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JOB: 3-years PhD position in probabilistic machine learning and statistics, University of Oslo (Norway)
by Valeria Vitelli 10 Sep '26

10 Sep '26

Dear all, We are recruiting for a fully funded, three-year PhD position in probabilistic machine learning and statistics at the Oslo Centre for Biostatistics and Epidemiology (OCBE) <https://www.med.uio.no/imb/english/research/centres/ocbe/>, University of Oslo, Norway. We are once more looking for motivated candidates to enlarge our research team focusing on Bayesian unsupervised learning for structured data, and to work at the intersection of machine learning, probabilistic modelling, and Bayesian inference. The project aims at developing new methods for analysing complex biomedical data with latent dependencies, combining machine learning models with efficient Bayesian inference techniques, such as variational approximations. Candidates with solid background in Statistics, Data Science, Machine Learning, Mathematics, or Computer Science are highly encouraged to apply. The successful candidate will join OCBE’s lively and supportive research community, which includes around 15 PhD students. The position offers a competitive salary and the opportunity to live in Oslo, with easy access to stunning nature (forests, the fjord, and ski slopes), and very favourable welfare conditions particularly with strong support for families. We would be grateful if you could share this opportunity with interested master’s students and recent graduates from your network. Interested candidates are very welcome to contact us directly to discuss the project before applying. *Application deadline: *4th October 2026 *Start date: *Flexible *More info and how-to-apply: * https://www.jobbnorge.no/en/available-jobs/job/307053/3-years-phd-position-… *Contacts:* • William Denault: williade(a)uio.no • Valeria Vitelli: valeria.vitelli(a)medisin.uio.no. Thank you for helping us share this opportunity. Best regards, William and Valeria -- Valeria Vitelli Oslo Centre for Biostatistics and Epidemiology, Department of Biostatistics, University of Oslo, Norway group page: https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio… <https://www.med.uio.no/imb/english/research/groups/statistics-high-dimensio…> mailto: valeria.vitelli(a)medisin.uio.no

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[STAR Seminars] Thursday September 17 - Josep Vives
by David Vencato 10 Sep '26

10 Sep '26

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Thursday, Septermber 17th, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/64362132069>. The speaker is Josep Vives (Universitat de Barcelona) with the talk: Title: Option price asymptotics under a stochastic volatility Lévy model with infinite activity jumps Abstract: We apply techniques of Malliavin-Skorokhod calculus for Lévy processes, including a suitable Hull-White type formula, to study the short-time asymptotics of the vanilla option price in the at-the-money (ATM), in-the-money (ITM) and out-of-the-money (OTM) scenarios, under a very general Lévy stochastic volatility model with infinite activity jumps. We are looking forward to seeing you! Best regards, Giulia, Salvador, Leonardo, Pere, and David

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Seminario Fabio Centofanti, KU Leuven | Polimi - 11.09.2026 - 14:00.
by Simone Vantini 10 Sep '26

10 Sep '26

Cari Colleghi, A seguire annuncio di un seminario organizzato presso il Laboratorio MOX - Dipartimento di Matematica, Politecnico di Milano Fabio Centofanti, KU Leuven, Belgium 11.09.26 ore 14:00 – Aula Saleri, sesto piano Dipartimento di Matematica (Edificio 14) Link Zoom: https://polimi-it.zoom.us/j/97446037096 Titolo: Robust Multivariate Analysis under Cellwise and Casewise Contamination Abstract: Robust statistics has traditionally focused on casewise outliers, meaning observations that behave differently from the bulk of the data. In modern datasets, however, contamination can occur in the form of cellwise outliers, which are individual contaminated entries in the data matrix. Even when the proportion of contaminated cells is relatively small, many observations may still contain at least one outlying value, which can make both classical and casewise robust methods unreliable. This talk presents recent developments for handling situations in which casewise and cellwise outliers appear simultaneously. We begin by introducing cellPCA, a novel robust principal component analysis method that estimates the principal subspace while simultaneously accommodating cellwise and casewise outliers, as well as missing values. Building on cellPCA, we then introduce cellRCov, which is a robust covariance estimator for high dimensional settings. The second part of the talk focuses on multivariate linear regression. The cellMR estimator combines robust covariance estimation with regularization to handle outliers in both the predictor and response matrices. We then introduce cellBoot, a bootstrap procedure based on indirect inference that complements robust estimation with valid confidence intervals for the regression coefficients. We conclude with a perspective on more complex data structures and contamination patterns, including tensor data, time series, functional data, and blockwise contamination. Un caro saluto a tutti, dal Gruppo di Statistica del MOX ____________ Simone Vantini Professor of Statistics MOX Laboratory for Modeling and Scientific Computing Dept. of Mathematics - Politecnico di Milano Piazza Leonardo da Vinci 32, 20133, Milano, Italy

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Perpetual Alpha — ICAIF 2026 Trading Competition
by Federico GATTA 08 Sep '26

08 Sep '26

Dear all, We are proud to announce that registrations are open <http://perpetual-alpha26.github.io/register> for Perpetual Alpha, a live algorithmic trading competition in which teams design, implement, and operate autonomous trading agents on the Hyperliquid testnet. Build a trading agent, run it live on the Hyperliquid testnet, and if it wins, present it on stage at ICAIF — the ACM International Conference on AI in Finance <https://icaif2026.org/>. With organizers from Intesa Sanpaolo, Scuola Normale Superiore, Politecnico di Milano, Università di Bologna and Milano Blockchain Week, and an expert jury scoring strategies, Perpetual Alpha runs as an official ICAIF 2026 competition. Prizes to be confirmed, more details coming soon. Teams of 1 to 4, no Hyperliquid experience needed. - Register by 20 September - Practice: 5 to 18 October - Live trading: 19 October to 6 November - Award ceremony at ICAIF 2026, Bocconi, Milan: 14 to 17 November Here is the website with more information: http://perpetual-alpha26.github.io <http://perpetual-alpha26.github.io/register> If you know students, researchers, or colleagues who might be interested, please feel free to share with them. All the best, Federico Gatta - Scuola Normale Superiore Giorgio Guidetti - Milano Blockchain Week Manuel Naviglio - Scuola Normale Superiore Andrea Prampolini - Intesa Sanpaolo Marcello Restelli - Politecnico di Milano Francesco Tarantelli - Università di Bologna Edoardo Vittori - Intesa Sanpaolo

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Assistant, Associate, and Full Professorship positions at Imperial College
by Passeggeri, Riccardo 08 Sep '26

08 Sep '26

Care colleghe, cari colleghi, Vorrei ricordarvi che il Dipartimento di Matematica dell’Imperial College London ha aperto diverse posizioni a tutti i livelli: Assistant, Associate e Full Professor. Deadline: 20 Settembre. Da notare che la posizione di Assistant Professor è permanente (è una tenured position). Le posizioni riguardano tutte e quattro le sezioni del Dipartimento: Statistics, Mathematical Finance, Pure Mathematics, e Applied Mathematics & Mathematical Physics. Inoltre, sono disponibili diverse posizioni (several positions), poiché il College intende espandere significativamente il Dipartimento nei prossimi anni. Potete trovare tutte le informazioni al seguente link: https://www.imperial.ac.uk/jobs/search-jobs/description/index.php?jobId=285… Cordiali saluti, Riccardo

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3-year postdoc position at Lyon 1 University
by hartarsky＠math.univ-lyon1.fr 08 Sep '26

08 Sep '26

Dear Colleagues, We are currently advertising an open 3-year postdoc position at CNRS, Lyon 1 University (France) between probability, combinatorics and statistical physics. The postdoctoral researcher will initially work with the coordinator (Ivailo Hartarsky, Lyon), but will be encouraged to spend a significant part of the contract duration at some of the other ANR BOOSTER project members' institutions (Lyuben Lichev, Vienna; Victor Lutfalla, Marseille; Laure Marêché, Strasbourg; Réka Szabó, Groningen). The starting date is flexible around September 2027. The deadline for applications and recommendation letters is 16 October 2026. For more details, visit https://www.normalesup.org/~hartarsky/BOOSTER.html#postdoc (https://www.normalesup.org/~hartarsky/BOOSTER.html#postdoc) Please, contact Ivailo Hartarsky <hartarsky+booster(a)math.univ-lyon1.fr (mailto:hartarsky+booster@math.univ-lyon1.fr)> if you are interested and do not hesitate to forward the announcement. Best wishes, Ivailo Hartarsky

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3rd Dolomites Winter School - 1st reminder
by Stefano Pagliarani 08 Sep '26

08 Sep '26

It is our pleasure to remind you of the 3rd Dolomites Winter School on Mean-field Control, Mean-field Games and Applications<https://sites.google.com/view/dolomitesws27> which will take place in Folgarida on January 25-28, 2027. We would also like to remind you that discounted accommodation rates are available for reservations made by September 15, 2026. Please see the website for further details: https://sites.google.com/view/dolomitesws27 For special inquiries, please contact the organizers at: dolomitesws(a)gmail.com ------------------------------------------------------------------------------------------------------------------------ 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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Seminario di Dominik Schmid a Roma Tre il 10/09/2026 ore 16:00
by Matteo Quattropani 08 Sep '26

08 Sep '26

Seminario di Probabilità e Fisica Matematica a Roma Tre 10/09/2026 Giovedì 10 Settembre alle ore 16.00, Dominik Schmid (University of Augsburg) terrà il seminario di Probabilità e Fisica Matematica dal titolo: "Random walk approximation for the stationary distribution of the open ASEP". Abstract: We investigate the structure of the stationary distribution of the open asymmetric simple exclusion process. More precisely, we show that the stationary distribution can be well-approximated by random walk measures. Our arguments rely on a recent characterization by Bryc of the stationary distribution as a two-layer Gibbs measure. Based on joint work with Zongrui Yang. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica, Largo San Leonardo Murialdo, 1 - aula B308.

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[CFP] ACM ICAIF '26 Workshop — AI-Driven Market Microstructure in Centralized and Decentralized Finance (Nov 14, Milan, Italy)
by Andrea MACRI 07 Sep '26

07 Sep '26

Call for Papers — AI-Driven Market Microstructure in Centralized and Decentralized Finance We are pleased to announce the Call for Papers for AI-Driven Market Microstructure in Centralized and Decentralized Finance, held as part of ACM ICAIF26. Workshop: November 14, 2026 Venue: Milan, Italy Submission deadline: October 1, 2026 (AoE) Author notification: October 15, 2026 We welcome theoretical, empirical, and computational research at the intersection of artificial intelligence and financial market microstructure - spanning machine learning, reinforcement learning, agent-based modeling, and other data-driven methods for trading, liquidity provision, price formation, market impact, and market design, across both traditional and decentralized markets. We welcome research papers, short papers, position papers, and extended abstracts. At least one author of each accepted contribution must attend in person and register for ICAIF 2026. Keynote Speakers Charles-Albert Lehalle — École Polytechnique Anastasia Borovykh — Capital Fund Management Organizing Committee Manuel Naviglio — Scuola Normale Superiore Ioanna-Yvonni Tsaknaki — Scuola Normale Superiore Andrea Macrì — Scuola Normale Superiore Francesco Tarantelli — Università di Bologna Fabrizio Lillo — Scuola Normale Superiore Scientific Committee Paolo Barucca — University College London Mihai Cucuringu — University of Oxford / UCLA Fosca Giannotti — Scuola Normale Superiore Fabrizio Lillo — Scuola Normale Superiore Giulia Livieri — London School of Economics Andrea Macrì — Scuola Normale Superiore Manuel Naviglio — Scuola Normale Superiore Andrea Prampolini — Intesa Sanpaolo Francesco Tarantelli — Università di Bologna Ioanna-Yvonni Tsaknaki — Scuola Normale Superiore Edoardo Vittori — Intesa Sanpaolo Stefan Zohren — University of Oxford Workshop website: https://icaif-AI-driven.github.io Submit via CMT: https://cmt3.research.microsoft.com/User/Login?ReturnUrl=%2FICAIF2026%2FTra… We look forward to welcoming researchers and practitioners working at the intersection of AI and market microstructure to Milan. The Organizing Committee [image: WhatsApp Image 2026-09-07 at 13.03.12.jpeg]

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Bando per Incarico di Ricerca presso il CNR-IMATI di Milano
by ANTONELLA BODINI 07 Sep '26

07 Sep '26

Care colleghe, cari colleghi, fino al 16/09 (ore 18:00) è aperto il bando per un Incarico di Ricerca finanziato dal progetto PRORIS (PROgramma di RIcerca Spaziale di base), chiamato “Near-Earth Asteroids: a Benchmark model for Exploration and Science (NEA-BES). L’Incaricato di Ricerca si occuperà dell’analisi di dati relativi alle caratteristiche dinamiche e fisiche di Near Earth Asteroids, attraverso metodi di statistica e metodi di machine learning. La stessa persona sarà di supporto all’integrazione dei dati esistenti e allo sviluppo di software necessario alle attività. Il requisito per la partecipazione è il possesso di una laurea magistrale o a ciclo unico in Matematica, Statistica, Fisica, Ingegneria Aerospaziale, Ingegneria Matematica, Ingegneria Fisica, Informatica (LM-17, LM-18, LM-20, LM-32, LM-40, LM-44, LM-58, LM-82, LM-83), settori ING-IND/03, ING-IND/05, ING-IND/06, ING-INF/05, MAT/06, MAT/07/ MAT/08, MAT/09, FIS/05, INF/01, conseguita da non più di sei anni nonché di un curriculum idoneo all’assistenza allo svolgimento delle attività di ricerca oggetto dell’incarico. L'attività si svolgerà sotto la supervisione della Dott.ssa Elisa Maria Alessi a cui gli interessati possono rivolgersi per chiedere maggiori dettagli per gli aspetti scientifici. Il bando è disponibile al sito: https://selezionionline.cnr.it/jconon/call-detail?callCode=IR%20N%203%20IMA… Cordiali saluti, Antonella (Responsabile del procedimento) ----------------------------------------------------------------------------------------------------------------------- Antonella Bodini Istituto di Matematica Applicata e Tecnologie Informatiche "E. Magenes" CNR-IMATI via E. Bassini 15, 20133 Milano https://imati.cnr.it/mypage/people/BodiniAntonella.htm

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