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Fwd: Presentazione ENBA
by Irene Crimaldi 15 Jun '20

15 Jun '20

Dear all, we have scheduled a webinar to present the ENBA PhD track to potential candidates for the next doctoral cycle at IMT School for Advanced Studies Lucca. The webinar is scheduled on Tuesday 23/06 from 11.00 am to 12.30 am. The webinar is organized as follows: Short Introduction - Massimo Riccaboni 5 m Economics - Ennio Bilancini 15 m Networks - Guido Caldarelli 15 m Business - Alessia Patuelli 15 m Analytics - Falco Bargagli Stoffi 15 m Q&A - 25 min max This is the link: meet.google.com/oky-svxy-cfn <https://meet.google.com/oky-svxy-cfn?hs=122&authuser=0> All the best, Irene > >> >> >>

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Workshop announcement: Stochastic Analysis Brats, June 23-26, 2020
by Dario Trevisan 12 Jun '20

12 Jun '20

Dear colleagues, we are pleased to announce the upcoming mini-workshop ``Stochastic Analysis Brats'' to be held on June 23-26, 2020. Its aim is to gather some brilliant young researchers in stochastic analysis and related topics, although only virtually, since we will use Google Meet: https://meet.google.com/jmf-ndtz-gnh The list of speakers include Carlo Bellingeri (TU Berlin) Martin Brückerhoff (Münster) Giuseppe Cannizzaro (Warwick) Alberto Chiarini (Eindhoven) Paolo Grazieschi (Bath) Marta Leocata (Roma LUISS) Pierre Perruchaud (Notre Dame) Leonardo Tolomeo (Bonn HCM) A detailed programme is available at the page https://sites.google.com/unipi.it/sabpisa/home Please feel free to circulate this message to those who may be interested to attend the event. Regards, Dario (on behalf of the organizers) -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Open PhD and post doc positions in stochastics and energy systems (fwd)
by Tiziano Vargiolu 12 Jun '20

12 Jun '20

---------- Forwarded message ---------- Date: Fri, 12 Jun 2020 05:07:39 +0000 From: Fred Espen Benth <fredb(a)math.uio.no> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Open PhD and post doc positions in stochastics and energy systems Dear Tiziano, may I ask you for a favour: could you please send around to your network the announcement of two new positions in stochastics and energy systems in Oslo : https://www.jobbnorge.no/en/available-jobs/job/188863/phd-research-fellow-i… Best regards, Fred

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Time corrections to Univaq Random Talks: June 18th
by Fabio Antonelli 11 Jun '20

11 Jun '20

Sorry about this, but the time difference between Italy and Japan is 7 hours (not 6) so the talk Prof. Arturo Kohatsu-Higa, Dept .of Mathematical Sciences - Ritsumeikan University: "UPPER BOUNDS FOR THE JOINT DENSITY OF A STABLE PROCESS AND ITS MAXIMUM" will be on June 18th 2020 - 10:00 a.m. Fabio Antonelli

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Webinar Fabio Moneta (U. Ottawa) 17.06 h. 15 - LTI@UniTO Webinars in Finance
by Luca Regis 11 Jun '20

11 Jun '20

Dear Colleagues, LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto are pleased to invite you to the following seminar in Quantitative Finance, that will take place on June 17th at 3 pm CET via Zoom. Please register here: https://www.eventbrite.it/e/biglietti-holding-horizon-a-new-measure-of-acti… to get the Zoom link to join the webinar. /Speaker/: Fabio Moneta <https://telfer.uottawa.ca/en/directory/professors/moneta-fabio/> (University of Ottawa) Title: Holding horizon: a new measure of active investment management Abstract: This paper proposes a new holding horizon (HH) measure of active management and examines the relation between horizon and manager skill. Our HH measure identifies, in the cross-section, funds with higher future long-term alphas, while reported turnover identifies, in the time-series, when a particular fund is likely to exhibit a higher short-run alpha. The superior long-term performance of long-horizon funds is due to their selection of stocks with strong long-run fundamentals. Moreover, stocks largely held by long-horizon funds outperform stocks largely held by short-horizon funds by 2.7%-3.5% per year, adjusted for risk, over the following five-year period. We hope you will be able to join us! Best, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

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UNIVAQ RANDOM TALKS: Prof. Arturo Kohatsu-Higa - June 18th 11:00 a.m.
by Fabio Antonelli 11 Jun '20

11 Jun '20

If interested, please subscribe by https://docs.google.com/forms/d/e/1FAIpQLSfDWIEYewlpF_SWEeVV8DaTrzbftSTST8K… UNIVAQ RANDOM TALKS 5 Thursday June 18th 11:00 a.m. - ZOOM Videoconference platform Prof. Arturo Kohatsu-Higa Department of Mathematical Sciences Ritsumeikan University UPPER BOUNDS FOR THE JOINT DENSITY OF A STABLE PROCESS AND ITS MAXIMUM Abstract: In this article, we obtain integration by parts formulas for the joint law of a stable process and its maximum. The argument is based on a multi-level representation for the joint law which uses the theory of convex majorants for stable processes and the Chambers-Mallows-Stuck representation for stable random variables. As applications, we obtain regularity results for the joint law and upper bounds for the density and its space derivatives. Everybody is welcome, please subscribe by the following form The day of the seminar, participants will receive an invitation by e-mail (max. 100 participants)

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PhD position in Probability Theory and Analysis [TU Delft, supervisor: Dr. Richard C. Kraaij]
by fcollet＠math.unipd.it 10 Jun '20

10 Jun '20

*** Mi scuso per ricezioni multiple *** Cari Colleghi, ricevo e inoltro l'annuncio di una posizione (quadriennale) di Dottorato presso TU Delft (NL), sotto la supervisione del Dr. Richard C. Kraaij, su tematiche a cavallo tra Probabilità (processi di Markov e grandi deviazioni) e Analisi (equazioni di Hamilton-Jacobi e teoria del controllo). Per maggiori dettagli si veda il link: https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details/… Vi pregherei gentilmente di diffondere la notizia tra potenziali candidati. Grazie e buona giornata, Francesca Collet

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Fwd: [owps] One World Probability Seminar Thursday 11th June 2020
by Faggionato, Alessandra 10 Jun '20

10 Jun '20

---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: mer 10 giu 2020 alle ore 08:57 Subject: [owps] One World Probability Seminar Thursday 11th June 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday 11th June 2020: Tomorrow we will have a double talk on "A new point of view on topological phase transitions“. The first talk will be more introductory and accessible for a large audience. ------------------------------------------------------------ 15.00 CEST: Christophe Garban (Lyon) 16.00 CEST: Avelio Sepúlveda (Lyon) Abstract: Topological phase transitions were discovered by Berezinskii-Kosterlitz- Thouless in the 70's. They describe intriguing phase transitions for classical spins systems such as the plane rotator model (or XY model). Part 1 : General introduction on the topological phase transitions. Without assuming any a priori background, we will discuss how this phase transition arises in cases such as : - the XY model (spins on Z^2 with values in the unit circle) - the integer-valued Gaussian Free Field - Abelian Yang-Mills on Z^4 We will also discuss some of the main contributions of Fröhlich and Spencer to this theory. Part 2 : A statistical reconstruction problem. We will connect topological phase transitions to a statistical reconstruction problem concerning the Gaussian Free Field and will show that the feasibility of the reconstruction undergoes a KT transition. The talks will be based mostly on the preprint: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org… ------------------------------------------------------------ Please keep in mind that we are working with Central European summer time. As always, the Zoom-room link will appear on the OWPS seminar webpage: https://eur01.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.owprob… But you can also link to it directly by clicking this link tomorrow: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fus02web.z… Meeting-ID: 876 7251 4177 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Fwd: PhD position in Prague
by Francesco Caravenna 08 Jun '20

08 Jun '20

Ricevo e inoltro. > Da: Jan Meinderts Swart <swart(a)utia.cas.cz> > Oggetto: PhD position in Prague > Data: 8 giugno 2020 11:24:26 CEST > > Dear everybody, > > There (still) is a (very nice!) open position for a PhD student at my institute, see: > http://staff.utia.cas.cz/swart/advertentie.html > The successful candidate will work with me and can choose a theme from > an extensive list of interesting open problems (see advertising). > > If you know of any suitable candidates, I would be grateful if > you can bring the position to their attention. > > Best regards, > Jan Swart

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One PhD and one PostDoc position (Univ. Vienna, Christa Cuchiero) (fwd)
by Tiziano Vargiolu 08 Jun '20

08 Jun '20

---------- Forwarded message ---------- Date: Mon, 8 Jun 2020 11:15:54 +0200 From: Lisa Carli <lisa.carli(a)univie.ac.at> To: vargiolu(a)math.unipd.it Cc: Christa Cuchiero <christa.cuchiero(a)univie.ac.at> PhD: Dear colleagues, the University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Prae-Doc (3 year appointment, 30hrs) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The successful candidate will work in the START research project ?Universal structures in Mathematical Finance?, run by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance. The goal is to explore this mathematical and financial universality and to provide a unifying stochastic framework, building on process classes which have, appropriately seen, universal approximation properties, well known also from the theory of machine learning. For detailed information please have a look at the Jobcenter of the University of Vienna (reference number 10843) https://univis.univie.ac.at/ausschreibungstellensuche/flow/bew_ausschreibun… Application Deadline: July 15th, 2020. The montly gross salary (according to FWF standards) amounts to 2.205,60? for 30hrs. The planned start of the position is autumn 2020. --------------------------------------------------------------------------- ---------------- Post-Doc: Dear colleagues, the University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Post-Doc (up to 4 years, 40hrs) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning. The successful candidate will work in the START research project ?Universal structures in Mathematical Finance?, run by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance. The goal is to explore this mathematical and financial universality and to provide a unifying stochastic framework, building on process classes which have, appropriately seen, universal approximation properties, well known also from the theory of machine learning. For detailed information please have a look at the Jobcenter of the University of Vienna (reference number 10857) https://univis.univie.ac.at/ausschreibungstellensuche/flow/bew_ausschreibun… Application Deadline: July 15th, 2020. The montly gross salary (according to FWF standards) amounts to 3.889,50?. The planned start of the position is autumn 2020. -- Lisa Carli, MA Organisationsassistentin Universit?t Wien Fakult?t f?r Wirtschaftswissenschaften Institut f?r Statistik und Operations Research Oskar-Morgenstern-Platz 1; 1090 Wien Raum 4.512 T +43-1-4277-37046 lisa.carli(a)univie.ac.at isor.univie.ac.at

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