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Invitation, 4th LTI - Bank of Italy Workshop “Long-term investors’ trends: theory and practice” | June 26th, 2023 @ 9.30 - 18.10 CET
by Luca Regis 20 Jun '23

20 Jun '23

Dear Colleagues, please find below the invitation to the 4th LTI - Bank of Italy Workshop “Long-term investors’ trends: theory and practice” which will take place in Torino at Collegio Carlo Alberto on June 26th. Best regards, Luca Regis > > [Collegio Carlo Alberto] > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/GEN-7a6nP0GIVVWz5rrVEjHGOgmQX0jK8q…> > > > > > > > > [LTI@UniTO] > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/DRogqzgmKL6MQbrEujcfS9bcupLLzVqQwA…> > > > > > > > LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite > you to the following event > > *4th LTI - Bank of Italy Workshop* > > * “Long-term investors’ trends: theory and practice”* > > *June 26th, 2023 @ 9:30 - 18:10* > > *Fondazione Collegio Carlo Alberto, Piazza Arbarello 8, Torino* > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/khs3bTkzOkmQEZsrKfw2rm-oAZ8AbbIKXU…> > > The workshop is organized by Long-Term Investors@UniTO (LTI@UniTO) and > the Directorate General for Economics, Statistics and Research of the > Bank of Italy > > *To Attend IN PERSON * > *Register Here* > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/TBAvT8p96-RNPNC0JLFzmEuOdXmSESNyUP…> > > > > *To Attend ONLINE * > *Register Here* > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/H0nVQBRviAnno-2JhyLJSV9Aysk8qkNmId…> > > > *PROGRAM* > > *9:30 - 9:50* | *Welcome address* > > *Pietro Garibaldi* (LTI@UniTO) and *Lanfranco Suardo* (Banca d’Italia) > > > *9:50 - 10:30* | *Carbon Policy Surprises and Stock Returns: Signals > from Financial Markets* > > *Ugo Panizza* (Geneva Graduate Institute), Martina Hengee (IMF), > Richard Varghese (IMF) > > Discussion: *Ludwig Chincarini* (University of San Francisco) > > > *10:30 - 11:10* |*Flight to climatic safety: local natural disasters > and global portfolio flows * > *Fabrizio Ferriani* (Banca d’Italia), Andrea Gazzani (Banca d’Italia), > Filippo Natoli (Banca d’Italia) > > Discussion: *Michael Donadelli *(Università di Brescia) > > > 11:10 - 11:30 | Coffee Break > > > *11:30 - 12:20* | *Keynote speech* > *Imperfect Financial Expectations: Theory and Evidence* > *Andrea Vedolin *(Boston University) > > *12:20 - 13:00* | *Cultural Steoreotypes of Multinational Banks* > *Orkun Saka* (City University of London), Barry Eichengreen > (University of California Berkeley) > > Discussion: *Michela Altieri *(LUISS) > > > 13:00 - 14:30 | Lunch break > > *14:30 - 15:10* | *Dynamic ESG equilibrium* > *Andrea Tarelli* (Università Cattolica Milano), Doron Avramov (IDC), > Abraham Liuoi (EDHEC), Yang Liu (University of Hong Kong) > > Discussion: *Elisa Luciano* (Università di Torino and CCA) > > > *15:10 - 15:50* | *Financial Intermediaries and demand for duration * > *Marco Zanotti *(Università della Svizzera italiana), Alberto Plazzi > (Università della Svizzera Italiana), Andrea Tamoni (Rutgers Business > School) > > Discussion: *Frank De Jong* (Tilburg University) > > > *15:50 - 16:30* | *Do Institutional Investors stabilize equity markets > in crisis periods? Evidence from Covid-19* > *Stefano Ramelli* (University of St. Gallen), Simon Glossner > (University of Virginia Darden), Pedro Matos (University of Virginia > Darden), Alexander Wagner (University of Zurich) > > Discussion: *Fernando Avalos* (Bank for International Settlements) > > > 16:30 - 16:50 | Coffee Break > > > *16:50 - 17:30* | *Reducing Carbon Using Regulatory and Financial > Market Tools* > *Federica Zeni* (World Bank), Franklin Allen (Imperial College > London), Adelina Barbalau (University of Alberta) > > Discussion: *Tito Cordella* (Johns Hopkins University) > > > *17:30 - 18:10* | *What is missing in Asset-Pricing Factor Models * > *Massimo Dello-Preite* (Imperial College London), Raman Uppal (EDHEC), > Paolo Zaffaroni (Imperial College London), Irina Zviadadze (HEC Paris) > > Discussion: *Fabio Moneta *(Telfer Business School Ottawa) > > *ORGANIZING COMMITTEE* > > *Pietro Garibaldi *(Università di Torino and CCA) > > *Marcello Pericoli* (Banca d’Italia) > > *Luca Regis *(Università di Torino and CCA) > > *Marco Taboga* (Banca d’Italia) > > > > *Fondazione Collegio Carlo Alberto* > > Piazza Arbarello 8 - 10122 Torino, Italy > phone: +3901115630800 <tel:+3901115630800> > segreteria(a)carloalberto.org - www.carloalberto.org > <https://4z5y5.r.a.d.sendibm1.com/mk/mr/0lYePDeWimofBvS35oSrwJ4pb4ARB6fYVblc…> > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/olrYMibecM0nDUr9BLcj8nH-LC70ZUepMt…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/35uVh5Dq7rhTXGo3Yo5YuOtT24TxllYnNc…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/LH8ltvXG8FoeB2f9hBJrAb17_kaX1PR-p8…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NQRbRD6KjC8KQ6NAT_NxqiJ9BKa1-eIDgO…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/kmwmMWBvwRtXM8aY-4t9m6mhAldUk1W7xG…> > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/L6L0EbWv-LGKqD2kCt-Kqscd6CxgbrFcUS…> > > > *Founders* > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/RY9bYrg7v0kNlLT0nCh-ZjzFzkKbcg0gZc…> > > > > > > > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/qTup2FJSrrXaSluvtwukHqiQMYWdi062aL…> > > > > > > *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* > > *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* > Your personal information has been gathered for the exclusive purpose > of informing you about the Collegio's initiatives, considering our and > your legitimate interest or your consent. If you wish to have your > personal data modified please contact Fondazione Collegio Carlo > Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 > 800 - privacy(a)carloalberto.org > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/uKjPNeKZXrQPi3CebfD4ReEv1HlOMn7Nih…> > To find out about the policies regarding the processing of personal > data pursuant to articles 13-14 of EU Regulation 2016/679, consult the > information at the following link > > _https://www.carloalberto.org/privacy/_ > <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/WjCL6o_ToPzhjYkNg6P2ZqrHIxXMqrM9B2…> > > *Unsubscribe* > <https://4z5y5.r.a.d.sendibm1.com/mk/un/m2qlLVGts2MBodl-eJLY_ufE1-n0kYYZ5G16…> > > *© 2022 Fondazione Collegio Carlo Alberto* >

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Position for Assistant Professor in Statistics at Luiss
by Marco Perone Pacifico 16 Jun '23

16 Jun '23

Luiss University, Roma, is inviting applications for a position of Assistant Professor in Statistics. This is a tenure track position, involving teaching and research. The closing date for applications is July 13 at 2:00pm CEST. All details at: https://pica.cineca.it/luiss/def-rtt-19-2023/ Please bring this position to the attention of any interested candidates. Cordially, Marco Perone Pacifico Professor of Statistics Department of Economics and Finance LUISS University Viale Romania 32 00197 Roma, ITALY La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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SPASS Seminars: Sandra Cerrai and Gianmarco Bet
by Francesco Grotto 15 Jun '23

15 Jun '23

Dear Colleagues, We would like to invite you to the following SPASS seminars, jointly organized by UniPi, SNS, UniFi and UniSi: *The Smoluchowski-Kramers diffusion-approximation for a class of constrained stochastic wave equations* *Sandra Cerrai* (University of Maryland) *Metastability for the Potts model with Glauber dynamics* *Gianmarco Bet *(University of Florence) The seminars will take place on TUE, 20.6.2023, respectively at 14:00 CET and at 15:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract (Cerrai at 14:00): We investigate the well-posedness of a class of stochastic second-order in time-damped evolution equations in Hilbert spaces, subject to the constraint that the solution lies within the unitary sphere. Then, we focus on a specific example, the stochastic damped wave equation in a bounded domain of a d-dimensional Euclidean space, endowed with the Dirichlet boundary condition, with the added constraint that the L^2-norm of the solution is equal to one. We introduce a small mass mu>0 in front of the second-order derivative in time and examine the validity of a Smoluchowski-Kramers diffusion approximation. We demonstrate that, in the small mass limit, the solution converges to the solution of a stochastic parabolic equation subject to the same constraint. We further show that an extra noise-induced drift emerges, which in fact does not account for the Stratonovich-to-Itô correction term.* *Abstract (Bet 15:00): In this talk, I will describe some recent result on the low-temperature metastabile behavior of the ferromagnetic Potts model on a finite two-dimensional grid-graph Λ, evolving according to Glauber dynamics. More specifically, to each spin configuration is associated an energy that depends on local spin alignment, as well as on an external magnetic field that acts only on one spin value. We describe separately the case of negative, positive and, if time allows, zero external magnetic field. In the first case there are q − 1 stable configurations and a unique metastable state. In the second case there are q − 1 symmetric metastable configurations and only one global minimum. In the third scenario the system has q stable equilibria. In the negative and positive cases we study the asymptotic behavior of the first hitting time from the metastable to the stable state as the inverse temperature tends to infinity. Moreover, in both cases we identify the union of gates and prove that this union has to be crossed with high probability during the transition. Based on joint work with Anna Gallo and Francesca Nardi. *

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Fw: Postdoctoral position NYUAD
by Cristina TONINELLI 15 Jun '23

15 Jun '23

Ricevo e inoltro ________________________________ From: Pierre Youssef <yp27(a)nyu.edu> Sent: Thursday, June 15, 2023 11:02 AM To: Cristina TONINELLI <toninelli(a)ceremade.dauphine.fr> Subject: Postdoctoral position NYUAD Dear Cristina, I will have a postdoctoral position at New York University Abu Dhabi, to work on subjects related to High Dimensional Probability and applications. More details are available here<https://apply.interfolio.com/123968>. The starting date is flexible and can be as early as September 2023. Please feel free to share this with other colleagues. Best wishes Pierre

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PhD Positions in Sapienza Università di Roma
by Lorenzo Taggi 15 Jun '23

15 Jun '23

The Mathematics Department “Guido Castelnuovo” of Sapienza Università di Roma calls 9 PhD positions in Mathematics to start in November 2023. Candidates who are interested in working in the area of Probability, Statistical Mechanics, Stochastic Processes under the supervision of any faculty member of the Probability or Mathematical Physics group may contact lorenzo.taggi(a)uniroma1.it for further information. Since the Mathematics Department “Guido Castelnuovo” is an “excellence department”, starting from this year the PhD scholarships are higher than standard Italian PhD scholarships. Please forward this announcement to possibly interested candidates. FURTHER DETAILS: Scholarship: 1637 euro per month (after taxes) It is not required to be able to speak Italian in order to attend the PhD program. It is not required to be in possession of a master degree before the application deadline. Application deadline: 22th of June, 14:00 (CET) Details on the application procedure (in Italian or English): https://phd.uniroma1.it/web/concorso39.aspx?s=&i=3519&m=&l=EN&p=&a= Official call (in Italian or English): https://www.uniroma1.it/sites/default/files/user/1824/call_for_applications… The written test must be undertaken in presence and it is possible to get a reimbursement of 250 euro for participating. It is possible to attend the oral test via zoom. Faculty Members in the Mathematics department: https://www.mat.uniroma1.it/dipartimento/persone

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One World ABC: J. Arruda and Y. Shälte- June 29, 9.30am UK time
by Massimiliano Tamborrino 15 Jun '23

15 Jun '23

Dear all, the last One World ABC Seminar<https://www.warwick.ac.uk/oneworldabc> of the season is quickly approaching! 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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Amases Summer School
by Roy Cerqueti 15 Jun '23

15 Jun '23

Dear all, this is to inform you that the first edition of the AMASES Summer School will be held next September 4-6 at the University of Rome "La Sapienza", Building CU002. The goal of the Amases summer schools is to train young scholars on topics that are relevant in the context of mathematics applied to the social sciences. This year the title of the school is Social, Financial and Economic Networks. More information on the website: https://www.amases.org/amases-summer-school-2023/ For any question, do not hesitate to contact the organizers: Fabrizio Lillo <fabrizio.lillo(a)unibo.it> Roy Cerqueti <roy.cerqueti(a)uniroma1.it> -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Fwd: 2 Postdoc positions in Mathematics at GSSI
by Faggionato, Alessandra 14 Jun '23

14 Jun '23

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it> Date: Wed, 14 Jun 2023 at 17:33 Subject: 2 Postdoc positions in Mathematics at GSSI Dear all, This is to announce the following call for a two 2year Postdoc positions in Mathematics at GSSI, deadline *July 6th, 2023*. We welcome any application in applied PDEs, Numerical Analysis, Statistical Mechanics and Continuum Mechanics. Total gross salary is: € 45.000,00. Please find more details on the position at the following link https://gssi.it/albo-ufficiale-online-gssi post #315 or directly consult the call in English, available here <https://gssi.it/albo-ufficiale-online-gssi/item/download/4396_26fc3b69b46a2…> . For more information on Mathematics research at GSSI you can look at the pages https://www.gssi.it/research-area/maths-research https://www.gssi.it/people/professors/lectures-maths Please feel free to forward this announcement among potentially interested people and applications. With best regards Giulia Basti, Serena Cenatiempo, Marielle Simon, Stefano Olla, Lu Xu -------------------------------------------------- Serena Cenatiempo Gran Sasso Science Institute (GSSI) Viale Crispi n.7, 67100 - L'Aquila (Italy) phone: +39 0862 428 0276 email: serena.cenatiempo[at]gssi[dot]com homepage: http://www.serenacenatiempo.it/ -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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4-YEAR PHD PROGRAM IN MODELING AND ENGINEERING RISK AND COMPLEXITY AT THE SCUOLA SUPERIORE MERIDIONALE, NAPLES, ITALY
by Tiziano De Angelis 14 Jun '23

14 Jun '23

Dear All, Please find below the advert for 8 fully funded PhD positions at Scuola Superiore Meridionale, which may be of interest for students with a background in applied probability, statistics and mathematical finance. Best wishes Tiziano -------------------------- *4-YEAR PHD PROGRAM IN MODELING AND ENGINEERING RISK ANDCOMPLEXITY AT THE SCUOLA SUPERIORE MERIDIONALE, NAPLES, ITALY* From epidemics, climate change and sustainability to seismic engineering and Industry 4.0, all the crucial challenges facing mankind today require the ability to understand and engineer ever growing reliable interdependent, complex and interconnected systems and infrastructures. If you are interested in studying complex systems, understand how to manage and mitigate risks and cascade effects this is the right program for you! The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity of the Scuola Superiore Meridionale (a brand new School for Advanced Studies established in Naples by the Italian Government in 2019) is now out and available at https://www.ssmeridionale.it/en-us/la-scuola/bandi-di-concorso/dottorati <https://www.ssmeridionale.it/en-us/la-scuola/bandi-di-concorso/dottorati>We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting new program. *8 fully funded 4-year scholarships are available this year*Each scholarship includes a stipend of EUR 19,000 per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least 12 months abroad during their PhD. Each Scholarship also includes approx EUR 3,000 for research costs/travel per year. Students can choose their projects and supervisor from a vast range of options during their first year. Examples of past and ongoing research projects are available on the website of the MERC PhD program at https://bit.ly/merc-PhD <https://bit.ly/merc-PhD>Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above by no later than 25th August 2023. Applications must be submitted using the online platform available at: https://pica.cineca.it/ssm/dottorato39-ssm/domande <https://pica.cineca.it/ssm/dottorato39-ssm/domande>Successful candidates will be announced by the end of September 2023 with the course officially starting on 1st November 2023. For any further information check out the PhD website at https://bit.ly/merc-PhD <https://bit.ly/merc-PhD> or contact the PhD Coordinator, Prof Mario di Bernardo, via e-mail at merc(a)ssmeridionale.it, or any of the PhD Board members listed in the PhD website above.

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Kaiserslautern Applied and Industrial Mathematics Days – KLAIM
by Alessandra Micheletti 14 Jun '23

14 Jun '23

Dear Colleagues, the second edition of the > > Kaiserslautern Applied and Industrial Mathematics Days – KLAIM > > will take place in Kaiserslautern, Germany, from September 25th-27th, 2023. > > The purpose of this workshop is to provide a forum for applied mathematicians from academia, research labs and industry to exchange ideas and to showcase recent results. After the successful start of this new conference series in 2021, we continue this year with the second edition of KLAIM, putting emphasis on the Synthesis of Models and Data. > This thematic focus addresses in particular the combination of model-based approaches and data-driven techniques, leading thus to hybrid learning frameworks. The workshop is hosted jointly by the Fraunhofer-Institute for Industrial Mathematics and the Department of Mathematics at the RPTU Kaiserslautern-Landau. > > The program will be structured along the five tracks > 1. Models and Data across Scales and Domains in Engineering Applications. This track is in collaboration with the ECMI Special Interest Group Math for the Digital Factory. > 2. Risk Management and Machine Learning > 3. Simulation and Optimization in Fluid Dynamics > 4. Mathematical Programming: Uncertain Data and Multiple Objectives > 5. Analyzing Materials Structures: Images, Machine Learning and Stochastic Geometry > > Besides we plan a special session about mathematical research data. > > Deadlines > Submission of abstracts: June 19th, 2023 (strict deadline) > Notification of acceptance: July 3rd, 2023 > Registration and payment of conference fee: August 18th, 2023 > For late registrations after August 18th, the conference fee is 270,- EUR. > > Find out more at: itwm.fraunhofer.de/klaim2023 > ----------------- Associate Professor - Probability and Mathematical Statistics ECMI <https://ecmiindmath.org/> Vice President Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 https://alessandramichelettiwebpage.wordpress.com/

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