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Fwd: Saint-Flour 2022 - first announcement
by Marco Romito 10 Jan '22

10 Jan '22

-------- Forwarded Message -------- SAINT-FLOUR 2022 - FIRST ANNOUNCEMENT Dear colleagues The 50th Saint-Flour Probability Summer School will be held on July 11-23, 2022. This year's courses will be: Ramon van Handel: Nonasymptotic random matric theory Sylvie Méléard: Interplay between scales for eco-evolutionary mathematical models. Allan Sly: Random Constraint Satisfaction Problems Abstracts and further information can be found here: https://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php Online application will open in February. Another announcement will be sent at that time. Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin ------------------------------------------------- Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont-Auvergne, Campus des Cézeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubière cedex, France Tel: +33 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 stflour.lmbp(a)uca.fr

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Postdoc position at the Scuola Normale Superiore
by Fabrizio Lillo 09 Jan '22

09 Jan '22

Dear all, A call for a 15 month research contract is open at the Scuola Normale Superiore, Pisa (Italy). The topic of the research is “Algorithmic trading in energy markets with market microstructure methods” and it is part of a collaboration between A2A and Scuola Normale. The project will concern the development of quantitative methods for the analysis and modeling of the high frequency dynamics of price and of limit order book in energy markets. Specifically, the research will focus on: time series analysis and modeling in energy markets, short-term scenario generation of market evolution and development of market making and optimal execution strategies. The research activity will be done in close collaboration with the A2A quantitative team in Milan. The details of the call (in Italian and English) are available at https://amministrazionetrasparente.sns.it/bando/algorithmic-trading-nei-mer… The deadline is January 20. I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please contact Fabrizio Lillo (fabrizio.lillo(a)sns.it) Thanks and all the best, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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PhD in Energy Market Modelling (fwd)
by Tiziano Vargiolu 06 Jan '22

06 Jan '22

---------- Forwarded message ---------- Date: Wed, 5 Jan 2022 19:09:43 +0000 From: Marianna RUSSO <marianna.russo(a)neoma-bs.fr> To: "vargiolu(a)math.unipd.it" <vargiolu(a)math.unipd.it> Cc: Mel Devine <mel.devine(a)ucd.ie> Subject: FW: PhD in Energy Market Modelling Ciao Tiziano, Come stai? By best wishes of a happy and enjoyable 2022!!! Let we stay positive in mind and negative in test! I was wondering if you can circulate among your mailing list this opening for a funded PhD position at UCD (Dublin) in energy marker modelling. --------------------------- PhD in Energy Market Modelling To answer research questions surrounding climate change, effective modelling of future energy markets is required. Such models provide insights from planning, operations, and regulatory perspectives. Energy suppliers use them to gain insights on possible trading strategies while policymakers use them to analyse consumer costs and carbon emissions. Energy market modelling is an interdisciplinary field covering areas such as mathematics, statistics, economics, finance, and engineering. This PhD project will revolve around the general theme of energy market modelling. Topics could include (but are not limited to) the following: - Optimisation (Integer, linear, non-linear programming) - Equilibrium modelling - Stochastic modelling - Game\decision theory - Risk modelling Candidate profile Prospective applicants should have strong quantitative modelling skills and evidence of research (e.g., dissertation or final year project). Applications are welcome from those with a background in either mathematics, statistics, economics, finance, or engineering (or similar fields). In addition, candidates should have strong communication and interpersonal skills. Funding is available for the above or for a related PhD project. For further details please contact: Dr. Mel Devine (mel.devine(a)ucd.ie) Stipend: ?18,000 per annum. In addition, funds are available for research costs and fees (for both EU and non-EU applicants) are covered. To apply, please forward a cover letter and CV (max 2 pages for each) to mel.devine(a)ucd.ie before 1-Mar-2021. Considerations of applications will continue on an ongoing basis until the position is filled. Mel Devine, PhD, Ad Astra Fellow and Assistant Professor, College of Business, Energy Institute, University College Dublin, Belfield, Dublin 4, Ireland https://people.ucd.ie/mel.devine

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Energy Finance Italia 7 - reminder (fwd)
by Tiziano Vargiolu 06 Jan '22

06 Jan '22

---------- Forwarded message ---------- Date: Tue, 4 Jan 2022 08:10:39 +0000 From: ALESSANDRO SAPIO <alessandro.sapio(a)uniparthenope.it> Subject: Energy Finance Italia 7 - reminder Dear all, best wishes for a happy new year. This is a kind reminder that the deadline for submitting abstracts to Energy Finance Italia 7 is 10 January 2022. Please, feel free to circulate the announcement reported below. Best regards, Alessandro Sapio ### Dear All, we are glad to announce the 7th edition of Energy Finance Italia. The workshop will be organised by the Department of Business and Economics (DiSAE) and by the Department of Business and Quantitative Studies (DiSAQ), Parthenope University of Naples, and will take place on February 10-11, 2022. The workshop welcomes applications of econometrics, forecasting, risk management, portfolio optimisation, and big data techniques to energy markets. We aim to hold the workshop as an in-person event. A limited number of online slots will be reserved to participants who are unable to reach the conference venue due to pandemic restrictions. Any change in the workshop format will be communicated by means of our website and newsletter. The deadline for the submission of a long abstracts (max two pages) has been extended to January 10, 2022. Please, send your abstracts to efi7(a)uniparthenope.it. Notification of acceptance: January 15, 2022. Registration and payment of fees: not later than January 25, 2022. More information on the workshop is available at: http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-7-work shop EFI7 (next workshop) The seventh workshop of the EFI association, Energy Finance Italia Edizione 7 (EFI7) will be held on. February 10-11, 2022 at the Parthenope University of Naples, in Naples, Italy.. Keynote speakers of EFI7 will be. Prof. Rafa? Weron, Wroc?aw University of Science and Technology, Prof. H?lyette Geman, Birkbeck University in London. Please notice: energyfinanceitalia.unicam.it Best regards, Alessandro Sapio on behalf of the Organizing Committee ###

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Reminder: Webinar del Gruppo UMI-PRISMA
by c.ceci＠unich.it 05 Jan '22

05 Jan '22

Carissim*, ricordiamo i prossimi seminari online promossi dal Gruppo UMI-PRISMA: Lunedi’ 10 gennaio 2022 ore 16:00 Andrea Pascucci TITLE: Kolmogorov equations: old and new results ABSTRACT: In this talk I present a survey of results about linear and nonlinear equations of Kolmogorov type arising in physics and in mathematical finance. These equations typically satisfy a parabolic Hormander condition and induce rich intrinsic geometric structures. Results about the existence and regularity of solutions are presented. Recent applications to stochastic filtering are also discussed. ore 17:00 Elena Issoglio TITLE: McKean SDEs with singular coefficients ABSTRACT: In this talk we consider a class of SDEs with drift depending on the law density of the solution, known as McKean SDEs. The novelty here is that the drift is singular in the sense that it is `multiplied' by a generalised function (element of a negative fractional Sobolev space). Those equations are interpreted in the sense of a suitable singular martingale problem, thus a key tool is the study of the corresponding singular Fokker-Planck equation. We define the notion of solution to the singular McKean equation and show its existence and uniqueness. This is based on a joint work with F. Russo (ENSTA). Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sono reperibili alla pagina web Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci

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Invitation to Special Issue "Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets" [Sustainability]
by Andrea Flori 05 Jan '22

05 Jan '22

Apologies for cross-posting Dear all, We want to bring to your attention the Call for papers for the Special Issue "*Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets*" of the journal Sustainability ( https://www.mdpi.com/journal/sustainability). We are targeting original contributions in climate finance and climate econometrics. Submitted papers will undergo a regular review process under the supervision of the Guest Editors (Andrea Flori and Luca Trapin). The deadline for submissions is January 30, 2023. Detailed information on the special issue: https://www.mdpi.com/journal/sustainability/special_issues/transition_risk_… Best wishes, A. Flori and L. Trapin -- *** DISCLAIMER *** Questa e-mail e i relativi allegati potrebbero contenere informazioni confidenziali e private, destinate ad essere lette ed utilizzate solo dai destinatari a cui è indirizzata. Qualsiasi tipo di divulgazione, distribuzione o uso da parte di persone non autorizzate è proibito e potenzialmente illegale. Nel caso in cui voi non siate i diretti destinatari, vi preghiamo di comunicarlo immediatamente e di cancellare la presente assicurandovi di distruggere dal vostro sistema qualsiasi altra copia e i relativi allegati; non è permesso copiare e divulgare il contenuto della presente mail. Grazie This e-mail and any attachments may contain confidential and privileged information and is intended only for the use of the stated recipient(s). Any dissemination, distribution or use of this information by a person other than the intended recipient(s) is unauthorized and may be illegal. If you are not the intended recipient(s), please notify the sender immediately, delete this e-mail and destroy any attachment from your system; you should not copy the message or disclose its contents to anyone. Thank you

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Fw:I: Call for interest Milano-Bicocca (fwd)
by Tiziano Vargiolu 04 Jan '22

04 Jan '22

--------------------------------------------------------------------------- Con preghiera di diffusione Vorrei segnalare che il Dipartimento di Matematica e Applicazioni di Milano-Bicocca intende aprire una/due posizioni da professore associato nel prossimo futuro e sta raccogliendo a tale scopo manifestazioni di interesse. Per i dettagli rimando al link https://www.matapp.unimib.it/it/news/faculty-positions-department-mathemati… Faculty positions at the Department of Mathematics - 2022 | Dipartimento di Matematica e Applicazioni www.matapp.unimib.it Call for interest Cari saluti, Rita Pini

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Fwd: JVP positions at Centro de Giorgi: dedaline January 11th 2022
by Stefano Marmi 04 Jan '22

04 Jan '22

Dear all, there are 6 two-year long postdoc positions available at the Centro di Ricerca Matematica Ennio De Giorgi, S.N.S. Pisa, one of the positions is in probability and two are in dynamical systems. The deadline for applications is January 11, 2022. See the message below from the Director of the Center. Apologies for cross-posting. Best wishes, Stefano Marmi ---------- Forwarded message --------- Da: Andrea Malchiodi <andrea.malchiodi(a)sns.it> Date: mar 4 gen 2022 alle ore 10:57 Subject: Fwd: JVP positions at Centro de Giorgi: dedaline January 11th 2022 To: Stefano Marmi <stefano.marmi(a)sns.it> Dear All, Centro De Giorgi at Scuola Normale Superiore in Pisa has an ongoing call for six two-year post-doc Junior Visiting Positions in Mathematics. Here you can find a web page with more details and the link to the on-line application https://amministrazionetrasparente.sns.it/bando/junior-visiting-positions-2… The *deadline* is *January 11th, 2022*. Please circulate the message to candidates who are possibly interested. Apologies for cross-posting. Best regards, Andrea Malchiodi

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bando RtdB Mat/06 - Sapienza Roma, Dipartimento di Scienze Statistiche
by Luisa Beghin 31 Dec '21

31 Dec '21

Buongiorno, vi segnalo l'uscita del seguente bando per una posizione di RtdB nel s.s.d. Mat/06, presso il Dipartimento di Scienze Statistiche di Sapienza, Università di Roma. La scadenza è il 27-1-2022. Altre informazioni al link https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/185145 Cordiali saluti e auguri di un sereno 2022! Luisa *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Postdoc in Financial Mathematics at Dublin City University
by Paolo Guasoni 28 Dec '21

28 Dec '21

Dear Colleague, Dublin City University has a Postdoctoral position (Two-year) in Financial Mathematics https://www.dcu.ie/sites/default/files/inline-files/%23RF1609%20Postdoctora… The closing date for the application is January 30th, 2022. With best wishes of Happy New Year, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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