Dear colleagues,
I would like to advertise the call for a two-year research fellowship
(assegno di ricerca) at the Department of Mathematics of the University of
Bologna. The title of the position is
“*Liquidity and systemic risks in centralized and decentralized crypto
markets*”
and is part of the PRIN 2022 research project “Liquidity and systemic risks
in centralized and decentralized markets”.
The selection is open to candidates in possession of the following
qualification:
Master Degree or equivalent title in Banking, finance and insurance
economics, Economics of financial institutions and markets, Economics and
Finance, Physics, Computer Science,
Mathematics, Economic, statistical and social sciences, Statistical and
economic sciences,
Statistics with appropriate scientific and professional curriculum.
The deadline for applications is December, 10th 2023 and the expected
starting date is February 1, 2024.
The call, both in Italian and English, as well as instructions for
application, can be found here:
https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=67015
Do not hesitate to contact me for further information.
Best regards,
Fabrizio Lillo
----------------------------------------
Fabrizio Lillo
Dipartimento di Matematica, Università di Bologna
Scuola Normale Superiore, Pisa
ITALY
Personal website: fabriziolillo.wordpress.com
University website: www.unibo.it/sitoweb/fabrizio.lillo
<http://fabriziolillo.wordpress.com/>
phone: +39 050509159
Expression of Interest
Department of Economics - University of Verona
The Department of Economics<https://www.dse.univr.it/?lang=en> at the University of Verona is currently seeking qualified candidates for the position of Associate or Full Professor in Economics, Statistics, Mathematical Finance or Financial Econometrics. Besides an excellent research record, the Department values the ability to secure research funding through competitive bids at both the national and international levels. Interested candidates, that must hold an equivalent position abroad, are requested to send their expression of interest to giampietro.cipriani(a)univr.it<mailto:giampietro.cipriani@univr.it>, along with their complete curriculum vitae and their three best publications. The deadline for submissions is December 1, 2023.
Recognized by the Italian Ministry of University as one of the "Departments of Excellence," the Department of Economics at the University of Verona has received exceptional funding for the period 2023-2027. Our faculty boasts a young average age and maintains a gender balance. We have implemented a recruitment policy aimed at attracting talented scholars, both from Italy and abroad, in order to further enhance our dynamic and inclusive academic environment.
—
Prof. Alessandro Gnoatto
Presidente del CdLM "Banca e Finanza"
Dipartimento di Scienze Economiche
Università degli Studi di Verona
Via Cantarane 24
37129, Verona, Italy
Room 1.05
Tel: +39 045 802 8537
Homepage: www.alessandrognoatto.com<http://www.alessandrognoatto.com>
E-mail: alessandro.gnoatto(a)univr.it<mailto:alessandro.gnoatto@univr.it>
--------------------------------------------------
View my research on my SSRN Author page:
http://ssrn.com/author=1615989
--------------------------------------------------
Dear all,
This is a reminder that the 4th Italian Meeting on Probability and Mathematical Statistics will take place in Rome from the 10th to the 14th of June 2024.
We invite everyone interested in contributing to the event to submit proposals for a Contributed Session, please refer to the details provided here <https://probabilityrome2024.it/submission/>. Additionally, we welcome proposals for single Contributed Talks and Posters.
Important deadlines are approaching:
- Submission of Contributed Sessions: 15 December 2023
- Registration: 31 March 2024 for the early-bird fee
The official website of the event is:
https://probabilityrome2024.it/
The conference will take place in San Pietro in Vincoli <https://probabilityrome2024.it/venue/>, just a 4-minute walk away from the Colosseum and the Imperial Fora.
The plenary speakers include Beatrice Acciaio (ETH Zürich), Francesco Caravenna (Milano Bicocca), Massimiliano Gubinelli* (Oxford) (*tbc), Cristina Toninelli (PSL Paris) and Lorenzo Rosasco (UniGe and MIT). Furthermore, on the afternoon of June the 12th, Professor Hugo Duminil-Copin (University of Geneva and Institut des Hautes Études Scientifiques), member of the Academia Europaea and winner of the Fields Medal in 2022, will give a colloquium <https://probabilityrome2024.it/protomoteca-seminar/> in the Protomoteca hall on the Capitoline Hill. The event will be followed by the conference dinner on the Terrazza Caffarelli, offering a unique view of Rome by night.
We look forward to welcoming you to Rome,
The organizers
Buongiorno,
Ricevo e con piacere inoltro.
Saluti
Alessandra
---------- Forwarded message ---------
Da: Omer Angel <angel(a)math.ubc.ca>
Date: gio 9 nov 2023, 23:47
Subject: CRM-PIMS summer 2024 school in probability
To: Alessandra Faggionato <faggiona(a)mat.uniroma1.it>
Dear Alessandra,
This is an announcement of the 2024 Summer School in Probability which
will take place at CRM, Montreal QC, Canada, on July 1-26 2024. Please
share the following with anyone who may be interested in taking part.
There will be two 4-week courses:
* Elliot Paquette: Random matrix theory of high-dimensional optimization
* Perla Sousi: Random walks and branching random walks: old and new
perspectives
There will also be 3 short (3 lecture) courses by
* Ellen Powell: Characterisations of random geometric objects
* Jacopo Borgo: Permutations in random geometry
* Igor Kortchemski:
Funding for local expenses will be provided for some participants who
are able to attend the entire summer school. This will largely consist
of housing in Montreal for the duration of the school.
Application for financial support will be accepted on mathjobs with a
deadline of January 10, 2024: https://www.mathjobs.org/jobs/list/23694.
All information about the summer school can be found at
http://www.math.ubc.ca/Links/ssprob24/.
The school is intended primarily for graduate students and postdoctoral
fellows in Probability.
All inquiries may be directed to the organizers:
Louigi Addario-Berry <louigi.addario(a)mcgill.ca>
Omer Angel <angel(a)math.ubc.ca>
Mathav Murugan <mathav(a)math.ubc.ca>
Gordon Slade <slade(a)math.ubc.ca>
Carissimi,
segnalo agli/alle interessati/interessate il bando per un RTDa in "Metodi
matematici dell'economia e delle scienze attuariali e finanziarie" (settore
SECS-S/06), presso il Dipartimento di Matematica dell'Università di Padova.
La scadenza per la presentazione della domanda è il 22 novembre 2023 alle
ore 13.
Tutti i dettagli sono al seguente link:
https://www.unipd.it/procedura-2023RUA06
Cari saluti a tutti/e,
Giorgia Callegaro (e tutto il settore SECS-S/06 del Dipartimento)
--
Giorgia Callegaro
Associate Professor
Department of Mathematics - University of Padova
Via Trieste 63 , I-35121 Padova - ITALY
Tel: +39-0498271481 Fax: +39-0498271499
E-Mail: gcallega(a)math.unipd.it
<https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#>
Personal web-page: https://sites.google.com/site/giogiocallegaro/Home
SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO
<https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…>
Venerdi 17 Novembre 2023, alle ore 12.00, presso il Collegio Carlo Alberto,
in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
------------------------------------------------
Speaker: Sven Wang (Humboldt University Berlin, Germany)
Title: *Statistical convergence rates for transport- and ODE-based
generative models*
Abstract:
Measure transport provides a powerful toolbox for estimation and generative
modelling of complicated probability distributions. The common principle is
to learn a transport map which couples a tractable (e.g. uniform or normal)
reference distribution to some complicated target distribution, e.g. by
maximizing a likelihood objective. In this talk, we discuss recent advances
in statistical convergence guarantees for such methods. While a general
theory is developed, we will primarily treat (1) triangular maps which are
the building blocks for ’autoregressive normalizing flows’ and (2)
ODE-based maps, defined through an ODE flow. The latter encompasses
NeuralODEs, a popular method for generative modeling. Our results imply
that transport methods achieve minimax-optimal convergence rates for
non-parametric density estimation over Hölder classes on the unit cube.
Based on the papers arXiv:2207.10231 and arXiv:2309.01043, joint with
Youssef Marzouk (MIT, United States), Robert Ren (MIT, United States) and
Jakob Zech (U Heidelberg, Germany).
------------------------------------------------
Sarà possibile seguire il seminario anche in streaming:
Join Zoom Meeting
<https://us02web.zoom.us/j/84606225203?pwd=aFhFa2RKaWtVd2V6R2Rpc05hRGNodz09>
Il seminario è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
--
Pierpaolo De Blasi
University of Torino & Collegio Carlo Alberto
carloalberto.org/pdeblasi
<https://sites.google.com/a/carloalberto.org/pdeblasi/>
Dear all.
The next session of the One World Probability Seminar will be next week on Thursday (November 16) from 14:00 to 16:00 UTC time. The speakers of this session are Elisabetta Candellero (Universita Roma Tre) and Thomas Finn (Durham University).
Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar.
Kind regards, Ilya Chevyrev and Julio Backhoff.
Title: Coexistence in competing first-passage percolation
Abstract:
Consider the following random competition model on a given graph G that is driven by two first-passage percolation processes FPP_1 and FPP_\lambda. Initially, FPP_1 occupies a single site and FPP_\lambda is dormant in seeds that are placed on the sites of G as a product of Bernoulli measures of parameter p. Then, FPP_1 spreads through the edges of G at rate 1 and FPP_\lambda spreads from seeds at rate \lambda when that seed is attempted to be occupied by either FPP_1 or FPP_\lambda. Once a site is occupied by either process it remains occupied by that process henceforth. This model is known as first-passage percolation in a hostile environment (FPPHE) and was first introduced by Sidoravicius and Stauffer ’19.
In the first talk, we establish that FPPHE is non-monotone in the sense that increasing p or \lambda may increase the probability that FPP_1 occupies infinitely many sites through constructing a quasi-transitive graph where such behaviour holds. The non-monotonicity of FPPHE makes understanding the phase transitions of the model extremely challenging. We prove that a regime of coexistence exists on hyperbolic and non-amenable vertex transitive graphs where both FPP_1 and FPP_\lambda concurrently occupy infinite connected components with positive probability.
In the second talk, we prove that a regime of coexistence also holds on Z^d for d>2 through the introduction of a refined multi-scale analysis that can handle non-equilibrium and non-monotone processes. We relate this proof to recent work on multi-particle diffusion limited aggregation by Sidoravicius and Stauffer ’19 and the SIR model by Dauvergne and Sly ’22 where FPPHE is a crucial analytical tool in understanding non-equilibrium particle systems.
Based on joint work with Alexandre Stauffer.
Speaker 1 (14:00-15:00 UTC): Elisabetta Candellero (Universita Roma Tre).
Speaker 2 (15:00-16:00 UTC): Thomas Finn (Durham University).
Zoom-link: https://univienna.zoom.us/j/69711117344?pwd=Y3cwMEI3VkZKSTh5RVZRSGhRN3lUdz09
Meeting ID: 697 1111 7344
Passcode: 305805
Giovedi' 16 novembre 2023, alle ore 16, nell'aula III del dipartimento di scienze statistiche di Bologna, Eugenio Regazzini terra' un seminario dal titolo:
On the number of elements beyond the ones effectively observed
Oltre che in presenza, e' possibile assistere al seminario collegandosi alla piattaforma Microsoft Teams:
Fai clic qui per partecipare alla riunione<https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZGRhYmVhZjAtYWFiZS00…>