Random

random@lists.dm.unipi.it

13 participants
5288 discussions

Mini-course announcement: Stochastic control and mean-field games [L.Campi @Dept. Comp. Science - UniVr]
by Luca di persio 28 Apr '19

28 Apr '19

The Dept. of Comp. Science, College of Mathematics [ UniVr ] : https://goo.gl/maps/yeKWo3vri8PkHjUm9 will host the following mini-course *Title*: Stochastic control and mean-field games [ 2 ECTS ] which will be given by prof. Luciano Campi [LSE - London] *Stochastic control and mean-field games* In this mini-course we will give a short introduction of stochastic control problems and games, especially in view to applications in economics and finance such as - but not limited to - portfolio optimization. Two main approaches will be discussed: dynamic programming principle via PDEs (Partial Differential Equations), Pontryagin maximum principle via BSDEs (Backward Stochastic Differential Equations). Moreover, an application to the latter method to the very popular class of mean-field games (MFGs) will be presented as well together with some relevant applications to study strategic interaction among economic agents, such as banks and investors. Other applications of MFGs to, for instance, energy markets and crowd dynamics, will be also discussed if time allows. The list of topics will be: (i) Stochastic control: formulation of the problem with examples. (ii) Dynamic programming principle and Hamilton-Jacobi-Bellman PDE. (iii) Pontryagin stochastic maximum principle and BSDEs. (iv) Mean-field games: characterization of Nash equilibria and applications. *Main references*: • Carmona, R., Delarue, F. (2018). Probabilistic Theory of Mean Field Games with Applications I-II. Springer Nature. • Pham, H. (2009). Continuous-time stochastic control and optimization with financial applications (Vol. 61). Springer Science & Business Media. • Touzi, N. (2012). Optimal stochastic control, stochastic target problems, and back- ward SDE (Vol. 29). Springer Science & Business Media. Other more specific references will be given during the lectures when needed. *Time-table* Monday, 29th of April: 16.30 18.30 [ Room M ] Tuesday 30th of April: 12.30 -15.30 [ seminar room, entrance, Ca' Vignal 1 ] Thursday, 2nd of May: 12.30 -15.30 [ Room M ] See also: http://www.di.univr.it/?ent=seminario&id=4706 Do not hesitate to contact me: luca.dipersio(a)univr.it for any further info. Best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>

1 0

ISIPTA 2019: call for posters
by Serena Doria 28 Apr '19

28 Apr '19

Our call for papers teasingly stated that ?There?s more to uncertainty than probabilities? and set out to try and convince you that ISIPTA 2019 is a good place for discussing such matters. The paper submission deadline has passed, but rest assured, you can still present your work at ISIPTA, because poster abstract submission has opened. These poster abstracts are intended for discussing preliminary results and open questions, and also for bringing already published results to the attention of the ISIPTA audience. Each accepted poster abstract will be announced in a one-minute plenary spotlight presentation, and the accompanying poster will be presented at length during one of the discussion sessions. Given the prominent role of poster presentations at ISIPTA, these sessions provide you with a genuine opportunity for presenting your work to the ISIPTA audience. Furthermore, as icing on the cake, presenting a poster also makes you eligible for one of our poster awards. The deadline for poster submission is June 7. You can submit at any time before that, though, and we will provide you with a decision within two weeks. Furthermore, for poster abstracts that are submitted before May 6, we guarantee a decision announced before the early registration deadline of May 15. Not convinced yet? Then perhaps the following features can persuade you. We?d like to highlight the availability of grants for attendees with limited funding, and the possibility of applying for the IJAR Young Researcher Award. Basic info: ISIPTA 2019 is the 20-year anniversary edition of the world?s main forum on imprecise probabilities. It will take place in Ghent, Belgium, from 3 to 6 July 2019, and is currently open for registration. All details are available at http://isipta2019.ugent.be. Scope: The ISIPTA conferences are devoted to robustness and imprecision in uncertainty modelling, inference and decision making, focusing in particular on uncertainty frameworks that extend or replace the probabilistic one. Invited speakers: ISIPTA 2019 will feature keynote talks by Thomas Dietterich, Vladimir Vovk and Aharon Ben-Tal, respectively on robust AI, game-theoretic probability and robust optimization, and how these relate to imprecise probabilities. Additionally, on the occasion of ISIPTA?s 20-year anniversary, four former presidents of SIPTA will give invited talks on topics close to their hearts. Concept: Each accepted contribution is presented and discussed, in two separate sessions. Presentations are short and always plenary. Detailed explanations and discussions are face-to-face, typically with the aid of a poster and a flipchart. Atmosphere: ISIPTA conferences are characterised by a friendly and cooperative style, a strong emphasis on in-depth discussion and openness to new ideas. We hope that you too will enjoy and contribute to this unique atmosphere. Venue: Ghent has been called ?Belgium?s best kept secret? by the Lonely Planet travel guide and a ?medieval masterpiece? by The Guardian. The conference takes place in an old Augustinian monastery, situated in its historic city centre. Social programme: In order to blow off the accumulated academic steam, the programme also features several social activities, such as an opening reception at the town hall, a guided boat trip along the city centre canals, and a conference dinner with regional specialties, including some of our excellent Belgian beers. Types of contributions: We accept long papers, short papers and poster abstracts. The deadline for papers has passed though. The deadline for poster abstract submission is the 7th of June. For poster abstracts that are submitted before the 6th of May, we guarantee a decision before the early registration deadline of May 15. Grants: For researchers who would like to attend ISIPTA 2019, but are unable to do so due to budget constraints, we have grants available to cover (part of) the costs. Preference will be given to PhD students, but the grants are also open to more senior researchers. Information on how to apply is available on our website. Awards: ISIPTA 2019 will hand out an IJAR Young Researcher Award (for excellent research in the area of imprecise probabilities) and several poster prizes. The former is sponsored by the International Journal of Approximate Reasoning, the latter by Wiley and Springer. The deadline for applying for the IJAR Young Researcher Award is the 7th of June; the rules for application are available on our website. Anyone who presents a poster (either for a paper or poster abstract) is eligible for the poster prizes. We look forward to receiving your contribution and to seeing you in Ghent. The ISIPTA 2019 Steering Committee F. Cozman (University of Sao Paulo, Brazil) J. De Bock (Ghent University, Belgium) G. de Cooman (Ghent University, Belgium) C. de Campos (Utrecht University, The Netherlands) E. Quaeghebeur (Delft University of Technology, The Netherlands) T. Seidenfeld (Carnegie Mellon University, USA) G. Wheeler (Frankfurt School of Finance and Management, Germany)

1 0

Scadenza Lunedi 29 ore 14. Bando RTDA Luiss, settore SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie
by Fausto Gozzi 27 Apr '19

27 Apr '19

Bando Ricercatore art. 24, comma 3, lett. a) 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale in data 15 marzo 2019 Settore scientifico-disciplinare SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie, presso il Dipartimento di Economia e Finanza della Luiss Libera Universita' Internazionale degli Studi Sociali Guido Carli. Codice concorso DEF-RIC-01/2019 Scadenza: 29 aprile 2019 - ore 14:00 Central European Summer Time (CEST) UTC+2 <https://www.luiss.it/sites/www.luiss.it/files/Bando_7.pdf>https://www.luiss.it/sites/www.luiss.it/files/Bando_7.pdf Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it

1 0

Fwd: Postdoc position @ Imperial
by Marco Romito 27 Apr '19

27 Apr '19

ricevo ed inoltro m. -------- Forwarded Message -------- Dear colleagues, this is to advertise a postdoc position in my group at Imperial College London. The position is a two-year position starting in September 2019 (the starting date is somewhat flexible but shouldn't be later than October). The successful candidate will have a strong background in both analysis and probability theory. More details are available at https://www.jobs.ac.uk/job/BRR034/research-associate Please note that the closing date is the 18th of May. Best wishes, Martin Hairer -- Prof. Martin Hairer Department of Mathematics Imperial College London http://www.hairer.org/

1 0

Fwd: Beatriz Galindo tenure track position at MODES - A Coruña
by enea giuseppe bongiorno 27 Apr '19

27 Apr '19

Ricevo ed inoltro. Mi scuso per invii multipli. Un saluto, Enea Bongiorno ---------- Forwarded message --------- From: Ana Almécija Pereda <ana.almecija(a)udc.es> Date: Fri, 26 Apr 2019 at 14:49 Subject: Beatriz Galindo tenure track position at MODES - A Coruña To: Ana Almécija Pereda <ana.almecija(a)udc.es> Dear Sir/Madam, MODES research group is searching for candidates for a Beatriz Galindo (ref. BEAGAL 18/00143) junior contract for distinguished researchers in Complex and High-dimensional Data Analysis (within the field of Mathematical Statistics). Candidates must have been awarded his or her PhD > 2 and ≤ 7 years prior May 24th 2019; and have been engaged as a teacher, researcher and/or team coordinator in a recognized foreign (outside Spain) R&D&I institution during at least for 1 year since completing his/her PhD. The official call with full conditions and the unofficial English version are available at: https://www.udc.gal/gl/investigacion/convocatorias_udc/ (ref. BEAGAL 18/00143). The deadline for appplications is May 24th 2019 (17:00 h CEST). Applications and support documentation will be submitted using the form provided on the Ministry of Education Online Services Site at http://www.educacionyfp.gob.es/mecd/servicios-al-ciudadano-mecd/catalogo/ge… For additional information, please check the attached announcement or contact us (Ricardo Cao, coordinator of research group MODES, ricardo.cao(a)udc.es, or Ana Almécija, MODES administrative assistant, ana.almecija(a)udc.es). We would appreciate if you could spread this call. Thank you very much in advance. Best regards, Ana -- Ana Almécija Pereda Técnico de Gestión de Proyectos Departamento de Matemáticas Facultade de Informática Universidade da Coruña Campus de Elviña s/n 15071 A Coruña Tfn: (+34) 981 167 000 (ext. 1308) ana.almecija(a)udc.es -- ------ Enea Bongiorno, PhD Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Tel: +390321375317 <0321%20375317> e-mail: enea.bongiorno(a)uniupo.it personal page: https://sites.google.com/site/eneabongiorno/

1 0

Seminario RINOTT
by Matteo Ruggiero 26 Apr '19

26 Apr '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 3 Maggio 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Yosef RINOTT (Hebrew University of Jerusalem) MONOTONICITY OF CONVERGENCE OF POSTERIORS, AND TURAN TYPE INEQUALITIES Given a prior distribution on a space of states of nature, suppose we quantify our belief a given state is by computing its posterior probability having received a signal. If the signal arises under the same (true) state, does it always boost our belief that this is indeed the true state, and when it does, in what sense? What happens to this belief given a signal distributed according to a different state? Given a sequence of iid observations, the posterior probability of a parameter, when the data are generated according to the same parameter, converges to one, and to zero when the data are generated by another value of the parameter. We study monotonicity and unimodality properties of this convergence including stochastic orderings between prior and posterior, and monotonicity of the expected posterior. Some of the results apply to very general settings, and in others we focus on coin tossing. It turns out that there is a relation to Turan’s inequality for orthogonal polynomials, and in particular, to Legendre polynomials. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

12th EUROPEAN SUMMER SCHOOL IN FINANCIAL MATHEMATICS
by Claudio Fontana 25 Apr '19

25 Apr '19

Dear colleagues, We are pleased to announce (with our apologies for cross-posting) the 12th EUROPEAN SUMMER SCHOOL IN FINANCIAL MATHEMATICS which will be held at the University of Padova, Department of Mathematics, September 2 - 6, 2019. The European Summer School in Financial Mathematics aims at bringing together the most talented PhD students and young researchers in the field. For this edition, the Summer School will be focused around the two courses: - Numerical Probability (by Gilles Pagès and Benedikt Wilbertz); - High Frequency Data (by Mark Podolskij and Roberto Renò). Deadline for applications: April 30, 2019. Detailed informations and application guidelines can be found on the website https://www.math.unipd.it/~vargiolu/ESSFM/ <https://www.math.unipd.it/~vargiolu/ESSFM/> The local organising committee, Giorgia Callegaro, Claudio Fontana, Martino Grasselli, Tiziano Vargiolu

1 1

JOB | PhD position@ Politecnico di Milano - Ph.D. program in Data Analytics and Decision Sciences
by Francesca Ieva 25 Apr '19

25 Apr '19

Scusandomi anticipatamente nel caso di invii multipli, Con preghiera di massima diffusione presso i potenziali interessati. --------------------------------------------- We inform you about the opportunity of 7 Ph.D. fellowships in data science within the Ph.D. program in Data Analytics and Decision Sciences @ Politecnico di Milano, Italy. The fellowships are for a period of 3 years, starting from November 2019, and are related to the interdisciplinary research carried out by the Departments of Mathematics, the Department of Electronics, Informatics and Bioengineering, and the Department of Management, Economics and Industrial Engineering. Research topics of the fellowships are the following: * HEALTH ANALYTICS FOR REAL WORLD DATA AND PRECISION MEDICINE * PRECISION POLICIES AND IMPACT ANALYSIS * MACHINE LEARNING FOR DATA SCIENCE IN HEALTH ANALYTICS * DATA ANALYTICS FOR IMPACT EVALUATIONS IN HEALTHCARE * OBJECT ORIENTED DATA ANALYSIS FOR PRECISION MEDICINE * HEALTHCARE RESEARCH AND BIOSTATISTICS BASED ON REAL WORLD DATA * SUPPORTING PRECISION MEDICINE THROUGH DEEP KNOWLEDGE EXTRACTION The interested candidates must apply to the Ph.D. call that is currently open online at the website http://www.dottorato.polimi.it/index.php?id=53&L=1, selecting “Topic Scholarships”. The deadline for application is May 21th, 2019. The PhD candidate will be employed by the Politecnico di Milano. Full details about enrollment conditions are available at the website http://www.dottorato.polimi.it/index.php?id=53&L=1. The working language is English. For further information please contact: Prof. Pierluca Lanzi (PhD director) – pierluca.lanzi(a)polimi.it<mailto:pierluca.lanzi@polimi.it> -- Francesca Ieva Associate professor of Statistics MOX - Department of Mathematics Politecnico di Milano Phone: +39 02 2399 4578 Email: francesca.ieva(a)polimi.it<mailto:francesca.ieva@polimi.it> url: https://sites.google.com/view/francesca-ieva

1 0

Fwd: Avviso Mini corso avanzato Dottorato in Matematica il 24-04-2019
by Elisabetta Scoppola 24 Apr '19

24 Apr '19

---------- Forwarded message --------- From: <ricercaMatFis(a)mat.uniroma3.it> Date: Fri, Apr 19, 2019 at 11:33 AM Subject: Avviso Mini corso avanzato Dottorato in Matematica il 24-04-2019 To: <ricercaMatFis(a)mat.uniroma3.it> MINI CORSO AVANZATO DI DOTTORATO IN MATEMATICA Titolo: Advanced course in Noetherian and Homological Commutative Algebra Dario Spirito (Universita' degli Studi Roma Tre) Mercoledi' 24 Aprile 2019 ORE 11:00 Largo San Leonardo Murialdo, 1 - Edificio nuovo - AULA M6 Program The course, composed by 8 two-hours lectures, will deal with advanced topics of Noetherian commutative algebra, with the help of homological techniques, following on the subjects treated in the course of AL410 (Algebra commutativa) during the II semester of 2018/2019 a.a. In the following are listed some of the topics that will be treated during the course. The teacher is also willing to arrange with the students some variations in the program in the range of topics indicated by the title. riferimento: Francesca TARTARONE http://www.matfis.uniroma3.it/dottorato/corsi_dottorato_completo.php?dottora to=matematica&anno=2018- <http://www.matfis.uniroma3.it/dottorato/corsi_dottorato_completo.php?dottor…> 019#corso604 -- Elisabetta Scoppola, Dipartimento di Matematica e Fisica, Universita' di Roma Tre +39-0657338217 (off) +39-06-57338080 (fax)

1 0

JOB | PhD positions in Statistics @ Politecnico di Milano - Ph.D. program in Mathematical Models and Methods in Engineering
by Laura Maria Sangalli 24 Apr '19

24 Apr '19

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito il bando di ammissione al 35esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 21 maggio alle ore 14 ** http://www.dottorato.polimi.it/it/entra-al-dottorato/concorso-di-ammissione… Presso il Dipartimento di Matematica, nel dottorato in Modelli e Metodi Matematici per l'Ingegneria, sono disponibili varie borse, di cui 4 libere che possono essere in area Statistica / Data Science. Il Dipartimento di Matematica del Politecnico di Milano ha numeroso gruppo di Statista Applicata. I principali temi di ricerca del gruppo sono l'analisi di dati complessi ed ad alta dimensionalità, quali dati funzionali, dati spaziali e dati oggetto, e la biostatistica. Per saperne di più: https://statistics.mox.polimi.it/ ENG Several PhD fellowships in Mathematical Models and Methods in Engineering are available at the Department of Mathematics at Politecnico di Milano. Four fellowships are in the generic field of Mathematics and Statistics, and can be targeted to Statistics / Data Science. http://www.dottorato.polimi.it/en/looking-for-a-phd/call-for-positions-and-… Deadline for applications: **21 May, at 2pm**. The Department of Mathematics at Politecnico di Milano has a large group in Applied Statistics. The main research interests of the group concern the analysis of high dimensional and complex data, such as functional data, spatial data and object data, and biostatistics. More at https://statistics.mox.polimi.it/ -- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

1 0

Jump to page:

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random