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Call: Computational Economics and Complex Systems
by Antonella Basso 25 Jun '16

25 Jun '16

Within the framework of the university-wide initiativeResearch for Global Challenges <http://www.unive.it/pag/15550/>, Ca’ Foscari University of Venice seeks applications to fill permanent, full-time positions in various fields. Eligible applicants must have been employed as permanent faculty members or research staff by a foreign university or research institute for at least three consecutive years by the time of the call deadline. We seek individuals with a*strong research*commitment, an outstanding portfolio of*international publications*, and a proven teaching record in the field associated with the post. Experience in leading research groups, conducting/coordinating international projects, and a proven attitude to raise research funding are highly valued. *Research Areas:* * *Data Science* * *Welfare Studies in Developed and Developing Countries* * *Negotiation and Conflict Resolution* * *Computational Economics and Complex Systems* * Deadline is July 4th 2016*. For further information see the web page http://www.unive.it/pag/15535/ -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Seminario Simone Scotti a Padova
by Giorgia Callegaro 23 Jun '16

23 Jun '16

Buongiorno a tutti, annuncio con piacere che il giorno *1° luglio 2016 alle ore 15 *Simone Scotti (Université Paris VII) terrà, presso l'aula 2BC30 del Dipartimento di Matematica dell'Università di Padova (Via Trieste 63, Padova) un seminario dal titolo: "Branching processes with applications to finance" Abstract: We introduce a class of interest rate models, called the \alpha-CIR model, which gives a natural extension of the standard CIR model by adopting the \alpha-stable Lévy process and preserving the branching property. This model allows to describe in a unified and parsimonious way several recent observations on the sovereign bond market such as the persistency of low interest rate together with the presence of large jumps at local extent. We emphasize on a general integral representation of the model by using random fields, with which we establish the link to the CBI processes and the affine models. Finally we analyze the jump behaviors and in particular the large jumps, and we provide numerical illustrations. A presto e grazie per l'attenzione, Giorgia Callegaro -- 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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124th ESGI, Rome, Italy: Industrial Challenges Update
by Maurizio Ceseri 22 Jun '16

22 Jun '16

Dear Colleagues, a new Industrial Challenge has been published on the website of the upcoming 124th ESGI. Industrial Sector: *Manufacturing*Challenge: *Mathematical modeling of characteristics and stabilization of microcellular and sponge rubber* An overview of the Challenge is available at www.sportellomatematico.it/ESGI2016/challenges/ <http://www.sportellomatematico.it/ESGI2016/index.php/challenges/> More Industrial problems will be published soon. Stay tuned at www.sportellomatematico.it/ESGI2016/. Best Regards, *The Organizing Team* 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) 0649270969 Website: sportellomatematico.it

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Mercati energetici e metodi quantitativi: un ponte tra Università e Aziende - Padova, 13 ottobre 2016
by Tiziano Vargiolu 21 Jun '16

21 Jun '16

____________________________________________________________________________ Mercati energetici e metodi quantitativi: un ponte tra Universit? e Aziende 13 ottobre 2016, Palazzo Bo, Padova http://unponte2016.stat.unipd.it/ ____________________________________________________________________________ Anche quest'anno, i dipartimenti di Scienze Statistiche e di Matematica dell'Universit? di Padova, in collaborazione con Phinergy, organizzano il workshop Mercati energetici e metodi quantitativi: un ponte tra Universit? e Aziende, con l'intento di creare dei contatti, non solo tra Universit? e Aziende, ma anche tra le Aziende stesse e di tessere una rete di interconnessione che possa favorire la nascita di progetti sia a livello nazionale che internazionale. L'incontro avr? luogo presso Palazzo Bo, Universit? di Padova il 13 ottobre 2016. La partecipazione ? gratuita ma per motivi organizzativi la registrazione ? obbligatoria, inoltre l'iscrizione ? limitata alle prime 110 richieste. Per informazioni visita il sito del workshop http://unponte2016.stat.unipd.it/ Per ogni ulteriore richiesta contattare unponte2016(a)stat.unipd.it -- UnPonte2016 Gli organizzatori unponte2016.stat.unipd.it

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2-years research grant
by Tiziano Vargiolu 18 Jun '16

18 Jun '16

Please circulate among whoever is interested. ------------------------- Research grant on the topic "Capacity markets and the definition of the value of Reliability Options" to be performed at the Department of Mathematics under the supervision of Prof. Tiziano Vargiolu (as the scientific responsible). - duration: 24 month; - topic: In energy markets, it is of particular interest the problem of a fair evaluation of Reliability Options (RO), namely, physical call options derived on electricity, issued by generators and acquired by a subject to hedge adequacy risk of power generation. The aim of this grant is to define a fair pricing of RO, which requires techniques which go beyond those classically used in financial markets to price and hedge derivative assets. - call for grant: http://www.math.unipd.it/it/news/?id=1875 The English version is at the bottom (3 downloadable files) (please keep in mind that, in case of disputes, the announcement in ITALIAN is the official one). - deadline: July 11, 2016. For further information, please contact Tiziano Vargiolu (vargiolu(a)math.unipd.it). Please circulate Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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EY cerca quant
by Luca De Sanctis 17 Jun '16

17 Jun '16

Cari tutti, l'azienda di consulenza Ernst&Young mi ha chiesto un aiuto nella ricerca di due figure, una junior e una con qualche anno di esperienza, da assumere per ruoli quantitativi su Roma o Milano. Il candidato per la posizione con esperienza dovrebbe preferibilmente avere competenza e abilità algoritmica nel rischio di Credito. Chi fosse interessato o conosce candidati validi, può contattarmi. Grazie Luca

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Re: [Random] FW: FW: PhD Grant in Econometrics at RHUL (fwd)
by Tiziano Vargiolu 16 Jun '16

16 Jun '16

---------- Forwarded message ---------- Date: Thu, 16 Jun 2016 15:39:34 +0000 From: "Feri, Francesco" <Francesco.Feri(a)rhul.ac.uk> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: RE: FW: FW: Borsa di Studio per PhD in Econometria a RHUL A vacancy has arisen for a fully funded PhD scholarship at Royal Holloway University of London: https://www.royalholloway.ac.uk/economics/news/newsarticles/201516/leverhul… We shall accept new applications even though the deadline is long past. The position has to be filled urgently. Interested candidates are advised to send an email with CV to alessio.sancetta(a)rhul.ac.uk (Prof. Alessio Sancetta) as soon as possible. The scholarship will only apply to EU citizens. The ideal candidate is required to be have an interest in financial markets, be comfortable with statistical analysis/econometrics, and capable or willing to learn how to program in Matlab or Python. The natural progression from such a PhD is academia or the private sector, e.g., trading firms or data analytics. Prof. Francesco Feri Chair of Economics Department of Economics Royal Holloway University of London Francesco.Feri(a)rhul.ac.uk Phone: +44 1784 443378

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seminario 22 giugno 2016 - Bicocca
by Emanuela Rosazza 16 Jun '16

16 Jun '16

Si avvisa che il giorno mercoledì 22 giugno 2016 alle ore 15.30 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, secondo piano- aula Demografica – stanza 2062) si terrà il seguente seminario: Speaker: Dott. Patrick Beissner (Australian National University, Canberra, Australia) Titolo: “Knight-Walras Equilibria” Abstract: Knightian uncertainty leads naturally to nonlinear expectations. We introduce a corresponding equilibrium concept with sublinear prices and establish their existence. In general, such equilibria lead to Pareto inefficiency and coincide with Arrow--Debreu equilibria only if the values of net trades are ambiguity--free in the mean. Without aggregate uncertainty, inefficiencies arise generically. We introduce a constrained efficiency concept, uncertainty--neutral efficiency and show that Knight--Walras equilibrium allocations are efficient in this constrained sense. Arrow--Debreu equilibria turn out to be non--robust with respect to the introduction of Knightian uncertainty. Tutti gli interessati sono invitati a partecipare. Un saluto e a presto, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD course Gianluca Fusai in Bicocca
by Fabio Bellini 16 Jun '16

16 Jun '16

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Scouting Internazionale presso IMT Lucca
by Irene Crimaldi 15 Jun '16

15 Jun '16

Si comunica che la Scuola IMT ha indetto una procedura di Scouting Internazionale. La scadenza è il giorno 13 luglio alle ore 23.59. Al presente link http://www.imtlucca.it/school/job-opportunities/academic/international-scou… potete trovare le informazioni sulla call e sui profili. Cordiali saluti, Irene Crimaldi IMT School for Advanced Studies Lucca

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