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

Workshop Announcement MFDCG - Padova, February 1 - 3, 2027
by alekos.cecchin＠unipd.it 04 Sep '26

04 Sep '26

Dear all, It is our pleasure to announce the workshop Mean Field Dynamics, Control and Games, which will take place at the Department of Mathematics of the University of Padova on February 1-3, 2027. The aim of the workshop is to gather experts and young researchers in different areas related to mean field systems with strategic interaction, including mean field games, mean field control problems, propagation of chaos for McKean-Vlasov dynamics, singular interactions, equations on the space of probability measures, regularization by noise, numerical methods, and financial applications. SPEAKERS: * Charles BERTUCCI (Paris Dauphine) * Amarjit BUDHIRAJA (North Carolina) * Luciano CAMPI (Milano Statale) * Giulia CAVAGNARI (Politecnico Milano) * Giacomo CECCHERINI SILBERSTEIN (Rennes) * Marco CIRANT (Padova) * Quentin CORMIER (Inria Saclay) * Paolo DAI PRA (Verona) * François DELARUE (Côte d'Azur) * Jodi DIANETTI (Roma Tor Vergata) * Fausto GOZZI (LUISS Roma) * Mathieu LAURIÈRE (NYU Shangai) * Marta LEOCATA (LUISS Roma) * Elisa MARINI (Paris Dauphine) * Chenchen MOU (Hong Kong) * Paul NIKOLAEV (TU Berlin) * Athena PICARELLI (Verona) * Alessio PORRETTA (Roma Tor Vergata) * Francisco SILVA (Limoges) * Nizar TOUZI (NYU New York) Further information on the event and the registration link are available on the website (registration is free but mandatory): https://events.math.unipd.it/MFDCG We would be grateful if you could circulate this announcement among any potentially interested people. We look forward to welcoming you in Padova. Kind regards, The organizers Alekos Cecchin, Giovanni Conforti, Daniela Tonon

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Back to school: a workshop and a mini-course in Tor Vergata
by Michele Salvi 02 Sep '26

02 Sep '26

Dear all, The Rome Centre on Mathematics for Modelling and Data Sciences (RoMaDS, for friends) at the University of Rome Tor Vergata is back from the summer break. On the RoMaDS website <https://www.mat.uniroma2.it/~rds/events.php> you can already find a preliminary calendar for the Autumn season. For the month of September, we would like to highlight the following two events: > September 21-22 Rome Workshop on Log-Correlated Fields and SPDEs Villa Mondragone, Frascati. All information at this link <https://sites.google.com/view/log-spde-rome>. > September 24-25 (10h00-12h00 and 13h30-15h30 on both days) Mini-course by Dario Trevisan (Università di Pisa) From Gaussian Limits to Feature Learning in Wide Neural Networks Department of Mathematics, Aula Dal Passo Abstract: Wide neural networks can be seen as random functions whose behavior simplifies in several different large-width regimes. At the scale of typical fluctuations, central-limit phenomena lead to Gaussian-process limits with recursively defined covariance kernels, while the parameter-space tangent geometry converges to the neural tangent kernel and yields a linearized description of training. These Gaussian and kernel limits provide a remarkably tractable theory of random initialization and learning, but they capture only part of the finite-width behavior. The course develops a probabilistic view of random wide neural networks across these different scales. We will study Gaussian and quantitative finite-width approximations, neural tangent kernel limits, large deviations of outputs and empirical layer kernels, and regimes in which feature learning survives at large width. Large-deviation theory provides a complementary description of rare, non-Gaussian behavior: atypical outputs can be realized through atypical internal kernels, leading to variational representations of the output rate function. Under suitable Bayesian scalings, the same viewpoint yields posterior variational problems over both predictors and kernels, providing one probabilistic mechanism for data-dependent feature learning. We will compare this with dynamical feature-learning limits such as mean-field and maximal-update regimes, emphasizing throughout how different scalings reveal different aspects of neural networks. See you soon in Tor Vergata! These events are part of the Excellence Project MatMod@TOV.

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IJTAF: Special Issue on Non-Markovian dynamics in finance: factor modelling and beyond
by Enrico Scalas 02 Sep '26

02 Sep '26

Care colleghe e colleghi, vi scrivo per segnalare un futuro numero speciale di International Journal of Theoretical and Applied Finance ( https://www.worldscientific.com/worldscinet/ijtaf) Se vi interessa inviare un articolo potete scrivere a Lorenzo Torricelli e/o a me. Grazie per l'attenzione e cordiali saluti, Enrico Scalas -- Call for Papers Special Issue on Non-Markovian dynamics in finance: factor modelling and beyond Guest Editors: Enrico Scalas (Department of Statistical Sciences, Sapienza University of Rome) Lorenzo Torricelli (Department of Statistical Sciences, University of Bologna) Scope and Objectives Factor models are an established framework in financial modeling, essential for capturing the inherent complexity of market dynamics. Recent research has increasingly moved toward relaxing the Markov property of underlying stochastic drivers, primarily for two reasons: to achieve a more robust fit for the statistical properties of volatility, and to account for the empirical reality of periods of price staleness and non-exponential inter-trade durations. This special issue serves as a forum for these two methodological strands to converge, highlighting their synergies or, more ambitiously, discussing unified frameworks for their joint implementation. Topics of Interest Contributions on option pricing, portfolio selection, market microstructure and other relevant problems in quantitative finance are welcome. Theoretical contributions are also welcome, provided they have demonstrable applicability in finance. Submission Guidelines and Important Dates Submissions open: 1 August 2026 Submissions close: 1 February 2027 Expected publication: Volume 5 (August) 2027 Manuscripts should be prepared according to the journal’s formatting guidelines and submitted through the IJTAF online submission system. Submissions will undergo a rigorous peer-review process to ensure high scientific quality. Please indicate the title of this special issue (Special Issue on Emerging Topics in Quantitative and Climate Finance) when you submit your paper. https://www.editorialmanager.com/ijtaf/Default.aspx?pg=login.asp&username= Number and Length of Papers The Special Issue will include between five and eight papers. Submissions should be approximately 15 to 35 pages in length (including references, figures, and appendices)

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Bando Premio Archimede
by Claudia Ceci 01 Sep '26

01 Sep '26

dynamics Con piacere segnalo la pubblicazione del bando per la prima edizione del *"Premio Archimede per la Matematica Applicata alla Scienza, all'Industria e alla Società"*, un'iniziativa promossa congiuntamente da *AIRO, AMASES, INdAM, SIMAI e UMI*. Il bando, il regolamento e la convenzione costitutiva tra i soggetti promotori del Premio sono consultabili sul sito UMI al seguente link: https://umi.dm.unibo.it/premi-old/premio-archimede-per-la-matematica-applic… <https://us.list-manage.com/oqN776xt2g7?e=d696bd42da&c2id=53aaf3840ef8030915…> *La scadenza è il 31/10/2026.* In calce alla presente mail si allegano una sintesi degli elementi rilevanti dell’edizione 2026 e il *link al bando in formato PDF* <https://us.list-manage.com/JJ4Xt1JWYiI?e=d696bd42da&c2id=53aaf3840ef8030915…> . Claudia Ceci Dip. MEMOTEF Università di Roma Sapienza -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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