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Seminario di Probabilita, Pisa, Mercoledi 8 marzo, ore 11:00
by Carina Geldhauser 06 Mar '17

06 Mar '17

Annuncio Seminario di Probabilita, Pisa, Dipartmento di Matematica, Universita di Pisa Mercoledi, 8 marzo, ore 11:00, Aula Seminari Seminario di Probabilita SPEAKER 1 (ore 11:00): Francesca R. Nardi, University of Florence TITLE: Metastability for General Dynamics with Rare Transitions: Escape Time and Critical Configurations ABSTRACT: Metastability is an ubiquitous physical phenomenon in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions for Markov chains. For Metropolis chains associated with statistical mechanical systems, this phenomenon has been described in an elegant way through a pathwise approach in terms of the energy landscape associated to the Hamiltonian of the system. In the seminar we will first explain the main results and ideas of this approach and compare it with other existing ones. Then we will provide a similar description in the general rare transitions setup that can be applied to irreversible systems as well. Besides their theoretical content, we believe that our results are a useful tool to approach metastability for non-Metropolis systems such as Probabilistic Cellular Automata. Moreover, we will describe results pertaining to exponential hitting times which range of applicability includes irreversible systems, systems with exponentially growing volumes and systems with a general starting measure. (joint work with Emilio N. M. Cirillo, R. Fernandez, F. Manzo, E. Scoppola and J. Sohier). Dopo una pausa di circa 5min, proseguiamo con SPEAKER 2 (ore 12:00): Valeria De Mattei, Universita di Pisa TITLE: Mean field games with mean field and moderate interactions ABSTRACT: We consider a mean field game where N players interact both inthe cost functionals and in the dynamics. The new feature is that thedynamical interaction is of the so called "moderate" type, intermediatebetween the more classical mean field interaction and a strictly localinteraction. A modification of the classical mean field game scheme ispresented. Convergence to a system of PDEs, the mean field equation forour system, is discussed. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a carina.geldhauser(a)dm.unipi.it <mailto:carina.geldhauser@dm.unipi.it>

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Fwd: [World] Summer school on networks, in Berlin (Aug 21-Sep 1 2017)
by Gustavo Posta 06 Mar '17

06 Mar '17

Begin forwarded message: > From: Cécile Mailler <c.mailler(a)bath.ac.uk> > Date: 06 marzo 2017 12.03.15 GMT+01.00 > Subject: [World] Summer school on networks, in Berlin (Aug 21-Sep 1 2017) > > Dear all, > > This is the first announcement of the summer school on > > Probabilistic and statistical methods for networks > to be held at TU Berlin, 21 August - 1 September 2017. > > The summer school will focus on probabilistic and statistical methods for networks. This is an enormously rich topic that has many connections between branches of mathematics, and applications to many other scientific disciplines. The central theme is randomness that may arise in various forms: it can be used to construct models for networks, to analyse networks using statistical methods, or as part of stochastic processes on networks. One strand of the school will consider the theory of statistical physics models on networks; another strand will develop tools of statistical inference in network data; and a third strand investigates applications such as networks in neuroscience, traffic and telecommunication. > > The School is primarily aimed at graduate students, but also at postdocs, working in applied probability or in one of the application fields with strong probabilistic flavour. > > Speakers: > Shankar Bhamidi (North Carolina) > Benedikt Jahnel (Berlin) > Max Klimm (Berlin) > Peter Mörters (Bath) > Tiago Peixoto (Bath) > Jörg Polzehl / Karsten Tabelow (Berlin) > Klaus Obermayer / Wilhelm Stannat (Berlin) > Lenka Zdeborová (Saclay) > > For further details and registration, see https://www.math-berlin.de/academics/summer-schools/2017/randgraph. > Registration will be open from 1 April 2017 until 31 May 2017. > > The summer school is supported by the EPSRC via the Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa) at the University of Bath, the DFG via the Berlin Mathematical School and by the Weierstrass Institute for Applied Analysis and Stochastics, Berlin. > > Please direct scientific questions about the school to the organisers. > We hope to see you in Berlin at the end of August. > > Best wishes, > > Wolfgang König, koenig(a)wias-berlin.de > Cécile Mailler, c.mailler(a)bath.ac.uk > Marcel Ortgiese, m.ortgiese(a)bath.ac.uk > Matt Roberts, mattiroberts(a)gmail.com > Tim Rogers, t.c.rogers(a)bath.ac.uk > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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International Conference in Venice - CALL FOR PAPERS - DEADLINE May 31, 2017
by Monica Billio 06 Mar '17

06 Mar '17

16^th INTERNATIONAL CONFERENCE CREDIT 2017 */INTEREST RATES, GROWTH and REGULATION /*Venice, Italy 28-29 September 2017 *GRETA Associati *(Venice, Italy), the *European Investment Fund* (Luxembourg) and *Intesa Sanpaolo* (Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 28-29, 2017. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca' Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *sixteenth* of a series dedicated to various aspects of credit risk. Since 2007, the financial crisis has triggered deep changes of various kinds. Central banks have experimented new monetary policies (low interest rates, quantitative easing, forward guidance...). The banking industry has had to develop new asset management strategies and to adjust its credit allocation practices in order to cope with a new environment characterized, in particular, by a prolonged period of very low risk-free returns. Alternatives and complements to commercial banking have continued their progress. Meanwhile, regulatory frameworks have been reshaped all around the world, with the introduction of new requirements or guidelines. All these changes have called for a substantial amount of research to improve the knowledge of the mechanisms at play during the crisis, to design adapted policy tools and to provide a better description of the new economic and financial environment. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * Low interest rates and asset management: emergence of alternative asset classes; changes in banks asset management, repositioning towards wealth management services. * Low interest rates and econometric modelling: Zero Lower Bound; lift off; unconventional monetary policy; default risk; contagion and systemic risk. * Interest rates and alternative financing: venture capital; credit risk in p2p lending/crowdfunding, is there adverse selection? the financing of SMEs; impact on the real economy. * New regulation environment: impact of Basel 4; internal models versus standardized approach; international harmonization; impact of TLAC (total loss absorbent capacity) and IFRS9. The Scientific Committee for the Conference consists of: *Alain Monfort* (CREST-Paris, Programme Chair) *Monica Billio* (Ca' Foscari University of Venice) *Francesca Campolongo* (EU-JRC Unit 'Financial and Economic Analysis') *Helmut Kraemer-Eis* (Head EIF's Research & Market Analysis) *Jan Peter Krahnen* (SAFE - Goethe University) *Steven Ongena* (University of Zurich, SFI & CEPR) *Jean-Paul Renne* (University of Lausanne) *Fulvio Pegoraro* (Bank of France) *Bernd Schwaab* (European Central Bank) CALL FOR PAPERS The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Thomas Philippon *(New York University), *Manju Puri* (Duke University) and *Jean-Paul Renne* (University of Lausanne). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. Those wishing to present a paper at the Conference should submit by *May 31, 2017* to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *July 10, 2017*. The final version of accepted papers must be received by August 31, 2017. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it> Local Organisers: *Davide Alfonsi* (Intesa Sanpaolo), *Monica Billio* (Ca' Foscari University of Venice & GRETA), *Andrea Giacomelli* (Knowshape & GRETA), *Pier Luigi Gilibert* (European Investment Fund) and *Domenico Sartore* (Ca' Foscari University of Venice & GRETA) IMPORTANT DATES May 31, 2017: Papers submission deadline July 10, 2017: Paper acceptance notification August 31, 2017: Deadline for sending final version of accepted papers More detailed information available on the Conference website: http://www.greta.it/credit/credit2017/credit2017.htm <http://www.greta.it/credit/credit2017/credit2017.htm>

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Seminario C. Ceci a Padova: cambio data e ora
by Giorgia Callegaro 06 Mar '17

06 Mar '17

Carissimi, mi scuso con i non interessati e scrivo per comunicarvi che il seminario della Prof.ssa Claudia Ceci (Università di Chieti-Pescara), dal titolo Credit derivatives and unit-linked life insurance contracts: optimal hedging in partially observable market models avrà luogo, diversamente da quanto indicato in una mia precedente mail, il giorno martedì *14 marzo *2017 alle ore *16.30* presso il Dipartimento di Matematica dell'Universita' di Padova, via Trieste 63, aula 2BC30 (secondo piano). Grazie per l'attenzione, saluti a tutti, Giorgia Callegaro -- Giorgia Callegaro Assistant 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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Reminder -- First Italian Meeting on Probability and Mathematical Stastistics
by Federico Polito 04 Mar '17

04 Mar '17

*First Italian Meeting on Probability and Mathematical Statistics* *June 19-22, 2017, Torino, Italy* *Reminder* Website: http://calvino.polito.it/~probstat/torino2017/ The conference website is now updated with the latest available information. Please visit it for more details. *::..* Note that the registration is still open. *Deadline for registration: March 31, 2017* *..::* We are looking forward to meeting you in Torino next June. On behalf of the Organizing Committee, Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: fpolito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Seminario Claudia Ceci a Padova
by Giorgia Callegaro 03 Mar '17

03 Mar '17

Carissimi, il giorno lunedì 13 marzo 2017 alle ore 12.30 presso il Dipartimento di Matematica dell'Universita' di Padova, via Trieste 63, aula 2BC30 (secondo piano), la Prof.ssa Claudia Ceci dell'Università di Chieti-Pescara, terrà un seminario dal titolo Credit derivatives and unit-linked life insurance contracts: optimal hedging in partially observable market models Siete tutti benvenuti! Saluti a tutti, Giorgia Callegaro -- Giorgia Callegaro Assistant 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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Fwd: Fwd: Rutgers meeting on math-finance, probability, and pdes (fwd)
by Cecilia Mancini 02 Mar '17

02 Mar '17

-------- Messaggio Inoltrato -------- Oggetto: Fwd: Rutgers meeting on math-finance, probability, and pdes (fwd) Data: Thu, 2 Mar 2017 17:23:04 +0100 (CET) Mittente: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Date: Thu, 2 Mar 2017 10:44:51 -0500 From: Kasper Larsen <kasperl2andrew.cmu.edu(a)gmail.com> Subject: Rutgers meeting on math-finance, probability, and pdes To: Dear friends and colleagues: We are organizing a meeting on mathematical finance, probability theory, and partial differential equations to be held at Rutgers University, New Brunswick, May 17-19, 2017. We are hoping that you can help spread the word through your network. You can find more information here: http://finmath.rutgers.edu/partial-differential-equations-conference The conference seeks to encourage and promote early-career mathematicians: The conference schedule will allow for several contributed talks without parallel sessions. We have limited financial support available from NSF for junior US-located researchers (including graduate students, post docs, and tenure tracks). Priority for travel funding will be given to presenters who are graduate students, other junior mathematicians, and those from underrepresented groups. You can submit requests (for a presentation slot and/or funding) through the above conference webpage. Feel free to forward this email to other interested parties. We hope to see you! On behalf of the organizers, Kasper -- Cheers, Kasper Larsen Associate Professor Dept. of Mathematical Sciences Carnegie Mellon University http://www.math.cmu.edu/math/faculty/larsen.html ----- End forwarded message -----

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Seminario Nien-Lin Liu (Ritsumeikan University, Japan) a Firenze, 6/3/2017
by Cecilia Mancini 02 Mar '17

02 Mar '17

Nell'ambito del ciclo di seminari del Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Universita' di Firenze, la prossima settimana si terrà il seguente seminario: Lunedì 6 Marzo 2017 (D6/Aula Bracco) ore 14.00: Nien-Lin Liu (Ritsumeikan University, Japan) "Fourier-Malliavin estimators based on discrete measures" Tutti gli interessati sono cordialmente invitati a partecipare. La lista dei seminari Disei è raggiungibile al seguente indirizzo: http://www.disei.unifi.it/vp-104-seminari.html

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Postdoctoral position at BCAM, Bilbao
by Enrico Scalas 02 Mar '17

02 Mar '17

Car* collegh*, Vi prego di diffondere il seguente annuncio alle persone potenzialmente interessate. Non ho inserito il documento con la descrizione del profilo richiesto, ma lo si puo' trovare a: http://www.bcamath.org/documentos_public/archivos/ofertas/BCAM17-PostDoc_Pr… Cordiali saluti, Enrico Scalas Professor of Statistics and Probability Head of Department, Mathematics University of Sussex, UK -- *Dear Colleagues,* *The Basque Centre for Applied Mathematics (BCAM <http://www.bcamath.org/en/>) opened the position <http://www.bcamath.org/en/research/job/ic2016-winter-postdoctoral-fellowshi…> of Postdoctoral Fellow in Modelling and Simulation in Life and Materials Sciences (MSLMS) group*. The selected candidate will work on Bayesian analysis with Hamiltonian Monte Carlo methods in biomedical applications under the supervision of Elena Akhmatskaya <http://www.bcamath.org/en/people/eakhmatskaya> in collaboration with the members of MSLMS <http://www.bcamath.org/en/research/lines/MSLMS> as well as the Researchers in the Joint BioEnergy Institute (JBEI <https://www.jbei.org/>), US DOE, and the Brest Cancer Stem Cells Lab at CIC <http://www.cicbiogune.es/center/about>bioGUNE <http://www.cicbiogune.es/center/about>. The applications of interest include metabolic flux analysis and drug sensitivity prediction. The Hamiltonian Monte Carlo (HMC) and the Mix & Match HMC <https://bird.bcamath.org/handle/20.500.11824/323> implemented in BCAM in-house software HaiCS (*Ha*miltonians *i*n *C*omputational *S*tatistics) will be used as primary sampling tools in Bayesian analysis and developed further. The full description of the position is provided in the attached file. I will highly appreciate if you could distribute this announcement among your colleagues. Many thanks, Best Regards, Elena. Elena Akhmatskaya Ikerbasque Professor Group Leader BCAM - Basque Center for Applied Mathematics Mazarredo 14. 48009 Bilbao, Basque Country, Spain Tel.: +34 946 567 842 <+34%20946%2056%2078%2042> Fax: +34 946 567 843 <+34%20946%2056%2078%2043> e-mail: akhmatskaya(a)bcamath.org Web: www.bcamath.org/en/people/akhmatskaya

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Lecturer Position at Leeds - deadline 6 March
by Elena Issoglio 02 Mar '17

02 Mar '17

Dear Colleagues this is to announce that a Lecturer Position in Financial/Actuarial Mathematics is currently being advertised at the University of Leeds. Note that the deadline for applications is very soon, *Monday 6 March*. Previous research experience in financial mathematics is *not* essential. School/Institute: School of Mathematics, University of Leeds Position: Permanent Lecturer, grade 8 Salary: £39,324 to £46,924 p.a. Closing Date: Monday 06 March 2017 For more info and to apply online, please visit https://jobs.leeds.ac.uk/vacancy.aspx?ref=MAPMA1052 Best wishes, Elena Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

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