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Half day in Stochastic Processes - Esame finale Dottorato
by Paolo Dai Pra 09 Nov '17

09 Nov '17

In occasione dell’esame finale di Dottorato di Luisa Andreis, vi annuncio il seguente: Half day in stochastic processes Giovedì 16 Novembre 2017, presso l’aula 2AB45 del Dipartimento di Matematica dell’Università di Padova, si svolgeranno i seguenti seminari. 14:15 Elisabetta Scoppola (Università di Roma III). Conditionally strong quasi-stationary times and metastability Abstract: We generalise the notion of strong stationary time to define a conditionally strong quasi-stationary times that turns out to be a crucial tool for the study of metastability in a completely general setting. 15:00 Davide Gabrielli (Università dell'Aquila). Exchange dynamics, reversibility and tournaments Abstract: We consider a generalization to N types of particles of the classic ABC model. We have particles of different types stochastically evolving on a one dimensional lattice with an exchange dynamics. The rates of exchange are local but under suitable conditions the dynamics is reversible with a Gibbsian like invariant measure with long range interactions. We discuss geometrically the conditions of reversibility on a ring that correspond to a gradient condition on the graph of configurations or equivalently to a divergence free condition on a graph structure associated to the types of particles. We show that much of the information on the interactions between particles can be encoded in associated \emph{Tournaments} that are a special class of oriented graphs. In particular we show that the interactions of reversible models are corresponding to strongly connected tournaments. The possible minimizers of the energies are in correspondence with the Hamiltonian cycles of the tournaments. We can then determine how many and which are the possible minimizers of the energy looking at the structure of the associated tournament. As a byproduct we obtain a probabilistic proof of a classic Theorem of Camion on the existence of Hamiltonian cycles for strongly connected tournaments. Using these results we obtain in the case of an equal number of k types of particles new representations of the Hamiltonians in terms of translation invariant k-body long range interactions. We show that when k=3,4 the minimizer of the energy is always unique up to translations. Starting from the case k=5 it is possible to have more than one minimizer. In particular it is possible to have minimizers for which particles of the same type are not joined together in single clusters. Joint work with F. Roncari. 15:45 - 16:00 Break 16:00. Luisa Andreis (Università di Padova e Weierstrass Institute Berlin). McKean-Vlasov limits, propagation of chaos and long-time behavior of some mean field interacting particle systems (Ph.D. Defense) Un caro saluto Paolo Dai Pra Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Seminario Prof. Albeverio - 15 Novembre - DIECO Università dell'Insubria
by elisa mastrogiacomo 09 Nov '17

09 Nov '17

On November 15, 2017, 13.00-14.00, Prof. Sergio Albeverio (University of Bonn) will give a talk on “Infinite dimensional integrals, asymptotics, stochastic differential equations and applications”. Below you find the abstract of Sergio’s talk. You are all invited. Best regards, Elisa Mastrogiacomo ----------------------------------------------------- *Location: * Dipartimento di Economia, Via Monte Generoso n. 71, 21100, Varese. *Time*: 13:00 *Abstract:* We present general ideas for infinite dimensional integrals, having in mind applications to solutions and asymptotics for (stochastic) partial differential equations arising in aereas like mathematical physics and finance. Some recent developments are also mentioned. Keywords: infinite dimensional integrals, SPDEs, asymptotic expansions.

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EFI3, February 15-16, 2018, Pescara (Italy): first announcement (fwd)
by Tiziano Vargiolu 09 Nov '17

09 Nov '17

(sorry for cross-postings) Dear all, I am glad to invite you to contribute and take part in the third edition of the workshop Energy Finance Italia, this time held in Pescara (Italy) on February 15-16, 2018 http://energyfinanceitalia.dtdns.net/index.php/efi3 A selection of papers contributed to the workshop will be published on the Journal of Energy Markets. Call for papers: acceptance of submissions has started. The deadline for extended abstract submission is November 26, 2017. The format of the abstract is maximum two pages, in pdf, in which the name of the presenting Author and the title of the presentation have to be specified. The abstract should be sent to the address energyfinanceitalia(a)gmail.com Fees: 100 euros per person. They include session break refreshments, lunches and the social dinner. Instructions about how to pay will be given soon. EFI3 Young Investigator Training Program ---------------------------------------- The network of Italian universities behind EFI3 will participate in a competitive call of the Associazione di Fondazioni e di Casse di Risparmio (ACRI) named 'YOUNG INVESTIGATOR TRANING PROGRAM'. If financed, this program will allow our network to issue some grants to young researchers (younger than 40 years of age) working outside Italy (Italian or not) to facilitate them 1) to participate to the EFI3 workshop, and 2) to spend one month in one of the universities of the network. These grants will be awarded on a competitive basis. ACRI is expected to announce the results of its financing competition by the end of December 2017. News about this initiative will appear on the website http://energyfinanceitalia.dtdns.net/index.php/efi3 We all hope to see you all in Pescara! 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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Fwd: Please share: PhD opportunities in Mathematical Sciences at the University of Bath
by pietro caputo 06 Nov '17

06 Nov '17

---------- Forwarded message ---------- From: Jessica Ohren <J.M.Ohren(a)bath.ac.uk> Date: Mon, Nov 6, 2017 at 2:23 PM Subject: Please share: PhD opportunities in Mathematical Sciences at the University of Bath To: Dear all, I would be very grateful if you could circulate these opportunities from the University of Bath widely. Applications to SAMBa - our *Centre for Doctoral Training in Statistical Applied Mathematics* (go.bath.ac.uk/samba) - are now open. We aim to recruit 10-12 students on fully funded scholarships (for UK and EU students) to begin September 2018. A poster and an advert which includes how to apply are attached. You can also find information online: https://www.findaphd.com/search/PhDDetails.aspx?CAID=2444&LID=79. There is no formal closing date but we expect to fill all our places by March 2018 so early application is encouraged. We also have two individual PhD projects available in collaboration with Syngenta, which are available from 1st January. These are also open to UK and EU students and provide an opportunity to be part of a vibrant, creative and supportive environment in the Mathematical Sciences department here in Bath. *Mathematical modelling for safe, yet effective, pesticide development and usage.* Lead supervisor: Jane White <http://www.bath.ac.uk/math-sci/contacts/academics/jane-white/>. https://www.findaphd.com/search/ProjectDetails.aspx?PJID=86111&LID=79 Closing date: Wednesday 15th November This project is about creating and analysing a series of mathematical models that can be used to compare and contrast pesticide absorption through leaf surfaces and human skin and to begin to understand how different pesticide components contribute to the optimal solution of high leaf, but negligible skin, penetration. Working with colleagues from Syngenta means that there will be data available to estimate model parameters and to validate the model outputs. *Modern statistical techniques for assessing and predicting herbicide performance*. Lead supervisor: Evangelos Evangelou <http://www.bath.ac.uk/math-sci/contacts/academics/evangelos-evangelou/>. https://www.findaphd.com/search/ProjectDetails.aspx?PJID=85079&LID=79 Closing date: Wednesday 15th November This project will be at the interface of statistics and computer science with significant mathematical, methodological, and computational components. You will develop statistical models and methodology for assessing chemical compounds from their descriptive characteristics and their performance on screening tests, and accordingly compute a quantitative score for each chemical. You will apply this methodology to tackle real problems provided by Syngenta using data from their screening experiments on herbicides. An opportunity is also available to join Bath Maths through a BioMedicine Centre, led from the University of Bristol. The PhD would not start until September 2018 but the closing date is the end of this month. *Tortoise and hare: Physical activity profiles and their impact on cardiometabolic disease risk*. Bath supervisor: Nicole Augustin <http://www.bath.ac.uk/math-sci/contacts/academics/nicole-augustin/>. https://www.findaphd.com/search/ProjectDetails.aspx?PJID=89645&LID=1761 Closing date: Friday 24th November This project will be best suited to a student with very strong statistical/applied mathematics skills. The student will develop practical skills related to the processing of data in very large datasets, linkage to health records, and the refinement and use of novel statistical methods in survival analyses. This project aims to refine statistical methods, apply these methods to the development of integrated physical activity profiles, and develop a ‘scoring system’ that integrates information from across the activity dimensions to make it easier for people to understand the risks associated with their physical activity profiles. [image: cid:image006.jpg@01D1B4D0.1F73E020] Jessica Ohren, Centre for Doctoral Training Administrator Statistical Applied Mathematics (SAMBa) Condensed Matter Physics University of Bath <http://www.bath.ac.uk/> 4W1.16 Department of Mathematical Sciences Bath BA2 7AY, United Kingdom | Telephone: +44 (0)1225 385631 <+44%201225%20385631> | Email: j.m.ohren(a)bath.ac.uk Follow us on Twitter @SAMBa_CDT www.bath.ac.uk/samba

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EMS-IAMP Summer School in Mathematical Physics, Ischia 11-15 June 2018
by Francesco Caravenna 05 Nov '17

05 Nov '17

> Da: giuliani(a)mat.uniroma3.it > Oggetto: EMS-IAMP Summer School in Mathematical Physics, Ischia 11-15 June 2018 > Data: 3 novembre 2017 22:47:07 CET > > Dear colleague, > > this is the first announcement of the EMS-IAMP Summer School in Mathematical Physics on `Universality in Probability Theory and Statistical Mechanics', which will be held in Ischia (Naples, Italy) on June 11-15, 2018. > > The main courses (6 hours each) will be given by: > > - L. Erdoes (IST Austria) > - R. Peled (Univ. Tel Aviv) > - F.-L. Toninelli (Univ. Lyon-1) > - Y. Velenik (Univ. Geneve) > > The school is targeted to PhD students, postdocs and young researchers. The four courses will introduce at a graduate level different methodologies used to understand in complementary ways several instances of universality, ranging from eigenvalue statistics of random matrices, to the large scale dynamics of stochastic surfaces, to their massless Gaussian free field behavior at equilibrium. > > The school will take place in Grand Hotel Re Ferdinando > http://www.hotelreferdinandoischia.it/meeting.aspx > in Ischia, the largest island of the gulf of Naples. > > We will provide financial support for students and young researchers. > > Details about the registration, the application for financial support and the website will come soon in a follow-up message. If, in the meantime, you need more informations, please contact us via email at agnese.dorazio(a)mat.uniroma3.it. > > We would be grateful if you could circulate this announcement among your students, postdocs and collegues. > > With our best regards, > > Serena Cenatiempo > Alessandro Giuliani > Rafael Greenblatt > Domenico Monaco

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post-doc position (2 years) at the Università degli Studi di Bergamo (Italy)
by Francesca Greselin 03 Nov '17

03 Nov '17

Dear colleagues We are looking for candidates for a post-doc position (2 years) at the Università degli Studi di Bergamo (Italy): Public selection based on qualifications and interview for the awarding of no. 13 grants lasting 24 months for conducting research in accordance with art. 22 of law of 30.12.2010 no. 240 at the Departments of the University of Bergamo within the research Programme called “*Stars supporting talented researcher*” – action 1 for the year 2017 – II tranche (CUP: F52F16001350001) The specific post doc-position is the following: Department of Management, Information and Production Engineering Parametric methods for efficiency frontiers estimation with temporary and persistent random components 13/A4 – Applied Economics SECS-P/06 – Applied Economics https://www.unibg.it/bando/bando-di-concorso-relativo-alla- selezione-pubblica-titoli-e-colloquio-il-conferimento-di-n-1-0 Please circulate this message as much as possible! Regards _____________________________ Gianmaria Martini *Full Professor of Economics* *Department of Management, Information and Production Engineering* *Università degli Studi di Bergamo* Via Pasubio 7/b 24044 Dalmine (BG) ITALY tel: +390352052342 <+39%20035%20205%202342> fax: +390352052043 <+39%20035%20205%202043> My research at: orcid.org/0000-0001-9503-4999

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Seminario LATUSZYŃSKI
by Matteo Ruggiero 03 Nov '17

03 Nov '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 10 Novembre 2017, alle ore 12:00, presso la nuova sede del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Krzysztof LATUSZYŃSKI (University of Warwick) Exact Bayesian inference for discretely observed jump-diffusions The standard approach to inference for parametric diffusion processes relies on discretisation techniques (such as the Euler method) that introduce an approximation error difficult to quantify especially for discontinuous models, like jump-diffusions. In this talk, I will present methodology for exact inference that avoids discretisation errors and allows to design MCMC samplers targeting the exact posterior distribution of the diffusion parameters and diffusion path between observations. The approach is based on Bernoulli Factory type subroutines, and is a general alternative to pseudo-marginal inference. The talk will be based on http://imstat.org/bjps/papers/BJPS374.pdf https://arxiv.org/pdf/1707.00332.pdf and is joint work with Flavio Goncalves and Gareth Roberts. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' 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

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Fifth edition of the StaTalk series (workshops on statistical topics)
by Euloge C. Kenne Pagui 03 Nov '17

03 Nov '17

*************************************************************************** 5th STATALK @ Department of Statistical Sciences, University of Padua, 17 Nov 2017 **************************************************************************** Dear all, this is a reminder that the fifth edition of the StaTalk series will be held at the Department of Statistical Sciences of the University of Padua, on November, 17, 2017. All the information, including the updated program and abstracts of the presentations, can be found at the workshop page statalk.stat.unipd.it Deadline for registration: 12th November 2017. StaTalks are one-day workshops on statistical topics during which the hosting group introduces and overviews the main research interests of their members. Aimed at Master’s and PhD students, as well as at post-docs and young researchers, StaTalks are intended to be informal gatherings which allow for a more proficient interaction between presenters and participants. They typically feature some introductory tutorials on the main workshop theme and a few seminars that overview more advanced research topics, still kept at an expository level. StaTalks are thus a great opportunity to become acquainted with the workshop main topic, as well as to share and update one's knowledge on the interface of Statistical research in an easy and informal atmosphere. Registrations, as in the past StaTalk events, is free of charge but mandatory. Best regards, The Organising Committee --------------------------------------------------------- Department of Statistical Sciences, University of Padova. Via Cesare Battisti, 241 - 35121 Padova ---------------------------------------------------------

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monDay 13th nOveMber - vENice econometrICs wOrkshop
by Monica Billio 02 Nov '17

02 Nov '17

/We are happy to annouce this one-day workshop in honor of Domenico Sartore. The workshop will aim at presenting to the large community of scientists researching in quantitative economics some recent results obtained by the Econometrics group at Ca' Foscari University of Venice in the analysis of latent variable models and high dimensional stochastic models with applications to economics and finance. // / // /Domenico Sartore greatly contributed to the field of time series econometrics and to the development of the econometric community in Italy. Since the beginning of his career in academia he showed a unique talent in attracting a huge number of students, turning them into leading scholars that keep contributing to the area of Econometrics both in academia and out of academia. / /The workshop will feature many contributions by young researchers, discussions from colleagues and former students of Domenico and an invited seminar by Matteo Barigozzi. The main topics will be: stochastic volatility, factor models, regimes switching models, temporal networks, graphical models, Bayesian methods, systemic risk, and business cycle analysis. We will be delighted if you can join us and congratulate Domenico. For organisation reasons, please confirm your presence Kind regards, Monica Billio (billio(a)unive.it) Massimiliano Caporin Roberto Casarin ///Loriana Pelizzon /Francesco Ravazzolo/ Mon*D*ay 13th N*O*ve*M*ber V*EN*ice Econometr*IC*sW*O*rkshop Dipartimento di Economia, Meeting Room 1, San Giobbe Università Ca’ Foscari Venezia *10.00 Welcome* *10.30 Macroeconometrics* ·On the Role of Domestic and International Financial Cyclical Factors in Driving Economic Growth /Monica //Billio/, Michael Donadelli, Giulia Livieri,*Antonio Paradiso *(Università Ca’ Foscari Venezia) ·Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area Roberto Golinelli, *Irene Mammi *(Università Ca’ Foscari Venezia), Antonio Musolesi Discussant: Francesco Ravazzolo (Università di Bolzano) *11.30 Financial Econometrics* ·Forecasting Electricity Prices with RES penetration Angelica Gianfreda, /Francesco Ravazzolo/, *Luca Rossini *(Università di Bolzano) ·Smile at errors: A discrete-time stochastic volatility framework for pricing options with realized measures Giacomo Bormetti, /Roberto Casarin, Fulvio Corsi/,*Giulia Livieri*(Scuola Normale Superiore, Pisa) Discusssant: Loriana Pelizzon (Università Ca’ Foscari Venezia) *12.30 Seminar* Sequential testing for structural stability in approximate factor models *Matteo Barigozzi *(London School of Economics), Lorenzo Trapani *13.30 Lunch* *15.00 Network Econometrics* ·The impact of network connectivity on factor exposures, asset pricing and portfolio diversification /Monica Billio/, /Massimiliano Caporin/, *Roberto Panzica *(Goethe University, Frankfurt), /Loriana Pelizzon/ ·Networks in risk spillovers: A multivariate GARCH perspective /Monica Billio, Massimiliano Caporin/, *Lorenzo Frattarolo *(Università Ca’ Foscari Venezia), /Loriana Pelizzon/ ·Financial Bridges and Network Communities /Roberto Casarin/, *Michele Costola *(Goethe University, Frankfurt), Erdem Yenerdag ·Bayesian Markov switching tensor regression for time-varying networks /Monica Billio, Roberto Casarin/,*Matteo Iacopini *(Università Ca’ Foscari Venezia) Discussant: Fulvio Corsi (Università Ca’ Foscari Venezia) *17.00 Farewell: Domenico Sartore * -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mailbillio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en

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Reminder - Call for Papers - Quantitative Finance Workshop 2018 - Uniroma3
by Francesco Cesarone 02 Nov '17

02 Nov '17

Dear Colleagues, We take great pleasure to invite you to attend the XIX edition of the Workshop on Quantitative Finance that will be held at the Department of Business Studies - University Roma Tre on 24-25-26 January 2018. The official website is http://disa.uniroma3.it/qfw2018/ After the great success of the previous edition at the University of Milano-Bicocca, we repeat the same conference format, lasting two days and a half (from Wednesday 24 January afternoon to Friday 26 January). The deadline for submitting an Extended Abstract is *26 November 2017*. Notification of acceptance will be given by* 23 December 2017*. The full paper for the discussant will have to be provided by *7 January 2018*. Looking forward to seeing you in Rome! Best regards The organizing committee -- http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Facoltà di Economia Dipartimento di Studi Aziendali Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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