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

Fwd: Workshop on March 25-28 -- Stochastic Dynamics and Stochastic Equations
by Marco Romito 11 Jul '26

11 Jul '26

-------- Forwarded Message -------- Dear Colleagues, I would like to advertise a workshop on stochastic dynamics and stochastic equations. https://www.epfl.ch/labs/stoan/workshops/ Regards, Xue-Mei ------------------------------------------------- Professor Xue-Mei Li Chair of Stochastic Analysis Mathematics EPFL --The École polytechnique fédérale de Lausanne ------------------------------------

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Call for applications - MAPPA double degree master program - Padova & Paris Dauphine
by Claudio Fontana 09 Apr '26

09 Apr '26

Dear colleagues, I am pleased to share with you the call for applications for the MAPPA program, a DOUBLE-DEGREE MASTER PROGRAM IN MATHEMATICS jointly offered by the UNIVERSITY OF PADOVA and PARIS DAUPHINE UNIVERSITY (Paris Sciences & Lettres). This two-year program offers three specialized study paths: - MATHEMATICAL ANALYSIS - PROBABILITY AND FINANCE - PROBABILITY AND STATISTICAL MECHANICS Admitted students will spend their first year in Padova and their second year in Paris. Upon successful completion of the program, students will be awarded two degrees: Laurea Magistrale in Matematica (from Padova) and Master in Mathematics and Applications (from Paris Dauphine). The master thesis will be conducted in collaboration with two supervisors, one in Padova and one in Paris. Admission to the program, limited to 10 students, will be based on CV, presentation letters, and an interview. Financial support and fellowships are available for admitted students. For more information on the MAPPA program, please visit: https://web.math.unipd.it/mappawp The call for applications (bando) can be found here: https://www.math.unipd.it/news/bando-di-concorso-n-1-2025-per-10-posti-per-… The _DEADLINE FOR APPLICATIONS_ is MAY 12, 2024, AT 12:00. Please share this opportunity with your bachelor students, and feel free to contact me for further information. Best Regards, Claudio Fontana

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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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Ait-Sahalia seminar in Verona, 14/3/2025
by Cecilia Mancini 28 Feb '25

28 Feb '25

Professor Yacine Ait-Sahalia will give the seminar So Many Jumps, So Little News At the Department of Economics of the University of Verona, on Friday, March 14, 2025, at noon (12 pm) Via Cantarane 24, Vaona Room, 1st floor It will be possible also to attend on Zoom here https://univr.zoom.us/j/93150650381 All the interested people are warmly invited to attend Abstract This paper relates jumps in high frequency stock prices to firm-level, industry and macroeconomic news, in the form of machine-readable releases from Thomson Reuters News Analytics. We find that most relevant news, both idiosyncratic and systematic, lead quickly to price jumps, as market efficiency suggests they should. However, in the reverse direction, the vast majority of price jumps do not have identifiable public news that can explain them, in a departure from the ideal of a fair, orderly and efficient market. We show that jumps without news do not correlate with observable proxies for asymmetric or private information, and that microstructure-driven variables have only limited power to help predict the occurrence of jumps without news.

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PhD Positions in Mathematics – University of Bologna
by Andrea Pascucci 28 Feb '25

28 Feb '25

*PhD Positions in Mathematics – University of Bologna* The call for applications for *six PhD positions* in Mathematics is now open https://unibo.it/en/study/phd-professional-masters-specialisation-schools-a… *Deadline: April 3rd, 2025.* -- --------------------------------------------------------------- Andrea Pascucciandrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://unibo.zoom.us/j/8625962910 --------------------------------------------------------------- L'inferno dei viventi non è qualcosa che sarà: se ce n'è uno, è quello che è già qui, l'inferno che abitiamo tutti i giorni, che formiamo stando insieme. Due modi ci sono per non soffrirne. Il primo riesce facile a molti: accettare l'inferno e diventarne parte fino al punto di non vederlo più. Il secondo è rischioso ed esige attenzione e apprendimento continui: cercare e saper riconoscere chi e cosa, in mezzo all'inferno, non è inferno, e farlo durare, e dargli spazio. Italo Calvino

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Seminar Brunero Liseo @Luiss
by Alessia Caponera 28 Feb '25

28 Feb '25

Dear all, The Department of Economics and Finance at Luiss University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Brunero Liseo, Sapienza University of Rome *Title*: A Multivariate Copula-Based Conformal Bayesian Framework for Doping Detection *When*: March 6th, 14:30 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 405 *Abstract*: Doping control is an essential component of anti-doping organizations for protecting sports competitions. Since 2009, this mission has been complemented worldwide by the Athlete Biological Passport (ABP), which monitors athletes’ profiles over time. The practical implementation of the ABP is based on a Bayesian framework, called ADAPTIVE, intended to identify individual reference ranges outside of which an observation may indicate doping abuse. Currently, this method follows a univariate approach, relying on simultaneous analysis of different markers. This work extends the ADAPTIVE method to a multivariate testing framework, making use of copula models to couple the marginal distribution of biomarkers with their dependence structure. After introducing the proposed copula-based hierarchical model, we discuss our approach to inference, grounded in a Bayesian spirit, and present an extension to multidimensional predictive reference regions. We guarantee exact coverage of the regions through the use of a conformal prediction approach. Focusing on the hematological module of the ABP, we evaluate the proposed framework in both data-driven simulations and real data. Based on joint work with Nina Deliu. *Webpage*: https://economiaefinanza.luiss.it/research-seminar/a-multivariate-copula-ba… *Should you be interested, please kindly send me an e-mail.* Best wishes, Alessia Caponera

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INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING - Limerick
by Laura Maria Sangalli 27 Feb '25

27 Feb '25

Gentili Colleghi, mi è stato chiesto di inoltrare l’annuncio del 39TH INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING. Ho appena accettato di tenere il corso di 1 giorno associato al workshop, in sostituzione del corso precedentemente pianificato, che è stato cancellato per via di un problema del docente. Un caro saluto, Laura Sangalli ************************************************************* Hi all, We have some exciting announcements in relation to IWSM 2025, to be held in Limerick, 13th - 18th July (https://iwsm2025.ie/) * The submission portal for poster submissions is now open, with a deadline of Friday 28th March, 2025. * We are delighted to announce that Laura Sangalli will deliver the Short Course (Sunday July 13th) on the very interesting topic of "Physics-Informed Statistical Learning". * Finally, registration is now open! Note that the Early Bird closes on Friday 25th April, 2025. More information and relevant links can be found below. Our call for papers as poster presentations is now open! We are seeking novel and original contributions to the wider field of Statistical Modelling. Papers providing advances in the development of statistical models that are well motivated by a contemporary data scenario or application problem are particularly welcome. This includes contributions to estimation, inference, and computation for such modelling problems. Papers focusing on applications with important substantive implications as well as methodological issues are welcome, including new developments in Data Science and Machine Learning. Submissions by students and young researchers are particularly encouraged. Poster presentation submission deadline: Friday 28th March, 2025. Invited speakers / short course We have an excellent lineup of top-class invited speakers covering a range of diverse topics in statistical modelling. Speakers and provisional talk titles provided below. * Brendan Murphy | University College Dublin, Ireland Unsupervised record linkage * Ruth King | University of Edinburgh, UK Heterogeneous ecological modelling * Sonja Greven | Humboldt University of Berlin, Germany Additive density-on-scalar regression * Daniele Durante | Bocconi University, Italy Bayesian criminal network modelling * Cynthia Rudin | Duke University, USA Simpler machine learning models * Laura Sangalli | Politecnico di Milano, Italy Physics-informed statistical learning More information can be found here: https://iwsm2025.ie/programme/invited-speakers/ Registration Registration is now open! You can register here: https://iwsm2025.ie/registration/ Note that Early Bird registration closes on 25th April 2025. We are looking forward to seeing you in Limerick this July! Best wishes Kevin Burke on behalf of IWSM 2025 Organising Committee —— 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Reminder: Summer School PREDICT - Como Lake, June 16-20, 2025
by Gianmarco Bet 27 Feb '25

27 Feb '25

Dear Colleagues, We would like to remind you that the Summer School PREDICT-PRobabilistic mEthoDs In Complex geometry, will take place at Como Lake, from June 16 to June 20, 2025. There are a few spots left, so we decided to postpone the application deadline to *March 9, 2025*. At this page https://sites.google.com/view/predictcomolake/registration you can find all the information about registration. The aim of this school is to explore how probabilistic techniques can be applied to central problems in complex geometry, with a special focus on the construction of Kähler-Einstein metrics—a topic of significant interest in both geometry and physics. The school includes foundational mini-courses as well as advanced courses on recent research results. Due to the novelty of the topic, the school is designed for Master and Ph.D. students, and of course also for more established researchers. Please see the following page https://sites.google.com/view/predictcomolake/program for the detailed program. For questions, please contact us at predictcomo2025(a)gmail.com We look forward to welcoming you in Como! Warm regards, The organisers Luisa Andreis, Daniele Angella, Luca Avena, Giovanni Bazzoni, Gianmarco Bet e Michela Zedda

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seminar Irene Gijbels @ CNR Naples
by Daniela De Canditiis 27 Feb '25

27 Feb '25

Cari tutti per il ciclo *"Seminari Generali IAC 2025"* *martedì 4 marzo 2025 *alle ore *14:30* Irène Gijbels, Department of Mathematics, University of Leuven (KU Leuven), Belgium, terrà il seminario: *Measures of asymmetry for multivariate distributions* *Abstract* - In univariate settings the notion of measuring skewness of a distribution is well established. Extending this to measuring skewness (or asymmetry) in a multivariate setting is less obvious. In this talk we start by briefly reviewing some notions of asymmetry measures. We next propose a novel functional asymmetry measure (index) which is based on the natural idea of reflective symmetry around the mode. The proposed index is extended to the multivariate setting and a summarizing scalar (or vector based index in multivariate settings) is derived from it. Some illustrative examples are provided, and estimation of the proposed asymmetry index is discussed in parametric and nonparametric (multivariate) settings. Il seminario si svolgerà presso la sede *CNR-IAC di Napoli*, *sala conferenze “Vaccaro”*, in modalità mista: in presenza e in streaming al link *https://www.youtube.com/watch?v=eEPimm1_aww <https://www.youtube.com/watch?v=eEPimm1_aww>* Si ricorda che i seminari del ciclo si terranno di *martedì alle 14:30*, *a settimane alterne*, *salvo eccezioni* a partire da martedì 14 gennaio 2025. *Qui la pagina web dei seminari*: *https://www.iac.cnr.it/seminari-generali-iac-2025* <https://www.iac.cnr.it/seminari-generali-iac-2025> *VI ASPETTIAMO!* (organizzatori: Nicola Apollonio, Roberta Bianchini, Claudia Capone, Giuliana Ramella) -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 https://www.iac.cnr.it/personale/daniela-de-canditiis

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Network Econometrics Summer School (30 June - 4 July, 2025, Venice)
by Roberto CASARIN 27 Feb '25

27 Feb '25

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/) in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Network Econometrics, 30 June - 4 July, 2025, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2025 The Summer School aims to provide participants with models and tools from graph theory to analyse various effects of social, economic, and political interaction. The school will host leading scholars developing relevant network modelling and inference research and their applications to various fields. *Participation*: Online or in presence *Application Deadline*: 4th May *Coordinator*Roberto Casarin, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti, University of Padova Monica Billio, Ca' Foscari University of Venice Matteo Iacopini, LUISS University Mariangela Guidolin, University of Padova Luca Rossini, University of Milan Veronica Vinciotti , University of Trento *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards Roberto Casarin -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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