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Research grant: Metaheuristics and ML for Financial Trading - Ca' Foscari Univ. of Venice
by Marco Corazza 13 Sep '21

13 Sep '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: *20 September 2021*, *12:00* (Italian time); - Webpage: *https://www.unive.it/data/28825/ <https://www.unive.it/data/28825/>*; - Call: *https://apps.unive.it/common2/file/download/assegni_ricerca/6131f297d27a7 <https://apps.unive.it/common2/file/download/assegni_ricerca/6131f297d27a7>* . 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

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PhD course Set-Valued Stochastic Finance - Ararat, September 13, 14, 15, 22
by Mastrogiacomo Elisa 06 Sep '21

06 Sep '21

On September 13, 14, 15, 22 with schedule 10:00-12:00, Cagin Ararat (Bilkent University) will give a virtual short PhD-course for the PhD program in Methods and Models for Economic Decisions (Insubria University). You can find title and abstract below, as well as instructions to attend the course. You are all invited! Short Online Course, Università degli Studi dell'Insubria September 2021, Varese Set-Valued Stochastic Finance Lecturer: Çağın Ararat, Bilkent University, Ankara, Turkey Email: cararat(a)bilkent.edu.tr<mailto:cararat@bilkent.edu.tr> Meeting Times: 10:00-12:00 on September 13, 14, 15, 22 Zoom: https://zoom.us/j/98597190889?pwd=cm1vOVdIeWdMdVZ4UTNkY1Vkb0lvZz09 Meeting ID: 985 9719 0889 Passcode: 341415 Abstract: This short online course is concerned with the fundamentals and some recent developments in the theory of set-valued risk measures. These set-valued functionals are particularly useful in quantifying risk in interconnected financial networks where the entities are subject to correlated sources of randomness, in which case the functionals are called systemic risk measures. After studying set-valued risk measures in static and discrete-time settings, we will observe that the continuous-time case is very much undiscovered, largely due to the challenges in set-valued stochastic analysis. We will conclude the course with a simple form of a set-valued backward stochastic differential equation, which has the potential to be linked to set-valued risk measures in continuous time. *** Please forward to anyone interested. Kind regards, Elisa Mastrogiacomo ----------------------------------------- Professore Associato di Metodi matematici dell'economia e delle scienze attuariali e finanziarie Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: https://www.uninsubria.it/hpp/elisa.mastrogiacomo mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it>

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bando RTD-B SECS-S/06, Sapienza Roma
by Gabriele Stabile 04 Sep '21

04 Sep '21

Buongiorno, il Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza (MEMOTEF), Facoltà di Economia, Università La Sapienza di Roma, ha aperto un bando per una posizione di ricercatore a tempo determinato di tipo B, per il SSD SECS-S/06 Il bando è reperibile all'indirizzo internet https://web.uniroma1.it/trasparenza/sites/default/files/DR%202267_2021%20de… pag.123) La scadenza per la presentazione della domanda è il 30 settembre 2021. Gabriele Stabile -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. -- Fai crescere i nostri giovani ricercatori dona il 5 per mille alla Sapienza *codice fiscale 80209930587*

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RTDb MAT/06 - Pavia - scadenza 27 settembre
by Enrico Priola 30 Aug '21

30 Aug '21

Care colleghe e colleghi, vi informo che è uscito in Gazzetta Ufficiale un bando da RTDb in S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica presso il Dipartimento di Matematica dell'Università di Pavia. Il link al bando e' http://wcm-3.unipv.it/site/home/ateneo/bandi-e-concorsi/concorsi-per-person… Scadenza presentazione domande: 27 settembre 2021 ore 12.00. Cari saluti Enrico Priola -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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BiGSEM Doctoral Workshop Call for Papers (fwd)
by Tiziano Vargiolu 27 Aug '21

27 Aug '21

---------- Forwarded message ---------- Date: Fri, 27 Aug 2021 13:21:50 +0000 From: "Kemper, Annika" <annika.kemper(a)uni-bielefeld.de> To: "vargiolu(a)math.unipd.it" <vargiolu(a)math.unipd.it> Subject: BiGSEM Doctoral Workshop Call for Papers Dear Tiziano, I would like to draw your attention to the Call for Papers for the BiGSEM Doctoral Workshop in December 2021 and attached the detailed information below. If you know anyone who would be interested in and would like to apply, you are very welcome to spread the information. Papers from the research areas Economics, Management and Finance are invited. This could be also interesting for the EFI-mailing list. Best wishes from Bielefeld, Annika --- Dear Sir or Madam, We would like to bring to your attention the upcoming ?16th BiGSEM Doctoral Workshop on Economics and Management?. Organized by Bielefeld Graduate School of Economics and Management (BiGSEM) doctoral students, it is aimed at bringing together doctoral students (in economics and management) by providing an opportunity for presenting and discussing their research (with peers and established researchers) in an informal atmosphere. For participation in the workshop, we are currently accepting applications. Hence, we kindly ask you to forward the announcement below to anyone who might be interested in participating or attending the workshop. CALL FOR PAPERS 16th BiGSEM Doctoral Workshop on Economics and Management Bielefeld University, Center for Interdisciplinary Research (ZiF) December 13-14, 2021 EXTENDED SUBMISSION DEADLINE: September 15th, 2021 If you wish to apply, submit a paper via the following link: uni-bielefeld.de/bigsem-submission FURTHER INFORMATION: https://uni-bielefeld.de/fakultaeten/wirtschaftswissenschaften/einrichtunge… E-MAIL: bigsemworkshop(a)uni-bielefeld.de We plan the workshop in person, but depending on the corona situation, we have to adapt to the current circumstances. Therefore, there might be changes on a short-term notice. We will keep you updated. Thank you in advance for your cooperation and support in spreading the information about our workshop. Best wishes, The BiGSEM Doctoral Workshop Organization Team

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Webseminar "Concentration Inequality in Machine Learning"
by Imma Curato 27 Aug '21

27 Aug '21

Dear all, I would like to invite you to participate in the first seminar organized by the "Young Researchers Committee of the Bernoulli Society". You find the announcement of our event below. We look forward to seeing you there! Best Regards Imma Curato P.S. More information about our society can be found at http://www.bernoulli-society.org/ [http://www.worldofstatistics.org/wos/images/buttons/wos_125x125.gif]<http://www.bernoulli-society.org/> Bernoulli Society for Mathematical Statistics and Probability<http://www.bernoulli-society.org/> The Bernoulli Society was founded in 1975 as a Section of the International Statistical Institute ().The Bernoulli Society now has a membership of more than 1000 representing nearly 70 countries, a third of those also being members of the ISI who chose the Bernoulli Society as their Association. www.bernoulli-society.org +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ The webinar "Concentration inequality in Machine Learning" organized by the Young Researchers Committee of the Bernoulli Society will take place on September 15th at 5 pm (CEST). Selected young European researchers active in probability and machine learning will present their recent contributions. The seminar is a joint cooperation with the One World YoungStatS project. Speakers: Antoine Marchina (Université de Paris) Geoffrey Chinot (ETH Zurich) Discussant: Prof. Gábor Lugosi, ICREA Research Professor at Pompeu Fabra University and Barcelona GSE Research Professor. The registration form to attend the webinar can be found at https://youngstats.github.io/post/2021/06/30/concentration-inequalities-in-… Concentration Inequalities in Machine Learning | YoungStatS<https://youngstats.github.io/post/2021/06/30/concentration-inequalities-in-…> The fifth “One World webinar” organized by YoungStatS will take place on September 15th, 2021. Selected young European researchers active in the areas of probability and machine learning will present their recent contributions. youngstats.github.io Further details and the Zoom link will be sent to the registered addresses only.

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PhD studentship: Data assimilation and machine learning
by Tobias Kuna 24 Aug '21

24 Aug '21

Dear All, sorry for the late notice, be aware of the tight deadline, but we only recently found out the fact that also international students will be fully covered, for details follow the link. Please contact us in case you have any questions. The Department of Mathematics & Statistics at the University of Reading is pleased to offer up to two fully funded four year EPSRC PhD studentships in the Mathematical Sciences. Studentships are offered in a range of areas covering applied, numerical and pure mathematics and statistics. Further details on the available projects can be found at http://www.reading.ac.uk/graduateschool/funding-and-fees/gs-PhD-studentship…<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.readin…> In particular PhD project 1 is aimed at studying the mathematical properties of the novel data assimilation and machine learning combined algorithms. Full details can be found at: http://www.reading.ac.uk/web/files/graduateschool/Project_1_-_Broecker_et_a…<https://eur03.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.readin…> Deadline: 27 August 2021 Start date: January 2022 Best regards, Tobias Kuna

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Workshop announcement: YEP XVII, from 30/08 to 03/09 (online)
by Federico SAU 24 Aug '21

24 Aug '21

Dear colleagues, We would like to remind you of the upcoming Young European Probabilists Workshop (YEP XVII: "Interacting particle systems"<https://www.eurandom.tue.nl/event/workshop-yep-xvii-interacting-particle-sy…>), to be held online from Monday 30th of August to Friday 3rd of September 2021. This is the seventeenth edition of a series of workshops based at Eurandom, Eindhoven, mainly directed to young researchers in probability. The main theme of the upcoming edition is "Interacting particle systems". The workshop will host three mini-courses by Patrìcia Gonçalves (IST Lisbon), Jan Swart (Czech Academy of Science) and Cristina Toninelli (Paris Dauphine), two overview lectures by Pablo Ferrari (UBA) and Frank Redig (TU Delft), as well as 30- and 15-minute talks and a poster session. For further details, please refer to the website<https://www.eurandom.tue.nl/event/workshop-yep-xvii-interacting-particle-sy…>. The event is fully online (mostly on Zoom) and open to anyone interested. We only require a standard registration (please follow the instructions here<https://www.eurandom.tue.nl/event/workshop-yep-xvii-interacting-particle-sy…>) for sharing the access links. Looking forward to seeing many of you there! Conrado, Daniel, Federico and Richard

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Postdoc Position at TU Berlin in Stochastic Analysis and Applications
by Tiziano De Angelis 07 Aug '21

07 Aug '21

Dear All, please find below an advert for a postdoc position that may be of interest to our community. I wish you all happy summer holidays. Tiziano ---------------- Postdoc Position at TU Berlin in Stochastic Analysis and Applications TU Berlin is looking for a POSTDOCTORAL RESEARCHER IN STOCHASTIC ANALYSIS with an interest in its applications, for instance in mathematical finance. The position is for 5 years and comes with a teaching load of 4 hours per week. Salary is in accordance with the German salary grade TV E13. Please see https://stellenticket.de/100575/TUB/?lang=en for the official job ad which also explains how to apply. The initial deadline for applications is August 31, the earliest starting date is October 1; later starting dates can be arranged. My team's research is typically on stochastic optimal control problems and the new challenges and questions in stochastic analysis that arise from these. As part of TU Berlin's strong group in stochastic analysis and its applications, the team contributes to and takes advantage of the group's attractive array of research seminars and advanced courses. The position also offers the freedom to do independent research; finishing a habilitation or the willingness to work toward it are very welcome. Teaching will involve exercise classes and student seminars in mathematical finance, but also basic courses in mathematics as well as co-supervision of bachelor and master theses. Knowledge of German is not required in the beginning. Please feel free to contact me at bank(a)math.tu-berlin.de if you have any questions, Peter Bank

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Bando Professore Associato Università di Pisa -- Associate Professor Position at Pisa University
by Dario Trevisan 31 Jul '21

31 Jul '21

Cari, scrivo per annunciare il bando per una posizione di professore associato nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 10 settembre 2021, ore 13:00 (CEST). Il bando è disponibile alla pagina https://www.unipi.it/ateneo/bandi/selezioni/procedure-/associati/art18c4/6p… La posizione è riservata a esterni. ------------------------------------------ Dear all I would like to advertise a permanent position as associate professor in Probability at the University of Pisa. The deadline is on September 10, 2021, 13:00 (CEST). The official call is available at the URL https://www.unipi.it/ateneo/bandi/selezioni/procedure-/associati/art18c4/6p… Unfortunately, there is no English version of the call, so please all interested persons may write to me for further help. Best, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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