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PhD course "Fractional Brownian motion and non-Markovian modeling" by P. Pigato
by Lucia Caramellino 26 May '20

26 May '20

Dipartimento di Matematica, Università di Roma “Tor Vergata” PhD School in Mathematics Announcement of a PhD course (10 hours, online) Paolo Pigato (Università di Roma "Tor Vergata", WIAS Berlin): Fractional Brownian motion and non-Markovian modeling Abstract. In several applications of stochastic analysis (financial engineering, telecommunication networks, ...), it is desirable to model real-world quantities which are non-Markovian, for example because the noise process exhibits slowly decaying auto-correlations and long memory. In this course we will focus on fractional Brownian motion, a prototypical example of non-Markovian process. Such process is a generalisation of Brownian motion with Holder regularity possibly different than 1/2 and it is not a martingale. We will consider large deviations problems, simulation methods and some examples of application. Schedule. - Friday June 05, 2020; h. 14-16 - Tuesday June 09, 2020; h. 14-16 - Thursday June 11, 2020; h. 14-16 - Tuesday June 16, 2020; h. 14-16 - Thursday June 19, 2020; h. 14-16 Information at http://www.mat.uniroma2.it/~dott/corsi.html <http://www.mat.uniroma2.it/~dott/corsi.html> http://www.mat.uniroma2.it/~macci/corso-dottorato-pigato.htm <http://www.mat.uniroma2.it/~macci/corso-dottorato-pigato.htm> How to join the course. The course will take place on the "Teams" platform. Those who do not have an account on Teams can join the course through Chrome or Edge. Please write to caramell(a)mat.uniroma2.it <mailto:caramell@mat.uniroma2.it> (subject: PhD course) to be part of the mailing list to which instructions for accessing the course will be sent.

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PhD in Computational Mathematics and Decision Sciences
by Giacomo Aletti 26 May '20

26 May '20

The admission procedure for the PhD program in Computational Mathematics and Decision Sciences at University of Pavia is now open, see http://phd.unipv.it/call-36/ We have 6 scholarships, of which 1 reserved for foreign (non-Italian) students. The deadline is June 24, 2020. Please share this call for applications with potential candidates. Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090

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Fwd: [stoch-ned-l] COFUND: vacancies for PhD positions
by Gianmarco Bet 26 May '20

26 May '20

Cari colleghi, Vi segnalo numerose PhD openings nel programma NETWORKS in Olanda. Conosco personalmente i PI e il programma, e posso attestare che l’ambiente di ricerca è davvero ottimo. La scadenza è molto vicina, quindi vi invito a girare questo annuncio ai vostri studenti interessanti in probabilità applicata e/o combinatoria e/o modelli discreti. Sono a completa disposizione se voi (o i vostri studenti) avete domande specifiche. Un caro saluto, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 22 ---------------------------------------------------------------------- > Begin forwarded message: > > From: "Mandjes, Michel via stoch-ned-l" <stoch-ned-l(a)lists.science.uu.nl> > Subject: [stoch-ned-l] COFUND: vacancies for PhD positions > Date: 8 May 2020 at 16:21:39 CEST > To: "Zanten, J.H. van via stoch-ned-l" <stoch-ned-l(a)lists.science.uu.nl> > Reply-To: "Mandjes, Michel" <m.r.h.mandjes(a)uva.nl> > > 14 PhD Positions in Stochastics and Algorithmics in NETWORKS (the Netherlands) > > The NETWORKS project is a collaboration of world-leading researchers from four institutions in The Netherlands: TU Eindhoven <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>, University of Amsterdam <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fyoutu.be%…>, Leiden University <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…> and the Centrum Wiskunde & Informatica (CWI) <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>. Research in NETWORKS focuses on stochastics and algorithmics for network problems. NETWORKS offers a highly stimulating research environment and an extensive training program for PhD students. > > Recently NETWORKS was awarded a COFUND grant the Marie Skłodowska-Curie Actions, funded by the European Commission. The grant allows NETWORKS to expand its activities by opening positions for an additional 14 PhD students. As a NETWORKS-COFUND PhD student you can define your own PhD project in one of the research areas mentioned above, in collaboration with your NETWORKS supervisors. > > Application deadline > 31 May 2020 > Contract > full time employment contract for 4 years > Salary indication > from €2.325 to €2.972 in 4 years > Location > The Netherlands (Amsterdam, Eindhoven, Leiden) > Are you interested in the stochastics and algorithmics behind network problems? And would you like to be part of this project with its many activities? Then go to https://www.thenetworkcenter.nl/Open-Positions/openposition/29/14-PhD-Posit… <https://eur04.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.thene…> > On this website you can find an extensive information package about these positions, including further details about the application procedure. > > _______________________________________________ > stoch-ned-l mailing list > SMS-VvS+OR/ > Section Mathematical Statistics of > The Netherlands Society for Statistics and Operations Research. > stoch-ned-l(a)lists.science.uu.nl > https://mailman.science.uu.nl/mailman/listinfo/stoch-ned-l

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Postdoc in stochastic control at University of Uppsala (Sweden)
by Tiziano De Angelis 25 May '20

25 May '20

Dear All, Please find below links for 2 open postdoctoral positions in stochastic control at the University of Uppsala (Sweden). The deadline for application is 12 June. https://www.math.uu.se/the-department/vacant-positions/?positionId=334386 and https://www.math.uu.se/the-department/vacant-positions/?positionId=334402 Best wishes Tiziano

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Junior Professorship (W1) in Mathematical Economics at Bielefeld: NEW DEADLINE JUNE 05
by Giorgio Ferrari 24 May '20

24 May '20

Dear All, I hope this email finds you well. I am writing to inform that the deadline for applications for the post advertised below has been extended to *JUNE 05, 2020*. Best wishes and have a nice Sunday, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% The *Center for Mathematical Economics *(Institut für Mathematische Wirtschaftsforschung, IMW) and the *Faculty of Business Administration and Economics* at Bielefeld University are seeking to fill the following position as soon as possible: *Junior Professorship (W1) in Mathematical Economics* We are looking for outstanding, internationally visible candidates in research and teaching who are qualified by excellent publications in one of the research areas of the Center for Mathematical Economics. Interdisciplinary research and teaching across faculties traditionally plays an important role at the Center for Mathematical Economics. We expect participation in the existing and planned joint third-party funded projects of the Center, the Faculty of Economics and Business Administration, and other faculties, especially in the interdisciplinary context. The connection to the Collaborative Research Center 1283 `` Taming Uncertainty and Profiting from Randomness ... ’’ plays an important role for this professorship. We are looking for young researchers who can make a significant contribution to the economic sub-projects of the Collaborative Research Center; potential topics include dynamic game theory (differential games, mean-field games) as well as the analysis of financial markets (equilibrium models in continuous time), industrial dynamics (dynamic I.O.) or complex decisions under uncertainty (e.g. recursive dynamic utility). Teaching is to be provided in the research-oriented Master and Bachelor programs of the Faculty of Economics and Business Administration, especially in Mathematical Economics. The prerequisites for the position are a university degree, pedagogical aptitude and the special ability for scientific work, which is usually demonstrated by the outstanding quality of a doctorate. The position is initially for three years, and can be extended to six years after a positive evaluation. Applications from suitably qualified handicapped and severely handicapped persons are explicitly encouraged. Bielefeld University has received a number of awards for its achievements in the provision of equal opportunity and has been recognized as a family-friendly university. The university welcomes applications from women. Applications are handled according to the state's equal opportunity statutes. Applications with the usual documents (curriculum vitae, copies of certificates, list of publications with identification of up to 10 most important publications, a 2-page research and teaching concept) should preferably be submitted till *JUNE 05**, 2020* to: Bielefeld University Center for Mathematical Economics (IMW) Frau Buiwitt-Robson Postfach 10 01 31 33501 Bielefeld or by e-mail as a single PDF file to: IMW(a)uni-bielefeld.de Please refrain from submitting application folders and submit photocopies only, as the application documents will be destroyed at the end of the selection procedure. Please note that risks to confidentiality and unauthorized access by third parties cannot be ruled out when communicating via unencrypted e-mail. Information on the processing of personal data can be found at: https://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/… -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Fwd: [umr8050] Extension de la date limite de candidature M2 Bézout
by Lucia Caramellino 22 May '20

22 May '20

Ricevo e volentieri inoltro un annuncio di borsa di studio per un master presso Paris-Est, riservata a studenti stranieri. Per inciso, gli indirizzi del master sono: - mathematics: mathematics of finance and data; probability theory and statistics of new data; analysis and applications (images, compressed sensing); - computer science: imaging sciences; software; systems and services for the Internet of Things; smart systems and applications. Saluti, Lucia > De: "raphael danchin" <raphael.danchin(a)u-pec.fr <mailto:raphael.danchin@u-pec.fr>> > À: "umr8050" <umr8050(a)listes.math.cnrs.fr <mailto:umr8050@listes.math.cnrs.fr>> > Envoyé: Vendredi 22 Mai 2020 10:17:37 > Objet: [umr8050] Extension de la date limite de candidature M2 Bézout > > > Dear colleague, > > The 2020-2021 hiring campaign for the international Bézout master's program is now open until May 28, noon (Paris time). It is directed towards excellent students in mathematics or computer science (or both) from foreign institutions willing to pursue their studies in Université Paris Est at the master level. The laureates will receive a 11-month grant of about 1300€ per month and will be proposed a room on the campus. Furthermore, the best students will then be invited to join the PhD program of the Doctoral School MSTIC (Mathematics, Sciences and Information and Communication Technology) of Université Paris-Est. > > The details of the program and a link to the application website can be found here: http://bezout.univ-paris-est.fr/masters-scholarships/ <http://bezout.univ-paris-est.fr/masters-scholarships/> > > A description of the activities of the Bézout Labex can be found in the leaflet here: http://bezout.univ-paris-est.fr/wp-content/uploads/2020/03/bezout-leaflet.p… <http://bezout.univ-paris-est.fr/wp-content/uploads/2020/03/bezout-leaflet.p…> > Contact: Raphaël Danchin <danchin(a)u-pec.fr <mailto:danchin@u-pec.fr>> +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell>

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Master of Science in Economics (University of Rome "Tor Vergata")
by Paolo Gibilisco 22 May '20

22 May '20

Dear Colleagues, please find enclosed some information on the Master of Science in Economics of the Department of Economics and Finance of the University of Rome “Tor Vergata”. Do not hesitate to contact me if you need further information. Best regards Paolo Gibilisco Associate Professor Department of Economics and Finance University of Rome “Tor Vergata” Via Columbia 2, Rome, 00133, Italy Phone: +39-06-72595956 Email: paolo.gibilisco(a)uniroma2.it <mailto:paolo.gibilisco@uniroma2.it> Home page: https://economia.uniroma2.it/def/faculty/142/gibilisco-paolo <https://economia.uniroma2.it/def/faculty/142/gibilisco-paolo#> ----------------------------------------------------------------------------------------------------- Dear Colleague, I am pleased to announce the 2020/2021 edition of the Master of Science in Economics <https://economia.uniroma2.it/master-science/economics> at the Department of Economics and Finance of Tor Vergata University of Rome. I would be grateful if you could help me spread the information about our program and recommend us to your most talented and motivated students. The MSc Economics (LM-56) is a two-year graduate program entirely taught in English and designed for highly qualified students. It provides students with a thorough knowledge and understanding of the concepts, tools and methods of economics, together with the application of these methods to the analysis of economic problems. We are committed to providing our students with high quality teaching from some of the best in the Department, which was recognized as a department of excellence by the MIUR. We have already prepared contingency plans, including options for studying remotely, in the event that our standard practices must be changed due to the COVID-19 epidemic. An important characteristic of the program is that we follow our students closely. They are provided with academic support and a personal tutor who follows them throughout the entire program. Moreover, annual extra-curricular initiatives are organized to strengthen their professional skills and to allow easy access to employment or further academic opportunities. We offer study grants for the best students enrolling in the first year as well as monetary awards to the best-performing first-year students. Selected second-year students have the opportunity to attend a Dual Degree Program in partnership with the University of Gothenburg or the University of Konstanz. Additional funding is also awarded to students to encourage participation in Summer Schools, database purchases, GRE test and MATLAB Associate Level Certification. The MSc Economics is the ideal program for those who want to acquire advanced analytical skills to pursue a career in national and international institutions, or who want to prepare for a Ph.D. program in Economics. The excellent placement of our graduates may be consulted on the employment statistics page <https://economia.uniroma2.it/master-science/economics/employment-statistics…> and on the Alumni page <https://economia.uniroma2.it/master-science/economics/Alu/> of our website. Applications are currently open for the 2020/2021 academic year. The application deadline is June 30, 2020 for non-EU students and August 16, 2020 for EU students. The Call for applications is available here <https://economia.uniroma2.it/master-science/economics/admissions/>, feel free to share this link with interested candidates and other colleagues from your institution. I will be available to provide additional information during the Online Open Day on June 16, 2020 <https://economia.uniroma2.it/cal/855/msc-economics-online-open-day#.XsVCUC-…> at 5pm on Microsoft Teams. Should you wish to have additional information or discuss anything related to the program, please do not hesitate to contact me. Best regards, Alberto Iozzi Master of Science in Economics, Director ----------------------------------------------------------------- Prof. Alberto Iozzi Department of Economics and Finance Tor Vergata University of Rome Via Columbia 2, 00133 Rome - Italy Tel. +39 06 7259 5923 Fax + 39 06 2040 219 Webpage: sites.google.com/view/albertoiozzi/home <https://sites.google.com/view/albertoiozzi/home> ----------------------------------------------------------------

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Webinar RIGON
by Pierpaolo De Blasi 22 May '20

22 May '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/research/webinars/> Venerdì 29 Maggio 2020, alle ore 15:00, si terrà il seguente webinar: ------------------------------------------------ Tommaso RIGON (Duke University) *A generalized Bayes framework for probabilistic clustering* Abstract: Clustering methods such as k-means and its variants are standard tools for finding groups in the data. However, despite their huge popularity, the underlying uncertainty can not be easily quantified. On the other hand, mixture models represent a well-established inferential tool for probabilistic clustering, but they are characterized by severe computational bottlenecks and may have unreliable solutions in presence of misspecifications. Instead, we rely on a generalized Bayes framework for probabilistic clustering based on Gibbs posteriors. Broadly speaking, in such a setting the log-likelihood is replaced by an arbitrary loss function and this arguably leads to much richer families of clustering methods. Our contribution is two-fold: first, we describe a clustering pipeline for efficiently finding groups and then quantifying the associated uncertainty. Second, we discuss two broad classes of loss functions which have advantages in terms of analytic tractability and interpretability. Specifically, we consider losses based on Bregman divergences and pairwise dissimilarities and we show they can be interpreted as profile and composite log-likelihoods, respectively. Full Bayesian inference is conducted via Gibbs sampling but efficient deterministic algorithms are available for point estimation. As an important byproduct of our work, we show that several existing clustering approaches can be interpreted as generalized Bayesian estimators under specific loss functions. Hence, our methodology can be also used to formally quantify the uncertainty in widely used clustering approaches. (joint work with Amy Herring and David Dunson, Duke University) ------------------------------------------------ Chiunque volesse collegarsi al webinar è pregato di inviare una email entro mercoledi 27 Maggio a pierpaolo.deblasi(a)unito.it Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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LMS Invited Lecture Series 2020
by Enrico Scalas 21 May '20

21 May '20

Car* collegh*, vi segnalo questo evento on-line: LMS Invited Lecture Series 2020 Fractional Calculus and Fractional Stochastic Calculus, Including Rough-Paths, with Applications, 15 Jun, 09:00 – 19 Jun, 16:00 https://www.lms2020.boguslavsky.net/ con lezioni di Yulia Mishura, Taras Shevchenko National University of Kyiv, Ukraine e vari seminari su temi correlati. Dalla pagina web e' possibile registrarsi. Cordiali saluti, Enrico Scalas

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Postdoc position in Vienna
by Ulisse Stefanelli 21 May '20

21 May '20

Dear Colleagues, I would like to bring to your attention a postdoc opening (University Assistant) in Vienna, details are below. Kind regards Ulisse Stefanelli ************************************************ The Faculty of Mathematics of the University of Vienna is inviting applications for a University-Assistant position (postdoc), limited to 3 years. We are looking for a highly qualified researcher with strong background in calculus of variations or evolution equations, also of stochastic type. The start date is 1.7.2020 or as soon as possible thereafter. The position comes with max. 4h of teaching per week, mostly exercise classes. The monthly gross salary is in the range 3.8-4.3 K€, depending on the experience level. Applications have to be submitted via the jobcenter of the University of Vienna: https://personalwesen.univie.ac.at/jobs-recruiting/job-center/ by navigating to 'Aktuelle Stellenausschreibungen', reference number 10846. Informal enquiries to ulisse.stefanelli(a)univie.ac.at ________________________________________ Ulisse Stefanelli (Univ.-Prof., PhD) Faculty of Mathematics, University of Vienna Oskar-Morgenstern-Platz 1,1090 Vienna, Austria ulisse.stefanelli(a)univie.ac.at ________________________________________

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