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Fondamenti della Probabilità - L'impostazione di Bruno de Finetti
by Antonio Lijoi 04 Nov '21

04 Nov '21

Care/i tutte/i, ricordo che gli ultimi due seminari del ciclo ** Fondamenti della probabilità. L'impostazione di Bruno de Finetti ** Relatore: Prof. Eugenio Regazzini, Università di Pavia si terranno nelle seguenti date 5 novembre 2021, alle 17:30 6 novembre 2021, alle 10:30 in Aula 35, via Sarfatti 25, Milano Il ciclo seminariale si svolgerà in modalità ibrida. Per chi desidera collegarsi on-line, di seguito sono elencati i link per il collegamento alle sessioni: 5 nov 2021 05:30 PM https://unibocconi-it.zoom.us/j/94824472994?pwd=YXNpdnNzUENPV2FIeTBwKzRKZU1… ID riunione: 948 2447 2994 Passcode: 225763 6 nov 2021 10:30 AM https://unibocconi-it.zoom.us/j/99374038124?pwd=eWtMRUNOZGh4dDJWZEprSG9EL3p… ID riunione: 993 7403 8124 Passcode: 249969 Cordiali saluti, AL

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Dottorati di ricerca su temi innovazione e "green", UniGe, scadenza 11 novembre
by Antonio Pievatolo 04 Nov '21

04 Nov '21

Segnalo i bandi per borse sui fondi del Programma Operativo Nazionale 2014-2020 – Dottorati di ricerca su tematiche dell’innovazione e green – D.M. 10 agosto 2021, n. 1061, in scadenza l'11 novembre alle 12:00 presso l'Università di Genova, in particolare quelli relativi al programma in Matematica e Applicazioni. Informazioni e iscrizioni al seguente link: [ https://unige.it/usg/it/dottorati-di-ricerca | https://unige.it/usg/it/dottorati-di-ricerca ] Saluti, Antonio Pievatolo -- Dr Antonio Pievatolo CNR IMATI Phone: +39 02 23699 520 https://www.imati.cnr.it/mypage/people/PievatoloAntonio.htm

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Fwd: Avviso seminario
by Enrico Bibbona 04 Nov '21

04 Nov '21

Gentilissimi, con la presente si ricorda che martedì *09 novembre*, ore 16:30, il prof. *Grzegorz A. Rempala *presenterà un seminario dal titolo: *“Modeling a new pandemic with an old equation. 2020-21 Ohio statewide SIR models for COVID-19”* Questo evento e parte del "Progetto di eccellenza", DISMA - Politecnico di Torino. Maggiori informazioni reperibili nella locandina allegata e sul sito: www.polito.it/disma-excellence/ Il seminario si terrà in la forma telematica, tramite la piattaforma Zoom. Per collegarsi, sarà necessario utilizzare il seguente link https://polito-it.zoom.us/j/87409718573?pwd=T3ZmTFpOb210THpUcVFlZmdyb2pMdz09 ID riunione: 874 0971 8573 Passcode: 372502 Accedendo al seminario, si prega di tenere microfono e videocamera disattivati. Per porre domande al termine del seminario, si prega di utilizzare la chat per chiedere la parola. Cordiali saluti Enrico Bibbona Dear colleagues, it is our pleasure to invite you to the seminar *“Modeling a new pandemic with an old equation. 2020-21 Ohio statewide SIR models for COVID-19”*by prof. Grzegorz A. Rempala. The seminar will be held on Tuesday, November 09, at 16:30. This event is part of "Progetto di eccellenza", DISMA - Politecnico di Torino. Further information available on the attached flyer and www.polito.it/disma-excellence/ The seminar will be online on Zoom platform. To connect, please follow this link https://polito-it.zoom.us/j/87409718573?pwd=T3ZmTFpOb210THpUcVFlZmdyb2pMdz09 ID riunione: 874 0971 8573 Passcode: 372502 By connecting to the seminar, please switch both microphone and webcam off. Question time will be at the end of the talk. Please, use the chat to ask for the floor. Best regards, Enrico Bibbona Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Luisa Andreis talk at the Torino seminar series in Stochastics and Mathematical Statistics
by Giuseppe D'Onofrio 04 Nov '21

04 Nov '21

Dear all, We are glad to announce the second seminar of the *Torino seminar series in Stochastics and Mathematical Statistics. * Torino seminar series SMS is a monthly seminar series held at the Department of Mathematics G. Peano of the University of Turin. For more info and a list of future talks see https://sites.google.com/view/torinostochastics. *Date and time:** Tuesday 9 November*, 2021, h 14:30-15:30 *Location*: Aula 5, Palazzo Campana, via Carlo Alberto 10, Torino *Speaker*: *Luisa ANDREIS *(University of Florence) *Title*: Phase transition in sparse random graphs and coagulation processes. *Abstract**:* Inhomogeneous random graphs are a natural generalization of the well-known Erdős–Rényi random graph, where vertices are characterized by a type and edges are present independently according to the type of the vertices that they are connecting. In the sparse regime, these graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdős–Rényi model. In this talk we will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterizes some coagulation process and with phase transitions of condensation type emerging in several systems of interacting components. This is an ongoing joint work with Wolfgang König (WIAS and TU Berlin), Tejas Iyer (WIAS), Heide Langhammer (WIAS), Robert Patterson (WIAS). Best regards, The organizers (Tiziano De Angelis, Giuseppe D'Onofrio, Elena Issoglio)

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Politecnico di Milano - Seminario Arnone
by Laura Maria Sangalli 03 Nov '21

03 Nov '21

Si avvisa che in data 04-11-2021, alle ore 14:00 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Eleonora Arnone, Dipartimento di Matematica, Politecnico di Milano Titolo: Density estimation over complicated domains Sommario: In this talk, a nonparametric method for density estimation over complicated spatial domains is presented. The method combines a likelihood approach with a regularization based on a differential operator, and the estimator is proven to be consistent. The discretization of the estimator is based on finite elements, ensuring high computational efficiency and enabling great flexibility. The proposed method efficiently deals with data scattered over two-dimensional regions having complicated shapes, two-dimensional Riemannian manifolds, or planar networks. Moreover, it captures very well complicated signals having multiple modes with different directions and intensities of anisotropy. Il seminario può essere seguito online dal seguente link: https://mox.polimi.it/mox-seminars/?id_evento=2089 Cordiali saluti, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Webinar Ryder @Bocconi
by Giacomo Zanella 03 Nov '21

03 Nov '21

We announce the following DEC Statistics webinar at Bocconi: Date: Thursday 4 November 2021, h12:00 (Italy time) Speaker: Robin Ryder (Université Paris Dauphine) Title: Bayesian methods for inferring the history of languages Abstract: Languages change through time in a manner comparable to biological evolution. Models have been developed for many aspects of human languages, including vocabulary, syntax and phonology. The complexity of these models, as well as the nature of the questions of interest, make the Bayesian framework quite natural in this setting, which explains why much of the research in Statistics applied to Historical Linguistics uses Bayesian methods. I shall present an overview of various models, starting with Morris Swadesh's failed attempts at glottochronology in the 1950s, then looking at some models developed in the last two decades. I shall go into more detail for a model of so-called "core" lexical data by a stochastic process on a phylogenetic tree, with an initial focus on the Sino-Tibetan family of languages and on the issue of dating the most recent common ancestor to these languages. This will allow me to discuss issues of model robustness and validation. I shall conclude with some ongoing work about joint estimation of lexical and phonological changes through a model of random discrete matrices, currently being applied to the history of sign languages. The webinar will be on zoom at: https://unibocconi-it.zoom.us/j/97798499552?pwd=U3o1NXBVZnA2Vm12RjZHLzl4SXd… Meeting ID: 977 9849 9552 Passcode: 564168 Kind regards, Giacomo Zanella

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[PRISMA] seminari di G. Peccati e F. Grotto + altre informazioni
by Domenico Marinucci 03 Nov '21

03 Nov '21

Cari colleghi lunedì 8 novembre 2021 riprenderanno i seminari online del Gruppo UMI PRISMA, con i seguenti interventi: * November 8, 2021, 16:00-17:00 (CET): Giovanni Peccati TITLE: Quantitative stabilization results on the Poisson space [1] ABSTRACT: Consider a random variable associated with a random point configuration generated by a Poisson point process (for instance, is the length of some random geometric graph). How can we assess the discrepancy between the distribution of and the one of a Gaussian random variable? The aim of my talk is to describe some recent results in this direction, all relying on some quantitative version of the notion of "geometric stabilization", as formalized by Penrose & Yukich in 2001. In doing so, I will sketch the general philosophy of a powerful collection of techniques for establishing probabilistic approximations, known as the "Malliavin-Stein method". Some explicit examples will be discussed, in particular, related to models of combinatorial optimization and random forests. * November 8, 2021, 17:00-18:00 (CET): Francesco Grotto TITLE: Completely Random Measures and 2D Euler's Equations [1] ABSTRACT: We will recall generalities on completely random measures -alias independently scattered measures- and their natural interaction with divergence-less flows on the underlying domain. We will then proceed to argue how these random fields thus constitute invariant measures for 2d incompressible Euler's equations, outline how a notion of solution to the latter nonlinear dynamics can be given in this setting by means of stochastic integrals, and discuss both rigorous results and open problems relating to the well-posedness of this measure-preserving system. Per altre informazioni: http://www.umi-prisma.polito.it/webinars.html Collegamento Teams: [1] https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Due bandi per Assegno di Ricerca - UNIGE
by Fabio Rapallo 03 Nov '21

03 Nov '21

Buongiorno, vi segnalo che sono stati pubblicati due bandi per due assegni di ricerca annuali presso l'Università di Genova (DR 5048 del 28.10.2021), SSD SECS-S/01, uno presso il Dipartimento di Economia e uno presso il Dipartimento di Matematica. Per dettagli e modalità di partecipazione, il bando è disponibile alla pagina: https://unige.it/concorsi/assricerca Scadenza: 29.11.2021 - ore 12.00 Siete pregati di dare la massima diffusione presso potenziali candidati. Cordiali saluti, Fabio Rapallo -- Fabio Rapallo Dipartimento di Economia Universita' di Genova

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Assegno Calcolo di Malliavin a Parma
by Davide Addona 02 Nov '21

02 Nov '21

Cari tutti, Presso l’università di Parma, Dipartimento di scienze matematiche, fisiche e informatiche, abbiamo fondi per bandire un assegno di un anno su CALCOLO DI MALLIAVIN E SPAZI DI WIENER ASTRATTI Vi chiedevo se conoscete possibili candidati e persone interessate, il lavoro si concentrerebbe sullo studiare proprietà delle funzioni derivabili secondo Malliavin e su problemi in spazi di Wiener astratti. Grazie per la collaborazione Saluti Davide Addona

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23rd Workshop on Quantitative Finance - Rome 27-28 January 2022 - call for papers
by clnkta01＠uniroma2.it 02 Nov '21

02 Nov '21

Dear Colleagues, The XXIII Workshop on Quantitative Finance (QFW2022) will be held “in presence” on January 27-28, 2022 at the University of Rome Tor Vergata, School of Economics. Information on the workshop is available at the webpage https://qfw2022.it/en/ or via email qfw2022(a)economia.uniroma2.it Call for papers The workshop aims to bring together academia and industry and stimulate fruitful discussions and interactions among researchers and professionals on theoretical and practical aspects of Quantitative Finance. Contributions, both theoretical and applied, from Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Corporate Finance, Insurance, Computational Finance, Econophysics, Financial Econometrics, Financial Applications of machine learning and neural networks, Game-theoretical models for finance, and related fields are welcome. PhD students, young researchers and practitioners are particularly welcome. Abstracts can be submitted through the following webpage: https://qfw2022.it/registration/ Format of the workshop There will be two kinds of presentations, the “long talk” (about 30 minutes) and the “short talk” (about 15 minutes), and one poster session. The contributions accepted as long talks will be assigned to a discussant, and the latest version of the paper must be received by the organizers not later than January 9th, 2022. Registration Participation in the conference is free but registration (by January 9th, 2022) is mandatory. Coffee-breaks and light lunches will be offered by the organizers, but no scholarships are available for travel and accommodation expenses. Deadlines Extended Abstract Submission: October 27th -- November 30th, 2021 Notification of Acceptance: by December 19th, 2021 Full paper submission of accepted contributions: December 20th 2021 -- January 9th, 2022 Registration of participants: October 27th, 2021 -- January 9th, 2022 Best Regards Katia Colaneri (On behalf of the organizing committee)

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