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PhD course by Antoine Jacquier (Imperial College) in Padova
by Giorgia Callegaro 17 Mar '22

17 Mar '22

Dear all, it's a pleasure to invite you to follow (in presence, room 2BC30 in Torre Archimede, Padova or online, via Zoom) the lectures given by Antoine Jacquier in Padova. He will give a 16h PhD course entitled : "*A smooth tour around rough models in finance (From data to stochastics to machine learning)*", starting the 30th March 2022 and ending the 21st April. Each lecture will last 90 minutes. More details on the program can be found here: https://www.math.unipd.it/~dottmath/corsi2022/Jacquier.pdf and the schedule is here: https://dottorato.math.unipd.it/calendar/202203 Please send me an email in case you're interested in receiving the Zoom link. I remain at your disposal for any further information. See you soon, Giorgia Callegaro -- Giorgia Callegaro Associate 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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PostDoc in Rome
by Lorenzo Taggi 16 Mar '22

16 Mar '22

A PostDoc position in Probability and Statistical Mechanics is open at University of Rome Sapienza. Research topics include interacting random walks, random loop models, spin systems, Bose-Einstein condensation. The position is funded by the German Research Foundation (DFG). The research program will be carried on under the supervision of the principal investigator Lorenzo Taggi. The research program offers the opportunity to interact with the research partners of the DFG priority program “Random Geometric Systems” and with the probability and mathematical physics communities of the three universities in Rome. Deadline: 14th of April 2022 Net salary: approximately 2350 euro monthly Starting period: not later than 1st of September 2022 Time length: 24 months This is the second of two PostDoc positions which are funded through the same grant. How to apply <https://sites.google.com/site/lorenzotaggiswebpage2/open-positions> For questions please send an email to the principal investigator Lorenzo Taggi: lorenzo.taggi(a)uniroma1.it.

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Seminar in Pisa: Langxuan Su
by Francesco Grotto 16 Mar '22

16 Mar '22

Dear Colleagues, we would like to invite you to the following seminar by Langxuan Su (Duke University) to be held next Wednesday in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto ------------------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: March 23, 2022, 15:00 CET Speaker: Langxuan Su (Duke University) Title: A Large Deviation Approach to Posterior Consistency in Dynamical Systems Abstract: We provide asymptotic results concerning (generalized) Bayesian inference for certain dynamical systems based on a large deviation approach. Given a sequence of observations, a class of parametrized model processes and a loss function, we specify the generalized posterior distribution. We state conditions on the model family and the loss function such that the posterior distribution converges. The two conditions we require are: (1) a conditional large deviation behavior for a single model process, and (2) an exponential continuity condition over the model family for the map from the parameter to the loss incurred between a model process and the observations. The proposed framework is quite general, we apply it to two very different classes of dynamical systems: continuous time hypermixing processes and Gibbs processes on shifts of finite type. We also show that the generalized posterior distribution concentrates asymptotically on those parameters that minimize the expected loss and a divergence term, hence proving posterior consistency.

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Workshop "Taming Uncertainty and Complexity in Economics and Finance" (LUISS, May 26-28, 2022)
by Giorgio Ferrari 15 Mar '22

15 Mar '22

Dear All, it is our pleasure to announce the Workshop "/Taming Uncertainty and Complexity in Economics and Finance/", to be held at LUISS University in Rome in the period *May 26-May 28, 2022*: https://sites.google.com/view/workshop-luiss-rome/overview The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. The participation to the workshop is free. However, due to Covid-regulations in place at LUISS, the number of external participants is limited to 20. If you would like to join the workshop, please write an email to workshopbielefeldluiss(a)gmail.com by April 15 and the participation will be granted on a "first come first served" basis. We will inform you after April 15 about the state of your application. Best wishes, Giorgio Ferrari (on the behalf of the organizers) -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Avviso pubblicazione bando assegno di ricerca "Modelli matematici per levoluzione spazio-temporale delle variabili economiche "
by Fausto Gozzi 14 Mar '22

14 Mar '22

Buongiorno Giro alla lista la seguente copmunicazione riguardante un assegno di ricerca presso la Luiss di cui sono responsabile Cordiali saluti a tutti Fausto Gozzi >con la presente si avvisa che con DR n. 16 del >22 febbraio 2022 è stato emanato il bando per lassegno di ricerca in oggetto. > > > >Il bando è pubblico sul sito Luiss e sul sito >MIUR-Euraxess e verrà inoltre pubblicizzato >tramite i canali social della Luiss Guido Carli. > > > >La scadenza per la presentazione è fissata il >giorno 25 marzo 2022 alle ore 14:00 (CET) UTC+1. > > > >Il bando è stato pubblicato alle seguenti pagine del sito Luiss: > > > ><https://economiaefinanza.luiss.it/avvisi/ricerca>https://economiaefinanza.luiss.it/avvisi/ricerca > > > >https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco… > > > ><https://economiaefinanza.luiss.it/en/research/research-grants/research-gran…>https://economiaefinanza.luiss.it/en/research/research-grants/research-gran… > > > >Il link per la presentazione delle candidature >è: ><http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4094>http://jsa.luiss.it/LGCAssegni/index.zul?CDS=AS4094. > > > > Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270

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Workshop Deterministic and stochastic fractional diﬀerential equations and jump processes
by Enrico Scalas 13 Mar '22

13 Mar '22

Care colleghe e colleghi, nel caso foste interessat*, quasi tutte le presentazioni del workshop "Deterministic and stochastic fractional diﬀerential equations and jump processes" (tenutosi all'Isaac Newton Institute di Cambridge, UK) sono ora disponibili online: https://www.newton.ac.uk/event/fd2w01/ Approfitto per segnalare il secondo workshop della serie che comincera' il 21 marzo: Fractional kinetics, hydrodynamic limits and fractals https://www.newton.ac.uk/event/fd2w02/ Cordiali saluti, Enrico Scalas

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Padova Seminars in Probability and Finance - Benedikt Jahnel (WIAS, Berlin)
by Marco Formentin 13 Mar '22

13 Mar '22

Dear Colleagues, we would like to invite you to the following seminar that will take place on March 25 at 14.30. The seminar will be held online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ Speaker: Benedikt Jahnel (WIAS, Berlin)  Title: Phase transitions and large deviations for the Boolean model of continuum percolation for Cox point processes  MARCH 25 (Friday) - 14:30 Zoom link https://unipd.zoom.us/j/83753744114 (meeting ID 837 5374 4114), available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In this talk, I consider the Boolean model with random radii based on Cox point processes, i.e., Poisson point processes in random environment. Under a condition of stabilization for the random environment, our results establish existence and non-existence of subcritical regimes for the size of the cluster at the origin in terms of volume, diameter and number of points, also including their moments. The second part of the talk will address rates of convergence of the percolation probability for the Cox--Boolean model with fixed radii in a variety of asymptotic regimes. This is based on joint work with Christian Hirsch, András Tóbiás and Élie Cali.

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(PMS)^2 online talk: Valentina Cammarota
by Maurizia Rossi 13 Mar '22

13 Mar '22

Dear colleagues, we are happy to announce the following online talk: Speaker: *Valentina Cammarota* (Università di Roma La Sapienza) Title: *No repulsion between critical points for random plane wave and planar Gaussian random fields.* Abstract: Random plane wave is conjectured to be a universal model for high-energy eigenfunctions of the Laplace operator on generic compact Riemannian manifolds. This is known to be true on average. We discuss one of important geometric observable: critical points. We first compute one-point function for the critical point process, in particular we compute the expected number of critical points inside any open set. After that we compute the short-range asymptotic behaviour of the two-point function. This gives an unexpected result that the second factorial moment of the number of critical points in a small disc scales as the fourth power of the radius. Joint work with Dmitry Beliaev and Igor Wigman. Date and time: *Monday March 14, 17:30-18:30 (Rome time zone)*. Zoom link: https://us02web.zoom.us/j/84185018822?pwd=UE80NXJ2Z01GaWN3aTduMGVpeG9EQT09 ID riunione: *841 8501 8822* Passcode: *713253* This 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) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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(Update) Seminario ERNESTO DE VITO @ UniTo
by Elvira Di Nardo 12 Mar '22

12 Mar '22

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO *con il supporto della fondazione CRT* ********************************************************************* https://sites.google.com/view/torinostochastics/seminar-series-on-data-scie… Nell'ambito delle attività seminariali del Dottorato in Modeling and Data Science, *Giovedì 17 Marzo 2022 alle ore 17:00* in Aula Magna presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. *Ernesto De Vito* (Dipartimento di Matematica, Università di Genova) terrà un seminario dal titolo *Machine Learning from a mathematical view point: a gentle introduction.* Abstract: The talk is devoted to a mathematical introduction to Machine Learning. We focus on supervised learning setting and kernel methods with square loss by using classical tools from the theory of inverse problems. Tutti gli interessati sono invitati a partecipare. E' possibile seguire il seminario on line su piattaforma WebEx. Chi fosse interessato, può scrivermi e provvederò a inviare l'invito. -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Webinar Marc Henrard 17 March 2022, 16:30: "Benchmark transition: why mathematicians/statisticians are required"
by Marco Bianchetti 12 Mar '22

12 Mar '22

Statistics Seminars 2022 Dipartimento di Scienze Statistiche “Paolo Fortunati”, Università di Bologna *Marc Henrard *(muRisQ Advisory) * “Benchmark transition: why mathematicians/statisticians are required” * *Giovedì 17 marzo 2022 alle ore 16.00 * _____________________________________________________________________________ Riunione di Microsoft Teams *Partecipa da computer o app per dispositivi mobili* Fai clic qui per partecipare alla riunione <https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZTYyNzU0ZTgtNmNjMy00…> Altre informazioni <https://aka.ms/JoinTeamsMeeting> | Opzioni riunione <https://teams.microsoft.com/meetingOptions/?organizerId=7e2f9ad3-2ed9-4de5-…> ____________________________________________________________________________

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