On behalf of Peter Jacko.
Dear colleagues,
We would like to invite you to submit abstracts for presentation at the 7th Stochastic Modelling meeting (StochMod 2018), which will take place on 13-15 June 2018 at Lancaster University, UK.
Abstract submission closes on 14 February 2018.
The StochMod meeting is run biennially by the EURO working group on stochastic modelling, and its scope covers both the theory and applications of stochastic models.
StochMod 2018 will include keynote talks from
- Margaret Brandeau (Stanford University)
- Kevin Glazebrook (Lancaster University)
- Kalyan Talluri (Imperial College London)
and a tutorial by
- Warren B. Powell (Princeton University).
We will also have a panel discussion on "Teaching of stochastic modelling in the era of business analytics and data science", chaired by Ger Koole (VU-Amsterdam).
[X]
For additional information about StochMod 2018, please visit the meeting's webpage:
http://www.lancaster.ac.uk/staff/jacko/stochmod2018/
We look forward to welcoming you in Lancaster!
Best regards,
Peter Jacko and Rouba Ibrahim (StochMod 2018 co-chairs)
Gentili Colleghi,
Il Dipartimento di Economia dell’Università Ca' Foscari di Venezia ha
aperto un bando per una posizione di ricercatore a tempo determinato, di
tipo A, della durata di 3 anni, per il settore SECS P/05 - Econometria:
http://intra.unive.it/plapps/bandi/common/file_bandi/28096.pdf
Si segnalano tra gli ulteriori requisiti indicati nel bando: "Il
ricercatore dovrà essere particolarmente competente nell'uso di
software econometrici e statistici come R o Matlab, avere conoscenza
approfondita di statistica, econometria e modelli e metodi per l'analisi
delle serie storiche"
Il termine di presentazione della domanda è il 15 gennaio 2018 (vedere
dettagli nel bando). Vi chiedo la cortesia di diffondere la notizia ai
potenziali interessati.
Cordiali saluti,
Roberto Casarin
--
Prof. Roberto Casarin
Director of IMEF - International Master in Economics and Finance
University Ca' Foscari, Venice
Address: San Giobbe 873/b
30121 Venezia, Italy
Phone: +39 041.234.91.49
Web: http://venus.unive.it/r.casarin/
IMEF: http://virgo.unive.it/imef/
--
Nota automatica aggiunta dal sistema di posta.
Con preghiera di diffusione a tutti gli interessati
Concorso per un posto di *RTD-B* nel settore *SECS-S/06* in* Sapienza
Università di Roma*, presso il Dipartimento MEMOTEF, per attività di
ricerca sul tema *Metodi quantitativi, modelli matematici e tecniche
numeriche per il pricing di strumenti finanziari e per la valutazione del
rischio. *
Il bando ha *scadenza 22/01/2018 *ed è disponibile alla pagina
https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/93163
Un saluto
Gabriele Stabile
Postdoctoral position in Probability (ANR grant SWiWS)
We offer a 2-year postdoctoral position in Probability Theory beginning September 2018 and funded by the ANR grant SWiWS. All candidates with a background in Probability or Mathematical Physics, and interested in working on the mathematical aspects of polymer folding, interacting random walks and related topics, are encouraged to apply. The position is officially attached with Paris-Est, and collaboration is expected with members of the SWiWS project (see below).
Eligibility criteria:
Holding a PhD in Mathematics. The selection will be based on the excellence of previous scientific achievements and the quality of the scientific project.
Members of SWiWS project:
Amine Asselah, Quentin Berger, Francis Comets, Yueyun Hu, Julien Poisat, Bruno Schapira, Perla Sousi.
Contract details:
Funding will also be available to participate in scientific events related to the project.
Research stays in Marseille and Cambridge are possible.
Applications should be sent by email and include: a CV, a list of publications, a description of research project as well as 2 letters of recommendation.
Contact :
Any member of the SWiWS project. See the following webpage:
http://perso-math.univ-mlv.fr/users/asselah.amine/anr.html <http://perso-math.univ-mlv.fr/users/asselah.amine/anr.html>
Paolo Dai Pra
Dipartimento di Matematica
Via Trieste, 63
35121 Padova
Tel. +39 0498271361
Fax +39 0498271428
daipra(a)math.unipd.it
Project description
Multi-state models are finding increased application in medical research. They allow a detailed view of the disease or recovery process of a patient, and they can be used to obtain prediction probabilities of future events, after a given event history.
The offered position will involve developing novel statistical methods for the analysis of competing risks and multi-state models. Particular big emphasis will be given to new methodologies needed for modeling disease progression in the Intensive Care Unit (ICU) setting. Among the new methods to be explored: causal inference, correction for time dependent confounding, prediction for non Markov models.
The offered position is a shared position between the Department of Mathematics of Utrecht University (50%) and the University Medical Center of Utrecht (50%). Hence, the student will work along with researchers from the Julius Center for Health Sciences and Primary Care (UMCU) and with physicians of the ICU, in order to build up models of medical relevance.
Prerequisites
We are seeking a candidate with a Master’s degree in Mathematics or a Master’s degree in Statistics and a strong affinity for mathematics. You have experience with programming languages, including statistical programming languages.
Good communication skills in both written and spoken English are also essential.
General information
You will be offered a full-time position for four years. The gross monthly salary will amount to EUR 2.146,- in the first year to EUR 2.744,- in the fourth year (P-scale of the Collective Labour Agreement Dutch Universities). It is supplemented with a holiday bonus of 8% and an end-of-year bonus of 8,3% per year. In addition Utrecht University offers a pension scheme and a partially paid parental leave.
Deadline for application
February 23, 2018<x-apple-data-detectors://0>
Latest starting date
September 1, 2018<x-apple-data-detectors://1>
How to apply
Please submit the following material:
1. a cover letter including an explanation why you consider pursuing a Ph.D. in<http://ph.d.in/> multi-state modelling,
2. your curriculum vitae,
3. a list of all courses taken for your bachelor's and master's degrees together with grades,
4. your master's thesis,
5. names, contact information, and e-mail addresses of two academic referees.
Contact
Cristian Spitoni, email: C.Spitoni(a)uu.nl<mailto:C.Spitoni@uu.nl>
Ricevo da Ellen Baake (Bielefeld) ed inoltro annuncio per un posto
di dottorato in "mathematical population genetics".
Saluti cordiali
C. Giardina'
---------- Forwarded message ----------
From: Ellen Baake <ebaake(a)techfak.uni-bielefeld.de>
Date: Fri, Dec 22, 2017 at 11:17 AM
To: Cristian Giardina <cristian.giardina(a)unimore.it>
Dear Cristian,
I have another opening for a PhD student, see
http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/
Anzeigen/Wiss/wiss17345_engl.pdf
in case you know someone who might be interested.
Season's greetings
Ellen
-------- Messaggio Inoltrato --------
Oggetto: nuovi Bandi PhD 2018/2019
Data: Tue, 19 Dec 2017 09:26:37 +0100
Mittente: segreteria studenti <segreteria.studenti(a)sns.it>
Gentilissimi,
si comunica che sono usciti i nuovi bandi di concorso a posti di
perfezionamento e dottorato alla Scuola Normale Superiore.
E' stato emanato un bando distinto per Data Science trattandosi di un
dottorato congiunto.
Ne trovate notizia, oltre che all'Albo Ufficiale della Scuola, sul sito sns
https://www.sns.it/ammissione/ammissione-al-phd
e sul sito dedicato dalla Scuola al PhD
http://phd.sns.it/
La procedura on line per le candidature è già attiva su Ser.se
https://serse.sns.it/it/
Scadenze: 28 febbraio per la presentazione delle candidature;
22 marzo-12 aprile colloqui.
Si prega di darne massima diffusione.
Cordiali saluti.
Dear All,
we are glad to announce the workshop
“Stochastic Models in Ecology and Evolutionary
Biology”
that will be held in Venice, 5-7 April 2018, at the Istituto Veneto di
Scienze, Lettere ed Arti.
Aim of the workshop is to bring together scientists with different
background - people from biology, physics and mathematics - interested
in stochastic models in ecology and evolutionary biology, to discuss
issues and exchange methods and ideas. A partial list of topics
includes: stochastic population dynamics, branching processes,
molecular evolution, resilience and criticality of ecological systems,
models and prediction of biodiversity, ecological interaction and
microbial community dynamics.
Invited Speakers (in alphabetical order - *TBC): J.-F. Arnoldi, E.
Baake, Otto X. Cordero, J. Dalmau,
K. Faust*, J. Friedman, A. Lambert, M. Loreau, T. Parson*, A. Sanchez,
B. Trubenova*.
The cost for workshop attendance will be 90 Euro, which includes
coffee breaks and conference material.
We will also have contributed talks and poster sessions. The call for
abstracts will close on March 2, 2018.
For all information about abstract submission, registration,
accommodation and location, please check
http://www.pd.infn.it/~maritan/veniceworkshop/veniceworkshop.html
Best regards,
The organizers,
Paolo Dai Pra,
Amos Maritan,
Marco Formentin,
Samir Suweis
Ricevo e inoltro:
---------- Messaggio inoltrato ----------
Da: "Pierangelo Marcati" <pierangelo.marcati(a)gssi.it>
Data: 18 Dic 2017 2:00 PM
Oggetto: Posizione Ricercatore tipo A in Mat-05 e MAT-06
A:
Cc:
Cari Colleghi
vi ricordo le posizioni RTD-A MAT/05 (Analisi Matematica) e MAT/06
(Probabilità) presso il GSSI in scadenza a fine mese:
http://www.gssi.it/albo-ufficiale-online-gssi
Cordiali saluti
Piero Marcati
Il giorno martedì 19 dicembre alle ore 14.30, presso la aula demografica
del DISMEQ al secondo piano dell'edificio U7 della Università di
Milano-Bicocca, il dott. Carlo Sala dell'ESADE di Barcellona terrà un
seminario su
S&P 500 Index, an Option-Implied Risk Analysis
Abstract
The forward-looking nature of option market data allows one to derive
economically-based and model-free conditional risk measures. The
option-implied methodology overcomes the elicitability issue and is an
interesting tool for regulators and companies to perform external or
internal risk analysis without posing assumptions on the distribution of
returns. The article proposes the first comprehensive analysis of the
performances of these measures compared with classical risk measures for
the S&P500. The option-implied estimates deliver good results during the
financial crisis and emerge as a convenient alternative to the existing
risk measures.
Tutti gli interessati sono invitati a partecipare.
--
Prof. Fabio Bellini
Department of Statistics and Quantitative Methods
University of Milano-Bicocca
Via Bicocca degli Arcimboldi 8, 20126 Milano
0039-2-64483119
http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it