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Postdoctoral position in Verona - Extended Deadline
by Athena Picarelli 18 Nov '22

18 Nov '22

Dear colleagues, the deadline for the application to the postdoctoral position in the Department of Economics of the University of Verona has been extended to November 25, 2022. The position is open to candidates of any field in Economics and Finance, including quantitative and Mathematical Finance. For additional information or any inquiry please visit the following link: https://www.dse.univr.it/?ent=iniziativa&did=1&id=10302 or write to postdoc(a)dse.univr.it<mailto:postdoc@dse.univr.it> Best regards, Athena Picarelli -------- Dr. Athena Picarelli Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24, 37129, Verona

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Annuncio Seminario Sapienza
by Lorenzo Taggi 18 Nov '22

18 Nov '22

Data e ora: Martedì 22 Novembre, ore 14:00 Luogo: Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma Speaker: Mauro Mariani Titolo: Long time asymptotic of action functionals Abstract: I will provide a self-contained variational approach to state some classical and new results in the framework of Aubry-Mather theory. More precisely, I will discuss the expansion by Gamma-convergence of the action functional of classical mechanics, as the time-scale diverges. Joint work with Carlo Orrieri.

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Padova Seminars in Probability and Finance - Maurizia Rossi (Università Milano Bicocca)
by alessandra bianchi 18 Nov '22

18 Nov '22

Dear Colleagues, We would like to invite you to the following seminar that will take place on November 25 at 15.30. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ *Speaker*: Maurizia Rossi (Università Milano Bicocca) *Title*: Gaussian Kinematic Formulas for Random Spherical Harmonics *Date and time*: Friday, NOVEMBER 25 at 15.30 *Place*: room 2AB40 at the Department of Mathematics, University of Padova *Zoom link*: https://unipd.zoom.us/j/83301000752 (meeting ID: 833 0100 0752) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract*: In this talk we investigate the geometry of random spherical harmonics (Gaussian Laplace eigenfunctions on the round sphere). In particular we study the distribution, for large eigenvalues, of Lipschitz-Killing Curvatures (LKCs) of their excursion sets at any threshold. The main result we discuss is an asymptotic equivalence, in mean-square, between these functionals and the L2-norm of the random eigenfunction times a suitable map of the threshold (that vanishes at zero). This formula allows one to determine limiting distribution, correlation phenomena and moderate deviations for these LKCs, and generalizes - in the case of random spherical harmonics - those obtained by Adler and Taylor for their expected value. If time permits, we digress slightly to investigate the local geometry of spin spherical random fields, that is, random sections of the spin line bundles of the sphere. This talk is mainly based on a number of joint works on random spherical harmonics with V. Cammarota, D. Marinucci and I. Wigman + a recent work on spin random fields written jointly with A. Lerario, D. Marinucci and M. Stecconi. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Annuncio Seminario Sapienza
by Lorenzo Taggi 17 Nov '22

17 Nov '22

*Data e ora:* Martedì 22 Novembre, ore 14:00 *Luogo:* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Mauro Mariani *Titolo:* Long time asymptotic of action functionals *Abstract:* I will provide a self-contained variational approach to state some classical and new results in the framework of Aubry-Mather theory. More precisely, I will discuss the expansion by Gamma-convergence of the action functional of classical mechanics, as the time-scale diverges. Joint work with Carlo Orrieri.

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LUISS math seminar - Regis Chenavaz, November 24, 2022 (& link)
by Sara 17 Nov '22

17 Nov '22

Dear all, I am pleased to announce the next seminar in our series. On Thursday 24 at 12:00 in Room AT03, prof. Chenavaz - KEDGE Business School - will talk about: *The Veblen effect* The increase of demand in price, an exception to the law of demand, is known as the Veblen effect. In Luiss' seminar we present two works on the Veblen effect. In the first (published) work, we consider a profit maximizing monopoly which by means of advertising impacts the price-demand relationship. We show that advertising and goodwill play an important role in making the Veblen effect more prevalent than expected. By employing optimal control theory, we capture the evolution of the variables over time, which may exhibit the Veblen effect where price and demand move in the same direction. In the second (in progress) work, we investigate the price-demand relationship, when price is the sole control variable. We assume that a higher price (control variable) enhances brand-image (state variable) translating into more sales. Using optimal control theory, we look at the conditions for the Veblen effect to happen. Eventually, a more comprehensive understanding of firms’ decisions driving the Veblen effect has a promising impact on securing long-term profits. *Here are the credentials and the link for online participation:* Aula AT03: https://luiss.webex.com/luiss/j.php?MTID=mb27b65706219cee49db438fbecdd0f3d *User*: *w_guest(a)luiss.it <w_guest(a)luiss.it>* *Password*: ihPmCRdl76Q -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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SPASS seminar: Markus Tempelmayr - TUE 15.11 at 14:00
by Andrea Agazzi 15 Nov '22

15 Nov '22

Dear Colleagues, We would like to invite you to the following SPASS <https://sites.google.com/unipi.it/spass> seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *A diagram-free approach to the stochastic estimates in regularity structures* by Markus Tempelmayr (Max Planck Institute, Leipzig) The seminar will take place in person on *TUE, 15.11.2022 at 14:00* in Collegio Puteano, Scuola Normale Superiore di Pisa and streamed online here <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- Abstract: *A diagram-free approach to the stochastic estimates in regularity structures* *We present an alternative point of view on Hairer's regularity structures that is well suited, but not restricted to, quasilinear singular SPDEs. Guided by symmetries of the equation, we approach the counterterm top-down rather than bottom-up. The model, which captures the local solution behaviour, is indexed by partial derivatives w.r.t. the nonlinearity. This allows for efficient bookkeeping and automated (inductive) proofs. The main assumption on the driving noise is a spectral gap inequality, which complements well the BPHZ choice of renormalization.This is joint work with Pablo Linares, Felix Otto, and Pavlos Tsatsoulis.*

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Cluster hiring in climate research in Milan, Italy (8 Positions)
by FONTANA Matteo 15 Nov '22

15 Nov '22

The RFF-CMCC European institute on economics and the environment is expanding and looking for bright researchers working on a variety of climate change topics. We have a cluster hire of 8 job posts including data science, decision theory, and computational economics. The cluster hire is intended to strengthen the institute’s multi-disciplinarity and promote new research lines. It is mainly targeted at post-docs and junior researchers (assistant professors), though other seniorities will be considered. Info and applications: https://www.eiee.org/jobs/ Dr. MATTEO FONTANA Statistician | Data Scientist | Project Officer [cid:image001.gif@01D8F8E8.FF99A4B0] European Commission Joint Research Centre Unit A.5 – Scientific Developement Centre for Advanced Studies, Science and Art Office 46I 00/014 Via E. Fermi 2749 - 21027 Ispra (VA) – Italy +39-033278-9819 matteo.fontana(a)ec.europa.eu<mailto:matteo.fontana@ec.europa.eu>

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de Finetti Risk Seminar - November 2022
by Emanuela Rosazza Gianin 15 Nov '22

15 Nov '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Cosimo Andrea Munari University of Zurich, Switzerland Title: Market-consistent pricing with acceptable risk Abstract: We study the range of prices at which a rational agent should contemplate transacting a financial contract outside a given securities market. Trading is subject to nonproportional transaction costs and portfolio constraints and full replication by way of market instruments is not always possible. Rationality is defined in terms of consistency with market prices and acceptable risk thresholds. We obtain a direct and a dual description of market-consistent prices with acceptable risk. The dual characterization requires an appropriate extension of the classical Fundamental Theorem of Asset Pricing where the role of arbitrage opportunities is played by good deals, i.e., costless investment opportunities with acceptable risk-reward tradeoff. In particular, we highlight the importance of scalable good deals, i.e., investment opportunities that are good deals regardless of their volume. The talk is based on joint work with Maria Arduca (LUISS Rome). LOCATION: The seminar will be held on *November 30, *2022 at *18.00,* Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.45. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** 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 e-mail: emanuela.rosazza1(a)unimib.it ****************************************** ****************************************** 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 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Fwd: thesis scholarship offer at University of Luxembourg
by francesca pistolato 14 Nov '22

14 Nov '22

Buongiorno, Ricevo e inoltro volentieri. Saluti, Francesca Pistolato > Begin forwarded message: > > From: Laurent LOOSVELDT <laurent.loosveldt(a)uni.lu> > Subject: thesis scholarship offer at University of Luxembourg > Date: 9 November 2022 at 17:34:29 CET > To: Francesca PISTOLATO <francesca.pistolato(a)uni.lu> > > Dear colleagues, > > We have funding for a thesis grant which will start in September 2023 at the University of Luxembourg. The research project lies in between probability and analysis, more specifically multifractal, functional, and stochastic analysis. > > We are looking for a high-level candidate and would be very pleased if you could convey the message below to potentially interested students. You can tell them that they do not hesitate to contact us if they have any questions. > > Also, do not hesitate to forward this announcement to your colleagues. > > We thank you very much in advance! > > Laurent Loosveldt and Ivan Nourdin > > ==================================== > > Dear master students, > > With this message, we would like to invite you to apply for a thesis scholarship offer (start: Sept. 2023) funded by the University of Luxembourg (UL). > > We are looking for a candidate with high potential, interested in preparing a thesis at the interface between multifractal, functional and stochastic analysis. Research interests may include, for instance: > Regularity of stochastic processes > Wavelet representations of stochastic processes > Local times of stochastic processes > Fractal dimensions > Multifractional processes > Function spaces adapted to study these notions > Analysis on Wiener chaos > Malliavin calculus > … > > Working conditions at UL are excellent: we are located at Belval University, in brand new and very well equipped modern premises. The scientific activities are numerous: seminars, working groups, conferences. The daily atmosphere is very pleasant (many discussions and small events of all kinds punctuate the days) and multicultural (there are people of all nationalities). The salary is very competitive. > > If you would like more information, do not hesitate to contact us! > > Best regards, > > Laurent Loosveldt – laurent.loosveldt(a)uni.lu <mailto:laurent.loosveldt@uni.lu> > https://sites.google.com/view/laurentloosveldt <https://sites.google.com/view/laurentloosveldt> > Ivan Nourdin – ivan.nourdin(a)uni.lu <mailto:ivan.nourdin@uni.lu> > https://sites.google.com/site/ivannourdin/ <https://sites.google.com/site/ivannourdin/> > > > > -------------------------------------------------------------------------- > Laurent Loosveldt > > Chercheur Postdoctoral à l'Université du Luxembourg > Département de Mathématique > Maison du Nombre > 6, Avenue de la Fonte > 4364 Esch-sur-Alzette > Grand Duché du Luxembourg > Téléphone : (+352) 46 66 44 9818 > Email : laurent.loosveldt(a)uni.lu <mailto:laurent.loosveldt@uni.lu> > > --------------------------------------------------------------------------

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LUISS math seminar - Huyen Pham, November 8, 2022 (& link)
by Sara 14 Nov '22

14 Nov '22

Dear all, I am pleased to announce the next seminar in our series. *Speaker: Huyen Pham, Université Paris Cité* Abstract. With the emergence of new online channels and information technology, digital advertising tends to substitute more and more to traditional advertising by offering the opportunity to companies to target the consumers/users that are potentially interested by their pro\-ducts or services. We introduce a continuous time model for the study of optimal bidding strategies associated to different types of advertising, namely, commercial advertising for triggering purchases or subscriptions, and social marketing for alerting population about unhealthy behaviours (anti-drug, vaccination, road-safety campaigns). Our framework encodes users online behaviours via their web-browsing at random times, social interactions in a large population of users, and the targeted advertising auction mechanism widely used on Internet. We address the attribution problem of how to efficiently diffuse advertising information by means of digital channels in order to generate conversion. Our main results are to provide semi-explicit formulas for the optimal value and bidding policy in various contexts of commercial advertising and social marketing. We show sensitivity properties of the solution with respect to model parameters, and analyse how the different sources of digital information accessible to users including the social interactions affect the optimal bid for advertising auctions. We also study how to efficiently combine targeted advertising and non-targeted advertising mechanisms. Finally, some classes of examples with fully explicit formulas are derived. The seminar will be held in Room 106, - viale Romania 32, Roma. The link to the room is: Aula 106 a: https://luiss.webex.com/luiss/j.php?MTID=mc76ccac202efab1b18aea6a847fc1457 *User*: *w_guest(a)luiss.it <w_guest(a)luiss.it>* *Password*: iwU13nSCa8Q -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli https://www.luiss.it/ Address: Viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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