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

Postdoctoral position in model-based anomaly detection in networks - University of Torino, ESOMAS Department
by Pierpaolo De Blasi 22 Sep '26

22 Sep '26

Dear colleagues, We would like to draw your attention to a one-year postdoctoral research position (incarico di ricerca) available at the ESOMAS Department of the University of Torino. The research project focuses on model-based anomaly detection in networks. Full information and application instructions are available a here: https://lavorainateneo.unito.it/details_ir.html?id=055b599d-b1b3-4bbf-90f2-… *Deadline for applications*: 13 October 2026, at 13:00 CEST Scholars who have obtained a Master’s degree, a single-cycle degree, or an equivalent qualification awarded abroad no more than six years before the application deadline are eligible to participate in the selection process. The selected candidate will work on developing statistically principled approaches to anomaly detection based on probabilistic models for network structure, such as Stochastic Block Models (SBMs). We are looking for candidates with experience in: * statistical inference and machine learning, with particular emphasis on clustering and classification algorithms; * network analysis. I would be grateful if you could circulate this announcement among potentially interested candidates. Best regards, Pierpaolo De Blasi -- Pierpaolo De Blasi Professor of Statistics ESOMAS, University of Torino Fellow, Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Secondo ciclo di seminari online sulle applicazioni della probabilità in economia: Sara Biagini
by Enrico Scalas 21 Sep '26

21 Sep '26

Buongiorno, ecco l'annuncio e il link per il terzo e ultimo seminario della serie per quest'anno. Speaker: Sara Biagini, Department of AI, Data and Decision Sciences, LUISS Date: 25 September 2026, 2:00 PM Title: An introduction to carbon markets regulation: carbon neutrality and Net-Zero Abstract: After introducing carbon markets, we analyze the impact of carbon dioxide regulation on a system of polluting, heterogeneous companies. We consider two compliance frameworks: one based on an emission trading system (ETS) mechanism and the other relying only on abatement efforts. The shocks in the economy are spanned by a multivariate Brownian motion, and the companies’ emissions are modeled as general diffusions. Firms must match their projected emission imbalance with their reduction effort at the compliance date in both frameworks. Under the ETS program, to do so firms can both abate and trade carbon permits in the ETS permits exchange. Existence and uniqueness of the optimal abatement and trade, together with the equilibrium carbon price, are proven under mild necessary and sufficient conditions. The optimizers and the carbon price are explicit, and their analytic expressions provide an instance of classic economic principles. Numerical examples illustrate the flexibility of the model in the study of the effect of significant allocation policies. Under the net-zero framework, firms can only rely on abatement, which is also provided in closed-form. link: https://polimi-it.zoom.us/j/92441911901 backup link: https://teams.microsoft.com/meet/320979871582913?p=m9GlxMBKHZBCdbzitS Cordiali saluti, Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Next Webinar PRISMA - Oct 6, 2026 - Speakers: M. Stecconi & A. P. Todino
by Maurizia Rossi 21 Sep '26

21 Sep '26

Webinar of the team UMI - PRISMA (http://www.umi-prisma.polito.it/) PRISMA webinars follow a colloquium-style format designed to foster exchange and discussion within the Italian probability and statistics community. Each session features two speakers, who give two closely connected 30-minute talks providing the community with a perspective on their research area. Over the past few years, recordings of the seminars have been made available on the UMI YouTube channel: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb The next event is scheduled for *Tuesday, Oct 6, 2026*. The speakers will be *Michele Stecconi* (Université du Luxembourg) and *Anna Paola Todino* (Università del Piemonte Orientale), who will speak on: *Statistics on Yau's conjecture: variance asymptotics and Wiener-Itô chaos decomposition for Gaussian nodal volumes* according to the following schedule *16:00 Stecconi* (Statistics on Yau’s conjecture: variance asymptotics) 16:30 Break and discussions *16:45 Todino* (The Wiener-Itô chaos decomposition for Gaussian nodal volumes) 17:15 Conclusions and discussions The *abstract* can be found below. The seminars will be streamed on *Webex* at the following link: https://unimib.webex.com/unimib-it/j.php?MTID=mad4e0bc0268687d5172a5217fffb… Numero Riunione: 2744 110 0273 Password Riunione: Abu39JQkaQ4 We look forward to seeing many of you there! Luciano Campi, Maurizia Rossi *Abstract (Stecconi). *Yau's conjecture predicts that the nodal set (the set of zeroes) of a Laplace eigenfunction on an n-dimensional compact Riemannian manifold has volume proportional to the frequency. Berry's conjecture suggests a statistical viewpoint: at high frequency, eigenfunctions should look locally like monochromatic random waves. We give Yau's conjecture a probabilistic formulation and study how much the nodal volume of a random wave fluctuates around the predicted value, depending on the spectral window. For wide windows, of size proportional to the frequency, the variance has exactly the order 1/N, where N is the number of eigenfunctions in the window, on every manifold. For the monochromatic window, on manifolds without conjugate points (negatively curved ones, for instance), we obtain an upper bound smaller than the square of the best one previously known. This improvement reveals that Berry's cancellation holds on such manifolds: the nodal volume of monochromatic waves fluctuates strictly less than it does for wider ones, and strictly less than the volume of any non-zero level set. The proofs rely fundamentally on a new Wiener chaos decomposition of nodal volumes, discussed in the subsequent talk. *Abstract (Todino). *Analyzing the fluctuations of Gaussian zero sets often requires decomposing the nodal volume into orthogonal components known as Wiener-Itô chaos. Historically, this approach has suffered from severe computational complexity, especially in high dimensions, restricting its applicability to highly symmetric spaces. In this talk, we introduce a new, remarkably simpler formula for the chaos expansion of smooth Gaussian fields on arbitrary Riemannian manifolds. We will show how this new perspective drastically reduces the complexity of variance computations, moving from products of many Hermite polynomials to just four, and removes isotropy requirements. -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Course by Arturo Kohatsu-Higa on Malliavin calculus
by Stefano Pagliarani 21 Sep '26

21 Sep '26

Dear all, We are pleased to announce the PhD course “TOPICS IN STOCHASTIC ANALYSIS: MALLIAVIN CALCULUS” taught by Prof. Arturo Kohatsu-Higa (Ritsumeikan University). The course comprises 5 lectures and will take place at the Department of Mathematics of the University of Bologna, from October 12 to 21. Further information about the program, including the detailed schedule and classroom locations, is available at: https://seminari.dm.unibo.it/mat/cycles/110 The course can also be attended online via Zoom: https://unibo.zoom.us/launch/jc/93525012650 For further information, do not hesitate to contact me. Best regards, Stefano Pagliarani ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Full Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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Seminar: Bruno Dupire at Luiss – September 24
by Alessandro Bondi 19 Sep '26

19 Sep '26

Dear All, On Thursday, September 24, at 12:00 p.m., Bruno Dupire (Head of Quantitative Research at Bloomberg L.P. and instructor at NYU Courant) will give the following talk at the Department of AI, Data and Decision Sciences at Luiss University in Rome: Title: 10 Things You Should Know as a Quant Abstract: This talk offers a journey across a variety of principles in quantitative finance, such as risk neutral pricing, completeness, hedging… and shows how 4 new ideas (including the Local Volatility model and the Functional Ito Calculus) came from business needs. As seating is limited, anyone interested in attending is kindly asked to fill out the following participation form: https://docs.google.com/forms/d/1jl2gl4kPUHlvK842wyBrWJyILkIWT_QNN0cI9EojZ4… Best wishes, Alessandro Bondi. La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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SPASS seminar: Matteo Palmieri - Tue 22 Sept
by Lorenzo Marino 18 Sep '26

18 Sep '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar https://sites.google.com/unipi.it/spass/seminars?authuser=0 <https://sites.google.com/unipi.it/spass/seminars?authuser=0%3E> (jointly organised by UniPi, SNS, UniFi and UniSi): Speaker: Matteo Palmieri (Max Planck Institute, Leipzig, Germany) Title: A geometrically linear approximation of min-max optimal matching Date and time: Tuesday, September 22th at 14:00 CET Place: Aula Bianchi Scienze, Palazzo della Carovana, Scuola Normale Superiore, Pisa Abstract: In this talk, I will present a connection between min-max optimal matching and a certain isoperimetric problem with a random volume term with white-noise character. The former is the discrete combinatorial optimization task of finding the matching between two random point clouds, which is optimal in the sense that it minimizes the maximum distance between coupled points. The latter, in its additive form, can be interpreted as an isotropic version of the random-field Ising model at zero temperature. Both problems are critical in two dimensions and scale like the power 3/4 of the number of exponential scales involved. Relying on ideas from the regularity theory of minimal surfaces, in the second problem one may replace the perimeter by the Dirichlet energy. This defines a geometrically linearized, simpler, (1+1)-dimensional action, which enjoys an additional scaling invariance and allows us to identify the leading-order constant of the two optimal values. This is based on joint work with Xiaopeng Cheng, Felix Otto, Arthur Wachtel and Christian Wagner. Link for online meeting: https://teams.microsoft.com/meet/390074246582827?p=Xp6u4MkqCTuuHNvlpl On behalf of the organisers, Lorenzo Marino

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Padova Spring School on *Strategic information*, May 16th - 21st, 2027
by Giorgia Callegaro 18 Sep '26

18 Sep '26

Dear colleagues, Together with Luciano Campi (Milano), René Aïd (Dauphine) and Damien Fessler (Institut Louis Bachelier), we are organizing a Spring School on *Strategic Information*, which will take place at the University of Padova from *16 to 21 May 2027*. The school aims to bring together two complementary research communities: stochastic analysis and stochastic control under partial information, including filtering and information theory, and game theory with incomplete information, including cheap talk, Bayesian persuasion and the strategic use of information. The program will combine tutorials, research seminars, contributed talks and poster sessions, with applications in particular to economics and finance. We have now opened a *call** for contributions for PhD students and postdoctoral researchers*. They may apply to present a paper, and PhD students may also submit a poster proposal. The application deadline is *30 November 2026*, with applications reviewed on a rolling basis to be uploaded on the school website *stratinfo.sciencesconf.org <http://stratinfo.sciencesconf.org>*. For accepted PhD students, *accommodation, registration fees and lunch meals* will be covered by the school. The complete text of the call can be found here: https://stratinfo.sciencesconf.org/data/pages/Call_for_Contributions_Spring… We would be grateful if you could circulate it to PhD students and postdocs who might be interested. Further information on the tutorials, the invited speakers and applications are also available on the Spring School website: *stratinfo.sciencesconf.org <http://stratinfo.sciencesconf.org>*. Best regards, Giorgia, Luciano, Damien and René -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminar by R. van der Hofstad at Milano-Bicocca (25 September)
by Francesco Caravenna 18 Sep '26

18 Sep '26

I am pleased to announce the following seminar at Milano-Bicocca: Remco van der Hofstad (Eindhoven University of Technology) The number and structure of connected graphs with a fixed degree sequence Friday, 25 September at 14:00 Room U9-08 (Building U9, Viale dell'Innovazione 10, Milano) Streaming (WebEx): link <https://unimib.webex.com/unimib-it/j.php?MTID=m231eb8e5e4a064481de4a585b6be…> The abstract follows below. Everyone interested is welcome. Best regards, Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract. We study connected graphs with a fixed degree sequence, in the sparse setting where the number of edges grows linearly in the number of vertices. Using the relation to the configuration model, we identify the number of such connected graphs up to a subexponential order. We do this by viewing a connected graph with a given degree distribution as the realization of the giant component in a larger configuration model, and carefully choosing the degree distribution of the larger graph so that it is likely that its giant component has the required degree distribution. To ensure that the connected graph has exactly the correct degrees, we use a switching argument. We further identify the local structure of a uniform random graph with prescribed degrees. This is joint work with Sasha Bell and Serte Donderwinkel. Possibly I will also touch upon work with them and Luisa Andreis. %%%%%%%%%%%%%%%%%%%%%%%%%% -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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Financial Engineering Position at Cornell Operations Research
by Giorgia Callegaro 18 Sep '26

18 Sep '26

Dear Colleagues, Please find below an announcement for an open faculty position at Cornell University in Operations Research / Financial Engineering: https://academicjobsonline.org/ajo/jobs/32633 <https://academicjobsonline.org/ajo/jobs/32633?utm_source=gemini> Best regards and have a great weekend -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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2027 Perspectives on Actuarial Risks in Talks of Young researchers
by Elena Vigna 18 Sep '26

18 Sep '26

Dear all The deadline for abstract submission for PARTY is approaching. * PARTY stands for /Perspectives on Actuarial Risks in Talks of Young researchers/. * This conference is targeting young researchers: PhD students and researchers, academics, practitioners within 5 years of PhD graduation. * It aims to give these young researchers the opportunity to present their findings in a friendly environment and to receive feedback from a few well-known experts (the keynote speakers) in their field about the relevance of their work both in academia and practice. * Seven keynote speakers have confirmed their participation (see the list on the attached flyer or on www.unil.ch/party/keynote-speakers/ <http://www.unil.ch/party/keynote-speakers/>). * It will take place in Pesaro, Italy, on January 24th - 29th, 2027. * The *deadline for abstract submission* is September 30^th , 2026. Additional details are provided in the attached flyer and on the 2027 PARTY website: www.unil.ch/party <https://wp.unil.ch/party/>.

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