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Postdoc position in Statistics @ unimib
by Federico Camerlenghi 27 Dec '23

27 Dec '23

Dear all, the call for a postdoctoral position in Statistics is now open at the Department of Economics, Management and Statistics (University of Milano-Bicocca). The topic of the position concerns “Bayesian Nonparametric methods for biodiversity estimation”, and the position is funded by the PRIN 2022 PNRR project "Measuring Biodiversity via Bayesian Nonparametrics: Estimation, Clustering and Uncertainty Quantification". The call for application is available at https://www.unimib.it/ateneo/gare-e-concorsi/cod-23a319 , the deadline is 03/01/2024. The net salary is about 2.150 euros per month, and the starting date of the position is February 1, 2024. For additional information, do not hesitate to contact me at federico.camerlenghi(a)unimib.it Best regards, Federico -- Federico Camerlenghi Associate Professor of Statistics Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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postdoc position at CNR-IMATI Pavia on Uncertainty Quantification
by Lorenzo Tamellini 24 Dec '23

24 Dec '23

(apologies in advance for cross-posting) Dear colleagues, applications are invited for* a postdoc position at CNR-IMATI, Pavia* (Italy), on the topic of Uncertainty Quantification (deadline 12 January). For more information, please refer to https://sites.google.com/view/research-positions-imati-pv Thank you very much for your time and consideration Best regards, Lorenzo Tamellini

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1st announcement: 6th conference Set Optimization for Applications in Stresa
by Mastrogiacomo Elisa 23 Dec '23

23 Dec '23

1st annoucement: 6th conference Set Optimization for Applications in Stresa We are happy to announce that the 6th SET OPTIMIZATION for APPLICATIONS to Decision Making, Economics, Finance, Game Theory and Statistics will take place at Hotel La Palma, Stresa, Italy, 3-7 June 2024. Conference topics include but are not restricted to * set, set-valued and vector optimization: theory and computation, * scalarization procedures and algorithmic methods for vector- or set-valued problems, * theory of ordered conlinear spaces and complete lattices, * convex and variational analysis for vector- and set-valued functions, * set-valued stochastic analysis and multivariate dynamic programming, * set-valued risk measures, quantiles and related structures, * multi-criteria decision making and multi-objective game theory, * applications of set-valued functions in economics, finance, game theory, statistics. Confirmed keynote speakers. * Prof. I. Cascos, Department of Statistics, Universidad Carlos III Madrid, Spain * Prof. G. Di Nunno, Department of Mathematics, University of Oslo. * Prof. J. Ma, Department of Mathematics, University of Southern Califormia, U.S. Tutorials. * C. Ararat, G. Kovacova, Dynamic Programming and Stochastic Optimal Control * A. Lohne, Solution Concepts in Set Optimization Researchers are invited to present their results and discuss their points of view. Theoretical results as well as applications to any area are welcome. We encourage young researchers to participate; support will be given to them subject to available budget. Further and updated information via https://sites.google.com/view/sofa2024/home?authuser=0. The early bird conference fee is Euro 250 and also covers lunches/coffee breaks. Reduced fees will apply to (PhD) students. Registration opens at the end of January. The early registration deadline is March 31, 2024, 6pm CEST. Once completed, the web-site will also serve as a submissions platform: please, check for updates. Looking forward to seeing you at the Lago Maggiore! The local organizers. Paolo Bartesaghi, Fabio Bellini, Asmerilda Hitaj, Elisa Mastrogiacomo, Matteo Rocca, Emanuela Rosazza Gianin, Daniela Visetti Elisa Mastrogiacomo ----------------------------------------- Professore Ordinario di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia>

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1 Year Post-Doc position in Verona
by Alessandro Gnoatto 23 Dec '23

23 Dec '23

1 Year Post-Doc position in Verona I am looking for a post-doc to join my group. The topic of the research project is "Machine learning and stochastic control for financial risk management” The aim of this project is to study new methods, models, and numerical techniques for the treatment of financial risk management problems, in particular counterparty credit risk (xVA) or the pricing of financial and insurance claims. Many problems in finance involve the minimization of a cost functional subject to controlled stochastic state variables. Controls or related quantities in high dimension can be conveniently approximated by means of artificial neural networks. The aim of the project is to study control problems under general dynamics together with the development of new models for the evolution of risk factors, with a special focus on interest rates. The candidate should have a solid background in probability, stochastic calculus and computational finance. Experience with the Java and/or Python programming languages and Machine Learning frameworks such as Tensorflow, Deep Java Library or Deeplearning4J is a plus. Candidates will be evaluated based on their scientific quality and their potential in developing research. There are no teaching obligations and knowledge of Italian is not required. The deadline for applications is the 11 January 2024 (h. 13.00). The link to the call is here https://www.univr.it/en/job-vacancies/assegnisti-di-ricerca/assegni-di-rice…'ECONOMIAEDELLESCIENZEATTUARIALIEFINANZIARIE,perl%E2%80%99attuazionedelprogrammadiricerca%E2%80%9CControllostocasticoemachinelearningperlagestionedeirischifinanziari%E2%80%9DRIBA2022conCUPB33C22002230005 The call is in Italian. Non-Italian speakers needing help with the form can contact me at alessandro [dot] gnoatto [at] univr [dot] it I am happy to help. The Economics Department of the University of Verona has been recognized as “Department of Excellence” ("Dipartimento di Eccellenza") in the latest Italian Government Research Quality Evaluation Procedure. The research group in quantitative and mathematical finance of the University of Verona offers a vibrant and young working environment. Members of the group: - Alessandro Gnoatto (full professor) - Cecilia Mancini (full professor) - Cosimo-Andrea Munari (associate professor) - Athena Picarelli (associate professor) - Andrea Mazzon (tenure-track assistant professor) - Sara Svaluto-Ferro (tenure-track assistant professor) - Jonathan Tam (post-doc) We also run a dedicated PhD program on quantitative methods for economics and finance. — Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com> E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it> -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Postdoc position PRIN Grafia at Univ. Milano-Bicocca
by Maurizia Rossi 22 Dec '23

22 Dec '23

Dear colleagues, The call for a 1 year postdoc position (assegno di ricerca) is open at the Dept. Mathematics, Univ. Milano-Bicocca. The position is funded by PRIN project 2022 Grafia. The successful candidate is expected to work on the following research program: “analytic and geometric properties of random fields and applications”. Deadline: 15 Jan 2024 (12:00am Rome time zone) For more information please visit the website: https://www.unimib.it/ateneo/gare-e-concorsi/cod-23a402 If you have any questions, please do not hesitate to contact me at maurizia.rossi(a)unimib.it Best wishes, Maurizia Rossi - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Fwd: talk Prof. Giulia Di Nunno
by Emanuela Rosazza Gianin 22 Dec '23

22 Dec '23

Dear all, you are all invited to participate to the following seminar on *Wednesday 10th of January 2023 at 16:00* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): Speaker: *Giulia Di Nunno* (University of Oslo) Titolo: *Sandwiched Volterra volatility models, power law and option pricing* Abstract: We consider a financial market with stochastic volatility driven by an arbitrary Hölder continuous Gaussian Volterra process. The distinguishing feature of the model is the form of the volatility equation which ensures the solution to be “sandwiched” between two arbitrary functions chosen in advance. Hence the name Sandwiched Volterra Volatility (SVV) model. Targeting option pricing, we discuss the structure of local martingale measures in this market and we develop an algorithm of pricing options with discontinuous payoffs. Our tools rely on the study of Malliavin calculus, indeed the Malliavin differentiability of the equations and prices is studied. With these, we can also study the power law property of the SVV model. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Procedura selettiva 2023PO182.4 - SC 13D2 - Università di Padova
by Alessandra Fabbri Colabich 22 Dec '23

22 Dec '23

Si informa che è stato pubblicato il nuovo bando *2023PO182.4*, SC 13D2, relativo all'indizione di una procedura selettiva per la chiamata di n. 1 Professore di prima fascia ai sensi dell’art. 18, comma 4, Legge 30 dicembre 2010, n. 240. Bando al link: https://www.unipd.it/procedura-2023PO182.4 *Scadenza: 19 gennaio 2024 ore 13* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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Procedura selettiva 2023RUA08 - RTDa 13D1
by Alessandra Fabbri Colabich 22 Dec '23

22 Dec '23

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per l'assunzione di 1 Ricercatore a tempo determinato RTD-A, nel settore concorsuale 13D1, presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2023RUA08 La *scadenza* per la presentazione delle domande è il *19 gennaio 2024 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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assegno di ricerca post-dottorale - CNR di Milano
by Sara Pasquali 21 Dec '23

21 Dec '23

Si avvisa che è stato pubblicato il bando per un assegno di ricerca post-dottorale, della durata di *un anno *(rinnovabile), presso la sede di Milano dell’*Istituto di Matematica Applicata e Tecnologie Informatiche (IMATI) del CNR*. L'attività di ricerca riguarderà i *modelli matematici per la dinamica di popolazioni*. Il bando è disponibile alla pagina http://bandi.urp.cnr.it/doc-assegni/documentazione/15347_DOC_IT.pdf e la scadenza di presentazione delle domande è fissata per il giorno *26 gennaio 2024*. Le persone interessate a fare domanda possono contattare la dott.ssa Sara Pasquali alla mail *sara.pasquali(a)mi.imati.cnr.it* per maggiori informazioni o chiarimenti. -- ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Dr. Sara Pasquali CNR-IMATI Via Bassini, 15 20133 MILANO - ITALY =========== Tel. +39 02 23699525 Fax. +39 02 23699538 e-mail:sara.pasquali@mi.imati.cnr.it ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

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Postdoctoral Position (MAT/06) at University of Modena and Reggio Emilia
by GIOIA CARINCI 21 Dec '23

21 Dec '23

A call for a post-doc position of the duration of 1 year (with the possibility of extension) is open at the Department of Physics, Informatics and Mathematics, University of Modena and Reggio Emilia. The research project title is "Condensation phenomena in interacting particle systems" funded by the research project PRIN 2022 "Emergence of condensation-like phenomena in interacting particle systems: kinetic and lattice models". You will find some information on the project here: https://www.alessianota.info/prin-2022 The postdoc position comes with no teaching duties and it is open to graduates who do not yet hold a Ph.D. The details of the call can be found here: https://bandi.miur.it/bandi.php/public/fellowship/id_fellow/255105 https://www.unimore.it/bandi/Assegni-bandi.html The application deadline is on Friday January 19, 2024 at 13:00. The application must be submitted electronically at https://pica.cineca.it/unimore/ For more information, please contact Gioia Carinci, e-mail: gioia.carinci(a)unimore.it

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