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A Conference in Memory of Peter Carr
by Sabrina Mulinacci 03 Apr '23

03 Apr '23

Deal all, we are glad to announce a conference that will take place in Bologna, on April 14th 2023, in memory and honour of Peter Carr. The program is here below, participation info enclosed. Venue: University of Bologna, Piazza Scaravilli, 2, classroom 32, 3rd floor, online by invitation (see below) 9.30. Registration 10.00 – 10.45 Lorenzo Torricelli, University of Bologna, “Explicit Option Pricing with Additive Processes” 10.45 – 11.30 Pasquale Cirillo, ZHAW School of Management and Law, “The Wang Transform is a Matter of Inequality” 11.30 – 12.15 Federico Maglione, University of Florence, “Stretching Merton’s Distance to Default Model” 12.30-14.00 Lunch Time 14.15 – 15.00 Gianna Figà-Talamanca, University of Perugia, “Spiking the Volatility Punch” 15.00 – 15.45 Claudio Tebaldi (online), Bocconi University, TBA 15.45 – 16.30 Umberto Cherubini, University of Bologna, “Pickands Option Pricing” 16.30 – 17.00 Farewell: Peter Carr Chapter Italy. Participation is free of charge, and will take place in a hybrid form, both in presence and online. For organization purposes we ask you to register sending an e-mail, specifying whether you will be attending in presence or online, to marialuigia.loiudice(a)unibo.it umberto.cherubini(a)unibo.it federico.maglione(a)unifi.it This is the link for online attendence: https://teams.microsoft.com/l/meetup-join/19%3ameeting_Y2FmODIxNTMtOGVmYi00… Sincerely, Sabrina Mulinacci

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Call for applications: PhD fellowships in Economics, Statistics and Data Science @University of Milano-Bicocca, Italy
by Tommaso Rigon 03 Apr '23

03 Apr '23

Dear colleagues, The Department of Economics, Management, and Statistics (DEMS) of the University of Milano-Bicocca invites applications to its Ph.D. Programme in Economics, Statistics, and Data Science (ECOSTATDATA) for the academic year 2023-24 (XXXIX cycle, Session I). The Ph.D. Programme is articulated in three curricula, Economics (ECO), Statistics (STAT), and Big Data & Analytics for Business (BIDAB). The length of the Ph.D. Programme is four years, starting in late October 2023 (the precise starting date will be announced in due course on the Ph.D. website). We offer at least ten fellowships (for a period of four years) to the highest ranked applicants. Each fellowship pays a minimum grant of € 16.200 (gross income, exempt from income tax) per year. The monthly allowance can be increased up to 50% for our Ph.D. students visiting academic or scientific institutions abroad. There will also be allowances (research funds) for short-period mobility (from the first year). Additional scholarships and positions are also available on specific research projects in collaboration with national and international companies of primary importance. The selection procedure is regulated by the official Call for Applications (Bando di Concorso) – Session I, which was published in the Doctoral School’s and on the Ph.D. programme websites on March 21st, 2023. Deadline for applications: April 19th, 2023. The official Call for Applications contains detailed information on: i) the documents which each candidate has to submit; ii) the structure, contents, and timing (approximately during May 2023) of the entrance examination; iii) a description of the projects related to the additional scholarships and positions. The official Call for Applications is published here: https://en.unimib.it/education/postgraduates/doctoral-research-phd-programm… Ph.D. program's webpage: https://www.dems.unimib.it/en/research/phd-economics-statistics-and-data-sc…

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PhD Scholarship @Politecnico di Milano
by Laura Maria Sangalli 03 Apr '23

03 Apr '23

Prego di dare la massima diffusione presso i potenziali interessati ITA E' uscito un bando aggiuntivo di ammissione al 38esimo ciclo di dottorato presso il Politecnico di Milano, con scadenza il ** 6 aprile 2023 ** e ingresso 1 giugno 2023. https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… <https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo…> E’ disponibile 1 borsa in area Statistica / Data Science nell'ambito del dottorato in Data Analytics and Decision Sciences (DADS) Contatti: francesca.ieva(a)polimi.it <mailto:francesca.ieva@polimi.it>, piercesare.secchi(a)polimi.it <mailto:piercesare.secchi@polimi.it>, laura.sangalli(a)polimi.it <mailto:laura.sangalli@polimi.it> ... ENGLISH: A PhD scholarship is available for a PhD in the area of Statistics / Data Science at Politecnico di Milano, Italy: Call: https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… <https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo…> Deadline for applications: April 6th 2023 The fellowiship is funded by the PNRR project GRINS – Growing Resilient, Inclusive and Sustainable, and is settled within the PhD program in Data Analytics and Decision Sciences (DADS). Contact persons: francesca.ieva(a)polimi.it <mailto:francesca.ieva@polimi.it>, piercesare.secchi(a)polimi.it <mailto:piercesare.secchi@polimi.it>, laura.sangalli(a)polimi.it <mailto:laura.sangalli@polimi.it> —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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SPASS Seminar: Riccardo Montalto
by Francesco Grotto 31 Mar '23

31 Mar '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Construction on quasi-periodic nonlinear waves in fluid mechanics,* Riccardo Montalto (Milano Statale). The seminar will take place on TUE, 4.4.2023 at 13:30 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. *Please notice that the seminar will take place half an hour earlier than usual.* The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: **In this talk I will discuss some recent results on Euler and Navier Stokes equations concerning the construction of quasi-periodic solutions and the problem of the inviscid limit for the Navier Stokes equation. I will discuss the following results:* *1) Construction of quasi-periodic solutions for the Euler equation with a time quasi-periodic external force, bifurcating from a constant, diophantine velocity field;2) I shall discuss the inviscid limit problem from the perspective of KAM theory, namely I shall prove the existence of quasi-periodic solutions of the Navier Stokes equation converging to the one of the Euler equation constructed in 1) . The main difficulty is that this is a singular limit problem. We overcome this difficulty by implementing a normal form methods which allow to prove sharp estimates (global in time) w.r. to the viscosity parameter;3) (time permitting) I also discuss the construction of quasi-periodic traveling waves bifurcating from the Couette flow for the autonomous 2D Euler equation.These works are based on collaborations with Luca Franzoi and Nader Masmoudi. *

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Call of interest
by Faggionato, Alessandra 30 Mar '23

30 Mar '23

Dear all, We would like to draw your attention to the call of interest for a Professor position at the Department of Mathematics, University of Rome La Sapienza, via the procedure "Direct Call": https://www.mat.uniroma1.it/dipartimento/chiamate-dirette In particular, we are looking for people working in Probability and/or Statistics with applications to Data Science, Machine Learning, Statistical Learning and similar. Although the deadline reported in the call is the 20th of March, there is still some time to apply. We would be grateful if you could circulate this announcement to people who could potentially be interested in the position. For any information, they can contact Alessandra Faggionato ( faggiona(a)mat.uniroma1.it) With best wishes, Alessandra Faggionato -- ************************************************* 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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master scholarships - PSL University Paris
by Cristina TONINELLI 30 Mar '23

30 Mar '23

Cari tutti, vi trasmetto un annuncio di borse di eccellenza riservate a studenti che intendono iscriversi nel master di matematica dell'universita' PSL Paris. Il cursus e' integralmente in inglese. E' possibile candidare * per una borsa di 2 anni per frequentare l'intera magistrale a Parigi (M1+M2) * per una borsa di 1 anno per frequentare solamente l'ultimo anno della magistrale (M2) a Parigi (a condizione naturalmente di essere attualmente iscritti al primo anno di magistrale). cari saluti Cristina Toninelli ***** Dear colleagues Hope this email finds you well. Would you be so kind as to forward to the potential interested contact or mailing list in your institution the following call for applications and scholarships for students who potentially may wish to enrol in our Master of Mathematics in Paris PSL (M1-M2) program? Kind regards, Marc Hoffmann head of the Graduate Program in Mathematics and Applications - PSL University —————————————————————————————————————————————————————————— The Graduate Program in Mathematics and Applications of PSL University offers scholarships for students willing to enrol in the PSL Master of Mathematics Master (M1 or M2) for 2023- 2024. The program is in English. The scholarships are open to national and international students and the selection of candidates is based on academic excellence criteria. https://psl.eu/en/graduate-programs/mathematics-and-applications look for grants 2023-24 Opening : 3 March 2023 ; closing : 8 May 2023 via MyCandidature Contact address: gp-maths(a)psl.eu This program is based on the research teams in mathematics at CEREMADE (Paris-Dauphine-PSL), at DMA (Ecole Normale Supérieure - PSL), at the Ecole des Mines Paris-PSL , at the Paris Observatory-PSL, at the EHESS, and Collège de France. ——————————————————————————————————————————————————————————————— ========================================================================================================== --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Registration to the Summer School "Risk and Uncertainty in Economics, Insurance and Finance" (Bielefeld, July 3-7, 2023) is now open
by Ferrari, Giorgio 29 Mar '23

29 Mar '23

Dear All, this is to inform you that the registration to the Summer School "/Risk and Uncertainty in Economics, Insurance and Finance/" ( https://sites.google.com/view/summer-school-23/overview ) is now open: https://sites.google.com/view/summer-school-23/registration Please note that the *deadline for registration is May 7*. All the important dates are listed here: https://sites.google.com/view/summer-school-23/important-dates Details about the courses offered during the Summer School can be found here: https://sites.google.com/view/summer-school-23/lectures A selected number of short contributed talks by participants is also planned. Please send a proposed title and abstract of your talk during the registration procedure. Acceptance will be communicated on May 21st. Looking forward to having you in Bielefeld in July! Best wishes, Giorgio Ferrari and Frank Riedel

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Seminar (today, sorry!) by Dr. Ofelia Bonesini in Padova!
by Giorgia Callegaro 29 Mar '23

29 Mar '23

Dear all, you're invited (sorry for the very short notice!) to the seminar in Probability and Finance that will take place today (29.03.2023), in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: Ofelia Bonesini (Imperial College London) * *Date and time*: 29th April 2023, *1.30pm* * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: https://unipd.zoom.us/j/82661564306 (ID riunione: 826 6156 4306) * *Title*: *Rough volatility, path-dependent PDEs and weak rates of convergence* * *Abstract*: please see here: https://www.math.unipd.it/news/rough-volatility-path-dependent-pdes-and-wea… See you there! G. Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Reminder: Submission of titles and abstracts for talks at the 11th General AMaMeF Conference is now open
by Ferrari, Giorgio 28 Mar '23

28 Mar '23

Dear Colleagues, this is to remind you that the submission of titles and abstracts for talks at the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) is now open: https://sites.google.com/view/amamef-2023/abstract-submission *Please note that the deadline for abstracts' submissions is April 9. Acceptance will be confirmed by April 23 and the registration to the conference will open on April 24.* *All the details about deadlines, registration and fees are listed here:* https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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Seminario di Lionel Levine, Martedì 4 Aprile, Sapienza Università di Roma
by Silvestri, Vittoria 28 Mar '23

28 Mar '23

Segnalo il seguente seminario, che si terrà Martedì prossimo in Sapienza. *Martedì 4 Aprile, ore 14:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Lionel Levine, Cornell University *Title: *Universality Conjectures For Activated Random Walk *Abstract:* Activated Random Walk is a particle system displaying avalanches on all scales. How universal are these avalanches? I’ll narrate five interlocking conjectures aimed at different aspects of this question: infinite-volume limits, cutoff, incompressibility, rotational symmetry, and hyperuniformity. Joint work with Feng Liang and with Vittoria Silvestri. ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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