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May 2024

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Seminario Federico Cornalba - Politecnico di Milano - 2 Maggio 2024
by Luca Scarpa 02 May '24

02 May '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 2 Maggio 2024, ore 11. Aula Seminari - III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Federico Cornalba, University of Bath. Title: Numerical and analytical aspects for stochastic equations from Fluctuating Hydrodynamics. Abstract: Large-scale systems of interacting particles are ubiquitous, with applications ranging from thermal advection phenomena to gradient descent algorithms in machine learning. While the mean-field-limit (MFL) perspective allows to efficiently characterize the ‘average’ evolution of many such particles systems (usually via PDEs), it does not incorporate a macroscopic description of the particles’ intrinsic fluctuations. The theory of Fluctuating Hydrodynamics addresses this aspect by instead describing the particle systems via stochastic PDEs which enrich the underlying MFL dynamics. For a weakly interacting multi-species system, we will discuss the interplay between MFL dynamics and associated stochastic PDE, and show that numerical discretizations of the latter can approximate the particles’ fluctuations in an accurate and efficient way. Based on joint works with Julian Fischer (IST Austria), Jonas Ingmanns (IST Austria), Claudia Raithel (TU Dresden). Link Zoom: https://<https://polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09>polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09<https://polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09> Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2414 ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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AMASES summer school on "Machine learning methods for finance"
by Piero MAZZARISI 01 May '24

01 May '24

Dear all, On behalf of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), I am co-organizing a summer school on “Machine learning methods for finance", which will take place in Bertinoro (Forlì-Cesena, Centro Residenziale Universitario) on July 14-19. The deadline for applications is June 5. The candidature (along with the CV) can be sent to summer.school.amases2024(a)gmail.com <mailto:summer.school.amases2024@gmail.com> See the attached flyer and the website https://www.amases.org/amases-summer-school-2024/ for more info. For any further info, please send an email to summer.school.amases2024(a)gmail.com <mailto:summer.school.amases2024@gmail.com> Please distribute the call to any potential applicant. All the best, p — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: https://pieromazzarisi.wordpress.com <https://pieromazzarisi.wordpress.com/>

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