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Position at Luxembourg University (repost)
by Giovanni Peccati 21 Sep '18

21 Sep '18

Dear All, I would like to announce once again the opening of a very attractive full professor position in data science at Luxembourg University. A detailed discussion can be found here https://wwwen.uni.lu/university/news/slideshow/university_receives_2_5_mill… together with a link to the application page. Best regards, GP -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Scaling limits & SPDEs, Cambridge, 10-14 dec 2018
by A. Giuliani 20 Sep '18

20 Sep '18

Dear colleague, this is an announcement of the workshop `Scaling limits & SPDEs: recent developments and future directions' which will be held at the Isaac Newton Institute (INI) for Mathematical Sciences in Cambridge, UK, from December 10 to 14, 2018, see http://www.newton.ac.uk/event/srqw03 [www.newton.ac.uk] We invite all the interested participants to register as soon as possible on the website. DEADLINE FOR APPLICATIONS IS **SEPTEMBER 30, 2018** There is limited financial support available for students and young researchers; if you wish to apply for a grant, please indicate it in the application form. The workshop is the closing event of the 4-months programme `Scaling limits, rough paths, quantum field theory', which will be held at INI from September 3, to December 21, 2018, see https://www.newton.ac.uk/event/srq [www.newton.ac.uk] The confirmed speakers are: Cedric Bernardin Iwan Corwin Jean-Dominique Deuschel Franco Flandoli Yan Fyodorov Christophe Garban Gianbattista Giacomin Alessandro Giuliani Martin Hairer Claudio Landim Pierre Le Doussal Ian Melbourne Eveliina Peltola Jeremy Quastel Remi Rhodes Slava Rychkov Makiko Sasada Hao Shen Panagiotis Souganidis Herbert Spohn Hendrik Weber Weijun Xu Please forward this announcement to all the potentially interested colleagues and students. Thanks and best regards, Patricia Goncalves Antti Kupiainen Felix Otto Jeremy Quastel

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Spring school on Random Interfaces
by Luigi Amedeo Bianchi 19 Sep '18

19 Sep '18

Dear all, this is the first announcement for the spring school on Random Interfaces to be held at the University of Augsburg, Germany, for three full days from March 13th to March 15th, 2019. The school will focus on random interfaces, both continuous (approached by means of stochastic partial differential equations) and discrete (together with their hydrodynamic limits). The school will feature a main course by Tadahisa Funaki (Waseda University/University of Tokyo), a minicourse by Fabio Toninelli (Université Claude Bernard Lyon 1) and an invited lecture by Dimitra Antonopoulou (University of Chester). A poster session for participants is also foreseen. This spring school is intended for PhD students and young researchers, but open for everyone. Registration to the school is free, but compulsory for organisatorial purposes. Limited funds are available to offer financial support to some selected students and young researchers (post-docs). The deadline for application is 15th December 2018. More information and the registration form are available on the website https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho… <https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho…> We are looking forward to seeing you in Augsburg. The organisers, Lisa Beck, Luigi Amedeo Bianchi, Dirk Blömker, Franco Flandoli, Marco Romito, Dario Trevisan

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I: Avviso di seminario
by Massimo Campanino 18 Sep '18

18 Sep '18

Il giorno 20 settembre alle ore 14 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5 il prof. Pietro Rigo del Dipartimento di Matematica dell'Università di Pavia terrà un seminario dal titolo: CLASSICAL VERSUS COHERENT CONDITIONAL PROBABILITIES ABSTRACT: The standard (Kolmogorovian) notion of conditional probability is compared with the (de Finettian) notion based on the coherence principle. Each notion has both merits and drawbacks, and the talk aims to highlight them with special attention to the connection points. Various results, both old and new, are discussed and some open problems are mentioned. The talk is split into four parts. (i) Classical (Kolmogorovian) conditional probabilities; (ii) Disintegrability; (iii) Coherent (de Finettian) conditional probabilities; (iv) Some statistical implications.

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Fwd: DEM Workshop in Financial Mathematics - Verona 31.10. (fwd)
by Tiziano Vargiolu 18 Sep '18

18 Sep '18

Dear All, We are pleased to announce the "DEM Workshop in Financial Mathematics?, taking place at the Department of Economics (University of Verona, Italy) on October 31st, 2018. Description: the workshop is organised by the PhD course "Dottorato in Economia e Management" (DEM). Speakers will present recent developments in financial mathematics with focus on numerical methods, xVA and commodity markets. Speakers: Giorgia Callegaro (University of Padova) Daniele Marazzina (Politecnico of Milan) Andrea Pallavicini (Banca IMI and Imperial College London) Christa Cuchiero (University of Vienna) Registration: Registration is free. Interested participants are requested to register via an E-Mail to alessandro.gnoatto(a)univr.it Website/Program: See http://dse.univr.it/demwfm/ Best Regards, Alessandro Gnoatto

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Fwd: Fw: Job advert
by Marco Romito 18 Sep '18

18 Sep '18

ricevo e inoltro m. -------- Forwarded Message -------- Subject: Fw: Job advert Date: Thu, 13 Sep 2018 19:20:49 +0000 From: Pennanen, Teemu <teemu.pennanen(a)kcl.ac.uk> Dear Random, We would like to advertise the following position via your mailing list: Lecturer in Financial Mathematics King's College London https://my.corehr.com/pls/kingrecruit/erq_jobspec_version_4.jobspec?p_id=00… Deadline 14 October 2018. Please let me know if you require more info. Best, Teemu --------------------------------------------------------------------------------------------------- Professor of Mathematical Finance, Probability and Statistics Department of Mathematics King's College London http://www.mth.kcl.ac.uk/~teemu/

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Concorso Ricercatore tipo B - Lecce
by Enrico Priola 17 Sep '18

17 Sep '18

Gentili colleghi, con l'invito a volerne dare la massima diffusione, vi segnalo che e' uscito il bando per una posizione da Ricercatore a tempo Determinato tipo B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Fisica "E. De Giorgi" dell'Università del Salento. https://www1.unisalento.it/c/document_library/get_file?p_l_i d=63872469&folderId=64317337&name=DLFE-355230.pdf Un saluto. Prof. Diego Pallara Dipartimento di Matematica e Fisica "E. De Giorgi" Università del Salento diego.pallara(a)unisalento.it

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Eurocast 2019 – 30 years - Stochastic Models and Applications to Natural, Social and Technical Systems
by Antonio DI CRESCENZO 17 Sep '18

17 Sep '18

Dear Colleagues, we are pleased to inform you about the Conference Eurocast 2019 – 30 years 17th International Conference on Computer Aided Systems Theory Museo Elder de la Ciencia y la Tecnología. Las Palmas de Gran Canaria, Spain 17-22 February, 2019 http://eurocast2019.fulp.ulpgc.es/ Among the planned activities we point out the following workshop, that we hope you find of interest. An extended two pages abstract must be sent by the Abstract Submission form before November 15, 2018. *Stochastic Models and Applications to Natural, Social and Technical Systems (Nobile, Di Crescenzo)* The Workshop deals with theory and applications of probability in the modeling of random phenomena in the natural sciences, social sciences and technology, focusing on mathematical theory, analytical, algorithmic, experimental approaches and computational methods. Practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories, reliability, queueing theory, optimization and operations research are very welcome as well. Attention is given also to probabilistic methods in data science and related areas, and their applications to the treatment of big data. Many greetings, Amelia Nobile and Antonio Di Crescenzo

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Special Issue “Applications of Stochastic Optimal Control to Economics and Finance” in Risks
by salvatore federico 14 Sep '18

14 Sep '18

[Risks] Feature Paper (Free of Charge) Invitation for Special Issue “Applications of Stochastic Optimal Control to Economics and Finance” – edited by Salvatore Federico (University of Siena), Giorgio Ferrari (University of Bielefeld) and Luca Regis (University of Siena). We are pleased to inform you that we are guest editing for a special issue entitled “Applications of Stochastic Optimal Control to Economics and Finance” which will be published in //Risks// (<http://www.mdpi.com/journal/risks>http://www.mdpi.com/journal/risks <http://www.mdpi.com/journal/risks>, ISSN 2227-9091). This special issue is now open to receive submissions of full research articles and comprehensive review papers for peer-review. Details can be found at the following link: http://www.mdpi.com/journal/risks/special_issues/Stochastic_Optimal_Control <http://www.mdpi.com/journal/risks/special_issues/Stochastic_Optimal_Control> We welcome your contribution that will be peer-reviewed. If accepted, your article will be published free of charge (in Open Access form). Let me know as soon as possible if you can contribute by sending a tentative title and short abstract by email. The submission deadline is *30 November 2018*but it can be extended upon request. We also encourage authors to send a short abstract or tentative title to the Editorial Office (risks(a)mdpi.com <mailto:risks@mdpi.com> <mailto:risks@mdpi.com><mailto:risks@mdpi.com> <mailto:risks@mdpi.com>). For further details on the submission process, please see the instructions for authors at the journal website (<http://www.mdpi.com/journal/risks/instructions>http://www.mdpi.com/journal/risks/instructions <http://www.mdpi.com/journal/risks/instructions>) //Risks//is fully open access. Open access (unlimited and free access by readers) increases publicity and promotes more frequent citations, as indicated by several studies. Open access is supported by the authors and their institutes. This year, 2018, Risks has been accepted for funding by the Knowledge Unlatched initiative (http://www.knowledgeunlatched.org <http://www.knowledgeunlatched.org/>). The Article Processing Charges (350 CHF) for papers published in the journal are fully covered via the Knowledge Unlatched crowd-funding mechanism. Please note this is a pilot program experimenting ways to support authors in the humanities and social sciences fields publishing in open access format. Thank you very much in advance for your consideration of this request. Salvatore Federico Giorgio Ferrari Luca Regis Guest Editors of Special Issue “Applications of Stochastic Optimal Control to Economics and Finance”

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Luiss seminar, dott. Marco Bianchetti
by Sara 14 Sep '18

14 Sep '18

Dear all, on October 18 at 12 in Room 207, Marco Bianchetti, Unicredit, Head of Fair valuation and Financial risk models will give the following seminar: Title: "Bitcoin, Brexit and other Bubble Stories - Evidence from Quantitative Models" Abstract "We develop a bubble detection methodology based on a combination of quantitative models, calibration approaches, global stochastic optimization algorithms, and sentiment analysis. We apply such methodology to a variety of financial data related to cryptocurrency, Brexit and tech bubbles, confirming ex-ante a number of bubble events actually observed ex-post." -- 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/

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