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Webinar in Statistics GILLES STUPFLER
by Pierpaolo De Blasi 05 Apr '21

05 Apr '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 9 Aprile 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Gilles Stupfler *(ENSAI Rennes and CREST, France) Title: *Asymmetric least squares techniques for extreme risk estimation* Zoom link: https://us02web.zoom.us/j/81720792366?pwd=QWtaYVRRejVSVGlOMXFMaDdsemxjdz09 Meeting ID: 817 2079 2366 Passcode: 241135 Abstract: Financial and actuarial risk assessment is typically based on the computation of a single quantile (or Value-at-Risk). One drawback of quantiles is that they only take into account the frequency of an extreme event, and in particular do not give an idea of what the typical magnitude of such an event would be. Another issue is that they do not induce a coherent risk measure, which is a serious concern in actuarial and financial applications. In this talk, I will explain how, starting from the formulation of a quantile as the solution of an optimisation problem, one may come up with two alternative families of risk measures, called expectiles and extremiles. I will give a broad overview of their properties, as well as of their estimation at extreme levels in heavy-tailed models, and explain why they constitute sensible alternatives for risk assessment using some real data applications. This is based on joint work with Abdelaati Daouia, Irène Gijbels, Stéphane Girard and Antoine Usseglio-Carleve. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminar announcement
by Marco Scarsini 05 Apr '21

05 Apr '21

Thursday, 8 April, 17:00 CET *Clémentine Prieur**, *Université Grenoble Alpes Shapley Effects for Sensitivity Analysis with Correlated Inputs: Comparisons with Sobol' Indices, Numerical Estimation and Applications <http://mailsender.luiss.it/lists/lt.php?id=cRpQBgMLSAUEBAROVgFdBQs> Discussants: Baptiste Broto and Giovanni Rabitti The paper can be found here <https://hal.inria.fr/hal-01556303v7>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBAROVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Oggetto: Concorso RTD-B a Milano Bicocca - MAT/06
by Gianmario Tessitore - UNIMIB 03 Apr '21

03 Apr '21

----------------------------------------------------------------------------- Concorso per un posto RTD-B a Milano Bicocca - MAT/06 ----------------------------------------------------------------------------- È stato bandito un posto RTD-B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca Il bando si trova alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/2021-rtdb-042 La scadenza per la presentazione delle domande è il 29 aprile 2021. Si prega di dare la massima diffusione presso tutti gli interessati. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Workshop "Bayesian Inference in Stochastic Processes - Online" 27-28 May 2021 - Call for contributions
by elisa varini 31 Mar '21

31 Mar '21

*CALL FOR CONTRIBUTIONS*** On behalf of the Scientific and Organising Committees we are pleased to inform you that contributions are now accepted for the Twelfth Workshop on “Bayesian Inference in Stochastic Processes (BISP12)” which will be held ONLINE on 27-28 May 2021 (afternoons, Central European Summer Time). Website:https://bisp.imati.cnr.it <https://bisp.imati.cnr.it> __ Attendance is free of charge but registration is required. As in the past, the workshop will provide the opportunity to review, discuss and explore directions of development of Bayesian inference in stochastic processes. The workshop has always offered many young researchers the opportunity to present their works in invited sessions. This year the entire invited programme is dedicated to them. Ten presentations by young scientists have been scheduled, followed by an in-depth discussion by senior scholars in the field. *We are now soliciting contributions for a virtual poster session. * We plan to post contributed videos on the workshop website and keep them there for a while after the event, with links to the presenting authors’ websites/emails, so that they can be contacted by interested people. Unfortunately, time constraints will not allow for the presentation of all those works during the workshop but we will allocate short spots for ten contributors to highlight the main findings of their research and few questions & answers. An abstract must be submitted *by 18 April* via the BISP12 website, where the abstract template (Word and Latex) and the guidelines for submission are provided. After submitting the abstract, contributors will receive an acceptance notification email by *30 April* and instructions to upload a pre-recorded video and/or a slide presentation by *15 May*. All presentations will be published on the BISP12 website. The workshop is organised by CNR-IMATI, Institute of Applied Mathematics and Information Technology at the National Research Council of Italy, Milano, www.imati.cnr.it <http://www.imati.cnr.it>. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Workshop "Bayesian Inference in Stochastic Processes - Online" 27-28 May 2021 - Call for contributions
by elisa varini 30 Mar '21

30 Mar '21

*CALL FOR CONTRIBUTIONS* On behalf of the Scientific and Organising Committees we are pleased to inform you that contributions are now accepted for the Twelfth Workshop on “*Bayesian Inference in Stochastic Processes (BISP12)*” which will be held ONLINE on 27-28 May 2021 (afternoons, Central European Summer Time). _Websit__e_:bisp.imati.cnr.it__ Attendance is free of charge but registration is required. As in the past, the workshop will provide the opportunity to review, discuss and explore directions of development of Bayesian inference in stochastic processes. The workshop has always offered many young researchers the opportunity to present their works in invited sessions. This year the entire invited programme is dedicated to them. Ten presentations by young scientists have been scheduled, followed by an in-depth discussion by senior scholars in the field. *We are now soliciting contributions for a virtual poster session. * We plan to post contributed videos on the workshop website and keep them there for a while after the event, with links to the presenting authors’ websites/emails, so that they can be contacted by interested people. Unfortunately, time constraints will not allow for the presentation of all those works during the workshop but we will allocate short spots for ten contributors to highlight the main findings of their research and few questions & answers. An abstract must be submitted *by 18 April* via the BISP12 website, where the abstract template (Word and Latex) and the guidelines for submission are provided. After submitting the abstract, contributors will receive an acceptance notification email by *30 April* and instructions to upload a pre-recorded video and/or a slide presentation by *15 May*. All presentations will be published on the BISP12 website. The workshop is organised by CNR-IMATI, Institute of Applied Mathematics and Information Technology at the National Research Council of Italy, Milano, www.imati.cnr.it <http://www.imati.cnr.it>. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Three open PhD positions in statistics at the University of Twente
by Gianluca Finocchio 30 Mar '21

30 Mar '21

Dear all, there are three open PhD positions in statistics at the University of Twente https://www.utwente.nl/en/organisation/careers/!/2021-297/three-phd-positio… Feel free to forward the link to potentially interested candidates. Application deadline is April 15. Best,Gianluca Finocchio

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Call for application PhD in Economics Ca' Foscari University a.y. 2021-22 - spread the news
by Antonella Basso 25 Mar '21

25 Mar '21

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2021-2022 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Bergamo, King’s College London, University of Bonn, University of Gondar and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Avis Budget Group, Microsoft and public and private research centers of national and international banks: Banca d’Italia, Bundesbank, Dutch Central Bank, European Central Bank, ING Bank The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2021-2022, 6 positions are available. Five of them come with a scholarship (around 15,300 € per year), one is reserved for non-Italian applicants holding an equivalent scholarship covering four years. Deadline for application is *April 21st 2021*, 13h00 (Italian time). A presentation of the PhD programme is organised on Zoom on*April 7th at 14.30. **Please register here: *http://phdeconomics.eventbrite.it <http://phdeconomics.eventbrite.it/> Requirements and how to apply: http://www.unive.it/phdapplication <http://www.unive.it/phdapplication> Information on the PhD in Economics: http://www.unive.it/phdeconomics <http://www.unive.it/phdeconomics> Herewith a link to our INOMICS advertisement: https://inomics.com/program/4-year-phd-in-economics-1447778 <https://inomics.com/program/4-year-phd-in-economics-1447778> Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it <mailto:sse@unive.it> Thank you for your cooperation Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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RTD-B Bologna
by Enrico Bernardi 25 Mar '21

25 Mar '21

Buongiorno a Tutti la presente per segnalarvi che è stato pubblicato il seguente bando: RIF. 2011 – Bando per un posto da ricercatore a tempo determinato b) senior - Dipartimento di Scienze Statistiche "Paolo Fortunati" - STAT - SECS-S/06. Universita' di Bologna. Il bando è consultabile ai seguenti indirizzi: Sito d'Ateneo: https://bandi.unibo.it/s/apos5/rif-2011-bando-per-1-posto-da-ricercatore-a-… Sito Miur: https://bandi.miur.it/jobs.php/public/job/id_job/80403 Sito Euraxess (Portale Europeo): http://ec.europa.eu/euraxess/ Cordiali saluti, Enrico Bernardi

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UiO - call for an associate professor in Stochastics and PDEs
by Giulia Di Nunno 25 Mar '21

25 Mar '21

Dear Colleagues, this is to draw your attention to the call for an Associate Professor position at the University of Oslo in Stochastics and Partial Differential Equations: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… The deadline is April 21, 2021. All interested candidates are welcome to apply, please help us to advertise this call. Thank you in advance! Best regards, Giulia --- Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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(Reminder) Seminar Thursday 25 - Reciprocity in a Preferential Attachment Network
by Gianmarco Bet 24 Mar '21

24 Mar '21

Dear colleagues, This is a reminder that tomorrow (Thursday 25) at 16:00, prof. Tiandong Wang (Texas A&M) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below this message. The seminar will be on Zoom, and the information to join is: Topic: Tiandong Wang - Reciprocity in a Preferential Attachment Network Time: Mar 25, 2021 04:00 PM Rome https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09 <https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09> Meeting ID: 827 6243 6142 Passcode: 897951 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco Title: Reciprocity in a Preferential Attachment Network Abstract: Empirical studies show that online social networks have not only in- and out-degree distributions with Pareto-like tails, but also a high proportion of reciprocal edges. A classical directed preferential attachment (PA) model generates in- and out-degree distribution with power-law tails, but theoretical properties of the reciprocity feature in this model have not yet been studied. We derive the asymptotic results on the number of reciprocal edges between two fixed nodes, as well as the proportion of reciprocal edges in the entire PA network. We see that with certain choices of parameters, the proportion of reciprocal edges in a directed PA network is close to 0, which differs from the empirical observation. This points out one potential problem of fitting a classical PA model to a given network dataset with high reciprocity, and indicates alternative models need to be considered. ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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