December 2025 - Random - Mailing list — Dipartimento di Matematica, UniPI

Seminario Giles Hooker - Politecnico di Milano
by Laura Maria Sangalli 03 Dec '25

03 Dec '25

Si avvisa che in data 11-12-2025, alle ore 14:30 presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri, nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Giles Hooker Department of Statistics and Data Science University of Pennsylvania Titolo: Targeted Machine Learning for the Integration of Mathematical, Numerical, and Statistical models: Integral Projection Models in Environmental Sciences Abstract: Within demographic ecology, integral projection models (IPMs) play an important role in translating models for individual life history into demographic projections about species viability, coexistence, and ecological management practice. Developing an IPM starts with data on individuals from which models are built for their growth, survival and reproduction from one time-period to the next. However, while developing these models often follow classical statistical approaches, there are limited tools to evaluate the uncertainty of the quantities often calculated from IPMS, or to guide model selection given that those quantities are of interest. In this talk we adapt the tools of targeted maximum likelihood estimation (tMLE) to IPMs. Originally developed for causal inference, tMLE methods treat the outcome of interest as a functional of the data distribution and then use the resulting influence function to both correct the bias in these estimates and provide uncertainty quantification. A benefit of this framework is that no structural assumptions need to be made on the model components so long as they exhibit sufficient convergence, allowing for the inclusion of nonparametric and machine learning tools within our toolbox. We will walk through the basic framework of tMLE and its applications to integral projection models particularly in the context of survey data from the Idaho Experimental Sheep Station, as well as pointing to the wide range of open problems and potential of new development. This initiative is part of the “Ph.D. Lectures” activity of the project "Departments of Excellence 2023-2027" of the Department of Mathematics of Politecnico di Milano. This activity consists of seminars open to Ph.D. students, followed by meetings with the speaker to discuss and go into detail on the topics presented during the talk. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente indirizzo https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Tutti gli interessati sono invitati a partecipare. Cordialmente, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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[Reminder] Call for Papers: DeFi & Crypto Workshop at Scuola Normale Superiore
by Daniele Maria DI NOSSE 02 Dec '25

02 Dec '25

Dear Colleagues, This is a gentle reminder regarding the *Call for Papers* for the first edition of the *DeFi & Crypto Workshop*, hosted at *Scuola Normale Superiore (Pisa, Italy)* from January 26–28, 2026. With the submission deadline approaching next week (*December 8, 2025*), we invite you to submit your extended abstracts or full papers. We welcome contributions from both academia and industry on topics ranging from market microstructure and AMMs to econophysics and systemic risk in DeFi. *Key Topics Include but not limited to:* - DeFi protocols, smart contracts, and stablecoins. - DEXs, AMMs, and Liquidity Provision (Slippage, Impermanent Loss, LVR, MEV). - Risk modeling, systemic risk, and regulatory interactions. - Market microstructure of CEXs vs. DEXs. - Agent-based modeling, econophysics, and complexity science in crypto. - Token economics, governance, and digital assets. *Important Dates:* - *Submission Deadline: December 8, 2025* - Notification of Acceptance: December 20, 2025 - Registration Deadline: January 7, 2026 *Scientific Committee:* Davide Barone, Agostino Capponi, Daniele Maria Di Nosse, Marco Francischello, Federico Gatta, Fabrizio Lillo, Manuel Naviglio, Gianluca Palmari, Francesco Tarantelli. For submissions and further details, please visit our website: https://sns-defi.github.io/ or contact us at *sns.defi(a)gmail.com <sns.defi(a)gmail.com>*. We look forward to welcoming you to Pisa. Best regards, The Organizing Committee DeFi & Crypto Workshop

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QFinLab Seminar - Sergio Pulido (ENSIIE, LaMME) - 9/12/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 02 Dec '25

02 Dec '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Tuesday, 9 December 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Sergio Pulido (ENSIIE, LaMME) Title: Polynomial Volterra processes Abstract: Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the theory of polynomial processes extends to the Volterra setting. In particular, I will explain the moment formula and an interesting stochastic invariance result in this context. Potential applications to fractional volatility models will be discussed. This is joint work with Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari and Sara Svaluto-Ferro. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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Associate Professor in Financial Mathematics (Permanent)
by Eberhard.Mayerhofer 01 Dec '25

01 Dec '25

Dear Colleagues, The University of Limerick recruits a permanent Associate Professor in Financial Mathematics (Deadline in 10 days). You will have a doctoral degree in mathematics or an equivalent discipline and a track record of excellent publications in journals relevant to financial mathematics. (info from myself, not HR) I'm looking for someone to revitalise the Financial Mathematics program here and take on a small teaching load of 3 modules per year, most likely in the field of Financial Mathematics and Probability with small classes (below 60, often 30). Historically, our University has had no more than one Financial Mathematician at a time, and sometimes none at all (another variant of the "0-1 law"). However, the Bachelor's program is well-established since decades, and we are now recruiting to build a strong research team in this field. More Information: https://www.ul.ie/vacancies Cheers, Eberhard

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SPASS seminar: room change
by Francesco Grotto 01 Dec '25

01 Dec '25

Dear colleagues, due to unforeseeable circumstances, the SPASS seminars of tomorrow 2.12.25 will take place in *_Aula Contini_, Scuola Normale Superiore, Pisa.* Title and abstract are available on the SPASS website <https://sites.google.com/unipi.it/spass>. Best Francesco Grotto

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Seminario on-line PRISMA lunedì 1 dicembre 2025 - Ilya Chevyrev & Hao Shen
by Sonia Mazzucchi 01 Dec '25

01 Dec '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per oggi *lunedì 1 dicembre* 2025. I relatori saranno Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) che parleranno di: Stochastic quantisation of gauge theories . con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/84292750177 ID riunione: 842 9275 0177 Codice d’accesso: 549245 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) TITOLO: Stochastic quantisation of gauge theories RIASSUNTO: We will give an introduction to gauge theories, especially Yang-Mills theory, from a probabilistic perspective. Gauge theories arise in physics, where they are used to describe elementary particles, and correspondingly provide many rich problems in mathematics, including in probability and analysis. We will survey recent results on the interaction between quantum Yang-Mills theory and stochastic analysis, especially the field of singular stochastic PDEs. We will describe how the stochastic quantisation equations associated to the 2D and 3D Euclidean Yang-Mills theories can be solved in a geometrically faithful way and what these equations can teach us about the quantum field theory.

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