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unibz - Free University of Bozen-Bolzano - Job Call - Associate Professor in Statistics (direct call from abroad)
by Bauer Monika 02 Aug '17

02 Aug '17

PLEASE POST THIS TO THE mailing list RANDOM. The Faculty of Economics and Management of the Free University of Bozen-Bolzano is seeking excellent candidates to fill the following academic position Associate Professor in Statistics (13/D1 - SECS-S/01) Bozen-Bolzano Campus Profile The candidate should have a PhD in Statistics or related fields, obtained in Italy or abroad, and an excellent record of international scientific publications, preferably with an applied focus. Position The position offered is at the Associate Professor level in Statistics (Professore Associato SECS-S/01 in the Italian system). This is a tenured full-time position with a teaching load of 120 hours/year. The salary is competitive with that of top European universities. Approximate starting date: January 2018 For more information, please contact Prof. Mirco Tonin - mirco.tonin(a)unibz.it<mailto:mirco.tonin@unibz.it>. For general information about the position, terms and conditions of working at the Faculty of Economics and Management please contact the Dean Prof. Oswin Maurer - oswin.maurer(a)unibz.it<mailto:oswin.maurer@unibz.it>. Requirements According to Italian legislation, only candidates already holding an equivalent academic position (Associate Professor) at their current foreign university are qualifying for a "direct call from abroad". The Faculty is particularly interested in applicants who will substantially contribute to its strong cross-disciplinary international research, as well as to its multilingual teaching culture. All else equal, preference will be given to candidates with an interest in applied economics or econometrics. Furthermore, applicants need to meet the following conditions: a) record of excellence in scholarship at the international level, demonstrated by an appropriate publication record in leading international journals; b) evidence of high-quality teaching and mentoring; c) significant level of service to the department, the university, and the profession; d) knowledge of at least two of the three official teaching languages at the Faculty of Economics and Management (German, Italian, English). The Free University of Bozen-Bolzano aims to increase the proportion of women in research and teaching and therefore specifically encourages female scientists to submit their expression of interest. About the Faculty The Faculty of Economics and Management was founded in 1998 and now counts over 1000 students and more than 50 faculty members who study and work in three languages: German, Italian and English. Through academic excellence in research and teaching, the Faculty contributes to the development of the South-Tyrolean economy while being solidly connected to international scientific networks. Research carried out in our faculty has been ranked no 2 in the Research Quality Evaluation in Italy in 2017 and the university is among the Top-10 small universities worldwide by THE (Times Higher Education). The working language of the Faculty of Economics and Management is English but teaching is done also in German and Italian. More information is available on the Faculty's website: https://www.unibz.it/en/faculties/economics-management/ Application procedure Please send your expression of interest, together with a detailed curriculum vitae, a list of publications, an indication of your research focus, a short description of courses taught, your teaching evaluations, as well as a statement of your current academic position. We recommend the use of the form "Attachment A - University Academic CV" available on the following website: https://www.unibz.it/en/home/position-calls/positions-for-academic-staff/?g… Your application, duly signed and dated on the last page, must be sent to Free University of Bozen-Bolzano, Faculty of Economics and Management, attn. Mrs. Monika Bauer, Universitätsplatz 1, 39100 Bozen, or by e-mail: recruitment_economics(a)unibz.it<mailto:recruitment_economics@unibz.it> Expressions of interest will be accepted until September 13, 2017. Short-listed candidates will be invited to a skype interview on Wednesday, September 27, 2017 and afterwards to a personal interview provisionally scheduled for Wednesday, October 11, 2017. Faculty of Economics and Management Freie Universität Bozen - Libera Università di Bolzano Universitätsplatz 1 Piazza Università I-39100 Bozen - Bolzano Tel.: +39 0471 013 015 Fax: +39 0471 013 009 E-mail: monika.bauer(a)unibz.it<mailto:monika.bauer@unibz.it> www.unibz.it<http://www.unibz.it/> www.unibz.it/en/economics<http://www.unibz.it/en/economics> www.facebook.com/unibz<http://www.facebook.com/unibz> www.twitter.com/unibz_news<http://www.twitter.com/unibz_news> www.instagram.com/unibz<http://www.instagram.com/unibz> __________________________________________________________________ Im Sinne des Legislativdekrets 196/2003 informieren wir Sie, dass die in dieser E-Mail enthaltenen Informationen vertraulich und ausschließlich für den Adressaten bestimmt sind. Sollten Sie diese Nachricht irrtümlich erhalten haben, bitten wir Sie, diese zu vernichten, ohne sie zu kopieren oder an Dritte weiterzuleiten. Auch bitten wir Sie, uns darüber unverzüglich in Kenntnis zu setzen. Danke. Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, La invitiamo ad eliminarlo senza copiarlo e a non inoltrarlo a terzi, dandocene gentilmente comunicazione. Grazie.

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Lecturers in Financial Mathematics at University of Leeds
by Tiziano De Angelis 02 Aug '17

02 Aug '17

Dear All, I am glad to announce that the School of Mathematics at the University of Leeds is advertising up to two posts for* Lecturers in Actuarial/Financial Mathematics*. Please follow the link for details: https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1061 *Deadline for application: *17 September 2017. The expected interview dates are 6/7 November. I would be most grateful if you could please forward this announcement to suitable candidates. The newly advertised jobs are part of a major strategic plan of the School to strengthen its expertise in Applied Probability and Financial Maths (last May we appointed 2 lecturers who are due to start in the autumn semester). The School is keen on supporting research in the area: last year it funded and hosted the conference "Stochastic Analysis of Dynamical Systems, Stochastic Control and Games" (www.maths.leeds.ac.uk/sandsycog ); in September it will host and partly fund the conference "Stochastic Control, Ambiguity and Games" followed by the research week "Stopping Games for Ambiguity-Averse Players" (www.ambiguity2017.leeds.ac.uk ). People representative of current research interests within the group are: 1. Georgios Aivaliotis (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1000) 2. Leonid Bogachev (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1005) 3. Katia Colaneri (appointed in May and due to join us in November 2017)( https://sites.google.com/site/katiacolaneri/home) 4. Tiziano De Angelis (http://www.maths.leeds.ac.uk/index.php?id=263&uid=1447) 5. Elena Issoglio (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1389) 6. Lanpeng Ji (appointed in May and due to join us in January 2018)( https://scholar.google.co.uk/citations?user=7SYyoJQAAAAJ&hl=en) 7. Jan Palczewski (http://www1.maths.leeds.ac.uk/~jp/) 8. Alexander Veretennikov (https://www.maths.leeds.ac.uk/index.php?id=263&uid=1080) 9. Jochen Voss (https://www1.maths.leeds.ac.uk/~voss/) Best wishes Tiziano De Angelis

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International Conference on "Interest Rates, Growth and Regulation" in Venice - Programme
by Monica Billio 30 Jul '17

30 Jul '17

16^th INTERNATIONAL CONFERENCE CREDIT 2017 */INTEREST RATES, GROWTH and REGULATION /*Venice, Italy 28-29 September 2017 *GRETA Associati *(Venice, Italy), the *European Investment Fund* (Luxembourg), *European DataWarehouse* (Frankfurt am Main) and *Intesa Sanpaolo* (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 28-29, 2017. 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 *sixteenth* of a series dedicated to various aspects of credit risk. The Scientific Committee for the Conference consists of: *Alain Monfort* (CREST-Paris, Programme Chair), *Monica Billio* (Ca' Foscari University of Venice & GRETA), *Francesca Campolongo* (JRC, European Commission), *Helmut Kraemer-Eis* (European Investment Fund), *Jan Peter Krahnen* (Research Center SAFE at Goethe University Frankfurt), *Steven Ongena* (University of Zurich, SFI & CEPR), *Jean-Paul Renne* (University of Lausanne), *Fulvio Pegoraro* (Bank of France) and *Bernd Schwaab* (European Central Bank) PROGRAMME *Thursday, September 28 2017 * 9.00 - 9.15 _Opening Remarks:_*Alain Monfort *(CREST-Paris, Programme Chair) 9.15 - 11.00 _Session I: LOW INTEREST RATES, CREDIT AND LIQUIDITY RISKS _*Key-note talk:* /A Macrofinance Perspective of Interest Rates and Credit Risk Modelling, /*Jean-Paul Renne *(University of Lausanne) /Bank Business Models at Zero Interest Rates, /André Lucas (Vrije Universiteit Amsterdam & Tinbergen Institute), Julia Schaumburg (Vrije Universiteit Amsterdam & Tinbergen Institute) and *Bernd Schwaab* (European Central Bank) /Feedback Between Credit and Liquidity Risk in the US Corporate Bond Market, /Rob C. Sperna Weiland (University of Amsterdam), Roger J.A. Laeven (University of Amsterdam) and *Frank de Jong* (Tilburg University) 11.30 - 13.00 _Session II: UNCONVENTIONAL MONETARY POLICIES _/Did ECB Liquidity Injections Help The Real Economy?, /Stine Louise Daetz//(Copenhagen Business School), *Marti G. Subrahmanyam*//(New York University), Dragon Yongjun Tang//(University of Hong Kong) and Sarah Qian Wang//(University of Warwick) * */Central Bank Policy Announcement and Changes in Investment Behavior: Evidence from Micro Data in Bond Futures Markets, /Koichiro Kamada (Bank of Japan), *Tetsuo Kurosaki* (Bank of Japan), Ko Miura (Bank of Japan) and Tetsuya Yamada (Bank of Japan) /Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets, /Massimiliano Caporin (University of Padova), Loriana Pelizzon (SAFE-Goethe University Frankfurt) and *Alberto Plazzi* (Institute of Finance, Università della Svizzera Italiana & Swiss Finance Institute) 14.15 - 16.00 _Session III: STRESS TESTING, BANKING REGULATION AND RESOLUTION _*Key-note talk:* /Sress Testing, Design, Interpretation and Quality Control, /*Thomas Philippon* (New York University) /Bank Deposits and Liquidity Regulation: Evidence from Ethiopia, /*Nicola Limodio* (Bocconi University) and Francesco Strobbe**(World Bank) /Optimal Bank Resolution, /*Ansgar Walther* (University of Warwick) and Lucy White (Boston University) 17.00 - 18.00 _Session IV: FINANCING AND INNOVATION _/The Value of Innovation for VC Backed Startups, /*Helmut Kraemer-Eis* (European Investment Fund), Simone Signore (European Investment Fund) and Wouter Torfs (European Investment Fund) /Government Ownership of Banks and Corporate Innovation, /Bo Bian (London Business School), *Rainer Haselman* (Goethe University Frankfurt), Vikrant Vig (London Business School) and Beatrice Weder di Mauro (INSEAD Singapore) *Friday, September 29 2017 * 9.00 - 10.30 _Session V: IMPACT OF NEGATIVE INTEREST RATES _/Life Below Zero: Bank Lending Under Negative Policy Rates, /Florian Heider (European Central Bank & CEPR), Farzad Saidi (Stockholm School of Economics & CEPR) and *Glenn Schepen* (European Central Bank) /Banks Response to Negative Interest Rates: Evidence from the Swiss Exemption Threshold, /*Christoph Basten* (FINMA & ETH Zürich) and Mike Mariathasan (KU Leuven) /How Would U.S. Banks Fare in a Negative Interest Rate Environment?, /*David M. Arseneau* (Federal Reserve Board) 11.00 - 13.00 _Session VI: MACROPRUDENTIAL POLICY, BANKS AND REAL ESTATE SECTOR _/Assessing the Costs and Benefits of Capital-based Macroprudential Policy, /Markus Behn (European Systemic Risk Board), Marco Gross (European Systemic Risk Board) and *Tuomas Peltonen* (European Systemic Risk Board) /The Anatomy of the Transmission of Macroprudential Policies: Evidence from Ireland, /Viral V. Acharya (New York University & Reserve Bank of India), Katharina Bergant (Central Bank of Ireland), Matteo Crosignani (Federal Reserve Board), *Tim Eisert* (Erasmus University Rotterdam) and Fergal McCann (Central Bank of Ireland) /Helping the Middle-Class: How Interest Rates Affect the Distribution of Housing Wealth, /*Isaac Hacamo* (Indiana University, Bloomington) /Empirical evidence on the calculation of the CDR based on loan level data for RMBS, /*Ludovic Thebault *(European DataWarehouse) 14.15 - 15.30 _Session VII: BANKS DEPOSITS AND LOANS _*Key-note talk:* /Deposit Dynamics in Distressed Banks, /*Manju Puri *(Duke University) /Asymmetric Information and the Securitization of SME Loans, /Ugo Albertazzi (Bank of Italy), *Margherita Bottero* (Bank of Italy), Leonardo Gambacorta (Bank for International Settlements & CEPR) and Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) 16.30 - 18.00 _PANEL Session_: BEYOND GROWTH, POSITIVE INTEREST RATES AND FINANCIAL REGULATION REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm>). Registration fees are: Early registrationLate registration (within August 31st)(from September 1st on) Academics: 250 Euro + VAT300 Euro + VAT Practitioners: 800 Euro + VAT1000 Euro + VAT Academics Poster Presenter:130 Euro + VAT130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT500 Euro + VAT PhD Students*: 80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: - Admission to all scientific sessions - Lunches and coffee service during the Conference - Conference kit The registration fees do not fully cover the conference dinner on September 28th, 2017, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). IMPORTANT DATES August 31, 2017: Deadline for sending final version of accepted papers August 31, 2017: Deadline for early registration More detailed information available on the Conference website: http://www.greta.it/credit/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm> * Please accept our apologies for any crossed e-mails.

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postdoc positions
by Marco Scarsini 27 Jul '17

27 Jul '17

Applications are open for three postdoc positions at LUISS on the following topics: “High-Dimensional Data”: Applications to Economics Stochastic control and duality methods to tackle model uncertainty in finance and insurance Efficiency of equilibria in large games. Deterministic and stochastic viewpoints Information can be found here: http://economiaefinanza.luiss.it/en/node/5166 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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First announcement Workshop YEQT: Winterschool on Energy Systems, December 2017 (fwd)
by Tiziano Vargiolu 26 Jul '17

26 Jul '17

---------- Forwarded message ---------- Date: Wed, 26 Jul 2017 14:09:35 +0000 From: "Koorn, P.M." <Koorn(a)eurandom.tue.nl> To: "Koorn, P.M." <Koorn(a)eurandom.tue.nl> Cc: "Sloothaak, F." <f.sloothaak(a)tue.nl> Subject: First announcement Workshop YEQT: Winterschool on Energy Systems, December 2017 Dear All, Although it is now summer holiday for many of you, we are very busy with the organization of the next YEQT workshop at Eurandom. This YEQT will be held in Eindhoven, December 11-15, 2017. It will have a different format than previous years. We invite you to visit the workshop webpage to find out more and if you are interested to come and participate, please use the online link to register! http://www.eurandom.tue.nl/events/workshops/2017/YEQT_XI_2017/YEQT_XI_2017_ index.html On behalf of the organizers, Kind regards, Patty Koorn Eurandom P.O.Box 513 (MF 4.081) 5600 MB EINDHOVEN The Netherlands tel. +31 40 247 81 00 e-mail koorn(a)eurandom.tue.nl www.eurandom.tue.nl

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Fwd: Bando per l'ammissione al dottorato
by Gustavo Posta 21 Jul '17

21 Jul '17

Begin forwarded message: > From: Adriana Garroni <garroni(a)mat.uniroma1.it> > Date: 21 luglio 2017 08.21.58 GMT+02.00 > Subject: Bando per l'ammissione al dottorato > > Care colleghe e cari colleghi, > > vi scrivo per ricordarvi che il bando per l’ammissione al 33esimo ciclo di dottorato e’ aperto da una ventina di giorni e la sua scadenza e’ il 31 luglio. > > Vi prego di segnalarlo a tutti i possibili interessati e anche di pubblicizzarlo usando i vostri canali (nazionali e internazionali). > > Il link per l’iscrizione si trova sulla nostra pagina > > http://www.mat.uniroma1.it/en/dottorato/ammissione > > Vi ringrazio > > Saluti > > Adriana > > Prof. Adriana Garroni > Coordinatrice del dottorato di Ricerca in Matematica > Sapienza > Roma > > > > -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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Research Fellow and PhD in Ethical Machine Learning at University of Sussex, UK
by Enrico Scalas 19 Jul '17

19 Jul '17

Car* Collegh*, vi invio due bandi con preghiera di diffusione a persone interessate. Cordiali saluti, Enrico Scalas *** *Research Fellow in Ethical Machine Learning at University of Sussex, UK* *** A research position funded by the EPSRC is available in the group of Dr Novi Quadrianto on a project titled “EthicalML: Injecting Ethical and Legal Constraints into Machine Learning Models”. The long-term goal of the project is to develop a probabilistic machine learning framework with plug-and-play constraints that is able to handle fairness, transparency, and confidentiality constraints, their combinations, and also new constraints that might be stipulated in the future. The successful candidate will participate in the research activities in the Predictive Analytics Lab (PAL) co-directed by Dr Quadrianto at Sussex. The successful candidate will engage in a number of exciting ongoing national and international research collaborations of PAL (e.g. with the Leverhulme Centre for the Future of Intelligence, universities in Cambridge, Sydney, Moscow, and Darmstadt) in the topics of privileged learning, Bayesian methods, and deep learning. In addition to undertaking high quality research and publishing in top machine learning conferences/journals including NIPS, ICML, JMLR, and TPAMI, the PAL group also creates significant impact by providing support, technology, and highly-trained specialists to a new generation of technology companies. It is expected that the successful candidate will take a leadership role in supporting the group activities including the supervision of Ph.D and MSc students. The successful candidate will normally be of doctoral level or equivalent qualification. Research experience in machine learning is essential. Experience with Bayesian methods and non-convex optimization is a distinct advantage. For full details and how to apply see: http://www.sussex.ac.uk/about/jobs/research-fellow-ethical-m achine-learning-2313. Applications must be received by midnight of 10th September 2017. Informal enquiries are welcome and can be made to Novi Quadrianto ( http://www.sussex.ac.uk/profiles/335583) *** PhD Studentship in Ethical Machine Learning *** Location: Falmer, Brighton "London-by-Sea", UK Funding amount: £14,553 tax free stipend plus UK/EU tuition fees waiver Start Date: 1st October 2017 A PhD position is available in the Predictive Analytics Lab (PAL) in the Department of Informatics at the University of Sussex. The PhD position is linked with an EPSRC funded project titled "EthicalML: Injecting Ethical and Legal Constraints into Machine Learning Models". The long-term goal of the project is to develop a probabilistic machine learning framework with plug-and-play constraints that is able to handle fairness, transparency, and confidentiality constraints, their combinations, and also new constraints that might be stipulated in the future. The successful candidate will engage in a number of exciting ongoing national and international research collaborations of PAL (e.g. with the Leverhulme Centre for the Future of Intelligence, universities in Cambridge, Sydney, Moscow, and Darmstadt) in the topics of privileged learning, Bayesian methods, and deep learning. In addition to undertaking high quality research and publishing in top machine learning conferences/journals including NIPS, ICML, JMLR, and TPAMI, the PAL group also creates significant impact by providing support, technology, and highly-trained specialists to a new generation of technology companies. University of Sussex is a research intensive university, in the sunniest part of UK, 50min by train to Central London, and 30min by cycle to the Brighton Beach (which has a 300m long zip wire). Requirements · Good Bachelor's or Master's degree in Computer Science, Statistics, Mathematics, Physics or related disciplines (essential) · Good programming skills in at least one of Python/R/Matlab/C++ (essential) · Ability to work independently and be self-motivated (essential) · Experience in machine learning (desirable) Timetable The studentship will be allocated as soon as a suitable candidate is found. Review of applications will commence on 10th September 2017 and will continue until the position is filled. Early application is advised. Procedure Applications must be submitted via the University of Sussex Postgraduate Admissions System at https://www.sussex.ac.uk/pgapplication/. Please select Informatics PhD as your programme of study and indicate Dr. Novi Quadrianto as your preferred supervisor. For more information Informal enquiries are welcome and can be made to Novi Quadrianto ( http://www.sussex.ac.uk/profiles/335583)

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Call for interest ricercatore in finanza matematica
by Daniele Marazzina 18 Jul '17

18 Jul '17

Il Dipartimento di Matematica del Politecnico di Milano è alla ricerca di manifestazioni di interesse per una posizione di ricercatore a tempo determinato o a tempo determinato in tenure track (RTDA o RTDB) nel settore scientifico disciplinare SECS-S/06 con un focus nell’ambito della finanza matematica. Gli interessati possono inviare la loro manifestazione di interesse all’indirizzo application-dmat(a)polimi.it<mailto:application-dmat@polimi.it> specificando nell’oggetto del messaggio ‘’finanza matematica’’ ed allegando: -curriculum vitae e lista delle pubblicazioni, -lettera di motivazione/interesse per la posizione e per il Politecnico di Milano, -eventuali lettere di referenze. Per essere prese in considerazioni, le manifestazioni di interesse debbono essere inviate entro il 18 settembre 2017 ore 24.00. Eventuali richieste di informazioni possono essere inviate all’indirizzo di cui sopra. Sito internet gruppo finanza quantitativa: <https://www.mate.polimi.it/qfinlab/index.php?cate=15>https://www.mate.polimi.it/qfinlab/ Disclaimer Questa è soltanto una richiesta di manifestazioni di interesse e non un annuncio di job vacancy o di una futura procedura di valutazione comparativa nel settore SECS-S/06. Il Dipartimento di Matematica si riserva di valutare se promuovere una procedura di valutazione comparativa e per quale posizione eventualmente farlo. &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&& The Department of Mathematics, Politecnico di Milano, Italy, is seeking expressions of interest for positions of researcher (either temporary or temporary in tenure track) in financial mathematics. Notice that a solo temporary position lasts three years (renewable for two years) a temporary position (three years), in tenure track allows the candidate to become associate professor after three years provided that the candidate is habilitated at the national level before the end of the contract. Candidates are invited to apply. Successful candidates will be expected to contribute to the activities of the Department, in particular by doing: Research, by contributing/defining research projects, attracting funding, and contributing to dissemination of results through top-level publications. Teaching, by offering courses for approximately 80 (temporary)/120 (temporary in tenure track) hours per year to students at the undergraduate and graduate level. Management, by serving in committees and boards of our University. Salary is conformal to national standards, gross salary for solo temporary position is 37.000 euro, temporary in tenure track is 50.000 euro. Interested candidates are kindly requested to send at application-dmat(a)polimi.it<mailto:application-dmat@polimi.it>, specifying the reference to ‘‘mathematical finance’’ on the object of the message, the following material: - a complete CV and list of publications - a short letter explaining their interest in working in Italy and at the Department of Mathematics, Politecnico di Milano - (eventually) reference letters. Applications to be considered should reach by 18 September 24.00(local time). For requests of information please contact the above email. Quantitative finance group website: https://www.mate.polimi.it/qfinlab/<https://www.mate.polimi.it/qfinlab/index.php?cate=15> Disclaimer Please note that this is a call for interest only, and not a job vacancy advertisement, and that the Department can decide on its own whether or not to open a position and at which level. The actual selection for a position will be based on a public selection procedure pursuant art. 18, comma 1 and 4, of Italian Law 240/2010.

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Fwd: Seminario Elena Di Bernardino a ROMA 1, 20 luglio 2017
by Nappo, Giovanna 17 Jul '17

17 Jul '17

Mi scuso per l'errore del cognome nel precedente messaggio Giovanna Nappo ---------- Forwarded message ---------- From: "Nappo, Giovanna" <nappo(a)mat.uniroma1.it> Date: Mon, 17 Jul 2017 13:38:50 +0200 Subject: Seminario Elena Bernardini a ROMA 1, 20 luglio 2017 To: random <random(a)fields.dm.unipi.it> SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA Guido Castelnuovo Università di Roma "La Sapienza" Piazzale A. Moro 5 . 00185 ROMA ***************************************************************************** Giovedì 20 luglio 2017, Ore 11,30 Aula di Consiglio Elena Di Bernardino CNAM, Paris (FRANCE) A test of Gaussianity based on the Euler characteristic of excursion sets Abstract: We deal with a stationary isotropic random field X:R^d→R and we assume it is partially observed through some level functionals. We aim at providing a methodology for a test of Gaussianity based on this information. More precisely, the level functionals are given by the Euler characteristic of the excursion sets above a finite number of levels. On the one hand, we study the properties of these level functionals under the hypothesis that the random field X is Gaussian. In particular, we focus on the mapping that associates to any level u the expected Euler characteristic of the excursion set above level u. On the other hand, we study the same level functionals under alternative distributions of X, such as chi-square, harmonic oscillator and shot noise. In order to validate our methodology, a part of the work consists in numerical experimentations. We generate Monte-Carlo samples of Gaussian and non-Gaussian random fields and compare, from a statistical point of view, their level functionals. Goodness-of-fit p−values are displayed for both cases. Simulations are performed in one dimensional case (d=1) and in two dimensional case (d=2), using R. ***************************************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Seminario Elena Bernardini a ROMA 1, 20 luglio 2017
by Nappo, Giovanna 17 Jul '17

17 Jul '17

SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA Guido Castelnuovo Università di Roma "La Sapienza" Piazzale A. Moro 5 . 00185 ROMA ***************************************************************************** Giovedì 20 luglio 2017, Ore 11,30 Aula di Consiglio Elena Di Bernardino CNAM, Paris (FRANCE) A test of Gaussianity based on the Euler characteristic of excursion sets Abstract: We deal with a stationary isotropic random field X:R^d→R and we assume it is partially observed through some level functionals. We aim at providing a methodology for a test of Gaussianity based on this information. More precisely, the level functionals are given by the Euler characteristic of the excursion sets above a finite number of levels. On the one hand, we study the properties of these level functionals under the hypothesis that the random field X is Gaussian. In particular, we focus on the mapping that associates to any level u the expected Euler characteristic of the excursion set above level u. On the other hand, we study the same level functionals under alternative distributions of X, such as chi-square, harmonic oscillator and shot noise. In order to validate our methodology, a part of the work consists in numerical experimentations. We generate Monte-Carlo samples of Gaussian and non-Gaussian random fields and compare, from a statistical point of view, their level functionals. Goodness-of-fit p−values are displayed for both cases. Simulations are performed in one dimensional case (d=1) and in two dimensional case (d=2), using R. ***************************************************************************************** Tutti gli interessati sono invitati a partecipare Giovanna Nappo

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Bando RTD-A, SECS-S/06, Università di Firenze
by Giacomo Scandolo 16 Jul '17

16 Jul '17

Il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI), Università degli Studi di Firenze, ha bandito un posto di Ricercatore a Tempo Determinato di tipo A nel SSD SECS-S/06 (Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie). Il bando si trova al link: http://www.unifi.it/cmpro-v-p-11205.html Le domande di partecipazione vanno inviate esclusivamente con la modalità telematica descritta nel bando. Il termine ultimo per l'invio è il 10 agosto 2017. Cordiali saluti Giacomo Scandolo

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Data Science and Statistical Learning Post Doc positions - Human Technopole
by Piercesare Secchi 14 Jul '17

14 Jul '17

The Center for Analysis, Decision and Society of the Human Technopole, based in Milano, Italy (https://htechnopole.it/en/) is opening a few positions for post-doc in data science and statistical learning. Details can be found here: https://htechnopole.it/en/openings ------------------------------------------------ Piercesare Secchi MOX - Dipartimento di Matematica Politecnico di Milano Via Bonardi 9 20133 Milano - Italy tel. +39 02 2399 4592 fax. +39 02 2399 4568 e.mail: piercesare.secchi(a)polimi.it<mailto:piercesare.secchi@polimi.it>

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[Fwd: [gdre-conedp] Post-doctoral position at university Blaise Pascal (France)] (fwd)
by Tiziano Vargiolu 12 Jul '17

12 Jul '17

---------- Forwarded message ---------- Date: Wed, 12 Jul 2017 07:51:42 +0200 From: Fabio Ancona <ancona(a)math.unipd.it> To: users(a)math.unipd.it Subject: [Fwd: [gdre-conedp] Post-doctoral position at university Blaise Pascal (France)]

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2 postdocs in Geometry of Deep Learning and Reinforcement Learning at RIST
by Luigi Malagò 11 Jul '17

11 Jul '17

=========================================================== 2 postdoc positions in Machine Learning (1 year, renewable up to 3 years) Institution: RIST - Romanian Institute of Science and Technology, Cluj-Napoca Keywords: Deep Learning, Reinforcement Learning, Stochastic Optimization, Optimization over Manifolds, Information Geometry, Riemannian Geometry Application deadline: 30 July 2017 (applicants are encouraged to apply earlier) Salary: around 2190 euro net Official announcement: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for 2 postdoc positions, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 3 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group http://luigimalago.it/group.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, from the unifying perspective of Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST, where about 20 new postdoctoral research associates and research software developers will be hired by 2018. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 30 July 2017 (applicants are encouraged to apply earlier)

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Position of Lecturer/Senior Lecturer/Reader in Mathematics, University of Sussex
by Enrico Scalas 10 Jul '17

10 Jul '17

Car* Collegh*, al Dipartimento di Matematica dell'Universita' del Sussex stiamo reclutando in probabilita' e statistica. Vi prego di diffondere l'annuncio se conoscete persone interessate. I link sono: http://www.sussex.ac.uk/about/jobs/lecturer-senior-lecturer-in-mathematics-… http://www.jobs.ac.uk/job/BCQ418/lecturer-senior-lecturer-or-reader-in-math… Il profilo e': Applications are invited from all areas of mathematics strengthening and complementing the Department's research portfolio. Applications are particularly welcome from probability and statistics including, for example, mathematical statistics, rigorous data science, stochastic analysis, processes in random environments, and probabilistic modelling. Il bando contiene poi i link a "job description" e "person specification". Grazie per l'attenzione e cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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deadline early-bird registration to the 11th ClaDAG Conference
by Francesca Greselin 10 Jul '17

10 Jul '17

---- We apologize for cross posting ---- Dear all, this is just a friendly reminder that *today* is the deadline for early-bird registration to the *11th Scientific Meeting of the CLAssification and Data Analysis Group of the Italian Statistical Society * http://www.cladag2017.unimib.it/ For the 2017 edition of the Conference, the University of Milano-Bicocca, Bocconi University, Politecnico di Milano, University of Milano and Università Cattolica del Sacro Cuore are cooperating and supporting the event, that will be hosted at University of Milano-Bicocca. *Papers* Around 150 papers have been submitted for the Conference, for which the usual blind referee process has been carried out by the Scientific Program Committee, chaired by Francesco Mola. *Keynote speakers:* - J. Sunil Rao, <http://www.biostat.med.miami.edu/people/primary-faculty/sunil-rao> Division of Biostatistics, Department of Public Health Sciences University of Miami, Florida, USA, - *Classified Mixed Model Prediction*- Antony Davison, <http://statwww.epfl.ch/davison/davison.html> Institute of Mathematics, Ecole Poytechnique Federale de Lausanne, Switzerland - *Statistical models for complex extremes*- Roberto Rocci <http://economia.uniroma2.it/faculty/145/rocci-roberto>, Dipartimento di Economia e Finanza, Università degli studi di Tor Vergata, Rome, Italy - *An URV approach to cluster ordinal data* *Young researchers data challenge*Young researchers are invited to a data challenge, at Politecnico di Milano the day before the Conference, say on September 12, and sponsored by Oracle and Data Reply. Amazing prices are announced for the winners! *Statistical Challenges in Big Data & Complex Systems* A satellite Conference will take place on Tuesday September 12, at the University of Milano. More information will be available soon at http://www.cladag2017.unimib.it/ *Social dinner*The social dinner will take place on September 14th, in the *San Nazaro Porch* of the ancient “*Cà Granda*” complex, entrusted to the Tuscan architect Antonio Averlino, known as Filarete. Founded on 12 April, 1456 by the Duke of Milan Francesco Sforza and his wife Bianca Maria, the gigantic complex was built to provide medical care for the city’s poorest people. *Conference Proceedings* The Conference Proceedings will be published in digital edition with ISBN and distributed for free to all the Cladag2017 Participants. *Post conference publications* After the Conference, the Program Committee encourages authors of the best papers to submit an extended version for possible publication in the *Springer Series:* "Studies in Classification, Data Analysis, and Knowledge Organization", or alternatively to submit to a *special issue* of the following journals: Statistical Analysis and Data Mining <http://www.statisticsviews.com/details/journal/2285261/Statistical-Analysis…>, published on behalf of the American Statistical Association <http://www.amstat.org/>, and Statistics and Applications <http://statisticaeapplicazioni.vitaepensiero.it/> Both journals will offer the possibility to publish a selection of the best 10-15 papers presented at CLADAG 2017. Topics covered in these papers should be in line with the aims and scope of the journal and will undergo a regular review process. We look forward to see you in Milan on 12-15 September for CLADAG 2017! The organizing Committee

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Fwd: Ph.D. position at Imperial college
by Marco Romito 07 Jul '17

07 Jul '17

Roth Studentship in Stochastic Analysis (for EU student) Imperial college, London The studentship is for a project in stochastic analysis, to work with Professor Xue-Mei Li starting 1st October 2017 or as soon as possible. The candidate should have a strong background in two of the following topics: stochastic analysis and probability; real analysis; pdes; and differential geometry. For some idea about stochastic analysis on manifolds, please see http://www.xuemei.org/Homepage/Research.html, See also http://www2.warwick.ac.uk/fac/sci/maths/people/staff/xue_mei_li/. The interested students should apply directly to Imperial college, mention this particulars. Applicants are directed to this page: http://www.imperial.ac.uk/mathematics/postgraduate/phd/how-to-apply <http://www.imperial.ac.uk/mathematics/postgraduate/phd/how-to-apply/> ------------------------------------------------------------------------------------------------------- Xue-Mei Li Professor Mathematics Institute The University of Warwick Coventry CV4 7AL U.K. Tel 44 (0) 2476 528 319 --------------------------

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Avviso di seminario: Cardinali@DISMEQ (Dipartimento di Statististica e Metodi Quantitativi, Milano-Bicocca)
by Fulvia Pennoni 06 Jul '17

06 Jul '17

----------------------------------------------------------------------------- Dipartimento di Statistica e Metodi Quantitativi Via Bicocca degli Arcimboldi, 8 - 20126 Milano ----------------------------------------------------------------------------- “COSTATIONARY INFERENCE FOR LOCALLY STATIONARY TIME SERIES” Alessandro Cardinali School of Computing and Mathematics, Plymouth University University of Plymouth Lunedì 10 Luglio ore 14.00 Ed. U7, 2° piano, aula 2061 __________________________________________________________ Abstract: In this presentation we illustrate a novel inferential approach to estimate time-varying parameters of locally stationary time series. This approach is based on costationary combinations, that is, time-varying deterministic linear combinations of locally stationary time series that are second-order stationary. We first review the theory of costationarity and formalize a Generalised Method of Moments estimator for the coefficient vectors. We then use this new framework to derive an estimator for the (time-varying) covariance of locally stationary time series and we show that the new covariance estimator is more efficient than classical estimators exclusively based on the evolutionary cross-periodogram. We confirm our theoretical findings through a simulation experiment. We then present a new analysis of financial log-returns showing that our new estimator is capable to highlight well known economic shocks. As a second example of our approach we finally discuss forecasting of locally stationary time series based on costationary combinations. __________________________________________________________ Cordiali saluti Fulvia Pennoni -- Fulvia Pennoni Department of Statistics and Quantitative Methods University of Milano-Bicocca http://www.statistica.unimib.it/utenti/pennoni/

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Avviso di seminario: Cardinali@DISMEQ (Dipartimento di Statististica e Metodi Quantitativi, Milano-Bicocca)
by Fulvia Pennoni 06 Jul '17

06 Jul '17

----------------------------------------------------------------------------- Dipartimento di Statistica e Metodi Quantitativi Via Bicocca degli Arcimboldi, 8 - 20126 Milano ----------------------------------------------------------------------------- “COSTATIONARY INFERENCE FOR LOCALLY STATIONARY TIME SERIES” Alessandro Cardinali School of Computing and Mathematics, Plymouth University University of Plymouth Lunedì 10 Luglio ore 14.00 Ed. U7, 2° piano, aula 2061 __________________________________________________________ Abstract: In this presentation we illustrate a novel inferential approach to estimate time-varying parameters of locally stationary time series. This approach is based on costationary combinations, that is, time-varying deterministic linear combinations of locally stationary time series that are second-order stationary. We first review the theory of costationarity and formalize a Generalised Method of Moments estimator for the coefficient vectors. We then use this new framework to derive an estimator for the (time-varying) covariance of locally stationary time series and we show that the new covariance estimator is more efficient than classical estimators exclusively based on the evolutionary cross-periodogram. We confirm our theoretical findings through a simulation experiment. We then present a new analysis of financial log-returns showing that our new estimator is capable to highlight well known economic shocks. As a second example of our approach we finally discuss forecasting of locally stationary time series based on costationary combinations. __________________________________________________________ Cordiali saluti Fulvia Pennoni -- Fulvia Pennoni Department of Statistics and Quantitative Methods University of Milano-Bicocca http://www.statistica.unimib.it/utenti/pennoni/

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3-year Ph.D. position at Bielefeld University
by Giorgio Ferrari 06 Jul '17

06 Jul '17

Dear Colleagues, this is to announce a *3-year Ph.D. position at Bielefeld University* starting on *October 1, 2017*. The successful candidate will participate in the Collaborative Research Centre (CRC) 1283 "Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications" https://www.sfb1283.uni-bielefeld.de/Pages/home within the project C4 “Stochastic games of singular control and games of stopping”. More information on the post and on the application procedures can be found here http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… *DEADLINE FOR APPLICATION:* August 2, 2017 All the best, Giorgio Ferrari

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Postgraduate programmes at the University of Kent
by Fabrizio Leisen 03 Jul '17

03 Jul '17

Con preghiera di diffusione, Cordiali saluti, Fabrizio Leisen A postgraduate degree in Statistics from the University of Kent can open many doors both in industry and research. The taught programmes in Statistics and Statistics with Finance provide exemption from the professional examinations of the Royal Statistical Society and qualification for Graduate Statistician status. The School of Mathematics, Statistics and Actuarial Science has a strong reputation for world-class research and a well-established system of support and training, with a high level of contact between staff and research students. Postgraduate students develop analytical, communication and research skills. Developing computational skills and applying them to mathematical problems forms a significant part of the postgraduate training in the School. The School encourages all postgraduate statistics students to take part in statistics seminars and to help in tutorial classes. The Statistics Group is forward-thinking, with varied research, and received high rankings in the Research Excellence Framework (REF) 2014 for research power and quality. For more information about postgraduate statistics programmes at Kent visit www.kent.ac.uk/smsas or contact the Admissions Officer: E: smsaspgadmissions(a)kent.ac.uk T: +44 (0) 1227 816050 -- Fabrizio Leisen Reader in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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Assegno di Ricerca Biennale (scadenza imminente)
by Federico Polito 28 Jun '17

28 Jun '17

Gentili colleghi, è aperta la procedura per l'assegnazione di un *assegno di ricerca biennale* nel Dipartimento di Matematica, Università di Torino. La ricerca verrà svolta all'interno del progetto "Memory in Evolving Graphs" (fondi Università di Torino / Compagnia di San Paolo). Sono apprezzate conoscenze di grafi aleatori e tecniche di cambi di tempo aleatori. Data prevista di inizio: Settembre/Ottobre 2017. Data ultima per chiudere la domanda: *Ore 12 del 14 luglio 2017* Bando: https://www.serviziweb.unito.it/albo_ateneo/?area=federico.polito@unito.itA… <https://www.serviziweb.unito.it/albo_ateneo/?area=Albo&action=Read_Download…> Procedura per la domanda: https://pica.cineca.it Maggiori dettagli qui: http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/132390 Per ogni chiarimento o domanda potete scrivermi: federico.polito(a)unito.it 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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Seminario di Probabilita', La Sapienza
by Faggionato, Alessandra 27 Jun '17

27 Jun '17

Seminario di Probabilita' Mercoledi' 5 Luglio 2017, Ore 14.30, Aula C, Dipartimento di Matematica G Castelnuovo, Sapienza Speaker: V. Silvestri (Cambridge) Title: The reset time of Internal DLA Abstract: Consider Internal DLA on cylinder graphs of the form GxZ. How does a large cluster typically look like? How long does it take for the process to forget its initial profile? In this talk I will address these questions, explaining how the answer depends on the mixing properties of the base graph G. Joint work with Lionel Levine. -- ************************************************* 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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Position of Lecturer in Mathematics, University of Sussex
by Enrico Scalas 26 Jun '17

26 Jun '17

Car* Collegh*, al Dipartimento di Matematica dell'Universita' del Sussex stiamo reclutando in analisi numerica. Il motivo per cui segnalo l'annuncio su questa lista e' che possiamo anche prendere in considerazione candidature di persone che si occupano, per esempio, di analisi numerica di equazioni differenziali stocastiche, di equazioni differenziali stocastiche alle derivate parziali o di analisi rigorosa di algoritmi di Monte Carlo. Vi prego di diffondere l'annuncio se conoscete persone interessate che corrispondono al profilo. I link sono: http://www.sussex.ac.uk/about/jobs/lecturer-in-mathematics-2173 http://www.jobs.ac.uk/job/BCH117/lecturer-in-mathematics Il profilo e': Applications are invited from rigorous numerical analysts working in any area of numerical analysis and scientific computing; candidates at the interface with Mathematical Biology would be particularly welcome. Il bando contiene poi link a "job description" e "person specification". Grazie per l'attenzione e cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK

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Seminars at SNS (Pisa), 29 July 2017
by Maria Elvira Mancino 26 Jun '17

26 Jun '17

Dear All, I am glad to announce the following two seminars at Scuola Normale Superiore on the 29th July 2017 14.30 Christa Cuchiero (University of Vienna) Title: (Probability) measure-valued polynomial diffusions Abstract: We introduce polynomial diffusions taking values in the space of (probability) measures on a Polish space, extending the finite dimensional notion of polynomial processes to the infinite dimensional case. Our main goal is tractable dynamic modeling of (probability) measures with applications in large equity markets, capital distribution curve and term structure modeling. In the case of probability measures we provide a characterization of the corresponding extended generators, prove well-posedness of the associated martingale problems and recover the well-known Fleming-Viot process as special case. We obtain uniqueness of the martingale problem by establishing a formula for the conditional moments of the solution, which in the finite-dimensional case reduces to a matrix exponential. 15.30 Short break 16.00 Josef Teichmann (ETH-Zurich) Title: Affine processes and non-linear (PI)DEs Abstract: Motivated by works Dynkin, McKean, LeJan/Sznitman, Henry-Labordere and many others we show an abstract representation property for solutions of non-linear (PI)DEs by affine processes. This allows on the one hand to establish original simulation algorithms, on the other hand even to come up with new types of existence results for DEs. (joint work with Christa Cuchiero). ------------------------------------------------------------------------------------ Everyone is invited to participate. For more information, please contact mariaelvira.mancino(a)unifi.it

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Announcement of two talks, probability seminar, University of Pisa, Tuesday, June 27, 11:00h - 13:00h
by Carina Geldhauser 25 Jun '17

25 Jun '17

Announcement of two talks in the probability seminar at the University of Pisa. DATE AND TIME: Tuesday, June 27, 11:00h - 13:00h LOCATION: Aula Seminari, Dipartimento di Matematica, Universita' di Pisa SPEAKER 1: Remi Catellier (Université de Nice Sophia-Antipolis) TITLE: Averaging along irregular curves and regularization of ODEs. ABSTRACT: Paths of some stochasic processes such as fractional Brownian Motion have some amazing regularization properties. It is well known that in order to have uniqueness in differential systems such as $dy_t = b(y_t) dt$, $b$ needs to be quite regular. However, the oscillations of a stochastic process added to the system will guarantee uniquneness for really irregular $b$. In this talk we will show how to solve the perturbed differential system with a certain stochastic averaging operator. As an application, we show that the stochastic transport equation driven by fractional Brownian motion has a unique solution when $u_0 \in L^{\infty}$ and $b$ is a possibly random $\alpha$-Hoelder continuous function for $\alpha$ large enough. This is a joint work with Massimiliano Gubinelli. After a short break, at around 12:15h, we will continue with a second talk by SPEAKER 2: Michel Nassif (ENS Rennes) TITLE: Introduction to interacting particle systems ABSTRACT: Interacting particle systems is a recently developed field in the theory of Markov processes with many applications: particle systems have been used to model phenomena ranging from traffic behaviour to spread of infection and tumour growth. We introduce this field through the study of the simple exclusion process. We will construct the generator of this process and we will give a convergence result of the spatial particle density to the solution of the heat equation. We will also discuss a variation of the simple exclusion process with proliferation. Everyone is invited to participare. For more information and a longer abstract of the first talk in pdf format, please contact carina.geldhauser(a)dm.unipi.it

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Seminario di Probabilità - Padova
by alessandra bianchi 23 Jun '17

23 Jun '17

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 27 giugno alle ore 11:00 in aula 2AB40 del Dipartimento di Matematica dell'Università degli Studi di Padova. Speaker: Claudio Landim Affiliation: IMPA, Rio de Janeiro Title: Recent results on metastability and potential theory. Abstract: We give a brief introduction on the martingale approach to metastability. In the second part of the talk we consider the metastable behavior of non-reversible small perturbations of dynamical systems, providing a formula for the transition time between two wells. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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PosdocPosition-PANORISK (fwd)
by Lucia Caramellino 22 Jun '17

22 Jun '17

---------- Forwarded message ---------- Date: Mon, 19 Jun 2017 14:20:28 +0200 From: Claude Martini <cmartini(a)zeliade.com> To: "cmartini(a)zeliade.com" <CMartini(a)zeliade.com> Subject: PosdocPosition-PANORISK Dear colleague, here is the announcement and description for a postdoc position in the ongoing PANORISK project: http://ira.univ-lemans.fr/en/recherche-1/post-doctoral-recruitment-2017.html -- Claude Martini CEO CMartini(a)zeliade.com https://www.linkedin.com/in/claude-martini/ Tel : +33 (0)1 40 26 17 81 Mob : +33 (0)6 84 71 15 57 Fax : +33 (0)1 40 26 17 81 Zeliade Systems 56, rue Jean-Jacques Rousseau 75001 Paris - France www.zeliade.com www.zanadu.io ____________________________________________________________________ Ce message et ses pièces jointes contiennent des informations confidentielles. Il est établi à l’intention exclusive de ses destinataires. Si vous n’en êtes pas destinataire, merci de le détruire et d’en avertir immédiatement l’expéditeur. Toutes diffusion, publication, totale ou partielle ou divulgation sous quelque forme que se soit non expressément autorisées de ce message, sont interdites. This e-mail and its attachments are confidential and intended solely for the addressees. If you are not the intended recipient of this message, then please delete it and notify the sender. Unauthorized publication, use, dissemination or disclosure of this message, either in whole or in part is strictly prohibited. ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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Mini Course at GSSI on "Information Spreading, Consensus and Community Detection"
by clementi＠axp.mat.uniroma2.it 22 Jun '17

22 Jun '17

LECTURER: Andrea Clementi (Universita' degli Studi TOR VERGATA) PERIOD: 11-12/07/2017 LOCATION: GSSI, L'AQUILA, http://cs.gssi.infn.it/contacts/ SCHEDULING: http://cs.gssi.infn.it/phd-program/calendar/ TITLE: Gossip Algorithms for Information Spreading, Consensus and Community Detection ABSTRACT: The course will focus on a set of analytic tools to analyze some basic epidemic processes in networks. 1) We start giving the main concepts and results on spectral graph theory and on expander graphs. 2) We analyze the convergence time of randomized gossip algorithms in graphs having good expansion properties. 3) We analyze some simple probabilistic dynamics that achieve fast and stable consensus. 4) We consider distributed averaging processes on well-clustered graphs and look at the metastable phase in which the states of the nodes reflect the hidden clusters of the graph. Contacts: Andrea Clementi (Universita' degli Studi TOR VERGATA), clementi(a)mat.uniroma2.it Mattia D'Emidio (GSSI), mattia.demidio(a)gmail.com

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Assegno di ricerca presso la Scuola Normale Superiore, Pisa
by Fabrizio Lillo 21 Jun '17

21 Jun '17

The call for a 16 month postdoc (assegno di ricerca) is open at the Scuola Normale Superiore di Pisa (Italy). The topic of the research is *Italian: **Esecuzione ottimale e dinamica di alta frequenza in mercati foreign exchange* *English: Optimal execution and high frequency dynamics in foreign exchange markets* and the research will likely be conducted in collaboration with the FX desk of HSBC (London) The details of the call are at Italian https://www.sns.it/bando/assegno-di-ricerca-denominato-%E2%80% 9Cesecuzione-ottimale-e-dinamica-di-alta-frequenza-mer cati-foreign-exchange%E2%80%9D English https://en.sns.it/bando/research-contract-named- %E2%80%9Coptimal-execution-and-high-frequency-dynamics-foreign-exchange The deadline is July 10. I would be grateful if you could forward this message to any potentially interested candidate. The interested candidates can either contact me (fabrizio.lillo(a)sns.it) or the addresses in the call in case they need further information. Thanks and all the best, ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159 <+39%20050%20509159>

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Post-doc position at Inria Grenoble (France)
by Julyan Arbel 20 Jun '17

20 Jun '17

Dear all, there is an open post-doc position in Bayesian nonparametrics at Inria Grenoble (France), starting in the fall of 2017. Application deadline is very short (by the end of next week). Interested people can contact me. Best Julyan Julyan Arbel http://www.julyanarbel.com/ <http://www.julyanarbel.com/>

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Borsa di Dottorato - Università Franco-Italiana
by gianmario tessitore 16 Jun '17

16 Jun '17

Con preghiera di diffusione. E' aperta la call for candidates per una borsa di dottorato dell'Università franco-italiana da svolgersi tra l' ENSTA ParisTech (Université Paris-Saclay, Ecole doctorale de mathématiques Hadamard) e l' Università Milano-Bicocca (Dottorato in Matematica Milano-Bicocca, Pavia, INdAM) con inizio il primo Ottobre 2017. Allego descrizione precisa delle tematiche di ricerca e del profilo del candidato richiesto. cordiali saluti Gianmario Tessitore

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PhD course Gianluca Fusai in Bicocca
by Valeria Bignozzi 16 Jun '17

16 Jun '17

La prossima settimana, si terrà un corso di dottorato dal titolo “Option Pricing”, per il Dottorato in Statistica e Finanza Matematica, presso l'Università di Milano Bicocca. Le lezioni saranno tenute dal prof. Gianluca Fusai, dell’ Università degli Studi del Piemonte Orientale. La partecipazione al corso è libera, ma occorre registrarsi inviando una mail alla dott.ssa Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it) Le lezioni si terranno nei giorni: Lunedì 19 Giugno ore 10:00-12:30 e 14:00-17:30 Venerdì 23 Giugno ore 10:00-12:30 e 14:00-17:30 presso l’Aula 2062, secondo piano dell’edificio U7, Via Bicocca degli Arcimboldi 8, 20126 Milano. Programma: We revisit the most important stochastic models and theur use for pricing plain vanilla and exotic derivative products. In particular in the course we will address: * Plain vanilla, exchange, Asian and barrier options. * Analytical and numerical methods (including PDE, quadrature, eigenfunction expansion, Laplace transform). * Gaussian and Non Gaussian models: GBM, Square-root, CEV, Lévy, Heston models: main properties and applications to option pricing using Fourier Transform techniques. * Interest rate models and pricing of swaps, caps and swaptions. * If time allows recent reseults on pricing via Hilbert transform and Wiener-Hopf factorization will be also illustrated. Participants are welcome to bring their laptop because numerical examples will be discussed using Matlab. Prerequisite: Basic knowledge of option payoffs, properties of the Bronwian motion, Ito's lemma Instructor: Gianluca Fusai ssrn page: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=74196 -------------------------------------------------------------------------------- _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random

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Fwd: Gaussian Process Summer School and Uncertainty Quantification, Sheffield UK, September 2017.
by Carina Geldhauser 15 Jun '17

15 Jun '17

ricevo ed inoltro. -------- Weitergeleitete Nachricht -------- Betreff: [ML-news] Gaussian Process Summer School and Uncertainty Quantification, Sheffield UK, September 2017. Datum: Mon, 5 Jun 2017 01:11:57 -0700 (PDT) Von: Mauricio A. Álvarez <maalvarezl(a)gmail.com> An: Machine Learning News <ml-news(a)googlegroups.com> Hi ML-News, Gaussian Process Summer School and Uncertainty Quantification 11th-14th September 2017. Early registration is open for the Gaussian Process Summer School. Deadline for early registration is 15th July. There is also a limit on the number of places to 60 students (allocated on a first come first served basis). The school involves a combination of talks on Gaussian processes and practical sessions. It will end with a one day workshop on Advances in Approximate Inference with GPs (14th September). Registrants to the summer school can attend the workshop free of charge. Confirmed speakers at the Summer School include: Nicolas Durrande (Ecole des Mines St Etienne) Simo Särkka (Aalto University) Aki Vehtari (Aalto University) Richard Wilkinson (University of Sheffield) Mauricio A. Álvarez (University of Sheffield) Andreas Damianou (Amazon Research Cambridge) Javier Gonzalez (Amazon Research Cambridge) Neil Lawrence (Amazon Research Cambridge and University of Sheffield) The draft schedule and details for registration are available here: http://gpss.cc/gpss17/ Current speakers at the Workshop are: Alan Saul (University of Sheffield) Aki Vehtari (Aalto University) Dustin Tran (Open AI and Columbia University) Rajesh Ranganath (Princeton University) A facebook group for this series of summer schools is available here: https://www.facebook.com/gaussianprocesssummerschool Regards, Mauricio A. Álvarez -- You received this message because you are subscribed to the Google Groups "Machine Learning News" group. To unsubscribe from this group and stop receiving emails from it, send an email to ml-news+unsubscribe(a)googlegroups.com. For more options, visit https://groups.google.com/d/optout. _______________________________________________ Ins-wegelerstrasse mailing list Ins-wegelerstrasse(a)ins.uni-bonn.de https://mail.ins.uni-bonn.de/mailman/listinfo/ins-wegelerstrasse _______________________________________________ Ag-griebel-stud mailing list Ag-griebel-stud(a)ins.uni-bonn.de https://mail.ins.uni-bonn.de/mailman/listinfo/ag-griebel-stud

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Announcement: Mini-workshop on Monte Carlo and Hybrid Methods
by Enrico Scalas 14 Jun '17

14 Jun '17

The goal of this workshop will be to bring together people working on the simulation of Langevin, Hamiltonian dynamics and their variants, and the applications of such methods to Markov Chain Monte Carlo, including MALA, HMC, etc Organisers : Andrew Duncan & Enrico Scalas, School of Mathematical and Physical Sciences, University of Sussex When : Friday, June 23. The workshop will start at 10pm (Registration & Coffee from 9:30am) and end at 4pm. Where : At the University of Sussex, in Pevensey 1 Room 1A6 Programme 9:30am - 10:00am: Registration 10:00am - 10:45am: Tijana Radivojevic: Modified Hamiltonian Monte Carlo methods in practice 10:45am - 11:15am: Coffee Break 11:15am - 12:00pm: Elena Akhmatskaya: Sampling with modified Hamiltonians in statistical inference 12:00pm - 12:45pm: Mikhail Tretyakov: Stochastic rigid body dynamics with hydrodynamic interactions 12:45pm - 2:30pm: Lunch (Fish and Chips) 2:30pm - 3:15pm: Konstantinos Zygalakis: Ergodic Stochastic Differential Equations and Sampling: A numerical analysis perspective 3:15pm - 4:00pm: Sam Livingstone: Kinetic energy choice in Hamiltonian/Hybrid Monte Carlo Participation is free. A dinner will be organised with the speakers on the evening of Thursday 22nd June. Please contact the organisers if you wish to attend.

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PhD course Marco Frittelli in Bicocca
by Valeria Bignozzi 09 Jun '17

09 Jun '17

La prossima settimana, si terrà un corso di dottorato dal titolo “Arbitrage and superhedging, from the classical setting to a pathwise approach”, per il Dottorato in Statistica e Finanza Matematica, presso l'Università di Milano Bicocca. Le lezioni saranno tenute dal prof. Marco Frittelli, del Dipartimento di Matematica dell’ Università degli Studi di Milano. La partecipazione al corso è libera, occorre registrarsi inviando una mail alla dott.ssa Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it <mailto:nicoletta.alghisi@unimib.it>). Programma: Lunedì 5 Giugno, ore 14:00-17:00: Introduction to arbitrage: the classical setting, the robust approach and the pathwise framework; Martedì 6 Giugno, ore 10:00-13:00 e 14:00 -17:00: Superhedging: example of duality gap and pathwise setting; Mercoledì 7 Giugno, ore 10:00-13:00: On the classical cases and comparison with the pathwise setting. Il corso si terrà nell’aula 2026, secondo piano dell’edificio U7.

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1 year postdoc offer on hydrological space-time extremes (Montpellier, France)
by Carlo Gaetan 09 Jun '17

09 Jun '17

Care/i colleghe/i, vi allego un'offerta di assegno di ricerca per la quale mi è stato chiesta la diffusione agli interessati. Mi scuso per l'eventuale invio di messaggi multipli. Cordialmente, 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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Politecnico di Milano - Seminario S. Castruccio
by Laura M. Sangalli 08 Jun '17

08 Jun '17

Si avvisa che in data 13-06-2017, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Stefano Castruccio, Newcastle University, UK Titolo: Stochastic Approximations of Complex Deterministic Models: Environmental Applications Sommario: Climate models are among the most used tools for impact assessment and policy making, and they are instrumental to obtain physically consistent projections of future climate. While it is of crucial importance to assess the sensitivity of such models to different input such as scenarios and parametrizations, a comprehensive analysis is not feasible due to computational and memory constraints. In this talk I will present new classes of global space-time statistical models (emulators) that can provide useful stochastic approximations to climate models. Emulators trained on a small set of model runs allow to perform sensitivity analysis with surrogate runs that are orders of magnitude faster to compute than the original climate model. I will also discuss some of my methodological research on global space-time statistical models, spanning from nonstationary Gaussian processes in the sphere x time domain that can account for land/ocean regimes and vertical profiles of temperatures, to skew-t processes for daily data. The large dimensionality of the model output, comprising of hundreds of millions data points, poses significant computational challenges, and in this talk I will also introduce a new sequential likelihood approximation that will allow scalable, parallelizable and asymptotically consistent inference for massive datasets. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Laura Sangalli -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Lectures on “Affine and Polynomial Processes” (J. Teichmann and C. Cuchiero - SNS, Pisa, 21-23-27 giugno 2017)
by Maria Elvira Mancino 08 Jun '17

08 Jun '17

Three Lectures on: "AFFINE AND POLYNOMIAL PROCESSES" (JOSEF TEICHMANN, ETH Zurich; CHRISTA CUCHIERO, University of Vienna) ____________________________________________________ Lecture 1 (JOSEF TEICHMANN) "Motivating examples: classical and recent ones". Several examples from Mathematical Finance and other areas of applications are considered (Pricing and Hedging; Credit Risk; representation of non-linear PDEs; rough volatility) JUNE 21TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ________________________________________________________________________________ Lecture 2 (JOSEF TEICHMANN AND CHRISTA CUCHIERO) "General theory of affine and polynomial processes". Foundational issues are discussed in detail and admissibility conditions proved in the canonical state space setting. JUNE 23TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ____________________________________________________________ Lecture 3 (CHRISTA CUCHIERO) "General theory of affine and polynomial processes". Affine and polynomial processes one general state spaces are considered towards finite or infinite dimensional processes classes. JUNE 27TH, 9-11 A.M. AULA MANCINI, Scuola Normale Superiore ______________________________________________________________ Tutti gli interessati sono invitati a partecipare.

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Second Haifa Probability School, 18-22 Dec 2017, Technion (Israel)
by Francesco Caravenna 07 Jun '17

07 Jun '17

Ricevo e inoltro. > Dear colleagues, > > We invite you and your students/postdocs to take part in the forthcoming probability school, this winter Dec 18-22/2017 at the Technion - Haifa/Israel. > > There will be 3 mini courses with daily lectures as follows: > Marek Biskup (UCLA) / Oren Louidor (Technion) – > Large values of the discrete Gaussian free field. > Jason Miller (Cambridge) – > The continuum Gaussian free field and Liouville quantum gravity. > Lorenzo Zambotti (Paris 6) – > SPDEs and regularity structures. > > In addition, young participants will get a chance to present their work during multiple short-talk sessions. > > Financial support (for accommodation and travel) is available. Preference will be given to young participants and those who register early. > > Further information and an on-line registration from can be found here: > https://hps2.net.technion.ac.il/ <https://hps2.net.technion.ac.il/> > > Oren Louidor > (On behalf of the organizers: > Dima Ioffe (Technion, Israel). > Oren Louidor(Technion, Israel). > Leonid Mytnik (Technion, Israel). > Lorenzo Zambotti (Paris 6, France) ).

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PhD in Statistics and Mathematical Finance, Call for applications
by Francesca Greselin 06 Jun '17

06 Jun '17

A call for applications to the 2016/2017 PhD program in Statistics and Mathematical Finance (University of Milano-Bicocca) is available at the PhD web site: http://www.unimib.it/go/243995352 Deadline for application is on the 3rd of July (12.00 a.m. Italian local time) The PhD program offers two curricula: 1) Statistics; 2) Mathematical Finance. Seven grants (annual amount of 16.238 euros) are available, three of which are reserved for students with non-Italian master degrees. Course will be held in English by highly qualified Italian and non-Italian professors. For further information visit the PhD web site (http://www.dismeq.unimib.it/en/dottorato-di-ricerca/) or contact: Giorgio Vittadini (giorgio.vittadini(a)unimib.it <mailto:giorgio.vittadini@unimib.it) PhD program coordinator Andrea Ongaro (andrea.ongaro(a)unimib.it <mailto:andrea.ongaro@unimib.it) Curriculum in Statistics coordinator Fabio Bellini (fabio.bellini(a)unimib.it <mailto:fabio.bellini@unimib.it) Curriculum in Mathematical Finance coordinator Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it <mailto:nicoletta.alghisi@unimib.it) Secretariat

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IMT SCHOOL - 2017/18 PHD CALL FOR APPLICATIONS :: PROGRAMMA DI DOTTORATO
by Irene Crimaldi 06 Jun '17

06 Jun '17

From: <phdapplications(a)imtlucca.it> Subject: IMT SCHOOL - 2017/18 PHD CALL FOR APPLICATIONS :: PROGRAMMA DI DOTTORATO We are pleased to inform you about the IMT School for Advanced Studies Lucca's call for applications for PhD positions in the following specialized curricula Siamo lieti di informare che e' aperto il nuovo bando di selezione per l'accesso al Programma di Dottorato della Scuola IMT Alti Studi Lucca per i seguenti curricula di specializzazione: - - Analysis and Management of Cultural Heritage - - Cognitive, Computational and Social Neurosciences - - Computer Science and Systems Engineering - - Economics, Networks and Business Analytics - No tuition fees, free room and access to IMT Canteen Esenzione dalle tasse d'iscrizione, alloggio gratuito, accesso gratuito alla mensa IMT - A grant of €13,630 gross/year Importo lordo della borsa: €13.630/anno Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31st, 2017 Possono fare domanda coloro che conseguano il titolo valido per l'ammissione entro e NON OLTRE il 31 ottobre 2017 DEADLINE: July 18th, 2017 at 12:00 pm CEST MORE INFORMATION: http://phd.imtlucca.it The IMT School for Advanced Studies Lucca (www.imtlucca.it <http://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>), one of the six Schools of Excellence in Italy, is a research university within the Italian public higher education system. IMT's mission is characterized by the analysis and management of a plurality of economic, social, scientific, technological and cultural systems. La Scuola IMT Alti Studi Lucca (www.imtlucca.it <http://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>), una delle sei Scuole di Eccellenza in Italia, e' un'istituzione universitaria pubblica di ricerca e alta formazione dottorale a ordinamento speciale, focalizzata sull'analisi e gestione dei sistemi economici, sociali, scientifici, tecnologici e culturali. Follow us on Facebook <https://www.facebook.com/pages/IMT-Institute-for-Advanced-Studies-Lucca/187…>, Twitter <https://twitter.com/IMTLucca>, YouTube <https://www.youtube.com/user/IMTAltiStudiLucca>, LinkedIn <https://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?t…> Please note that this account is used for outgoing e-mails only, and therefore your reply message will not be read. For inquiries regarding the 2017/18 IMT School PhD call, please write to phdapplications(a)imtlucca.it <javascript:_e(%7B%7D,'cvml','phdapplications(a)imtlucca.it');> If you no longer wish to receive emails from the IMT School, please send an email with the word UNSUBSCRIBE in the subject line to commev(a)imtlucca.it <javascript:_e(%7B%7D,'cvml','commev(a)imtlucca.it');>. IMT School for Advanced Studies Lucca Piazza San Ponziano 6, 55100 Lucca - Italy Tel: +39 0583 4326 597, fax: +39 0583 4326 565 www.imtlucca.it <http://www.imtlucca.it/?utm_source=webmail&utm_medium=email&utm_campaign=c3…>

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Workshop in Cardiff su Isotropic Random Fields in Astrophysics
by Enrico Scalas 02 Jun '17

02 Jun '17

Car* collegh*, Vi puo' interessare questo workshop interdisciplinare su: Isotropic Random Fields in Astrophysics che si terra' a Cardiff il 29-30 giugno 2017 Pagina web: http://ssa.cf.ac.uk/randomfields/index.htm Registrazione (gratuita ma obbligatoria): http://ssa.cf.ac.uk/randomfields/registration.htm Cordiali saluti, Enrico Scalas

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dottorato in Statistica e Finanza matematica - bando
by emanuela.rosazza1＠unimib.it 02 Jun '17

02 Jun '17

Si avvisa che ieri è stato pubblicato il bando per le iscrizioni al 33-esimo ciclo di Dottorato di ricerca in Statistica e Finanza Matematica presso l'Università di Milano-Bicocca. Potete trovare il bando al link http://www.unimib.it/go/243995352 Chiusura bando: 3 luglio - ore 12. Cordiali saluti, -- **************************************************** 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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PhD Scholarships in Statistical Sciences - University of Padova, Italy – Deadline June 30, 2017 (13.00 CEST)
by Patrizia Piacentini - PhD 01 Jun '17

01 Jun '17

Eight PhD scholarships are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2017*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2017). Admission is decided on the basis of qualifications only and does not require an entry examination. *Award* The award will be for three years, subject to satisfactory progress, at the following rate: annual grant of euros 13.638,47 with a start date of 1 October 2017. *How to apply* The call is published *(deadline June 30, 13.00 CEST)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template *CV_XXXIII* available from the Course web page http://www.stat.unipd.it/fare-ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online* *Further information* See http://www.stat.unipd.it/fare-ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Nicola Sartori PhD Course Coordinator

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Mathematical Statistics - Corso estivo a Perugia della SMI
by Antonio Di Crescenzo 01 Jun '17

01 Jun '17

Segnalo il seguente corso estivo della Scuola Matematica Interuniversitaria titolo: Mathematical Statistics docenti: Larry Goldstein (University of Southern California) Yosef Rinott (Hebrew University of Jerusalem) periodo: 24 Luglio - 18 Agosto 2017 sede: Perugia scadenza per le domande: 26 Giugno 2017 sito web: http://germanio.math.unifi.it/summer-courses-perugia-2017/?lang=it -- Antonio Di Crescenzo

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Seminario Prof.ssa Costantini (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 31 May '17

31 May '17

------------------------------------------------------------ ----------------- A v v i s o d i S e m i n a r i o ------------------------------------------------------------ ----------------- Lunedì 5 Giugno 2017, ore 11 ------------------------------------------------------------ ----------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma Prof.ssa Cristina Costantini (Università degli studi "G. d'Annunzio" Chieti-Pescara) APPROSSIMAZIONE DI DIFFUSIONE DI PROCESSI A VELOCITA' FINITA Riassunto: Con processi a velocita' finita (a volte detti anche processi di trasporto o evoluzioni aleatorie) intendiamo qui dei modelli, pensati per descrivere il moto di una particella, in cui la posizione della particella a un tempo $t$ e' data dall'integrale di un processo velocita', che e' costante, o evolve deterministicamente finche', a intervalli di tempo esponenziali, cambia in modo aleatorio. Sulla retta e nel piano, questi processi sono stati approfonditamente studiati (Orsingher, Pinsky, Kolesnik, Stadje e molti altri), in particolare per quanto riguarda l'equazione alle derivate parziali soddisfatta dalla distribuzione a un tempo della posizione e, in alcuni casi importanti, la forma esplicita della distribuzione. Questo seminario trattera' invece del limite, sotto riscalamento spazio-temporale diffusivo, di questi processi, anch'esso studiato da molti autori (Bensoussan, Lions, Papanicolaou, Bal, Degond, Kurtz, Costantini e molti altri). Tale limite puo' essere ottenuto in dimensione qualunque, per una classe ampia di nuclei di transizione della velocita', anche dipendenti dalla posizione e dalla velocita' correnti, e anche nel caso in cui il moto della particella e' confinato in una regione e sulla frontiera la velocita' cambia in modo deterministico o aleatorio, a seconda della velocita' d'impatto trasversale. L'approccio utilizzato e' quello delle equazioni differenziali stocastiche e dei problemi di martingala, combinati, nel caso in cui la particella e' confinata, con cambiamenti di tempo aleatori. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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Conference
by Fulvia Confortola 31 May '17

31 May '17

Conference in honor of Pietro Muliere, 12 June 2017 and BISP-10 workshop, 13-15 June 2017, Bocconi University

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Conference in honor of Pietro Muliere, 12 June 2017 and BISP-10 workshop, 13-15 June 2017, Bocconi University
by Sandra Fortini 31 May '17

31 May '17

Carissime e carissimi, con piacere ricordiamo che il 12-15 giugno 2017 avremo, presso l'Universita' Bocconi di Milano, due eventi in onore e dedicati a Pietro Muliere, nell'occasione di un suo importante compleanno (la partecipazione alla conferenza in onore di Pietro il 12 e' libera, ma ricordiamo di registrarsi!): Conference in honor of Pietro Muliere, 12 June 2017 and BISP-10 workshop, 13-15 June 2017, Bocconi University The Department of Decision Science of Bocconi University is pleased to announce the international conference on "Recent Developments in Bayesian Theory and Stochastic Processes", in honor of Professor Pietro Muliere, that will take place at Bocconi on June 12, 2017. The conference will gather internationally leading scholars on fundamental themes in Bayesian Statistics and Stochastic Processes. The conference honors Professor Pietro Muliere’s research contributions to statistics, probability, stochastic processes, stochastic ordering and income distribution, survival analysis, decision theory, economics and life sciences. The program is available at www.unibocconi.eu/muliereconference There are no registration fees, but interested participants are kindly asked to register, through the conference website. The conference will be followed by the 10th Workshop on Bayesian Inference in Stochastic Processes (BISP10), also held at Bocconi University, on June 13-15, 2017. BISP10 is dedicated to Pietro Muliere, on the occasion of his 70th birthday. www.unibocconi.eu/bisp10 -- Un carissimo saluto, e speriamo di vedervi a Milano per festeggiare Pietro insieme a noi! Sandra Fortini =================================== Sandra Fortini Bocconi University, DEC Tel. +39 5836 5676 http://faculty.unibocconi.it/sandrafortini/ ======================================== --- Dai il tuo 5x1000 alla Bocconi. Aiuta gli studenti meritevoli a costruire il proprio futuro. CF 80024610158. www.unibocconi.it/5x1000 Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations. ---

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annuncio seminario presso IAC-CNR
by Lucia Caramellino 30 May '17

30 May '17

Martedi` 6 Giugno ore 10:30 aula riunioni del primo piano via dei Taurini 19, Roma Giulia Terenzi (Universita` di Roma Tor Vergata) A hybrid tree-finite difference approach for Heston-type models We present an algorithm for the pricing of European and American options in the Heston model and in other stochastic volatility models which generalize it. Our procedure is based on a backward induction that works following a finite difference PDE method in the direction of the share process and a tree approximation in the direction of the volatility. Numerical results show that the algorithm turns out to be reliable and efficient. We study the stability of the algorithm by means of a Von Neumann analysis, but only limited convergence results have been proved. ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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