August 2024 - Random - Mailing list — Dipartimento di Matematica, UniPI

5th Spring Colloquium on Probability and Finance - Padova - 19 April 2024
by Claudio Fontana 02 Apr '25

02 Apr '25

Dear all, We are glad to announce the 5TH SPRING COLLOQUIUM ON PROBABILITY AND FINANCE, held at the Department of Mathematics "Tullio Levi-Civita" of the University of Padova, on APRIL 19TH, 2024. The Colloquium will bring together researchers in stochastic analysis and mathematical finance. The workshop will start at 10am and end at 5pm. Attendance is free but registration is required (on the conference website). Please note that, due to the small capacity of the conference room, we will be able to host only a limited number of attendees. WEBSITE: https://events.math.unipd.it/SpringColloquium5 INVITED SPEAKERS: - Eduardo ABI JABER (École Polytechnique, FR) - Huy Ngoc CHAU (University of Manchester, UK) - Giulia DI NUNNO (University of Oslo, NR) - Roxana DUMITRESCU (King's College London, UK) - David SKOVMAND (University of Copenhagen, DK) - Luca TASCHINI (University of Edinburgh, UK) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana

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School "Statistical Mechanics, Nonequilibrium Processes and Probability", Feb 17-28 2025
by Lorenzo Taggi 25 Sep '24

25 Sep '24

Dear Colleagues, We are glad to announce that the winter school Statistical Mechanics, Nonequilibrium Processes and Probability will take place on February 17-28, 2025 in Rome at the Mathematics Department of Sapienza University. The school will inaugurate the scientific Eccellenza program at Sapienza, titled Statistical Mechanics and Nonequilibrium Processes, which will end in June 2025 and will include workshops, doctoral courses and seminar series. The school and the scientific period will be devoted to several topics including kinetic theory and probability, random growth models, percolation, probabilistic models for neural networks, quantum-mechanical transport, non-dissipative transport in topological materials, large scale limits. The common substrate is the investigation of equilibrium and nonequilibrium phenomena and of statistical physics models, with rigorous mathematical methods. Our goal is to expand knowledge in these areas, by presenting current research directions at an introductory level and aimed at students and young researchers, and by fostering new lines of collaborative research. Lecturers of the February school: Week 1 (17-21 Feb) - Kazuo Aoki (National Cheng Kung University & Kyoto University) - Eric Carlen (Rutgers University) - Alessia Nota (University of L'Aquila) - Benjamin Schlein (University of Zurich) Week 2 (24-28 Feb) - Paul Dario (University of Paris-Est Créteil) - Sabine Jansen (Ludwig Maximilian University) - Eva Löcherbach (University of Paris 1) - Fabio Toninelli (Technical University of Vienna) The school will include short talk sessions for early postdocs and PhD students. Financial support will be available to a limited number of young participants. Requests for financial support will open in the fall. The school is free but registration will be mandatory. In a future announcement we will provide the link for registering to the first and/or the second week. For any information do not hesitate to contact us. The organising committee, Giada Basile Alessandra Faggionato Vittoria Silvestri Sergio Simonella Lorenzo Taggi

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talk Prof. Felix-Benedikt Liebrich - 10 September
by Emanuela Rosazza Gianin 04 Sep '24

04 Sep '24

Dear all, you are all invited to participate to the following seminar on *Tuesday 10th of September 2024 at 16:30* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): *Speaker: *Felix-Benedikt Liebrich (Univ. of Amsterdam) *Title:* The (?) reference measure *Abstract:* A functional on random variables is law invariant with respect to a reference probability (or probabilistically sophisticated) if its value only depends on the distribution of its argument under that measure. The class of such functionals is not only vast, but of integral importance for financial, actuarial, and economic applications. In this talk, we take a concrete functional as given and ask (i) if there can be more than one such reference probability, and (ii) how one can infer the reference probability from the functional. This stance is in contrast to wide parts of the literature that treat the reference probability as given. Nevertheless, as I will show at the beginning of my talk, it is in line with the investigation of probabilistically sophisticated preferences and arises as a natural consequence of the Marinacci-Svistula Uniqueness Theorem. Concerning question (i), I demonstrate that uniqueness holds for a wide class of functionals unless they are constant or depend only on the essential supremum and essential infimum of the argument. Applications to monetary and return risk measures will be given. Concerning the calibration question (ii), I show how to infer the reference measure as a related supremum or infimum in the space of bounded charges. While this approach is generally versatile, it fails in the important case of the Value-at-Risk. Here, a suitable alternative is presented. Best wishes, 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 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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[Reminder] INdAM Workshop: Analysis and Geometry of Random Fields
by Random Fields 28 Aug '24

28 Aug '24

Dear colleagues, this is a kind reminder of I*NdAM Workshop: Analysis and Geometry of Random Fields* that will be held at the INdAM F. Severi, first floor, Dipartimento di Matematica G. Castelnuovo, Piazzale Aldo Moro 5, *Roma*, on *September 4-5-6, 2024*. For more information please visit the website <https://events.dm.unipi.it/e/randomfields> of the event or contact the organizers at *indamrandomfields2024(a)gmail.com* <indamrandomfields2024(a)gmail.com> Best wishes, The organizers (Francesco Grotto and Anna Paola Todino)The organizers (Francesco Grotto and Anna Paola Todino)

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SPASS Seminar: Luigi Amedeo Bianchi
by Francesco Grotto 27 Aug '24

27 Aug '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Stochastic evolution equations on networks* by Luigi Amedeo Bianchi (Università di Trento) The seminar will take place WED, 04.09.2024 at 11:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. (Notice that the time slot is different from the usual one) The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: * In this talk I will present some recent results on stochastic evolution equations on a finite network, with a two-walls potential and weighted discrete Laplace operators. I will show the existence of a martingale solution as a limit of suitable approximations, and discuss a few extensions and open problems. This talk is based on ongoing joint work with S. Bonaccorsi.

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PNRR funded Research fellowship - Deadline: September 5, 2024
by Diana BARRO 26 Aug '24

26 Aug '24

Dear Colleagues, The Department of Economics at Università Ca' Foscari Venezia invites applications for a fellowship funded by the PNRR Project: Growing Resilient, Inclusive, and Sustainable (GRINS). Title: Spoke 4 - Sustainable investing: risks and returns through the ESG lenses. *Duration of contract: 12 months *(with possible extension) - approximately starting: October 2024. Stipend: The research fellowship amounts to Euro 24.320,38.=per year, gross to the recipient, net of the expenses to be sustained by the Provider. Scientific coordinator: Prof. Diana Barro Link to the call for applications: https://www.unive.it/data/12137/ https://apps.unive.it/domandeconcorso-en/accesso/dec-barro-pnrr-29072024 *Application deadline: September 5, 2024- 12.00 (noon) local time* Please forward this email to potential candidates. Thank you and best regards, Diana Barro -- -- Diana Barro Associate Professor Dept. of Economics Ca' Foscari University - Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346938 E-mail address: d.barro(a)unive.it Web page: http://www.unive.it/data/persone/d.barro

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Due posizioni Tenure-Track presso la Duke University
by filippo ascolani 23 Aug '24

23 Aug '24

Buongiorno, segnalo l'apertura di due posizioni come Assistant/Associate professor nel Dipartimento di Scienze Statistiche della Duke University: maggiori informazioni sono disponibili nel testo qui sotto. Cordiali saluti. Filippo Ascolani The Department of Statistical Science at Duke University in Durham, NC, invites applications for two tenure-track positions at the Assistant or Associate Professor level to begin July 1, 2025. Applicants must combine promise of excellence in academic research with a commitment to high-quality education at the graduate and undergraduate levels. Applicants from all areas of statistical science are encouraged to apply. Applicants should submit a cover letter, curriculum vitae, research and teaching statements, letters from three references, and one reprint/preprint via Academic Jobs Online (https://academicjobsonline.org/ajo/jobs/28100) Enquiries for this position, including dual career support services, can be emailed to stat-tt-search(a)duke.edu . Further information about the Department, including our educational programs and interdisciplinary collaborations, can be found at https://stat.duke.edu/. Applications received by November 7, 2024 will be guaranteed full consideration. Duke University and the Department of Statistical Science are strongly committed to advancing inclusive excellence throughout our research, teaching, and service activities. It is essential that all members of the community feel valued and welcome, that the contributions of all individuals are respected, and that all voices are heard. All members of our community are expected to uphold these values. Duke University is an Affirmative Action/Equal Opportunity Employer committed to providing employment opportunity without regard to an individual's age, color, disability, gender, gender expression, gender identity, genetic information, national origin, race, religion, sex, sexual orientation, or veteran status.

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Enrico Anglesio Prize 2024
by Lidia Sacchetto 18 Aug '24

18 Aug '24

Dear All, I would like to take the opportunity to share information about a Prize in the field of epidemiology (details below and attached). Please feel free to distribute this within your groups and institutes. Apologies for any cross-posting. Best regards, Lidia Sacchetto, PhD -- The Fondo Elena Moroni for Oncology is pleased to announce that the contest for The Enrico Anglesio Prize 2024 is open! Candidates may submit their applications with the Online Registration Form (EAP2024 Online Application System<https://www.fondoelenamoroni.org/?register_participant>) by September 15, 2024. The Enrico Anglesio Prize (EAP) is awarded to a young researcher (40 years of age or less) who submits an original work in the domain of Cancer Epidemiology, Cancer Registration and Oncology. Studies on methodology, descriptive data analysis or clinical studies area all well accepted. More information can be found at http://www.fondoelenamoroni.org/en/the-prize/

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Fwd: Postdoc in stochastic analysis
by Lucio Galeati 16 Aug '24

16 Aug '24

Buongiorno, Segnalo questa posizione Postdoc a FU Berlin, nel gruppo di Nicolas Perkowski. Saluti, Lucio Galeati -------------------------------------------------------------- Dear all, I am looking for a: Research assistant (m/f/d) (postdoc) in stochastic analysis limited to 3 years (100%, 13 TV-L FU) Reference code: MI-WM19/2024/Perkowski Applications deadline: August 26, 2024. Applications should be addressed electronically to: ag_stochastik_secr(a)mi.fu-berlin.de For further information please follow the link to the published job posting. in English: https://www.fu-berlin.de/universitaet/beruf-karriere/jobs/english/MI-MI-WM1… in German: https://www.fu-berlin.de/universitaet/beruf-karriere/jobs/wiss/19_fb-mathem… Sincerely, Nicolas Perkowski

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Fwd: PhD position
by Antonio Agresti 12 Aug '24

12 Aug '24

Ricevo ed inoltro. ---------- Forwarded message --------- Da: Alexandra Blessing <alexandra.blessing(a)uni-konstanz.de> Date: ven 9 ago 2024 alle ore 18:08 Subject: PhD position To: Dear colleagues, I am looking for a PhD student starting between December 2024 and April 2025 within the Collaborative Research Grant *Fluctuations and Nonlinearities in Classical and Quantum Matter beyond Equilibrium* (SFB 1432) at the University of Konstanz. The person should have a strong background in stochastic analysis (preferably also dynamical systems) and should be open for collaborations with the physics department. The position is for 4 years. Could you please forward this information to potential candidates that can contact me via e-mail for further information? Thank you very much! Best regards, Alexandra

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4 POSTDOCTORAL FELLOWSHIPS at Scuola Superiore Meridionale
by Tiziano De Angelis 12 Aug '24

12 Aug '24

Dear All, The call for postdoc positions at Scuola Superiore Meridionale is now out. The positions may be of interest for candidates with a background in applied probability, stochastic control and mathematical finance. Positions are for 1 year, renewable up to 3 years, with generous funding. Below you can find the official advert with all the relevant information. I would be grateful if you could please circulate it as widely as possible. I am available to discuss possible projects with interested candidates. Best wishes (e Buon Ferragosto) Tiziano -------------------------------------- 4 POSTDOCTORAL FELLOWSHIPS IN MODELING AND ENGINEERING RISK AND COMPLEXITY (MERC) AVAILABLE AT THE SCUOLA SUPERIORE MERIDIONALE, THE NEW SCHOOL FOR ADVANCED STUDIES OF THE UNIVERSITY OF NAPLES The call for applications for 4 postdoctoral fellowships in Modeling and Engineering Risk and Complexity (MERC) at the Scuola Superiore Meridionale in Naples, Italy is now available at: https://www.ssmeridionale.it/avcp/selezione-pubblica-per-titoli-e-colloquio… Further details on the MERC research program and its board are available at: https://www.ssmeridionale.it/modeling-and-engineering-risk-and-complexity-m… The candidate's research activity must align with at least one of the following three multidisciplinary areas: 1. Mathematical and/or computational modeling, analysis, and control of complex and multi-agent systems, their emergent behaviour and their applications; 2. Stochastic modeling and reliability theory of phenomena and complex systems; 3. Modeling, analysis, and management of natural, Na-Tech, anthropogenic, and industrial risks, with strong emphasis on both methodological aspects and practical applications. Successful candidates will work closely with research groups involved in the "Modeling and Engineering Risk and Complexity" (MERC) doctoral program at the Scuola Superiore Meridionale. They will also be involved in teaching and tutoring activities, holding courses within the doctoral programs and/or the study programs designed for regular students. Each fellowship is 1-year long (renewable up to 3 years) with a yearly gross salary of EUR 35,000. Anyone who has obtained a PhD in Science, Mathematics and Engineering (or is expected to complete a PhD by the end of January 2025) can apply. Deadline for applications: 15th October 2024

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Bando RTT MATH-03/B - Dipartimento SBAI Sapienza
by Claudio Durastanti 09 Aug '24

09 Aug '24

Sii informa che è stato pubblicato il bando 2024RTTE004 relativo all'indizione di una procedura selettiva per l’assunzione di un ricercatore a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022 nel GSD 01/STAT-MATH-03, SSD MATH-03/B presso il Dipartimento di Scienze di base e applicate per l'Ingegneria (SBAI), Sapienza Università di Roma. Maggiori informazioni sono disponibili assieme al bando al seguente ink: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/221249 Scadenza: 22 agosto 2024 Si prega di dare la massima diffusione. Grazie per l'aiuto e la collaborazione Claudio Durastanti -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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PostDoc position on Physics-Informed Machine Learning at IDSIA USI-SUPSI
by Azzimonti Laura 08 Aug '24

08 Aug '24

The "Dalle Molle" Institute for Artificial Intelligence (IDSIA) in Lugano, Switzerland is looking for a PosDoc Researcher in Physics-Informed Machine Learning. The researcher will work on the development and the application of novel Physics-Informed Machine Learning (PI-ML) techniques in order to overcome the limits of standard “black-box” ML practice, while reducing the computational time for simulating numerical models and improving their prediction performances. The main application will be in the field of materials science in the context of rubber compounds, in collaboration with Pirelli. *** About the position *** We look for candidates with a Ph.D. in Mathematics, Physics, Engineering, Computer Science, or related areas. The ideal candidate should have a solid background in mathematical modelling, ordinary and partial differential equations, dynamical systems, machine learning and/or related fields, good programming skills in Python and/or R and a strong commitment to fulfil research objectives. We offer a fixed-term position (initially for two years, with intent of prolongation) with an attractive salary, in line with Swiss standards and the candidate’s experience. *** About the application *** The instructions for the application, and other details of the call, can be found at the following link: https://www.supsi.ch/en/bando2030 Deadline: 1st September 2024 *** About IDSIA *** IDSIA is a world-class research institute on AI founded in 1988, affiliated with both Università della Svizzera Italiana (USI) and Scuola Universitaria Professionale della Svizzera Italiana (SUPSI). It counts more than 100 staff researchers and more than 50 Ph.D. students, active in the research areas of machine learning, optimisation and control, autonomous robotics, intelligent networked systems, geometric computing and vision, natural language processing and information retrieval. IDSIA is based in the beautiful city of Lugano (Canton Ticino, Switzerland), located at the new USI-SUPSI Campus Est of Viganello-Lugano, a few hundred meters from the city center and the lake of Lugano. ––––––––––––––––––––––––––––––– http://people.idsia.ch/~laura.azzimonti/

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Workshop 21-23 October 2024 University of Genova
by Eva Riccomagno 07 Aug '24

07 Aug '24

Dear All, on behalf of the programme committee we are pleased to announce the trees4cat Workshop (Trees for Categorical Data), organised in collaboration with the Department of Statistics (University of Florence), Department of Mathematics (University of Genoa), School of Science and Technology (IE University). · Dates: 21-23 October 2024 · Location: Department of Mathematics, University of Genoa, Italy · Registration: o https://tinyurl.com/trees4catreg <https://urlsand.esvalabs.com/?u=https%3A%2F%2Ftinyurl.com%2Ftrees4catreg&e=…> o Note: Early registrations are welcome for organisational reasons - 1st call on 15 September. · Abstract submission: https://tinyurl.com/trees4catabs <https://urlsand.esvalabs.com/?u=https%3A%2F%2Ftinyurl.com%2Ftrees4catabs&e=…> · Financial support: Partial financial support is possible for a few participants. · Workshop webpage: For more details, visit https://stagedtrees.github.io/events/trees4cat.html <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fstagedtrees.github.io%2Fevent…> · Confirmed speakers: o Eliana Duarte (University of Porto) o Maria Kateri (University of Aachen) o Manuele Leonelli (IE University) o Tamás Rudas (Eötvös Loránd University) o Jim Smith (University of Warwick) o Liam Solus (KTH University) The topics of the workshop include, but are not limited to, contingency tables, staged trees, asymptotic theory, software implementations and algebraic statistics. It aims is to strengthen the European network of researchers working on staged trees, chain event graphs, reasoning on asymmetric independence inference and models for contingency tables. We look forward to your participation in trees4cat. Should you have any questions, please feel free to contact us at Manuele.leonelli(a)ie.edu <mailto:Manuele.leonelli@ie.edu>. Best regards, The Organizing Committee https://stagedtrees.github.io/events/trees4cat.html <https://urlsand.esvalabs.com/?u=https%3A%2F%2Fstagedtrees.github.io%2Fevent…> _____________________ Eva Riccomagno Department of Mathematics University of Genova President of the IANUA university Consortium

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Posizione PO in Probabilità e Statistica Matematica a Milano-Bicocca - scadenza 22/08/2024
by Gianmario Tessitore - UNIMIB 06 Aug '24

06 Aug '24

Buongiorno a tutti Si comunica che è da poco uscito il bando per una posizione da professore di prima fascia in Probabilità e Statistica Matematica (g.s.d. 01/MATH-03 - s.s.d. MATH-03/B) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca. La scadenza è il 22/08/2024. Per maggiori informazioni sul bando e sulla compilazione della domanda è possibile consultare la pagina https://www.unimib.it/ateneo/gare-e-concorsi/2024-po18-049 Si prega di condividere con potenziali candidati/e interessati/e. Cordiali saluti, Gianmario Tessitore -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Postodoc at UniTo - mathematics
by Elena Issoglio 04 Aug '24

04 Aug '24

Dear colleagues Please find attached the call for four 2-year postdoc positions at the maths department of the university of Torino. They are open to all maths subjects, including probability theory. Deadline 23 Sept, all details in the file attached. Please forward this to all potentially interested candidates. You can contact me (elena.issoglio(a)unito.it) if you need further info. Best wishes Elena Issoglio

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International Conference in Venice - CALL FOR PARTICIPATION
by CREDIT 01 Aug '24

01 Aug '24

23nd INTERNATIONAL CONFERENCE CREDIT 2024 *The frontiers of new risks: AI, digital and sustainability transitions * Venice, Italy 3 – 4 October 2024 * * *GRETA Associati* (Venice, Italy),*CRIF* (Bologna, Italy), *European Datawarehouse *(Frankfurt am Main, Germany), *European Investment Fund* (Luxembourg), *Intesa Sanpaolo* (Milan, Italy) and *Modefinance* (Trieste, Italy) are partners in organising a Conference to be held in Venice on October 3-4, 2024. * * The CREDIT 2024 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. CREDIT 2024 is the *twenty-third* in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics *and*VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice*,*Joint Research Center European Commission*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. Sustainability necessarily involves the adaptation of today’s business model to the dynamic nature of the current digitalised environments. Corporations need to make sure that resources, especially technology, are being used responsibly and efficiently to improve the lives of the present generations and future generations as well as strengthen their relationships with the environment as to solve sustainability-related problems such as poverty, environmental degradation, pollution and inequality. Artificial Intelligence (AI) has the potential to address these societal problems including sustainability. The climate crisis and the degradation of the physical environment are complex problems that require the most innovative and advanced solutions. The real value of AI hence lies in its ability to facilitate and foster environmental and social governance, rather just as a tool to reduce pollution, poverty and resource depletion. In the age of AI, societies depend on big data, social media, knowledge management and data science to survive and achieve these sustainability goals. AI has the potential to reshape not only finance and industry but also the whole society. There is need to understand opportunities and challenges as to properly manage all relevant risks. The SCIENTIFIC COMMITTEE for the Conference consists of: *Marcin Kacperczyk *(Imperial College London, Programme Chair) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Marie Brière* (AMUNDI & Université Libre de Bruxelles) *Lucia Alessi* (Joint Research Center, European Commission) *Leonardo Gambacorta *(Bank For International Settlements) *Mila Getmansky* (Isenberg School of Management, UMass Amherst) *Christian Gollier* (Toulouse School of Economics) *Helmut Kraemer-Eis *(European Investment Fund) *Jan Pieter Krahnen *(Leibniz Institute for Financial Research SAFE & Goethe University) *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Roberto Rigobon *(MIT Sloan School of Management) *Stephen Schaefer* (London Business School) *Marti Subrahmanyam *(NYU Stern Business School) *PROGRAMME:* https://www.greta.it/index.php/it/general-information-credit24/programme-20… *REGISTRATION*: https://registration.nexave.org/it/iscrizione-evento/32/23rd-international-… For the Registration Fees and more detailed information, please visit the Conference website: https://www.greta.it/index.php/it/credit-2024 *ACKNOWLEDGEMENT OF EUROPEAN FUNDING* The organization of the conference has benefitted from financial support by: - the European Union – NextGenerationEU, as part of the *GRINS project - Growing Resilient, INclusive and Sustainable* (GRINS PE00000018) - *ESG UPTAKE — TSI-2023-ESGRM-IBA* - ESG risk management framework for the financial sector. Funded by the European Commission - Grant Agreement N° 101145727.

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