Dear All,
this is a gentle reminder of a *Junior Professorship (W1) in
Mathematical Economics *at Bielefeld University. *Deadline for
applications is May 15.*
All the best wishes,
Giorgio Ferrari
%%%%%%%%%%%%%%%%%%%%
The *Center for Mathematical Economics *(Institut für Mathematische
Wirtschaftsforschung, IMW) and the *Faculty of Business Administration
and Economics* at Bielefeld University are seeking to fill the following
position as soon as possible:
*Junior Professorship (W1) in Mathematical Economics*
We are looking for outstanding, internationally visible candidates in
research and teaching who are qualified by excellent publications in one
of the research areas of the Center for Mathematical Economics.
Interdisciplinary research and teaching across faculties traditionally
plays an important role at the Center for Mathematical Economics. We
expect participation in the existing and planned joint third-party
funded projects of the Center, the Faculty of Economics and Business
Administration, and other faculties, especially in the interdisciplinary
context. The connection to the Collaborative Research Center 1283 ``
Taming Uncertainty and Profiting from Randomness ... ’’ plays an
important role for this professorship. We are looking for young
researchers who can make a significant contribution to the economic
sub-projects of the Collaborative Research Center; potential topics
include dynamic game theory (differential games, mean-field games) as
well as the analysis of financial markets (equilibrium models in
continuous time), industrial dynamics (dynamic I.O.) or complex
decisions under uncertainty (e.g. recursive dynamic utility).
Teaching is to be provided in the research-oriented Master and Bachelor
programs of the Faculty of Economics and Business Administration,
especially in Mathematical Economics.
The prerequisites for the position are a university degree, pedagogical
aptitude and the special ability for scientific work, which is usually
demonstrated by the outstanding quality of a doctorate.
The position is initially for three years, and can be extended to six
years after a positive evaluation.
Applications from suitably qualified handicapped and severely
handicapped persons are explicitly encouraged.
Bielefeld University has received a number of awards for its
achievements in the provision of equal opportunity and has been
recognized as a family-friendly university. The university welcomes
applications from women. Applications are handled according to the
state's equal opportunity statutes.
Applications with the usual documents (curriculum vitae, copies of
certificates, list of publications with identification of up to 10 most
important publications, a 2-page research and teaching concept) should
preferably be submitted till *May 15, 2020* to:
Bielefeld University
Center for Mathematical Economics (IMW)
Frau Buiwitt-Robson
Postfach 10 01 31
33501 Bielefeld
or by e-mail as a single PDF file to: IMW(a)uni-bielefeld.de
Please refrain from submitting application folders and submit
photocopies only, as the application documents will be destroyed at the
end of the selection procedure.
Please note that risks to confidentiality and unauthorized access by
third parties cannot be ruled out when communicating via unencrypted
e-mail. Information on the processing of personal data can be found at:
https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/…
--
Questa e-mail è stata controllata per individuare virus con Avast antivirus.
https://www.avast.com/antivirus
Fifteen PhD scholarships (9 funded by the University of Padova, 4 funded
by external public/private bodies, 1 "industrial doctorate" and 1
higher-level apprenticeship contract) are available at University of
Padova for candidates interested in the area of Mathematical Sciences
(start of activities: October 1st, 2020).
Eligibility
The scholarship competition is open to applicants of any age or
citizenship, holding a 2nd cycle degree or a single cycle degree from an
Italian university or an equivalent qualification from other countries of
at least four years' duration (applicants can get their qualification no
later than 30th September 2020). Admission is decided on a preselection,
based on qualifications, and an oral examination.
Grant awarded
The annual grant will be of euros 15,343.28. The grant will be awarded for
three years and it will be subject to satisfactory progresses evaluated on
a yearly basis.
How to apply
The call is published (deadline June 16, 1 pm CEST) at the page
http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie
English version at the page
http://www.unipd.it/en/node/1053
Applications are only accepted online using the link indicated in the call
See https://dottorato.math.unipd.it/prospective-students
Tiziano
--------------------------------------------------------------------------
Tiziano Vargiolu
Dipartimento di Matematica Phone: +39 049 8271383
Universita' di Padova Fax: +39 049 8271428
Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it
I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu
--------------------------------------------------------------------------
Nine PhD scholarships (7 funded by the University of Padova and 2 funded
by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a
fully funded grant reserved to foreign, non-italian, graduate students)
are available at University of Padova for candidates interested in the
area of Statistical Sciences (start of activities: October 1st, 2020).
Eligibility
The scholarship competition is open to applicants of any age or
citizenship, holding a 2nd cycle degree or a single cycle degree from an
Italian university or an equivalent qualification from other countries
of at least four years’ duration (applicants can get their qualification
no later than 30th September 2020).
Admission is decided on the basis of qualifications only and does not
require an entry examination.
Grant awarded
The annual grant will be of euros 18,052.04 (gross amount). This is an
increased scholarship with respect to the standard University of Padova
scholarship of euros 15,343.28. The additional amount of euros 2,708.76
is funded by the Department of Statistical Sciences "Department of
Excellence" grant, financed by the Italian Ministry of Education,
Universities and Research (MIUR). The grant will be awarded for three
years
and it will be subject to satisfactory progresses evaluated on a yearly
basis.
How to apply
The call is published (deadline June 16, 1 pm CEST) at the page
http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie
English version at the page
http://www.unipd.it/en/node/1053
Please, note that the curriculum has to be written by filling the
template
CV_XXXVI available from the Course web page
http://www.stat.unipd.it/ricerca/ammissione
and uploading the filled template in the online procedure.
Applications are only accepted online using the link indicated in the
call
See http://www.stat.unipd.it/ricerca/ammissione
or contact phd(a)stat.unipd.it
Kindest regards,
PhD Secretariat
on behalf of prof. Massimiliano Caporin
Coordinator of the PhD Course in Statistics
University of Padova - Italy
*We apologize for cross posting *
3 PHD positions to work broadly on large scale optimization for machine learning, supported by an ITN ETN project (https://trade-opt-itn.eu <https://trade-opt-itn.eu/>).
All the projects will aim at developing theoretical and algorithmic ideas that can explain the success of current systems as well as suggest
the development of novel practical and efficient solutions. Candidates must have strong mathematical and computational skills.
Specific topics of interest include but are not limited to:
• the development of optimization methods (stochastic, accelerated, distributed , parallel) for non-smooth and possibly non convex problems
• exploitation of data geometric structure to develop efficient optimization and machine learning algorithms
• unsupervised features learning from multivariate time series (in collaboration with the SME CAMELOT biomedical systems, https://www.camelotbio.com <https://www.camelotbio.com/>)
While the emphasis is on methodological and computational aspects, the candidates will have the opportunity to work in close collaborations on a number of applications,
in connections with the industrial partners of the project.
All the research activities will be carried out at the University of Genova within a newly formed machine learning center across the Mathematics and Computer
Science departments. The center counts over 10 faculties and 30 between PhD students + postdocs and provides a lively and dynamic work environment.
Genova sits amidst of the Italian riviera and offer excellent life quality. PhD salaries are commensurated to international standards, including mobility and family allowance,
according to Marie Curie actions.
All position should start November 2020 (delays due to COVID19 are possible). Applicants need to apply to an open call that will be available by end of may.
Eligibility criteria
• Candidates must – at the date of recruitment – have obtained the MSc degree entitling you to embark on a doctorate
• Candidates must – at the date of recruitment – be within the first four years (full-time equivalent research experience) of your research career and not have a doctoral degree
• Mobility rule: candidates must not have resided or carried out your main activity (work, studies, etc.) in the country of the host organisation you are applying (i.e. Italy) for
more than 12 months in the 3 years immediately prior to the recruitment date. Compulsory national service and/or short stays such as holidays are not taken into account.
Please make sure you comply with the eligibility criteria before applying. You need to be able to provide documentation proving your eligibility for recruitment.
You can read the full description of eligibility criteria in the Information Note for ITN Fellows.
At this point, we recommend prospective candidates to make an expression of interest by filling this
https://docs.google.com/forms/d/e/1FAIpQLSddINJ-ox1MySLYyuTKDWvkYnmuBNkWSdA… <https://docs.google.com/forms/d/e/1FAIpQLSddINJ-ox1MySLYyuTKDWvkYnmuBNkWSdA…>
within the ***31st of May***.
____________________________________________
A total of 15 PhD positions are funded by the project, to see them all please check: https://euraxess.ec.europa.eu/jobs/516136 <https://euraxess.ec.europa.eu/jobs/516136>
Ricevo ed inoltro
Buona giornata,
Francesca Collet
----------------------------------------------
PhD position in statistics at KU Leuven
Project
The research group ORSTAT of KU Leuven (Belgium) has a vacancy for a
full-time PhD scholarship for the period of September 1, 2020 until
September 1, 2024, for scientific research in the field of statistics.
The candidate will work in the area of survival analysis. He/she will
work under the supervision of Ingrid Van Keilegom.
Profile
Candidates should hold a Master's degree in (bio)statistics,
mathematics, or equivalent. An average degree of "distinction" during
preliminary studies is required, as well as an appropriate command of
written and spoken English.
Offer
We offer an employment as full-time doctoral scholar for 1 year,
renewable till max. 4 years after positive evaluation. You will find a
dynamic and pleasant working environment, in a group that is actively
involved in scientific research at the highest international level.
Application
Applicants should submit their expression of interest to Ingrid Van
Keilegom (ingrid.vankeilegom(a)kuleuven.be) together with their CV,
letter of motivation, a list of passed courses and grades, copies of
diplomas and coordinates of 2 referees as soon as possible and before
May 15, 2020.
----------------------------------------------
Ingrid Van Keilegom
ORSTAT, KU Leuven, HOG 05.112
Naamsestraat 69
3000 Leuven, Belgium
+32 16 32 87 44
ingrid.vankeilegom(a)kuleuven.be<mailto:ingrid.vankeilegom@kuleuven.be>
https://feb.kuleuven.be/ingrid.vankeilegom
----------------------------------------------
Dear colleagues,
this is to inform you that the deadline of the postdoc call
mentioned in the email below has been extended to June 16, 2020 at 2pm.
All the best
Fausto Gozzi
>Date: Fri, 17 Apr 2020 08:19:13 +0200
>To: random(a)dm.unipi.it
>From: Fausto Gozzi <faustogozziluiss(a)gmail.com>
>
>
>Dear colleagues,
>
>this email is to inform about the following postdoc call at Luiss University
>(THREE years) entitled
>
>"The Time-Space Evolution of Economic Activities: Mathematical
>Models and Empirical Applications ' (scadenza 10/05/2020)
>
>https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco…
>
>
>
>https://economiaefinanza.luiss.it/sites/economiaefinanza.luiss.it/files/Ban…
>
>
>The postdoc is partly financed by a PRIN 2017 project.
>
>All the best
>
>
>Fausto Gozzi
>
>--
>
>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
>e-mail: gozzi(a)dm.unipi.it
>_______________________________________________
>Random mailing list
>
>Per informazioni e per disiscriversi:
>https://fields.dm.unipi.it/listinfo/random
>Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it
>Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it
>Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random
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
e-mail: gozzi(a)dm.unipi.it
Un'interessante possibilità di post-doc all’Università di Friburgo (v. sotto).
Buon primo maggio a tutti!
Claudio Fontana
> Applications are invited for a postdoc position at the Department of Mathematical Stochastics, University of Freiburg.
>
> The successful candidate will hold a Ph.D. and has an excellent profile in mathematical finance, insurance mathematics, stochastic processes or a related field. The position is funded by a DFG research grant and will study fundamental valuation questions in the area of insurance contracts linked to financial market. The excellent research environment in Freiburg offers optimal scientific conditions for deep and highest-level research.
>
> The contract is for an initial time of two years, an extension is possible. Review of applications begins immediately. The starting point is quite flexible, but we hope to start the work on this exciting project in summer.
> For inquiries please contact Prof. Dr. Thorsten Schmidt (thorsten.schmidt at stochastik.uni-freiburg,de) Please send your application in PDF format (cover letter, CV, research statement) per email to Monika Hattenbach (htb at stochastik.uni-freiburg.de <http://stochastik.uni-freiburg.de/>) with reference „Post Doc Position“.
> Additionally, we ask for two letters of reference which should be sent directly to the same address.
Dear colleagues,
please circulate the following information about the postdoc grant.
With my best wishes, Sara
-----------------------------------------------------------------------------------
Here is the link to the call:
https://economiaefinanza.luiss.it/ricerca/assegni-di-ricerca/bandi-di-conco
rso-2020
and the description:
RESEARCH PROJECTS
Name of the research project
Energy and capacity
Head(s)
Prof.ssa Sara BIAGINI
Summary description of the project
The goal of this two years project is the study of the newborn capacity
markets.
Hereby we propose an innovative approach to the problems, in a dynamic setup
and with interplay among the economics agents, namely producers and
retailers.
Both types of agents face an utility maximization problem, to be solved via
a blend of dynamic programming and duality techniques.
The study of optimal strategies will reveal information on the structure of
the relation between the capacity price and the energy price.
The existence of Nash equilibria will lead to an equilibrium solution for
the capacity price, and also will lead to the confirmation or modification
of the actual incentives/penalties system.
Thus, we expect both theoretical results on the resolutions of the problems,
and relevant applied results, given the nature of the project itself.
Countries in which the research can be conducted (apart from Italy)
All
Countries of residence of the candidates
All
Nationality of candidates
All
--
Sara Biagini, Professor of Mathematical Finance
Department of Economics and Finance
LUISS Guido Carli
Address: viale Romania, 32 - 00197 Roma
Web: http://sites.google.com/site/sarabiagini/
--
Sara Biagini, Professor of Mathematical Finance
Department of Economics and Finance
LUISS Guido Carli
Address: viale Romania, 32 - 00197 Roma
Web: http://sites.google.com/site/sarabiagini/
________________________________
Chiunque volesse partecipare da esterno all'Università di L'Aquila è pregato di inviare una email a
fabio.antonelli(a)univaq.it
entro lunedì 27 aprile alle 11:30 per essere invitato come ospite nel Team
Lunedì 27 aprile alle ore 14:30 sul
Team Pubblico
Seminari Aleatori
https://teams.microsoft.com/_#/school/conversations/Generale?threadId=19:52…
la prof. Claudia Ceci dell'Università di Chieti-Pescara
terrà il seminario dal titolo
A BSDE-BASED APPROACH FOR THE OPTIMAL REINSURANCE PROBLEM UNDER PARTIAL INFORMATION
Abstract. We investigate the optimal reinsurance problem under the criterion of maximizing the expected utility of terminal wealth when the insurance company has restricted information on the loss process. We propose a risk model with claim arrival intensity and claim sizes distribution affected by an unobservable environmental stochastic factor. By filtering techniques, we reduce the original problem to an equivalent stochastic control problem under full information. Since the classical Hamilton-Jacobi-Bellman approach does not apply, due to the infinite dimensionality of the filter, we choose an alternative approach based on Backward Stochastic Differential Equations (BSDEs). Precisely, we characterize the value process and the optimal reinsurance strategy in terms of the unique solution to a BSDE driven by a marked point process. The talk is based on the paper: Brachetta M., Ceci C. (2019). A BSDE-based approach for the optimal reinsurance problem under partial information,
tutti gli interessati sono benvenuti a collegarsi
Fabio Antonelli
----------------------------------------------------------------
--
------------------
Comunicazioni DISIM
Universita' degli Studi dell'Aquila
Dipartimento di Ingegneria Scienze dell'Informazione e Matematica
L'Aquila
Carissimi,
vi scrivo per segnalarvi che verra' presentata una proposta per la
formazione di un gruppo UMI su tematiche matematiche legate
all'Intelligenza Artificiale e al Machine Learning, di cui sarò il
rappresentante.
Si tratta di un'iniziativa interdisciplinare che coinvolge ricercatori di
diverse aree
matematiche.
In fondo al messaggio trovate un documento che descrive brevemente
le finalita' del gruppo, gli aspetti scientifici ed organizzativi.
L'iniziativa si affianca a quella proposta dal Prof. Antonio Di Crescenzo,
di cui siete stati informati qualche giorno fa su questa
lista di distribuzione, e che trova tutto il mio sostegno. A mio
parere, per le loro caratteristiche le due proposte non sono in
contrapposizione, mi auguro sinceramente che entrambe abbiano successo
e vi sia la possibilita' di instaurare una proficua collaborazione,
poiché la probabilita' e la statistica sono sicuramente il fondamento
matematico del Machine Learning.
Se qualcuno di voi fosse interessato a partecipare al nostro progetto UMI,
il cui
termine di presentazione scade il 30 aprile ore 24, deve
a) risultare iscritto all'UMI per il 2020 ed in regola con il pagamento
della quota sociale
come socio ordinario (e' possibile iscriversi ancora per qualche giorno);
b) inviare un messaggio di posta elettronica a ernesto.devito(a)unige.it
entro lunedì 27 aprile ore 24.
Vi chiederei gentilmente di diffondere l'iniziativa a tutti coloro che
sono potenzialmente interessati a partecipare al progetto. Resto a
vostra disposizione per ogni chiarimento e suggerimento.
Mi scuso per il poco anticipo con cui vi informo dell'iniziativa, ma
ho aspettato di avere pronta una bozza di documento più stabile.
Un caro saluto,
Ernesto De Vito
----------------
Dipartimento di Matematica
Universita' di Genova
http://www.dima.unige.it/~devito/
ernesto.devito(a)unige.it
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
Proposta per la costituzione di un gruppo UMI
“Matematica per l’Intelligenza Artificiale ed il Machine Learning”
Uno dei più vecchi sogni del nostro sapere e' quello di capire il
funzionamento dell'intelligenza degli esseri umani e la possibilita'
di emularne i processi cognitivi da parte di sistemi automatici.
L’intelligenza artificiale rappresenta quindi una delle più grandi
sfide della scienza moderna coinvolgendo un ampio spettro di
discipline e il suo realizzarsi probabilmente portera' ad una nuova
rivoluzione “industriale”, di cui si possono gia' constatare i primi
effetti. Ad esempio, negli ultimi anni sono stati sviluppati sistemi
di Intelligenza Artificiale in grado di risolvere compiti complessi
considerati fuori portata per decenni, quali riconoscimento di
immagini o del linguaggio e apprendimento di strategie complesse.
Al centro di questi successi c’e' il Machine Learning, i cui algoritmi
sono addestrati ad apprendere dai dati piuttosto che essere
esplicitamente programmati dall’uomo per risolvere un compito
specifico. Per sua natura l’Intelligenza Artificiale e' un campo di
ricerca multidisciplinare che vede la matematica fortemente coinvolta
in tutti i suoi tradizionali settori (logica, algebra, geometria,
analisi matematica, probabilita', fisica matematica, analisi numerica e
ricerca operativa). La matematica affronta la varieta' dei problemi che
si presentano in Intelligenza Artificiale con modelli, metodi e
applicazioni, rispondendo quindi ad esigenze di tipo teorico, numerico
ed implementativo. In questo contesto, in Italia molti ricercatori
hanno indirizzato i loro interessi verso l’Intelligenza Artificiale ed
il Machine Learning, ottenendo anche importanti risultati riconosciuti
a livello internazionale. Tuttavia manca un quadro di riferimento
nazionale per la matematica, che raccolga e sia un incubatore di
iniziative e diventi punto di riferimento per le tematiche
dell’Intelligenza Artificiale all’interno della nostra comunita' Lo
scopo principale della creazione del gruppo UMI di “Matematica per
l’Intelligenza Artificiale ed il Machine Learning” e' quello di colmare
tale lacuna agendo lungo tre direzioni: ricerca, insegnamento e
divulgazione. Innanzitutto il gruppo si prefigge di mettere in
contatto i ricercatori che si occupano di queste tematiche al fine di
mettere a sistema le risorse favorendo le collaborazioni e la
diffusione dei risultati. Oltre a sostenere le interazioni tra le
varie discipline e a rafforzare i contatti con i più affermati centri
di ricerca internazionali, il gruppo potra' anche avvalersi delle
sinergie gia' presenti per rendere accessibili le problematiche attuali
e gli argomenti di ricerca alla comunita' matematica
italiana. Accrescere la visibilita' delle attivita' di ricerca
matematica in questo ambito sara' anche prezioso per attrarre
l’interesse e promuovere collaborazioni con altri scienziati in campi
sia teorici che applicativi nonché con potenziali utilizzatori dei
metodi e delle tecniche di Intelligenza Artificiale. In secondo luogo
il gruppo intende promuovere discussioni sul ruolo di questa nuova
disciplina in relazione alla formazione, sia a livello di laurea che
post-laurea, con l’obiettivo di formare matematici ben preparati che
lavorino attivamente su queste tematiche portando risultati originali
a più ambiti matematici. Questa esigenza e' particolarmente sentita sia
nella ricerca che nelle applicazioni, dove i problemi matematici posti
sono di una complessita' tale da richiedere figure ad hoc. Infine il
gruppo intende favorire la disseminazione delle tematiche
dell’Intelligenza Artificiale e del ruolo della matematica al loro
interno presso le scuole e, più in generale, la societa' civile, anche
tenuto conto delle delicate implicazioni di carattere etico, legale e
filosofico che sono connesse con le moderne applicazioni
dell’Intelligenza Artificiale alla vita di tutti i giorni.
In conclusione il gruppo ha tra i suoi principi fondanti
l’armonizzazione di ricerca, didattica e divulgazione intorno a questa
disciplina emergente. Uno strumento per perseguirla e' quello di
mantenere contatti stretti con altre macroaree che se ne occupano, in
particolare l’informatica e la fisica, sia all’interno che oltre
l’ambiente accademico. Questo perché si ritiene fondamentale
l’interazione interdisciplinare sia per i contributi teorici sia per
quelli implementativi ed applicativi, che richiedono un dialogo aperto
con gli esperti dei settori.
Aspetti organizzativi e sociali
L’attivita' del gruppo si concentrera' principalmente sui seguenti aspetti:
a) Organizzazione dell’assemblea annuale del gruppo
b) Organizzazione di seminari periodici, anche in modalita'
telematica: seminari di ricerca, di formazione e di divulgazione.
c) Contribuire all’organizzazione di scuole (dottorato/post-doc) e convegni.
d) Organizzazione del sito web
e) Newsletter (eventualmente integrata nel Notiziario UMI).
f) Indagine conoscitiva allo scopo di individuare i ricercatori italiani
attivi nel settore AI e ML.
g) Contributo al dibattito etico e sociale dell'intelligenza artificiale.