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Fwd: Announcement of Workshop on Disordered Media, Budapest, January 27-31, 2025
by Faggionato, Alessandra 11 Nov '24

11 Nov '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Balint Toth <balint(a)renyi.hu> Date: Mon, 11 Nov 2024 at 13:03 Subject: Announcement of Workshop on Disordered Media, Budapest, January 27-31, 2025 Dear Friends and Colleagues, It is our pleasure to inform you about the following upcoming event to be held at the Rényi Institute/Erdős Center <https://erdoscenter.renyi.hu/>, in Budapest: * Workshop on Disordered Media January 27-31, 2025* The list of invited speakers (and more information) is available at the webpage of the workshop: https://erdoscenter.renyi.hu/events/workshop-disordered-media The goal of the workshop is to bring together probabilists working on subjects related to statistical physical phenomena in random and disordered media. The workshop will be held at the Rényi Institute, Budapest, Hungary. It is part of the Semester on Probability and Statistical Physics (January-June 2025) <https://erdoscenter.renyi.hu/articles/probability-and-statistical-physics-2…> hosted by Erdős Center. *Registration is now open, with deadline: 20 December 20**24**.* Registrations will be accepted up to the capacity of the lecture hall (~ 80, including the invited speakers). In order to register you are asked to send an email to probstatphys25(a)renyi.hu, with the subject "Workshop on Disordered media registration" and containing your name and affiliation. There is no registration fee. Information about accommodation in Budapest (list of hotels near the venue) available at the web page. [Note: The workshop is a follow-up of the winter school with the same title <https://erdoscenter.renyi.hu/events/school-disordered-media> held on the previous week, 20-24 Jan 2025, meant for PhD students and early career researchers.] With our best wishes, Ágnes Backhausz, Gábor Pete, Balázs Ráth and Bálint Tóth (the organisers) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminar MAGGIS
by Stefano Pagliarani 11 Nov '24

11 Nov '24

Dear all, On November 19th, in the classroom Aula 1, Department of Physics of the University of Bologna, at Via Berti Pichat 6-6/2, the following seminar will take place: * 14:00-15:00: Marco MAGGIS "CONSISTENCY ISSUES IN STATE-DEPENDENT PREFERENCES" as part of the cycle Stochastics and Applications. The abstract is available at https://www.dm.unibo.it/seminari/mat/serials/36 For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate 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 CLIMATH 20 Novembre
by Marta Leocata 09 Nov '24

09 Nov '24

Cari colleghi, Il gruppo UMI-Climath è lieto di invitarvi a una serie di seminari, in presenza e online, dedicati ai recenti avanzamenti teorici nello studio dei modelli matematici della variabilità climatica e dei modelli che includono gli impatti socio-economici associati. Maggiori dettagli sono disponibili sul sito del gruppo Climath: https://sites.google.com/view/gruppo-umi-climath/seminari-ed-attività-del-g… <https://sites.google.com/view/gruppo-umi-climath/seminari-ed-attivit%C3%A0-…> Il Prossimo seminario si terrà in data Mercoledì 20 novembre 2024, alle ore 14:30, presso l’Aula 1101 (D’Antoni), Dipartimento di Matematica, Tor Vergata, Roma, oppure online tramite Teams (richiesta registrazione al link: https://forms.gle/kuPKvHqLDP4RTLj4A) Ecco il programma: 14:30 - Valerio Lucarini (University of Leicester) Titolo: Detecting and Attributing Change in Climate and Complex Systems: Foundations, Green's Functions, and Nonlinear Fingerprints Abstract: Detection and attribution (D&A) studies are cornerstones of climate science, providing crucial evidence for policy decisions. Their goal is to link observed climate change patterns to anthropogenic and natural drivers via the optimal fingerprinting method (OFM). We show that response theory for nonequilibrium systems offers the physical and dynamical basis for OFM, including the concept of causality used for attribution. Our framework clarifies the method's assumptions, advantages, and potential weaknesses. We use our theory to perform D&A for prototypical climate change experiments performed on an energy balance model and on a low-resolution coupled climate model. We also explain the underpinnings of degenerate fingerprinting, which offers early warning indicators for tipping points. Finally, we extend the OFM to the nonlinear response regime. Our analysis shows that OFM has broad applicability across diverse stochastic systems influenced by time-dependent forcings, with potential relevance to ecosystems, quantitative social sciences, and finance, among others. 15:20 - Discussione 15:30 - Gianmarco Del Sarto (Technische Universität Darmstadt) Titolo: Some Perspective on Climate Change through Energy Balance Models Abstract: In this seminar, I will present how Energy Balance Models (EBMs) can be used to explore climate change dynamics. The first part focuses on ongoing research that investigates a fast-slow system where solar radiation acts as the fast component, while a zero-dimensional EBM describes the slow component. This model exhibits mathematical parallels with the seminal stochastic EBM inspired by Hasselmann's proposal, and we explore these similarities in terms of deterministic limits, fluctuations, and large deviations. In the second part, if time allows, I will discuss a completed research project that extends the analysis of 1D EBMs by introducing local instability effects and additive white noise. The model captures the super-greenhouse effect, a tropical feedback mechanism, and incorporates fast weather fluctuations as white noise. By studying the long-term behaviour of the model's invariant measure, we investigate the link between increased greenhouse gas concentrations and extreme weather events. 16:20 - Discussione 16:3 - Tavola Rotonda moderata da Piermarco Cannarsa Speriamo di vedervi numerosi, sia in presenza che online! Saluti, Marta Leocata (a nome del gruppo Climath)

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Seminar by Joanna Michalak, Dr.
by monte＠uniroma2.it 09 Nov '24

09 Nov '24

Dear all, Dr. Joanna Michalak (Nicolaus Copernicus University in Torun, Poland) will give a seminar entitled "Integrated Approach to Sentiment Analysis: Optimizing Short Text Analysis Efficiency in the Context of Economics and Finance" on November 14th at 09:30 am in Room 5 at Macro Teaching Hub Engineering Area., Via del Politecnico, 1, University of Roma "Tor Vergata", Roma. The seminar can also be followed online by sending an email to roberto.monte(a)uniroma2.eu Abstract: Big social data (BSD) is widely used in the social sciences, particularly in economics and finance, where it is valued both for its explanatory insights and its predictive power. Predictive analyses leveraging BSD often focus on modeling the relationship between social media activity and stock market movements. The quality of these analyses relies on two main dimensions: (1) models that capture short-term dynamics and account for observed time-series properties, and (2) sentiment analysis methods that are specifically adapted to the unique vocabulary of finance and economics. This presentation addresses these two dimensions. In the first part, we explore a case study of Apple Inc., comparing the effectiveness of VAR, GARCH, and LSTM models for describing short-term interdependencies between social media sentiment and stock market behavior. The second part of the presentation focuses on the performance of various sentiment analysis methods selected to construct sentiment-based indices. This section aims to compare the efficiency and accuracy of different sentiment analysis methods when applied to short text data. The study emphasizes optimization of analysis efficiency by evaluating widely used datasets, such as Senti140. Several research questions guide this investigation: 1. Which sentiment analysis method is most effective in terms of accuracy and processing speed in financial data analysis? 2. Do advanced methods, such as deep learning models (e.g., BERT), outperform traditional lexicon-based techniques and classical machine learning algorithms? 3. What are the differences in sentiment analysis accuracy between general datasets like Senti140 and finance-specific datasets such as FinBERT? The issue of optimizing text data analysis methods remains an open aspect of this research. The ultimate objective of this study is to construct a dataset or lexicon specifically designed and recommended for financial data analysis.

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YMCN Spring School: Recent Advances in SPDEs
by Lucio Galeati 08 Nov '24

08 Nov '24

Cari tutti, Segnalo con piacere l'annuncio della seguente Spring School su SPDEs che si terrà a Münster a Marzo 2025; sotto tutti i dettagli. Saluti, Lucio -------------------------------------------------------------------------------------------------------- Dear Colleagues, We are currently organizing the YMCN Spring School: Recent Advances in SPDEs (24–28 March 2025, Münster, Germany). The Spring School aims to bring together young researchers from the fields of Probability Theory and Partial Differential Equations (PDEs), particularly those with interests in statistical physics, quantum field theory (QFT), singular SPDEs and dispersive (S)PDEs. It will feature four mini-courses and several talks by leading mathematicians in these areas, highlighting recent breakthroughs. The poster is linked to https://www.uni-muenster.de/imperia/md/content/MathematicsMuenster/ymcn_spr… , and the details and the application platform can be found on the website: https://www.uni-muenster.de/MathematicsMuenster/de/events/2025/ymcn_spring-… . Limited funding will be available for PHD students, and we are looking forward to seeing you in Münster! Thank you and best regards, Fabian, Sarah and Xiaohao

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Call for applications - PhD in Statistics & Computer Science @Bocconi
by Antonio Lijoi 06 Nov '24

06 Nov '24

*********************** PhD in Statistics and Computer Science - a.y. 2025-2026 Call for applications for PhD student positions *********************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 27,000 euros (year 1) 23,000 euros per annum (years 2, 3 and 4) Further funding may be available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information and for starting the online application process. ** Applications are due by February 3, 2024 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The program is structured into two curricula: Statistics (4 scholarships) and Computer Science (3 scholarships). Students may apply to either one of the two curricula or to both. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. A PhD Day (online) will take place on November 22, at 3pm CET. Interested students may visit https://www.unibocconi.it/en/events/phd-day-2024 and sign up for participation to the presentations of both the Bocconi PhD School (3pm) and the PhD program in Statistics and Computer Science (3:45pm). For further information, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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Terzo Workshop “Mathematics for Artificial Intelligence and Machine Learning”
by Ernesto De Vito 06 Nov '24

06 Nov '24

Carissime e carissimi, vi segnalo la terza edizione del workshop "Mathematics for Artificial Intelligence and Machine Learning" organizzato nell’ambito delle attività del gruppo UMI “Matematica per l’Intelligenza Artificiale e il Machine Learning”. Il convegno si terrà a Bari dal 29 al 31 gennaio 2025 ed è incentrato sull'interazione tra matematica, intelligenza artificiale e apprendimento automatico. L'obiettivo dell'evento è incoraggiare la ricerca matematica in queste aree, promuovendo la diffusione dei risultati e facilitando l'interazione tra discipline diverse. La partecipazione è aperta a tutti i ricercatori interessati, anche non soci UMI. Caratteristica del workshop, fin dalla sua prima edizione, è quella di riservare le comunicazioni su contributo a giovani ricercatori. Per agevolare la partecipazione non sono previste tasse di iscrizione. Il workshop prevede tre conferenze plenarie tenute da: - Claudia Angelini, CNR - IAC, Napoli - Tommaso Di Noia, Politecnico di Bari - Yurii Nesterov, University of Louvain, Belgium Sono inoltre previste comunicazioni da parte di diversi keynote speaker, comunicazioni tematiche e interventi specialistici di aziende nel settore della AI. Durante i lavori del workshop sarà organizzata una tavola rotonda sul tema “Mathematics in AI and ML” che costituirà uno specifico momento di confronto tra gli invited speaker, alcuni rappresentanti del mondo accademico e i rappresentanti delle aziende che supportano l'evento. La scadenza per la sottomissione degli abstract per le comunicazioni tematiche è il 1° dicembre 2024, la scadenza per la registrazione è il 23 dicembre 2024. I dettagli logistici e le ulteriori informazioni sono disponibili alla pagina https://umi-math4aiml2025.uniba.it/ -------------- Ernesto De Vito DIMA - Dipartimento di Matematica MaLGa - Machine Learning Genoa center Via Dodecaneso 35 16146 Genova Italy

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Pescara Math Workshop 2024 (PMW24)
by Alessandra Cretarola 06 Nov '24

06 Nov '24

Buongiorno a tutti, Vi segnalo il seguente workshop, che si terrà sabato 9 novembre presso il Dipartimento di Economia dell'Università degli Studi “G. d'Annunzio” di Chieti-Pescara: Pescara Math Workshop 2024 (PMW24) Abstract In this edition of the Pescara Math Workshop, seven distinguished researchers will lecture on recent advances in mathematical logic, descriptive set theory, infinite dimensional analysis and geometry, and mathematical analysis. Speakers Nicola Arcozzi (Università di Bologna) Loredana Lanzani (Università di Bologna) Paul Blain Levy (University of Birmingham) Olof Svensson (Linköping University) Daniele Tiberio (SISSA, Trieste) Tomasz Weiss (University of Cardinal Stefan Wyszyński, Warsaw) Paweł Wójcicki (Warsaw University of Technology) Per ulteriori dettagli, si prega di visitare il sito web del workshop: https://www.sci.unich.it/pmw24/#home Cordiali saluti, Il Comitato organizzativo Gianluca Amato, Flavia Antonacci, Cristina Costantini, Alessandra Cretarola, Fausto Di Biase, Maurizio Parton __________________________ Alessandra Cretarola, PhD Professore Associato MATH-03/B Dipartimento di Economia Università "G. D'Annunzio'' di Chieti-Pescara, Viale Pindaro, 42, I-65127 Pescara

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Conferenza in memoria di Giuseppe Da Prato
by Lorenzo Zambotti 05 Nov '24

05 Nov '24

Care colleghe e cari colleghi dal 13 al 17 gennaio 2025 si terrà alla Scuola Normale Superiore di Pisa un convegno su « Deterministic and Stochastic Evolution Equations » in memoria di Giuseppe Da Prato. Alla pagina https://sites.google.com/sns.it/dsee2025/ troverete la lista degli/delle speakers e un link per registrarvi (entro il 15 dicembre) se siete interessati/e a partecipare. La conferenza comincerà il lunedì mattina e finirà il venerdì all’ora di pranzo. Cordiali saluti, il comitato organizzativo Piermarco Cannarsa, Sandra Cerrai, Franco Flandoli, Alessandra Lunardi, Lorenzo Zambotti -- Lorenzo Zambotti Postal Address: Sorbonne Universite', LPSM - Boite courrier 158 4, place Jussieu - 75252 Paris cedex 05, France Bureau n. 22, 2eme etage, tours 16/26, Jussieu E-mail: lorenzo.zambotti(a)upmc.fr https://www.lpsm.paris/users/zambotti/

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Seminar by Dr. Andrea Modena.
by Giorgio Rizzini 05 Nov '24

05 Nov '24

Dear all, as part of the Quantitative Finance Seminars, Dr. Andrea Modena (University of Mannheim) will give a seminar entitled "Coordinating Dividends and Capital Regulation" (joint work with Luca Regis and Salvatore Federico) on November 11th at 11 am in Aula Fermi at Scuola Normale Superiore in Pisa.The seminar can also be followed online by sending an email to giorgio.rizzini(a)sns.it. Best regards, Giorgio Rizzini *Abstract: * We develop a tractable dynamic corporate finance model to analyze the effects of state-contingent dividend restrictions and capital requirements on firm optimal policies and value. In the model, a risk-neutral shareholder manages a firm that generates stochastic income under time-varying macroeconomic conditions. The manager maximizes shareholder value by paying dividends, holding reserves, and issuing costly equity without agency conflicts. We analytically solve the firm's stochastic control problem and derive its reserve distribution in closed form. The model predicts that restricting dividends in "bad" macroeconomic states—characterized by lower and more volatile cash flows— reduces shareholder value but can effectively sustain the firm's credit capacity. The policy, however, curtails the firm's recapitalization incentives and credit capacity in "good" states. Coordinating dividends with counter-cyclical capital regulation can mitigate value losses but negatively impacts recapitalization incentives further.

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