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Seminario di Paolo Foschi presso Prometeia - Bologna
by Giacomo Scandolo 13 Jan '15

13 Jan '15

Il giorno Giovedì 22 Gennaio 2015, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Paolo FOSCHI (Università di Bologna) terrà un seminario dal titolo "Forecasting forward price curves in electricity markets: a factor model" Abstract A dynamic factor model for the cross section for italian electricity forward prices is presented. This market is characterised by a small number of quotations for each forward contract and by a large bid-ask spread. Moreover, it is not uncommon to observe inconsistencies in the cross section of forward quoted prices. The aim of the proposed model is twofold. Firstly, this approach allows to filter out noise and to help in identifying inconsistencies. Secondly, it provide a tool to fill-in missing quotations and to unpack forward contract with long delivery into smaller ones (i.e. a quarter or a calendar into its monthly components). The model is built using monthly contracts are used as basic entities and their dynamics is modeled as follows. The cross section of those contracts is decomposed in two set of factors: the first set, which depends on the time-to-delivery, allows to financial structure of the market. The second set, which depends on the actual delivery month, will capture the seasonal component. The parameters of those factors are allowed to be slowly varying to achieve maximal flexibility.

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Seminario MAZZONI (RGS & Matematica Applicata)
by Giacomo Aletti 12 Jan '15

12 Jan '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, il giorno lunedì 19 Gennaio 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Neuromorphic tactile computation" Alberto MAZZONI The Biorobotics Institute, Scuola Superiore S.Anna http://sssa.bioroboticsinstitute.it/user/1627 Abstract: One of the main challenges in upper limb neuroprosthetics is to implement realistic tactile feedback. An emerging trend for tactile feedback is to mimic the neuronal activity of biological mechanoreceptors in order to enable natural learning of feedback. We implemented real-time neuromorphic artificial touch by injecting the raw output of a biomimetic tactile sensor into an Izhikevich neuronal model emulating the firing behavior of mechanoreceptors. The resulting neuromorphic spike trains were able to classify naturalistic textures with high accuracy by mean of Victor Purpura metrics. Crucially, we found that the decoding performance based on neuromorphic spike trains was robust for a broad range of sensing conditions. Being able to categorize naturalistic textures in different sensing conditions, these neurorobotic results pave the way to the use of neuromorphic tactile sensors in future real-life neuroprosthetic applications. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http://rgs.mat.unimi.it/. -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Workshop "Images of the mind:new frontiers in brain imaging"
by Andrea Ongaro 12 Jan '15

12 Jan '15

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ISIPTA'15 second call for papers and posters
by Serena Doria 12 Jan '15

12 Jan '15

*ISIPTA '15 SECOND CALL FOR PAPERS & POSTERS* 9th International Symposium on Imprecise Probability: Theories and Applications 20-24 July 2015 Pescara, Italy Website with up-to-date information on all aspects of the conference: http://www.sipta.org/isipta15 Scientific program contact: isipta15(a)easychair.org Local organization contact: isipta15(a)unich.it *Important Dates* 30 Jan - Paper abstracts & preliminary papers due 13 Feb - Review-ready papers due 31 Mar - Conference hotel pre-reservation deadline 08 Apr - Paper notification 17 Apr - Poster-only abstracts due 06 May - Poster-only notification 29 May - Early-bird registration deadline (?350 full; ?200 student) *Scope & Symposium Format* ISIPTA is the primary international forum to present and discuss new results related to imprecise probability. We welcome both theoretical and applied original contributions. In this edition, we especially welcome papers connecting imprecise probabilities with related research in fields such as economics, philosophy, sociology, and engineering. There will be no parallel sessions. Each paper that is accepted is presented both (i) in a plenary session, meant for a short introduction and a sketch of the context and relevance; and (ii) in a poster session, where ample time is given for in-depth explanation and discussion. The poster-only track provides a second, free format presentation option. It is also open for preliminary results, challenges, etc. *New: non-proceedings papers* To adapt to different publication cultures in different fields, we introduce a new option: the non-proceeding papers. Authors may request that their contribution is not published in the proceedings in case this precludes later publication of an expanded journal version. The PC Board will decide on a case-by-case basis. If accepted, a one-page abstract will be published in the proceedings, and the paper must be freely available on-line (e.g., as a working paper). *Invited Speakers* Massimo Marinacci, AXA-Bocconi Chair in Risk Department of Decision Sciences, Bocconi University, Milan, Italy Itzhak Gilboa, Professor of Economics and Decision Sciences Eitan Berglas School of Economics, Tel-Aviv University, Israel & HEC, Paris, France Peter M. Williams, a Founding Father of Imprecise Probability and Principal BW Mining, Brighton, UK *Special Issue* After the conference, a special issue with a selection of the accepted papers will be published in an expanded version in the International Journal of Approximate Reasoning. *Steering Committee* T. Augustin (LMU München, Germany) + PC Board G. de Cooman (Ghent University, Belgium) S. Doria (University G. d'Annunzio, Italy) + Local Organization E. Miranda (University of Oviedo, Spain) + PC Board E. Quaeghebeur (CWI, Amsterdam, Netherlands) + PC Board T. Seidenfeld (Carnegie Mellon University, USA) We look forward to your contribution and to seeing you in Pescara!

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2015 AMMCS-CAIMS Congress (Waterloo, ON, Canada, June 7-12, 2015)
by Enrico Scalas 12 Jan '15

12 Jan '15

Care colleghe e cari colleghi, vi segnalo due sessioni/minisimposi che si terranno all'AMMCS-CAIMS (http://www.ammcs-caims2015.wlu.ca/) e che sono potenzialmente interessanti per chi si occupa di probabilita' applicata: Fractional Calculus and Probability http://www.ammcs-caims2015.wlu.ca/special-sessions/fcp/ Wealth Distribution and Statistical Equilibrium in Economics http://www.ammcs-caims2015.wlu.ca/special-sessions/wdsee/ Cordiali saluti Enrico Scalas

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Bando per assegno di ricerca biennale nel settore SECS-S/06
by Antonella Basso 11 Jan '15

11 Jan '15

Si informa che alla pagina web http://www.unive.it/nqcontent.cfm?a_id=1538 è stato pubblicato il bando per un *assegno di ricerca biennale nel settore SECS-S/06 (13/D4)* con scadenza il 16/02/2015. Si tratta di un assegno d'area della durata di 24 mesi per lo svolgimento di attività di collaborazione alla ricerca nel settore scientifico disciplinare SECS-S/06 (13/D4) presso il Dipartimento di Economia dell'Università Ca' Foscari Venezia. Si richiede la presentazione da parte del candidato di un progetto di ricerca. In particolare si sollecita la presentazione di progetti sui modelli e metodi per la valutazione, che potranno essere relativi alla valutazione della ricerca scientifica, alla valutazione di strumenti finanziari, alla valutazione di strutture della pubblica amministrazione ecc. Si invitano tutti gli interessati a presentare domanda. Cordiali saluti Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address:basso@unive.it Web page:http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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22 PhD positions in Discrete Mathematics in Graz and Leoben (Austria)
by Fabio Zucca 10 Jan '15

10 Jan '15

Ricevo e inoltro il seguente messaggio con preghiera di diffusione a chi pensate possa essere interessato. Mi scuso con chi l'avesse già ricevuto. Fabio Zucca ____________________________________________________________________ ---------- Forwarded message ---------- Date: Fri, 09 Jan 2015 19:49:46 +0100 From: DK Discrete Mathematics <discrete(a)tugraz.at> To: dmlist(a)math.tugraz.at Subject: 22 PhD positions in Discrete Mathematics in Graz and Leoben (Austria) The Doctoral Program "Discrete Mathematics" (in its second phase 2015-2018) offers up to 22 PhD positions for an advanced PhD training and research program. It is run jointly by - Graz University of Technology, - University of Graz, - University of Leoben. The doctoral program is funded by the Austrian Science Fund (FWF) and the three supporting universities. The range of topics comprises the following topics: - Commutative and non-commutative Algebra - Number Theory - Additive Combinatorics - Discrete Dynamics and Fractals - Graph Theory - Combinatorial Group Theory - Discrete Stochastics - Combinatorial Optimization - Discrete and Computational Geometry - Analysis of Algorithms We offer up to 22 PhD positions for up to 4 years and a gross salary of 27.900 EUR per year. There is additional funding for extended stays abroad. The official language is English. The positions are assigned to 11 specific research projects within the above areas. For details about the research projects as well as the formal application criteria, see www.math.tugraz.at/discrete<http://www.math.tugraz.at/discrete> Doctoral Program Discrete Mathematics Doctoral Program Discrete Mathematics Altre info...<http://www.math.tugraz.at/discrete> A selection of candidates will be invited for an interview. There will be two major interview sessions, one in March 2015 and a second one in June 2015. For being considered for the first interview session, and possible start in March/April, applications have to arrive by February 15, 2015. Later applications, which are to be considered for the second interview session and possible start in October, have to arrive by May 15, 2015. Applications should be sent by e-mail to discrete(a)TUGraz.at to the coordinators of the doctoral program.

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seminari al CNR-IMATI
by Antonella Bodini 09 Jan '15

09 Jan '15

A causa di perduranti problemi di accesso al sito dell'IMATI, di cui ci scusiamo, si ricorda il programma di seminari previsti il pomeriggio di mercoledi' 14 p.v. presso la sede di Milano, via Bassini 15, aula A: 14.30 Hedibert Lopes - (INSPER, Sao Paulo, Brazil) Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series 15:00 Sonia Petrone - (Bocconi University, Milano, Italy) TBA 15:30 Coffee break 16:00 Nick Polson - (University of Chicago, USA) Vertical Likelihood Sampling 16:30 Refik Soyer - (George Washington University, Washington, USA) Markov Modulated Bayesian Queues La partecipazione e' gratuita, ma per ragioni organizzative si invitano gli interessati a segnalare la partecipazione tramite mail ad antonella.bodini AT mi.imati.cnr.it. -- Dott. Antonella Bodini CNR-Istituto di Matematica Applicata e Tecnologie Informatiche Via Bassini 15, 20133 Milano (Italy) tel +39 02 23699524 fax +39 02 23699538 http://www.mi.imati.cnr.it/~anto/

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WORKSHOP “PATH-DEPENDENT PDEs AND STOCHASTIC EQUATIONS WITH MEMORY”
by Salvatore Federico 08 Jan '15

08 Jan '15

WORKSHOP “PATH-DEPENDENT PDEs AND STOCHASTIC EQUATIONS WITH MEMORY” Friday, January 23rd, 2015 Dipartimento di Economia, Management e Metodi Quantitativi Via Conservatorio 7, Milano Aula Seminari TALKS: - Nizar Touzi, Ecole Polytechnique, Paris, "Comparison of viscosity solutions of semilinear path-dependent PDE" - Zhenjie Ren, Ecole Polytechnique, Paris, "Viscosity solution of semi linear path dependent PDE: Existence via Perron’s method" - Andrea Cosso, Universite' Paris Diderot, "Viscosity solutions for path-dependent PDEs in infinite dimension, I" - Mauro Rosestolato, LUISS, Roma, "Viscosity solutions for path-dependent PDEs in infinite dimension, II" - Federica Masiero, Universita' di Milano Bicocca, "Optimal control of stochastic delay equation via the Pontryagin maximum principle" - Giovanni Zanco, Universita' di Pisa, "Infinite dimensional methods in path-dependent SDEs and PDEs" - Cecilia Prosdocimi, LUISS, Roma, "Appreciating the past to value the future" Link: http://www.demm.unimi.it/ecm/home/aggiornamenti-e-archivi/tutte-le-notizie/… Attached the full program For further information, please contact Salvatore Federico, salvatore.federico(a)unimi.it <salvatore.federico(a)unimi.it>

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[Job offer] PostDoc Position in Statistics, University of Milan, Deadline: 17-Feb-2015
by stefano iacus 08 Jan '15

08 Jan '15

[Apologizes for cross-posting but please circulate to potential candidates] The Department of Economics, Management and Quantitative Methods, University of Milan, offers a two years postdoc position in Statistics. * The research theme of the postdoc is: "Social Well Being Index: integrating big data, social media and official statistics to develop a new social wealth indicator." This project aims to build an index of subjective well-being based on the analysis of data from Twitter. This SWBI = "Social Well Being Index" makes use of million of opinions expressed every day on Twitter to investigate dynamically the perception of personal well-being and relationships within society. SWBI focuses on "personal" and "social" as well as well-being at "work". The SWBI will be coupled and compared with other wealth indicators, like GDP, to perform cross-country analyses. * Directors of research: Stefano M. Iacus, Silvia Salini * Who should apply: Successful candidate should have a PhD in Statistics, Mathematics, Computer Science or related fields and good knowledge of the R programming language. * How to apply? Read the complete call here: http://www.unimi.it/cataloghi/ass_collaborazione_ricerca/BANDO_tipo_A_2014e… * Salary: The postdocs will be employed with a fixed term employment contract at the University of Milan. Gross salary amounts to approximately 21K EUR/year. * Deadline: 17 February 2015 For further informations mail to: Stefano M. Iacus, stefano.iacus(a)unimi.it ----------------------------------- Stefano M. Iacus Director of MEF - Master in Economics & Finance http://www.mef.unimi.it Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Master in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: mef(a)unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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