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Selection announcement for the awarding of a research grant - Deadlne August 9, 2018
by Patrizia Piacentini - PhD 11 Jul '18

11 Jul '18

The Department of Statistical Sciences of the University of Padova, www.stat.unipd.it, announces the opening of a selection to award a 24 months research grant for innovative and excellent research projects proposed by young independent scholars within the framework of the Project of Excellence “Statistical methods and models for complex data”. The Department of Statistical Sciences is a department of excellence whose project “Statistical methods and models for complex data” has been financed by the Ministry of Education, Universities and Research (MIUR) at the beginning of 2018. The project will last for five years, from 2018 to 2022, and details on the project activities are available at this link http://www.stat.unipd.it/bandi . In particular, the Project of Excellence (PE) purpose is to develop novel skills for the analysis of complex data, according to the following progress lines: a) To the overcoming of deficiencies of the current statistical methods and models for data characterized by various forms of complexity; b) To meet the growing demand for solutions to complex problems in various application fields by developing and/or using innovative statistical tools, specifically designed to tackle the specific aspects of application fields and of data they might generate; c) To develop strategies for the management of novel data types as, for instance, those emerging from the contemporaneous presence of various elements of complexity; d) To contribute to the definition of general approaches for inference on complex data of different origin, that will become the methodological infrastructure for the developments of modelling, forecasting and classification strategies. The new position builds on the project “Statistical models for complex data” and the selected candidate will be involved in the development of the project activities. In the evaluation of the research proposals, adherence to the project topics is a necessary requirement. The candidates must be PhD graduates with at least one year of post-doctoral research experiences in Italian or international research institutes of recognized scientific quality. Candidates must have their degree by the selection announcement deadline and the PhD program in which they have been enrolled should have lasted for at least three years. For additional details on the requirements, limits, exclusions and further rules governing the selection, see http://www.stat.unipd.it/bandi. The research grant has an annual gross amount of 28.500 Euro covered by the Project of Excellence financial resources, is issued in accordance with the current Regulations Governing Research Grant Awards. The research has to be conducted at the Department of Statistical Sciences. In addition, the winning projects will be provided with financial contribution towards research expenses with an amount of 4000 Euro (for missions, translations and language revisions, durable materials). For further details on the call, the application procedure, and other formal requirements, see http://www.stat.unipd.it/bandi.

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Avviso di Seminario: Prof. Orsingher
by Enrica Pirozzi 10 Jul '18

10 Jul '18

AVVISO di SEMINARIO Meander, excursion and last passage time of Brownian motion with drift Prof. Enzo Orsingher Dipartimento di Scienze Statistiche, Università La Sapienza, Roma Abstract: In this talk a generalized Brownian meander with drift is considered. The weak limit is studied and the tightness conditions investigated when the initial position converges to the lower bound of the meander. The maximal distribution is obtained and generalizes the distribution of the maximum of the driftless meander. We obtain a representation of the meander involving the last return to zero of the Brownian motion. In the same spirit also the excursion of the Brownian motion with drift is examined and its maximal distribution discussed. Il seminario si terrà il giorno 13 Luglio 2018 ore 12:30 nella Aula E terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Enrica Pirozzi -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI --- Dona il 5 per mille all'Università Federico II per sostenere studenti e ricercatori Codice Fiscale Università degli Studi di Napoli Federico II 00876220633

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CONFERENCE: Bayesian learning theory for complex data modelling
by Matteo IACOPINI 09 Jul '18

09 Jul '18

**** Apologies for cross postings **** Dear all, The second edition of the Italian French statistics seminar will be held in *Grenoble* on *6-7 September 2018*. This year the theme of the workshop will be “Bayesian learning theory for complex data modelling”. The workshop will give to young statisticians the opportunity to learn from and interact with highly qualified senior researchers in probability, theoretical and applied statistics, with a particular focus on Bayesian methods. There will be two junior sessions and a poster session with a call for abstract open until July 15. A particular focus will be given to researchers in the early stage of their career, or currently studying for a PhD, MSc or BSc. The junior session is supported by ISBA through travel awards. Keynote speakers • Nicolas Chopin, ENSAE, France • Arnoldo Frigessi, University of Oslo, Norway • Antonio Lijoi, University Bocconi, Milan, Italy • Sonia Petrone, University Bocconi, Milan, Italy Important Dates • July 15, 2018: Deadline for submissions • end of July, 2018: Notification on abstract acceptance • August 24, 2018: Registration closes Notice that the registration is free but mandatory. More details and to register: https://sites.google.com/view/bigworkshop/ <https://sites.google.com/view/bigworkshop/> For any questions, please send an e-mail to: Marta Crispino (marta.crispino(a)inria.fr <mailto:marta.crispino@inria.fr>) Julyan Arbel (julyan.arbel(a)inria.fr <mailto:julyan.arbel@inria.fr>) Matteo Iacopini (matteo.iacopini(a)unive.it <mailto:matteo.iacopini@unive.it>) Best, Marta Crispino, Julyan Arbel and Matteo Iacopini -- Nota automatica aggiunta dal sistema di posta.

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CONFERENCE: Bayesian learning theory for complex data modelling
by Matteo IACOPINI 07 Jul '18

07 Jul '18

**** Apologies for cross postings **** Dear all, The second edition of the Italian French statistics seminar will be held in *Grenoble* on *6-7 September 2018*. This year the theme of the workshop will be “Bayesian learning theory for complex data modelling”. The workshop will give to young statisticians the opportunity to learn from and interact with highly qualified senior researchers in probability, theoretical and applied statistics, with a particular focus on Bayesian methods. There will be two junior sessions and a poster session with a call for abstract open until July 15. A particular focus will be given to researchers in the early stage of their career, or currently studying for a PhD, MSc or BSc. The junior session is supported by ISBA through travel awards. Keynote speakers • Nicolas Chopin, ENSAE, France • Arnoldo Frigessi, University of Oslo, Norway • Antonio Lijoi, University Bocconi, Milan, Italy • Sonia Petrone, University Bocconi, Milan, Italy Important Dates • July 15, 2018: Deadline for submissions • end of July, 2018: Notification on abstract acceptance • August 24, 2018: Registration closes Notice that the registration is free but mandatory. More details and to register: https://sites.google.com/view/bigworkshop/ <https://sites.google.com/view/bigworkshop/> For any questions, please send an e-mail to: Marta Crispino (marta.crispino(a)inria.fr <mailto:marta.crispino@inria.fr>) Julyan Arbel (julyan.arbel(a)inria.fr <mailto:julyan.arbel@inria.fr>) Matteo Iacopini (matteo.iacopini(a)unive.it <mailto:matteo.iacopini@unive.it>) Best, Marta Crispino, Julyan Arbel and Matteo Iacopini -- Nota automatica aggiunta dal sistema di posta.

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announcement of vacancy (PhD position and postdoc)
by Daniela De Canditiis 07 Jul '18

07 Jul '18

Please find attached the announcement of a PhD position as well as a postdoctoral position available in Belgium -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 http://www.iac.rm.cnr.it/~danielad/

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concorso per un posto RTDB a Milano Statale - MAT/06
by Marco Alessandro Fuhrman 06 Jul '18

06 Jul '18

Presso l'Università degli Studi di Milano (Statale) è stato bandito un posto RTDB nel settore MAT/06 - Probabilità e Statistica Matematica. Il bando si trova alla pagina http://www.unimi.it/ateneo/valcomp/94001.htm (codice concorso: 3905; avviso pubblicato sulla G.U. 52 del 3 luglio 2018) La scadenza per la presentazione delle domande è il 3 agosto 2018 ore 12:00. Si prega di dare la massima diffusione presso tutti gli interessati. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Extended Deadline: DEF Call for Papers – Special Issue on “Quantitative developments in financial volatility - theory and practice"
by Maria Elvira Mancino 05 Jul '18

05 Jul '18

Dear colleagues and friends, We are delighted to inform that the journal of Decisions in Economics and Finance, the official publication vehicle of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), is now calling for papers for its special issue on "QUANTITATIVE DEVELOPMENTS IN FINANCIAL VOLATILITY - THEORY AND PRACTICE" _NEW DEADLINE 31TH AUGUST, 2018_ For more details, please visit the journal's webpage at https://www.springer.com/economics/economic+theory/journal/10203?detailsPag… Accepted papers will be published online individually prior to the final print publication. Please address all your inquiries concerning the submission to the special issue directly to us. We apologize if you receive the same email multiple times. Please kindly help us forward the call to your colleagues. We look forward to receiving your submissions. With best regards, Special issue co-editors Elisa Alos, Maria Elvira Mancino, and Tai-Ho Wang Decisions in Economics and Finance

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Seminario di P. Pigato a Milano-Bicocca (13 luglio 2018)
by Francesco Caravenna 04 Jul '18

04 Jul '18

Venerdì 13 luglio alle ore 14:30 Paolo Pigato (WIAS Berlin) terrà un seminario dal titolo "Asymptotic analysis of rough volatility models" Aula 3014, Dipartimento di Matematica e Applicazioni (edificio U5, terzo piano, via Cozzi 55, Milano) Università di Milano-Bicocca Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: We will review some general facts on implied volatility and how they motivate the usage of rough (fractional) stochastic volatility models in finance, in particular from the point of view of pricing. We will discuss some recent results and ongoing projects on the short-time asymptotic behaviour of option prices and implied volatility under such models. %%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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mini-corso di Functional Statistics - Prof. Aldo Goia
by Emanuela Rosazza 03 Jul '18

03 Jul '18

Nell’ambito del Dottorato in Statistica e Finanza Matematica, il Prof. Aldo Goia (Università del Piemonte Orientale) terrà un mini-corso di dottorato su Functional Statistics Il calendario delle lezioni è il seguente: Martedì 10 luglio – ore 14-17 Giovedì 12 luglio – ore 14-17 Location: Aula Seminari 2062 del DISMEQ – Università di Milano-Bicocca – U7 – secondo piano La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. Cordiali saluti, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Call for Assistant Professor in Florence, deadline 5 of July
by Cecilia Mancini 03 Jul '18

03 Jul '18

Dear all, I ask you to forward this news to potentially interested candidates, thank you, best regards, Cecilia My Department in Florence, the Department of Management and Economics, is issuing a contract for Assistant Professor named RTD-B RTD-B is a Senior (Tenure-Track) Assistant Professor for three years. Subject to evaluation, the position will be converted in a tenured Associate Professorship. Applicants for this position must have at least three years of experience after PhD completion, and an already established research record. The initial gross salary is around 38k Euros per year Deadline: 5/7/2018 at 1 pm, the application has to be submitted on line The call is at https://www.unifi.it/p11366.html Unfortunately my university at moment only issues calls in Italian. If somene interested has problems to understand the call can write me I apologize for possible multiple postings

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