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Seminario di Piergiacomo Sabino a Bologna
by Alberto Lanconelli 25 Feb '19

25 Feb '19

Statistics Seminars 2019 Lunedì 4 Marzo 2019 ore 15 Aula seminari - Dipartimento di Scienze Statistiche, I piano “Forward or backward simulation? A comparative study” Dr. Piergiacomo Sabino - Uniper Global Commodities SE, Dusseldorf Abstract:"The aim of this study is to present algorithms for the backward simulation of standard processes that are commonly used in financial applications. We extend the works of Ribeiro and Webber and Avramidis and L’Ecuyer on gamma bridge and obtain the backward construction of a Gamma process. Moreover, we are able to write a novel acceptance-rejection algorithm to simulate Inverse Gaussian (IG) processes backward in time. Therefore, using the time-change approach, we can easily get the backward generation of the Compound Poisson with infinitely divisible jumps, the Variance–Gamma the Normal–Inverse–Gaussian processes and then the time-changed version of the OU process (SubOU) introduced by Li and Linetsky. We then compare the computational costs of the sequential and backward path generation of such processes and show the advantages of adopting the latter one, in particular in the context of pricing American options or energy facilities like gas storages." Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Fwd: IMT SCHOOL - 2019/20 PHD CALL :: PROGRAMMI DI DOTTORATO
by Irene Crimaldi 21 Feb '19

21 Feb '19

[image: PhD Call 2018 Header] *2019/20* *CALL FOR PHD APPLICATIONS* *32 POSITIONS WITH FULL SCHOLARSHIP* *DEADLINE: April 23rd, 2019 at 12:00 pm CEST* We are pleased to inform you about the IMT School for Advanced Studies Lucca's four year PhD Programs and their specialized tracks Siamo lieti di annunciare i due Programmi di Dottorato di durata quadriennale della Scuola IMT Alti Studi Lucca e i loro track specialistici: Cognitive and Cultural Systems PhD Program - Analysis and Management of Cultural Heritage (AMCH) - Cognitive, Computational and Social Neurosciences (CCSN) Systems Science PhD Program - Computer Science and Systems Engineering (CSSE) - Economics, Networks and Business Analytics (ENBA) - No tuition fees, free room and access to IMT Canteen - Esenzione dalle tasse d'iscrizione, alloggio gratuito, accesso gratuito alla mensa - A grant of €15,300 gross/year - Importo lordo della borsa: €15.300/anno Candidates can apply if they obtain their (minimum) 4-year undergraduate degree NO LATER than October 31st, 2019 Possono fare domanda coloro che conseguano il titolo valido per l'ammissione entro e NON OLTRE il 31 ottobre 2019 MORE INFORMATION AND APPLICATION <https://www.imtlucca.it/it/programma-dottorato/anno-accademico-2019-20> The IMT School for Advanced Studies Lucca (www.imtlucca.it <http://imtlucca.it>), one of the six Schools of Excellence in Italy, is a research university within the Italian public higher education system. The IMT School's mission is characterized by the analysis and management of a plurality of economic, social, scientific, technological and cultural systems. La Scuola IMT Alti Studi Lucca (www.imtlucca.it <http://imtlucca.it>), una delle sei Scuole di Eccellenza in Italia, è un'istituzione universitaria pubblica di ricerca e alta formazione dottorale a ordinamento speciale, focalizzata sull'analisi e gestione dei sistemi economici, sociali, scientifici, tecnologici e culturali. Follow us on Facebook <https://www.facebook.com/IMT-School-for-Advanced-Studies-Lucca-187139651342…>, Twitter <https://twitter.com/IMTLucca>, YouTube <https://www.youtube.com/user/IMTAltiStudiLucca>, LinkedIn <https://www.linkedin.com/company/imt-lucca-institute-for-advanced-studies?t…> Please note that this account is used for outgoing e-mails only, and therefore your reply message will not be read. For inquiries regarding the 2019/20 IMT School PhD call, please write to phdapplications(a)imtlucca.it IMT School for Advanced Studies Lucca Piazza San Ponziano 6, 55100 Lucca - Italy Tel: +39 0583 4326 597, fax: +39 0583 4326 565 www.imtlucca.it <http://imtlucca.it> *PRIVACY NOTICE:* The new GDPR data and privacy guidelines, EU 2016/679, went into effect on May 25th 2018. Please note that your personal information (name, email address) will continue being managed by this office exclusively to communicate information about the IMT School PhD Programs. If you no longer wish to receive these messages, please send an email to phdapplications(a)imtlucca.it so that we can remove your email address from our list. For more information regarding the IMT School privacy guidelines (in Italian only), please see the following link: https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte… . *Il 25 maggio 2018 e' entrato in vigore il nuovo Regolamento generale sulla protezione dei dati delle persone fisiche, UE 2016/679, comunemente indicato con l'acronimo GDPR. Si precisa che i suoi dati personali (nome, indirizzo mail) sono e continueranno ad essere trattati da questo Ufficio esclusivamente al fine di promuovere i Programmi di dottorato offerti dalla Scuola IMT Alti Studi di Lucca. Qualora non desideriate ricevere ulteriori comunicazioni sui Programmi di dottorato, siete pregati di inviare una mail al seguente indirizzo: phdapplications(a)imtlucca.it <phdapplications(a)imtlucca.it>. In tal modo provvederemo alla cancellazione dei vostri dati e non riceverete piu' nessuna comunicazione in merito. Per ulteriori informazioni si rimanda alla pagina di aggiornamento dell'informativa privacy della Scuola IMT Alti Studi di Lucca disponibile al seguente link: https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte… <https://www.imtlucca.it/amministrazione-trasparente/trasparenza:altri_conte…>.*

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RTDa 01/A3 a Pisa
by Marco Romito 20 Feb '19

20 Feb '19

Scrivo per annunciare il bando per una posizione RTD-A nel settore 01/A3 (analisi e probabilità) presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza le ore 13 del 18 marzo 2019. Il bando è disponibile alla pagina https://alboufficiale.unipi.it/wp-content/uploads/2019/02/bandoRIC2018a1-al… --------------------------------------------------------------------- I would like to announce a junior researcher position (RTD-A) in Analysis or Probability at University of Pisa. The official call (in italian) can be found at https://alboufficiale.unipi.it/wp-content/uploads/2019/02/bandoRIC2018a1-al… The position is a fixed-term contract of employment for three years. The deadline is March 18, 2019, at 1pm.

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Workshop New Frontiers in Stochastics for Economics and Finance - Siena, May 30-June 01, 2019
by Ferrari, Giorgio 19 Feb '19

19 Feb '19

Dear All, we are happy to announce the Workshop *New Frontiers in Stochastics for Economics and Finance* to be held at the Department of Economics and Statistics of the University of Siena on *May 30-June 01, 2019* https://sites.google.com/view/workshop-bisi2019/home The workshop is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory. Our invited speakers are: *René Aïd* (Univ. Paris Dauphine) *Luciano Campi* (LSE London) *Claudia Ceci* (Univ. Chieti-Pescara) *Patrick Cheridito* (ETH Zurich) *Claudio Fontana* (Univ. Padova) *Marco Frittelli *(Univ. degli Studi di Milano) *Fausto Gozzi *(LUISS University of Rome) *Ioannis Karatzas* (Columbia University) *Kostas Kardaras* (LSE London) *Michael Kupper* (Univ. Konstanz) *Huyen Pham* (Univ. Paris 7) *Frank Seifried *(Univ. Trier) *Peter Tankov *(ENSAE ParisTech) *Nizar Touzi* (Ecole Politechnique, Paris) *Thaleia Zariphopoulou *(University of Texas, Austin) ***_ _* *_REGISTRATION & POSTER SESSION_* Please note that *registration is now open* and can be done through the following link https://sites.google.com/view/workshop-bisi2019/registration *Deadline for registration is April 15, 2019.* Unfortunately, due to logistic constraints, *we have to limit the number of external participants to 25*. Therefore, if you are interested in our event, please register as soon as possible. We are also planning to organize a *poster session for Ph.D. students and post-doctoral researchers*. If you would like to present your work, please contact sfb1283.imw(a)uni-bielefeld.de Best wishes, Giorgio Ferrari (on the behalf of the organizing commitee)

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Seminario Prof. Anton Kleywegt 26 febbraio
by Asmerilda Hitaj 19 Feb '19

19 Feb '19

Si avvisa che il giorno martedì 26 Febbraio 2019, alle ore 14:30, presso l’Università degli studi di Milano- Bicocca, via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026, si terrà il seguente seminario: Speaker: Professor Anton Kleywegt (Georgia Tech, ISyE) Title: Distributionally Robust Stochastic Optimization with Wasserstein Distance Cordiali saluti -- Asmerilda Hitaj

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Conference AMAMEF 2019 (fwd)
by Tiziano Vargiolu 18 Feb '19

18 Feb '19

---------- Forwarded message ---------- Date: Mon, 18 Feb 2019 15:10:59 +0100 From: runggal(a)math.unipd.it To: vargiolu(a)math.unipd.it Subject: Fwd: Conf?rence AMAMEF 2019 %%%%%%%%%%%%%%%%%%%%%%%%%%% (with apologies for cross-posting) We are pleased to announce that the 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Z?rich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program further consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org

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AMaMeF Conference 2019
by Giorgia Callegaro 18 Feb '19

18 Feb '19

The 9th General AMaMeF (Advanced Mathematical Methods in Finance) Conference will take place on June 11-14, 2019 in Paris. Plenary lectures will be given by: Erhan Bayraktar (University of Michigan) Giorgia Callegaro (University of Padova) Giula Di Nunno (University of Oslo) Martin Larsson (ETH Zürich) Johannes Muhle-Karbe (Imperial College London) Mathieu Rosenbaum (Ecole Polytechnique) Mihail Zervos (London School of Economics) Johanna Ziegel (University of Bern) The program consists of invited sessions, contributed lectures and posters. For details regarding registration, submission of abstracts and deadlines, please refer to https://9amamef.sciencesconf.org/ -- Giorgia Callegaro Assistant 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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Deadline for submissions at the Leeds conference on "Stochastic Control and Games Under Ambiguity"
by Tiziano De Angelis 16 Feb '19

16 Feb '19

Dear All, This is a kind reminder that the deadline to submit a contribution to the second Leeds Conference on "*Stochastic Control and Games Under Ambiguity*" (8-9 April 2019) is *19 February 2019*. You can send your title and abstract by email to t.deangelis[at]leeds.ac.uk (Tiziano) or j.palczewski[at]leeds.ac.uk (Jan) Further details concerning the conference can be found at https://conferences.leeds.ac.uk/ambiguity2019/ A full list of *invited speakers* is available at https://conferences.leeds.ac.uk/ambiguity2019/participants/ *Registration: *Registration is now open and will close on 17 March 2019 https://conferences.leeds.ac.uk/ambiguity2019/registration/ *Support for PhD students:* We have some funds available to support attendance by PhD students, please enquire with the organisers (Jan and Tiziano) about this opportunity. We hope to see many of you in Leeds. If you have any queries please do not hesitate to get in touch. Best wishes, Jan and Tiziano

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[CSAMA 2019] Statistical Data Analysis for Genome-Scale Biology, July 21-26, 2019, Brixen (IT)
by stefano iacus 14 Feb '19

14 Feb '19

[Apologizes for cross-posting] Dear all, I’d like to draw your attention to the course CSAMA 2019 in Brixen/Bressanone - Statistical Data Analysis for Genome-Scale Biology (http://www-huber.embl.de/csama2019/ <http://www-huber.embl.de/csama2019/>). The one-week intensive course Statistical Data Analysis for Genome-Scale Biology teaches statistical and computational analysis of multi-omics studies in biology and biomedicine. It covers the underlying theory and state of the art (the morning lectures) and practical hands-on exercises based on the R / Bioconductor environment (the afternoon labs). At the end of the course, you should be able to run analysis workflows on your own (multi-)omic data, adapt and combine different tools, and make informed and scientifically sound choices about analysis strategies. The course is intended for researchers who have basic familiarity with the experimental technologies and their applications in biology, and who are interested in making the step from a user of bioinformatics software towards adapting or developing their own analysis workflows. If you have colleagues that you think might benefit, please let them know about the course. Thank you! Kind regards Stefano M. Iacus ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Seminario di Paolo Pigato a Bologna
by Alberto Lanconelli 13 Feb '19

13 Feb '19

Statistics Seminars 2019 Giovedì 28 febbraio 2019 ore 16 Aula seminari - Dipartimento di Scienze Statistiche, I piano "Density and tube estimates for diffusion processes under Hormander-type conditions" Dr. Paolo Pigato, Weierstrass Institute for Applied Analysis and Stochastics, Berlino Abstract:"We recall some classic results on the regularity of solutions of stochastic differential equations. Then we consider two specific diffusion processes satisfying hypoellipticity conditions of Hormander type. Using Malliavin Calculus techniques recently developed to deal with degenerate problems, we find estimates for the density of the law of the solution, which we use to prove exponential bounds for the probability that the diffusion remains in a small tube, around a deterministic path, up to a given time. We then present some work in progress on asymptotic sharp estimates for the density and its derivatives for a similar, higher dimensional system." Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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