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seminario Ruodu Wang in Bicocca
by fabio.bellini 07 May '14

07 May '14

Il giorno martedì 13 maggio alle ore 15.00 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano Bicocca, al IV piano dell'edificio U7, il dott. Ruodu Wang della Università di Waterloo (Canada) terrà un seminario su: Admissible distributions of risk aggregation Abstract Modeling inter-dependence between individual risks often faces statistical as well as probabilistic challenges, in which dependence uncertainty naturally arises. In this talk, we consider problems of risk aggregation with dependence uncertainty. The core question of interest is to characterize admissible distributions of risk aggregation, where marginal distributions of individual risks are assumed known but the joint dependence structure is unknown. In the first part of the talk, we will summarize finite dimensional results based on the notion of joint mixability, and discuss their relevance to optimization problems in risk management. In the second part of the talk, we will study asymptotic problems of admissible risk aggregation with identical margins. The results are concise and, in the meanwhile, surprising. We hope to deliver the following message: with the marginal distribution known and dependence structure unknown, we know essentially nothing about the asymptotic shape of the sum of random variables. Tutti gli interessati sono invitati a partecipare. Fabio Bellini

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 07 May '14

07 May '14

13th INTERNATIONAL CONFERENCE C R E D I T 2014 *The New Financial Regulatory System: Challenges and Consequences for the Financial Sector *Venice, Italy 25 - 26 September 2014 *GRETA Associati *(Venice, Italy), *Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 25 - 26, 2014. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca? Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *thirteenth* of a series dedicated to various aspects of credit risk. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * *Banking regulation* (Banking union, Design of supervisory institutions and processes, Regulatory instruments) * * Credit Risk and Stress testing (*Counterparty risk, Credit and Liquidity, Stressed credit risk measures, Feedback effects or second round effects, Firm wide stress testing, Multivariate extreme events, Tail dependence) * * New development in the banking markets* (Banking business models, Shadow banking, Response to regulatory changes) * *Financial markets regulation* (CCP, Transaction taxes, Decentralized trades and Systemic risk) * *Risk disclosure: homogeneity and comparison of risk measures (*Data integration and validation, Risks integration, Effectiveness of Pillar 3 disclosure) The Scientific Committee for the Conference consists of: *Jan Krahnen*, Goethe University,**Programme Chair *Monica Billio*, Ca? Foscari University of Venice *Steven Ongena*, University of Zurich *Stephen Schaefer*, London Business School *Kenneth Singleton*, Stanford University The final program will include both submitted and invited papers. Acceptances received from invited speakers include *Franklin Allen* (University of Pennsylvania & Imperial College London), *Ignazio Angeloni* (ECB), *Thierry Foucault* (HEC Paris). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2014 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2014*. The final version of accepted papers must be received by August 31, 2014. Please send papers: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it> REGISTRATION To register for the Conference you are requested to complete the registration form that is available on our website (http://www.greta.it/credit/credit2014/credit2014.htm <http://www.greta.it/credit/credit2014/credit2014.htm>). Registration fees are: Early registrationLate registration (within August 24th)(from August 25th on) Academics: 250 Euro + VAT300 Euro + VAT Practitioners: 800 Euro + VAT1000 Euro + VAT Academics Poster Presenter:130 Euro + VAT130 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT500 Euro + VAT PhD Students*: 80 Euro + VAT130 Euro + VAT *VAT is currently 22%* For participants presenting a paper there are no fees. *Students will have to provide valid proof of their student status. The registration fees cover: - Admission to all scientific sessions - Lunches and coffee service during the Conference - Conference kit The registration fees do not fully cover the conference dinner on September 25, 2014, for which there is an extra charge of 80.00 Euro for each partecipant (conference attendees as well as accompanying persons). IMPORTANT DATES May 31, 2014: Papers submission deadline June 30, 2014: Paper acceptance notification August 18, 2014: Deadline for early registration August 31, 2014: Deadline for sending final version of accepted papers For more detailed information (registration, accommodation and Conference venue), please refer to the Conference website: http://www.greta.it/credit/credit2014/credit2014.htm <http://www.greta.it/credit/credit2014/credit2014.htm> * Please accept our apologies for any crossed e-mails. ** If you do not want to receive more information from this e-mailing list, please reply to this message with Subject "Cancel from Mailing List". T -- "Nota automatica aggiunta dal sistema di posta. Destina Il 5 per mille per sostenere i giovani ricercatori di Ca' Foscari. E' un buon investimento per il futuro di tutti. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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SUMMER SCHOOL IN ECONOMICS AND FINANCE - CANAZEI 2014
by Antonella Basso 06 May '14

06 May '14

A.M.A.S.E.S. and DEPARTMENT of ECONOMICS of the UNIVERSITY of VERONA jointly organize the Summer School in Economics and Finance - Canazei 2014 Alba di Canazei, Trento - Italy July 14 - 18 ECONOMIC AND QUANTITATIVE ANALYSIS OF ENERGY MARKETS Prof. Michael Waterson, University of Warwick, Department of Economics*,*http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/waterson/ Prof. Luigi Grossi, University of Verona, Department of Economics,http://www.dse.univr.it/?ent=persona&id=3862&lang=en Dr. Fany Nan, University of Verona, Department of Economics. Application: submission deadline: May 12** If your application is accepted, you will receive a confirmation e-mail by May 16. If accepted, you have to pay the fee before May 26. The school will be activated with a minimum of 15 paying participants. It is recommended to arrive at Alba di Canazei by Sunday, July 13th, given that the activities begin at 9 am on Monday 14 ** Further details are available at: http://dse.univr.it/safe/index.php?option=com_content&task=view&id=87&Itemi… -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address:basso@unive.it Web page:http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893 -- "Nota automatica aggiunta dal sistema di posta. Destina Il 5 per mille per sostenere i giovani ricercatori di Ca' Foscari. E' un buon investimento per il futuro di tutti. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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Fwd: PhD call
by Irene Crimaldi 06 May '14

06 May '14

*2014/15 PhD program at IMT Institute for Advanced Studies Lucca* Deadline for applications – July 14th 2014, 6 pm Italian time To apply: http://phd.imtlucca.it Applications are now being accepted for the 2014/15 PhD program at the IMT Institute for Advanced Studies Lucca (www.imtlucca.it). Highly motivated candidates are invited to apply for fully-funded positions within a doctoral program that integrates scientific competences of economics, engineering, computer science, physics, applied mathematics, statistics, history and sciences of cultural heritage. The three year program is articulated in curricula. The 8 curricula currently offered are field-specific, although in many instances they share a common scientific background. Candidates can apply for one (or more) of the following curricula:  Economics (ECON)  Management Science (MS)  Complex Networks (CN)  Computational Mechanics (CM)  Control Systems (SYS)  Computer Science (CS)  Image Analysis (IA)  Analysis and Management of Cultural Heritage (AMCH) Courses are led by world-renowned researchers and provide students with the necessary theoretical skills and advanced tools for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis. In fact, IMT's outgoing PhDs will be able to use the skills they obtained during their studies to recognize and resolve complex problems to choose the most appropriate method or instrument to utilize when affronting these problems, even in disciplines outside of their primary field of research. All students are based in the newly restored San Francesco complex, a fully integrated campus in the historical center of the beautiful Tuscan city of Lucca. The campus includes residential facilities, including an on-site canteen, study and living rooms, and outdoor recreational spaces, all serving to add a cultural and social dimension to the professional experience of the doctoral program. Eligible students will also receive a research scholarship which amounts to approximately €13,600/year. The PhD program at IMT attracts students from around the world, providing a truly international environment. English is the official language of the Institute. To further enhance the internationality of the program, all students have the opportunity to spend anywhere from 2-9 months abroad at a research institute or university, with the possibility of receiving additional financing through the Erasmus+ program. To find out more about the institute, the requirements for admission and how to apply, please see http://phd.imtlucca.it. *The deadline for applications is July 14th 2014, 6 pm Italian time.* Find IMT on Facebook, Twitter, LinkedIn and YouTube for the latest news. Irene Crimaldi IMT Institute for Advanced Studies Lucca

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Clay Conference on Integrability and Universality in Probability
by Francesco Caravenna 06 May '14

06 May '14

Ricevo e inoltro. > Da: Lorenzo Zambotti <lorenzo.zambotti(a)upmc.fr> > > ---------- Forwarded message ---------- > From: Ivan Corwin <ivan.corwin(a)gmail.com> > Date: Sat, May 3, 2014 at 12:05 AM > Subject: Clay Conference on Integrability and Universality in Probability > To: Ivan Zachary Corwin <ivan.corwin(a)gmail.com>, Martin Hairer <M.Hairer(a)warwick.ac.uk> > > > Dear Colleagues, > > Please distribute this to any colleagues or seminar lists you believe would be interested. > > This is the announcement of the workshop "Advances in Probability: Integrability, Universality and Beyond" which will be held in Oxford UK from Sunday, September 28, 2014 to Thursday, October 2, 2014 as part of the Clay Research Conference. More information can be found at the conference website (http://www.claymath.org/events/advances-probability-integrability-universal…). > The workshop will focus on the following topics: > > Random interface growth, particle systems, stochastic PDEs, and the Kardar-Parisi-Zhang equation and universality class > Random matrix theory > Two-dimensional equilibrium statistical mechanics such as the Ising model, percolation, quantum Liouville gravity, and its relation to the Schramm Loewner evolution > Logarithmically correlated processes such as Gaussian free field, and branching diffusion processes > Speakers: Gerard Ben Arous (NYU), Itai Benjamini (Weizmann), Nathanael Berestycki (Cambridge), Alexei Borodin (MIT), Amir Dembo (Stanford), Christina Goldschmidt (Oxford), Geoffrey Grimmett (Cambridge), Alice Guionnet (MIT), Grégory Miermont (ENS Lyon), Jason Miller (MIT), Ashkan Nikeghbali (Zurich), Neil O'Connell (Warwick), Yuval Peres (Microsoft), Jeremy Quastel (Toronto), Fabio Toninelli (Lyon), Craig Tracy (UC Davis), Vincent Vargas (Paris), Ofer Zeitouni (Weizmann, NYU). > > Registration is free but required. To register, please email Naomi Kraker, providing the name of your institution and stating which workshop you wish to attend. Students please also provide a letter of reference from your supervisor. > > A limited number of accommodation rooms is available for PhD students and early career researchers. Please email Naomi Kraker for more information. > > Best Regards, > > Ivan Corwin and Martin Harier > > > > -- > Lorenzo Zambotti > Postal Address: > Universite' Paris 6, LPMA - Boite courrier 188 > 4, place Jussieu - 75252 Paris cedex 05, France > > Bureau n. 22, 2eme etage, tours 16/26, Jussieu > E-mail: lorenzo.zambotti(a)upmc.fr > URL: http://www.proba.jussieu.fr/~zambotti/ _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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STUDENTSHIP: PhD studentships, University of Padova, Italy
by Patrizia Piacentini 06 May '14

06 May '14

For the academic year 2014/2015 the University of Padova, Italy, offers 15 research fellowships for foreign students to attend Doctoral/International Courses - Deadline: 9 June 2014 - The call for application is available at the following address: http://www.unipd.it/en/node/142 The announcement concerns a limited number of fully funded grants for foreign (non-Italian) graduate students to be awarded on the basis of qualifications only and requiring no entry examination. The grants include all University and Department fees, full board at the University accommodation and provide an additional personal scholarship of 13.638,47 € per year for a total of 3 years. Doctoral courses will start on November 1st, 2014 and will end on October 31st, 2017. Application is to be made following carefully the instructions in the announcement. The PhD School in Statistics ( http://www.stat.unipd.it/fare-ricerca/dottorato-di-ricerca ) highly encourages foreign students to apply for admission. All lectures are given in English. Interested applicants are invited to contact the Course Coordinator (dottorato(a)stat.unipd.it) for any advice. Some summary information about grants and admission procedures for foreign students can be found at http://www.stat.unipd.it/fare-ricerca/ammissione. Prof. Monica Chiogna Coordinator Phd Course in Statistics University of Padova Italy

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SUMMER SCHOOL IN ECONOMICS AND FINANCE - CANAZEI 2014
by Antonella Basso 06 May '14

06 May '14

*A.M.A.S.E.S. and DEPARTMENT of ECONOMICS of the UNIVERSITY of VERONA * ** *jointly organize the* *Summer School in Economics and Finance - Canazei 2014* *Alba di Canazei, Trento - Italy* ** *July 14 - 18* ** *ECONOMIC AND QUANTITATIVE ANALYSIS OF ENERGY MARKETS* *Prof. Michael Waterson, University of Warwick, Department of Economics,*http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/waterson/ *Prof. Luigi Grossi, University of Verona, Department of Economics,*http://www.dse.univr.it/?ent=persona&id=3862&lang=en *Dr. Fany Nan, University of Verona, Department of Economics.* *Application: submission deadline: May 12* If your application is accepted, you will receive a confirmation e-mail by May 16. If accepted, you have to pay the fee before May 26. The school will be activated with a minimum of 15 paying participants. It is recommended to arrive at Alba di Canazei by Sunday, July 13th, given that the activities begin at 9 am on Monday 14 ** Further details are available at: http://dse.univr.it/safe/index.php?option=com_content&task=view&id=87&Itemi… -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893 -- "Nota automatica aggiunta dal sistema di posta. Destina Il 5 per mille per sostenere i giovani ricercatori di Ca' Foscari. E' un buon investimento per il futuro di tutti. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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Application for the PhD in Economics at the Ca' Foscari University of Venice
by Marco Corazza 05 May '14

05 May '14

Dear All, it is possible to apply for the PhD in Economics at the Ca' Foscari University of Venice (30th cycle, a.y. 2014/15). Deadline: May 29th, 2014. All information at: http://www.unive.it/nqcontent.cfm?a_id=173236. Please, give the maximum diffusion. Best regards, Marco Corazza -- Marco Corazza Department of Economics Ca' Foscari University of Venice San Giobbe, Cannaregio 873 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it -- <<Wall Street traders now joke that "January effect" is more likely occur on the previous Thanksgiving.>> Malkiel B.G., "The efficient market hypothesis and its critics", Journal of Economics Perspectives, 17(1), 59-82 [page 64] -- "Nota automatica aggiunta dal sistema di posta. Destina Il 5 per mille per sostenere i giovani ricercatori di Ca' Foscari. E' un buon investimento per il futuro di tutti. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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Minicorso Prof. Albeverio - Dipartimento di Informatica - UniVr [12-14 Maggio]
by Luca di persio 03 May '14

03 May '14

Il Prof. Sergio Albeverio [ Dept. Appl. Mathematics, University of Bonn, HCM, BiBoS, IZKS ] sarà ospite del Dipartimento di Informatica dell’Università di Verona [ Strada le Grazie, 15 - Vr ] nei giorni dal 12 al 16 Maggio 2014 e terrà un minicorso dal titolo ” *Weak solutions, martingale problem, Feynman-Kac theorem and applications* “ articolato in due lezioni che si terranno presso il Dipartimento stesso nei giorni di - Lunedì 12 Maggio [ Aula D, 14:30-17:30 ] - Mercoledì 14 Maggio [ Aula D , 14:30-16:30 - Aula B , 16:30-17:30 ] Per informazioni contattare: luca.dipersio(a)univr.it __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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seminario di A. Debussche a Pisa
by Marco Romito 03 May '14

03 May '14

Il giorno 7 maggio 2014, alle ore 11:00, presso l'aula riunioni del Dipartimento di Matematica dell'Università di Pisa, si terrà il seguente seminario: A. Debussche (ENS Rennes): "Invariant measures for stochastic conservation laws" Tutti gli interessati sono invitati a partecipare. m.

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