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Invito: Padua Probability Seminar: Anna Vidotto - gio 19 mag 2022 9:30AM - 10:30AM (CEST) (random@fields.dm.unipi.it)
by giacomo.giorgio07＠gmail.com 19 May '22

19 May '22

Sei stato invitato al seguente evento. Titolo: [Random] Padua Probability Seminar: Anna Vidotto Dear All: Next Wednesday, Anna Vidotto (Università degli Studi di Napoli Federico II) will give a seminar talk on the Excursion Area of Time Dependent Spherical Random Fields, which will be held in person and online via Zoom. Details: * Date and time: Wednesday, May 25, 2022 at 14.30 pm * Place: room 2AB40 at the Department of Mathematics, University of Padua (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: On the Excursion Area of Time Dependent Spherical Random Fields * Abstract: In this talk, we consider isotropic and stationary real Gaussian time dependent random fields defined on the two dimensional unit sphere S^2 and we investigate the asymptotic behavior, as T tends to infinity , of the excursion area in S^2 × [0, T... Quando: gio 19 mag 2022 9:30AM – 10:30AM Ora dell’Europa centrale - Roma Informazioni per partecipare: Partecipa con Google Meet https://meet.google.com/zcf-ewjr-tmj?hs=224 Calendario: random(a)fields.dm.unipi.it Chi: * giacomo.giorgio07(a)gmail.com - organizzatore * fischer(a)math.unipd.it * random(a)fields.dm.unipi.it Dettagli evento: https://calendar.google.com/calendar/event?action=VIEW&eid=NzIzcDFkOTZ2amRi… Invito da Google Calendar: https://calendar.google.com/calendar/ Hai ricevuto questo messaggio email di cortesia all'account random(a)fields.dm.unipi.it perché sei uno dei partecipanti a questo evento. Per disattivare la ricezione di aggiornamenti futuri per questo evento, rifiuta l'evento. In alternativa, puoi registrarti per un Account Google in https://calendar.google.com/calendar/ e verificare le impostazioni di notifica per l'intero calendario. Se inoltri questo invito potresti consentire al destinatario di inviare una risposta all'organizzatore e di essere aggiunto all'elenco degli invitati oppure di invitare altre persone indipendentemente dallo stato dell'invito o ancora di modificare la tua risposta. Ulteriori informazioni all'indirizzo https://support.google.com/calendar/answer/37135#forwarding

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Next LTI@UniTO Seminars: May 24, Amit Goyal | May 25, Marco Pagano
by Luca Regis 18 May '22

18 May '22

Dear Colleagues, it is my pleasure to bring to your attention the following two seminars in Quantitative Finance, organised by LTI@UniTO. The seminars can be attended online via Zoom at the links accessible via the buttons below. Best regards, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis <http://sites.google.com/view/lucaregis> Office: +39 011 670 6065 www.carloalberto.org/lti <http://www.carloalberto.org/lti> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/dxQszhXdTYSeK8TgXWVwPdgch-yVozm308…> <#> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminars: <#> *May 24, 2022 | 12:00-13:15* *Predicting Corporate Bond Returns: Merton Meets Machine Learning* *Amit Goyal (University of Lausanne)* <#> *Abstract.* We investigate the return predictability of corporate bonds using big data and machine learning. We find that machine learning models substantially improve the out-of-sample performance of stock and bond characteristics in predicting future bond returns. We also find a significant improvement in the performance of machine learning models when imposing a theoretically motivated economic structure from the Merton model, compared to the reduced-form approach without restrictions. Overall, our work highlights the importance of explicitly imposing the dependence between expected bond and stock returns via machine learning and Merton model when investigating expected bond returns. <#> *To attend in person, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hfP4I4mUbx241x0z60A6739Y-00wYiECyk…> <#> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/H7wKsG1vuV3OD31wQ_0E5gOGft1OURjriG…> <#> <#> *May 25, 2022 | 12:00 - 13:15* *JAQ of All Trades: Job Mismatch, Firm Productivity and Managerial Quality* *Marco Pagano (University of Naples Federico II)* <#> *Abstract.* Does the matching between workers and jobs help explain productivity differentials across firms? To address this question we develop a job-worker allocation quality measure JAQ by combining employer-employee administrative data with machine learning techniques. The proposed measure is positively and significantly associated with labor earnings over workers’ careers. At firm level, it features a robust positive correlation with firm productivity, and with managerial turnover leading to an improvement in the quality and experience of management. JAQ can be constructed for any employer-employee data including workers’ occupations, and used to explore the effect of corporate restructuring on workers’ allocation and careers. <#> *To attend in person, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ykATFHYX2laIzxQ_xgRrxeAEz3ksTLnNgK…> <#> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Qu65mxHMOuyATkYSpHoaTbGG4jZwv1_-MW…> <#> <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/IfoXGKh5By8LrSGugLNRNVSXyH2VOsaTTd…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/8usPEOcCcpYYly0bCauwMS_rfjHMGgHJVt…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +39011 15630 800 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/96qDEBjI389G7GVS3NgHy4QU5ODhiSBUXH…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NblUBI8B5HmNemhQAOs_hH9Lb0xHqj4qYn…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/rMMfajyr067kRoDawTi2FFsw8dBZwyxWPW…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/0wIj1P36GYdj7O34J7nWI5VyNMMLDGzqBJ…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/-09AvrjEn7eE8yYbc-ZCF8ERm7rdddPHti…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link https://www.carloalberto.org/privacy/ <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/w47WAYiiyoXuTspFVWdMj21Cro1sSu1S1z…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/VRIj3q-1RFls3KVxbpZF_Uj0ukc9FDmZZHg7…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Fwd: Cross fertilization between Physics and Mathematics
by Gustavo Posta 18 May '22

18 May '22

> Dear colleagues, > > it is our pleasure to announce the conference > > "Cross fertilization between Physics and Mathematics" > an event in honor of Giovanni Jona Lasinio. > > The conference will be held in presence (with online broadcast) > at the Accademia Nazionale dei Lincei on May 25, 2022. > > Starting at 3pm we will have Lectiones Magistrales by > > Bernard Derrida (ENS) > Giovanni Gallavotti (Università La Sapienza) > Martin Hairer (Imperial College) > > Further details, including the registration form and the details of the live broadcast, can be found on the webpage > > https://www1.mat.uniroma1.it/~desole/2022-convegno-gianni/ <https://www1.mat.uniroma1.it/~desole/2022-convegno-gianni/> > > With our best regards, > > the organizing committe: > Lorenzo Bertini, Alberto De Sole, Roberto Longo, Fabio Martinelli, Carlo Presilla ---------------------------------------------------------------- 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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Workshop in memory of Francesca Romana Nardi - 18-22 July 2022
by Gianmarco Bet 18 May '22

18 May '22

Dear colleagues, We are organising a workshop in memory of our colleague and friend Francesca Romana Nardi, who passed away on October 21, 2021. Colleagues from all over Italy and Europe will gather in Florence in the week of July 18-22 to talk about mathematical topics that were very close to her heart. We want to celebrate her life, her scientific contributions, and the warmth that she brought to our community. This 5-day workshop is open to everyone who’s interested. For precise details, such as venue, invite speakers, and program, please see: https://www.eurandom.tue.nl/event/celebrating-francesca/ REGISTRATION (Deadline for registration: June 30) Registration is free of charge. For organizational purposes we kindly ask all participants to fill in the following registration form: https://www.eurandom.tue.nl/registration-francesca-romana-nardi-a-life-in-p… <https://www.eurandom.tue.nl/registration-francesca-romana-nardi-a-life-in-p…> If you would like to participate and you need travel support, we might be able to help you. Please write an email to: nardi.event(a)gmail.com MEMORIAL SESSION On Thursday, July 21, there will be a streamed memorial session in the afternoon (the only online activity of the workshop!). The idea of this session is to give the floor to both participants, and colleagues that cannot join us physically in Florence for this event, who want to share a few personal words, memories or anecdotes about Francesca. Shall you give this short contribution during this memorial session, please contact us before the event at nardi.event(a)gmail.com, we will be happy to schedule your intervention (for which you should consider up to 5 minutes). Please feel free to inform about this session anyone who might be interested in contributing. Kind regards, Gianmarco Bet, on behalf of the organisers, Luisa Andreis, Luca Avena, Gianmarco Bet, Alexandre Gaudilliere, Elisabetta Scoppola, Alessandro Zocca ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Padua Probability Seminar: Anna Vidotto
by Markus 18 May '22

18 May '22

Dear All: Next Wednesday,*Anna Vidotto* (Università degli Studi di Napoli Federico II) will give a seminar talk on the Excursion Area of Time Dependent Spherical Random Fields, which will be held in person and online via Zoom. Details: * Date and time: Wednesday, May 25, 2022 at 14.30 pm * Place: room 2AB40 at the Department of Mathematics, University of Padua (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: On the Excursion Area of Time Dependent Spherical Random Fields * Abstract: In this talk, we consider isotropic and stationary real Gaussian time dependent random fields defined on the two dimensional unit sphere S^2 and we investigate the asymptotic behavior, as T tends to infinity , of the excursion area in S^2 × [0, T] at any threshold, covering both cases when the field exhibits short and long memory, that is, integrable and non-integrable temporal covariance. It turns out that the limiting distribution is not universal, depending both on the memory parameters and the threshold. The talk is based on a joint work with D. Marinucci and M. Rossi. On behalf of the organizers, Markus Fischer Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova via Tieste, 63 35121 Padova https://www.math.unipd.it/~fischer/

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(PMS)^2 online talk: Sonia Mazzucchi
by margherita Zanella 18 May '22

18 May '22

Dear colleagues, we are happy to announce the following online talk: Speaker: Sonia Mazzucchi (Università di Trento) Title: Chernoff approximations for Feller semigroups in Riemannian manifolds. Abstract: In this talk I shall present the construction of Chernoff approximations for Feller semigroups in Riemannian manifolds of bounded geometry. This result provides approximations for solutions to initial-value problems for parabolic equations with variable coefficients on the manifold. It also yields the weak convergence of particular sequences of random walks on the manifolds to the diffusion processes associated with the elliptic generator. For parallelizable manifolds this result is applied in particular to the representation of the Brownian motion on the manifold as limit of the corresponding random walks. Date and time: Monday May 23, 17:30-18:30 (Rome time zone). Zoom link: https://us02web.zoom.us/j/6815552946 Join our Cloud HD Video Meeting<https://us02web.zoom.us/j/6815552946> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. us02web.zoom.us This talk is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Summer School on "Online Learning with Applications to Digital Markets"
by Stefano Marmi 17 May '22

17 May '22

Dear colleagues, we would like to draw your attention to the Summer School on "Online Learning with Applications to Digital Markets" 29 August 2022 - 2 September 2022 Centro di Ricerca Matematica "Ennio De Giorgi" and partially supported by the <http://www.crm.sns.it/event/500/%3Ca%20href=%22http://www.phdeconomics.sssu…>*International Doctoral Program in Economics* <http://www.phdeconomics.sssup.it/index.php> of the Scuola Superiore Sant'Anna. to be held at the *Fondazione Conservatorio Santa Chiara, San Miniato, Italy* <http://www.fcsc.it/> in SAN MINIATO (PI) http://www.crm.sns.it/event/500/ Keynote speakers: Nicolò Cesa-BianchiUniversità di Milano Pierre LaforgueUniversità di Milano Deadline for applications: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! Best regards, Giulio Bottazzi, Daniele Giachini and Stefano Marmi

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assegno di ricerca SECS-S/01 @ Milano-Bicocca
by Francesca Greselin 17 May '22

17 May '22

Buongiorno, è indetto un concorso presso il Dipartimento di Statistica e Metodi Quantitativi dell'Università di Milano-Bicocca relativamente a un* assegno di ricerca biennale (tipo A1 Junior) *in SECS-S/01 sul tema: "Sviluppo di modelli robusti per dati multidimensionali e complessi, e loro applicazioni". Per maggiori informazioni sulle procedure di selezione si invita a visionare il bando <https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a1-a1-typ…> . La scadenza per la presentazione delle domande è il *31 maggio 2022, ore 13:00*. Per informazioni sulle tematiche di ricerca e sui progetti attivi presso il team di ricerca si invita a contattare la sottoscritta ( francesca.greselin(a)unimib.it) Cordiali saluti, Francesca Greselin

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OGGI: seminario su "Comparative gene finding on highly diverse chromosome alleles", Marina Axelson-Fisk 17 May
by Umberto Picchini 17 May '22

17 May '22

/[questo e' il nuovo annuncio di un seminario per //*oggi*//17 Maggio che era stato precedentemente cancellato]/ You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. On Tuesday May 17, Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> will talk of: ///"Comparative gene finding on highly diverse chromosome alleles" / * * marina axelson-fisk *About the speaker: *Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> is a Professor in Mathematical Statistics at Chalmers and University of Gothenburg. She works mainly within the field of Bioinformatics, with particular focus on stochastic models and algorithms for comparative genomics and cross-species gene finding. She is an associate member of the Linnaeus Centre for Marine Evolutionary Biology (CeMEB), where she is involved in the bioinformatics analysis of a number of newly sequenced Swedish coastal organisms. ** *Abstract:* With the new sequencing technologies, the number of novel genome sequences has exploded. At the same time the genome projects are hampered by the lack of homologies to the novel genome, making it difficult both to properly train genome analysis tools and to assess the results. Moreover, the faster and cheaper sequencing methods come with the cost of data quality, and sequencing and annotation errors that make it into the genome databases are propagated to new genomes, making annotation an even bigger challenge. Methods that can improve the data quality is desperately needed. Here we propose a novel use of comparative gene finding to improve the annotation in organisms with high nucleotide diversity. Comparative gene finding methods utilizes the contrast in sequence similarity between functional and non-functional regions of evolutionary related species. We show how this can be applied to chromosome pair sequences in diploid sequence data. We demonstrate the approach on the highly diverse sea orchid Balanus improvisus using SLAM, a cross-species gene finder that simultaneously annotates and aligns two homologous sequences using Generalized Pair Hidden Markov Models.* * *Feel free to spread this announcement in your network.* * * *Where*: room MVL14 or https://chalmers.zoom.us/j/62177902216 Password: 786749 ** **** *When*: Tuesday May 17 at 14.30-15.30*(Swedish time, UTC+2)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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Reminder: call for paper - special issue on Applied Stochastic Models in Business and Industry
by Roy Cerqueti 16 May '22

16 May '22

Dear Colleague, apologies for cross-posting. As Guest Editors for the journal "Applied Stochastic Models in Business and Industry" we would like to remind you that the call-for-paper for the Special Issue on PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT is currently open. Feel free to circulate this message to your contacts. We look forward to your submissions. Many thanks for your attention. Yours sincerely, Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti

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