April 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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Seminario di Vanessa Jacquier in Sapienza - Giovedi' 7 Maggio
by Faggionato, Alessandra 29 Apr '26

29 Apr '26

Buongiorno, Giovedi' 7 Maggio alle ore 14:00 in Aula L (piano terra) del Dipartimento di Matematica in Sapienza *Vanessa Jacquier *(Univ. di Padova) terrà un seminario, di cui sotto trovate titolo e abstract. Buona giornata Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *Title: *Minimal shapes on the hyperbolic lattices and the emergence of metastability *Abstract: *We investigate geometric and dynamical aspects of hyperbolic lattices arising from regular tilings with 1/p+1/q<1/2. We first characterize finite shapes with minimal perimeter and show that the ratio of perimeter to volume converges to the isoperimetric constant. We also construct a family of regular layered balls that achieve this constant for any fixed volume. We then study the Ising model on finite subgraphs with minus boundary conditions and a positive external field h. For a suitable range of h, we prove the presence of metastable behavior, identify the metastable state, and characterize the exit time. Finally, we describe the energy landscape and analyze the nucleation mechanism for all positive values of h, including beyond the metastable regime. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Network Econometrics Summer School (June, 29 - July, 3, 2026, Venice, Italy)
by Roberto CASARIN 28 Apr '26

28 Apr '26

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, Ca' Foscari University, organizes the course for PhD students in: Network Econometrics, 29 June - 3 July, 2026, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2026 The Summer School aims to provide participants with models and tools from graph theory to analyze various effects of social, economic, financial, and political interaction. The school will host leading scholars to develop relevant network modeling and inference research and its applications to various fields. *Participation*: Online or in presence *Application Deadline*: May *Coordinator* Roberto Casarin <https://sites.google.com/view/robertocasarin>, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti <https://emanuelealiverti.github.io/>, University of Padova Monica Billio <http://venus.unive.it/billio/>, Ca' Foscari University of Venice Matteo Iacopini <https://matteoiacopini.github.io/>, LUISS University Mariangela Guidolin <https://scholar.google.com/citations?user=tOh7UTUAAAAJ&hl=it>, University of Padova Luca Rossini <https://lucarossini.wixsite.com/luca-rossini>, University of Milan Ovielt Baltodano Lopez <https://sites.google.com/view/ovieltbaltodano/>, Ca' Foscari University of Venice *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards -- 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>

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Tenure track in Data Science at BI Norwegian Business School (Oslo)
by Lavagnini, Silvia 28 Apr '26

28 Apr '26

Dear all, There is a new open position at the Department of Data Science and Analytics at BI Norwegian Business School (Oslo): We are looking for an Assistant Professor (4-year tenure-track position). 𝗧𝗵𝗲 𝗥𝗼𝗹𝗲: • Focus on Machine Learning, AI, and Statistical Learning. • Low teaching load and competitive research support. • Part of the Center for Applied AI and SURE-AI. 𝗥𝗲𝗾𝘂𝗶𝗿𝗲𝗺𝗲𝗻𝘁𝘀: PhD in Computer Science, Math, Stats, or related fields. For info and application form: https://bi.easycruit.com/intranet/intranet/vacancy/3620885/195887?iso=no Deadline: 26/05/2026 Best regards, Silvia — Silvia Lavagnini Assistant Professor Department of Data Science and Analytics Nydalsveien 37, 0484 Oslo www.bi.edu/silvia-lavagnini<https://www.bi.edu/about-bi/employees/department-of-data-science-and-analyt…>

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QFinLab Seminar - Riccardo Brignone (Università di Pavia) - 4/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 28 Apr '26

28 Apr '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Monday, 4 May 2026, 13.15-14.15 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/meet/37636229162148?p=ARUIgsqktVw4OOzc64> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Riccardo Brignone (Università di Pavia) Title: Pricing path-dependent options under stochastic volatility models with arbitrary accuracy. Abstract: We propose a unified methodology for pricing general path-dependent derivatives, such as (without sake of exhaustiveness) Asian, barrier, variance, lookback and cliquet options. The proposed approach is based on the Monte Carlo Conditional Fourier-cosine method and works for a broad class of stochastic volatility models. The main benefit of the new algorithm over existing literature consists in a simple and effective control of the error. A practitioner needs to provide the pricing algorithm with two parameters: i) a probability, q; ii) an error tolerance, ε. Then, our proposed algorithm provides a price approximation that differs by no more than e from the true unknown option price with probability at least equal to ε. In other words, the practitioner can easily control the accuracy of the price approximation, contrarily to any other approach proposed in the literature so far. We provide explicit formulas linking the variance of the Monte Carlo simulation estimator of the option price, the error tolerance, and the number of simulations. Leveraging such formulas, it is possible to drastically reduce computing times through variance reduction techniques, rendering the pricing methodology computationally efficient. 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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LSAA 2026, June 15–18 – registration deadline extended to May 14
by Andreas Petersson 28 Apr '26

28 Apr '26

Dear colleagues (apologies if you get multiple copies of this email), The registration deadline for the Linnaeus Workshop on Stochastic Analysis and Applications (LSAA 2026), held at Linnaeus University in Växjö, Sweden, during the Midsummer week of June 15–18, 2026, has been extended to May 14. We would be grateful if you could forward this information within your department. LSAA is an annual conference series (since 2010) and a meeting point for researchers working on stochastic processes, differential equations, and applications, with a focus on fostering collaboration across stochastics, numerics, analysis, and complex systems. We welcome contributed talks, and PhD students and early-stage researchers are especially encouraged to participate. The workshop is held in conjunction with the 3rd Young Summer School on Stochastic Analysis. Register and find details: https://lnu.se/en/lsaa2026 We look forward to welcoming you to Växjö in June! Best regards, Andreas Petersson, Wolfgang Bock, and Astrid Hilbert (Workshop organizers)

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Reminder: OWABI Seminar - Oksana Chkrebtii - April 30 - 1pm UK time
by Massimiliano Tamborrino 28 Apr '26

28 Apr '26

Dear all, a kind reminder of this week's OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> seminar on April 30, 1pm UK time, when Oksana Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) will talk about "Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems". The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/374263351331567?p=tEOIPwLR7ejGFX1vSm Meeting ID: 374 263 351 331 567 Passcode: B8Em6Cg9 Speaker: Oksana A. Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) Title: Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems Abstract: Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference methods that explore the parameter space without explicit likelihood evaluations, relying instead on sequential simulation, which comes at the cost of computational efficiency and extensive tuning. We develop an alternative framework called kernel-adaptive synthetic posterior estimation (KASPE) that uses deep learning to directly reconstruct the mapping between the observed data and a finite-dimensional parametric representation of the posterior distribution, trained on a large number of simulated datasets. We provide theoretical justification for KASPE and a formal connection to the likelihood-based approach of expectation propagation. Simulation experiments demonstrate KASPE’s flexibility and performance relative to existing likelihood-free methods including approximate Bayesian computation in challenging inferential settings involving posteriors with heavy tails, multiple local modes, and over the parameters of a nonlinear dynamical system. Keywords: Deep learning; likelihood-free inference; generative models. Reference: R. Zhang, O.A. Chkrebtii, D. Xiu. Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems. Preprint at ArXiv:2508.00167 https://arxiv.org/pdf/2508.00167 Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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SPASS seminar: Alessandro Panconesi - Wed 29 Apr at 14:00
by Alessandra Caraceni 27 Apr '26

27 Apr '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar <https://sites.google.com/unipi.it/spass/seminars?authuser=0> (jointly organised by UniPi, SNS, UniFi and UniSi): Speaker: Alessandro Panconesi (Sapienza Università di Roma) Title: Probabilistic Algorithms and Methods for the Web Economy Date and time: Wed, April 29th at 14:00 CET Place: Aula Mancini, Palazzo della Carovana, Scuola Normale Superiore, Pisa Join online: https://meet.google.com/cuf-mjvp-ynv On behalf of the organisers, Alessandra Caraceni ********************* Abstract: The web economy offers a wealth of challenging problems for algorithmic research, many of which require fundamentally probabilistic techniques. In this talk, I will briefly discuss two examples from our work. First, I will consider the classic online matching problem, a central primitive in online advertising. We prove a new impossibility result: no online algorithm can achieve a competitive ratio better than 1-e^{1-e}. Second, I will turn to problems arising in discrete choice, a framework widely used in economics. In particular, within random utility models (RUMs) – introduced by Nobel laureate Daniel McFadden – we establish a striking impossibility result about the learnability of user preferences. This result shows that even with massive data and computational power, web platforms face fundamental limits in inferring user behaviour. This is joint work with Flavio Chierichetti, Mirko Giacchini, Ravi Kumar, Erasmo Tani, Andrew Tomkins and Andrea Vattani.

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