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Winter mini-course on machine learning at Tor Vergata
by Michele Salvi 13 Feb '24

13 Feb '24

Dear all, Also this Winter RoMaDS ( https://www.mat.uniroma2.it/~rds/events.php ) will offer a mini-course on the mathematics of machine learning at Tor Vergata University in Rome. This year we are very happy to host Giovanni Conforti (Università di Padova & École Polytechnique, Paris) and Alain Durmus (École Polytechnique, Paris) from the 19th to the 22nd of February. They will present a 9 hours mini-course titled An introduction to Score-based Generative Models The course will be addressed also to non-experts of the field, it will be divided in 3 slots of 3 hours each and the tentative program is as follows (see the whole abstract at the end of the email): Lecture 1 & Lecture 2. (Mon 19th, 14h00-17h00) Introduction to generative models & Probabilistic/statistical tools for generative models Lecture 3 & Lecture 4. (Wed 21st, 09h30-12h30) A ”discrete” introduction to score-based diffusion models & A Itô-diffusion viewpoint on score-based diffusion models. Lecture 5 & Lecture 6. (Thu 22nd, 09h30-12h30) Convergence bounds for score-based diffusion models via stochastic control & Optimal transport and entropic optimal transport for generative modeling. You can find the whole Syllabus with more details on each lecture on RoMaDS webpage: https://www.mat.uniroma2.it/~rds/Files/SyllabusSGM.pdf All the lectures will be held in Aula Dal Passo, Department of Mathematics - Tor Vergata University. We do encourage in-person participation. Should you unable to come, here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project MatMod@TOV. Best, Michele Salvi Abstract of the course “An introduction to Score-based Generative Models” In simple words, generative modeling consists in learning a map capable of generating new data instances that resemble a given set of observations, starting from a simple prior distribution, most often a standard Gaussian distribution. This course aims at providing a mathematical introduction to generative models and in particular to Score-based Generative Models (SGM). SGMs have gained prominence for their ability to generate realistic data across diverse domains, making them a popular tool for researchers and practitioners in machine learning. Participants will learn about the methodological and theoretical foundations, as well as some practical applications associated with these models. The first two lectures motivate the use of generative models, introduce their formalism and present two simple though relevant examples: energy-based models and Generative Adversarial Networks. In the third and fourth lecture we present score-based diffusion models and explain how they provide an algorithmical framework to the basic idea that sampling from the time-reversal of a diffusion process converts noise into new data instances. We shall do so following two different approaches: a first elementary one that only relies on discrete transition probabilities, and a second one based on stochastic calculus. After this introduction, we derive sharp theoretical guarantees of convergence for score-based diffusion models assembling together ideas coming from stochastic control, functional inequalities and regularity theory for HamiltonJacobi-Bellman equations. The course ends with an overview of some of the most recent and sophisticated algorithms such as flow matching and diffusion Schrödinger bridges (DSB), which bring an (entropic) optimal transport insight into generative modeling.

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Expressions of Interest in Quantitative Finance
by Franco Flandoli 13 Feb '24

13 Feb '24

Call for Expressions of Interest for a Chair in Quantitative Finance Scuola Normale Superiore (SNS) invites expressions of interest from highly qualified scholars in the field of *Quantitative Finance*, in view of the possible opening of one position at the Full Professor level in its "Classe di Scienze". SNS seeks outstanding candidates with a high record of achievements and leadership in *theoretical and empirical modelling of financial markets*, with a clear potential to promote and lead research activities and a specific interest in teaching, at the graduate and undergraduate level, small numbers of particularly skillful students. As part of an effort to diversify its faculty, SNS particularly welcomes applications from individuals who hold corresponding positions at Academic Institutions abroad. SNS provides equal employment opportunities without regard to ethnic group, color, religion, age, sex, national origin, disability status, genetics, protected veteran status, sexual orientation, gender identity or expression. Applications should be sent by email to: scouting_qfin(a)sns.it, and should contain QFIN-2024 in the subject field. The deadline for submission is March 31, 2024. The official announcement available at the link: https://trasparenza.sns.it/archivio22_bandi-di-concorso_0_18684_874_1.html

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Fwd: Avviso seminario_"Trento Probability Seminars"_Francesco Carlo De Vecchi_Mercoledì 14 febbraio_ore 11:30
by Michele Coghi 12 Feb '24

12 Feb '24

*Ottavo seminario del ciclo "Trento Probability Seminars" a.a. 2023-24* Integration by parts formula and quantum field theory *Luogo:* l'evento si terrà in presenza in Aula Seminari 1 a Povo0 e per via telematica attraverso collegamento alla piattaforma Zoom; per partecipare sarà necessario collegarsi al link seguente e inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/82578903026 Topic: Trento Probability Seminars Meeting ID: 825 7890 3026 Passcode: 978062 *Data:* Mercoledì 14 febbraio *Ore:* 11:30 *Relatore:* - *Francesco Carlo De Vecchi *(Università di Pavia) *Abstract: *Characterizing a probability measure through an integration by parts formula is a classical problem in stochastic analysis. It finds applications in (Euclidean) quantum field theory, being related to the solutions of the equations of motion for the correlation functions of the quantum field. We approach this problem in the particular case of quantum field theory with exponential interaction on $\mathbb{R}^2$, studying a Fokker-Planck-Kolmogorov equation associated to a stochastic quantization equation for such a model. We prove that, under some conditions on the support of the measure, the solution to this Fokker-Planck-Kolmogorov equation exists and is unique, providing a complete characterization of the exponential measure by an integration by parts formula. The talk is based on a joint work with Massimiliano Gubinelli and Mattia Turra. *Referente*: Sonia Mazzucchi Per conoscere i prossimi eventi è possibile consultare la pagina *https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars-20232024 <https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars…>* Gli eventi passati si trovano alla pagina *https://webmagazine.unitn.it/ciclo/dmath/114273/trento-probability-seminars-20222023 <https://webmagazine.unitn.it/ciclo/dmath/114273/trento-probability-seminars…>* [image: Università di Trento] <http://www.unitn.it/> *Staff di Dipartimento-Matematica* Università degli Studi di Trento Via Sommarive, 14 - 38123 Povo (TN) Tel. +39 0461 283898 - Francesca Stanca Tel. +39 0461 281980 - Michela Vinotti Tel. +39 0461 281625 - Orietta Osele Tel. +39 0461 281701 - Cinzia Parolari -- Dr. Michele Coghi University of Trento, Math Department via Sommarive 14 - 38123 Povo (Trento) - I Povo 0, Room 2.91 E-Mail: michele.coghi(a)unitn.it

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scholarships for master in mathematics - Paris
by CRISTINA TONINELLI 10 Feb '24

10 Feb '24

Cari tutti, a seguire un annuncio di borse d'eccellenza per studenti che intendano effectuare la laurea magistrale in matematica nell'universita' PSL (Dauphine+Ecole Normale) a Parigi. Non esitate a diffondere l'annuncio ai vostri (brillanti!) studenti e ad altre mailing list. In allegato il flyer con dettagli sulla borsa e link ai vari percorsi di studio (i corsi sono in inglese). cari saluti Cristina Toninelli **** The Graduate Program in Mathematics and Applications of PSL University offers scholarships for students willing to enrol in the PSL Master of Mathematics Master (M1 or M2) for 2024-2025. The teaching language is English and the program is based on the research teams in mathematics at CEREMADE (Paris-Dauphine-PSL), at DMA (Ecole Normale Supérieure - PSL), at the Ecole des Mines Paris-PSL , at the Paris Observatory-PSL, at the EHESS, and Collège de France. The scholarships are open to national and international students and the selection of candidates is based on academic excellence criteria. Call opening date : March 1st, 2024 - Closing date: May 13th, 2024. More details on the financial support and on how to apply may be found here https://psl.eu/en/graduate-programs/mathematics-and-applications Look for the link “Excellence grants for master students 2024-25” --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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bando posizione seconda fascia SECS-S/06, Dipartimento di Economia, Università di Genova
by Maria Laura Torrente 08 Feb '24

08 Feb '24

Il Dipartimento di Economia dell’Università di Genova ha bandito una procedura selettiva per una posizione di professore di seconda fascia, settore SECS-S/06 Metodi matematici dell’economia e delle scienze attuariali e finanziarie. Il bando è pubblicato alla pagina: https://concorsi.unige.it/home/procedure/4506 <https://concorsi.unige.it/home/procedure/4506> La scadenza per la presentazione delle domande è il 26.02.2024, ore 12. Maria-Laura Torrente Università di Genova Dipartimento di Economia Via Vivaldi, 5 Genova - Italy

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Seminario di Alexandre Stauffer - 12 Febbraio - Sapienza Università di Roma
by Lorenzo Taggi 06 Feb '24

06 Feb '24

Lunedì 12 Febbraio 2024, ore 16:00, Sala di Consiglio, Dipartimento di Matematica "Guido Castelnuovo", Sapienza Università di Roma *Speaker:* Alexandre Stauffer (King's College London and University of Bath) *Titolo:* Mixing time of random walk on dynamical random cluster *Abstract:* We consider a random walk jumping on a dynamic graph; that is, a graph that changes at the same time as the walker moves. Previous works considered the case where the graph changes via dynamical percolation, in which the edges of the graph switch between two states, open and closed, and the walker is only allowed to cross open edges. In dynamical percolation, edges change their state independently of one another. In this work, we consider a graph dynamics with unbounded dependences: Glauber dynamics on the random cluster model. We derive tight bounds on the mixing time when the density of open edges is small enough. For the proof, we construct a non-Markovian coupling using a multiscale analysis of the environment. This is based on joint work with Andrea Lelli.

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BS-IMS World Congress Pre-Meeting for Young Researchers 2024
by Imma Curato 06 Feb '24

06 Feb '24

Dear PhD students and Post-docs, You are all invited to apply to the Bernoulli-IMS World Congress Pre-Meeting for Young Researchers 2024! Participation is free and covers lunch and coffee breaks. In addition, accommodation can be secured for up to 50 participants for two nights (Aug. 9-Aug. 11) at the B&B Hotel in Essen (Helmut-Käutner-Straße 4, 45127 Essen); places will be allocated on a first-come, first-served basis. Please see the announcement below for more information on how to apply. We look forward to welcoming you to Essen. Best Regards Imma Curato +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ BS-IMS World Congress Pre-Meeting for Young Researchers 2024 We are happy to announce the upcoming Bernoulli-IMS World Congress Pre-Meeting for Young Researchers 2024! Date: August 10-11, 2024 Location: University of Duisburg-Essen, Essen, Germany Website: <https://www.bernoulli-ims-worldcongress2024.org/young-researchers-pre-meeti…> https://www.bernoulli-ims-worldcongress2024.org/young-researchers-pre-meeti… Lectures: * Emmanuel Candès (Stanford University) on conformal inference * Remco van der Hofstad (TU Eindhoven) on networks * Susan Murphy (Harvard University) on reinforcement learning There will also be sessions with career advice for young researchers. Scholarships for participants from low/middle income countries are available.

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Reminder: de Finetti seminar February 7
by Marco Maggis 05 Feb '24

05 Feb '24

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following lecture: Giorgio Ferrari Bielefeld University Title: Stationary Mean-field Games with Singular Controls Abstract: In this talk I will present recent and ongoing results on existence, uniqueness, and characterization of equilibria for mean-field games with singular controls. This class of problems finds natural applications in Economics and Finance, such as in investment problems in oligopolies. In those games, the representative agent employs a bounded-variation control in order to maximize an ergodic profit functional depending on a long-time average of the controlled state-process. Several variants of the considered games will be presented, ranging from one-dimensional settings to multi-dimensional ones. LOCATION: The seminar will be held on *February 7, *2024 at *17.00,* Aula 10 (First Floor), Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee: Prof. Simone Cerreia-Vioglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)

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Conferenza Dottorandi UMI
by Claudia Ceci 05 Feb '24

05 Feb '24

To all mathematics PhD students, The UMI (Italian Mathematical Union) has decided to *reopen the call* for the *II UMI Meeting for Doctoral Students **, Naples,* *June 13-14, 2024. * *The deadline for submissions is extended until February 16, 2024.* You can find the registration form here: [Registration Form <https://umi.dm.unibo.it/secondo-dottorandi/registration-form/>] Ph.D. students affiliated with an Italian institution, graduating with a Ph.D. thesis in Mathematics during the years 2022-23-24, and interested in delivering a presentation during the Second UMI meeting for Ph.D. students, can submit their abstracts. The Committee strongly encourages the participation of candidates with achievements in all fields of mathematics, spanning from the most abstract and theoretical to those closely related to industrial collaborations and multi-disciplinary interactions. Students from Ph.D. programs in Mathematics, as well as those in neighboring topics, are invited to apply. The following invited speakers have already confirmed the participation: Luciano Campi (Università di Milano) Guido De Philippis (SISSA Trieste) Carlotta Giannelli (Università di Firenze) Mima Stanojkovski (Università di Trento) The students that will be accepted to speak in the present meeting will have a reduction on the subscription fee for the UMI-AMS joint meeting in Palermo (July 23-26, 2024). The scientific committee Martino Bardi, Alessandra Bernardi (coordinator), *Claudia Ceci,* Anna Maria Fino, Veronica Gavagna, Angelo Felice Lopez, Benedetta Morini, Gioconda Moscariello, Andrea Tosin, Matteo Viale

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Workshop: Bridging Sustainability and Artificial Intelligence
by Martina Nardon 04 Feb '24

04 Feb '24

Dear Colleagues We are pleased to invite you to participate in the Workshop "/Bridging Sustainability and Artificial Intelligence/" Treviso, February 16, 2024 Aula Magna, Campus Treviso – Università Ca’ Foscari Venezia Palazzo San Leonardo, Riviera Garibaldi 13/E - 31100 Treviso SELISI - Scuola in Economia, Lingue e Imprenditorialità per gli Scambi Internazionali The workshop aims to provide a platform for reflecting on various aspects of sustainability issues and exploring innovative tools that facilitate the analysis of their complexity. The objective is to tackle challenges arising from the economy and society while assessing the potential contributions that new tools can offer. The event is divided into two parts. In the morning, there will be contributions from the economic and institutional sectors related to the local area. The afternoon will then continue with the presentation of scientific contributions. The morning sessions will be conducted in Italian and are intended for a broad audience. In the afternoon, presentations may take on a more technical nature. SCIENTIFIC DIRECTION Diana Barro – Dipartimento di Economia, Università Ca’ Foscari Venezia Marco Corazza – Dipartimento di Economia, Università Ca’ Foscari Venezia Martina Nardon – Dipartimento di Economia, Università Ca’ Foscari Venezia Info: Martina Nardon, mnardon(a)unive.it SELISI https://www.unive.it/selisi More information on the website: https://www.unive.it/data/agenda/13/82647 The event is organized in a hybrid format, both in-person and online. Participation is free, and registration is required for organizational purposes. Registration: https://docs.google.com/forms/d/e/1FAIpQLSdaFit92KasENlQh6ko8ebN-qtBFOSjxFU… ---------------------------------------------------------------------------------------------------- PROGRAM 10:00 - 10:20 Openings Stefano Soriani (Direttore di SELISI, Dipartimento di Economia) Diana Barro, Marco Corazza, Martina Nardon (Dipartimento di Economia, Università Ca’ Foscari Venezia) I Session - Chair: Martina Nardon 10:20 - 11:00 L'impatto della classe energetica sui prezzi delle case Alessandro Mistretta (Banca d’Italia) 11:00 - 11:40 Informazioni quali-quantitative per il rating ESG delle Piccole e Medie Imprese: il progetto Transpareens Monica Billio (Università Ca’ Foscari Venezia) 11:40 - 12:20 Machine Learning e ESG: un'introduzione minima Marco Corazza (Università Ca’ Foscari Venezia) 12:20 - 13:00 Large Language Models e intelligenza artificiale per facilitare la valutazione ESG Andrea Calvi (Modefinance) Lunch break II Session - Chair: Diana Barro 14:30 - 15:00 Spatial data management, multivariate and multicriteria analyses: Scenario analyses of coastal zones exposed to climatic hazards Marco Bidoia, Carlo Giupponi (Università Ca’ Foscari Venezia) 15:00 - 15:30 Market Implied ESG SFDR Sustainability Rating Rosella Giacometti (University of Brescia) 15:30 - 16:00 ESG evaluation for European SMEs: a multicriteria approach Diana Barro, Marco Corazza, Gianni Filograsso (Università Ca’ Foscari Venezia) Break III Session - Chair: Marco Corazza 16:20 - 16:50 Algocracy vs Democracy Hugues Bersini (FARI Institute Brussels) 16:50 - 17:20 TBA Gianna Figà-Talamanca (University of Perugia) 17:20 - 17:30 Closings ---------------------------------------------------------------------------------------------------- We look forward to seeing you in Treviso. Best Regards Martina, Diana e Marco -------------------------------------- Dr. Martina Nardon Department of Economics University Ca' Foscari of Venice San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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