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

RoMaDS: A day on Random Matrix Theory and Deep Learning
by Stefano Vigogna 31 Jul '25

31 Jul '25

Dear all, we are glad to announce the workshop RoMaDS: A day on Random Matrix Theory and Deep Learning http://www.mat.uniroma2.it/~rds/randmat.php which will take place at University of Rome Tor Vergata on September 25, 2025. Speakers: Nadav Cohen, Jon Keating, Florent Krzakala, Zhenyu Liao, Roland Speicher. Free but mandatory registration at https://docs.google.com/forms/d/e/1FAIpQLSdyZQJHuKrkmMAeTLUHWoUPxgvNX53dZ2y… Thanks for sharing with those who might be interested. The organizers Domenico Marinucci, Michele Salvi, Stefano Vigogna

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Borsa di dottorato "NEW PERSPECTIVE IN PORTFOLIO SELECTION" in collaborazione con Generali Investments
by Alessandro Calvia 30 Jul '25

30 Jul '25

Care colleghe, cari colleghi, segnalo l’uscita del bando per una borsa di dottorato presso il Politecnico di Milano sul tema di ricerca "NEW PERSPECTIVE IN PORTFOLIO SELECTION”, finanziata da Generali Investments. Tutti i dettagli si trovano sulla pagina web https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… nella sezione "Corso di Dottorato di Ricerca in MODELLI E METODI MATEMATICI PER L’INGEGNERIA”. Il link diretto al bando è https://www.dottorato.polimi.it/fileadmin/user_upload/bandi/ciclo41/bandi_a… I dettagli sul tema di ricerca si trovano all’indirizzo web https://www.dottorato.polimi.it/fileadmin/user_upload/bandi/ciclo41/bandi_a… La scadenza per la presentazione delle domande è fissata al 30 settembre 2025. L' inizio del dottorato è previsto per il 1° novembre 2025. Per maggiori informazioni è possibile contattare il prof. Daniele Marazzina all’indirizzo e-mail daniele.marazzina(a)polimi.it<mailto:daniele.marazzina@polimi.it> . Cordiali saluti, Alessandro Calvia Alessandro Calvia Professore associato Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 – 20133 Milano Ed. 14 “Nave” Campus Bonardi T. +39 02 2399 4579 alessandro.calvia(a)polimi.it<mailto:alessandro.calvia@polimi.it> https://sites.google.com/view/alessandrocalvia

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Borsa di dottorato in Matematica@UNIPD finanziata da ENEL
by Tiziano Vargiolu 29 Jul '25

29 Jul '25

Carissimi, è uscito oggi il bando per una borsa di dottorato finanziata da ENEL Global Trading SpA dal titolo "Ottimizzazione dinamica stocastica per prodotti innovativi e Sistemi di accumulo di Energia nei mercati elettrici". Bando di concorso: https://www.unipd.it/dottorato/ulteriori-dottorati-41-ciclo (parte generale) https://www.unipd.it/sites/unipd.it/files/2025/SCIENZE%20MATEMATICHE_AGGIOR… (dettaglio della borsa) Scadenza: 26 agosto ore 13 Per maggiori informazioni, contattate pure me (vargiolu(a)math.unipd.it) preferibilmente dopo il 13 agosto. Cordiali saluti a tutti Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Fwd: tenure track assistant professorship in Applied Statistics and Data Science at Humboldt-Universität zu Berlin
by Laura Maria Sangalli 28 Jul '25

28 Jul '25

Dietro gentile richiesta delle Professoressa Sonja Greven, noltro avviso di posizione di Assistant Professor presso la Humboldt-Universität zu Berlin. Un cordiale saluto a tutti, 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 Inizio messaggio inoltrato: Da: Sonja Greven <000117ee60a3b2d0-dmarc-request(a)JISCMAIL.AC.UK> Oggetto: tenure track assistant professorship in Applied Statistics and Data Science at Humboldt-Universität zu Berlin Data: 15 luglio 2025 alle ore 15:54:49 CEST A: allstat(a)JISCMAIL.AC.UK Rispondi a: Sonja Greven <Sonja.Greven(a)HU-BERLIN.DE> The School of Business and Economics at the Humboldt-Universität zu Berlin is looking to fill a Junior Professorship in “Applied Statistics and Data Science” starting 1 October 2026. This is a tenure track position, with an initial level W1 and with the possibility of a promotion to level W3. The professorship is to support the faculty in teaching and research in the field of its denomination. In teaching, participation in the bachelor's, master's and doctoral programs of the faculty as well as in the Berlin-wide joint master's program in statistics is expected. In particular, the teaching curriculum of the faculty is to be strengthened by new offers at the interface of statistics and machine learning. In research, the professorship is to conduct research that develops and applies methods in the field of statistics and data science. Desirable are, for example, methodological research foci in the area of Statistical and Machine Learning, Causal Inference, Statistical Inference for Machine Learning Methods, or Probabilistic Machine Learning or related areas. The research results should be published in the relevant international journals and be presented at relevant international conferences. It is expected that the professorship will work closely with members of the faculty within joint research projects. In particular, cooperation with the current DFG-funded collaborative research networks, the AI research unit "Fusing Deep Learning and Statistics towards Understanding Structured Biomedical Data" and the Transregios "Accounting for Transparency" and "Rationality & Competition" is explicitly desired. The applicants must meet the legal requirements for professorial appointments in conjunction with § 102c combined with § 102a of the ‘Berliner Hochschulgesetz’. HU is seeking to increase the proportion of women in research and teaching, and specifically encourages qualified female scholars to apply. Researchers from abroad are welcome to apply. Severely disabled applicants with equivalent qualifications will be given preferential consideration. People with an immigration history are specifically encouraged to apply. Please send your application including your CV, a letter of motivation, a research exposé, your job market paper (or other scientific work) as well as two reference letters, quoting the Job ID JP/004/25 to: Humboldt-Universität zu Berlin, Dean of the School of Business and Economics, Prof. Dr. Daniel Klapper, Unter den Linden 6, 10099 Berlin only in electronic form in one pdf file to: dekanat.wiwi(a)hu-berlin.de. For further information, please contact Professor Sonja Greven (sonja.greven(a)hu-berlin.de) and Professor Stefan Lessmann (stefan.lessmann(a)hu-berlin.de) Please visit our website www.hu-berlin.de/stellenangebote, which gives you access to the legally binding German version. You may leave the list at any time by sending the command SIGNOFF allstat to listserv(a)jiscmail.ac.uk, leaving the subject line blank.

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PhD position at TU Delft on Stochastic PDEs
by Antonio Agresti 28 Jul '25

28 Jul '25

Dear Colleagues, I would appreciate it if you could forward to potential candidates the following PhD position at TU Delft on *stochastic thin-film equations* (advisor: Prof. Manuel Gnann): https://careers.tudelft.nl/job/Delft-PhD-Position-Classical-Solutions-to-th… The deadline for the application is *September 14, 2025*. Best regards, Antonio Agresti

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Seminar Shui Feng in Pavia, Wed July 30 14:30
by CLAUDIA CONTARDI 24 Jul '25

24 Jul '25

Dear all, we are pleased to announce the following seminar at the University of Pavia. -------------------------------------------------------- *Speaker*: Shui Feng, McMaster University *Title*: Asymptotic Results Associated with Dirichlet Process and Hierarchical Dirichlet Process *When*: Wed July 30, 14:30 *Where*: Aula Beltrami. Department of Mathematics. Via A. Ferrata 5, Pavia *Zoom link*: https://unipv-it.zoom.us/j/96274780759 *Abstract*: Dirichlet Process and Hierarchical Dirichlet Process are important priors in the analysis of clustered data and data groups. In this talk we will present asymptotic results including law of large numbers, central limit theorems, and large deviations for the Dirichlet posterior and the hierarchical Dirichlet process. These results reflect naturally the differences between frequentist and Bayesian statistics. -------------------------------------------------------- Best wishes, Emanuele Dolera, Stefano Favaro, Claudia Contardi

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The 5th Italian Meeting on Probability and Mathematical Statistics. Second call for Sessions (deadline September 30, 2025)
by giuseppe.sanfilippo＠unipa.it 24 Jul '25

24 Jul '25

Second call for Sessions: The 5th Italian Meeting on Probability and Mathematical Statistics, Palermo, June 8-12, 2026 Apologies if you receive multiple copies of this message ========================================= Conference announcement ========================================= The 5th Italian Meeting on Probability and Mathematical Statistics will take place in Palermo, Italy, from June 8 to 12, 2026. Website: https://probabilitypalermo2026.unipa.it ================================ Submission Guidelines for a CS ================================ We invite all researchers interested in contributing to the event to submit proposals for Contributed Sessions. The participation of young researchers and PhD students working in Italy or abroad is strongly encouraged. A Contributed Session (CS) consists of four presentations by speakers invited by one or two organizers (organizers may also be among the speakers). In the “Contributed Session” submission form, please include: - The session title - The names of the 4 speakers - A short description of the session To submit a CS, please visit: https://probabilitypalermo2026.unipa.it/contributed-sessions/ ======================== Key Dates ======================== Contributed Session submission deadline: September 30, 2025 Notification of acceptance: November 15, 2025 Abstract submission for accepted CS: December 31, 2025 Early registration deadline: February 28, 2026 ============= Description ============= Established in 2017, the Italian Meeting on Probability and Mathematical Statistics aims to bring together Italian and international researchers with shared interests in any field of probability and mathematical statistics, promoting the dissemination of recent scientific results and fostering academic exchange. The first meeting was held in Turin in 2017. Since then, the meetings have taken place in Vietri sul Mare (2019), Bologna (2022), and Rome (2024). The 5th edition, promoted by the PRISMA group (https://umi-prisma.polito.it/) of the Italian Mathematical Union (UMI), will be held in Palermo, Italy, from June 8 to 12, 2026, at the Campus of the University of Palermo, Viale delle Scienze, (https://probabilitypalermo2026.unipa.it/general-information/) ================ Plenary Speakers ================ We are pleased to announce the following confirmed plenary speakers (https://probabilitypalermo2026.unipa.it/invited-speakers/) - Francesca Biagini (LMU, Germany); - Stefano Favaro (University of Turin, Italy); - Franco Flandoli (Scuola Normale Superiore di Pisa, Italy); - Silvio Micali (MIT, USA); - Giuseppe Savaré (Bocconi University, Italy). ======================== Steering Committee ======================== Giacomo Ascione, Scuola Superiore Meridionale, Naples Claudia Ceci, Sapienza University of Rome Paolo Dai Pra, University of Verona Antonio Di Crescenzo, University of Salerno Marco Fuhrman, University of Milan Domenico Marinucci, University of Rome “Tor Vergata” Laura Sacerdote, University of Turin Giuseppe Sanfilippo, University of Palermo Enrico Scalas, Sapienza University of Rome Barbara Trivellato, Polytechnic University of Turin ======================== Local Committee ======================== https://probabilitypalermo2026.unipa.it/committees/

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Lectureship in Statistics at KCL
by Fabrizio Leisen 23 Jul '25

23 Jul '25

Dear All, Applications are invited for a Lectureship in Statistics in the Department of Mathematics at King’s College London. You can find the details at : https://www.kcl.ac.uk/jobs/120728-lecturer-in-statistics Deadline: 30/09/2025 Candidates are expected to have a PhD in Statistics, or a closely related area, and research expertise in some area of statistics. They should demonstrate the potential to lead research of high originality, innovation and depth, with the capacity to make a significant long-term impact in their field. A proven ability or clear potential to attract research funding is also desirable. The successful candidate will be expected to lead a self-directed research programme, which will enhance the Department’s research activity, and to take part in teaching and assessment across its undergraduate and postgraduate programmes. They will be expected to promote the reputation of the Statistics research group through participation in scientific meetings, scholarly engagement, and other externally facing activities. They will also play an active role in the institutional and intellectual development of the Department and undertake administrative responsibilities at the Departmental, Faculty, and University levels, as required. This is a full-time position (35 hours per week), and an indefinite contract will be offered. Best Wishes, Fabrizio -- Fabrizio Leisen Professor of Statistics Head of the Statistics Group King’s College London Department of Mathematics Strand | WC2R 2LS | London

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Stochastic Analysis Conference at CIRM October 2025
by stephane menozzi 21 Jul '25

21 Jul '25

Dear All, a message to recall that the registration for the conference " New trends of stochastic nonlinear systems: well-posedeness, dynamics and numerics" to be held in Marseille, CIRM from October 20th to 24th 2025, co-organized with Erika Hausenblas (Leoben) and Chengcheng Ling (Augsburg), are still open. More information on the dedicated webpage: [ https://conferences.cirm-math.fr/3374.html | https://conferences.cirm-math.fr/3374.html ] Some partial funding could be available for young researchers. A nice summer to you all. S. Menozzi

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UniPD - borse di studio per Lauree Magistrali presso il Dip.to di Matematica
by Claudio Fontana 18 Jul '25

18 Jul '25

Care/i colleghe/i, Il Dipartimento di Matematica “Tullio Levi-Civita” dell’Università di Padova bandisce 10 borse di studio da 8.000 euro/anno ciascuna per studenti che si iscriveranno nell’a.a. 2025/2026 ai Corsi di Laurea Magistrale in: * Computational Finance * Computer Science * Cybersecurity * Data Science * Mathematics Scadenza per la presentazione delle domande: 15 settembre 2025 – ore 12:00 Bando completo e modulo di domanda: https://www.math.unipd.it/news/premi-di-studio/ Per ulteriori informazioni: premilm(a)math.unipd.it Cordialmente, Claudio Fontana

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Fwd: PhD grant available
by Maurizia Rossi 17 Jul '25

17 Jul '25

Cari tutti, ricevo e inoltro, buona serata, Maurizia ---------- Forwarded message --------- Da: Gregorio Falqui <gregorio.falqui(a)unimib.it> Date: gio 17 lug 2025 alle ore 10:25 Subject: Fwd: PhD grant available To: ---------- Forwarded message --------- Da: Mattia Cafasso <mattia.cafasso(a)univ-angers.fr> Date: gio 17 lug 2025 alle ore 09:49 Subject: PhD grant available To: Dear colleagues, The math laboratory in Angers (https://math.univ-angers.fr/) will open a PhD position in September 2025. Candidates are expected to start the PhD in October or November 2025 (so, one or two months after the candidature). I am willing to support applications of students interested in working in integrable probability and integrable equations; the precise project will be discussed and adapted to the scientific background of the candidates. Could you please forward to potentially interested students? They can look at my website (https://sites.google.com/view/mattiacafasso) if they want to get an idea about my scientific interests, and write to me for more information. Have a nice summer! Mattia -- Gregorio Falqui Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca via R. Cozzi, 55, 20125 Milano Italy Tel: + 39 02 6448 5733 http://www.matapp.unimib.it/~falqui/ -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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[IHP Semester] 2027 (fwd)
by Michele Gianfelice 17 Jul '25

17 Jul '25

Salve, ricevo e inoltro p.c.. Cordialmente, m.gianfelice ----------------------------------------------------------------------- Michele Gianfelice, PhD Dipartimento di Matematica e Informatica Università della Calabria Telephone : +39 0984 496412 Campus di Arcavacata Fax : +39 0984 496410 Ponte P. Bucci - cubo 30B email: gianfelice(a)mat.unical.it I-87036 Arcavacata di Rende (CS) www.mat.unical.it/~gianfelice/ ----------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Tue, 15 Jul 2025 22:56:04 +0200 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> To: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> Subject: [IHP Semester] 2027 Dear Colleague, It is our pleasure to announce the semester program at IHP, Paris, April 19 to July 9, 2027, on High Dimensional Probability and Analysis, Continuous and Discrete. The semester will be running - 2 schools (April 19-23 (introductory), June 14-18) - 2 workshops (May 10-14, July 5-9) - Working groups in the intervals between schools and workshops. Funding is unfortunately rather limited at the moment. At this stage we would like to know if you would be interested and potentially willing to participate. This is a preliminary gauging of interest for planning purposes. Formal application procedure is to follow. In the case you're interested in participating, please let us know: - For how long could you potentially come? (include precise dates if possible) - Would you be able to support your own visit through grant(s) or is financial support needed? (as mentioned earlier money is an issue) Please bring this semester to the attention of young people. Sincerely yours, Cyril Roberto on behalf of the organizers (Shiri Artstein-Avidan, Franck Barthe, Sergey Bobkov, Max Fathi, Alderic Joulin, Galyna Livshyts, Monika Ludwig, James Melbourne, Marta Strzelecka, Ramon van Handel, Artem Zvavitch)

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Selection announcement for research technologist
by Susi Ceron 16 Jul '25

16 Jul '25

The Department of Statistical Sciences at the University of Padua, is seeking a developer to support Prof. Davide Risso research group within the framework of the ERC Consolidator project focused on imaging-based spatial transcriptomics. The main responsibilities of the position include: * Development, testing, and maintenance of open-source software packages for biological data analysis, including the production of binaries and containers; * Collaboration with the core development team of the Bioconductor project for software review, distribution, updates, and maintenance; * Contribution to the drafting of technical documentation and to the writing of reports and scientific articles describing the results achieved. The position is offered as a two-year renewable contract. It provides access to an international research network and the opportunity to contribute as a co-author to scientific publications. Candidates are expected to have knowledge, including through practical experience, of: * R, with a particular focus on package development; * High-performance computing (HPC) environments; * The Linux operating system and major job scheduling tools (e.g., Slurm or similar); * Software development lifecycle, version control tools (e.g., Git), creation and management of virtual environments (e.g., Docker, Singularity, etc.), and procedures for installing, configuring, and running bioinformatics software; * Basic knowledge of other programming languages besides R, such as Python or C++; * Basic understanding of biology, bioinformatics, or biostatistics concepts; * Fluency in English (reference level “C1”). To apply, please follow the instructions available at: https://www.unipd.it/selezione-2025S28 * * *Application deadline: 17 July 2025 2:00 pm CET* -- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 www.stat.unipd.it <http://www.stat.unipd.it/>

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PostDoc Fellowship "La Caixa Junior Leader" 2026 (3 years)
by Gianni Pagnini 15 Jul '25

15 Jul '25

Dear colleagues, It is now open in Spain a call for young researchers awarded a PhD between two and seven years for a postdoctoral research fellowship in a center of excellence: https://lacaixafoundation.org/en/postdoctoral-junior-leader-fellowships-inc… <https://lacaixafoundation.org/en/postdoctoral-junior-leader-fellowships-inc…> The fellowship is for 3-years and it is intended for boosting independence of the candidate in the perspective of building a group. BCAM - Basque Center for Applied Mathematics, Bilbao, is an eligible center. Candidates interested in stochastic processes, random walks and anomalous diffusion may get in contact with me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Here are the deadlines: BCAM deadline: by 26th August 2025.. Call deadline: by 25th September 2025. Thank you very much. Sincerely, Gianni — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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Seminar presented by Sara Merino Aceituno - Applications of Probability to Economics
by Enrico Scalas 14 Jul '25

14 Jul '25

Dear colleagues, On 17 July 2025 at 2pm (CET), Sara Merino Aceituno, (Faculty of Mathematics, University of Vienna, Austria) will present an online seminar whose title is: Large particle limit for jump processes Abstract: In this short course, we will study interacting particle systems whose dynamics are governed either by continuous-time Markov processes (such as coagulation models) or piecewise deterministic Markov processes (such as run-and-tumble dynamics). Our starting point will be the martingale formulation of these systems. The primary objective is to derive equations that approximate the behavior of the system as the number of particles becomes large. The seminar link is: https://uniroma1.zoom.us/j/87312544260 This is the third and last seminar of a series of three seminars organised by UMI-PRISMA on the Applications of Probability to Economics in preparation to the 2025 Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview The previous seminars were: on 26 June 2025, Marta Leocata (LUISS Guido Carli, Department of AI, Data and Decision Sciences) Two applications of multi-agent models in economic and social systems on 10 July 2025, Annamaria Olivieri, (University of Parma (Italy), Department of Economics and Management) Modelling Stochastic Mortality for Life Insurance Applications Everybody is welcome to join the seminar! The organisers Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Autumn Probability Day 2025 in Florence
by Elia Bisi 14 Jul '25

14 Jul '25

Dear colleagues, Save the date! The Autumn Probability Day 2025 will take place on the 21st of November at the University of Florence. The speakers will be Béatrice de Tilière (CEREMADE, Paris-Dauphine PSL) and Alexandre Gaudillière (CNRS, Aix-Marseille). As usual, each speaker will give an introductory lecture followed by a research seminar. Looking forward to welcoming you in Florence! Luisa Andreis, Luca Avena, Gianmarco Bet, and Elia Bisi ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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Non-Markov processes in Rome, 13-14 November 2025
by Enrico Scalas 11 Jul '25

11 Jul '25

Dear colleagues, The "Unconference on non-Markov processes" will take place on 13 and 14 November 2024 in room 34 of the Department of Statistical Sciences, Sapienza University of Rome, Italy. More details on the event are available at https://sites.google.com/uniroma1.it/nonmarkov/home Participation is free, but, if you are interested in participating, please write an e-mail to enrico.scalas(a)uniroma1.it briefly detailing your interest in non-Markov processes. Unfortunately, no funds are available to support this event, meaning that we are unable to refund participants. Best wishes, Enrico Scalas

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Interacting Particle Systems and Applications in Siena - Sept. 8-10
by GIOVANNI ALESSANDRO ZANCO 09 Jul '25

09 Jul '25

Dear all, We are glad to announce the workshop "Interacting Particle Systems and Applications", to be held in Siena from September 8th to September 10th, 2025. The workshop is sponsored by Università di Siena and the GNAMPA group of INdAM. All details can be found at https://sites.google.com/view/ipsa-siena2025/home . Registration is free but required. Please note that registration will be closed when we reach the maximum capacity of the venue. For enquiry please contact Giovanni Zanco at giovanni.zanco(a)unisi.it Best regards, the organizing committee Michele Coghi Mario Maurelli Carlo Orrieri Giovanni Zanco [image: Università di Siena] Giovanni Zanco *Dipartimento di ingegneria dell'informazione e scienze matematiche* T. +39 0577232870 [int.2870] <+390577232870> giovanni.zanco(a)unisi.it Università di Siena Via Roma, 56 53100 Siena | Italy www.unisi.it

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Avviso seminario_"Trento Probability Seminars"_Claudio Macci_Venerdì 11 luglio 2025_ore 15:00
by Luigi Amedeo Bianchi 08 Jul '25

08 Jul '25

*Nono seminario del ciclo "**Trento Probability Seminars**_" a.a. 2024-25_* *Luogo:* l'evento si terrà in presenza in Aula Seminari "1" - Povo0 e per via telematica attraverso collegamento alla piattaforma Zoom; per partecipare sarà necessario collegarsi al link seguente e inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/82578903026 <https://unitn.zoom.us/j/82578903026> Topic: Trento Probability Seminars Meeting ID: 825 7890 3026 Passcode: 978062 *Data:* Venerdì 11 luglio 2025 *Ore:* 15:00 *Large and moderate deviations for Gaussian Neural Networks* *Relatore:* *Claudio Macci* (Università di Roma Tor Vergata) *Abstract:* We prove large and moderate deviations for the output of Gaussian fully connected neural networks. The main achievements concern deep neural networks (i.e., when the model has more than one hidden layer) and hold for bounded and continuous pre-activation functions. Joint work with Barbara Pacchiarotti (Univ. Roma Tor Vergata) and Gianluca Torrisi (IAC-CNR). *Referenti:* Luigi Amedeo Bianchi, Stefano Bonaccorsi e Michele Coghi Per conoscere i prossimi eventi è possibile consultare la pagina/_https://eventi.unitn.it/it/trento-probability-seminars-20242025 <https://eventi.unitn.it/it/trento-probability-seminars-20242025>_/ Gli eventi passati si trovano alla pagina/https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars-20232024 <https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars…>/

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DEF Special Issue on Risk Measures and Insurance Premiums
by Emanuela Rosazza Gianin 08 Jul '25

08 Jul '25

Dear Colleagues, Together with Çağın Ararat, Asmerilda Hitaj, and Elisa Mastrogiacomo, I am guest editing a Special Issue of *Decisions in Economics and Finance* (Springer) entitled: *"Evolving Perspectives on Risk Measures and Insurance Premiums: From Static to Dynamic Approaches"* The aim of this issue is to gather high-quality contributions that explore both theoretical and applied aspects of risk measurement and insurance pricing. We would be very glad if you consider submitting a paper to this special issue. Here below you can find some additional details and the link to the Call for Papers. 📅 *Submission window*: September 1 – December 31, 2025 📌 *Call for Papers*: https://link.springer.com/journal/10203/updates/27789270 📝 *Submission portal*: https://www.editorialmanager.com/deaf/default.aspx Should you have any questions, please feel free to get in touch with any of us. Best regards, 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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PhD Scholarship Available at Roma Tre University
by Francesco Cesarone 05 Jul '25

05 Jul '25

Dear Colleagues, I am pleased to announce the availability of a PhD scholarship in Finance, Markets, and Regulation at Roma Tre University. **Application Deadline:** July 16, 2025, at 2 PM Rome time. We strongly encourage applications from students interested in Quantitative Finance. The research interests of our Quantitative Finance group at Roma Tre include: sustainable finance, which integrates environmental, social and governance criteria into investment decisions; machine learning for finance, i.e., application of machine learning techniques for pattern recognition and prediction of financial markets; portfolio selection models, i.e., optimization of investment strategies based on risk management and diversification; study of cryptocurrencies in the context of alternative instruments for investment; algorithms for trading, i.e., design and validation of systematic investment strategies; behavioral finance; multivariate statistical analysis for finance; study of risk measures in the context of quantitative assessment of uncertainty and potential economic and financial impacts. For more details, please visit our webpage<https://www.francescocesarone.com/papers>. The PhD program lasts three years. Each scholarship is approximately €16,243 gross per year, and students receive an additional budget of about €1,600 per year for research activities. Please feel free to contact me at francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> for additional information. You can find the official call webpage here: https://apps.uniroma3.it/public/bando2025/. We would appreciate your assistance in sharing this opportunity with any interested students or colleagues. Best regards, Francesco Cesarone * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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Probability Newsletter in Francia
by msimon＠math.univ-lyon1.fr 04 Jul '25

04 Jul '25

Buongiorno, Vorrei trasmettere alcune informazioni: è stata creata una nuova newsletter per la comunità dei probabilisti in Francia. Se volete mandare un annuncio, potete scrivere direttamente a proba(a)listes.math.cnrs.fr (in inglese o in francese) Tutte le informazioni sono qui: https://listes.math.cnrs.fr/wws/info/proba Buona estate Marielle

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Seminar presented by Annamaria Olivieri - Applications of Probability to Economics
by Enrico Scalas 04 Jul '25

04 Jul '25

Dear colleagues, On 10 July 2025 at 2pm (CET), Annamaria Olivieri, (University of Parma (Italy), Department of Economics and Management) will present an online seminar whose title is: Modelling Stochastic Mortality for Life Insurance Applications Abstract: In the closing decade of the last century, a generalized decrease in mortality rates has been reported in many countries, especially at adult and old ages, which was highly unanticipated. Until then, the modelling of mortality for insurance applications was mainly deterministic since, according to the classical insurance paradigm, in sufficiently large and homogeneous pools there is a high probability to achieve an outcome in line with what expected. Uncertain mortality trends are against such an argument. Net of the effect of the pandemic, the decreasing trend in mortality has persisted to current times, at a pace that remains random. Mortality has a clear impact on the liabilities of the life insurance (and pension) industry and an adequate mortality forecasting is among the key elements of an effective risk management design for a life insurer (or a pension fund), especially when longevity benefits are involved. Starting from the end of the last century, stochastic mortality modelling has become a core topic of actuarial science and many studies have greatly enriched the actuarial literature. In this presentation, the main characteristics of mortality trends are first summarized, with particular regard to the Italian population. Then, mortality and longevity risks are defined. Finally, a review of the main stochastic mortality models developed for actuarial purposes is provided. The seminar link is: https://uniroma1.zoom.us/j/85751921753 This is the second seminar of a series of three seminars organised by UMI-PRISMA on the Applications of Probability to Economics in preparation to the 2025 Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview The next seminar will be: on 17 July 2025 at 2pm, Sara Merino Aceituno (Faculty of Mathematics, University of Vienna, Austria), Large particle limit for jump processes The previous seminar was: on 26 June 2025, Marta Leocata (LUISS Guido Carli, Department of AI, Data and Decision Sciences) Two applications of multi-agent models in economic and social systems Everybody is welcome to join these seminars! The organisers Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Seminario Lukas Wessels a Milano-Bicocca
by Federica Masiero 04 Jul '25

04 Jul '25

Buongiorno segnalo il seguente seminario *Martedì 8 Luglio 2025, ore 11:30.* Aula 3014, Edificio U5, terzo piano, Dipartimento di Matematica e Applicazioni, via Cozzi 55, Università di Milano-Bicocca *Speaker*: Lukas Wessels, Georgia Institute of Technology, Atlanta *Title*: Necessary and Sufficient Conditions for Optimal Control of Semilinear SPDEs *Abstract:* In this talk, we consider a finite-horizon optimal control problem of stochastic reaction-diffusion equations. First we apply the spike variation method which relies on introducing the first and second order adjoint state. We give a novel characterization of the second order adjoint state as the solution to a backward SPDE. Using this representation, we prove the maximum principle for controlled SPDEs. As another application of our characterization of the second order adjoint state, we derive additional necessary optimality conditions in terms of the value function. These results generalize a classical relationship between the adjoint states and the derivatives of the value function to the case of viscosity differentials. The last part of the talk is devoted to sufficient optimality conditions. We show how the necessary conditions lead us directly to a non-smooth version of the classical verification theorem in the framework of viscosity solutions. This talk is based on joint works with Wilhelm Stannat. -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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IAMG Distinguished Lecture di Jeff Boisvert presso Politecnico di Milano
by Alessandra Menafoglio 03 Jul '25

03 Jul '25

Si avvisa che in data 11-07-2025, alle ore 10:00 presso il Politecnico di Milano, Edificio 14 (Via Bonardi 9), in Aula B.5.3 (quinto piano), nell’ambito delle attività del MOX e della IAMG Distinguished Lecture Series, si svolgerà il seguente seminario: Jeff Boisvert — University of Alberta e IAMG Distinguished Lecturer for 2025 Titolo: The Future of Machine Learning and Model Validation in the Earth Sciences: The Good, the Bad, and the Ugly Abstract: The earth sciences are being transformed by advances in machine learning (ML) and artificial intelligence. From optimizing mineral estimation and hydrocarbon production to improving wildfire prediction and management, these methods offer exciting opportunities for modeling and decision-making. However, these advances bring challenges with model validation, which is critical for ensuring that predictions are robust, reasonable, and actionable. This lecture will delve into the evolving role of ML in the mining, hydrocarbon, or wildfire industry, highlighting successes, pitfalls, and future prospects. "The Good" will explore case studies and implementations where ML has significantly improved modeling, decision making, and inference. "The Bad" will examine common pitfalls, including data biases, overfitting, and the misuse of algorithms without understanding domain constraints. Finally, "The Ugly" will confront the ethical and operational risks posed by poorly validated models, emphasizing the importance of transparency and domain experts. This lecture will not only focus on ML methods, but will also consider how to validate all types of earth science models including estimates, simulations, and decision making. We will discuss best practices for integrating ML models into traditional workflows while addressing the complexities of model validation. The seminar is part of the IAMG Distinguished Lecture Series, which is aimed to highlight the critical role of mathematics and statistics in addressing key challenges in the geosciences. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Contatto: Prof Alessandra Menafoglio, alessandra.menafoglio(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> Tutti gli interessati sono cordialmente invitati a partecipare, Alessandra Menafoglio — Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133 Milan - Italy Phone: +39 02 2399 4642 Email: alessandra.menafoglio(a)polimi.it

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Announcement: PhD Course on Games and Markets at Roma Tre University
by Francesco Cesarone 01 Jul '25

01 Jul '25

Dear All, I am pleased to announce a PhD course organized by the Research Group on Quantitative Finance at the Department of Business Studies, Roma Tre University. Below are the details for the course: **Course Title:** Games and Markets **Instructor:** Giancarlo Bigi, Professor of Operations Research at Pisa University, Department of Computer Science. **Schedule:** - Monday, July 14, h: 14:00 - 18:00; Tuesday, July 15, h: 10:00 - 14:00; Tuesday, July 15, h: 15:00 - 17:00; Wednesday, July 16, h: 10:00 - 14:00; Wednesday, July 16, h: 15:00 - 17:00; Thursday, July 17, h: 10:00 - 14:00. Participants can attend the seminars either in person at the Computer Lab (small room) located on the ground floor of the Department of Business Studies, Roma Tre University (Via Silvio D'Amico, 77, 00145 Rome, Italy) or online. For more information, please refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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