUTLINE The aim of this course is to increase students' ability to develop Bayesian models and computational solutions for real problems in the world of sport. A case study based teaching approach will be taken for the course. Each day, students will be presented with one or two problems posed by Sports Institutes regarding aspects of athlete training for world games. Through participatory problem solving, the students will be challenged to learn about theory, methods and applications of a range of Bayesian models including mixtures, spatio- temporal models, hidden Markov models and experimental design, and computational approaches including Markov chain Monte Carlo and Approximate Bayesian Computation. This hands-on course pays equivalent attention to theory and application, foundation and frontiers in Bayesian modelling and analysis. While the focus of the case studies is on sport, both sporting novices and lovers of sports are welcome, noting that the learning obtained in the course will be widely applicable to many other areas. COURSE SCHEDULE Day 1: Lectures on introduction to Bayesian modelling and computation. Presentation of Problem 1: ranking and benchmarking athletes. Discussion and implementation of potential Bayesian hierarchical models and computational solutions. Communication of results. Day 2: Lectures on foundational Bayesian theory. Presentation of Problem 3: modelling swimmers' effective work per stroke. Discussion and implementation of potential Bayesian high dimensional regression models and computational solutions. Communication of results. Presentation of Problem 4: modelling cyclists' wearable data. Discussion and implementation of potential (marked) time series models and computational solutions. Communication of results. Day 3: Lectures on foundational Bayesian computation. Presentation of Problem 5: optimising athletes' resilience. Discussion and implementation of potential Bayesian mixture models to relate performance, fatigue and recovery. Communication of results. Day 4: Lectures on foundational Bayesian computation and frontier Bayesian theory. Presentation of Problem 6: optimal sampling strategies. Discussion and implementation of potential Bayesian experimental design methods for acquiring data from athletes. Presentation of Problem 7: using video data to compare planned and set play in team sports. Discussion and implementation of potential Bayesian spatio-temporal models. Communication of results. Day 5: Lectures on frontier Bayesian computation. Finalisation of problems 1-7. Extensions. Concluding remarks. PRACTICAL INFORMATION The school will replicate the successful format of the previous years, and will feature lectures and practical sessions (run by a junior researcher), as well as participants' talks. It will start on Monday after lunch and end on Friday before lunch; Wednesday afternoon is free. Accommodation is available either at the Villa guesthouse or in downtown hotels (info will appear soon on the website). Como can be easily reached by train from Milan and its airports. More details are available on the website.

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Seminario C. Olivera @ UniTo
by Cristina Zucca 29 Nov '17

29 Nov '17

A tutti gli interessati. Lunedì 4 dicembre alle ore 14:30 in aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. Christian Olivera (Universita` di Campinas) terrà un seminario dal titolo: "On a class of stochastic transport equations for L^2_loc vector fields" Abstract: //In this talk we discuss the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the deterministic and stochastic setting), we can lower the integrability regularity required in known results on the coefficients. This is based on a joint work with Ennio Fedrizzi and Wladimir Neves. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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seminar at LUISS
by Marco Scarsini 27 Nov '17

27 Nov '17

Tuesday December 5, at 12:00 room 209 LUISS Viale Romania 32 00197 Roma, ITALY Speaker: Tim Roughgarden (Stanford University) Title: Data-Driven Optimal Auction Theory Abstract: The traditional economic approach to revenue-maximizing auction design posits a known prior distribution over what bidders are willing to pay, and then solves for the auction that maximizes the seller's expected revenue with respect to this distribution. But where does this distribution come from? One obvious answer is from data, in the form of previous bids by comparable bidders in auctions for comparable items. We survey recent work that develops theory to help reason about questions such as: (i) How much data is necessary and sufficient to identify a near-optimal auction? (ii) What is the optimal way to use data? (iii) Are there fundamental trade-offs between auction complexity and auction optimality? ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Deadline extension - Quantitative Finance Workshop 2018 - Uniroma3
by Francesco Cesarone 27 Nov '17

27 Nov '17

==================================================================== EXTENSION OF THE DEADLINE TO DECEMBER 7TH QFW2018 XIX edition of the Workshop on Quantitative Finance Department of Business Studies - Roma Tre University, Rome, Italy 24-25-26 January 2018 http://disa.uniroma3.it/qfw2018/ ==================================================================== Dear Colleagues, Due to several requests, the deadline for submitting an Extended Abstract is extended to December 7th, 2017. We recall that there is no registration fee, conference sponsors will provide coffee-breaks, lunches and the social dinner. Furthermore, several research prizes connected with the conference could be made available for young researchers (for more details see http://disa.uniroma3.it/qfw2018/#1488886813070-37410e9c-f120) We also organized several satellite events before the conference: 1) on 15-16-17-18-19-22-23 January 2018, Prof. Mustafa Pinar of Bilkent University in Ankara will hold an intensive course on Optimization in Economics and Finance; 2) on 23 January 2018, Mathworks <https://www.mathworks.com/>Researchers will organize a mini-workshop; 3) on 24 January 2018, Advanced Risk and Portfolio Management (ARPM <https://www.arpm.co/>) Researchers will organize a mini-workshop. The attendance of these three events is free, but for organizational reasons it is necessary to register by sending an email to francesco.cesarone(a)uniroma3.it with the following subjects: for event 1): Name Surname - course on Optimization; for event 2): Name Surname - Mathworks mini-workshop; for event 3): Name Surname - ARPM mini-workshop. We look forward to meeting you in Rome! Best regards, The organizing committee -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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Seminario MLADEN SAVOV (presso Federico II - dip di Matematica)
by Bruno Toaldo 27 Nov '17

27 Nov '17

Lunedì 4 dicembre alle ore 15 in aula E al III livello del dipartimento di Matematica e Applicazioni "Renato Caccioppoli" dell'Università degli Studi di Napoli Federico II si svolgerà il seguente seminario: Speaker: Mladen Savov (Bulgarian Academy of Sciences) Titolo: Bernstein-gamma functions and exponential functionals of Lévy processes Abstract: In this talk we introduce a new class of special functions, called Bernstein-gamma functions. This simple class extends the classical Gamma function. We derive the Stirling asymptotic and describe the main analytic properties of the class of Bernstein-gamma functions. We then use these functions to evaluate explicitly the Mellin transform of the so-called exponential functionals of Levy processes which in turn allows a thorough study of these random variables. We also discuss the link between the Bernstein-gamma functions and many quantities related to one-dimensional self-similar Markov processes. The latter suggests that Bernstein-gamma functions can play the same role the Gamma function plays in the understanding of many continuous path stochastic processes. This is joint work with Pierre Patie (Cornel, US) Tutti gli interessati sono invitati a partecipare. Bruno Toaldo

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Fwd: Ausschreibung der Stochastikstelle (W3 professorship in Ulm)
by Marco Romito 26 Nov '17

26 Nov '17

The Faculty of Mathematics and Economics at Ulm University invites applications for a Professorship (W3, associate) in "Stochastics" to be filled by 1 October 2018. Candidates should have an internationally outstanding research and teaching record in Stochastics (Probability Theory and Mathematical Statistics) as well as experience in the acquisition of third party funding. The research focus should be in the area of Stochastics at the interface with Analysis (e.g. Stochastic Partial Differential Equations) with relations to applications in the natural or life sciences or in engineering. A particular interest in collaborations within the various research areas of Ulm University and with further local research institutions is desired. The teaching includes courses for students in our mathematical and teacher training programmes as well as mathematical courses for students in other study programmes. Conditions for appointment are a completed course of studies at a university, pedagogical aptitude, doctorate and additional academic qualification (§ 47 LHG). Ulm University is committed to increase the share of women in research and teaching and therefore explicitly encourages female candidates to apply. Applications with the usual documents (including CV, teaching experience, the three most important publications, and certificates of academic degrees and other relevant verifications) are due by 5 January 2018 to the Dean of the Faculty of Mathematics and Economics, Prof. Dr. Alexander Lindner, Ulm University, D-89069 Ulm, (Phone: +49 731 50 23500, Fax: +49 731 50 23610, http://www.uni-ulm.de/mawi) Please send all documents in electronic form in one single PDF file (Email: mawi.dekanat(a)uni-ulm.de) indicating the reference number 118 in the subject line. Physically disabled applicants receive favourable consideration when equally qualified.

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Prize Fellow positions at the University of Bath (UK)
by Ilaria Prosdocimi 26 Nov '17

26 Nov '17

Dear all, May I bring to your attention the University-wide Prize Fellowship at the University of Bath (UK): http://www.bath.ac.uk/campaigns/university-of-bath-prize-fellowships-in-the… In particular there is one fellowship at the Department of Mathematical Sciences for fellows interested in working on probability & its connections and one fellowship at the Institute fro Mathematical Innovation (IMI) for fellows interested in working on Machine learning, Statistics and data science or Mathematical modelling in industry. Please share this with whoever you think might be interested to apply - links for the specific posts are given below. Best wises Ilaria Prosdocimi https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5354 - Faculty of Science Fellowship https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5353 - IMI Fellowship

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Post-doctoral positions in Paris (deadline december 1st)
by Cristina Toninelli 25 Nov '17

25 Nov '17

The Fondation Science Mathematiques de Paris (FSMP) offers *postdoctoral positions of one or two years in mathematics and computer science available from october 2018*. *20 postdoctoral years* will be provided in total. Find here the detailed offer: https://www.sciencesmaths-paris.fr/en/postdoctoral-programmes-247.htm *Online applications until December 1st:* https://www.sciencesmaths-paris.fr/en/2012-2013- postdoctoral-positions-380.htm Please forward this information to your students or to any interested person. Best regards, Gaël Octavia Responsable de la communication Fondation Sciences Mathématiques de Paris www.sciencesmaths-paris.fr IHP - 11 rue Pierre et Marie Curie 75231 Paris Cedex 05 communication(a)fsmp.fr Tél : 33 (0)1 44 27 67 70 Fax : 33 (0)1 44 27 68 04

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EFI3, February 15-16, 2018, Pescara (Italy): deadline approaching
by Tiziano Vargiolu 23 Nov '17

23 Nov '17

(sorry for cross-postings) Dear all, we are glad to invite you to contribute and take part in the third edition of the workshop Energy Finance Italia, this time held in Pescara (Italy) on February 15-16, 2018 http://energyfinanceitalia.dtdns.net/index.php/efi3 A selection of papers contributed to the workshop will be published on the Journal of Energy Markets. Call for papers: acceptance of submissions has started. The deadline for extended abstract submission is November 26, 2017. The format of the abstract is maximum two pages, in pdf, in which the name of the presenting Author and the title of the presentation have to be specified. The abstract should be sent to the address energyfinanceitalia(a)gmail.com Fees: 100 euros per person. They include session break refreshments, lunches and the social dinner. Instructions about how to pay will be given soon. EFI3 Young Investigator Training Program ---------------------------------------- The network of Italian universities behind EFI3 will participate in a competitive call of the Associazione di Fondazioni e di Casse di Risparmio (ACRI) named 'YOUNG INVESTIGATOR TRANING PROGRAM'. If financed, this program will allow our network to issue some grants to young researchers (younger than 40 years of age) working outside Italy (Italian or not) to facilitate them 1) to participate to the EFI3 workshop, and 2) to spend one month in one of the universities of the network. These grants will be awarded on a competitive basis. ACRI is expected to announce the results of its financing competition by the end of December 2017. News about this initiative will appear on the website http://energyfinanceitalia.dtdns.net/index.php/efi3 We all hope to see you all in Pescara! Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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PhD Positions at IST Austria
by Giovanni Alessandro ZANCO 23 Nov '17

23 Nov '17

Dear Colleague, The Institute of Science and Technology Austria (IST Austria) is looking for highly qualified candidates to apply for our ISTScholar PhD program. We offer fully-funded PhD positions in the natural and mathematical sciences in a world-class research environment on the outskirts of Vienna. The research topics that might interest students in your department include: Mathematics Barton Mathematical Models of Evolution Edelsbrunner Algorithms, Computational Geometry and Topology Erdős Mathematical Physics, Probability Fischer Theory of Partial Differential Equations, Applied and Numerical Analysis Hausel Geometry and its Interfaces Maas Stochastic Analysis, Optimal Transport Seiringer Quantum Statistical Mechanics, Mathematical Physics Wagner Discrete and Computational Geometry and Topology Our PhD program is characterized by innovative training with a special focus on interdisciplinarity, close mentoring by outstanding faculty within small research groups, and access to first-rate facilities. Students spend the first year completing coursework and rotations before choosing a thesis group and passing the qualifying exam. Our PhD graduates have gone on to top positions in academia and industry all over the world. Students with a bachelor’s or master’s degree in a relevant field are encouraged to apply. We offer internationally competitive salaries co-funded by an EU Marie Sklodowska-Curie grant, full health benefits, and subsidized on-campus housing in the first year. For more information about the ISTScholar PhD program and application process, as well as faculty profiles, please visit our website at http://phd.ist.ac.at. The deadline for PhD applications is January 8th 2018 for a start date in September 2018. Yours sincerely, Hania Köver, Ph.D. Head of the Graduate School Office Institute of Science and Technology Austria Giovanni Zanco Stochastic Analysis group Institute of Science and Technology Austria gradschool(a)ist.ac.at Am Campus 1 3400 Klosterneuburg Austria ---------------------------------- Download our 2018 PhD open call flyers here: https://phd.pages.ist.ac.at/downloads/

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seminario di probabilità a Pavia
by benedetta.ferrario 22 Nov '17

22 Nov '17

Mercoledi` 29 novembre alle ore 14:30 in aula Beltrami del Dipartimento di Matematica dell'Università di Pavia si svolgerà il seguente seminario: *Titolo* On a class of stochastic transport equations for L^2_loc vector fields *Relatore * Christian Olivera (Universita` di Campinas) *Abstract *In this talk we discuss the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the deterministic and stochastic setting), we can lower the integrability regularity required in known results on the coefficients. This is based on a joint work with Ennio Fedrizzi and Wladimir Neves. Tutti gli interessati sono invitati a partecipare.

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Seminario di Probabilita' e Statistica Matematica a Roma 1
by Faggionato, Alessandra 21 Nov '17

21 Nov '17

Buongiorno, Martedi' 28 Novembre alle ore 14.00 ci sara' il seguente seminario in Aula di Consiglio (Dipartimento di Matematica, Universita' La Sapienza) : *Speaker: *Lorenzo Dello Schiavo (Institut für Angewandte Mathematik — Universität Bonn) *Title: *Two characterizations of Dirichlet—Ferguson measures *Abstract:* We consider the Dirichlet—Ferguson (DF) measure, a random probability on a locally compact Polish space X introduced by Ferguson in [1]. The measure has ever since found many applications, widely ranging from Bayesian non-parametrics to population genetics and stochastic dynamics of infinite particle systems. Firstly, we compute the characteristic functional of DF measures (addressing, if time permits, connections of these measures with Lie algebra theory and Pólya Enumeration Theory). Secondly, we prove a characterization of DF measures via a Mecke-type integral identity. Profiting of connections between DF measures and Poisson measures on configuration spaces, we argue how DF measures may be regarded as ‘canonical' measures on the space P(X) of Borel probability measures on X. Partly based on joint work with E. W. Lytvynov, University of Swansea, Wales, UK. [1] Ferguson, T. S., Ann. Stat. 1(2), pp. 209-230, 1973 Cordialmente, Alessandra -- ************************************************* 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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Job Posting - four fixed term lectureships at Ca' Foscari University of Venice
by Antonella Basso 20 Nov '17

20 Nov '17

Ca’ Foscari University of Venice invites expressions of interest for four fixed term lectureships (“ricercatore a tempo determinato tipo a, rtdA”) in the Department of Economics. The positions are for three years with the possibility of an extension for two more years conditional on a positive evaluation by the department. There is also the possibility to apply for tenure track positions before the end of the contract. - The first position is in applied economics. - The second position is in econometrics. - The third position is in energy economics. - The fourth position is in Financial mathematics, mathematics for economics, actuarial sciences Applications should be received by December 10th, 2017. Further information on the web page: https://econjobmarket.org/postings.php?posid=4838 best regards, 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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Reminder - Call for Papers - Quantitative Finance Workshop 2018 - Uniroma3
by Francesco Cesarone 20 Nov '17

20 Nov '17

Dear Colleagues, We take great pleasure to invite you to attend the XIX edition of the Workshop on Quantitative Finance that will be held at the Department of Business Studies - University Roma Tre on 24-25-26 January 2018. The official website is http://disa.uniroma3.it/qfw2018/ After the great success of the previous edition at the University of Milano-Bicocca, we repeat the same conference format, lasting two days and a half (from Wednesday 24 January afternoon to Friday 26 January). The deadline for submitting an Extended Abstract is *26 November 2017*. Notification of acceptance will be given by 23 December 2017. The full paper for the discussant will have to be provided by 7 January 2018. We point out that there is no registration fee, conference sponsors will provide coffee-breaks, lunches and the social dinner. Furthermore, several research prizes connected with the conference could be made available for young researchers (for more details see http://disa.uniroma3.it/ qfw2018/#1488886813070-37410e9c-f120). Looking forward to seeing you in Rome! Best regards, The organizing committee -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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3-year Lecturership in Statistics at University of Leeds
by Tiziano De Angelis 17 Nov '17

17 Nov '17

Dear All, I am glad to announce that the School of Mathematics at the University of Leeds is advertising one post for a fixed term (3 years)* Lecturer in Statistics*. Please follow the link for details: https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1070 <https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1070> *Deadline for application: *31 December 2017. The expected interview dates are 5 February 2018. I would be most grateful if you could please forward this announcement to suitable candidates. Best wishes Tiziano

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avviso di seminario
by Marco Alessandro Fuhrman 16 Nov '17

16 Nov '17

Il giorno 22 novembre, alle ore 14.30, in Aula C del Dipartimento di Matematica dell'Università degli Studi di Milano (via Saldini, 50) il prof. Matteo Barigozzi (London School of Economics, Londra) terrà un seminario dal titolo "Statistical analysis of high-dimensional time series via factor models" Abstract High-dimensional time series are among the most common type of dataset available today, and have entered current practice in many areas, including meteorology, genomics, chemometrics, complex physics simulations, biological and environmental research, finance and econometrics. The analysis of such datasets poses significant challenges, both from a statistical as well as from a numerical point of view. Some of the most successful procedures so far have been based on dimension reduction techniques and, more particularly, on high-dimensional factor models which have been developed, essentially, within time series econometrics. In this talk I will first review the main results on the representation of high-dimensional stationary times series as generalized dynamic factor models. Then I will present two different estimation techniques based on principal component analysis and on Kalman filtering. Both a time and a frequency domain approach are considered. Last, some extensions to non-stationary time series are also discussed. Tutti gli interessati sono invitati a partecipare ------------------------------------------- Carati Andrea, Dipartimento di Matematica, Via Saldini 50, 20133 Milano, Italy ------------------------------------------- tel: ++39/02/5835.6139 fax: ++39/02/5835.6090 -------------------------------------------

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Fwd: Posizione aperta a Finscience
by enea giuseppe bongiorno 16 Nov '17

16 Nov '17

Ricevo ed inoltro posizione aperta presso finscience. Cordiali saluti, EB ---------- Forwarded message ---------- From: Alberto Santangelo <alberto.santangelo(a)finscience.com> Date: 2017-11-15 16:12 GMT+01:00 Subject: Posizione aperta a Finscience To: enea.bongiorno(a)uniupo.it Ciao Enea, Ti chiedo una cortesia: potresti girare la job description in allegato alle persone che secondo te potrebbero essere interessate? La figura che stiamo cercando deve avere un'esperienza dimostrabile in campo Natural Language Processing, e buone conoscenza statistico-matematiche. Non deve essere necessariamente una figura con molti anni di esperienza. Grazie -- [image: FinScience Srl] <http://www.finscience.com/> ALBERTO SANTANGELO FINANCIAL QUANTITATIVE ANALYST Office: (+39) 02 76281064 <+3902+76281064>Foro Buonaparte, 71 - Milano WWW.FINSCIENCE.COM <http://www.finscience.com/> Le informazioni contenute in questo messaggio email sono riservate e destinate esclusivamente al destinatario. In caso di ricevimento del presente messaggio da parte di soggetti diversi dal destinatario, questi è avvertito che qualsiasi uso, copia, diffusione di quanto in esso contenuto è assolutamente proibita. Se questa comunicazione Vi è pervenuta per errore, Vi preghiamo di rispondere a questa mail e successivamente cancellarla dal Vostro sistema. Information contained in this email is confidential and intended for the addressee only. Any use, copy or dissemination of this information by persons or entities other than the intended recipient is prohibited. If you receive this message in error, please reply to this e-mail and delete the material from your computer.

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Final announcement: "Winter school on Energy Systems", Eindhoven (NL), 11-15 December 2017
by Zocca, Alessandro 15 Nov '17

15 Nov '17

Dear colleagues, we are pleased to announce that the “Winter school on Energy Systems” will take place in the week of December 11-15, 2017, in Eindhoven (NL). This winter school is part of a longer tradition of workshops, called YEQT (Young European Queueing Theorists), organized annually by the Eurandom research institute for Stochastics located at the Eindhoven University of Technology. This year we organize the 11th edition of the YEQT workshop on the theme "Stochastic modelling and analysis of energy networks". This year’s YEQT has a different structure than usual, being structured as a winter school. The workshop consists of several tutorials presented by six renowned researchers: - Ana Bušić (INRIA, Paris) - James Cruise (Heriot-Watt University) - Pär Holmberg (Research Institute of Industrial Economics, Stockholm) - Pierre Pinson (Technical University of Denmark) - John Moriarty (Queen Mary University of London) - Kostya Turitsyn (MIT) Next to the tutorials, there will be 16 research talks given by invited young researchers and a poster session. For more information, program, titles and abstracts, we welcome you to take a look at the winter school webpage: https://www.eurandom.tue.nl/events/workshops/2017/YEQT_XI_2017/YEQT_XI_2017… Registration is free, but compulsory for organizational purposes (see the link in the webpage). Best wishes, Alessandro Zocca (Caltech) Nicolas Gast (INRIA, Grenoble) Fiona Sloothaak (Eindhoven University of Technology)

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Seminario di probabilità al Politecnico di Milano
by Fabio Zucca 15 Nov '17

15 Nov '17

Si avvisa che in data 23/11/2017, alle ore 10:00 precise, presso l'Aula Seminari del III piano del DIpartimento di Matematica del Politecnico di Milano si svolgerà il seguente seminario: Titolo: On segmentation with hidden, pairwise and triplet Markov models Relatore: Juri Lember, University of Tartu, Estonia Abstract: The well-known hidden Markov model (HMM) is a two-dimensional stochastic process (X,Y), where Y is a Markov chain and conditionally on Y, the X-process consists of independent random variables, the distribution of the random variable X_t depending on Y_t, only. Over the last decades, HMM's have become very popular stochastic models with applications to speech recognition, signal processing, linguistic, computational molecular biology and so on. Often the Y-process is unobserved (hidden) and the goal of the inference is to estimate its unobserved realization based on a realization of X-process. This task is called the segmentation problem and the standard ways to solve it is to use either maximum likelihood (so-called Viterbi) path or pointwise maximum likelihood (so-called PMAP) path. A trivial but important property of HMM is that the process Z=(X,Y) is itself a Markov process with a product state space. This observation allows naturally enlarge the class of HMM's to the class of pairwise Markov models (PMM) as follows: Z=(X,Y) is a PMM if Z has Markov property. Now it is clear that PMM's are a much larger class of models whose HMM\'s is just a little subclass. We briefly discuss several PMM's like Markov switching models and HMM's with dependent noise. It is important to note that if (X,Y) is a Markov process, then neither X nor Y need to have Markov property, but conditionally on X, the Y-process is Markov and vice versa. It turns out that many good properties of HMM's are mainly due to the Markov property of Z and hence these properties carry on to PMM's as well. In particular the well-known Viterbi and forward-backward algorithms apply and so standard segmentation approaches can be applied in the case of PMM's. Moreover, PMM-models provide a rather flexible and realistic model for the homology of random sequences. A triplet Markov model (TMM), introduced by W. Pieczynski, is a three-dimensional Markov process (X,Y,U), where, as previously, X stands for observations and Y is the hidden state sequence of interest. But in addition, there is another hidden component U. Since conditionally on U, the pair (X,Y) is an inhomogeneous PMM, the U-component models now the change of environment. It turns out that adding the U-component makes the model really flexible. We give a general approach to the risk-based segmentation problem that also applies for PMM's and TMM's, discuss the weaknesses standard approaches and introduce a way to overcome these problems. We also discuss the asymptotics of Viterbi segmentation for PMM\'s. Tutti gli interessati sono invitati a partecipare Fabio Zucca

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Lectureship position in Probability and Statistics at the University of Birmingham
by Francesco Caravenna 15 Nov '17

15 Nov '17

Ricevo e inoltro. > Applications are invited for a Lectureship position in the School of > Mathematics at the University of Birmingham, in the area of > Probability and Modern Statistics, broadly defined, including any area > of statistics, probability theory, computational data analysis, > machine learning, or related areas. The position is full-time and > permanent. > > Detailed information about the position can be found under > > http://www.jobs.ac.uk/job/BFD545/lecturer-in-probability-and-modern-statist… > > For information on the department and the Birmingham Combinatorics and > Probability group, please visit > > http://web.mat.bham.ac.uk/combinatorics/ > > Application deadline: 13 December 2017 > > For informal enquiries, please contact Professor Daniela Kühn, > d.kuhn(a)bham.ac.uk or Professor Deryk Osthus, d.osthus(a)bham.ac.uk.

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Bernoulli Society New Researcher Award
by Antonio Di Crescenzo 15 Nov '17

15 Nov '17

> > > > > >Dear fellow members of the Bernoulli Society, >The Bernoulli Society welcomes submissions to >the New Researcher Award. The details about the >award can be found below. We would very much >appreciate it if you could share this >information with anyone who might be interested >in applying. >Many thanks in advance! > >Best wishes, >Parthanil Roy - Youth Representative >Leonardo T. Rolla - Membership Secretary > > >Bernoulli Society New Researcher Award > >The Bernoulli Society welcomes submissions to >the New Researcher Award. Each awardee will >deliver a 30-minute talk at the ISI World >Statistics Congress in Malaysia in 2019, and >will receive funding (up to EUR 1000) to >compensate for travel and other expenses. >Bernoulli News will publish announcements >including each awardee's picture and a piece >about their work. > >Candidates should submit a 3-page synopsis of >their presentation, along with their CV, >to <mailto:ber.soc.yra@gmail.com>ber.soc.yra(a)gmail.com by February >28, 2018. > >To be eligible, candidates should: > >- be active researchers in Mathematical Statistics; >- at the time of submission, be regular members of the Bernoulli Society >- have received their PhD within the last >5 years (female candidates get 1 extra year for >each child born since receiving the PhD). > > > --

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MSP - 2018
by gianluca cassese 14 Nov '17

14 Nov '17

The University of Milano Bicocca jointly with the University of Pavia and University Bocconi is pleased to announce the first workshop on: "THE MATHEMATICS OF SUBJECTIVE PROBABILITY" to be held in Milan on 3-5 September 2018. We aim at putting together researchers from such diverse fields as probability, statistics, gambling, game theory or economics who view probability as a mathematical model of subjective attitudes. Contributed talks and sessions are welcome and will undergo a regular refereeing process (submission deadline: March 31; notification of acceptance: April 30). Further details: https://sites.google.com/view/MSP-2018 The Organizing Committee: Gianluca Cassese, Pietro Rigo and Barbara Vantaggi -- *Gianluca Cassese* ------------------------------------------------------------------------------- Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università degli Studi di Milano-Bicocca via Bicocca degli Arcimboldi, 8 - 20126, Milan, Italy Building U7 - Room 2097 -------------------------------------------------------------------------------

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seminario Chiara Corsato
by Emanuela Rosazza 13 Nov '17

13 Nov '17

Si avvisa che il giorno lunedì 20 novembre alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Chiara Corsato (Università di Trieste) Titolo: “Weak Dutch Books: the lose-or-draw case with lower previsions” Abstract: This seminar is devoted to present some recent results obtained in the field of Imprecise Previsions. We introduce the general topic evidencing the link with risk measures and we concentrate on the notions of convex and Williams' coherent imprecise previsions. These concepts are interpreted in a betting scheme, following de Finetti's approach to subjective probability. Uncertainty assessments for imprecise previsions based on those consistency conditions require that the suprema of certain random numbers, interpreted as gains, are non-negative. The extreme situation that a supremum is zero represents what is called a Weak Dutch Book (WDB). The core of this presentation aims to analyse the properties of WDBs with convex and Williams' coherent imprecise previsions. Namely, we show that WDB assessments ensure a certain `local precision' property and imply, in the agent's evaluation, some kind of `protection' against real losses. Further, these properties vary with the consistency notion we adopt, tending to vanish with the weaker one of convexity. A generalisation of the classical strict consistency notions is also discussed, in order to rule out the extreme situations caused by WDBs. Tutti gli interessati sono invitati a partecipare. 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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Assistant Professor and Postdoctoral Fellow in Financial Mathematics at Dublin City University
by Paolo Guasoni 11 Nov '17

11 Nov '17

Dear Colleague, Dublin City University has two openings in Financial Mathematics: Assistant Professor (Permanent) https://www4.dcu.ie/sites/default/files/hr/lecturer_financial_maths_nov_201… Postdoctoral Fellow (Two-year) https://www4.dcu.ie/sites/default/files/hr/postdoct_financial_maths_nov_201… The closing date for both applications is January 7th, 2018. With best regards, Paolo Guasoni -- *Séanadh Ríomhphoist/Email DisclaimerTá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://www4.dcu.ie/iss/seanadh-riomhphoist.shtml>This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://www4.dcu.ie/iss/email-disclaimer.shtml>* -- <https://www.facebook.com/DCU/> <https://twitter.com/DublinCityUni> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Seminario MARIUCCI
by Matteo Ruggiero 10 Nov '17

10 Nov '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 17 Novembre 2017, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Ester MARIUCCI (Humboldt-Universität zu Berlin) WASSERSTEIN DISTANCES AND OTHER METRICS FOR DISCRETELY OBSERVED LÉVY PROCESSES We present some upper bounds for the Wasserstein distance of order p between the product measures associated with the increments of Lévy processes with possibly infinite Lévy measures. As an application, we derive an upper bound for the total variation distance between the marginals of Lévy processes with possibly infinite Lévy measures and non-zero Gaussian components. A lower bound for the Wasserstein distance of order p is also presented. Furthermore, we investigate the relation between Wasserstein distances, total variation distance and Toscani-Fourier distance; several results connecting these metrics are discussed. This is a joint work with Markus Reiß. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Prize Fellowship in Probability and its connections, Prob-L@B, Bath
by Elvira Di Nardo 10 Nov '17

10 Nov '17

Apologies for cross postings The University of Bath is celebrating its 50th birthday by offering an expansive number of Prize Fellowships. Prize fellowships are two year postdoctoral fellowships which lead into a tenure track assistant professorship (called a Lectureship in the UK). The probability laboratory (http://www.bath.ac.uk/research/centres/probability- laboratory/) at the Department of Mathematical Sciences invites candidates for consideration. For more information on the Prize Fellowship concept at the University of Bath, visit: http://www.bath.ac.uk/campaigns/university-of-bath-prize-fellowships/ For more information on the particular Prize Fellowship in Prob-L@B follow the link at: http://www.bath.ac.uk/campaigns/university-of-bath-prize-fellowships-in-the- faculty-of-science/ Applications made on line here: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5354 Important dates: Deadline 31st December 2017. First round of Skype Interviews during the week of 15th January 2018. Second round of interviews in person on Thursday 8th and 9th February 2018 For further information, please contact, Professor Andreas Kyprianou ( a.kyprianou(a)bath.ac.uk) or contact one of our existing prize fellows: Dr. Tim Rogers (t.c.rogers(a)bath.ac.uk) Dr. Matt Roberts (M.I.Roberts(a)bath.ac.uk) Dr. Alexander Stauffer (a.stauffer(a)bath.ac.uk) Dr. Cecile Mailler (C.Mailler(a)bath.ac.uk) -- Professor Andreas Kyprianou Co-director of EPSRC CDT SAMBa Director of Prob-L@B Department of Mathematical Sciences University of Bath BA2 7AY -- %------------------------------------------------------- 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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