Please circulate among interested students and/or colleagues,
apologies for cross-postings.
-----------------------------------------------
Dear all,
please find here below details for a call for one PhD position in
Computational Mathematics, under the direction of prof. Tiziano Vargiolu,
on the theme "Optimal dispatching in intraday electricity market when
storage is possible". The research activity will be conducted in
collaboration with Phinergy Srl, under the industrial direction of Dr.
Enrico Edoli, where the candidate will spend 6 months of the PhD period.
The call is available on
https://www.unipd.it/en/phd-scholarships-funded-pnrr
where you can find:
- the official call;
- the "appendix" (details on the specific position at page 90);
- templates for CV and research projects;
- instructions.
Though the official deadline is August, 4, candidates are
encouraged to contact the scientific responsible (vargiolu(a)math.unipd.it)
well in advance in order to finalize the research project, which will have
to be validated a posteriori by him.
Please circulate among all who can be interested.
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
--------------------------------------------------------------------------
Ricevo e inoltro.
Saluti,
Elisabetta
---------- Forwarded message ---------
From: Sarah Penington <00006d8c8aa1e268-dmarc-request(a)jiscmail.ac.uk>
Date: Tue, Jul 5, 2022 at 4:25 PM
Subject: postdoc in Bath
To: <APPLIEDPROB(a)jiscmail.ac.uk>
Dear all,
I am hiring a postdoc, for around 20 months, starting as soon as possible.
The project will involve either branching processes with interactions or
spatial population models.
The advert is here:
https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9563
The closing date is 28th July.
Please pass this on to anyone who might be interested.
Apologies if you receive this message more than once.
Best wishes,
Sarah
------------------------------
To unsubscribe from the APPLIEDPROB list, click the following link:
https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1
Dear all,
the 8th International Conference on Mathematical Neuroscience (ICMNC) is quickly approaching. The conference will take place in a virtual format, via Zoom, from the 6th of July to the 8th of July 2022.
The conference will start at 2pm (CEST) each day, and features 3 plenary sessions, 6 minisymposia, and 3 microtalk sessions. In the microtalk sessions, presenters will give a one-slide presentation, followed by an opportunity to discuss in breakout rooms. There will also be a special session on Thursday to discuss the future of ICMNS conferences, and you are invited to take part and give your ideas for future events.
The final programme can be found on our website:
https://www.danieleavitabile.com/icmns2022digital
We remind you that the conference is free of charge, but registration through the website is mandatory. Registered participants will receive links to the Zoom meetings in a booklet, which we plan to circulate a few hours prior to the conference.
Please consider subscribing to the ICMNS Digital YouTube channel below, where all talks will be live-streamed and later uploaded:
https://www.youtube.com/channel/UCXClLvVl35uBrYIgN8dOZsw
We look forward to seeing you on July 6th!
The Organising Committee
Daniele Avitabile (Vrije Universiteit Amsterdam, The Netherlands)
Áine Byrne (University College Dublin, Ireland)
Massimiliano Tamborrino (University of Warwick, UK)
Etienne Tanré (Inria centre at Université Côte d’Azur, France)
Dear colleagues,
I am forwarding the following announcement:
At the University of Agder (Kristiansand, Norway) in the group of Torstein
Nilssen, there is an opening for a PhD student from fall this year. The
topic is located at the intersection of stochastic analysis of partial
differential equations and differential geometry (in the guise of geometric
hydrodynamics). The position is for three years (without teaching, can be
extended to 4 years with teaching).
For more information see:
https://www.jobbnorge.no/en/available-jobs/job/226272/phd-research-fellow-i…
Best regards
Mario Maurelli
Dear all,
you're invited to the next seminar in Probability and Finance, that will
take place next Tuesday, at 2.30 pm, in hybrid mode at the Math Dept of the
University of Padova.
More details:
* *Speaker*: *Elisa Alos (UPF Barcelona)*
* *Date and time*: 5th July 2022, 2.30pm
* *Room (Torre Archimede)*: 2BC30
* *Zoom link*: please find it here
https://www.math.unipd.it/~bianchi/seminari/
* *Title*: *Stochastic volatility models: A Malliavin calculus approach*
* *Abstract*: In this talk, we review some properties of stochastic
volatility models via Malliavin calculus. We discuss the skew and curvature
of the implied volatility for both vanilla and forward start options, for
different kinds of models as stochastic, local, and rough volatility
models. We also discuss the properties of the implied volatility of
volatility derivatives as options on the VIX. In particular, we see for
which models the VIX skew is positive.
Best,
Giorgia Callegaro
--
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
Dear all,
we wish to advertise a course held by Prof. Yuliya Mishura, at PhD
level (12 hours), on stochastic differential equations driven by
fractional Brownian motion:
https://www.math.unipd.it/~dottmath/corsi2022/Mishura.pdf
If you are interested to attend (also online), the registration is
free but mandatory for organization reasons (space in the room, Zoom link,
etc.)
https://prev-www.math.unipd.it/userlist/subscribe/?idlist=559
For those who will follow from remote, the Zoom link will be sent
to the emails collected by the form above, on Friday, July 8, morning.
Please feel free to circulate this email among interested
scholars.
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
--------------------------------------------------------------------------
UNIVERSITA' DI SALERNO
Dipartimento di Matematica
AVVISO DI SEMINARIO
Venerdì 1 luglio 2022 alle ore 15:00 nell'aula F3, edificio F2, piano
terra, si terrà il seguente seminario in presenza e online (su Teams):
Prof. *Sergei Fedotov, *Department of Mathematics, The University of
Manchester, UK
*Lévy walk dynamics and persistent random walks with alternating
velocities in biology and physics*
link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_YWZiZTY4ZGYtY2IyZS00…
Gli interessati sono cordialmente invitati a partecipare.
Cordiali saluti,
Barbara Martinucci
The Department of Economics and Management of the University of Florence
invites applications for 1- year fellowship in the area of Mathematics
Applied to Financial and Actuarial Sciences
(SSD SECS-S/06)
*Title: "Model validation and risk** analysis for beekeepers weather
indexed insurance**"*
Description: The research activity will be conducted within a research
project focused on the construction of weather indexed insurance policies.
The specific task of the researcher is the model validation and the risk
analysis.
*Deadline : 4 July *
Here is the call
https://titulus.unifi.it/albo/viewer?view=files%2F004557128-UNFICLE-e2ae0c7…
Dear Colleagues,
I am pleased to invite you to the following seminar in Quantitative Finance
by Lorenzo Schoenleber (CCA), which will take place at Collegio Carlo
Alberto (Torino) and online at the Zoom link below on Monday, June 27th,
12.00.
Best regards,
Luca Regis
Speaker: Lorenzo Schoenleber (CCA)
Title: Manoeuvring and Investing in Yield Farms
Abstract: This paper is about Yield Farming which denotes a DeFi strategy
of seeking rewards in the form of transaction fees by depositing tokens
into a decentralized application. We demystify the investment process and
quantify transaction costs, returns, and risks using historical data from a
major DEX. We reveal the economic mechanisms providing a mathematical
(optimization) framework which resembles the yield farming investment
process including the direct modeling of returns, transaction costs, and
sources of risk.
Join Zoom Meeting
https://us02web.zoom.us/j/84470949996?pwd=MnNoU3YwMHRmTmc4eWRycmZLQ0lRUT09
Meeting ID: 844 7094 9996
Passcode: 884334