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Bruti Liberati Prize
by Daniele Marazzina 11 Oct '20

11 Oct '20

Con preghiera di diffusione The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the 2020 Nicola Bruti Liberati Prize for the best doctoral thesis defended in 2019-2020 in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance. Applications must be sent no later than February 1, 2021. For details: https://www.qfinlab.polimi.it/bruti-liberati-prize/

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Pisa Online Seminars - Mauro Mariani and Marielle Simon (Tuesday, Oct. 13 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 09 Oct '20

09 Oct '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Join Microsoft Teams Meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> <https://aka.ms/JoinTeamsMeeting> Best regards, Giacomo <https://aka.ms/JoinTeamsMeeting> Tuesday, Oct. 13, 14:00 Speaker: Mauro Mariani Title: Quasi-invariant measures for a model of evolutionary biology Abstract: I will discuss a class of random models for the genetic evolution of a population of individuals with asexual reproduction. Formally, this is a diffusion process on an infinite-dimensional simplex. subject to absorption. It has been largely investigated in the past, both numerically and analytically as a model for the Muller's ratchet. We prove the existence and uniqueness of quasi-invariant measures describing the long-time behavior of the genetic distribution of the population, conditioned to non-extinction. The seminar is mostly based on https://arxiv.org/abs/2007.14715 Tuesday, Oct. 13, 15:00 Speaker: Marielle Simon Title: Hydrodynamic limit for a facilitated exclusion process Abstract: In this talk we will be interested in a one-dimensional exclusion process subject to strong kinetic constraints, which belongs to the class of cooperative kinetically constrained lattice gases. More precisely, its stochastic short range interaction exhibits a continuous phase transition to an absorbing state at a critical value of the particle density. We will see that the macroscopic behavior of this microscopic dynamics, under periodic boundary conditions and diffusive time scaling, is ruled by a non-linear PDE belonging to free boundary problems (or Stefan problems). One of the ingredients is to show that the system typically reaches an ergodic component in subdiffusive time. Based on joint works with O. Blondel, C. Erignoux and M. Sasada

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Aggiornamento: il Seminario di Probabilita' di Roma Tre del 12-10-2020 (Thomas Finn) si terra' in modalita' Mista
by Alexandre Stauffer 09 Oct '20

09 Oct '20

SEMINARIO Probabilita' Thomas Finn (University of Bath) Titolo: Non-equilibrium multi-scale analysis and coexistence in competing first passage percolation Lunedi' 12 Ottobre 2020 ORE 14:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We consider a natural random growth process with competition on Z^d called first passage percolation in a hostile environment (FPPHE), in which two processes compete for the occupancy of sites. The first starts at the origin and spreads through the edges of Z^d at rate 1, while the second is initially dormant in seeds, which are distributed as a product of Bernoulli random variables of parameter p on Z^d, and grows from a seed at rate lambda>0 once either process attempts to occupy that seed. Depending on the value of p and lamba, the model observes a rich behaviour with multiple phase transitions. We prove that there is a coexistence phase in which both processes occupy a positive density of sites, which is a stark contrast to the behaviour of other competition models on Z^d. In studying FPPHE, we introduce a novel approach to multi-scale analysis that can be used to analyse processes with non-equilibrium dynamics. Indeed, FPPHE lacks both equilibrium dynamics and monotonicity (adding a seed could benefit the first process), preventing the use of a more standard multi-scale approach. In this talk, we outline our main results for FPPHE and provide an overview for how this new multi-scale approach can be applied. Il seminario si svolgera' in modalita' MISTA: IN PRESENZA: presso l'aula 211, palazzina C di Largo San Leonardo Murialdo 1. La capienza massima dell'aula e' di circa 10 persone; preghiamo chi intenda partecipare in presenza di scrivere un messaggio a astauffer(a)mat.uniroma3.it DA REMOTO: Per partecipare al seminario cliccare sul seguente link https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTk4MzI5MzktY2EzNS00…

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Inaugural David G. Kendall Award: Call for Nominations
by Antonio DI CRESCENZO 07 Oct '20

07 Oct '20

---------- Forwarded message --------- Da: International Statistical Institute <info(a)isi-web.org> View online <https://mailings.isi-web.org/?nltr=NjY7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…> Inaugural David G. Kendall Award: Call for nominations The award committee invites nominations for the Bernoulli Society-Royal Statistical Society David G Kendall Award for Young Researchers. The award is open to those who obtained their PhD after January 1st 2013 (with extensions for disruptions to the candidate’s work available at the committee’s discretion). This new prize for an excellent young researcher will be awarded every two years. The subject will alternate between probability and mathematical statistics. The inaugural award, to be made in Summer 2021, is dedicated to probability theory. The name of the prize honours David G Kendall, who was the first president of the Bernoulli Society and was awarded the RSS Guy Medal in Gold in 1981. The prize will be presented at either a Bernoulli Society conference (typically the Bernoulli-IMS World Congress or the ISI-WSC) or RSS conference (as specified by the applicant). The prize consists of a certificate and the award of €2,000 to cover the expenses of attendance at the conference. Nominations should be communicated to the award committee through grg(a)statslab.cam.ac.uk and be signed by two members of the BS or the RSS. They must include the name, affiliation, and brief curriculum vitae (including a list of publications) of the nominee, a statement of no more than 100 words summarizing the case for nomination, a list of the best 3 articles, and a review of no more than 2 pages of the nominee's research contributions. Award Committee - Geoffrey Grimmett (Cambridge University and Heilbronn Institute) - Saul Jacka (University of Warwick and Alan Turing Institute) - Gesine Reinert (Oxford University and Alan Turing Institute) - Ruth Williams (University of California, San Diego) *Deadline for nominations:* *Sunday 31 January 2021* More details <https://mailings.isi-web.org/?nltr=NjY7NDg3ODtodHRwOi8vd3d3LmJlcm5vdWxsaS1z…> on the prize. <https://mailings.isi-web.org/?nltr=NjY7NDg3ODtodHRwczovL21haWxpbmdzLmlzaS13…>

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Fwd: Open positions for PhD studies at the Faculty of Mathematics at Bielefeld University
by Marco Romito 06 Oct '20

06 Oct '20

-------- Forwarded Message -------- Subject: Open positions for PhD studies at the Faculty of Mathematics at Bielefeld University Date: Mon, 5 Oct 2020 12:59:06 +0200 From: Benjamin Gess <benjamin.gess(a)gmail.com> To: marco.romito(a)unipi.it Dear Marco, there are currently still some open positions for PhD studies at the Faculty of Mathematics at Bielefeld University. The positions (TV-L E13 75%) are funded by the German Research Foundation with a net income of approximately 2000 EUR per month. If you know of any prospective PhD students please feel free to pass on this information. Applications are accepted at any time from now on until all positions have been filled. The education and research program is carried out within the German–Korean International Research Training Group (IRTG) 2235. The IRTG concentrates on advanced techniques from Analysis including Geometric, Stochastic and Numerical Analysis together with latest developments in neighboring fields such as Mathematical Physics, Machine Learning and Probability Theory. Applications by female candidates are particularly welcome. More information can be found here: https://irtg.math.uni-bielefeld.de/doctoral_positions/open2020 Best wishes, Ben and Michael

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Seminario di Thomas Finn a Roma Tre il 12 ottobre alle 14:00
by Pietro Caputo 05 Oct '20

05 Oct '20

Title: Non-equilibrium multi-scale analysis and coexistence in competing first passage percolation Speaker: Thomas Finn (University of Bath) Lunedi' 12 Ottobre 2020 ORE 14:00 Dipartimento di Matematica e Fisica Università degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We consider a natural random growth process with competition on Z^d called first passage percolation in a hostile environment (FPPHE), in which two processes compete for the occupancy of sites. The first starts at the origin and spreads through the edges of Z^d at rate 1, while the second is initially dormant in seeds, which are distributed as a product of Bernoulli random variables of parameter p on Z^d, and grows from a seed at rate lambda>0 once either process attempts to occupy that seed. Depending on the value of p and lamba, the model observes a rich behaviour with multiple phase transitions. We prove that there is a coexistence phase in which both processes occupy a positive density of sites, which is a stark contrast to the behaviour of other competition models on Z^d. In studying FPPHE, we introduce a novel approach to multi-scale analysis that can be used to analyse processes with non-equilibrium dynamics. Indeed, FPPHE lacks both equilibrium dynamics and monotonicity (adding a seed could benefit the first process), preventing the use of a more standard multi-scale approach. In this talk, we outline our main results for FPPHE and provide an overview for how this new multi-scale approach can be applied.

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Online seminar Krishna Dasaratha
by Marco Scarsini 02 Oct '20

02 Oct '20

Thursday 8 October, h 17:00 *Krishna Dasaratha**,* Harvard University Innovation and Strategic Network Formation <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgAESAUAAQxOVgFdBQs> Discussants: Leonie Baumann and Eduard Talamàs Click here to access the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgYHSAUAAQxOVgFdBQs> The paper can be found here: https://arxiv.org/abs/1911.06872 Information about future seminars can be found here: https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [owps] One World Probability Seminar Thursday October 1, 2020
by Francesco Caravenna 30 Sep '20

30 Sep '20

---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 30 set 2020 alle ore 09:03 Subject: [owps] One World Probability Seminar Thursday October 1, 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday October 1, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC) ------------------------------------------------ (14:00-15:00 UTC) Rongfeng Sun (National University of Singapore): Scaling limits of disorder relevant systems. Abstract: In this talk, I will give an overview of continuum and weak disorder scaling limits of statistical mechanics systems which are disorder relevant, that is, disorder perturbations of an underlying pure system that alter its large scale behaviour, however small is the perturbation. Examples include the directed polymer model in dimension 1, the disordered pinning model, and the random field perturbation of the critical two-dimensional Ising model. (15:00-16:00 UTC) Adam Bowditch (University College Dublin): The two-dimensional continuum random field Ising model. Abstract: The critical two-dimensional Ising model with random field perturbation acting as site disorder is a well known example of a disorder relevant system. If the disorder strength is suitably weakened as the lattice mesh is refined then the model admits a continuum scaling limit. I will discuss this procedure and compare the continuum model with and without the random field perturbation. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It is can also be directly access through the link below: https://impa-br.zoom.us/j/96846977028?pwd=QVFpcUVkSFpNQnFjZXhoMWJzWEhaQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team

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3rd Asset Pricing Conference by LTI@UniTO - October 6th 2020 13.150-18.30 correct registration link
by Luca Regis 29 Sep '20

29 Sep '20

Apologies for re-posting, the previous announcement contained an incorrect link. ----------------------------------- Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the *3rd Asset Pricing Conference by **LTI@UniTO*. This one-day online conference on October 6, 2020 hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry. The conference will take place on the zoom platform on* October 6th, 13:50-18:30*. Please register here: https://3rdassetpricingconference.eventbrite.it Conference Program 13:50 *Welcome* 14:00 E. Luciano (UniTo/CCA) “Risk aversion of insurance companies and Covid-19 effects” Discussant: I. Cooper (LBS) 14:40 P. Meanhout (INSEAD) “Generalized Robustness and Dynamic Pessimism” Discussant: P. Guasoni (Dublin) 15:30 C. Schlag (Goethe) “Non-substitutable consumption growth risk” Discussant: F. Trojani (Geneva/SFI) 16:10 J. Penasse (Luxembourg) “Understanding Alpha Decay” Discussant: G. Vilkov (Frankfurt School) *Short break* 17:00 J. Detemple (Boston) “Asset Prices and Pandemics” Discussant: B. Dumas (INSEAD) 17:40 M. Croce (Bocconi) *TBA*Discussant: A. Mele (USI/SFI) 18:20 *Farewell* Conference website: https://www.carloalberto.org/event/lti-3rd-asset-pricing-conference Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torinosites.google.com/view/lucaregis Office: +39 011 670 6065www.carloalberto.org/lti

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3rd Asset Pricing Conference by LTI@UniTO, October 6 h. 13.50-18.30
by Luca Regis 29 Sep '20

29 Sep '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the *3rd Asset Pricing Conference by **LTI@UniTO*. This one-day online conference on*October 6, 2020*hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. The current edition devotes particular attention to the impact of the Covid-19 pandemic on the financial markets and industry. The conference will take place on the zoom platform on*October 6th, 13:50-18:30*. Please register here: https://3rdassetpricingconference.eventbrite.it <https://ltiwebinar15july.eventbrite.it/> *Conference Program* 13:50/Welcome/ 14:00 E. Luciano (UniTo/CCA) *“Risk aversion of insurance companies and Covid-19 effects” *Discussant: I. Cooper (LBS) 14:40 P. Meanhout (INSEAD)*“Generalized Robustness and Dynamic Pessimism” *Discussant: P. Guasoni (Dublin) 15:30 C. Schlag (Goethe)*“Non-substitutable consumption growth risk” *Discussant: F. Trojani (Geneva/SFI) 16:10 J. Penasse (Luxembourg)*“Understanding Alpha Decay” *Discussant: G. Vilkov (Frankfurt School) /Short break/ 17:00 J. Detemple (Boston)*“Asset Prices and Pandemics” *Discussant: B. Dumas (INSEAD) 17:40 M. Croce (Bocconi)/TBA /Discussant: A. Mele (USI/SFI) 18:20/Farewell/ Conference website: https://www.carloalberto.org/event/lti-3rd-asset-pricing-conference Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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