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Seminario di Wei Wu in Sapienza il 4 Luglio
by Lorenzo Taggi 29 Jun '23

29 Jun '23

Si comunica che Wei Wu (NYU Shangai) terrà un seminario presso il Dipartimento di Matematica di Sapienza Università di Roma in Sala di Consiglio, Martedì 4 Luglio ore 14:00, dal seguente titolo e abstract: Title: Massless phases for the Villain model in d>=3 Abstract: The XY and the Villain models are models which exhibit the celebrated Kosterlitz-Thouless phase transitions in two dimensions. The spin wave conjecture, originally proposed by Dyson and by Mermin and Wagner, predicts that at low temperature, spin correlations of these models are closely related to Gaussian free fields. I will review the historical background and discuss some recent progress on this conjecture in d>=3. Based on the joint work with Paul Dario (CNRS).

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Expression of interest for postdoc positions
by Daniele Cappelletti 29 Jun '23

29 Jun '23

Dear all, We are asking for expressions of interest in postdoctoral positions that will soon be available at the Polytechnic University of Turin, Polytechnic University of Milan, or Pisa university. The hired postdocs will develop mathematical results in the setting of stochastic reaction networks, which are a family of continuous-time Markov chains with polynomial transition rates extensively used as models in biochemistry. Specifically, the hired postdocs will work on stochastic process convergence, stationary behaviour (existence and characterization), and/or extensions of the classical models to include spatial heterogeneity (stochastic diffusions, processes on a graph, etc). More details on the project can be found here <https://constrained.polito.it/>. To send an expression of interest, please use this form <https://questionari.polito.it/442865?lang=en>. For any further question, please write to constrained(a)polito.it Daniele, Andrea, Luisa

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(PMS)^2 talk - Cazzaniga - July 3 at 17.00
by Carlo Orrieri 27 Jun '23

27 Jun '23

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Alberto Cazzaniga (Area Science Park) Title: What is the probability that a random symmetric tensor is close to rank-one? Abstract: We address the problem of estimating the probability that a real symmetric tensor is close to rank-one tensors, motivated by the many applications of low-rank approximation. We discuss how the question can be addressed by studying metric invariants of the real Veronese variety thanks to the Weyl's tube formula. We describe the role of the reach and the curvature coefficients with respect to the Bombieri-Weyl metric in obtaining an explicit estimate, and outline the main ideas employed to tackle their calculation. We conclude by discussing some asymptotic results for the case of rational normal curves. Based on joint work with A. Lerario and A. Rosana. Date and time: Monday July 3, 17:00-18:00 (Rome time zone) Place: Laboratorio didattico, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/81154155086?pwd=Rit2Ymd3eE1lUWIrc0ErQlRMcGNVdz09 <https://us02web.zoom.us/j/81154155086?pwd=Rit2Ymd3eE1lUWIrc0ErQlRMcGNVdz09> ID riunione: 811 5415 5086 Passcode: 317594 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Seminars in Probability and Finance - Giulia Livieri (LSE London) & Federico Sau (University of Trieste)
by Alberto Chiarini 27 Jun '23

27 Jun '23

========================================================== PADOVA SEMINARS IN PROBABILITY AND FINANCE webpage: http://www.math.unipd.it/~bianchi/seminari/ ========================================================== Dear Colleagues, We would like to invite you to the "Padova seminars in Probability and Finance" this Friday, June 30 starting from 14.30 in Room 2BC30 at the department of Mathematics of the University of Padova. The seminar can also be followed via Zoom from a link to be found at https://www.math.unipd.it/~bianchi/seminari/ This week we will have two contributions: 14:30 - Giulia Livieri (LSE London) 15:30 - Federico Sau (University of Trieste) See further details below. The organizers _____________________________________________________ Speaker: Giulia Livieri (LSE London) Title: Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis Abstract: Causal operators (CO), such as various solution operators to stochastic differential equations, play a central role in contemporary stochastic analysis; however, there is still no canonical framework for designing Deep Learning (DL) models capable of approximating COs. This paper proposes a "geometry-aware'" solution to this open problem by introducing a DL model-design framework that takes suitable infinite-dimensional linear metric spaces as inputs and returns a universal sequential DL model adapted to these linear geometries. We call these models Causal Neural Operators (CNOs). Our main result states that the models produced by our framework can uniformly approximate on compact sets and across arbitrarily finite-time horizons Hölder or smooth trace class operators, which causally map sequences between given linear metric spaces. Our analysis uncovers new quantitative relationships on the latent state-space dimension of CNOs which even have new implications for (classical) finite-dimensional Recurrent Neural Networks (RNNs). We find that a linear increase of the CNO's (or RNN's) latent parameter space's dimension and of its width, and a logarithmic increase of its depth imply an exponential increase in the number of time steps for which its approximation remains valid. A direct consequence of our analysis shows that RNNs can approximate causal functions using exponentially fewer parameters than ReLU networks. Speaker: Federico Sau Title: Spectral gap of the symmetric inclusion process Abstract: In this talk, we consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on the same graph. In the regime in which the gamma-like reversible measures of the particle system are log-concave, our bounds match, yielding a version for the symmetric inclusion process of the celebrated Aldous'spectral gap conjecture --- originally formulated for the interchange process and proved by Caputo, Liggett and Richthammer (JAMS 2010). Finally, by means of duality techniques, we draw analogous conclusions for an interacting diffusion-like unbounded conservative spin system known as Brownian energy process, which may be interpreted as a spatial version of the Wright-Fisher diffusion with mutation. Based on a joint work with Seonwoo Kim (SNU, South Korea). The Zoom meeting can be joined via the link to be found at https://www.math.unipd.it/~bianchi/seminari/

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June 29 - OWABC seminar - Jonas Arruda and Yannik Shälte
by Massimiliano Tamborrino 27 Jun '23

27 Jun '23

Dear all, the last One World ABC Seminar<https://www.warwick.ac.uk/oneworldabc> of the season is behind the corner! On Thursday, June 29, at 9.30am UK time, Jonas Arruda and Yannik Shälte (University of Bonn) will talk about "Amortized simulation-based inference for non-linear mixed-effects models" with an reported below. Abstract: Non-linear mixed-effects models are a powerful tool for studying heterogeneous populations in biology, medicine, engineering, and other fields. However, fitting these models is computationally challenging when the description of individuals is complex and the population is large. To address this issue, we propose the use of neural density estimation to approximate entity-specific posterior distributions in an amortized fashion. This approximation is then used to efficiently infer population-level parameters. Applying this approach to problems from single-cell biology, we demonstrate its scalability to large datasets in an unprecedented manner. Moreover, it enables accurate uncertainty quantification, simple testing of hypotheses, and extends to stochastic models, going beyond what established methods can give. In summary, our method constitutes a highly flexible novel approach has the potential to substantially improve the analysis of heterogeneous populations. The talk will be hosted on MS Teams here: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTYyY2FkMWQtZTkwNi00… We are looking forward to seeing you soon, best, Massimiliano on the behalf of the One World ABC Seminar Organisers ------ Dr. Massimiliano Tamborrino Associate Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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4 luglio ore 11.00 - Seminario Dott. Lax Chan
by Enea Bongiorno 27 Jun '23

27 Jun '23

Buongiorno, con piacere segnalo il seguente seminario: -------------------------------- 4 luglio 2023 ore 11.00 - aula 101, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: meet.google.com/yvq-ccbt-pzt Title: *Goodness-of-fit test for the Single Functional Index Model* *Dott. Lax Chan* Università del Piemonte Orientale Abstract: An important task in regression analysis is to choose the right specification of the link function that models the dependence structure between the random elements. A challenge arises in the framework of scalar on function regression as the link function is a real-valued operator acting on a functional space, and it is difficult to visualize and hence select a coherent specification. A specification test that uses a semi-parametric approach is proposed, in particular by exploiting the Single Functional Index Model. The test statistic is a special form of U-statistic; its asymptotic null distribution is derived under suitable assumptions, and consistency is proved for a specific class of alternatives. The finite sample performances of the test are evaluated through a simulation study using both asymptotic p-values and some bootstrap approaches. An application of the method developed to a problem commonly arises in the food industry is performed to demonstrate the potentialities of the method. ----------------------------------- Locandina dell'evento <https://drive.google.com/file/d/1C-aG-f1Ml66CMNIxfcQnKD0n7O3oH83r/view?usp=…> Seminari Matematici Statistici <https://sites.google.com/uniupo.it/seminari-ms/home-page> ----------------------------------- Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Enea -- Enea Bongiorno,PhD Associate Professor of Statistics Università degli Studi del Piemonte Orientale Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno

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Avviso di Seminario di Alessandro De Gregorio - mercoledì 28 giugno
by luigia.caputo 26 Jun '23

26 Jun '23

SEMINARIO di PROBABILITÀ e STATISTICA MATEMATICA Il giorno mercoledì 28 giugno 2023, alle ore 11:00, nella Sala Professori al I Livello del Dipartimento di Matematica e Applicazioni "Renato Caccioppoli" dell'Università degli Studi di Napoli Federico II di Napoli il Prof. ALESSANDRO DE GREGORIO del Dipartimento di Scienze Statistiche dell'Università Sapienza di Roma terrà il seguente seminario: "Path dynamics of time-changed Lévy processes: a martingale approach" Abstract: Lévy processes time changed by inverse subordinators have been intensively studied in the last years. Their importance in connection with non-local operators and semi-Markov dynamics is well-understood, but, in our view, several questions remain open concerning the probabilistic structure of such processes. The time-changed Lévy processes are particularly useful to describe complex systems. The purpose of our work is to analyze the features of the sample paths of such processes, focusing on a martingale approach. We introduce the fractional Poisson random measure as the main tool dealing with the jump component of time-changed processes. A central role in the analysis is then played by the martingale properties of suitable fractional Poisson integrals associated with the jumps of the process. This allows to obtain a semi-martingale representation of time-changed processes analogous to the celebrated Lévy-Ito decomposition. The talk is based on a joint work with Francesco Iafrate (Sapienza University of Rome). Link a Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Cordiali saluti, Luigia Caputo e Enrica Pirozzi -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo

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PhD studentship at the University of Leiden
by Eva Riccomagno 25 Jun '23

25 Jun '23

Ricevo ed inoltro volentieri. Cordiali saluti, Eva Riccomagno The Faculty of Science and the Leiden Institute of Advanced Computer Science (LIACS) are looking for a : PhD Candidate, Interpretable causal machine learning for intervention development from wearable sensors data This project is defined within the LABDA (Learning Network for Advanced Behavioural Data Analysis) European project: LABDA is an EU-funded Marie Sklodowska Curie Action (MSCA). Only applications received by July 15, 2023 can be considered. Information Inquiries about the research area can be made to Dr. Mitra Baratchi (m.baratchi(a)liacs.leidenuniv.nl <mailto:m.baratchi@liacs.leidenuniv.nl>) or Prof. Wessel Kraaij (w.kraaij(a)liacs.leidenuniv.nl <mailto:w.kraaij@liacs.leidenuniv.nl>). If you have any questions about the procedure, please contact Anne-Marie Alleblas (jobs(a)liacs.leidenuniv.nl <mailto:jobs@liacs.leidenuniv.nl>) Full details at https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-4371 <https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-43713858p…>3858phd-cand.-interpretable-causal-machine-learning-for-intervention-development-from-wearable-sensor <https://www.universiteitleiden.nl/en/vacancies/2023/q2-english/23-43713858p…>

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LTI@UniTO seminars | Christopher Polk, May 2nd and Andrea Tamoni, May 3rd @12.00
by Luca Regis 24 Jun '23

24 Jun '23

Dear Colleagues, it is my pleasure to invite you to the following two seminars in Quantitative Finance, organised by LTI@UniTO (www.carloalberto.org/lti) and Collegio Carlo Alberto (CCA), which will take place at CCA in Torino and can be followed via Zoom. At the event page link you can find the paper, the zoom link to attend online and a button to add the event to your calendars. ------------------------------------------------------------------------------------------- May 2nd @ 12.00 Speaker: Christopher Polk (LSE) Title: The Day Destroys the Night, Night Extends the Day: A Clientele Perspective on Equity Premium Variation Abstract: We decompose market returns into their overnight and intraday components, which dramatically improves equity premium forecasts. Past smoothed overnight market returns strongly negatively forecast subsequent close-to-close returns (quarterly R2 of over 14%), primarily through intraday mean reversion. In contrast, past smoothed intraday market returns strongly positively forecast subsequent overnight returns; this partially-offsetting effect explains PE’s relatively poor forecasting ability (R2 only 3%). Our decomposition also resurrects the conditional CAPM: If we allow market betas to vary with past smoothed overnight returns, the four Fama-French factors’ alphas decrease on average by 84%. We interpret these return patterns through a clientele perspective. First, individual investor expectations and consumption growth strongly positively forecast overnight market returns, while intermediary risk tolerance strongly negatively forecasts intraday market returns. Second, aggregate cash-flow news occurs primarily intraday and is positively (negatively) correlated with revisions in expected future overnight (intraday) returns. Finally, while the Tech boom, Covid crash/rebound, and patterns in meme stocks were primarily driven by overnight returns, the Global Financial Crisis was mostly an intraday phenomenon. Event webpage link: https://www.carloalberto.org/event/christopher-polk-london-school-of-econom… Zoom link: https://us02web.zoom.us/j/83709123462pwd=OWpUM0VvRVNzbTN0bUJlRVVsNzA4Zz09 ------------------------------------------------------------------------------------------------------------------------------ May 3rd @ 12.00 Speaker: Andrea Tamoni (Rutgers Business School) Title: Stock Demand and Price Impact of 401(k) Plans Abstract: We estimate a demand system linking 401(k) plans ownership of individual stocks and funds to their demand for equities, and quantify the effect of 401(k) assets on fund managers’ investment behavior. We find that 401(k) fund and stock ownership are the most important variables, after size, explaining fund demand for stocks, with a one standard deviation increase in 401(k) ownership leading to 15-30% increase in stock demand. Funds managing a larger fraction of 401(k) assets tilt their portfolios toward winners, high beta and long duration stocks, outperforming their benchmarks. This investment behavior has important implications for security pricing and generate a feedback effect if pension flows respond positively to relative fund returns. Lastly, we estimate the equilibrium price impact of a change in 401(k) ownership to be positive and increasing over time, consistent with the shift from active to passive investing. Event webpage link: https://www.carloalberto.org/event/andrea-tamoni-rutgers-business-school/ Zoom link: https://us02web.zoom.us/j/83937896694?pwd=MVFoN2VudVM4a2Y5OXFvaklTRS85Zz09 Best regards, Luca Regis -- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Albertosites.google.com/view/lucaregis Office: +39 011 670 6065www.carloalberto.org/lti

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Dottorato Matematica @Unisalento
by Fabrizio, Antonio DURANTE 22 Jun '23

22 Jun '23

Cari/e Colleghi/e, vi segnalo che, nell’ambito del bando di concorso per il Dottorato di Ricerca in “Matematica e Informatica”, XXXIX ciclo, presso l'Università del Salento, è disponibile n. 1 posto a tematica vincolata a valere sul PNRR – Centro Nazionale di Ricerca in High- Performance Computing, Big Data and Quantum Computing finalizzato allo svolgimento della seguente linea di ricerca: Metodi matematici per la prevedibilità di eventi climatici estremi Link: https://www1.unisalento.it/bandi-concorsi/-/bandi/view/66651275 La scadenza per l’invio delle domande è: 17 LUGLIO 2023. Invito a diffondere la notizia a tutti i potenziali interessati. Grazie in anticipo. Cordiali saluti, Fabrizio Durante --------------------------------------------------------- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 https://sites.google.com/site/fbdurante/ --

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