Random

Download

random@lists.dm.unipi.it

September 2026

27 participants
32 discussions

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)

1 0

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>*

1 0