Random

random@lists.dm.unipi.it

23 participants
5097 discussions

RINVIATO: Seminario Dr. Cosetta Minelli - Mendelian Randomisation - 12 ottobre 2015
by Alessandro Marcon 10 Oct '15

10 Oct '15

Gentilissimi/e, vi avviso che il seminario in oggetto è stato rimandato a data da destinarsi, a causa del grave lutto che ha colpito la nostra Sezione. Il Prof. Roberto de Marco, ordinario di Statistica presso la scuola di Medicina e Chirurgia, Università di Verona, ci ha lasciati ieri mattina. Tutti noi, orgogliosi di essere stati suoi allievi, vi diamo questo annuncio con profondo dolore. L'ultimo saluto verrà dato presso le celle dell'ospedale di Borgo Roma (Verona) lunedì 12 ottobre dalle ore 13.30 alle ore 14.30. Alessandro Marcon Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Diagnostics and Public Health University of Verona Strada Le Grazie 8, 37134 Verona, Italy tel. +39 045 8027668 2015-09-11 12:15 GMT+02:00 Alessandro Marcon <alessandro.marcon(a)gmail.com>: > > Gentilissimi/e, > vi invio un avviso di seminario, con preghiera di massima diffusione. > > Sede del seminario: Istituti Biologici 2, Università di Verona, strada Le > Grazie 8 (VERONA). > > > Distinti saluti, > Alessandro Marcon > > Alessandro Marcon, PhD > Unit of Epidemiology & Medical Statistics > Department of Diagnostics and Public Health > University of Verona > Strada Le Grazie 8, 37134 Verona, Italy > tel. +39 045 8027668 > > > > Avviso di SEMINARIO > > > > Lunedì 12 ottobre 2015 ore 11.00-11.45 > > Aula Igiene & Statistica > > (Istituti Biologici 2, blocco B, secondo piano) > > > > Dr. Cosetta Minelli > > Senior Lecturer in Medical Statistics, National Heart and Lung Institute, > Imperial College London > > > > *Mendelian randomization: * > > *The use of genes as instruments to strengthen causal inference in > epidemiology* > > Mendelian randomization is an approach that uses genes as instrumental > variables to derive unconfounded estimates of the effects of risk factors > (e.g. biomarkers) on disease traits, and is therefore increasingly being > used in epidemiology to distinguish causal from spurious associations. > Since genes are randomly allocated at conception, genetic effects on a > biomarker cannot be affected by classical confounding (e.g. lifestyle > factors) or reverse causation (e.g. biomarker level being influenced by the > presence of disease). Demonstration that a genetic variant known to modify > the biomarker also modifies the disease trait represents indirect evidence > of a causal biomarker-disease association. The validity of Mendelian > Randomization, however, is based on instrumental variable assumptions, the > most important being absence of pleiotropy. This talk will describe the > approach, discuss ways to assess pleiotropy, highlight opportunities and > challenges offered by available genome-wide data, and discuss its extension > to the field of epigenetics (two-step epigenetic Mendelian randomization). > > > > >

1 0

Seminario ROSSELL
by Matteo Ruggiero 09 Oct '15

09 Oct '15

******************************************************************* STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ******************************************************************* Veberdi 16 Ottobre 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: David ROSSELL (University of Warwick) CONSISTENCY OF POSTERIOR MODEL PROBABILITIES IN HIGH-DIMENSIONAL MODEL SELECTION Abstract: In recent years there has been an increasing interest in developing Bayesian formulations that remain effective in high-dimensional and non-standard problems. We focus on high-dimensional model selection problems where the number of parameters may grow with the sample size, and review results characterizing the situations under which one can hope for the posterior probability assigned to the data-generating truth to eventually converge to 1 (often termed "strong consistency"). As it turns out, under certain regularity conditions for the canonical linear model such consistency can only be achieved if the prior formulation is based on so-called non-local priors. We will review the non-local prior framework and present some recent extensions for high-dimensional estimation. Our theoretical and empirical results show that inducing model selection parsimony via non-local priors allows working with simpler models and improving prediction accuracy simultaneously. Although for simplicity we shall focus on variable selection settings, time allowing we will touch upon extensions to more complex settings such as graphical models or mixture models. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

1 0

mini-corso Ruodu Wang in Bicocca
by runggal＠math.unipd.it 08 Oct '15

08 Oct '15

Nell'ambito del programma di internazionalizzazione del Dottorato in Statistica e Matematica per la Finanza della Bicocca, il prof. Ruodu Wang del Department of Statistics and Actuarial Science della University of Waterloo terrà nei giorni 9,10 e 11 novembre un mini-corso su Risk aggregation and Fréchet problems Fréchet problems refer to questions related to an aggregation (sum, typically) of several random variables, where the marginal distribution of each individual random variable is known and the joint distribution (copula) is unspecific. Unfortunately (in fact, fortunately), a large number of questions in this field are still mathematically open. In the modeling of risk aggregation, individual risks and their dependence structure are often modeled separately, leading to uncertainty arising at the level of a joint model. As the dependence structure is typically uncertain, the study on quantitative characteristics (e.g. risk measures) of risk aggregation under model uncertainty leads to a variety of Frèchet problems. This course covers various topics in this quickly expanding field. The content is mainly based on recent research of the instructor and his collaborators. Le lezioni si svolgeranno dalle ore 14.30 alle 17.30 presso la Sala del Consiglio al IV piano dell'edificio U7. La partecipazione è libera ma è necessario iscriversi mandando una email a drm2015(a)unimib.it. Ulteriori informazioni sono disponibili sulla pagina https://sites.google.com/site/dependenceriskmeasures/mini-course[1] Saluti Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it Links: ------ [1] https://sites.google.com/site/dependenceriskmeasures/mini-course ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program. _______________________________________________ Random mailing list Per informazioni e per disiscriversi: https://fields.dm.unipi.it/listinfo/random Per contattare gli amministratori: random-admin(a)fields.dm.unipi.it Per inviare un messaggio alla mailing list: Random(a)fields.dm.unipi.it Archivio dei messaggi inviati: https://fields.dm.unipi.it/pipermail/random/#end

1 0

mini-corso Ruodu Wang in Bicocca
by Fabio Bellini 08 Oct '15

08 Oct '15

1 0

Paolo Guasoni lectures on Portfolio Choice and Asset Pricing at University of Verona
by Luca di persio 07 Oct '15

07 Oct '15

Dear all, this is to announce that Prof. Paolo Guasoni [ Dublin City University ] will give a mini course (8 hours) concerning Lectures on Portfolio Choice and Asset Pricing within the Mathematical Finance Course (Master degree in Mathematics) at the Department of Computer Science, University of Verona. The lectures will cover the attached programme, and they have been scheduled according to the following calendar Monday 26/10 : 1330 - 1630 Tuesday 27/10 : 1030 - 1230 Thursday 29/10 : 1230 - 1530 All the lesson will be given here https://goo.gl/maps/6mB9N2SSeqC2 Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2, first floor , Room M Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

1 0

Seminario Prof. Henry Wynn
by DI NARDO Elvira 07 Oct '15

07 Oct '15

******************************************************************** SEMINARI per i corsi di Laurea in Economia Aziendale (triennale) Economia delle Risorse Naturali e Culturali (magistrale) ******************************************************************** Mercoledi' 14 Ottobre 2015 alle ore 9:30 presso l'Aula 10 del Dipartimento di Matematica, Informatica ed Economia, Campus Macchia Romana, Universita' degli Studi della Basilicata Prof. Henry Wynn (Department of Statistics, London School of Economics) "What is learning? A Bayesian approach" Abstract: Simple examples show that data can contradict prior beliefs; one can be "surprised". But theoretically one always expects to learn in a well-defined way and the class of information functionals for which this is true is known and includes Shannon information. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Elvira Di Nardo -- ...................................................... Elvira Di Nardo Dept. Mathematics, Computer Science and Economics University of Basilicata Viale dell'Ateneo Lucano 10 I-85100 (Potenza) alternative address: dinardo.el(a)gmail.com (room) +390971205890 (cell.) +393470033068 (fax) + 390971205896 (skype) elvira.di.nardo (web) http://oldwww.unibas.it/utenti/dinardo/home.html ......................................................

1 0

Call for Papers: XVII WORKSHOP on QUANTITATIVE FINANCE, Pisa, January 28-29, 2016, Second Announcement
by Fabrizio Lillo 05 Oct '15

05 Oct '15

Second Announcement: XVII WORKSHOP on QUANTITATIVE FINANCE January 28-29, 2016 Venue: Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa Italy The Workshop is the seventeenth edition of an annual meeting place for academia and financial industry on theoretical topics of quantitative finance and their application to the current issues facing the industry. The Workshop welcomes contributions from Mathematical Finance, Quantitative Risk Management, Financial Economics, Computational Finance, Financial Econometrics, Statistics of Financial Markets, Corporate Finance. As in the previous edition of the workshop, we wish to particularly encourage an international participation of young researchers and both theoretical and applied contributions. SCIENTIFIC COMMITTEE Fabio Bellini (Università degli Studi di Milano Bicocca), Giacomo Bormetti (Scuola Normale Superiore, Pisa), Andrea Consiglio (Università degli Studi di Palermo), Friederich Hubalek (Technische Universität Wien), Fabrizio Lillo (Scuola Normale Superiore, Pisa), Elisa Luciano (Università degli Studi di Torino), Maria Elvira Mancino (Università degli Studi di Firenze), Stefano Marmi (Scuola Normale Superiore, Pisa), Massimo Morini (Banca IMI), Aldo Nassigh (Unicredit Group), Loriana Pelizzon (Università Ca’ Foscari Venezia), Mustafa Pinar (Bilkent University, Ankara), Mathieu Rosenbaum (École Polytechnique, Paris), Sergio Scarlatti (Università degli Studi di Roma “Tor Vergata”), Carlo Sgarra (Politecnico di Milano), Peter Tankov (Université Denis Diderot, Paris), Josef Teichmann (ETH Zurich), and Tiziano Vargiolu (Università degli Studi di Padova). LOCAL COMMITTEE Giacomo Bormetti, Fabrizio Lillo, Maria Elvira Mancino, Stefano Marmi, Davide Pirino, Daniele Regoli, Chiara Sabelli. Deadline for submission: November 8, 2015 Web site: http://mathfinance.sns.it/qfwxvii/ ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa ITALY Check the new website: fabriziolillo.wordpress.com phone: +39 050509159

1 0

Conference "Risk Measures: frontiers of mathematics and regulation", Bologna
by Sabrina Mulinacci 03 Oct '15

03 Oct '15

Dear Colleagues, we are glad to invite you to the Conference on "Risk Measures: frontiers of mathematics and regulation" that is going to be held in Bologna, October 29-30-31, 2015. The program will include a tutorial directed to students, scholars and practitioners interested in mastering the state of the art of theory. Interested students may earn 3 credits upon attending the conference and providing a written discussion of some the presentations in the conference. On Saturday October 31st, there will be an informal meeting for networking on current research and discussion of special topics for future research. More detailed informations are available at http://www2.stat.unibo.it/risk-measures Best Regards Sabrina Mulinacci

1 0

Seminario Prof. D. De Canditiis (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 02 Oct '15

02 Oct '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 8 Ottobre, ore 10,30 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche "Sapienza" Università di Roma Prof. D. De Canditiis (CNR-IAC) Titolo: *Stima della densità dell'intensità di dati Poisson* Sintesi: Motivati dall'analisi di dati astronomici di tipo conteggio si presenterà un metodo per la stima della f.d.p. (funzione densità di probabiltà) della intensità di dati di tipo Poisson. La necessità di dare all'intensità un carattere stocastico nasce dall'esigenza di modellizzare una extra-variabilità contenuta nei dati. Le difficoltà della stima della f.d.p. sono assimilabili a quelle della soluzione (numerica) di un problema inverso lineare mal-posto. La soluzione, intesa come uno stimatore della f.d.p, ha ottime proprietà di convergenza. La metodologia verrà presentata in termini generali e dunque può essere presa come spunto per la risoluzione di altri problemi di analisi dati anche non necessariamente di tipo conteggio. Tutti gli interessati sono invitati a partecipare. Cordiali saluti Alessandro De Gregorio

1 0

SPRING SCHOOL IN FINANCE 2016 (fwd)
by Tiziano Vargiolu 02 Oct '15

02 Oct '15

---------- Forwarded message ---------- Date: Fri, 2 Oct 2015 11:54:08 +0200 From: Andrea Pascucci <andrea.pascucci(a)unibo.it> Subject: SPRING SCHOOL IN FINANCE 2016 [We apologize if you receive multiple copies of this announcement] SPRING SCHOOL IN FINANCE 2016 March 10-12, 2016 University of Bologna, Italy https://events.unibo.it/ssf2016 A three day spring school in financial mathematics will be held in Bologna on March 10-12, 2016. The school is open to both practitioners and people from the academic world and intends to provide two crash courses on Credit and Counterparty risk given by * St?phane Cr?pey (University of Evry) * Andrea Pallavicini (Banca IMI, Milan - Imperial College, London) For further information and registration, see: https://events.unibo.it/ssf2016/registration ********************************************************************************************************* -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica http://www.dm.unibo.it/~pascucci P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 Skype: andrea.pascucci Get DropBox here: http://db.tt/Y2GN2TCx ---------------------------------------------------------------

1 0

Jump to page:

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

Random