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Doctoral or Post-Doctoral Position in Financial Econometrics/Statistics at University of Vienna
by Luca Gonzato 23 Feb '22

23 Feb '22

Dear all, The Department of Statistics and Operations Research at the University of Vienna invites applications for a doctoral (4 years) or post-doctoral (6 years) position in the field of Financial Econometrics/Statistics. The details of the call (in English) are available at https://inomics.com/job/doctoral-or-post-doctoral-position-in-financial-eco… The deadline is March 14, 2022. If you need further information regarding the position, please, contact Professor Nikolaus Hautsch (nikolaus.hautsch(a)univie.ac.at). Best regards, Luca Gonzato

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(PMS)^2 online talk: Boualem Djehiche
by margherita Zanella 23 Feb '22

23 Feb '22

Dear colleagues, we are happy to announce the following online talk: Speaker: Boualem Djehiche (KTH, Stockholm) Title: Zero-sum mean-field Dynkin games. Abstract: I will review recent results on a class of zero-sum game problems of mean-field type which extend the classical zero-sum Dynkin game problems. The results I will highlight include sufficient conditions under which such a game admits a value and a saddle point and a characterization of the value of the game in terms of a specific class of doubly reflected backward stochastic differential equations (BSDEs) of mean-field type. Moreover, a corresponding system of weakly interacting values of zero-sum Dynkin games is introduced and is shown to converge to the value of the zero-sum mean-field Dynkin game. In particular, a propagation of chaos result is derived. This is a joint work with Roxana Dumistrescu. Date and time: Monday February 28, 17:30-18:30 (Rome time zone). Zoom link: https://us02web.zoom.us/j/5772228296 Join our Cloud HD Video Meeting<https://us02web.zoom.us/j/5772228296> 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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Reminder - seminario di Sara Svaluto Ferro a Padova!
by Giorgia Callegaro 21 Feb '22

21 Feb '22

Carissimi, vi scrivo per ricordarvi che venerdì 25 febbraio 2022 Sara Svaluto Ferro terrà, alle 14.30, in presenza (aula 2BC30 del Dipartimento di Matematica dell'Università di Padova) ed online (Zoom), il seminario "*Signature processes in mathematical finance, an introduction*". Ulteriori info ed il link Zoom sono disponibili qui: https://www.math.unipd.it/~bianchi/seminari/ A presto, spero, grazie, Giorgia -- 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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OSD2022-14th International Conference on Ordered Statistical Data
by malongob＠unina.it 20 Feb '22

20 Feb '22

Care colleghe e cari colleghi, ho il piacere di informarvi che il convegno internazionale OSD2022, 14th International Conference on Ordered Statistical Data, si terrà (finalmente in presenza) a Vietri sul Mare (SA) dal 24 al 27 maggio 2022. I dettagli del convegno sono reperibili all'indirizzo www.osd2022.unina.it Spero di incontrarvi numerosi per tale evento che sarà anche l'occasione per celebrare (in ritardo) il 70° compleanno del collega e caro amico Fabio Spizzichino, che tanto ha dato alla nostra comunità. Vi saluto caramente, Mariella Longobardi Dear Colleagues, I am glad to inform you that the International Conference OSD2022, 14th International Conference on Ordered Statistical Data will be held from 24th to 27th May 2022 in Vietri sul Mare (SA). Details can be found at website www.osd2022.unina.it I hope to meet all of you at the conference that will also be the occasion to celebrate (unfortunately on late, due to Covid19) Fabio Spizzichino's 70th birthday. Greetings and best regards, Mariella Longobardi Maria Longobardi, Ph.D. in Applied Mathematics Associate Professor of Probability and Mathematical Statistics E-mail: maria.longobardi(a)unina.it Dipartimento di Biologia Università degli Studi di Napoli FEDERICO II Via Cintia - 80126 Napoli - Italy Studio 114 - V livello del Dipartimento di Matematica e Applicazioni Tel. +39 081 675620

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PhD position in Applied Mathematics and Statistics, Göteborg, Sweden
by Umberto Picchini 19 Feb '22

19 Feb '22

We are looking for a doctoral student who would like to work in *any of the research areas* of the division of Applied Mathematics and Statistics <https://www.chalmers.se/en/departments/math/organisation/Pages/applied-math…> at Chalmers University of Technology an University of Göteborg, Göteborg, Sweden. A list of possible projects is given below. PhD salaries in Sweden are attractive. The following list includes a collection of possible projects that you can work in: Marina Axelson-Fisk: AI Support for Medical Decision Making <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Tobias Gebäck, Alexei Heintz and Irina Pettersson: Multiscale models for wetting dynamics in porous materials <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Philip Gerle: Universal differential equations for infectious disease modelling <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Erik Kristiansson: Analysis of DNA sequences using artificial intelligence <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Anders Logg: High-Performance High-Quality Automated Mesh Generation for Large-Scale City Modeling and Simulation <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Serik Sagitov: Critical Galton-Watson processes with overlapping generations <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20…> Aila Särkkä: Spatio-temporal modelling combined with machine learning <https://www.chalmers.se/sv/institutioner/math/organisation/Documents/PhD%20… Spatio-temporal modelling combined with machine learning.pdf> Feel free to contact any of the people above or other people in the division that you might be interested in working with already before submitting your application. For full info, contact details and links to apply, please go to https://www.chalmers.se/en/about-chalmers/Working-at-Chalmers/Vacancies/Pag… <https://www.chalmers.se/en/about-chalmers/Working-at-Chalmers/Vacancies/Pag…> *Application deadline: February 25, 2022* * * -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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seminar: "Combined analysis of spatially misaligned data using Gaussian fields and the stochastic partial differential equation approach.", Paula Moraga 22 February
by Umberto Picchini 19 Feb '22

19 Feb '22

You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. We are very glad to have, on Tuesday February 22, Paula Moraga <https://www.paulamoraga.com/> (KAUST) who will talk of: ///"Combined analysis of spatially misaligned data using Gaussian fields and the stochastic partial differential equation approach."/ //** paula moraga *About the speaker: *Paula Moraga <https://www.paulamoraga.com/> is an Assistant Professor of Statistics at King Abdullah University of Science and Technology (KAUST) and the Principal Investigator of the GeoHealth research group. Her research focuses on the development of innovative statistical methods and computational tools for geospatial data analysis and health surveillance, and the impact of her work has directly informed strategic policy in reducing disease burden in several countries. She has developed modeling architectures to understand the geographic and temporal patterns and identify targets for intervention of diseases such as malaria in Africa and cancer in Australia, and has worked on the development of a number of R packages for Bayesian risk modeling, detection of disease clusters, and risk assessment of travel-related spread of disease. // //* * *Abstract: *Spatially misaligned data are becoming increasingly common due to advances in both data collection and management in a wide range of scientific disciplines including the epidemiological, ecological and environmental fields. Here, we present a Bayesian geostatistical model for fusion of data obtained at point and areal resolutions. The model assumes that underlying all observations there is a spatially continuous variable that can be modeled using a Gaussian random field process. The model is fitted using the integrated nested Laplace approximation (INLA) and the stochastic partial differential equation (SPDE) approaches. In the SPDE approach, a continuously indexed Gaussian random field is represented as a discretely indexed Gaussian Markov random field (GMRF) by means of a finite basis function defined on a triangulation of the region of study. In order to allow the combination of point and areal data, a new projection matrix for mapping the GMRF from the observation locations to the triangulation nodes is proposed which takes into account the types of data to be combined. The performance of the model is examined via simulation when it is fitted to point, areal, and point and areal data combined to predict several simulated surfaces that can appear in real settings. The model is also applied to predict the concentration of fine particulate matter (PM2.5) in Los Angeles and Ventura counties, USA, during 2011. The results show that the combination of point and areal data provides better predictions than if the method is applied to just one type of data, and this is consistent over both simulated and real data. We conclude the approach presented may be a helpful advance in the area of spatial statistics by providing a useful tool that is applicable in a wide range of situations where information at different spatial resolutions needs to be combined. *Feel free to spread this announcement in your network.* * * *Where*: https://chalmers.zoom.us/j/64709763394 Password: 920248 ** **** *When*: Tuesday 22 February at 14.15-15.15*(Swedish time)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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Seminar José Figueroa Lopez in Verona, 23/2/22 at 12, Efficient Volatility Estimation for Lévy Processes with Jumps of Unbounded Variation
by Cecilia Mancini 16 Feb '22

16 Feb '22

José Figueroa Lopez Professor at the Washington University in St. Louis will give, both on site and on line, the SEMINAR Efficient Volatility Estimation for Lévy Processes with Jumps of Unbounded Variation Abstract. Statistical inference for stochastic processes based on high-frequency observations has been an active research area for more than a decade. One of the most well-known and widely studied problems is that of estimation of the quadratic variation of the continuous component of an Itô semimartingale with jumps. Several rate- and variance-efficient estimators have been proposed in the literature when the jump component is of bounded variation. However, to date, very few methods can deal with jumps of unbounded variation. By developing new high-order expansions of the truncated moments of a Lévy process, we construct a new rate- and variance-efficient estimator for a class of Lévy processes of unbounded variation, whose small jumps behave like those of a stable Lévy process with Blumenthal-Getoor index less than 8/5. The proposed method is based on a two-step debiasing procedure for the truncated realized quadratic variation of the process. Our Monte Carlo experiments indicate that the method outperforms other efficient alternatives in the literature in the setting covered by our theoretical framework. All interested people are warmly invited to participate Professor Figueroa-Lopez is visiting our department from February the 10th to March the 22nd, and from June the 15th to August the 15th For attendance via Zoom, please register at the following page, we will send you the meeting link: https://docs.google.com/forms/d/e/1FAIpQLSdJ6PccwEy8tSEngi0JMUKYEJ4yOHuuwur… Live attendance: the Department of Economics, via Cantarane 24, Vaona room. Due to the limited number of available seats, interested people should write an e-mail to: cecilia.mancini(a)univr.it<mailto:cecilia.mancini@univr.it>

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Scientific ASA 2022 conference on Data-Driven Decision Making
by Marta Nai Ruscone 15 Feb '22

15 Feb '22

Apologies for cross-posting.... Dear Colleagues, we would like to draw your attention to the upcoming Scientific ASA 2022 Conference on "Data-Driven Decision Making" that will be held at the University of Genoa (Italy), 12-14 September 2022. Attached is the Call for Paper. For further information and updates please visit the conference website asa2022.unige.it We are looking forward to Welcome you in Genova! Best Regards, Enrico di Bella and Corrado Lagazio (co-chairs of the Local Organising Commitee) *** --- *** <> Marta Nai Ruscone Department of Economics - DIEC University of Genova. Via Vivaldi, 5. 16100 Genova (GE). Italy

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International conference “Statistical Methods and Models for Complex - SAVE THE DATE!
by Alessandra Fabbri Colabich 11 Feb '22

11 Feb '22

*Si invia il seguente messaggio da parte della Direzione del Dipartimento di Scienze Statistiche dell'Università degli Studi di Padova:* *SAVE THE DATE!International conference “Statistical Methods and Models for Complex* Data”, *21-23 September 2022*, Padova, Italy The Department of Statistical Sciences of the University of Padova is organizing the international conference: “Statistical Methods and Models for Complex Data”. The conference will be held in Padova, Italy on 21-23 September 2022. The event is organized on the occasion of the 800th anniversary of the University of Padua and the last year of the excellence project of our department. The scientific program will include plenary sessions, with 45 minutes invited presentations from internationally recognized experts, followed by 25 minutes for interventions of two main discussants and informal moments of discussion and interaction between the participants. Partecipation of senior and young scientists involved in the developments of statistical methods and tools for complex data is strongly encouraged. The scientific program of the conference will be available as soon as possible on the website http://800years.stat.unipd.it, currently under development. For further information, please contact: 800years(a)stat.unipd.it

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Seminar in Statistics - GRAHAM CORMODE
by Pierpaolo De Blasi 11 Feb '22

11 Feb '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 18 Febbraio 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Graham Cormode* (University of Warwick) Title: *New Lower and Upper Bounds for Quantile Summary Algorithms* Abstract: Finding the median, or more generally quantiles, is a core problem in data analysis. The question has been heavily studied in streaming and related models of computation, for over four decades. In this talk I will present some recent advances: - Lower bounds for approximating quantiles in the deterministic comparison model, for additive error, which show that the best known algorithm is in fact optimal - Upper bounds for relative error epsilon-approximations of quantiles, which improves over previous results and exceed the best known lower bounds by only an O(log(1/e)3/2) factor. This covers joint work with Pavel Vesely, Justin Thaler, Edo Liberty and Zohar Karnin. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88206863118?pwd=cmlHYzBXbW9NZ2JVYmtDbDNqNnFydz09> Meeting ID: 882 0686 3118 Passcode: 757710 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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