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Research chairs, postdoctoral positions and master scholarships - Paris
by Cristina TONINELLI 05 Oct '22

05 Oct '22

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One - day conference on December 02 2022: Guerra80
by Adriano Barra 04 Oct '22

04 Oct '22

Dear friends and colleagues, It is with great pleasure that we inform you that, on December 02 2022, there will be a one-day conference in Sapienza Università di Roma to celebrate the work and contributions of Francesco Guerra on the occasion of his eightieth birthday. More details can be found at this link <https://www.adrianobarra.com/guerra80.html>. With our best regards, the Organizing Committee Elena Agliari Adriano Barra Enzo Marinari Giorgio Parisi Federico Ricci-Tersenghi

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Fwd: January 24-25 IRS 2023 Conference Announcement
by Faggionato, Alessandra 03 Oct '22

03 Oct '22

Buongiorno ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Inhomegenous Random <inter(a)math.cnrs.fr> Date: Sat, 1 Oct 2022 at 22:44 Subject: January 24-25 IRS 2023 Conference Announcement To: <faggiona(a)mat.uniroma1.it> Dear Colleagues, This is the first announcement for the two-day conference on: INHOMOGENEOUS RANDOM SYSTEMS which will be held on Tuesday 24 and Wednesday 25 January 2023 at Institut Curie and Institut Henri Poincaré, Paris, and also on-line. You will find in attachment a PDF file of the announcement with the same informations as below which you may print and post up. Looking forward to meeting you in Paris, Giambattista Giacomin, Christian Maes, Ellen Saada. --------------------------------------------------------------------- INHOMOGENEOUS RANDOM SYSTEMS Systemes Aleatoires Inhomogenes January 24-25, 2023 Institut Curie & IHP (also online) 11-13, rue Pierre et Marie Curie, Paris The aim of this annual workshop is to bring together mathematicians and physicists working on disordered or random systems, and to discuss recent developments on themes of common interest. Each of the two days is devoted to a specific topic; the 2021 session is planned as follows. Tuesday 24 January: POINT PROCESSES AND STATISTICAL MECHANICS. Moderator: Alessandra Faggionato (Roma). Nontrivial geometrical patterns emerge in many areas of science and technology and a fundamental tool for their modeling is provided by point processes. Their zoology is very rich and a central role is played by the Poisson point process. The workshop aims at presenting recent results on point processes both of theoretical nature (analysis, geometry and probability) and more applied ones, notably in the direction of statistical mechanics and material science. There will also be a moment in memory of our friend and colleague Francis Comets. Speakers: Alessandra Faggionato (Roma), Antoine Gloria (Paris & Bruxelles), Frank den Hollander (Leiden), Martin Huesmann (Muenster), Sabine Jansen (Muenchen), Raphael Lachieze-Rey (Paris), Giovanni Peccati (Luxembourg). Wednesday 25 January: FREE PROBABILITY, BETWEEN MATHS AND PHYSICS. Moderator: Jorge Kurchan (Paris) Free probability is a flourishing field in probability theory. It deals with non-commutative random variables where one introduces the concept of "freeness" in analogy to "independence" of commuting random variables. On the mathematical side, it has given new tools and a deeper insight into, amongst others, the field of random matrices. On the physics side, it has recently appeared naturally in the context of quantum chaos, where all its implications have not yet been fully worked out. Speakers: Denis Bernard (Paris), Jean-Philippe Bouchaud (Paris), Laura Foini (Saclay), Alice Guionnet (Lyon), Frederic Patras (Nice), Marc Potters (Paris), Roland Speicher (Saarbrucken). --------------------- The conference and online participation are free and open to all. To facilitate local organization, please register in advance by sending an e-mail to: inter(a)math.cnrs.fr with subject: IRS 2023 and the following informations: Name: _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Institution:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Address:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ Email:_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ online or on site?: _ _ _ _ _ _ _ _ _ _ _ You may also consult the conference web page at: http://irs.math.cnrs.fr Giambattista Giacomin Christian Maes Mathematiques, LPSM Theoretische Fysica Universite de Paris KU Leuven, Belgium Ellen Saada Mathematiques, MAP5 Universite de Paris Partially supported by CNRS, UNiversite Paris Cite and KU Leuven. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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LTI@UniTO Seminar F. De Jong (Tilburg University): October 3, 12.00
by Luca Regis 29 Sep '22

29 Sep '22

Dear colleagues, I am happy to forward you the information regarding the following seminar organized by LTI@UniTO. The seminar can also be attended via zoom at the following link: https://us02web.zoom.us/j/86733344211?pwd=UGNoUi9CNFM5bE5SNmNaeFR6bTJsQT09 Best regards, Luca Regis LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminar: October 3, 2022 | 12:00-13:00 “How do Funds Deviate from Benchmarks? Evidence from MSCI’s Inclusion of Chinese A-shares” (joint with Lennart Dekker and Jasmin Gider) Frank de Jong (Tilburg University) Abstract. An increasing amount of assets is managed by benchmark-tracking investment funds. This study investigates how benchmarking changes affect portfolio compositions in the cross-section of different investor types and stock characteristics. To that end, we exploit the phased introduction of Chinese A-shares to the MSCI Emerging Markets index, which was announced in June 2017 and implemented over the period from May 2018 to November 2019. This change presents a rare opportunity to estimate the impact of index changes and to shed light on cross-sectional implications. We document that particularly passive funds systematically deviate from the benchmark. Market capitalization, stock liquidity and stock volatility affect how benchmark changes translate to portfolio adjustments of mutual funds and ETFs. We then study how the changes in benchmark weights affect financial market outcomes, more specifically the comovement of returns. We find that these characteristics moderate the impact of benchmarking changes on financial market outcomes, suggesting that deviations from benchmarks matter. FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +39011 15630 800 segreteria(a)carloalberto.org - www.carloalberto.org © 2021 Fondazione Collegio Carlo Alberto ------------ Luca Regis Associate Professor ESOMAS Department University of Torino sites.google.com/view/lucaregis www.carloalberto.org/lti Inviato da Posta per Windows 10

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Winter School in Trento (Italy) 12 - 16 December 2022
by Luigi Amedeo Bianchi 29 Sep '22

29 Sep '22

The second edition of the Stochastic Processes, Analysis and Semigroups School will take place December 12 - 16, 2022 at the University of Trento (Italy). It is a one-week winter school for Master and PhD students and is co-organized by the Universities of Trento and Wuppertal. It will consist of four minicourses: Introduction to Malliavin Calculus (Margherita Zanella, Politecnico di Milano) Ergodic measures and Wasserstein distance (Peter Kuchling, Bergische Universität Wuppertal) Filtering theory (B.P.W. Fernando, University of Sri Jayewardenepura) Regularisation by noise (Michele Coghi, Università di Trento). Talks by some participants and a poster session are also planned. The school is made possible by funding of the University of Trento, within the Department of Excellence project. There are limited resources available to provide accommodation to some of the participating students. Registration is free but compulsory, through a form available on the school's webpage. The deadline for registration is November 6, 2022. For more information, visit the webpage https://sites.google.com/unitn.it/sstw/ or write an email to primer(dot)maths(at)unitn(dot)it Best regards, the organisers: Luigi Amedeo Bianchi (Università di Trento) Stefano Bonaccorsi (Università di Trento) Martin Friesen (Dublin City University) Barbara Rüdiger (Bergische Universität Wuppertal)

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Procedura selettiva 2022RUB05 - RTDb 13D1
by Alessandra Fabbri Colabich 29 Sep '22

29 Sep '22

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per posti da Ricercatore a tempo determinato RTD-B, di cui uno nel settore concorsuale 13D1 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2022RUB05 La *scadenza* per la presentazione delle domande è il *27 ottobre 2022 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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Fwd: NetSci-X 2023, Buenos Aires, Argentina, February 7-10, 2023.
by Silvestri, Vittoria 28 Sep '22

28 Sep '22

Ricevo e inoltro volentieri. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Pablo Groisman <pgroisma(a)dm.uba.ar> Date: lun 26 set 2022 alle ore 14:56 Subject: NetSci-X 2023, Buenos Aires, Argentina, February 7-10, 2023. To: Dear colleagues, We kindly ask for your help to spread the word in your institute/university about the call for contributions to NetSci-X 2023 to be held in Buenos Aires (see below). Many thanks in advance, Pablo Groisman. *NetSci-X 2023, Buenos Aires, Argentina, February 7-10, 2023* - https://cnet.fi.uba.ar/netscix23/ [image: Ciudad de Buenos Aires] We kindly invite you to submit your contribution to the International School and Conference on Network Science *NetSci-X 2023*, which will be held onsite at *School of Engineering* of *Universidad de Buenos Aires* (UBA), Argentina on February 7-10, 2023. *The abstract submission deadline is October 28, 2022*. The annual NetSci-X conference is organized by the Network Science Society ( https://netscisociety.net/) to promote research on Network Science, both regarding the fundamentals as its applications in epidemiology, social networks, economy, ecology and finance, among others. The conference will also be an opportunity for exchange between researchers in South America and the rest of the world, hosting distinguished speakers working in different areas of Network Science, and fostering local and international collaboration. More info at: https://cnet.fi.uba.ar/netscix23/ (CfP; abstract format; organizers; invited speakers; registration; venue). We hope to see you in Buenos Aires!

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One World ABC - Till Hoffmann - September 29, 1.30pm UK time
by Massimiliano Tamborrino 26 Sep '22

26 Sep '22

Dear all, Season 4 of the One Word ABC Seminar https://warwick.ac.uk/oneworldabc is starting this week on Thursday the 29th September, 1.30pm UK time. The first speaker of the season will be Till Hoffman, who will talk about "Minimizing the Expected Posterior Entropy Yields Optimal Summary Statistics", with an abstract reported below. The link to join the talk is https://bristol-ac-uk.zoom.us/j/93353511660?pwd=MmFTNUR5QkFBeStlenNVemtZbzJ… Meeting ID: 933 5351 1660 Passcode: 406075 We are looking forward to seeing you there, Best regards, Massimiliano on the behalf of the One World ABC Organisers When: 29th September, 1.30pm UK time Speaker: Till Hoffmann <https://tillahoffmann.github.io/> (Harward T.H. Chan School of Publich Health) Title: Minimizing the Expected Posterior Entropy Yields Optimal Summary Statistics Abstract: Extracting low-dimensional summary statistics from large datasets is essential for efficient (likelihood-free) inference. We propose obtaining summary statistics by minimizing the expected posterior entropy (EPE) under the prior predictive distribution of the model. We show that minimizing the EPE is equivalent to learning a conditional density estimator for the posterior as well as other information-theoretic approaches. Further summary extraction methods (including minimizing the L² Bayes risk, maximizing the Fisher information, and model selection approaches) are special or limiting cases of EPE minimization. We demonstrate that the approach yields high fidelity summary statistics by applying it to both a synthetic benchmark as well as a population genetics problem. We not only offer concrete recommendations for practitioners but also provide a unifying perspective for obtaining informative summary statistics. Reference: T. Hoffmann and J.P. Onnela. Minimizing the Expected Posterior Entropy Yields Optimal Summary Statistics. Preprint at ArXiv:2206.02340, 2022 ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Ohio State University - Four Tenure Track Positions in Statistics
by peruggia＠stat.osu.edu 24 Sep '22

24 Sep '22

The Department of Statistics at The Ohio State University seeks to hire four tenure-track Assistant Professors. The detailed description of the positions is provided in the advertisement on our webpage: https://stat.osu.edu/about/open-positions. Applications are currently being accepted via Academic Jobs Online at https://academicjobsonline.org/ajo/jobs/22342. We will begin reviewing applications on October 1 and will continue accepting new applications until the positions are filled. We anticipate interviewing some candidates during Fall semester and others during the early part of Spring semester. Please feel free to reach out to Sebastian Kurtek at kurtek.1(a)osu.edu with any questions you might have. ----------------------------------- Mario Peruggia Professor of Statistics The Ohio State University -----------------------------------

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LUISS Seminar September 29 -- prof Cristensen, link
by Sara 22 Sep '22

22 Sep '22

Dear all, this is a gentle memo of the seminar by Soren Christensen, Uni-Kiel, September 29 at 12:30 e verterà su: *Nonparametric approaches to data-driven stochastic control* Abstract: One of the fundamental assumptions in stochastic control of continuous-time processes is that the dynamics of the underlying process are known. This is, however, usually obviously not fulfilled in practice. On the other hand, a rich theory for nonparametric estimation of the characteristics of continuous-time processes has been developed over the last decades. In this talk, we discuss how to bring together these two areas for developing purely data-driven strategies for stochastic control, which we explore for ergodic impulse and singular control problems. We compare the results with those of deep-Q learning algorithms. Room: 406 a, campus viale Romania, Roma LINK https://luiss.webex.com/luiss-en/j.php?MTID=m3aff761032d19c28c3c1bd004b35f6… *Credentials* *User:* w_guest(a)luiss.it *Password:* iz2BuAvnf5Q Please find a Webex user guide in attachment. -- 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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