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RTDa 01/A3 a Pisa
by Marco Romito 20 Feb '19

20 Feb '19

Scrivo per annunciare il bando per una posizione RTD-A nel settore 01/A3 (analisi e probabilità) presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza le ore 13 del 18 marzo 2019. Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2019/02/bandoRIC2018a1-al… --------------------------------------------------------------------- I would like to announce a junior researcher position (RTD-A) in Analysis or Probability at University of Pisa. The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2019/02/bandoRIC2018a1-al… The position is a fixed-term contract of employment for three years. The deadline is March 18, 2019, at 1pm.

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Workshop New Frontiers in Stochastics for Economics and Finance - Siena, May 30-June 01, 2019
by Ferrari, Giorgio 19 Feb '19

19 Feb '19

Dear All, we are happy to announce the Workshop *New Frontiers in Stochastics for Economics and Finance* to be held at the Department of Economics and Statistics of the University of Siena on *May 30-June 01, 2019* https://sites.google.com/view/workshop-bisi2019/home The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. Our invited speakers are: *René Aïd* (Univ. Paris Dauphine) *Luciano Campi* (LSE London) *Claudia Ceci* (Univ. Chieti-Pescara) *Patrick Cheridito* (ETH Zurich) *Claudio Fontana* (Univ. Padova) *Marco Frittelli *(Univ. degli Studi di Milano) *Fausto Gozzi *(LUISS University of Rome) *Ioannis Karatzas* (Columbia University) *Kostas Kardaras* (LSE London) *Michael Kupper* (Univ. Konstanz) *Huyen Pham* (Univ. Paris 7) *Frank Seifried *(Univ. Trier) *Peter Tankov *(ENSAE ParisTech) *Nizar Touzi* (Ecole Politechnique, Paris) *Thaleia Zariphopoulou *(University of Texas, Austin) ***_ _* *_REGISTRATION & POSTER SESSION_* Please note that *registration is now open* and can be done through the following link https://sites.google.com/view/workshop-bisi2019/registration *Deadline for registration is April 15, 2019.* Unfortunately, due to logistic constraints, *we have to limit the number of external participants to 25*. Therefore, if you are interested in our event, please register as soon as possible. We are also planning to organize a *poster session for Ph.D. students and post-doctoral researchers*. If you would like to present your work, please contact sfb1283.imw(a)uni-bielefeld.de Best wishes, Giorgio Ferrari (on the behalf of the organizing commitee)

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Seminario Prof. Anton Kleywegt 26 febbraio
by Asmerilda Hitaj 19 Feb '19

19 Feb '19

Si avvisa che il giorno martedì 26 Febbraio 2019, alle ore 14:30, presso l’Università degli studi di Milano- Bicocca, via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026, si terrà il seguente seminario: Speaker: Professor Anton Kleywegt (Georgia Tech, ISyE) Title: Distributionally Robust Stochastic Optimization with Wasserstein Distance Cordiali saluti -- Asmerilda Hitaj

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Conference AMAMEF 2019 (fwd)
by Tiziano Vargiolu 18 Feb '19

18 Feb '19

---------- Forwarded message ---------- Date: Mon, 18 Feb 2019 15:10:59 +0100 From: runggal(a)math.unipd.it To: vargiolu(a)math.unipd.it Subject: Fwd: Conf?rence AMAMEF 2019 %%%%%%%%%%%%%%%%%%%%%%%%%%% (with apologies for cross-posting) We are pleased to announce that the 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Z?rich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program further consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org

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AMaMeF Conference 2019
by Giorgia Callegaro 18 Feb '19

18 Feb '19

The 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by: Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Zürich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org/ -- Giorgia Callegaro Assistant 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

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Deadline for submissions at the Leeds conference on "Stochastic Control and Games Under Ambiguity"
by Tiziano De Angelis 16 Feb '19

16 Feb '19

Dear All, This is a kind reminder that the deadline to submit a contribution to the second Leeds Conference on "*Stochastic Control and Games Under Ambiguity*" (8-9 April 2019) is *19 February 2019*. You can send your title and abstract by email to t.deangelis[at]leeds.ac.uk (Tiziano) or j.palczewski[at]leeds.ac.uk (Jan) Further details concerning the conference can be found at https://conferences.leeds.ac.uk/ambiguity2019/ A full list of *invited speakers* is available at https://conferences.leeds.ac.uk/ambiguity2019/participants/ *Registration: *Registration is now open and will close on 17 March 2019 https://conferences.leeds.ac.uk/ambiguity2019/registration/ *Support for PhD students:* We have some funds available to support attendance by PhD students, please enquire with the organisers (Jan and Tiziano) about this opportunity. We hope to see many of you in Leeds. If you have any queries please do not hesitate to get in touch. Best wishes, Jan and Tiziano

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[CSAMA 2019] Statistical Data Analysis for Genome-Scale Biology, July 21-26, 2019, Brixen (IT)
by stefano iacus 14 Feb '19

14 Feb '19

[Apologizes for cross-posting] Dear all, I’d like to draw your attention to the course CSAMA 2019 in Brixen/Bressanone - Statistical Data Analysis for Genome-Scale Biology (http://www-huber.embl.de/csama2019/ <http://www-huber.embl.de/csama2019/>). The one-week intensive course Statistical Data Analysis for Genome-Scale Biology teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures) and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. The course is intended for researchers who have basic familiarity with the experimental technologies and their applications in biology, and who are interested in making the step from a user of bioinformatics software towards adapting or developing their own analysis workflows. If you have colleagues that you think might benefit, please let them know about the course. Thank you! Kind regards Stefano M. Iacus ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Seminario di Paolo Pigato a Bologna
by Alberto Lanconelli 13 Feb '19

13 Feb '19

Statistics Seminars 2019 Giovedì 28 febbraio 2019 ore 16 Aula seminari - Dipartimento di Scienze Statistiche, I piano "Density and tube estimates for diffusion processes under Hormander-type conditions" Dr. Paolo Pigato, Weierstrass Institute for Applied Analysis and Stochastics, Berlino Abstract:"We recall some classic results on the regularity of solutions of stochastic differential equations. Then we consider two specific diffusion processes satisfying hypoellipticity conditions of Hormander type. Using Malliavin Calculus techniques recently developed to deal with degenerate problems, we find estimates for the density of the law of the solution, which we use to prove exponential bounds for the probability that the diffusion remains in a small tube, around a deterministic path, up to a given time. We then present some work in progress on asymptotic sharp estimates for the density and its derivatives for a similar, higher dimensional system." Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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de Finetti risk seminar - February 2019
by Emanuela Rosazza 13 Feb '19

13 Feb '19

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Jocelyne Bion-Nadal Ecole Polytechnique, Paris Title: Fully-Dynamic risk-indifference pricing Abstract: We propose a dynamic risk-indifference pricing evaluation derived from a fully-dynamic risk- measure on Lp-spaces. The concept of fully-dynamic risk-measures offers the possibility of changing the risk perspectives over time. It ts well the study of both short and long term investments. Dynamic risk-indifference pricing is an alternative to utility-indifference pricing. In the case p = +infinity, we prove that risk indifference pricing provides a proper convex price system. On the contrary, for p < infinity, it turns out that the domain of the risk-indifference pricing operator is not the whole Lp(Ft), not even a vector space. Therefore we propose a new framework. We prove Fatou property and time-consistency and we obtain a represen- tation result. LOCATION: The seminar will be held on Wednesday, February 20, at 18.00, Aula Chisini, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ****************************************************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD Position on Random Matrix Theory at Sussex
by Enrico Scalas 12 Feb '19

12 Feb '19

Car* collegh*, vi invio il messaggio seguente con preghiera di diffusione. All'Universita' del Sussex possiamo offrire una borsa di dottorato sul tema: Eigenvalues of Large Random Matrices: Characteristic Polynomials and Fluctuations. Trovate piu' informazioni in questi siti: https://www.jobs.ac.uk/job/BPZ379/phd-studentship-in-eigenvalues-of-large-r… https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1043-PhD-Stude… La scadenza per inviare le domande e' l'11 marzo 2019. Cordiali saluti, Enrico Scalas

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