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Postdoc Position for experts in complex networks/graph algorithms
by Juho Kanniainen (TAU) 14 Apr '22

14 Apr '22

Dear all, We have an open two-year post-doc position on financial networks in Tampere, Finland. If you have background on complex networks and/or graph algorithms and would like to join a highly impactful research project on insider trading in financial markets, you might be the candidate we are seeking. As this is a highly methodological project, background in financial market research is not required, but it is important to have general interest in the application area. For further details see https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1433 The deadline for applications is the 9th of May, 2022. It would be great if you could forward this announcement to potential candidates. Best regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Tampere University Computing Sciences/Statistical Data Analytics Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Mobile: +358 40 707 4532 E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen>

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seminar: "Point process learning", Ottmar Cronie, 19 April
by Umberto Picchini 14 Apr '22

14 Apr '22

You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. On Tuesday April 19, Ottmar Cronie <https://www.chalmers.se/en/staff/Pages/ottmar.aspx> will talk of: ///"Point process learning" / * * *About the speaker: *Ottmar Cronie <https://www.chalmers.se/en/staff/Pages/ottmar.aspx> is associate professor at Chalmers and University of Göteborg. His research is primarily in spatial and spatio-temporal statistics as well as statistical learning. The emphasis is on point processes. The applied part of his research focuses mainly on epidemiology where the main focus at the moment is research on covid-19 and mosquito-borne diseases. // //* * *Abstract:* Point processes are random sets which generalise the classical notion of a random (iid) sample by allowing i) the sample size to be random and/or ii) the sample points to be dependent. Therefore, point process have become ubiquitous in the modeling of spatial and/or temporal event data, e.g. earthquakes and disease cases. In this talk, we present the first statistical learning framework for general point processes, which is based on a subtle combination of two new concepts: prediction errors and cross-validation for point processes. The general idea is to split a point process in two, through thinning, and estimate parameters by predicting one part using the other. By repeating this procedure, we implicitly induce a conditional repeated sampling scheme. The proposed approach allows us to introduce a variety of loss functions not only suitable for standard spatial statistical problems but for general estimation settings, without imposing the iid assumptions. Having discussed different properties of this new approach, we illustrate how it may be applied in different spatial statistical settings and, numerically, we show in (at least) one of these settings that it outperforms the state of the art.* * *Feel free to spread this announcement in your network.* * * *Where*: room MVL14 orhttps://chalmers.zoom.us/j/64214516762 Password: 355673 ** **** *When*: Tuesday 19 April at 14.30-15.30*(Swedish time, UTC+2)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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de Finetti Risk seminar: Walter Schachermayer
by Marco Maggis 13 Apr '22

13 Apr '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture which will take place on Thursday, May 5, 2022 at 17.30 (see all details below). *Walter Schachermayer* Universität Wien *Title:* Martingale Transport, De March-Touzi paving, and stretched Brownian motion in ℝd *Abstract:* In classical optimal transport, the contributions of Benamou–Brenier and Mc-Cann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas. For µ,ν probability measures on ℝd, increasing in convex order, stretched Brownian motion [1] provides an analogue for the martingale version of this problem. In dimension d=1 it was shown in [2] that any martingale transport decomposes into at most countably many invariant intervals and that this decomposition is universal. Extensions of this result to d≥2 were studied in [4], [5], [3]. We show that the dual optimization problem attached to a stretched Brownian motion induces the universal De March–Touzi paving [3] of ℝd. Joint work with M. Beiglböck, J. Backhoff, and B. Tschiderer. REFERENCES [1] J. Backhoff-Veraguas, M. Beiglböck, M. Huesmann, and S. Källblad. Martingale Benamou-Brenier: a probabilistic perspective. Ann. Probab., 48(5):2258–2289, 2020. [2] M. Beiglböck and N. Juillet. On a problem of optimal transport under marginal martingale constraints. Ann. Probab., 44(1):42–106, 2016. [3] H. De March and N. Touzi. Irreducible convex paving for decomposition of multidimensional martingale transport plans. Ann. Probab., 47(3):1726–1774, 2019. [4] N. Ghoussoub, Y.-H. Kim, and T. Lim. Structure of optimal martingale transport plans in general dimensions. Ann. Probab., 47(1):109–164, 2019. [5] J. Obłój and P. Siorpaes. Structure of martingale transports in finite dimensions. arXiv:1702.08433, 2017. *LOCATION: *The seminar will be held on Thursday, May 5, 2022 at 17.30, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.00. Scientific Committee Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

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de Finetti Risk seminar: Walter Schachermayer
by Maggis Marco 13 Apr '22

13 Apr '22

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture which will take place on Thursday, May 5, 2022 at 17.30 (see all details below). *Walter Schachermayer* Universität Wien *Title:* Martingale Transport, De March-Touzi paving, and stretched Brownian motion in ℝd *Abstract:* In classical optimal transport, the contributions of Benamou–Brenier and Mc-Cann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas. For µ,ν probability measures on ℝd, increasing in convex order, stretched Brownian motion [1] provides an analogue for the martingale version of this problem. In dimension d=1 it was shown in [2] that any martingale transport decomposes into at most countably many invariant intervals and that this decomposition is universal. Extensions of this result to d≥2 were studied in [4], [5], [3]. We show that the dual optimization problem attached to a stretched Brownian motion induces the universal De March–Touzi paving [3] of ℝd. Joint work with M. Beiglböck, J. Backhoff, and B. Tschiderer. REFERENCES [1] J. Backhoff-Veraguas, M. Beiglböck, M. Huesmann, and S. Källblad. Martingale Benamou-Brenier: a probabilistic perspective. Ann. Probab., 48(5):2258–2289, 2020. [2] M. Beiglböck and N. Juillet. On a problem of optimal transport under marginal martingale constraints. Ann. Probab., 44(1):42–106, 2016. [3] H. De March and N. Touzi. Irreducible convex paving for decomposition of multidimensional martingale transport plans. Ann. Probab., 47(3):1726–1774, 2019. [4] N. Ghoussoub, Y.-H. Kim, and T. Lim. Structure of optimal martingale transport plans in general dimensions. Ann. Probab., 47(1):109–164, 2019. [5] J. Obłój and P. Siorpaes. Structure of martingale transports in finite dimensions. arXiv:1702.08433, 2017. *LOCATION: *The seminar will be held on Thursday, May 5, 2022 at 17.30, Aula di Rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A light reception will take place at 17.00. Scientific Committee Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) -- Marco Maggis, Professore Associato, Secs-S/06 Dipartimento di Matematica F. Enriques, Via Cesare Saldini 50, 20133, Milano Telefono: 0250316120

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Call for application PhD in Economics Ca' Foscari University a.y. 2022-26 - spread the news
by Antonella Basso 12 Apr '22

12 Apr '22

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2022-2026 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD program has a duration of four years and 7 positions are available for the next cohort starting in September '22. Six of them come with a scholarship (around 15,300 € per year), one is reserved for non-Italian applicants holding an equivalent scholarship covering four years. The deadline for application is *May 2nd 2022*, *13h00 (Italian time)*. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. The considerable diversification of research areas covered by the members of the Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find guidance to develop their research projects for their doctoral studies. A presentation of the PhD programme is organised on Zoom on April 20th at 16.00. Please register here: http://phdeconomics2022.eventbrite.it Requirements and how to apply: https://www.unive.it/pag/43334/ Information on the PhD in Economics: http://www.unive.it/phdeconomics Herewith a link to our INOMICS advertisement: https://inomics.com/program/4-year-phd-in-economics-1447778 Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it Thank you for your attention. Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:http://www.unive.it/data/persone/5591751

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6 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 13, 2022 - 13:00 (CEST)
by Susi Ceron 12 Apr '22

12 Apr '22

Six PhD scholarships funded by the University of Padova are available at University of Padova for candidates interested in the area of *Statistical Sciences (start of activities: October 1st, 2022).* *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2022). Admission is decided on the basis of qualifications and an interview. *Grant awarded* The annual grant will be of euros **16,243.00* *(gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. *How to apply* The call is published *(deadline May 13, 2022 - 1 pm CEST) *at the page _http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie _ English version at the page _http://www.unipd.it/en/node/1053_ Please note that the curriculum has to be written by filling the template *CV_XXXVIII* available from the Course web page _http://www.stat.unipd.it/ricerca/ammissione_ and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call.* For more information about the Statistical Sciences PhD program see _https://www.stat.unipd.it/ricerca/dottorato-di-ricerca_ For more information about admission see _http://www.stat.unipd.it/ricerca/ammissione_ or contact _phd(a)stat.unipd.it_ Kindest regards, PhD Secretariat on behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting * -- Phd in Statistics University of Padova - Italy tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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International Workshop "Random Fields and Their Applaications", April 14-15, 2022, Kyiv, Ukraine
by Alessia Caponera 12 Apr '22

12 Apr '22

Dear Colleagues, We would like to announce the forthcoming International Workshop «Random Fields and Their Applications», dedicated to the memory of the prominent Ukrainian mathematician Professor Mykhailo Yadrenko, on occasion on his 90th anniversary. Invited speakers from around the world will present the latest achievements in the theory of random fields, that is the area of research ideas of Professor Mykhailo Yadrenko. Scientific talks are scheduled for April 14 from 12:00 to 19:00 Kyiv time. The informal meeting of colleagues, descendants, former students of Mykhailo Yadrenko (and anyone who would like to share thoughts and memories) is scheduled for April 15 from 15:00 to 17:00 Kyiv time. The workshop will be conducted virtually via Zoom meeting. You can find the program and the Zoom link here: https://probability.knu.ua/randomfields2022/program.html Best wishes, Alessia Caponera

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Master in FINANCE, INSURANCE, and RISK MANAGEMENT (#MaFIRM) - Collegio Carlo Alberto & University of Turin
by Tiziano De Angelis 11 Apr '22

11 Apr '22

Dear All, I would be grateful if you could please pass the advert below to interested students. Best wishes Tiziano --------------------------------------------- The Master in FINANCE, INSURANCE, and RISK MANAGEMENT (#MaFIRM <https://www.linkedin.com/feed/hashtag/?keywords=mafirm&highlightedUpdateUrn…>), issued by Collegio Carlo Alberto & University of Turin, is organizing its 25th Edition. Mafirm is a full-time II-level Master for highly-skilled occupations requiring a quantitative finance and fintech background. The program is listed in the Risk.net <https://www.linkedin.com/company/risk-net/> "World’s Leading Quantitative Finance Master Programmes" (1st in Italy, 6th in Europe, 20th worldwide). Applications for the 2022-23 edition starting in September are now open! Applicants should hold a 3+2 Master (or a 4-year B.Sc./B.A.) in Economics, Finance, Mathematics, Engineering, Physics, Banking, Statistics, Data Science, and Computer Science. A number of merit-based full and partial scholarships (i.e., tuition fee waivers) are available. How to apply & details about the program and placement: https://www.carloalberto.org/education/master-in-finance/ For any questions, please contact roberto.marfe(a)unito.it

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3rd Spring Colloquium on Probability and Finance - Padova - 28-29 April 2022
by Claudio Fontana 11 Apr '22

11 Apr '22

Dear all, We are glad to announce the 3rd edition of the Spring Colloquium on Probability and Finance, held at the University of Padova, on 28-29 April 2022. The Colloquium will bring together researchers in stochastic analysis and mathematical finance, featuring invited plenary talks by leading scholars in the field as well as rising talents. This edition of the Colloquium is dedicated to Professor Wolfgang J. Runggaldier, on the occasion of his 80th birthday. Several talks will highlight recent advances on topics on which Wolfgang made fundamental contributions over the course of his intense career. Website: https://events.math.unipd.it/SpringColloquium3 <https://events.math.unipd.it/SpringColloquium3> Format: the Colloquium will be in a hybrid mode. Most of the invited speakers will be present in Padova and the conference room can accommodate a certain number of attendees (on a first-come first-served basis, depending on the order of registration). However, the Colloquium can also be attended online via Zoom. Detailed informations on the Zoom link and password will be sent to registered participants in due time. Registration: attendance is free but registration is required (on the conference website). When registering to the conference, please specify if you intend to attend the Colloquium in presence or remotely. For our convenience, we kindly ask to people that already register to the Colloquium to redo their registration, specifying the format of participation. Many thanks for your collaboration. We kindly ask you to register before April 18. Invited plenary speakers: Claudia CECI (University of Chieti-Pescara, IT) Christa CUCHIERO (University of Vienna, AT) Paolo DAI PRA (University of Verona, IT) Rüdiger FREY (Vienna University of Economics and Business, AT) Zorana GRBAC (University of Paris, FR) Monique JEANBLANC (University of Evry Val d'Essonne, FR) Yuri KABANOV (University of Besançon, FR) Andrea PASCUCCI (University of Bologna, IT) Eckhard PLATEN (University of Technology Sydney, AU) Thorsten SCHMIDT (University of Freiburg, DE) Martin SCHWEIZER (ETH Zurich, CH) Invited junior speakers: Matteo BRACHETTA (Politecnico di Milano, IT) Alessandro CALVIA (LUISS University, IT) Alekos CECCHIN (University of Padova, IT) Sara SVALUTO-FERRO (University of Verona, IT) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana

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[Polimi - Call for Interest Assegno di Ricerca]
by Daniele Marazzina 09 Apr '22

09 Apr '22

Con preghiera di diffusione fra le persone che potrebbero essere interessate. Grazie mille Daniele Marazzina >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Il Qfinlab, gruppo di Finanza Quantitativa del Dipartimento di Matematica del Politecnico di Milano, è alla ricerca di una persona interessata a collaborare su temi ESG (principalmente) e di Educazione Finanziaria (in misura minore). La collaborazione sarà strutturata tramite un assegno di ricerca. Riguardo la tematica ESG, l'assegnista sarà chiamato a collaborare alla creazione di un database e alla sua gestione, oltre ad analisi statistiche ed economiche ai fini di pubblicazioni scientifiche. Riguardo la tematica Educazione Finanziaria, l'assegnista sarà chiamato a collaborare col gruppo nelle attività di educazione finanziarie per le scuole e gli adulti, oltre all'analisi di impatto di queste, ai fini di ricerca. L'assegno sarà della durata di un anno. E' richiesta una laurea magistrale, preferibilmente in economia, matematica, o ingegneria, o facoltà equivalenti. Gli interessati possono inviare il loro CV a qfinlab(a)polimi.it<mailto:qfinlab@polimi.it>. Seguirà poi bando competitivo per l'assegno di ricerca. Cordiali saluti Daniele Marazzina per il Team Qfinlab

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