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Avviso di seminario
by Piccioni, Mauro 24 Apr '17

24 Apr '17

Seminario di probabilità e statistica matematica Martedì 2 maggio, ore 14 Aula di Consiglio, Dipartimento di Matematica Guido Castelnuovo Cristina Costantini, Università D'Annunzio Chieti-Pescara LA DIFFUSIONE DI POISSON-DIRICHLET A DUE PARAMETRI COME LIMITE DI MODELLI DI GENETICA Riassunto: Oltre alle ben note applicazioni in statistica Bayesiana, teoria dei numeri, ecc., la distribuzione di Poisson-Dirichlet ha un’importante signiﬁcato in genetica: infatti e’ l’unica distribuzione stazionaria della diﬀusione che descrive il comportamento delle frequenze, ordinate in ordine decrescente, degli alleli presenti in una popolazione, al tendere all’inﬁnito della dimensione della popolazione e del numero di alleli. La distribuzione di Poisson-Dirichlet a due parametri e’ una generalizzazione della distribuzione di Poisson-Dirichlet che emerge in particolare nello studio delle escursioni del moto Browniano e nella teoria del rinnovo. Nel 2009 Petrov ha costruito una diﬀusione che ammette la distribuzione di Poisson-Dirichlet a due parametri come unica distribuzione stazionaria. Fino a oggi pero’ non era stato possibile collegare questa diﬀusione a modelli di genetica. Nel seminario esporro’ un recente risultato, ottenuto in collaborazione con P. De Blasi, S. Ethier, M. Ruggiero, D. Spano`, che dimostra che la diﬀusione costruita da Petrov e’ il limite, al tendere all’inﬁnito della dimensione della popolazione e del numero di alleli, di modelli di genetica che descrivono l’evoluzione delle frequenze, ordinate in ordine decrescente, degli alleli nella popolazione, in presenza non solo di mutazioni, ma anche di immigrazione da un’altra popolazione. Tutti gli interessati sono invitati a partecipare. Per informazioni rivolgersi a piccioni(a)mat.uniroma1.it

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5 postdocs fellowship at GSSI (fwd)
by Tiziano Vargiolu 22 Apr '17

22 Apr '17

---------- Forwarded message ---------- Date: Sat, 22 Apr 2017 11:36:56 +0200 From: Pierangelo Marcati <pierangelo.marcati(a)gssi.infn.it> To: undisclosed-recipients: ; Subject: 5 postdocs fellowship at GSSI APOLOGY FOR MULTIPLE E-MAILS DEADLINE MAY 15th 2017 WEB SITE http://www.gssi.it/postdoc/ Contact Information If you need assistance please email info(a)gssi.it. Application to GSSI post doctoral research grants ____________________________________________________________________________ GSSI offers 5 positions for research activity in the fields of interest of the Institute There is no age limit for applicants; however eligible candidates in Mathematics must have earned their PhD not earlier than January 1, 2012. Candidates who are preparing their doctoral thesis are eligible to apply; however, they must have obtained their Ph.D degree before taking up their appointment with GSSI. ____________________________________________________________________________ Research Grants The annual gross salary is ? 36.000,00. Each post doctoral research grant is intended for a duration of two years. ____________________________________________________________________________ Topics Stochastic Differential Equations. Particles systems and macroscopic limits, statistical mechanics and phase transitions. Mathematical theory in classical and nonclassical fluids, Turbulence, Nonlinear dispersive PDEs. Dynamics and Control on Networks. Mathematical models of collective behaviour, in biology and social sciences. Mathematical Models in continuum mechanics of solids, fluids and biological matter. Numerical methods for nonlinear PDEs. ----------------------------- * Pierangelo Marcati * ----------------------------- Scientific Director Mathematics Division GranSasso Science Institute, INFN - L'Aquila - Italy http://www.gssi.it +39(086)242-80262 Professor at DISIM Dept. of Information Engineering, Computer Science and Mathematics University of L'Aquila - Italy Skype name: p.marcati http://univaq.it/~marcati +39(086)243-3143

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Quasi-Unconference of the Probability Group at Sussex
by Enrico Scalas 20 Apr '17

20 Apr '17

Dear Colleagues, If you are in the UK, you might be interested in these presentations of the new Probability and Statistics Group at the University of Sussex. The event will take place on 25/26 May 2017 in Room 5C11, Pevensey 3 Building, University of Sussex, Falmer, Brighton, UK. Everybody is welcome and participation is free of charge, but due to limited place availability registration is compulsory. If you wish to attend, please send an e-mail to e.scalas(a)sussex.ac.uk before 15 May 2017. Places will be assigned on a first-come first-served basis. Best wishes, Enrico Scalas -- Thursday 25 May 9:00 - 9:30 Get together (coffee and cookies) 9:30 - 10:00 Opening talk presented by Charles Goldie: A lower-class criterion for discounted tail series 10:00 – 11:00 Masoumeh Dashti: Sparsity-promoting MAP estimators in non-parametric Bayesian inverse problems 11:00 - 12:00 Andrew Duncan: Bayesian Inference in Finite and Infinite Dimension using Billiard Balls 12:00 - 13:00 Nicos Georgiou: Last passage times for Bernoulli models on the lattice 13:00 - 14:30 Lunch in Bramber House 14:30 - 15:30 Federico Ciech: An inhomogeneous model of last passage percolation 15:30 - 16:30 MASS Seminar presented by Daniel Ueltschi (Warwick) 16:30 - 17:30 Sabine Jansen: Precise large and moderate deviations for heavy-tailed variables 19:00 Dinner Friday 26 May 9:30 - 10:00 Get together (coffee and cookies) 10:00 - 11:00 Enrico Scalas: Counting and Classifying. How to build theoretical science from probability theory 11:00 - 12:00 Mailan Trinh: The fractional non-homogeneous Poisson process 12:00 - 13:00 Stephen Ashton: The mathematics of human contact 13:00 - 14:30 Fish and chips 14:30 - 15:30 Dimitrios Tsagkarogiannis: Non-equilibrium processes driven by boundary action 15:30 - 16:30 Panagiota Birba: Fluctuations for an out-of-equilibrium process driven by current reservoirs 16:30 - 17:30 Vladislav Vysotskiy: Large deviations of convex hulls of planar random walks. 19:00 Dinner

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Conference on "Stochastic Control, Ambiguity and Games" - Leeds 4-5 Sept. 2017
by Tiziano De Angelis 20 Apr '17

20 Apr '17

Dear All, We are pleased to announce the conference "Stochastic Control, Ambiguity and Games" which will be held at the University of Leeds on 4th - 5th September 2017. This event aims to bring experts in stochastic control, robust optimisation and stochastic games in order to explore links between these areas. Registration will open on 25th April and close on 9th July. There is a £50 registration fee which will cover lunch and coffee breaks for the two days, and a buffet dinner on the first evening of the conference. All necessary information can be found at http://ambiguity2017.leeds.ac.uk with the list of invited speakers at http://ambiguity2017.leeds.ac.uk/participants/ If you would like to contribute a talk or a poster please contact us as soon as possible but not later than 6th June. We will notify you about acceptance of your talk by 14th June. All queries should be addressed to: Tiziano De Angelis: t.deangelis(a)leeds.ac.uk Jan Palczewski: j.palczewski(a)leeds.ac.uk We would be most grateful if you forwarded this announcement to anyone potentially interested. Best regards, Tiziano De Angelis and Jan Palczewski

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The IV AMMCS International Conference, Waterloo, Canada: Second Call for Abstracts
by Enrico Scalas 18 Apr '17

18 Apr '17

Dear Colleagues: The IV AMMCS International Conference will take place in Waterloo, Canada, August 20-25, 2017 (http://www.ammcs2017.wlu.ca/) The deadline for abstract submission is May 1, 2017 (http://www.ammcs2017.wlu.ca) The Conference features many special and contributed sessions to choose from. Please go directly to the submission page at http://www.ammcs2017.wlu.ca/submit-abstracts/ If you need a visa to travel to Canada, please submit your abstract asap. In particular, I am organising two sessions of potential interest for probabilists: 1. Fractional Calculus and Applications http://www.ammcs2017.wlu.ca/special-sessions/fca/ 2. Modelling of socio economic dynamics http://www.ammcs2017.wlu.ca/special-sessions/msed/ Further details are at the conference website: http://www.ammcs2017.wlu.ca (e-mail: ammcs-2017(a)wlu.ca) Best regards, Enrico Scalas

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Assegno di ricerca presso CNR IMATI, Milano
by antonio.pievatolo＠cnr.it 18 Apr '17

18 Apr '17

Gentili colleghi, segnalo un bando per un assegno di ricerca riguardante la seguente tematica: modelli stocastici, con applicazioni a problemi di programmazione dinamica stocastica, nell’ambito del Progetto “I-ZEB Verso Edifici Intelligenti a Energia Zero per la crescita della città Intelligente”. Scadenza: 26 aprile. Link al bando: http://www.imati.cnr.it/index.php/opportunities?layout=edit&id=539 http://bandi.urp.cnr.it/doc-assegni/documentazione/7136_DOC_IT.pdf Cordiali saluti Antonio Pievatolo -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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Seminario Fausto Gozzi 20 aprile 2017 presso Università Cattolica sede di Milano
by Marina Di Giacinto 13 Apr '17

13 Apr '17

Seminario di Fausto Gozzi (Dipartimento di Economia e Finanza - Università LUISS Guido Carli) Giovedi' 20 aprile 2017 - ore 10:30 - aula 200 Università Cattolica del Sacro cuore, Milano, Dipartimento di Discipline matematiche, Finanza matematica ed Econometria Via Necchi, 9 - Milano TITLE: Optimal portfolio choice with path dependent labor income: The infinite horizon case ABSTRACT: We consider an infinite horizon portfolio choice problem with borrowing constraints where an agent receives labor income that adjusts slowly to financial market shocks. The novelty of the model is the path-dependence of the wage income process, which leads to an infinite dimensional stochastic optimal control problem. We solve completely the problem, and find explicitly the optimal controls in feedback form. This is possible because we are able to find an explicit solution to the associated infinite dimensional Hamilton-Jacobi-Bellman (HJB) equation, even if state constraints are present. To the best of our knowledge, this is the first infinite dimensional generalization of Merton's optimal portfolio problem where explicit solutions can be found. The explicit solution allows us to study and discuss the behavior of optimal solutions. We conclude, if there is time, by showing how the solution strategy used here can be deployed to solve other problems, such as the finite horizon version of the model. Joint work with Enrico Biffis and Cecilia Prosdocimi Tutti gli interessati sono invitati a partecipare.

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Seminario Fausto Gozzi 20 aprile 2017 presso Università Cattolica sede di Milano
by Marina DI GIACINTO 12 Apr '17

12 Apr '17

Seminario di Fausto Gozzi (Dipartimento di Economia e Finanza - Università LUISS Guido Carli) Giovedi' 20 aprile 2017 - ore 10:30 - aula 200 Università Cattolica del Sacro cuore, Milano, Dipartimento di Discipline matematiche, Finanza matematica ed Econometria Via Necchi, 9 - Milano TITLE: Optimal portfolio choice with path dependent labor income: The infinite horizon case ABSTRACT: We consider an infinite horizon portfolio choice problem with borrowing constraints where an agent receives labor income that adjusts slowly to financial market shocks. The novelty of the model is the path-dependence of the wage income process, which leads to an infinite dimensional stochastic optimal control problem. We solve completely the problem, and find explicitly the optimal controls in feedback form. This is possible because we are able to find an explicit solution to the associated infinite dimensional Hamilton-Jacobi-Bellman (HJB) equation, even if state constraints are present. To the best of our knowledge, this is the first infinite dimensional generalization of Merton's optimal portfolio problem where explicit solutions can be found. The explicit solution allows us to study and discuss the behavior of optimal solutions. We conclude, if there is time, by showing how the solution strategy used here can be deployed to solve other problems, such as the finite horizon version of the model. Joint work with Enrico Biffis and Cecilia Prosdocimi Tutti gli interessati sono invitati a partecipare.

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Dependence Modeling Tools for Risk Management , October 2-5, 2017, Montréal
by Fabrizio Durante 11 Apr '17

11 Apr '17

As part of a 6-month thematic program on quantitative risk management, the Centre de recherches mathématiques (MontrÃ©al, Canada) will hold a workshop on "Dependence Modeling Tools for Risk Management" October 2-5, 2017. This workshop will provide a unique opportunity to take stock of recent developments, identify new challenges, and foster collaboration with some 20 leading researchers in dependence modeling from academia and industry (see list below). For a detailed program and registration, see http://www.crm.umontreal.ca/2017/Dependence17/index_e.php Students and postdoctoral fellows are encouraged to present a poster at the workshop. One poster session has been scheduled, as well as two sessions of short lightning talks, so that trainees can introduce themselves and their work to the entire audience. Attendance is restricted to 65 participants on a first-come, first-served basis, so please register early. See you in Montréal! The organizers, Anne-Laure Fougéres, Johanna G. Nesehová¡, Matthias Scherer LIST OF CONFIRMED INVITED SPEAKERS Andras Badossy (University Stuttgart) Axel Bücher (Ruhr-Universitaet Bochum) Claudia Czado (Technische Universität München) Alexios Galanos (Ketchum Trading, LLC) Christian Genest (McGill University) Benedikt Graeler (Ruhr-Universitaet Bochum) Marius Hofert (University of Waterloo) Harry Joe (University of British Columbia) Ivan Kojadinovic (Université de Pau et des Pays de l'Adour) Ãtienne Marceau (Université Laval) Stefan Mittnik (Ludwig Maximilian Universitaet München) Philippe Naveau (CEA-Orme des Merisiers) Marc Paolella (Universitaet Zürich) Andrew Patton (Duke University) Gianfausto Salvadori (Università del Salento) Andrew Smith (Deloitte LLP) Luitgard Veraart (London School of Economics) Prof. Dr. Matthias Scherer -- Technische Universitaet München scherer(a)tum.de www.mathfinance.ma.tum.de

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PostDoc Position in Augsburg
by Marco Romito 10 Apr '17

10 Apr '17

The chair in nonlinear analysis at the University of Augsburg has an opening for one full-time position as Research Associate, TVL-E 13, (PostDoc) preferably in one of the following areas: stochastic analysis, stochastic partial differential equations, stochastic dynamics, or other fields related to the research group in Augsburg. The term of appointment is until March 31st 2019. The position has a teaching load of 5 hours per week, which could be done in English. The full advertisement (unfortunately only in German) can be found under: http://www.uni-augsburg.de/aktuell/stellen/wima-bloemker.html Further questions can be addressed to Prof. Dirk Blömker <dirk.bloemker(a)math.uni-augsburg.de> Please sent applications via e-mail with the usual documents (curriculum vitae with a brief statement of research interests, copy of diplomas, list of publications) in a single PDF-file to <dirk.bloemker(a)math.uni-augsburg.de> The deadline is May 7th 2017 or until the position is filled. -- Prof. Dr. Dirk Blömker, Institut für Mathematik, Universität Augsburg, 86135 Augsburg, Germany Telefon: ++49 (0821) 598 - 2156 Telefax: ++49 (0821) 598 - 2200 E-Mail:dirk.bloemker@math.uni-augsburg.de Skype: bloemker21

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positions at LUISS
by Marco Scarsini 09 Apr '17

09 Apr '17

LUISS intends to cover several junior and senior positions in different fields, including statistics, data science, and econometrics: http://www.luiss.it/news/2017/04/05/call-expressions-interest-19-positions ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Assegno triennale a Venezia (H2020-FETPROACT)
by Marco LiCalzi 08 Apr '17

08 Apr '17

A call for a 3-year postdoc position on "Models of strategic interaction under competing cultural frames" (prof. Marco LiCalzi, Chair of Mathematical Methods for Economics) is open at the Department of Management, University of Venice, Italy. Gross fellowship amounts to 29,500 per year. The position is funded by H2020-FETPROACT. Prospective candidates should have a demonstrated research record in at least one of the following areas: (1) game theory, (2) economic theory, (3) organizational economics, (4) network science, (5) mathematical or quantitative methods for economics. Deadline for applying is 15th May 2017. For information, see announcement (in English) at http://www.unive.it/media/bandi_assegni/2017-ASSEGNI%20DI%20RICERCA/LI_CALZ… <http://www.unive.it/media/bandi_assegni/2017-ASSEGNI%20DI%20RICERCA/LI_CALZ…> The online application is at http://static.unive.it/domandeconcorso-en/accesso/dma-licalzi <http://static.unive.it/domandeconcorso-en/accesso/dma-licalzi> __________________________________ Marco Li Calzi Department of Management Università Ca' Foscari Venezia San Giobbe, Cannaregio 873 30121 Venezia, Italy Tel.: (+39) 041 234-6925 Fax: (+39) 041 234-7444 E-mail: licalzi(a)unive.it WWW: http://virgo.unive.it/licalzi

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New Lecturer Position at Greenwich
by Enrico Scalas 07 Apr '17

07 Apr '17

Car* Collegh*, Vi invio questo annuncio con preghiera di diffusione. Cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK -- *Subject:* New Lecturer Position at Greenwich Dear All, The Department of Mathematical Sciences at the University of Greenwich is currently advertising for a new position of Lecturer in Data Analytics with Statistics (https://jobs.gre.ac.uk/Vacancy.aspx?ref=1458 <http://www.jobs.ac.uk/job/AXG225/lecturer-senior-lecturer-in-mathematics/>). I would be grateful if you could please bring this position to the attention of anyone who may be interested in applying. Many thanks, Mary Dr Mary McAlinden Head of Department, Department of Mathematical Sciences, University of Greenwich, Old Royal Naval College, Park Row, London SE10 9LS Email: M.McAlinden(a)greenwich.ac.uk University of Greenwich, a charity and company limited by guarantee, registered in England (reg. no. 986729). Registered office: Old Royal Naval College, Park Row, Greenwich, London SE10 9LS.

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Assegno di ricerca triennale per il settore SECS-S/01
by julia mortera 07 Apr '17

07 Apr '17

Si comunica a tutti gli interessati che il Dipartimento di Economia dell'Università degli Studi di Roma Tre ha bandito un assegno di ricerca triennale per il settore SECS-S/01 caratterizzato dalla presentazione di un progetto di ricerca da parte del candidato. Il bando è disponibile al seguente link: http://europa.uniroma3.it/dottorati2010/assegni/c634a783-700a-4b42-a171-1b3… Per maggiori dettagli sul regolamento per gli assegni di ricerca: http://host.uniroma3.it/uffici/ricerca/assegni-di-ricerca.aspx Cordiali saluti, Julia Mortera -- -------------------------------------------------------------------------------------------- J. Mortera, Professor of Statistics, Università Roma Tre E-mail: julia.mortera[at]uniroma3.it Web page:http://tinyurl.com/ztj6ked -------------------------------------------------------------------------------------------- --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Annuncio Seminario di Probabilita, Pisa, SNS, 11 aprile, ore 14:30
by Carina Geldhauser 07 Apr '17

07 Apr '17

Annuncio Seminario di Probabilita, Pisa, Scuola Normale Superiore di Pisa Martedi 11 aprile, ore 14:30, Aula Mancini Seminario di Probabilita’ SPEAKER: Michael Röckner (Bielefeld University) TITLE: Global solutions to random 3D vorticity equations for small initial data ABSTRACT: One proves the existence and uniqueness in $(L^p(\mathbb{R}^3)^3 , 3/2 </p/<2,$ of a global mild solution to random vorticity equations associated to stochastic 3/D/ Navier-Stokes equations with linear multiplicative Gaussian noise of convolution type, for sufficiently small initial vorticity. This resembles some earlier deterministic results of T. Kato and are obtained by treating the equation in vorticity form and reducing the latter to a random nonlinear parabolic equation. The solution has maximal regularity in the spatial variables and is weakly continuous in $(L^3 \cap L^{\frac{3p}{4p - 6})^3$with respect to the time variable. Furthermore, we obtain the pathwise continuous dependence of solutions with respect to the initial data. This is joint work with Viorel Barbu. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a carina.geldhauser(a)dm.unipi.it <mailto:carina.geldhauser@dm.unipi.it>

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Seminario Nourdin
by marinucc＠axp.mat.uniroma2.it 07 Apr '17

07 Apr '17

AVVISO DI SEMINARIO Speaker: Ivan Nourdin (Luxembourg University) Luogo: Aula Dal Passo, Dipartimento di Matematica, Università di Roma Tor Vergata Data ed ora: mercoledì 12 aprile, ore 16 Title: CLT for symmetric integrals of fractional Brownian motion Abstract: In this talk, based on a joint work with Giulia Binotto and David Nualart, I will explain how to establish the weak convergence of symmetric Riemann sums for functionals of the fractional Brownian motion when the Hurst parameter takes a certain critical value. As a consequence, we will then see that one can derive a change-of-variable formula in distribution, where the correction term is a stochastic integral with respect to a Brownian motion that is independent of the underlying fractional Brownian motion. Grazie per l'attenzione, Domenico Marinucci

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2 assegni di ricerca presso Università di Firenze
by Cecilia Mancini 06 Apr '17

06 Apr '17

Il Dipartimento di Scienze per l'Economia e l'Impresa dell'Università di Firenze bandisce i seguenti 2 assegni di ricerca: 1 assegno sul tema "Jumps clusters and default contagion" - scadenza per fare domanda 20/4/17 Responsabile Scientifico Cecilia Mancini - Settore Scientifico Disciplinare SECS-S06 http://titulus.unifi.it/albo/viewer?view=files%2F002425757-UNFICLE-40b0d7d8… 1 assegno sul tema "Modelli quantitativi per l’economia, la finanza e le scienze attuariali" - scadenza per fare domanda 21/4/17 Responsabile scientifico Maria Elvira Mancino - Settore scientifico disciplinare SECS-S/06 http://titulus.unifi.it/albo/viewer?view=files%2F002421448-UNFICLE-9812a7e2… Saremmo grate se poteste diffondere il messaggio. I candidati interessati che avessero bisogno di ulteriori informazioni possono scrivere a cecilia.mancini(a)unifi.it o a mariaelvira.mancino(a)unifi.it cordiali saluti, Cecilia Mancini e Maria Elvira Mancino

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de Finetti Risk Seminar - April 2017
by Emanuela Rosazza 06 Apr '17

06 Apr '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 Trust Your Data or Not – Standard remains Standard (QP) I. Bomze University of Vienna LOCATION: The seminar will be held on Wednesday, April 19, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Seminario di Probabilita' (Roma)
by Faggionato, Alessandra 06 Apr '17

06 Apr '17

Seminario di Probabilita' Lunedi' 10 Aprile, ore 16:00 Dipartimento di Matematica, Universita' La Sapienza, Aula di Consiglio Speaker: C. Landim (Impa, CNRS Rouen) Title: Static large deviations for a reaction-diffusion model Abstract: We consider the superposition of a symmetric simple exclusion dynamics, speeded-up in time, with a spin-flip dynamics in a one-dimensional interval with periodic boundary conditions. We prove the large deviations principle for the empirical measure under the stationary state. We deduce from this result that the stationary state is concentrated on the stationary solutions of the hydrodynamic equation which are stable. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario Prof. Giulia Iori alla Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 05 Apr '17

05 Apr '17

------------------------------------------------------------ ----------------- A v v i s o d i S e m i n a r i o ------------------------------------------------------------ ----------------- Martedì 11 Aprile, ore 9,30 ------------------------------------------------------------ ----------------- Aula Fermi Scuola Normale Superiore, Piazza dei Cavalieri 7, Pisa Prof. Giulia Iori (City University, London) Information aggregation in Decentralized Markets: An Experimental Study *Abstract:* The aim of the paper is to explore the effects of market opacity and trade frictions, on market efficiency and social welfare, in exchanges organized by decentralized trade. Networks are a natural tool to represent the trading relationships among market participants in decentralized markets. By constraining exchanges on exogenously predetermined networks, and without altering the price formation mechanism, which is based on the networked limit order book technology, we can span from highly decentralized to fully connected double auction markets. Via laboratory experiments with human subjects we investigate how the density of the trading network affects the market overreaction to the release of public information, the way asymmetric private information is aggregated into prices, the manner in which the price negotiated on a particular trade reflects the relative degree of connectedness of the buyer and seller, and the extent to which location advantages create heterogeneities in gains from trading among traders. Tutti gli interessati sono invitati a partecipare. Fabrizio Lillo ---------------------------------------- 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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International Conference in Venice - CALL FOR PAPERS - DEADLINE May 31, 2017
by Monica Billio 05 Apr '17

05 Apr '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) 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. Since 2007, the financial crisis has triggered deep changes of various kinds. Central banks have experimented new monetary policies (low interest rates, quantitative easing, forward guidance...). The banking industry has had to develop new asset management strategies and to adjust its credit allocation practices in order to cope with a new environment characterized, in particular, by a prolonged period of very low risk-free returns. Alternatives and complements to commercial banking have continued their progress. Meanwhile, regulatory frameworks have been reshaped all around the world, with the introduction of new requirements or guidelines. All these changes have called for a substantial amount of research to improve the knowledge of the mechanisms at play during the crisis, to design adapted policy tools and to provide a better description of the new economic and financial environment. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Low interest rates and asset management: emergence of alternative asset classes; changes in banks asset management, repositioning towards wealth management services. * Low interest rates and econometric modelling: Zero Lower Bound; lift off; unconventional monetary policy; default risk; contagion and systemic risk. * Interest rates and alternative financing: venture capital; credit risk in p2p lending/crowdfunding, is there adverse selection? the financing of SMEs; impact on the real economy. * New regulation environment: impact of Basel 4; internal models versus standardized approach; international harmonization; impact of TLAC (total loss absorbent capacity) and IFRS9. The Scientific Committee for the Conference consists of: *Alain Monfort* (CREST-Paris, Programme Chair) *Monica Billio* (Ca' Foscari University of Venice) *Francesca Campolongo* (EU-JRC Unit 'Financial and Economic Analysis') *Helmut Kraemer-Eis* (Head EIF's Research & Market Analysis) *Jan Peter Krahnen* (SAFE - Goethe University) *Steven Ongena* (University of Zurich, SFI & CEPR) *Jean-Paul Renne* (University of Lausanne) *Fulvio Pegoraro* (Bank of France) *Bernd Schwaab* (European Central Bank) Local Organisers: *Davide Alfonsi* (Intesa Sanpaolo), *Monica Billio* (Ca' Foscari University of Venice & GRETA), *Andrea Giacomelli* (Knowshape & GRETA), *Pier Luigi Gilibert* (European Investment Fund) and *Domenico Sartore* (Ca' Foscari University of Venice & GRETA) CALL FOR PAPERS The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Thomas Philippon *(New York University), *Manju Puri* (Duke University) and *Jean-Paul Renne* (University of Lausanne). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. Those wishing to present a paper at the Conference should submit by *May 31, 2017* to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *July 10, 2017*. The final version of accepted papers must be received by August 31, 2017. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it> 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 May 31, 2017: Papers submission deadline July 10, 2017: Paper acceptance notification 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>

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Assegno di ricerca presso la Scuola Normale Superiore, Pisa
by Fabrizio Lillo 04 Apr '17

04 Apr '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 http://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma- di-ricerca-%E2%80%9Caccordo-di-ricerca-hsbc-sns-analisi- delle-microstrutture-dei-0 English http://en.sns.it/bando/research-contract-part-research-project-%E2%80% 9Chsbc-sns-research-agreement-microstructure-financi <http://en.sns.it/bando/research-contract-part-research-project-%E2%80%9Chsb…> The deadline is April 14. 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 ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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Mini course in Verona - Luciano Campi: Optimal stopping with applications to finance.
by Luca di persio 04 Apr '17

04 Apr '17

*Mini course announcement* Prof. Luciano Campi [ LSE, London School of Economics, London ] will give a mini course on *Optimal stopping with applications to finance*, according with the following time table: 10th of April (2017) : 1730-1930 - Room M 11th of April (2017) : 1430 -1730 - Room M 12th of April (2017) : 1430-1730 - Room M all the lessons will take place at the Dept. of Computer Science - UniVr Strada le Grazie, 15 - Verona Ca' Vignal located here https://goo.gl/maps/Yx2JU *Abstract and structure of the course*Optimal stopping problems are very common in economics and finance (as well as in other fields such as sequential statistics), think for instance of choosing the best time to sell some good (e.g. a house) or to exercise a given option. The aim of this course is explaining in detail the main solution methods and how they can be applied to some concrete examples coming from economics and finance. A good knowledge of probability theory and martingales in discrete time is a very welcomed prerequisite. The list of topics will be: 1. Optimal stopping problem (OSP): motivation and examples. 2. Solution to OSP via Snell envelop and backward induction. 3. Zero-sum stopping games (aka Dynkin games). 4. Applications to finance and economics. *References*: • Neveu, J. (1975). Discrete-parameter martingales (Vol. 10). Elsevier. • Peskir, G., and Shiryaev, A. (2006). Optimal stopping and free-boundary problems (pp. 123-142). Birkhäuser Basel. • Ghemawat, P., and Nalebuff, B. (1985). Exit. The RAND Journal of Economics, 184-194. • Solan, E., and Vieille, N. (2005). Stopping games: recent results. In Advances in Dynamic Games (pp. 235-245). Birkhäuser Boston. ___________ Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Seminario Prof. Fonden Sapienza Roma
by Alessandro Degregorio 03 Apr '17

03 Apr '17

------------------------------------------------------------ ----------------- A v v i s o d i S e m i n a r i o ------------------------------------------------------------ ----------------- Martedì 4 Aprile, ore 14,30 ------------------------------------------------------------ ----------------- Aula 1B1 Dipartimento di Scienze di Base e Applicate per l'Ingegneria (SBAI) "Sapienza" Università di Roma Prof. Mohammud Fonden (University of Glasgow) *Titolo:* Some properties of space-time fractional stochastic partial differential equations *Abstract:* The main point of this talk is to show how the presence of the non-locality affects the behaviour of solutions to the stochastic heat equation. We will look at equations with fractional Laplacian as well as equations with time fractional derivatives. The properties discussed are closely related to the concept of ‘intermittency’ which roughly speaking, means that the solution develop high peaks. Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio

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Due assegni di ricerca biennali nell'area 01
by Federico Polito 03 Apr '17

03 Apr '17

Con preghiera di diffusione a tutti gli interessati. Si segnala l'uscita di un bando per due assegni di ricerca biennali nell'area 01. La ricerca si propone lo studio di nuove problematiche attuali della Matematica, 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 I settori scientifico-disciplinari interessati sono tutti quelli dell'Area 01. 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/ dove è anche possibile scaricare il testo completo del bando. La presentazione della domanda di partecipazione dovrà essere perfezionata e conclusa entro le ore 12 (ora di Roma) del 26 Aprile 2017. Un saluto. Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: fpolito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Avviso seminario di Matematica, Pisa, Dr. Kohei Suzuki (05.04.17)
by Carina Geldhauser 31 Mar '17

31 Mar '17

SEMINARIO DI MATEMATICA *mercoledì 5 aprile 2017* ore 14:00 *Scuola Normale Superiore* Pisa Aula Mancini Kohei Suzuki (Bonn University) Terrà un seminario dal titolo: *“**Convergence of Brownian Motions on Metric Measure Spaces Under Riemannian Curvature-Dimension Conditions**”* *Abstract:* *The goal of this talk is to characterize the weak convergence of Brownian motions in terms of a geometric convergence of the underlying spaces. As main results, we show that the pointed measured Gromov convergence of the underlying spaces implies (or under some condition, is equivalent to) the weak convergence of Brownian motions under Riemannian Curvature-Dimension conditions.* *This talk is based on my recent preprint available at https://arxiv.org/pdf/1703.07234.pdf <https://arxiv.org/pdf/1703.07234.pdf>* Tutti gli interessati sono invitati a partecipare.

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Workshop announcement: Mathematics for Big Data
by Alessandra Micheletti 31 Mar '17

31 Mar '17

*Dates: **May 31- June 1, 2017* *Place: **University of Novi Sad, Serbia* The availability of huge amounts of data is often considered as the fourth industrial revolution we are living right now. The increase in data accumulation allows us to tackle a wide range of social, economic, industrial and scientific challenges. But extracting meaningful knowledge from the available data is not a trivial task and represents a severe challenge for data analysts. Mathematics plays an important role in the existing algorithms for data processing through techniques of statistical learning, signal analysis, distributed optimization, compress sensing etc. The amounts of data that are available and that are going to be available in near future call for significant efforts in mathematics. These efforts are needed to make the data useful. The main challenges we plan to consider within this SIG are, roughly speaking, in the area of mathematical optimization and statistics. The Special Interest Group Mathematics for Big Data <https://sites.google.com/view/mathbigdata/home>, organized under ECMI <https://ecmiindmath.org/> umbrella, aims to bring together major stakeholders in this exciting area. The principal objectives of the workshop are § to gather experts from academia working on Big Data issues § to promote scientific cooperation on up-to-date open challenges in the area § to promote cooperation between academia and industry in the area § to promote joint applications to EU funded programs The workshop will have the usual format of ECMI Special Group workshops. Several distinguished experts will deliver plenary lectures on the state-of-the art topics, followed by a limited number of contributed lectures. Posters sections are also possible. A panel discussion with the representatives of industry will also be organized. A collection of survey papers will be published in Springer book edition "Mathematics in Industry". The plenary speakers confirmed so far: · Hanno Gottschalk, University of Wuppertal · Stefano Iacus, University of Milano · Aleksandra Pizurica, University of Ghent · Joao Xavier, Instituto Superior Tecnico, Lisbon · Branka Vucetic, University of Sydney · Milos Bozic, VAST, USA There is no registration fee for the workshop but the registration is obligatory. If you wish to present a contributed lecture or a poster please send the title and a short abstract together with the registration. Due to the limited number of contributed lectures, the organizers might transfer a contributed presentation to a poster presentation. The workshop is organized by Department of Mathematics and Informatics, Faculty of Science, University of Novi Sad and University of Milano, with support from ECMI, Ministry of Education, Science and Technological Development of Serbia and Secretary for High Education and Science of Vojvodina. *For more details visit* *https://www.dmi.uns.ac.rs/mathbd/index.html* <https://www.dmi.uns.ac.rs/mathbd/index.html> -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics ADAMSS Centre Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Quantitative Finance at Work
by Davide Erminio Pirino 31 Mar '17

31 Mar '17

Dear all, on April 28, 2017, the Department of Economics and Finance <http://economia.uniroma2.it/en/def/> and the Master of Science in Finance and Banking <http://economia.uniroma2.it/master-science/financeandbanking> of the University of Rome Tor Vergata <http://web.uniroma2.it/home/newlang/english> will host the first edition of Quantitative Finance at Work, a workshop on the practical use of quantitative methods in Finance. Find out more about the program, the venue and the registration form at the event website <https://economicstorvergat.wixsite.com/qfinatwork>. ( https://economicstorvergat.wixsite.com/qfinatwork) Registration *is** free but required to attend to the workshop*. It will be open until the maximum number of participants is reached. The list of the speakers and some information are attached. You may download the flyer of the event here <https://media.wix.com/ugd/3e1e75_71d989d53179437d885d6a0402ab9f7e.pdf>. Looking forward to seeing you in Rome “Tor Vergata”, The organizing committee Stefano Herzel Davide Pirino Rocco Ciciretti Sergio Scarlatti Alessandro Ramponi Speakers Matteo Bissiri Cassa Depositi e Prestiti Damiano Brigo Imperial College London Attilio Meucci Advanced Risk and Portfolio Management® Marcello Minenna Consob Massimo Morini Banca IMI Federico Mosca Arca SGR Pietro Rossi Prometeia Marcello Terraneo UniCredit Group Venue University of Rome Tor Vergata, School of Economics Classroom TL – Building A Via Columbia, 2 – 00133 Rome Date April 28, 2017, 9:30 AM-5:00 PM *Web*: https://economicstorvergat.wixsite.com/qfinatwork

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Seminario ASTON
by Matteo Ruggiero 31 Mar '17

31 Mar '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 7 Aprile 2017 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: John ASTON (University of Cambridge) FUNCTIONS, MANIFOLDS AND STATISTICAL LINGUISTICS Functional Data Analysis concerns the statistical study of curves and surfaces. An extension, Functional Object Data Analysis, looks at the statistical analysis of curves and surfaces which live in restricted spaces, such as on manifolds. One particular example of these are the covariance functions associated with the underlying curves. These positive definite operators can often be of interest in their own right, yet standard functional data models are not appropriate due to the positive definite space they are constrained to lie in. Statistical models for both traditional functional data and separable positive definite models will be discussed, particularly in regards to the modelling of phonetic data. Acoustic phonetic data from different dialects or languages can be associated with both mean and covariance functions, and models used to try to interpolate and extrapolate sounds from one language to another. We will demonstrate that by considering the spaces where these sounds lie, it is possible to turn a speaker from one language to another, and literally listen to our statistical analysis. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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[COURSE] CSAMA 2017: Statistical Data Analysis for Genome Scale Biology
by stefano iacus 30 Mar '17

30 Mar '17

[Apologizes for cross-posting] CSAMA 2017: Statistical Data Analysis for Genome Scale Biology Bressanone-Brixen (IT) June 11-16, 2017 About the Course ================ The one-week intensive course Statistical Data Analysis for Genome-Scale Biology teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures) and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. The course is intended for researchers who have basic familiarity with the experimental technologies and their applications in biology, and who are interested in making the step from a user of bioinformatics software towards adapting or developing their own analysis workflows. The four practical sessions of the course will require you to follow and modify scripts in the computer language R. Topics ====== * Introduction to R and Bioconductor * The elements of statistics: hypothesis testing, multiple testing, regression, regularization, clustering and classification, parallelization and performance (machine learning), visualisation * RNA-Seq data analysis * Computing with sequences and genomic intervals * Working with annotation – genes, genomic features, variants, transcripts and proteins * Gene set enrichment analysis * Mass spec proteomics and metabolomics * Basis of microbiome analysis * Experimental design, batch effects and confounding * Reproducible research and workflow authoring with R markdown * Package development, version control and developer tools (incl. git, github, RStudio) * Working with large data: performance parallelisation and cloud computing Course Structure ================ The course consists of: * Morning lectures: 20 x 45 minutes: Monday to Friday 8:30 – 12:00 * Practical computer tutorials in the afternoons (13:30 – 16:30) Registration ============ Closes on April 23rd 2016 WebSite of the course ===================== http://www.huber.embl.de/csama2017/ ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Co-Founder of 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 Economics & Finance 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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Bando RTDA in Statistica
by stefano iacus 30 Mar '17

30 Mar '17

Il Dipartimento di Economia, Management e Metodi Quantitativi, Università degli Studi di Milano, ha aperto un bando per una posizione di ricercatore a tempo determinato, di tipo A, per il settore 13/D1, Statistica. Il bando completo è reperibile all'indirizzo internet: http://www.unimi.it/ateneo/valcomp/93997.htm I compiti che il ricercatore è chiamato a svolgere sono i seguenti: Tipologia dell’impegno didattico e scientifico: Attività didattica, anche in lingua inglese, coerente con i contenuti del settore SECS-S/01 e dei corsi di laurea triennale, magistrale e dottorale di interesse per il dipartimento. Attività di ricerca coerente con le linee di indagine perseguite nel Dipartimento, con specifico riferimento alla analisi dei dati e alla statistica computazionale. La scadenza per la presentazione delle domande è il 14 aprile 2017. Cordiali saluti Stefano Iacus Pier Alda Ferrari ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Co-Founder of 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 Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further information at: mef(a)unimi.it Sent from my StrawBerry®

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Fwd: Postdoctoral positions in Buenos Aires
by Faggionato, Alessandra 30 Mar '17

30 Mar '17

---------- Forwarded message ---------- From: Leonardo Rolla <leorolla(a)dm.uba.ar> Date: 2017-03-30 4:08 GMT+02:00 Subject: Postdoctoral positions in Buenos Aires To: Leonardo Rolla <leorolla(a)dm.uba.ar> Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Apologies in advance for any duplicates. Best regards, Leonardo T. Rolla ---------- Forwarded message ---------- Date: Wed, 29 Mar 2017 16:29:52 -0300 (ART) From: probab(a)dm.uba.ar Subject: Postdoctoral positions in Buenos Aires Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. The positions last two years and have a monthly stipend of around 19600ARS, to start in April 2018. Candidates should send a complete application to probab(a)dm.uba.ar by June 15, attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 2 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Postdoctoral positions in Buenos Aires
by davide gabrielli 30 Mar '17

30 Mar '17

Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. The positions last two years and have a monthly stipend of around 19600ARS, to start in April 2018. Candidates should send a complete application to probab(a)dm.uba.ar by June 15, attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group

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Seminar prof Cerny, LUISS -- change of time
by Sara 30 Mar '17

30 Mar '17

Dear all, I re-post the announcement for your convenience. The seminar will be next Tuesday, but at 2:30 pm in Room 307b. Professor A. Cerny from Cass will be visiting LUISS and on Tuesday April 4, at 2:30 pm in Room 307b -- viale Romania he will give the following seminar: OPTIMAL TRADE EXECUTION UNDER ENDOGENOUS PRESSURE TO LIQUIDATE: THEORY AND NUMERICAL SOLUTIONS We study optimal liquidation of a large trading position in a market with a temporary price impact. We endogenize the pressure to liquidate and hence allow the time horizon of liquidation to be determined endogenously, as part of the optimal strategy. The corresponding HJB equation leads to a severely singular initial value problem whose numerical solution we also study. In contrast to much of the existing literature spreading the liquidation strategy over a longer horizon is not necessarily beneficial to the trader. Joint work with Pavol Brunovský and Ján Komadel, Comenius University Bratislava -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Postdoc opportunities in Differential Geometry of Statistical Models
by Luigi Malagò 30 Mar '17

30 Mar '17

Cari colleghi, vi scrivo perché mi sono trasferito da 6 mesi in Romania, a Cluj-Napoca al RIST (www.rist.ro/en.html) un istituto privato no profit dove ho ottenuto un grant di 4 anni co-finanziato dall'Europa, per implementare il progetto di ricerca DeepRiemann "Riemannian Optimization Methods for Deep Learning". Ho diverse posizioni aperte per postdoc, e sto cercando giovani in gamba, con background in matematica (geometria differenziale e ottimizzazione Riemanniana), computer science, statistica, etc etc, per creare un gruppo qui a Cluj che si occuperà di Machine Learning e Ottimizzazione www.luigimalago.it/group.html Gli argomenti del progetto includono: *information geometry (differential geometry applied to statistical manifolds) *manifold optimization and second-order Riemannian optimization *machine learning and deep learning (using Riemannian methods) Vi chiederei gentilmente di inoltrare il messaggio a chi secondo voi potrebbe essere interessato ad una delle posizione Gli annunci sono disponibili alla seguente pagina: www.luigimalago.it/postdocs_th.html www.luigimalago.it/postdocs_dl.html <http://luigimalago.it/postdocs_dl.html> grazie mille, Luigi Malagò

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Bando per un posto da ricercatore a tempo determinato
by Massimo Campanino 29 Mar '17

29 Mar '17

E' stato pubblicato un bando per un posto da ricercatore a tempo determinato - Dipartimento di Matematica dell'Università di Bologna - SSD MAT/06 Scadenza presentazione domande: 27/04/2017. Pubblicato sulla Gazzetta Ufficiale 4° serie speciale n. 24 del 28/03/2017 Il bando è consultabile e scaricabile nei seguenti siti: Sito d'Ateneo: http://www.unibo.it/it/ateneo/concorsi-e-selezioni/bandi-ricercatore-a-temp… Sito Miur http://bandi.miur.it/jobs.php/public/cercaJobs Sito Euraxess (portale europeo): (pubblicazione in corso) http://ec.europa.eu/euraxess/

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Fwd: 10th European Summer School in Financial Mathematics - Second Announcement/Extension of Deadline
by Carlo Sgarra 29 Mar '17

29 Mar '17

I'm forwarding this annoucement for people eventually interested. Kind Regards, Carlo Sgarr*a* This is the second announcement for the *10th European Summer School in Financial Mathematics* *"Rough Volatility and Transaction Costs"* which will be held at TU Dresden in Dresden, Germany from August 28 - September 1, 2017. Mini-courses will be given by Jim Gatheral Johannes Muhle-Karbe Mathieu Rosenbaum Walter Schachermayer More detailed information on the summer school and instructions for application can be found at: https://www.math.tu- dresden.de/euroschoolmathfi17 *The application deadline has been extended to April 30, 2017*. Successful applicants will be sponsored for travel (within Europe) and accommodation. Please bring the announcement to the attention of PhD-students and other researchers who may be interested to attend. Martin Keller-Ressel, for the organizing committee: Bruno Bouchard, Stefano De Marco, Martin Keller-Ressel, Mathieu Rosenbaum, Nizar Touzi (Apologies if you have received this email in duplicate)

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annuncio seminario
by Gustavo Posta 28 Mar '17

28 Mar '17

Seminario di probabilità e statistica matematica Aula di Consiglio, Dipartimento di Matematica Guido Castelnuovo Lunedì 3 aprile, ore 16:00 Mauro Piccioni (Università di Roma La Sapienza) terrà una conferenza dal titolo: How it happened (to me) to meet ? Summary: The function ? was defined by Minkowski with the purpose of mapping quadratic irrationals bijectively onto the rationals of (0,1) (in addition, it maps the rationals onto the dyadic rationals). It has remarkable self-similarity properties and it maps (increasingly) the interval [0,1] into itself, with an almost everywhere vanishing derivative. For this reason it has been named the slippery devil’s staircase (to distinguish it from the Cantor set distribution function, which, not being strictly increasing, is not slippery!). In the talk we will obtain it as the equilibrium law of a random walk on the homogeneous space (H,PSL_2(Z)) where H is the upper half-plane in the complex plane and PSL_2(Z) is the modular group. The random walk walk drifts towards the real line with a limit in law X whose image under the function |x|v|x|^{-1} has distribution function ?. In proving this, the characterization of a ?-distributed random variable Y in term of its continued fraction expansion is also obtained. This is a joint work with Gerard Letac. Tutti gli interessati sono invitati a partecipare. Per informazioni rivolgersi a piccioni(a)mat.uniroma1.it ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ------------------------------------------------------------------

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PhD course by Costantinos Kardaras (LSE) in Padova
by Giorgia Callegaro 28 Mar '17

28 Mar '17

Dear all, this is to invite you to the PhD course which will be given next week by Costantinos Kardaras (LSE) at the Mathematics Department of the University of Padova. All the details follow: *Title*: *Growth optimality and recent applications to probability* *Timetable*: - April 3rd, 2017, 16:30 - 18:00 Torre Archimede, Room 2BC/30 - April 4th, 2017, 16:30 - 18:00 Torre Archimede, Room 2BC/30 - April 5th, 2017, 16:30 - 18:00 Torre Archimede, Room 2BC/30 - April 6th, 2017, 16:30 - 18:00 Torre Archimede, Room 2BC/30 - April 7th, 2017, 16:00 - 17:30 Torre Archimede, Room 2BC/30 *Course requirements*: Probability and Stochastic Calculus *SSD*: MAT/06 and SECS-S/06 *Aim*: This course aims at providing an overview on recent developments in the Mathematical Finance research field, having as a central idea in mind the role of the growth optimal portfolio. Course contents: These lectures will touch upon recent developments in the applied probability, and more precisely mathematical finance. The vessel that is used to connect different topics is that of growth optimality, a notion that has proved extremely fruitful. A representative collection of what will be covered are applications in arbitrage theory, constrained optimisation, filtration enlargement, and semimartingale theory. Other areas of application, such as economics, robust optimisation, and even functional analysis, will be also discussed (if time permits). Thanks and have a nice day, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Cladag2017 - deadline 31 March for paper submission
by Francesca Greselin 27 Mar '17

27 Mar '17

The list of Invited Sessions for the Cladag2017 International Conference <http://www.cladag2017.unimib.it/>, including three exciting Keynote Talks, given by Antony Davison, J. Sunil Rao and Roberto Rocci, are currently available. Researchers interested in *classification, clustering, data analysis, multivariate analysis, computational statistics and their applications *are invited to participate. The conference will take place at the University of Milano-Bicocca in Milan, from 13-15 September. Invited sessions will include: Statistical models for complex extremes Classified Mixed Model Prediction New methods for clustering ordinal data Classification models in economics and business Advances in Classification and Clustering of Complex Data Network Analysis with applications on biological, financial and social networks Advances in Functional data analysis Heterogeneity and new statistical models Advances in Ordinal and Preference Data Advances in Biostatistics Innovative applications of multidimensional scaling and related techniques Latent class analysis Classification and Visualization Advances in Credit Risk Modeling Robust Clustering Designing clinical trials Big data and Design of Experiments Submissions for contributed, as well as invited talks, are currently open <http://www.cladag2017.unimib.it/registration-and-submission/submission/>, with a deadline of *31 March*. Talks can be one any topic related to statistics, data classification and the analysis of data. Submissions for posters are also welcomed. Registration for the conference is open <http://www.cladag2017.unimib.it/registration-and-submission/registration/>, with early booking discounts available until *30 May*. Francesca Greselin Chair of the Organizing Committee

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Seminar announcement, prof A. Cerny - LUISS G. Carli Roma
by Sara 27 Mar '17

27 Mar '17

Dear all, Professor A. Cerny from Cass will be visiting LUISS and on Tuesday April 4, at 12 in Room A410 -- viale Romania he will give the following seminar: *Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions* We study optimal liquidation of a large trading position in a market with a temporary price impact. We endogenize the pressure to liquidate and hence allow the time horizon of liquidation to be determined endogenously, as part of the optimal strategy. The corresponding HJB equation leads to a severely singular initial value problem whose numerical solution we also study. In contrast to much of the existing literature spreading the liquidation strategy over a longer horizon is not necessarily beneficial to the trader. Joint work with Pavol Brunovský and Ján Komadel, Comenius University Bratislava -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Seminario a Firenze 28/3: Statistical inference of supOU and mixed moving average processes, Imma Curato
by Cecilia Mancini 27 Mar '17

27 Mar '17

Nell'ambito del ciclo di seminari del Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Universita' di Firenze Martedì 28 Marzo 2017 (Edificio D6/Aula Bracco) ore 14.00 Imma Curato (Ulm University) terrà un seminario dal titolo: "Statistical inference of supOU and mixed moving average processes" ----- Tutti gli interessati sono cordialmente invitati a partecipare. La lista dei seminari Disei è raggiungibile al seguente indirizzo: http://www.disei.unifi.it/vp-104-seminari.html

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PhD in Economics, Ca' Foscari University of Venice - Call for application 2017-18
by Antonella Basso 22 Mar '17

22 Mar '17

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2017-2018 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Here <http://www.unive.it/pag/fileadmin/user_upload/scuole/graduate/documenti/201…> you can find the first placement of last years' PhDs. The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of _four years.__ ___ For the academic year 2017-2018, 5 positions are available, all of them come with a scholarship (around 13,700 € per year). Deadline for application is *April 27th* 2017, 13h00 (Italian time). Information and application procedure can be found at http://www.unive.it/phdapplication <http://www.unive.it/phdapplication> Information on the PhD in Economics can be found at http://www.unive.it/phdeconomics <http://www.unive.it/phdeconomics> Any questions on the program may be addressed to sse(a)unive.it <mailto:sse@unive.it> I also attach to this email a flyer I would be grateful if you could print and post in your department. Finally, two ExSIDE doctoral position based in Venice are still open. ExSIDE is an innovative training program that will give successful applicants a double/joint PhD degree from two universities. Project n. 2 deals with experimental economics in broad sense; project n. 15 will develop agent-based models of tax evasion. Further details can be found at http://exside-itn.eu/ . Successful candidates will get a generous scholarship (the gross monthly wage is above 3000€). Thank you for your cooperation 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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Politecnico di Milano - Seminario Eva Fiserova e Karel Hron
by Laura M. Sangalli 21 Mar '17

21 Mar '17

Si avvisa che in data 06-04-2017, alle ore 14:00 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: Relatori: Eva Fiserova e Karel Hron, Palacky University, Olomouc, Czech Republic Titolo: Regression analysis for compositional data from perspective of the logratio approach Sommario: Regression analysis is an important tool for analysing the relationships between the response variable and known explanatory variables. When the response variables or explanatory variables are compositional, i.e. multivariate observations carrying only relative information (proportions, percentages), a special treatment in regression is necessary. Compositional data are characterized by the simplex sample space with the Aitchison geometry that forms the Euclidean structure. Proper statistical methodology for this kind of observations is the logratio methodology that enables to express the data isometrically in the real Euclidean space where it is possible to apply standard statistical tools (Aitchison, 1986; Pawlowsky-Glahn et al., 2015). The lecture is focused on three main regression tasks, where compositional data are involved: either regression with a compositional response variable, or regression with compositional explanatory variables, or regression between parts of a composition. The main methodological approach for dealing with compositional regression is based on orthonormal logratio coordinates. Although regression models in orthonormal logratio coordinates are theoretically well justified, both the normalizing constants to reach orthonormality and the natural logarithm itself result in quite a complex interpretation of the regression parameters. In the lecture, we will present new orthogonal logratio coordinates (Muller et al., 2017) in order to achieve better interpretability of regression parameters while preserving all important features of regression models for compositional data. Theoretical results will be applied to real-world examples. Docente di riferimento: Alessandra Menafoglio, alessandra.menafoglio(a)polimi.it 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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Seminar by Matteo Basei in Padova
by Giorgia Callegaro 20 Mar '17

20 Mar '17

Dear all, this is to announce a seminar which will be given by Matteo Basei (Université Paris VII) at the Mathematics Department of the University of Padova. The title and all the details follow: *Title* : *Coordination of centralized and distributed generation: a linear-quadratic McKean-Vlasov control problem* *Date and time*: 29 March 2017 at 13 *Room*: 2 BC 30 See you soon, Giorgia Callegaro -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Annuncio di seminario
by Piccioni, Mauro 20 Mar '17

20 Mar '17

Seminario di probabilità e statistica matematica Lunedì 27 marzo, ore 16:00 Aula di Consiglio del Dipartimento di Matematica “Guido Castelnuovo” Sapienza Università di Roma MASSIMO CAMPANINO (Dipartimento di Matematica, Università di Bologna) Recurrcnce properties for random walks on a two-dimensional random graph. In [1] a random walk on a bi-dimensional random graph was studied. This model had been previously introduced in the physical literature. and studied numerically. It is established in [1] that, in contrast with the corresponding periodic graph, this random walk is transient with probability one with respect to the random environment. Subsequently several papers appeared on related models ([3], [4] [5] [6]). The results of [1] have been used in [7] to study a model of corner percolation on Z2. In [2] transience was obtained on a more general random environment and a transition from recurrence to transience has been proved to occur. At the moment work is going on in collaboration with G. Bosi to study the problem on a honeycomb random graph. [1] M. Campanino, D. Petritis. Random walks on randomly oriented lattices. Markov Process. Relat. Fields 9, 391-412 (2003). [2] M. Campanino, D. Petritis. Type transition of simple random walks on randomly directed regular lattices, J. Appl. Prob. 51, 1065-1080 (2014). [3] B. De Loynes. Marche aleatoire sur un di-graphe et frontière de Martin. C. R. Acad. Sci. Paris 350, 87-90 (2012). [4] A. Devuldier, F. Pene. Random walk in random environment in a two-dimensional stratified medium with orientation. Electron. J. Prob. 18, no. 18 (2013). [5] Guillotin-Plantard, A, Le Ny. A functional limit theorem for a 2D-random walk with dependent marginals. Electron. Commun. Prob. 13, 337-351 (2008). [6] Guillotin-Plantard, A, Le Ny. Transient random walks on 2D-oriented lattice. Theory Prob. Appl. 52, 699-711 (2008). [7] G. Pete. Corner percolation on Z2 and the square root of 17. Ann. Prob. 36, 1711-1747 (2008). Tutti gli interessati sono invitati ad intervenire. Per informazioni rivolgersi a piccioni(a)mat.uniroma1.it

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Applied Bayesian Statistics School - Como- June 19-23, 2017
by Consonni Guido 19 Mar '17

19 Mar '17

We would like to remind you that April, 1st is the deadline for early registration to ABS17 - ABS (Applied Bayesian Statistics) Summer school on MODELING SPATIAL AND SPATIO-TEMPORAL DATA WITH ENVIRONMENTAL APPLICATIONS Villa del Grumello, Como, Italy --- 19-23 June 2017 www.mi.imati.cnr.it/conferences/abs17/home.htm There are many reasons to attend the school. We just mention three of them: 1) The 2017 lecturer is Prof. Bruno Sanso' (University of California at Santa Cruz, USA), an outstanding scholar in Bayesian analysis and modeling with special reference to time series and spatial data. He is the current Editor-in-Chief of Bayesian Analysis, the official ISBA (International Society for Bayesian Analysis) journal, former Member of the Executive Board of TIES (The International Environmetrics Society), former Chair of the ASA (American Statistical Association) Advisory Committee for Climate Change and former Chair of the ISBA Section on Environmental Sciences. 2) The ABS school has a solid reputation in organizing short intensive courses on topics of broad interest. It has been running every year since 2004 with leading researchers presenting state-of-the-art Bayesian methods for applications, combining theoretical lectures and practical sessions, and fostering intereaction among participants in a very stimulating environment. 3) Last but not least, the school will be held in Villa del Grumello, a magnificent villa facing Lake Como, a renowned Italian tourist attraction. Best regards Raffaele Argiento, Guido Consonni and Fabrizio Ruggeri Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano; ITALY Ph: +39 02 7234 3049 https://sites.google.com/site/consonnibayes/home Master in Data Science for Management master.unicatt.it/datascience

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Avviso di seminario :: Rue@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 17 Mar '17

17 Mar '17

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 23 Marzo, ore 11:00am ----------------------------------------------------------------------------- Aula III (terzo piano) Dipartimento di Scienze Statistiche Sapienza Università di Roma HÅVARD RUE (KAUST, http://www.r-inla.org/) terrà un seminario dal titolo PENALISING MODEL COMPONENT COMPLEXITY: A PRINCIPLED PRACTICAL APPROACH TO CONSTRUCTING PRIORS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Saluti Pierpaolo Brutti --- ABSTRACT Setting prior distributions on model parameters is the act of characterising the nature of our uncertainty and has proven a critical issue in applied Bayesian statistics. Although the prior distribution should ideally encode the users’ uncertainty about the parameters, this level of knowledge transfer seems to be unattainable in practice and applied statisticians are forced to search for a “default” prior. Despite the development of objective priors, which are only available explicitly for a small number of highly restricted model classes, the applied statistician has few practical guidelines to follow when choosing the priors. An easy way out of this dilemma is to re-use prior choices of others, with an appropriate reference. In this talk, I will introduce a new concept for constructing prior distributions. We exploit the natural nested structure inherent to many model components, which defines the model component to be a flexible extension of a base model. Proper priors are defined to penalise the complexity induced by deviating from the simpler base model and are formulated after the input of a user-defined scaling parameter for that model component, both in the univariate and the multivariate case. These priors are invariant to reparameterisations, have a natural connection to Jeffreys’ priors, are designed to support Occam’s razor and seem to have excellent robustness properties, all which are highly desirable and allow us to use this approach to define default prior distributions. Through examples and theoretical results, we demonstrate the appropriateness of this approach and how it can be applied in various situations, like random effect models, spline smoothing, disease mapping, Cox proportional hazard models with time-varying frailty, spatial Gaussian fields and multivariate probit models, etc. Further, we show how to control the overall variance arising from many model components in hierarchical models. This is joint work with a lot of people related to the R-INLA project, and is still work in progress.

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Workshop in Robust Finance, 26-28 April 2017 in Zurich
by Matteo Burzoni 16 Mar '17

16 Mar '17

Dear Colleagues, on behalf of the organising committee it is a pleasure to announce that the workshop "Young Researchers in Robust Mathematical Finance" will take place in Zürich on 26-28 April 2017. The keynote speakers are: Beatrice Acciaio (London School of Economics) Francesca Biagini (LMU München) Rama Cont (Imperial College London and CNRS) Alex Cox (University of Bath) Yan Dolinsky (Hebrew University of Jerusalem) Additionally, 14 young researchers working on topics related to robust, model-independent or pathwise mathematical finance will give 30 minute presentations. The workshop will start at 9 a.m. on the 26th and finish around 2 p.m. on the 28th with a plenary discussion involving all the keynote speakers and some professors from ETH. You can find more detailed information on the website of the workshop: https://people.math.ethz.ch/~prodavi/workshop.html. The registration is free of charge, for organizational purposes we kindly ask you to send an email to david.proemel(a)math.ethz.ch no later than 8th of April if you wish to participate. Poster presentations are welcome and encouraged. If you wish to present a poster, please send us title and abstract in your registration email. We look forward to welcoming you in Zürich. Best regards, Matteo Burzoni (ETH Zürich) Ariel Neufeld (ETH Zürich) David Prömel (ETH Zürich) Candia Riga (University of Zürich)

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post-doc positions at Scuola Normale, Pisa
by Davide Erminio Pirino 16 Mar '17

16 Mar '17

Dear all, the Scuola Normale Superiore <http://en.sns.it/> (SNS) has opened two new post-doctoral positions (assegno di ricerca) financed under the SIR program "A New Measure of Liquidity" <https://davidepirino7.wixsite.com/davidepirino/projects> and the SNS <http://normalenews.sns.it/nasce-il-dynamics-and-information-research-instit…> -UniCredit <https://www.unicreditgroup.eu/it/press-media/press-releases/2014/nasce-il--…> collaboration "Dynamics and Information Research Institute". Please follow this link <http://en.sns.it/bando/research-contract-named-%E2%80%9Ctopological-time-se…> to apply for the position "Topological Time Series Analysis" and this link <http://en.sns.it/bando/research-contract-named-%E2%80%9Cmeasures-illiquidit…> to apply for the position "Measures of illiquidity in financial markets using infill asymptotics". The deadline is *April, 3, 2017*. Regards, Davide.

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