February 2026 - Random - Mailing list — Dipartimento di Matematica, UniPI

[Call for Talks & Papers] VieCo26- Vienna-Copenhagen Conference on Financial Econometrics 2026
by Viktoria Schildhammer 21 Oct '26

21 Oct '26

Dear colleagues, We invite submissions for the upcoming Vienna-Copenhagen Conference on Financial Econometrics, taking place at the University of Vienna, Austria from August 13-15th 2026. This long-standing meeting series brings together researchers working on theoretical, methodological, and empirical aspects of financial econometrics, statistics, applied mathematics, and quantitative economics. Topics include (but are not limited to): risk measurement and management, asset pricing, forecasting, high-frequency statistics, market microstructure, derivatives, and machine learning in finance. The conference will take place at the Faculty of Business, Economics and Statistics of the University of Vienna located in the heart of Vienna. This is an in-person meeting only. Keynote Speakers: Lasse Heje Pedersen, Copenhagen Business School Shuping Shi, Macquarie University Michael Wolf, University of Zurich & ADIA Lab Please submit your paper in PDF format via vieco26.isor(a)univie.ac.at Submission Deadline: March 1st, 2026 Organizers: Nikolaus Hautsch, University of Vienna Anders Rahbek, University of Copenhagen Stefan Voigt, University of Copenhagen Please visit our website, https://vieco2026.univie.ac.at, for further information. For inquiries, please contact vieco26.isor(a)univie.ac.at. We are looking forward to your submissions. Best regards, The Organizers

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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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Seminario Padova - Bouchot
by alekos.cecchin＠unipd.it 08 May '26

08 May '26

Buongiorno a tutte/i, Vorremmo segnalarvi che Venerdì prossimo (6 Marzo) alle 14:30 in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Nicolas Bouchot (Universität Innsbruck) <https://www.uibk.ac.at/mathematik/personal/bouchot-nicolas/bouchotnicolas.h tml> website Title: Confined walk, interlacements and covering time Date: March 6, 2026, at 14:30, 2AB40 Abstract: Random interlacements are understood to naturally arise as a full-volume limit of random walks spending a long time inside a domain. However, this understanding is somewhat indirect, as it is often through ways of large deviations principles. In this talk, I will present a straightforward model: the random walk confined inside a domain. We obtain a precise coupling between this confined walk and some interlacements tilted by the first Laplace eigenvector on the domain. As an application, I will present asymptotics for the covering time of subdomains by the confined walk. Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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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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Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 03 Mar '26

03 Mar '26

Care colleghe e colleghi, vi annunciamo che sono aperte le registrazioni per il workshop Junior Female Researchers in Probability, che si terrà a Berlino dal 24 al 26 giugno 2026. Sotto l’annuncio completo. Vi prego di diffonderlo a chiunque crediate possa interessare. Alexander Zass — We're excited to announce the workshop Junior Female Researchers in Probability, taking place June 24–26, 2026 at TU Berlin. The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. Keynote lectures will be given by: Patricia Alonso Ruiz (University of Jena) Alison Etheridge (University of Oxford) Patriçia Goncalves (IST Lisbon) Additional invited talks will be given by: Alejandra Avalos-Pacheco (JKU Linz) Ofelia Bonesini (LSE London) Chengcheng Ling (University of Augsburg) We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: https://www.wias-berlin.de/workshops/JFRP26/ The deadline for registration is March 1, 2026. The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Doctoral Colloquium in Risk Analytics (session 5)
by Maria Elvira Mancino 02 Mar '26

02 Mar '26

*Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ The fifth session on *Decentralized Finance and risk challenges from CBDCs and crypto markets* will be held on April, 13-24, 2026, by: *a) *Week 1: *Alfred Lehar, *University of Calgary, *Decentralized Finance* *b) *Week 2: *Gina Pieters*, Digital Economy Consulting, and Cambridge Centre for Alternative Finance, U. Cambridge*, * *Anticipating new risk channels from CBDCs, Stablecoins, and Crypto Markets* We seek PhD students from Italian or Foreign Universities, who remain aﬃliated with their Doctoral School. Students must attend the whole session. They may get credit for the courses taken within the Colloquium. *There are no participation fees; travel and accommodation are covered by the Colloquium* (see below). Up to four additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own travel and accommodation expenses. *Venue* Polo Didattico San Basilio <https://www.unive.it/pag/10128/>, Venice We offer: - an outstanding Faculty of leading researchers; - work in a multidisciplinary team with other doctoral candidates; - no tuition fees, with - free accommodation on the Camplus Santa Marta and Centro Culturale Don Orione Artigianelli (walking distance of the San Basilio venue); - travel expenses reimbursed (up to 200 euro). Each session includes two courses. Each course is delivered over 20 hours over one week, combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. Students who achieve a Pass obtain 4 ECTS per course. *Applications* Students can apply through the site https://landing.cafoscarichallengeschool.it/docra/ *Deadline : March 6, 2026* For more information, please visit https://landing.cafoscarichallengeschool.it/docra/ or get in touch through colloquia.cicf(a)unive.it. We’ll be happy to organize a zoom session. *DoCRA is a joint initiative of CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine*

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Seminar by Prof. Frank den Hollander at IMT Lucca | March 4, 2026
by Anna Gallo 28 Feb '26

28 Feb '26

Dear all, On behalf of Prof. Diego Garlaschelli, I am pleased to announce that next week *Professor Frank den Hollander* will visit IMT Lucca and give a seminar entitled *The Friendship Paradox for Social Networks* (see abstract below). The seminar will take place on: *March 4, 2026 – 3:00 PM* San Francesco Complex – Sagrestia IMT School for Advanced Studies Lucca Join online at: imt.lu/sagrestia . All the best, Anna ------------------------------ *Abstract: *Consider a group of individuals who form a social network. For each individual in the group compute its friendship-bias, i.e., the difference between the average number of friends of its friends and the number of its friends (all friendships are mutual), and average these numbers over all the individuals in the group. It turns out that the latter average is always non-negative, and is strictly positive as soon as not all individuals have exactly the same number of friends. This fact, which at first glance seems counterintuitive, goes under the name of friendship paradox. In this talk we model the social network as a graph and explain where the friendship paradox comes from. For sequences of random graphs that converge locally in an appropriate sense, we quantify the friendship paradox by identifying the limit of the empirical distribution of the friendship-biases of all the individuals. For two examples of random graphs, we work out the properties of this limit in detail. We further discuss variants of the model where we look at the number of friends at deeper levels and at quantities other than the number of friends. We close by offering an outlook on future challenges.

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Fwd: Assistant Professor in Mathematics (3 year position), University College Dublin
by Elia Bisi 27 Feb '26

27 Feb '26

Dear colleagues, I’m glad to circulate the announcement below. Best regards, Elia Bisi ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group ---------- Forwarded message ---------- From: Neil O'Connell <neil.oconnell(a)ucd.ie> Date: 27 Feb 2026 at 14:52 +0100 To: Neil O'Connell <Neil.oconnell(a)ucd.ie> Subject: Assistant Professor in Mathematics (3 year position), University College Dublin > Dear colleagues, > > The School of Mathematics and Statistics at University College Dublin is currently advertising a three-year Assistant Professor position in Mathematics, with closing date March 23. Preference will be given to applicants whose research is in the area of probability, although applicants from all areas of Mathematics are invited to apply. > > For more details, see > > https://www.jobs.ac.uk/job/DQQ295/lecturer-assistant-professor-in-mathemati… > > Please forward to anyone who you think might be interested. > > Best wishes, > Neil

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Call for applications - 2026 Bocconi Summer School on Causality and Graphical Models
by Antonio Lijoi 27 Feb '26

27 Feb '26

CALL FOR APPLICATIONS 2026 BOCCONI SUMMER SCHOOL IN STATISTICS AND PROBABILITY The 2026 edition of the Bocconi-StatML Summer School in Statistics and Probability, jointly organized by Bocconi University with the University of Oxford and Imperial College London, will take place JULY 8-17, 2026, at Villa del Grumello, Lake of Como, Italy. The topic of this year’s school is **Causality and Graphical Models** The main instructor is Aad van der Vaart (TU Delft). The summer school is open to all interested scholars and is particularly aimed at PhD students. The deadline for applications is: April 14, 2026. For more information, please visit: https://bss2026.lakecomoschool.org/ or contact BSS.statistics(a)unibocconi.it

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[Deadline extended] Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 27 Feb '26

27 Feb '26

Care colleghe e colleghi, vogliamo ricordarvi il prossimo workshop di Junior Female Researchers in Probability, annunciato qui sotto. Il termine ultimo per registrarsi è stato posticipato al 15 marzo. Potete trovare maggiori informazioni alla pagina web: https://www.wias-berlin.de/workshops/JFRP26/. Vi prego gentilmente di diffondere questo annuncio a chiunque crediate possa interessare. Cordialmente, Alexander Zass > We're excited to announce the workshop > Junior Female Researchers in Probability, > taking place June 24–26, 2026 at TU Berlin. > > The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. > > Keynote lectures will be given by: > Patricia Alonso Ruiz (University of Jena) > Alison Etheridge (University of Oxford) > Patrícia Gonçalves (IST Lisbon) > > Additional invited talks will be given by: > Alejandra Avalos-Pacheco (JKU Linz) > Ofelia Bonesini (LSE London) > Chengcheng Ling (University of Augsburg) > > We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: > https://www.wias-berlin.de/workshops/JFRP26/ > The deadline for registration is March 1, 2026 [extended to March 15, 2026]. > > The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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