- Random - Mailing list — Dipartimento di Matematica, UniPI

Postdoc positions. A reminder
by Marco Scarsini 12 Sep '17

12 Sep '17

Applications are open for three postdoc positions at LUISS on the following topics: “High-Dimensional Data”: Applications to Economics Stochastic control and duality methods to tackle model uncertainty in finance and insurance Efficiency of equilibria in large games. Deterministic and stochastic viewpoints The application deadline is September 30. Information can be found here: http://economiaefinanza.luiss.it/en/node/5166 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

1 0

Seminar at Luiss - Marcel Nutz
by Sara 12 Sep '17

12 Sep '17

Dear all, On Tuesday 26, at 2pm in room 106 - Luiss viale Romania 32, Roma, prof Nutz will give the following seminar: Supply and Shorting in Speculative Markets Abstract: We propose a continuous-time model of trading among risk-neutral agents with heterogeneous beliefs. Agents face quadratic costs-of-carry on their positions and as a consequence, their marginal valuation of the asset decreases when the magnitude of their position increases, as it would be the case for risk-averse agents. In the equilibrium models of investors with heterogeneous beliefs that followed the original work by Harrison and Kreps, investors are risk-neutral, short-selling is prohibited and agents face a constant marginal cost of carrying positions. The resulting resale option guarantees that the equilibrium price exceeds the price of the asset in a static buy-and-hold model where speculation is ruled out. Our model features three main novelties. First, increasing marginal costs entail that the price depends on the exogenous supply. Second, in addition to the resale option, agents may also value an option to delay, and this may cause the market to equilibrate below the static buy-and-hold price. Third, we introduce the possibility of short-selling; then the resale option for agents with short positions partly compensates the resale option for long agents. (Joint work with Jose Scheinkman) Best, Sara -- 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/

1 0

Call for PhD position at University of Oslo
by Giulia Di Nunno 12 Sep '17

12 Sep '17

Dear Colleagues, this is to draw your attention to the call for a PhD position at the University of Oslo in stochastic analysis and its applications in the scopes of STORE "Stochastics of Renewable Energy Markets". You find the description and the call here: https://www.jobbnorge.no/en/available-jobs/job/141687/phd-research-fellowsh… Deadline for application is: September 20, 2017 Please help to advertise this call to all interested people and possible candidates. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/

1 0

Workshop Optimization & Big Data in Bicocca
by Fabio Bellini 12 Sep '17

12 Sep '17

1 0

workshop 25 settembre
by Stefano Bonaccorsi 12 Sep '17

12 Sep '17

A tutti gli interessati. Stiamo organizzando un incontro per salutare il prof. Tubaro che andrà in pensione il 30 settembre. Questo incontro si terrà lunedì 25 settembre, dalle ore 9 alle 13, presso il Dipartimento di Matematica dell'Università di Trento. Al termine della parte scientifica si terrà un breve rinfresco. Troverete tutte le informazioni e il programma nella locandina allegata. La partecipazione è gratuita ma, per ragioni di organizzazione, vi chiediamo cortesemente di confermare la vostra partecipazione con una mail a stefano.bonaccorsi(a)unitn.it, possibilmente entro il 20 settembre. Gli organizzatori Stefano Bonaccorsi, Giuseppina Guatteri, Sonia Mazzucchi

1 0

Slow Monday in Algebraic Statistics, Genova 18 settembre 2017
by Fabio Rapallo 11 Sep '17

11 Sep '17

Car* collegh*, vi segnalo che il prossimo lunedì 18 settembre, a partire dalle ore 10, si terrà presso il Dipartimento di Matematica dell'Università di Genova l'incontro Slow Monday in Algebraic Statistics con talk di Christiane Gorgen, Luigi Malagò, Giovanni Pistone, Jim Smith, Gherardo Varando e Henry Wynn. Maggiori dettagli nel documento qui disponibile: http://www.dima.unige.it/~riccomag/SeminarsGenova/18sept2017_details.pdf Cordiali saluti, Fabio Rapallo -- Fabio Rapallo Dipartimento di Scienze e Innovazione Tecnologica Universita' del Piemonte Orientale viale Teresa Michel, 11 15121 ALESSANDRIA - ITALY Tel: +39 0131 360223 web: http://people.unipmn.it/rapallo/

1 0

Fwd: Postdoc position
by Marco Romito 08 Sep '17

08 Sep '17

ricevo e inoltro da Ismael Bailleul ----------------------------------- I have some funding for an *18 months postdoc position* in Rennes, for a project on the /paracontrolled approach to Singular PDEs/. Applications are welcome from PhD students that have defended their PhD after Sept. 2014 (or shortly before that date) and next December. /The successful applicant should however take the position between Jan. and March 2018/; the window is short, but this is imposed by the funding Agency. Applicants should email me for discussion before applying officially (ismael.bailleul(a)univ-rennes1.fr) Ismaël Bailleul

1 0

Postdoc position in Statistics at Inria Grenoble, France
by Julyan Arbel 08 Sep '17

08 Sep '17

We are seeking a postdoc candidate interested in applying Bayesian inference to extreme value theory. Applications will be accepted until the position is filled. The starting date is flexible, from October 1st, 2017 onward. For more info see: https://doctorat.campusfrance.org/en/CF20172480 <https://doctorat.campusfrance.org/en/CF20172480> or contact me (Julyan Arbel, julyan.arbel(a)inria.fr) or Prof. Stéphane Girard (stephane.girard(a)inria.fr) A general overview of the stats group at Inria can be found at https://team.inria.fr/mistis/members/ <https://team.inria.fr/mistis/members/> Julyan Arbel Researcher, Mistis team Inria Grenoble Rhône-Alpes http://www.julyanarbel.com/ <http://www.julyanarbel.com/>

1 0

PhD Studentship at Sussex on PDMP-based Monte Carlo Methods (2018)
by Enrico Scalas 06 Sep '17

06 Sep '17

Car* collegh*, all'Universita' del Sussex abbiamo una posizione di dottorato sull'analisi rigorosa di metodi di Monte Carlo: http://www.sussex.ac.uk/study/phd/fees-and-scholarships/scholarships/view/7… Per maggiori informazioni si puo' contattare il Dr Andrew Duncan ( Andrew.Duncan(a)sussex.ac.uk) Se conoscete persone potenzialmente interessate, per favore, passate l'annuncio. Grazie mille e cordiali saluti, Enrico Scalas

1 0

Statistical Challenges in Big Data & Complex Systems, CLADAG 2017 SATELLITE MEETING September 12th, 2017
by stefano iacus 06 Sep '17

06 Sep '17

Dear all, this is a gentle reminder in case you missed the original announcement. We are glad to announce that on the day before the CLADAG conference <http://www.cladag2017.unimib.it/>, which is held in Milan 13-15 September 2017, a satellite event is proposed by Data Science Lab <http://datasciencelab.unimi.it/> of the University of Milan. The event title is STATISTICAL CHALLENGES IN BIG DATA & COMPLEX SYSTEMS <http://datasciencelab.unimi.it/index.php/2017/07/05/statistical-challenges-…>, is held on the 12th of September 2017 from 14 in Aula Crociera Alta di Giurisprudenza, Via Festa del Perdono 7. After the meeting an Aperitif in the suggestive Porticato San Nazaro will be offered to the participants. The event is free, but for organizational matters, please send an email to datasciencelab(a)unimi.it. <mailto:datasciencelab@unimi.it> The purpose of this scientific event is to take advantage of the presence in Milan of the international community of statisticians attending CLADAG 2017 Conference and to stimulate cross-discussion between the various researchers at the University of Milan who work on diversified topics related to Big Data & Complex Systems. The Flash Talk are meant for a wider audience, including the Press and colleagues from other disciplines. Problems, solutions and challenges for Big Data & Complex Systems vary upon the scientific field of study. This event is an attempt to out statisticians in connection with scientists of the many different disciplines. Download the leaflet <http://datasciencelab.unimi.it/wp-content/uploads/2017/07/Volantino-evento-…> Best wishes Stefano Iacus and Silvia Salini

1 0