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Compound Risk: Climate, Disaster, Finance, Pandemic - CALL FOR PARTICIPATION Venice 23/24 September 2021
by Monica Billio 24 Jul '21

24 Jul '21

20th INTERNATIONAL CONFERENCE CREDIT 2021 *Compound Risk: Climate, Disaster, Finance, Pandemic * Venice, Italy 23 –24 September 2021 *****COVID-19 update: the CREDIT 2021 Conference is both onsite and online but we are ready to move the conference remotely, if necessary***** *GRETA Associati* (Venice, Italy), *Cattolica Assicurazioni* (Verona, Italy), *European Datawarehouse *(Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund* (Luxembourg), and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 23-24, 2021. The Conference CREDIT 2021 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. CREDIT 2021 is the *twentieth *in a series of events dedicated to various aspects of credit risk and organised under the auspices of the *Department of Economics* and *VERA – Venice centre in Economic and Risk Analytics for public policies - of the Ca' Foscari University of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria *and the *Joint Research Center, European Commission* (Ispra, Italy). /The theme of this year’s conference is the relation between financial risk on the one hand and pandemic, climate and disaster risk, on the other hand, with particular attention to the possible compounding of different sources of risk. / /The past year, 2020, has been marked by the still-ongoing COVID-19 pandemic crisis, which has shown how fragile our economic systems can be when confronted with shocks that threaten public health and the closeness of the connections between economic and financial risks and public policy. / /Climate change is now widely recognized as a new source of financial risk which is relevant both at the level of households and individual institutions and the systemic level. In particular, the many central banks and financial institutions that have joined the Network for Greening the Financial System (NGFS) have issued recommendations on how to integrate climate considerations into risk management strategies and practices./ ///However, risks such as pandemics and climate change do not occur in isolation but can also compound, as has already been seen in several countries. The compounding of risk, which is currently poorly understood, increases the complexity of risk assessment and risk management, and it has implications for socio-economic development, as well as for public debt sustainability./ /In the EU, these aspects have major implications for efforts to increase the resilience of the economy to future shocks and to “build back better”, and requires the alignment of COVID-19 recovery policies, such as those supported by the NextGenerationEU, and the EU Green Deal and the Paris Agreement targets. / / / / / The SCIENTIFIC COMMITTEE for the Conference consists of: • * Stefano Battiston *(Ca’ Foscari University of Venice & University of Zurich, Programme Chair) • * Monica Billio *(Ca’ Foscari University of Venice & GRETA) • * Francesca Campolongo *(Joint Research Center, European Commission) • *Vittoria Colizza* (INSERM, France) • * Helmut Kraemer-Eis* (European Investment Fund) • * Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt) • *Irene Monasterolo *(Vienna University of Economics and Business) • *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) • *Roberto Rigobon* (MIT Sloan School of Management) • *Stephen Schaefer* (London Business School) PROGRAMME *Thursday, September 23 2021* *08.30 **Registration*_* *_ *09.00 Welcome and Opening Remarks*_* *_*09.15 Session I: Pandemics and Macro-financial Impacts * • *Keynote talk*: /TBA - /*Vittoria Colizza*, French National Institute for Health and Medical Research, Paris • /Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19 - /*Roberto Savona*, University of Brescia (join with Davide Bazzana and Michele Colturato) • /Credit Demand and Financial Constraints in Non-Financial Recessions: Evidence from the COVID-19 Pandemic - /*Tor Jacobson*, Sveriges Riksbank, Stockholm (join with Niklas Amberg) *11.00 Coffee break*_* *_*11.30 Session II: Regulatory Requirement and Long Run Risks * • /Credit Allocation and Macroeconomic Fluctuations - /*Karsten Müller*, Princeton University (join with Emil Verner) • /Climate Change Regulatory Risks and Bank Lending - /*Eleonora Sfrappini*,IWH - Halle Institute for Economic Research (join with Isabella Mueller) • /Required Capital for Long Run Risks - /*Alain Monfort*, CREST (join with Christian Gouriéroux and Jean-Paul Renne) *13.00 Lunch** * *14.30 Session III: ESG (EIBURS Project ESG-Credit.eu)* *• Keynote talk: */Silencing the Noise: ESG Confusion and Stock Returns//- /*Roberto Rigobon*, MIT Sloan School of Management • /The Salience of ESG Ratings: Evidence from Possible Investor Confusion - /*Loriana Pelizzon*, Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt, Ca' Foscari University of Venice & CEPR (join with Aleksandra Rzeznik and Kathleen Weiss Hanley) • /Green Sentiment, Stock Returns, and Corporate Behavior - /*Stefano Ramelli*, University of Zurich (join with Marie Brìere) *16.15 Coffee break and POSTER SESSION** * *16.45 Session IV: Compounding Risks (World Bank joint project)* • /TBA - /*Nicola Ann Ranger*, World Bank & Oxford University • /Assessing the Macrofinancial Impacts of Compouding COVID-19 and Climate Risks - /*Irene Monasterolo*, Vienna University of Economics and Business & Boston University *Social dinner * *Friday, September 24, 2021* * 09.15 Session V: Finance and Climate Change * • *Keynote talk:* /Climate Financial Risk: Portfolios and Stress Tests - /*Robert F. Engle*,New York University • /Accounting for Finance is Key for Climate Mitigation Pathways - /*Stefano Battiston*, Ca’ Foscari University of Venice & University of Zurich (join with Irene Monasterolo, Keywan Riahi and Bas J. van Ruijven) • /When Do investors Go Green? Evidence from a Time-varying Asset-pricing Model - /*Lucia Alessi*, European Commission, Joint Research Centre & Università degli Studi di Milano-Bicocca (join with Elisa Ossola and Roberto Panzica) *11.00 Coffee break 11.30 PANEL Session 13.00 Lunch 14.30 Session VII: Disaster Risk * • /Impacts of Extreme Weather Events on Mortgage Risks and Their Evolution under Climate Change: the Case of Florida - /*Luca Zanin*,Prometeia, Bologna (join with Raffaella Calabrese, Timothy Dombrowski, Antoine Mandel and R. Kelley Pace) • /Housing and Mortgage Markets with Climate-Change Risk: Evidence from Wildfires in California//- /*Richard Stanton*, Haas School of Business, U.C. Berkeley (join with Paulo Issler, Carles Vergara-Alert and Michela Rancan) • /Floods and Firms: Vulnerabilities and Resilience to Natural Disasters in Europe//- /*Gábor Kátay*, European Commission (join with Serena Fatica and Michela Rancan) *16.00 Coffee break and POSTER SESSION 17.00 Session VIII: Investment Funds and Sustainability * • /Sustainability or Performance? Ratings and Fund Managers’ Incentives//- /*Nickolay Gantchev*, University of Warwick, CEPR, & ECGI (join with Mariassunta Giannetti and Rachel Li) • /Measuring the Lifecycle Relative Carbon Footprint and Carbon Intensity of European Sustainable Investment Funds by Means of Environmentally Extended Input-Output Models//- /*Ioana-Stefania Popescu*, Luxembourg Institute of Science and Technology & University of Luxembourg (join with Thomas Gibon, Claudia Hitaj, Mirco Rubin and Enrico Benetto) * 18.00 Closing Remarks and End of the Conference*** *REGISTRATION* To register for the Conference you are requested to complete the registration form that is available on our website (https://www.greta.it/index.php/it/credit-2021 <https://www.greta.it/index.php/it/credit-2021>). Registration fees are: PhD Students*: 75 Euro + VAT Onsite participation**: 200 Euro + VAT Online participation***: 200 Euro + VAT *VAT is currently 22% * * Students will have to provide valid proof of their student status. ** Seats are limited in compliance with the new regulations to contain the spread of COVID-19. The onsite registration fees cover admission to all scientific sessions, lunches, and coffee service during the Conference. The onsite registration fees do not fully cover the conference dinner on *September 23**^rd , 2021*, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). The online registration fees cover access to the platform on September 23^rd and 24^th , interactivity with authors and other participants. More detailed information soon available on the Conference website: https://www.greta.it/index.php/it/credit-2021 <https://www.greta.it/index.php/it/credit-2021>

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postdoc position at Lund University
by Carina Geldhauser 23 Jul '21

23 Jul '21

Lund University Mathematikcentrum is looking for a postdoctoral researcher to join the fluid dynamics group. The group currently consists of G. Brüll <https://gabrielebruell.wordpress.com/>, C. Geldhauser <https://cgeldhauser.de/>, S. Pasquali <https://sites.google.com/view/spasquali/home>, E. Wahlen <https://www.maths.lu.se/staff/erik-wahlen/> and J. Weber, conducting research in nonlinear dispersive equations, point vortices, and 3D water waves with vorticity. We offer an active research environment and opportunities for career development in our young, dynamic and diverse group of scholars. The researcher should contribute to the third-party funded project "Stochastic Models of Turbulence" of C. Geldhauser and potentially other research projects, e.g. the ERC project 3DWATERWAVES <https://www.maths.lu.se/staff/erik-wahlen/research/mathematical-aspects-of-…> of E. Wahlen. If the applicant wishes, some teaching may also be included in the work duties. To contribute to above projects, it would be desirable that the candidate has experience in *fluid dynamics / nonlinear PDEs, fractional heat kernel estimates, statistical physics or stochastic analysis*. The position is primarily thought a full-time employment of 1-2 years, but deviations and part-time employments are possible. The period of employment depends on the preferences of the applicant and governmental regulations, which have several parameters, such as the date of the PhD, parental care/sick leave times. Interested individuals are invited to fill in this form <https://forms.gle/HY7UMTnQi2JKnSX99> and send the following documents as 1 pdf file to carina.geldhauser(a)math.lth.se. * CV * a link to your professional homepage or equivalent (e.g. MathSciNet or arxiv author link, EWM profile) * list of publications with links to the arxiv preprints or other openly available versions of the papers * a brief description (max 1/2 page) of your mathematical background, your interests and where you see yourself 3 years from now. A first screening of applications will take place in Mid-August.

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Call for papers - AMASES parallel session: Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences
by Piero MAZZARISI 22 Jul '21

22 Jul '21

Dear Colleagues, a parallel session within the AMASES Annual Conference (https://www.amases.org/annual-conference-2021-home/ <https://www.amases.org/annual-conference-2021-home/>) entitled "Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences" will take place on September 15, 2021 in virtual mode using the Zoom platform. The session focuses on the emerging multidisciplinary study of the interconnections in finance and social science, which brings with it the necessity to deal with the growing amount of data available. A special emphasis is given to the latest advances in artificial intelligence and machine learning, which are expected to have a disruptive impact in economic, financial, and social data modeling. The stream intends to foster the dialogue between academics, regulators, and practitioners. Theoretical and empirical papers are welcome. Topics include but are not limited to: - contagion in social, economic, and financial networks - network modeling of financial time-series - big data approach to financial, economic, and social modeling - artificial intelligence and machine learning in social, economic, and financial systems It is a great pleasure to invite you to submit an extended abstract. The deadline for submission is August 31st, 2021. The abstract submission Web page for AMASES 2021 is: https://easychair.org/conferences/?conf=amases2021 <https://easychair.org/conferences/?conf=amases2021> As specified in the guidelines for abstract submission of the AMASES conference (please see https://www.amases.org/annual-conference-2021-abstract/ <https://www.amases.org/annual-conference-2021-abstract/>), the title of the session and the name of the organizers have to be provided at the end of the abstract itself. Moreover, please also send a pdf copy of the abstract to the organizers of this parallel session (see below for the email address). Please refer to the official web page of the conference for further details on the submission. Important dates: August 31, 2021: deadline for abstract submission September 6, 2021: notification of acceptance September 15, 2021: parallel session For information, please contact: Fabrizio Lillo (fabrizio.lillo(a)unibo.it <mailto:fabrizio.lillo@unibo.it>) Michele Tumminello (michele.tumminello(a)unipa.it <mailto:michele.tumminello@unipa.it>) Piero Mazzarisi (piero.mazzarisi(a)sns.it <mailto:piero.mazzarisi@sns.it>) Best regards, Fabrizio Lillo, Michele Tumminello, and Piero Mazzarisi

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MSP 2021
by Pietro Rigo 22 Jul '21

22 Jul '21

Dear all, we are pleased to inform you that the web conference The Mathematics of Subjective Probability will be held on 1, 2 and 3 september. Here attached you can find the detailed program of the conference. Attendance is of course free and unrestricted and the details on how to connect on-line will be published shortly on the conference website https://www.msp2021.campus.unimib.it/home Gianluca Cassese, Pietro Rigo, Barbara Vantaggi

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Tenure track position/Complex Systems/Finland
by Juho Kanniainen (TAU) 20 Jul '21

20 Jul '21

Hi all, The application period of Complex Systems tenure track positions was extended till the 2/August/2021 because of the technical break of the application system. If you have already applied the position, you can modify your application until that day. More information below and here: https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1064 Best regards, Juho Kanniainen From: "Juho Kanniainen (TAU)" <juho.kanniainen(a)tuni.fi> Date: Sunday 13. June 2021 at 20.47 To: "random(a)fields.dm.unipi.it" <random(a)fields.dm.unipi.it> Subject: Tenure track position/Complex Systems/Finland/DL 23.6.2021 Hi, Tampere University (Finland) has an open tenure position in Complex Systems in Tampere (Dept of Computing Sciences): https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1064 We are looking for a computationally orientated candidate with expertise at least in one of the complex systems topics, especially in complex adaptive systems or complex networks. Candidate’s research can be exploratory and data-driven and/or model-based with various application areas, such as social sciences, computer science, economics, health, biology, or climate research. Applicants are encouraged to pursue an ambitious yet realistic research plan, emphasizing methodological, applied, and multidisciplinary aspects of their research. If you find this position interesting, don’t hesitate to apply for it! You may also share information on this position to potential candidates. Kind regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Tampere University Computing Sciences/Statistical Data Analytics Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Mobile: +358 40 707 4532 E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen> Coordinator of BigDataFinance EU Program www.bigdatafinance.eu<http://www.bigdatafinance.eu>

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Posto ricercatore probabilità
by ASCI CLAUDIO 14 Jul '21

14 Jul '21

Cari colleghi, dal Dipartimento di Matematica e Geoscienze dell'Università di Trieste, verrà richiesto a breve un posto di ricercatore in MAT/06 (rtdA oppure rtdB); c'è qualcuno potenzialmente interessato? Saluti. Claudio Asci

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Research grant on metaheuristics and ML for financial trading at the Ca' Foscari University of Venice
by Marco Corazza 13 Jul '21

13 Jul '21

Dear All: - The Department of Economics of the Ca 'Foscari University of Venice has announced a public selection for a one-year research grant entitled "*Combining optimization metaheuristics and artificial intelligence to design quasi-real-time trading strategies*"; - Application deadline: 23 July 2021, 12:00 (Italian time); - Call can be downloaded from the page *https://www.unive.it/data/17967/ <https://www.unive.it/data/17967/>*; - The main objective of the project is to develop and implement a decision-making system for financial trading combining metaheuristics for optimization with Machine Learning and Deep Learning techniques. Best regards, Marco Corazza -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef -- <<[S]e siamo in grado di replicare un derivato, siamo anche in grado di determinare il suo valore relativo.>> M. Rubinstein (1999): "Derivati. Futures, opzioni e strategie dinamiche". Il Sole 24 Ore [pag. 72].

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Corso "Trasferimento delle Tecnologie Matematiche per l'Innovazione"
by Maurizio Ceseri 12 Jul '21

12 Jul '21

A tutti gli interessati ricordiamo che il *23 Luglio 2021* scadono i termini per presentare le domande di partecipazione alla terza edizione del corso in "Trasferimento delle Tecnologie Matematiche per l’Innovazione" organizzato dallo Sportello Matematico per l'Innovazione e le Imprese <http://www.sportellomatematico.it/>. Il corso si svolgerà in modalità online durante il periodo *da lunedì 6 Settembre a venerdì 17 Settembre 2021*. Il corso è rivolto principalmente a neolaureati in *Scienze Matematiche* e *F**isiche*,* Ingegneria*,* Economia*,* Informatica* e *Statistica*, con l’ *obiettivo* di formare la figura professionale dell’*Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche. Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata. Promuove un numero crescente di collaborazioni per apportare benefici tangibili alle imprese. *Modalità di presentazione** delle domande* Per procedere con la domanda di partecipazione, è sufficiente compilare il form online a questo link <https://www.sportellomatematico.it/SMII/limesurvey/index.php/729819?lang=it> entro il *23 Luglio 2021*, allegando un proprio CV aggiornato ed una lettera motivazionale di autopresentazione. Per informazioni: www.corsotraduttoretecnologico.it Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico *CONTENUTI DEL CORSO* *Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. *Trasferimento Tecnologico:* contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. *Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale *Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il potenziale delle Tecnologie Matematiche nel Management. *Attori e Strutture Organizzative:* Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. *SBOCCHI E OPPORTUNITÀ PROFESSIONALI* Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi *Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso Università e Centri di Ricerca Partecipazione a *Progetti Europei* su Tecnologie Matematiche per l’Innovazione Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Fwd: Postdoc Position
by Marco Romito 12 Jul '21

12 Jul '21

ricevo e inoltro m. -------- Forwarded Message -------- Subject: Postdoc Position Date: Mon, 12 Jul 2021 12:04:38 +0100 From: Xue-Mei Li <xuemei.hairer(a)googlemail.com> To: Xue-Mei Li <xuemei.hairer(a)googlemail.com> Dear friends and colleagues, We will soon advertise at jobs.ac.uk <http://jobs.ac.uk> a three year postdoctoral position, in the department of mathematics, at Imperial college London, to work with me on a project on `Multi-Scale Stochastic Dynamics with Fractional Noise'. The earliest starting date is September and no later than first of January 2022, details to follow. Potential candidates are welcome to contact me directly. For articles related to the project please check my homepage: https://www.imperial.ac.uk/people/xue-mei.li http://www.xuemei.org With best wishes and many thanks. Xue-Mei Professor Xue-Mei Li Imperial College London

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PhD position in Mathematical Finance and Actuarial Mathematics at Bielefeld University
by Ferrari, Giorgio 09 Jul '21

09 Jul '21

Dear All, I forward the following announcement regarding a PhD position in Mathematical Finance and Actuarial Mathematics at Bielefeld University. Best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%%% The Faculty of Business Administration and Economics / Center for Mathematical Economics (IMW) is looking for a Ph.D. candidate in the areas Mathematical Finance and Actuarial Mathematics. The successful applicant is expected to participate in teaching activities and in the Collaborative Research Center 1283 "Taming Uncertainty". The employment is designed to encourage further academic qualification (enrollment and active participation in the Bielefeld Graduate School of Economics and Management is required for this position). Further information can be found at https://uni-bielefeld.hr4you.org/job/view/645/research-position-doctoral?pa… We are looking forward to receiving your application. For full consideration, your application should be received via either email (a single PDF document is required) sent to imw(a)uni-bielefeld.de or post (see postal address). Please mark your application with the identification code: Wiss21735. Please note that the possibility of privacy breaches and unauthorized access by third parties cannot be excluded when communicating via unencrypted e-mail. *application deadline: 29.07.2021* Contact: Juniorprof. Dr. Max Nendel +49 521 106-4917 max.nendel(a)uni-bielefeld.de Postal Address: Universität Bielefeld IMW Bettina Buiwitt-Robson Postfach 10 01 31 Bielefeld University has received a number of awards for its achievements as an equal-opportunity employer and has been recognized as a family-friendly university. The university welcomes applications from women. This is particularly true with regard both to academic and technical posts as well as positions in information technology as well as the skilled crafts and trades. Applications are handled according to the provisions of the state statutes on equal opportunity. Applications from suitably qualified handicapped and severely handicapped persons are explicitly encouraged. At Bielefeld University on request positions can be carried out with reduced working hours as long as this does not conflict with official needs.

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