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New MSc in Statistics at the University of Warwick
by Massimiliano Tamborrino 20 Mar '25

20 Mar '25

Dear all, applications are now open for a new designed MSc in Statistics at the University of Warwick www.warwick.ac.uk/fac/sci/statistics/postgrad/msc/<https://warwick.ac.uk/fac/sci/statistics/postgrad/msc/> starting on October 2025, with some available scholarships https://warwick.ac.uk/fac/sci/statistics/postgrad/msc/fees-funding/ The new MSc comprehends four different pathways, on "General Statistics", "Data Science", "Finance" and "Probability". I would appreciate if you could circulate the announcement to any student interested in pursuing a degree in Statistics in a vibrant and exciting department. Many thanks, best, Massi ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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QuantitativeFinance@Work | University of Rome Tor Vergata - May 9, 2025
by Davide Pirino 19 Mar '25

19 Mar '25

Dear colleagues, We are pleased to announce the sixth edition of the *QFin@Work 2025*, a workshop on the practical use of quantitative methods in Finance and related fields hosted by the Master of Science in Finance and Banking of the University of Rome Tor Vergata. This event connects leading experts and academics to explore future perspectives in the field and provide students with practical insights drawn from their experiences. The event takes place on *May 9, 2025 *at the Department of Economics and Finance, Building B, 2nd Floor, Sala del Consiglio from 9:30 a.m. The program is available at https://qfinatwork.com/2025/agenda/ Attendance is free, but registration is compulsory for organizational reasons. Participants are encouraged to register soon! Registration form <https://qfinatwork.com/2025/registration-2025/> Further information is available at https://qfinatwork.com/2025 Please feel free to share this event with anyone who might be interested. Looking forward to having you with us, The Scientific Committee Rocco Ciciretti, Katia Colaneri, Jodi Dianetti, Annalisa Fabretti, Stefano Herzel, Paolo Pigato, Davide Pirino, Alessandro Ramponi, Sergio Scarlatti.

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Fwd: postdoc position, stochastic control
by Alessandro Milazzo 19 Mar '25

19 Mar '25

Buongiorno, Ricevo e inoltro un'opportunità di Postdoc all'Università di Uppsala (Svezia) con il prof. Erik Ekström su tematiche di controllo stocastico. Aggiungo anche che, se interessati ad avere più dettagli, potete contattarmi privatamente in quanto io stesso ho avuto un'esperienza come Postdoc con il prof. Erik Ekström. Cordiali saluti, Alessandro Milazzo ---------- Forwarded message --------- Da: Erik Ekström <erik.ekstrom(a)math.uu.se> Date: mer 19 mar 2025 alle ore 10:56 Subject: postdoc position, stochastic control To: <ekstrom(a)math.uu.se> Dear Colleague, I hope you are well. I write this to let you know about a two-year postdoc position in stochastics control in Uppsala. If you know of any suitable candidates, please forward the advertisement to them! https://www.uu.se/en/about-uu/join-us/jobs-and-vacancies/job-details?query=… Thanks in advance! Best regards, Erik

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Fwd: Young Researchers in Stochastic Analysis and Stochastic Geometric Analysis
by Francesco Caravenna 19 Mar '25

19 Mar '25

Ricevo e volentieri inoltro. > Da: "Xue-Mei Li" <xue-mei.li(a)epfl.ch> > > I would like to bringing your attention to the following event, which is now open to registration. I would appreciate it if you could advertise it. > > --------------------------------------- > > Young Researchers in Stochastic Analysis and Stochastic Geometric Analysis > Dates: September 23–26, 2025 > Location: Bernoulli Center, EPFL, Lausanne > > This workshop provides a platform for young researchers to present their work, engage in discussions, and foster collaboration and idea-sharing in the fields of stochastic analysis and stochastic geometric analysis. > > > Web link: > https://www.epfl.ch/labs/stoan/events/future-events/young-researchers-works… > ----------------------------------------- > > > Best Regards, > Xue-Mei

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"Emergent Macroscopic Phenomena in Non-Equilibrium Statistical Mechanics" at GSSI
by Lu Xu 18 Mar '25

18 Mar '25

Dear colleagues and friends, it is a pleasure to announce the forthcoming workshop Emergent macroscopic phenomena in non-equilibrium statistical mechanics<https://trimester2025.math.gssi.it/workshop3/> which will be held at Gran Sasso Science Institute, in L'Aquila (Italy), from May 5th to 9th, 2025. The workshop aims to present the state of the art in understanding of the emergence of collective phenomena starting from particle systems, with a focus on non-equilibrium statistical mechanics. We provide a space for scientific exchanges among experts, PhD students and early-career researchers with common interests in the field of statistical mechanics. The workshop will consist of invited talks and a contributed talk session by selected young participants. Invited Speakers: * Lorenzo Bertini, Sapienza Università di Roma * Stella Brassesco, Venezuelan Institute for Scientific Research * Gioia Carinci, Università degli Studi di Modena e Reggio Emilia * Pablo A. Ferrari, University of Buenos Aires * Davide Gabrielli, Università degli Studi dell'Aquila * Cristian Giardinà, Università degli Studi di Modena e Reggio Emilia * Kohei Hayashi, RIKEN, Tokyo * Claudio Landim, IMPA, Rio de Janeiro * Frank Redig, Delft University of Technology * Senya Shlosman, Krichever Center of Advance Studies & Institute of the Information Transmission Problems, Moscow * Dimitrios Tsagkarogiannis, Università degli Studi dell'Aquila * Hayate Suda, Tokyo Institute of Technology * Maria E. Vares, Federal University of Rio De Janeiro Contributed talks: Prospective participants are welcome to apply for a contributed talk by sending the title, abstract as well as your brief CV to Lu Xu (lu.xu(a)gssi.it<mailto:lu.xu@gssi.it>) before April 15th, 2025. Registration: Registration to the workshop is free but mandatory (deadline: April 20th, 2025) through the web form: https://indico.gssi.it/event/745/ The workshop is part of the intensive thematic semester “Particles, Fluids and Patterns: Analytical and Computational Challenges” funded by the program “Pattern Analysis and Engineering” within the “Dipartimenti di Eccellenza” framework. Further information is available on the website: https://trimester2025.math.gssi.it/workshop3/. We would be grateful if you could circulate the announcement among potentially interested researchers. For any information do not hesitate to contact us at patterns(a)gssi.it<mailto:patterns@gssi.it>. With our best wishes, Serena Cenatiempo Alessia Nota Stefano Olla Marielle Simon Lu Xu

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Seminar Sirio Legramanti @Luiss
by Alessia Caponera 17 Mar '25

17 Mar '25

Dear all, The Department of Economics and Finance at Luiss University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Sirio Legramanti, University of Bergamo *Title*: Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity *When*: March 27, 14:30 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 405 *Abstract*: There has been an increasing interest on summary-free solutions for approximate Bayesian computation (ABC) that replace distances among summaries with discrepancies between the empirical distributions of the observed data and the synthetic samples generated under the proposed parameter values. The success of these strategies has motivated theoretical studies on the limiting properties of the induced posteriors. However, there is still the lack of a theoretical framework for summary-free ABC that (i) is unified, instead of discrepancy-specific, (ii) does not necessarily require to constrain the analysis to data generating processes and statistical models meeting specific regularity conditions, but rather facilitates the derivation of limiting properties that hold uniformly, and (iii) relies on verifiable assumptions that provide more explicit concentration bounds clarifying which factors govern the limiting behavior of the ABC posterior. We address this gap via a novel theoretical framework that introduces the concept of Rademacher complexity in the analysis of the limiting properties for discrepancy-based ABC posteriors, including in non-i.i.d. and misspecified settings. This yields a unified theory that relies on constructive arguments and provides more informative asymptotic results and uniform concentration bounds, even in those settings not covered by current studies. These key advancements are obtained by relating the asymptotic properties of summary-free ABC posteriors to the behavior of the Rademacher complexity associated with the chosen discrepancy within the family of integral probability semimetrics (IPS). The IPS class extends summary-based distances, and also includes the widely implemented Wasserstein distance and maximum mean discrepancy (MMD), among others. As clarified in specialized theoretical analyses of popular IPS discrepancies and via illustrative simulations, this new perspective improves the understanding of summary-free ABC. Joint work with Daniele Durante and Pierre Alquier. Main reference: https://doi.org/10.1214/24-AOS2453 *Should you be interested, please kindly send me an e-mail.* Best wishes, Alessia Caponera

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Reminder: seminar Luciano CAMPI
by Antonello Pesce 14 Mar '25

14 Mar '25

Dear all, We would like to remind you that on March 19th, at the Department of Mathematics of the University of Bologna and on Teams (LINK <https://teams.microsoft.com/l/meetup-join/19:meeting_ZTI3YTRhYmEtZDhmYi00ZW…>), the following seminar will take place: 11:00-12:00: Luciano CAMPI “CONTINUOUS-TIME PERSUASION BY FILTERING ” as part of the cycle Stochastics and Applications. The abstract is available at https://seminari.dm.unibo.it/mat/seminars/2025/03/19/luciano-campi <https://seminari.dm.unibo.it/mat/seminars/2025/03/19/luciano-campi> For any question, please contact the organizers: Elena Bandini (elena.bandini7(a)unibo.it <mailto:elena.bandini7@unibo.it>), Antonello Pesce (antonello.pesce2(a)unibo.it <mailto:antonello.pesce2@unibo.it>)

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R: Seminario Padova - Andrea Macrina - zoom link
by alekos.cecchin＠unipd.it 14 Mar '25

14 Mar '25

Buongiorno a tutti, Il seminario di Andrea Macrina di oggi pomeriggio ore 16:30 sarà trasmesso anche su zoom. Di seguito il link zoom, e titolo e abstract. Alekos Cecchin ti sta invitando a una riunione pianificata in Zoom. Argomento: Seminario Andrea Macrina Ora: 14 mar 2025 04:30 PM Amsterdam, Berlino, Roma, Stoccolma, Vienna Entra nella riunione in Zoom https://unipd.zoom.us/j/82206498450?pwd=1eDVgGamD6rEwyR5gA2VYkmGMFI6EH.1 ID riunione: 822 0649 8450 Codice d’accesso: 244411 Da: alekos.cecchin(a)unipd.it <alekos.cecchin(a)unipd.it> Inviato: lunedì 10 marzo 2025 11:30 A: random(a)mail.dm.unipi.it Cc: 'Macrina, Andrea' <a.macrina(a)ucl.ac.uk> Oggetto: Seminario Padova - Andrea Macrina Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (14 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Andrea Macrina (UCL London) <https://amacrina.wixsite.com/macrina> https://amacrina.wixsite.com/macrina Title: Continuous-Time Quantile Processes with Applications in Finance and Insurance Date: March 14, 2025, at 16:30, room 2BC30 Abstract: We develop a novel approach for the construction of quantile processes governing the stochastic dynamics of quantiles in continuous time. Two classes of quantile diffusions are identified: the first, which we largely focus on, features a dynamic random quantile level that allows for direct interpretation of the resulting quantile process characteristics such as location, scale, skewness, and kurtosis, in terms of the model parameters. The second type are function--valued quantile diffusions and are driven by stochastic parameter processes, which determine the entire quantile function at each point in time. By the proposed construction method, quantile processes are obtained by transforming the marginals of a diffusion process under a composite map consisting of a distribution and a quantile function. Sub-classes of quantile diffusions are explored, with emphasis placed on the Tukey family of models whereby skewness and kurtosis are directly parameterised and thus the composite map is explicable with respect to such statistical behaviours. As an example of an application of quantile diffusions, we show how probability measure distortions, a form of dynamic tilting, can be induced. Though particularly useful in financial mathematics and actuarial science, examples of which are given in this work, measure distortions feature across multiple research areas. For instance, dynamic distributional approximations (statistics), non-parametric and asymptotic analysis (mathematical statistics), dynamic risk measures (econometrics), behavioural economics, decision making (operations research), signal processing (information theory), and not least in general risk theory including applications thereof. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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NDSTD25@UniVie - Registration is open
by paul.peter.hager＠univie.ac.at 14 Mar '25

14 Mar '25

Dear colleagues, Registration is now open for the upcoming on-site Workshop on Neural Dynamical Systems for Time-Series Data (April 23–25, 2025 @ University of Vienna). You can find the registration link and further details on our website: https://ndstd25.unvie.ac.at. There is no registration fee, but registration is mandatory. The deadline to register is April 2. We look forward to seeing you there! Best wishes, The Organizers

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Open Dynamical Systems postdoc position at VU Amsterdam
by Massimiliano Tamborrino 13 Mar '25

13 Mar '25

Ricevo ed inoltro con piacere una call per un postdoc di 2 anni per lavorare con Daniele Avitabile (in Cc) a VU Amsterdam. Saluti, Massimiliano ________________________________ Dear All, Please find below the details of a posdtoctoral position open at VU Amsterdam’s Centre for Dynamics and Computation (ACDC), with deadline on Friday the 4th of April. The position is not attached to a specific project, and the candidate will ideally connect to the existing research streams in ACDC (see the message below below for a full list of researchers working in the centre). Mathematical Neuroscience, Uncertainty Quantification, Data Assimilation, Numerical Analysis, and Stochastics are amongst the themes of the call. ACDC members active in the areas above are Daniele Avitabile (d.avitabile(a)vu.nl<mailto:d.avitabile@vu.nl>) Chris Bick (c.bick(a)vu.nl<mailto:c.bick@vu.nl>) Svetlana Dubinkina (s.b.dubinkina(a)vu.nl) and candidates who would like to discuss connections to these areas can write to us jointly. General organisational enquries about the call should be sent to c.bick(a)vu.nl<mailto:c.bick@vu.nl> Please circulate this to potentially interested candidates. Daniele --- Dear colleagues, the Amsterdam Center for Dynamics and Computation (http://amsterdam-dynamics.nl<http://amsterdam-dynamics.nl/>) within the Department of Mathematics of the Vrije Universiteit Amsterdam is recruiting a 2-year postdoctoral researcher. Ideally, the candidate can connect to existing research strengths of the Center, including (but not limited to) differential equations, networks, data assimilation, systems biology, rigorous numerics, mathematical neuroscience, inverse problems, numerical analysis, and systems with multiple scales. Candidates should apply by *Fri, April 4, 2025* through the VU online system at the link below http://workingat.vu.nl/vacancies/postdoc-in-dynamical-systems-amsterdam-114… Please bring this vacancy to the attention of any suitable candidate. Best wishes, Chris on behalf of the Amsterdam Center for Dynamics and Computation Daniele Avitabile www.danieleavitabile.com ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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