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Seminar by Françoise Pène (Université de Brest) - Padova, June 16
by alessandra bianchi 06 Jun '23

06 Jun '23

Dear Colleagues, We would like to invite you to the following seminar that will take place on June 16 at 14.30 at the Math Department of Padova. The seminar will be held in person and online via the Zoom platform. _____________________________________________________ *Speaker:* Françoise Pène (Université de Brest) *Title:* Random walks in random sceneries and related models *Date and time*: Friday, June 16, 2023 at 14.30 *Place*: room 2BC30 at the Department of Mathematics, University of Padova *Zoom link:* https://unipd.zoom.us/j/89608513325 (Meeting ID 896 0851 3325 ) available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ *Abstract:* I will present random walks in random sceneries (RWRS) as well as the following related models : U-statistics indexed by random walks, a model (by Matheron & de Marsily) of stratified media with inhomogeneous layers (random one-way streets) and the one-dimensional Lévy-Lorentz gas (random roundabouts on a line). I will present in particular results obtained in collaboration with Fabienne Castell, Nadine Guillotin-Plantard & Bruno Schapira (RWRS and stratified model), with Brice Franke & Martin Wendler (U-statistics), with Frank Aurzada (persistence), with Alessandra Bianchi and Marco Lenci (Lévy-Lorentz gas). -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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14 PhD scholarships in Mathematical Sciences – University of Padova, Italy – Deadline June 7, 2023 - 13:00 (CEST) (fwd)
by Tiziano Vargiolu 06 Jun '23

06 Jun '23

Dear all, I recall that the University of Padova issued its announcement for PhD scholarships, with deadline June 7 (TOMORROW) AT 13 CEST. Please find below details for positions in Mathematical Sciences. - the official application for all the PhD schools can be found here: https://www.unipd.it/en/phd-courses-2023-2024 - we have a total of 14 positions, of which 9 "open" and 5 linked to particular topics (Min. Dec. 118/2023). Of particular interest for Probability, Applied mathematics and Finance, I mention the 3rd one "1 scholarship generico PNRR... curriculum Computational Mathematics", the 4th one "Data-driven approaches for assessing the financial criticalities etc." and the 5th one "Mathematical market models for renewable energy, also in collaboration with ARERA" - to get more specific information on our PhD course, please visit https://dottorato.math.unipd.it Now, some more general information. Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2023). Admission is decided on the basis of qualifications and an interview. Grant awarded The annual grant will be of euros 16,243.00 (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. How to apply The call is published (deadline June 7, 2023 - 1 pm CEST) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Applications are only accepted online using the link indicated in the call. Please circulate among all interested people. Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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announcement Vienna WPI Workshop- looking for contributed speakers
by Viktoria Schildhammer 05 Jun '23

05 Jun '23

Dear colleagues, We would like to announce the following workshop “Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets” taking place at the Wolfgang Pauli Institute (WPI) in Vienna, Austria from the 11.09.2023-14.09.2023 (https://wpi.univie.ac.at/). The workshop aims at bringing together an interdisciplinary group of leading researches with interest in stochastic methods for sustainable finance and energy markets. Particular emphasis will be given to Environmental Social Governance (ESG) finance, climate/weather modeling, optimal control problems and optimal contract theory e.g. in view of fostering renewable energy sources The workshop starts on September 11, 2023, with two graduate courses held by Roxana Dumitrescu and Matheus Grasselli in the areas of green finance, climate modeling, renewables in energy markets and optimal control. The graduate courses are meant for Phd and advanced Master students and roughly correspond to 1 ECTS. A background in probability theory, applied stochastic processes, and statistics is recommended. These courses are then followed by 3 full conference days. The goal is to provide a platform for exchanging new ideas among different research communities and initiate interdisciplinary collaborations. In particular a dedicated time for discussions will be scheduled on each day of the workshop. Beside the keynote speakers, there will be a limited amount of slots for contributed talks. We thus invite interested researchers including Phd students to present their recent work at the workshop. If you would like to give a contributed talk, please send the title and abstract in a plain text email to: wpi-stostaml.2023(a)univie.ac.at The submission deadline is 10.06.2023. Please also mention which days of the workshop you would be able to participate. The organizing committee will review the abstracts and will get back to you by approximately end of June to let you know if your talk has been accepted. Attending the workshop is for free, but please register via email to wpi-stostaml.2023(a)univie.ac.at The registration deadline is 01.08.2023. Please also mention which days of the workshop you would be able to participate. In case of problems / questions, please do not hesitate to send us an e-mail (wpi-stostaml.2023(a)univie.ac.at). We are looking very much forward to welcoming you in Vienna in September! Kind regards, Viktoria Schildhammer on behalf of Fred Benth, Christa Cuchiero, Peter Friz, Markus Riedle, Josef Teichmann, Almut Veraart, Oliver Wintenberger -- Viktoria Schildhammer Organisationsassistenz Sekretariat Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero Sekretariat Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch Universität Wien Fakultät für Wirtschaftswissenschaften Institut für Statistik und Operations Research Kolingasse 14-16, 1090 Wien -- Viktoria Schildhammer Organisationsassistenz Sekretariat Univ.-Prof. Dipl.-Ing. Dr. Christa Cuchiero Sekretariat Univ.-Prof. Dipl.-Vw. Dr. Nikolaus Hautsch Universität Wien Fakultät für Wirtschaftswissenschaften Institut für Statistik und Operations Research Kolingasse 14-16, 1090 Wien

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Seminar in Statistics - CLAUDIA STRAUCH
by Pierpaolo De Blasi 05 Jun '23

05 Jun '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 9 Giugno 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Claudia Strauch* (Aarhus University, Denmark) Title: *On nonparametric approaches to stochastic control* Abstract: Theoretical solutions to stochastic optimal control problems are well understood in many scenarios; however, their practicability suffers from the assumption of known dynamics of the underlying stochastic process. This raises the challenge of developing purely data-driven strategies, which we explore for ergodic singular control problems associated to continuous diffusions and Lévy processes. In particular, we describe the specific statistical challenges arising in the stochastic control context, and we provide a brief overview of the current state-of-the-art for nonparametric inference of scalar and multidimensional diffusion processes. Finally, we show how these findings translate into exact rates of convergence of polynomial order for the regret for the considered control problems. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/86072582856?pwd=c3RveWVHTjdzTERiVnFra3RpVWJTQT09> 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/>

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RTD b) SECS S/06 (Tenure Track) at University of Florence
by Maria Elvira Mancino 05 Jun '23

05 Jun '23

The Department of Economics and Management of the University of Florence is offering an Assistant Professor position *RTD b) * (tenure track) in Mathematical Methods for Economics, Finance, and Actuarial Sciences *(SECS-S/06). * Application deadline: *June 29, 2023. * Call: https://www.unifi.it/upload/sub/concorsi/ricercatori/td_2023/38_dr_485_2906… -- Maria Elvira Mancino, PhD Professor of Mathematical Finance Head of the Department of Economics and Management University of Firenze Via delle Pandette, 9 50127 Firenze https://www.unifi.it/p-doc2-2014-0-A-2b333931392b-1.html

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Bando RTT settore MAT/06 presso Università di Firenze
by Gianmarco Bet 05 Jun '23

05 Jun '23

Care colleghe e colleghi, Vi segnalo che è stato pubblicato un bando da "ricercatore tenure-track" (RTT) nel settore MAT/06 presso il Dipartimento di Matematica e Informatica "Ulisse Dini" dell'Università degli Studi di Firenze. I dettagli sono disponibili al seguente link: https://www.unifi.it/p12366.html. In particolare, la scadenza per la presentazione delle domande è il 29 Giugno 2023. Vi sarei grato se diffondeste questo annuncio nel vostro network. Per qualsiasi richiesta di informazioni sulla posizione, il dipartimento, o la procedura di presentazione di domanda, le candidate e i candidati interessati possono contattarmi a questo indirizzo (gianmarco.bet(a)unifi.it). Cordiali saluti, Gianmarco Bet ---------------------------------------------------------------------------------------------------- Dear colleagues, I would like to advertise a call for a tenure-track researcher in probability (Italian subject classification: MAT/06) at the Department of Mathematics and Computer Science "Ulisse Dini" of the University of Florence. For further details, see the following link: https://www.unifi.it/p12366.html. The application deadline is June 29, 2023. I would be grateful if you could spread this announcement in your network. For any inquiry regarding the position, the department, or the application procedure, please do not hesitate to contact me at this email address ( gianmarco.bet(a)unifi.it). Unfortunately the application procedure is exclusively in Italian, however I would be more than happy to help candidates who are interested but do not speak the language. Kind regards, Gianmarco Bet

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Remind LUISS Assistant Professor in Applied Mathematics -- Deadline June 5, 2023, h.14
by Fausto Gozzi 03 Jun '23

03 Jun '23

Final Remind LUISS University, Roma, is inviting applications for the post of Assistant Professor in Applied Mathematics. This is a tenure track position, involving teaching and research. The closing date for applications is June 5, 2023 at 2pm CEST. Further details are at: https://backoffice.luiss.it/sites/default/files/2023-05/BANDO%20ENG%20DEF-R… or (in italian) https://backoffice.luiss.it/sites/default/files/2023-05/BANDO%20ITA%20DEF-R… Please bring this position to the attention of any interested candidates. 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

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Next OWPS on June 7th: Kavita Ramanan (Brown University)
by Alberto Chiarini 02 Jun '23

02 Jun '23

OWPS's next session will be on Wednesday the 7th of June from 15:00 - 17:00 UTC (Coordinated Universal Time). Our next speaker is: Kavita Ramanan (Brown University) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. If you are interested in the project, we kindly ask you to share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk : Kavita Ramanan (Brown University) Title: Large Deviations Principles for Interacting Particle Systems on Locally Tree-Like Graphs Abstract: Interacting particle systems are models of collections of particles with random states whose direct interactions are local with respect to an underlying (possibly random) graph. The study of the large deviations behavior of these systems in the mean-field case, namely when the underlying interaction graph is the complete graph, has been well understood for almost four decades. In contrast, the setting of sparse random graphs is not as well understood. Just as Sanov's theorem plays a key role in the study of the mean-field case, it turns out that a key ingredient in the sparse random graphs setting is a tractable characterization of the large deviations rate function for component empirical measures of locally tree-like marked random graph sequences. The first part of this lecture will first provide background and then present a self-contained description of this LDP. The second part will focus on applications of this LDP to interacting particle systems. The lectures are based on joint works with I-Hsun Chen and Sarath Yasodharan. Join Zoom Meeting https://unipd.zoom.us/j/82066338407?pwd=MGRiRE9qbVBKSUprU2RZU0M0WGUzQT09 Meeting ID: 820 6633 8407 Passcode: 204363 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Ph.D. in Complex Networks at IMT School Lucca - Deadline: June 19th
by Francesca Giuffrida 02 Jun '23

02 Jun '23

Dear all, I'm pleased to inform you that the NETWORKS <https://networks.imtlucca.it/> unit of the IMT School for Advanced Studies Lucca is currently promoting the Ph.D track in *Complex Systems and Networks* (CN), as part of the Ph.D program in System Science. The study of networks and complex systems focuses on understanding interactions within large systems, such as ecosystems, societies, cities, markets and the brain, and emergent collective behavior. CN offers an interdisciplinary program embracing the theoretical and computational tools of complexity science (physics of complex systems, graph theory, statistical mechanics, information theory, inference, data science) as well as their application to real-world biological, social, economic and technological systems. IMT, a highest-rated graduate school in Europe, offers fully-funded programs that include accommodation, meals, and campus access. All applicants who hold a master's degree in computer science, engineering, physics, mathematics, statistics, or other related fields are eligible to apply for the program. Deadline for application: *June 19th, 2023* Learn more: https://sys.imtlucca.it/program-overview/complex-systems-and-networks-cn Feel free to reach out for further details or forward this message to those who might be interested. Best, Francesca Giuffrida -- Francesca Giuffrida PhD Student in System Science NETWORKS <https://networks.imtlucca.it/> IMT School for Advanced Studies Lucca Piazza san Francesco, 19 55100 - Lucca Email francesca.giuffrida(a)imtlucca.it <nicolo.castellani(a)imtlucca.it>

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Call for the application to the School of the Italian Society of Statistical Physics
by Anna Gallo 02 Jun '23

02 Jun '23

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