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Midsummer SURE-AI @ STAR seminars
by Leonardo Tarquini 19 Jun '26

19 Jun '26

Dear All, Midsummer is approaching with plenty to enjoy! The program features Xin Guo, University of Berkely with three lectures on Reinforcement Learning, Backward equations, LLM, and Rough Paths: SURE-AI@STAR Midsummer on Reinforcement Learning - Department of Mathematics <https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/…> mn.uio.no<http://mn.uio.no> You can register at the following link<https://nettskjema.no/a/619433#/page/1>. Also, we are pleased to announce the upcoming talk in the SURE-AI @ STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Friday, June 26th, 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/68891938436>. The speaker is Gonçalo dos Reis (University of Edinburgh) with the talk Title: Simulation of mean-field SDEs: some recent results Abstract: We review two results in the simulation for SDE of McKean-Vlasov type (MV-SDE). The first block of results addresses simulation of MV-SDEs having super-linear growth in the spatial and the interaction component in the drift, and non-constant Lipschitz diffusion coefficient. The 2nd block is far more curious. It addresses the study the weak convergence behaviour of the Leimkuhler--Matthews method, a non-Markovian Euler-type scheme with the same computational cost as the Euler scheme, for the approximation of the stationary distribution of a one-dimensional McKean--Vlasov Stochastic Differential Equation (MV-SDE). The particular class under study is known as mean-field (overdamped) Langevin equations (MFL). We provide weak and strong error results for the scheme in both finite and infinite time. We work under a strong convexity assumption. Based on a careful analysis of the variation processes and the Kolmogorov backward equation for the particle system associated with the MV-SDE, we show that the method attains a higher-order approximation accuracy in the long-time limit (of weak order convergence rate 3/2) than the standard Euler method (of weak order 1). While we use an interacting particle system (IPS) to approximate the MV-SDE, we show the convergence rate is independent of the dimension of the IPS and this includes establishing uniform-in-time decay estimates for moments of the IPS, the Kolmogorov backward equation and their derivatives. The theoretical findings are supported by numerical tests. This presentation is based on the joint work [1], [2]. [1] Chen, X., Dos Reis, G., Stockinger, W. and Wilde, Z., 2025. Improved weak convergence for the long-time simulation of mean-field Langevin equations. Electronic Journal of Probability, 30, pp.1-81. [2] X. Chen, G. dos Reis. "Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction" IMA Journal of Numerical Analysis, 44, no. 2 (2024), 751-796. Please find more info @ SURE-AI@STAR Seminar Gonçalo dos Reis - Department of Mathematics <https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/…> mn.uio.no<http://mn.uio.no> Best wishes, Giulia, Leonardo, David, Pere

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Call for applications: PhD in Methods and Models for Economic Decisions @ University of Insubria
by Asmerilda Hitaj 19 Jun '26

19 Jun '26

Dear all, We are pleased to announce the call for applications for the *PhD Program in Methods and Models for Economic Decisions* at the Department of Economics, University of Insubria. The program offers *6 fully funded positions* and *2 positions without a scholarship* for the 2026–2027 academic year (Cycle 42). 🔗 *Application links:* - Call for applications – English version <https://www.uninsubria.eu/work-and-study-us/call-admission-doctoral-courses…> - Bando di ammissione – Versione italiana <https://www.uninsubria.it/bandi-e-concorsi/bando-di-ammissione-ai-corsi-di-…> 📅 *Deadline:* Applications must be submitted *exclusively online* via the Student Secretarial Web Services by *July 6, 2026, at 12:00 p.m. (noon)*. We particularly encourage applications from candidates interested in research topics such as: - Operations Research - Probability and Stochastic Processes - Multiobjective Optimization - Stochastic Control - Mathematical Finance - (Multivariate) Time Series Analysis, - Optimal Transport, - Machine Learning, Generative AI and LLMs for Economic and Financial Applications - Network Analysis The mathematical–statistical area of the PhD brings together an interdisciplinary group of researchers with backgrounds in economics, mathematics, physics, statistics and engineering, an heterogeneity that is a key strength in tackling economic and decision problems. The group operates at the intersection of econometrics, statistics and probability, applied mathematics and decision theory, developing quantitative methods for the analysis of economic and financial phenomena. A strong focus on applications in economics (including energy and climate challanges), management and finance encourages collaborations within the department and supports international partnerships. The PhD program lasts three years and all its activities are in English. Each post is endowed with a scholarship of about € 16.243 gross per year. Each student is endowed with an additional budget of about €1.624 per year for research activities. The PhD program is hosted by Department of Economics <https://www.uninsubria.it/dieco> of the University of Insubria (located in Varese, Italy), which has been granted the *Departments of Excellence* <https://dieco.uninsubria.it/it/> award and funding plan for the period 2023 – 2027 by the ANVUR <https://www.anvur.it/en> (Italian National Agency for the Evaluation of Universities and Research Institutes), ranking 8th among the Italian departments of economics and statistics. For more information on the Department of Economics, its research areas, and scholars involved in quantitative research, please visit: 🔍 Quantitative Research at the Department of Economics (DIECO) <https://archivio.uninsubria.it/siti-tematici-o-federati/siti-dei-dipartimen…> and the PhD website 🔍 *PhD website* <https://www.uninsubria.it/formazione/offerta-formativa/methods-and-models-e…> We would be grateful if you could help us to share this opportunity with any potentially interested students or colleagues. Best regards, Elisa Mastrogiacomo & Asmerilda Hitaj

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PhD Scholarship in Quantitative Finance at Roma Tre University
by Francesco Cesarone 16 Jun '26

16 Jun '26

Dear Colleagues, I would be grateful if you could share the following PhD opportunity with any students and colleagues who might be interested. Roma Tre University has opened the call for applications to the 42nd cycle of its PhD programmes. Within the PhD Programme in Markets, Business and Consumers (Mercati, Impresa e Consumatori), one Roma Tre-funded PhD scholarship is available for the curriculum in Finance, Markets and Regulation (Finanza, mercati e regolazione). Applications from students with a strong interest in Quantitative Finance are particularly welcome. Application deadline: July 14, 2026, at 2:00 PM Italian time. The PhD programme lasts three years. The annual scholarship amount is currently €16,243 gross, and PhD students also receive a yearly research budget equal to 10% of the gross annual scholarship. The Quantitative Finance group at Roma Tre works on a broad range of topics, including portfolio optimization, risk measures and stochastic dominance, sustainable finance, cryptocurrencies and alternative assets, behavioral portfolio choice, and computational/data-driven methods for financial decision-making. Further details on our research are available here: https://francescocesarone.com/papers The official call is available here: https://apps.uniroma3.it/public/bando2026/ Candidates should carefully consult the official call and the programme information page for details on eligibility requirements, required documents, language requirements, and the selection procedure. Prospective applicants interested in this position are warmly encouraged to contact me at francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> with a short expression of interest. I would be pleased to provide informal guidance on the application process and to arrange a preliminary discussion to learn more about their background, research interests, and potential fit with the Quantitative Finance research group. Thank you very much in advance for circulating this opportunity. Best regards, Francesco Cesarone * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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Fwd: openings for two postdoc positions at the WIAS in Berlin
by AMORINO, CHIARA 15 Jun '26

15 Jun '26

Cari colleghi, Vi segnalo l'apertura di due posizioni postdoc al WIAS di Berlino, nel gruppo di Johannes Schmidt-Hieber. Potreste diffondere il messaggio a chiunque sia interessato? Grazie mille! Chiara ---------- Forwarded message --------- De: Schmidt-Hieber, Johannes (UT-EEMCS) <a.j.schmidt-hieber(a)utwente.nl> Date: vie, 12 jun 2026 a las 12:51 Subject: openings for two postdoc positions at the WIAS in Berlin To: Schmidt-Hieber, Johannes (UT-EEMCS) <a.j.schmidt-hieber(a)utwente.nl> Dear friends, We have openings for two postdoc positions in mathematical statistics at the WIAS in Berlin. Feel free to forward the job advert to interested candidates. Best, Johannes ---------------------------------------------------------------------------------------------------------------------------------------- The Weierstrass Institute for Applied Analysis and Stochastics (WIAS) in Berlin invites applications for *two postdoc positions* in mathematical statistics Starting date: *September 1, 2026* (or a bit later) While this is a broadly advertised position, we are primarily looking for candidates with a strong track record in mathematical statistics and/or theory of machine learning. Candidates are expected to actively contribute to our scientific collaborations. It is a plus to have knowledge of stochastic analysis and we will give preference to candidates whose research interests align with the research of several members of the research group "Stochastic Algorithms and Nonparametric Statistics" (see this link https://www.wias-berlin.de/research/rgs/fg6/ for details and note that Johannes Schmidt-Hieber and the ERC grant “Extending the mathematics of artificial neural networks to biological neural networks” will be soon integrated within the research group). The application period opens immediately and remains open until the position is filled. For more details and the application form see https://short.sg/j/65248656

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Pisa/Bern Meeting on Probability and Statistics (June 22-24)
by francesco.triggiano＠sns.it 09 Jun '26

09 Jun '26

Dear Colleagues, We are pleased to invite you to the Pisa/Bern (PiBe) Meeting on Probability and Statistics, jointly organized by the Statistics and Probability groups of the University of Bern and the University of Pisa. The workshop will take place in Pisa from June 22 to 24, 2026. For further details, please visit our website: https://sites.google.com/view/pibeworkshop/home We look forward to welcoming you to Pisa. On behalf of the organizers, F. Triggiano

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METRON call for papers: "Modern biostatistics and health data science"
by Umberto P 09 Jun '26

09 Jun '26

Cari colleghi, porto alla vostra attenzione la special issue di METRON su "Modern biostatistics and health data science". Info sono riportate di sotto e nel documento allegato. Saluti, Umberto Picchini ****************************************** The journal METRON is welcoming submissions for the Special Issue "Modern Biostatistics and Health Data Science" https://link.springer.com/journal/40300 This Special Issue is associated with the 21st International Conference on Computational Intelligence Methods for Bioinformatics and Biostatistics — CIBB 2026 <https://cibb2026.teralab.ai/> (Rome, Italy, September 2–4, 2026). *Submissions are open not only to CIBB 2026 participants, but also to researchers who are not attending the conference*. The Special Issue welcomes original research and review articles on recent theoretical, methodological, and applied advances in modern biostatistics and health data science. Topics include, among others, Bayesian inference, causal inference, clinical trials, epidemiology, health data science, machine learning, longitudinal data analysis, public health, statistical modelling, and survival analysis.* More details are in the document attached.* All manuscripts will undergo METRON’s standard double-blind peer-review process. When submitting through the METRON online submission system, authors should select "CIBB2026" as the article type and follow the journal's guidelines <https://link.springer.com/journal/40300/submission-guidelines>. *Submission deadline: January 31, 2027* Expected acceptance deadline: August 31, 2027 Expected publication: September–October 2027 For questions and information please contact any of the Editors: Shirin Golchi (*shirin.golchi(a)mcgill.ca* <shirin.golchi(a)mcgill.ca>), Umberto Picchini (*picchini(a)chalmers.se* <picchini(a)chalmers.se>) and Alessandra Spagnoli (*alessandra.spagnoli(a)uniroma1.it* <alessandra.spagnoli(a)uniroma1.it>). -- _________________________________________________________________ Umberto Picchini, Full Professor of Mathematical Statistics https://umbertopicchini.github.io/ , Bluesky: @upicchini.bsky.social

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PhD: Computational Sciences & TechnologICAL Innovation
by Enea Bongiorno 09 Jun '26

09 Jun '26

Buongiorno, Segnalo bando di dottorato presso l'Università del piemonte Orientale dal titolo: *Computational Sciences & TechnologICAL Innovation* Sito del dottorato per maggiori informazioni: https://sites.google.com/uniupo.it/phd-ctsi/ Bando di dottorato: https://uniupo.it/it/corsi/dottorato-di-ricerca/il-dottorato-upo/bando-dott… *Scadenza 10 luglio.* Cordialmente, Enea -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Re: IMPMS 2026
by GIUSEPPE SANFILIPPO 08 Jun '26

08 Jun '26

<https://events.teams.microsoft.com/event/746a55a7-41d6-440e-a551-13c300f176…> teams.microsoft.com<https://events.teams.microsoft.com/event/746a55a7-41d6-440e-a551-13c300f176…> [X]<https://events.teams.microsoft.com/event/746a55a7-41d6-440e-a551-13c300f176…> new link ~~~~~~~~~~~~~~~~~~~~~~~~~ Giuseppe Sanfilippo Department of Mathematics and Computer Science, University of Palermo, Italy https://sites.unipa.it/sanfilippo giuseppe.sanfilippo(a)unipa.it ~~~~~~~~~~~~~~~~~~~~~~~~~ On 8 Jun 2026, at 15:12, Lucia Caramellino <caramell(a)mat.uniroma2.it> wrote: Confermo Il giorno 8 giu 2026, alle ore 15:09, Stefano Marmi via Random <random(a)lists.dm.unipi.it> ha scritto: FYI: the Teams link you sent (after registration) for following Micali's colloquium does not work. It says that "l'evento è terminato, grazie per la partecipazione" Peccato, Stefano Il giorno dom 7 giu 2026 alle ore 10:10 GIUSEPPE SANFILIPPO via Random <random(a)lists.dm.unipi.it<mailto:random@lists.dm.unipi.it>> ha scritto: Dear all, Tomorrow, the 5th Italian Meeting on Probability and Mathematical Statistics (IMPMS 2026) will begin in Palermo. We would like to inform you that we will try to share the plenary talks via Microsoft Teams for colleagues who are unable to attend in person but would like to follow the conference remotely. The Teams links will be published on the conference website under the "Plenary Speakers" section: https://probabilitypalermo2026.unipa.it/invited-speakers/ At the moment, the link for the first plenary lecture is already available. The speaker will be Silvio Micali, and the talk is scheduled for tomorrow, Monday, June 8, at 15:00 (Central European Time). https://events.teams.microsoft.com/event/c355ac68-306c-4702-858b-4209d1393f… On behalf of the Organizing Committee of IMPMS 2026, Giuseppe Sanfilippo _______________________________________________ Random mailing list -- random(a)lists.dm.unipi.it<mailto:random@lists.dm.unipi.it> To unsubscribe send an email to random-leave(a)lists.dm.unipi.it<mailto:random-leave@lists.dm.unipi.it> _______________________________________________ Random mailing list -- random(a)lists.dm.unipi.it To unsubscribe send an email to random-leave(a)lists.dm.unipi.it

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IMPMS 2026
by GIUSEPPE SANFILIPPO 08 Jun '26

08 Jun '26

Dear all, Tomorrow, the 5th Italian Meeting on Probability and Mathematical Statistics (IMPMS 2026) will begin in Palermo. We would like to inform you that we will try to share the plenary talks via Microsoft Teams for colleagues who are unable to attend in person but would like to follow the conference remotely. The Teams links will be published on the conference website under the "Plenary Speakers" section: https://probabilitypalermo2026.unipa.it/invited-speakers/ At the moment, the link for the first plenary lecture is already available. The speaker will be Silvio Micali, and the talk is scheduled for tomorrow, Monday, June 8, at 15:00 (Central European Time). https://events.teams.microsoft.com/event/c355ac68-306c-4702-858b-4209d1393f… On behalf of the Organizing Committee of IMPMS 2026, Giuseppe Sanfilippo

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Summer School on "Nonlinear and Structured Optimization: Theory and Algorithms", 7-11 September 2026, San Miniato, Italy.
by Giulio Bottazzi 04 Jun '26

04 Jun '26

Dear Colleagues, The deadline for applying to the XIII edition of the "Summer School of Mathematics for Economic and Social Sciences" jointly organized by the Centro de Giorgi, Scuola Normale Superiore, and the PhD Program in Economics of the Scuola Superiore Sant'Anna, is approaching. The topic of this year is "Nonlinear and Structured Optimization: Theory and Algorithms," and the invited lecturers are Riccardo Cambini of Università di Pisa and Puya Latafat of IMT Lucca. The school is aimed at graduate students and senior master's students in Economics, Finance, and related disciplines. Full financial support is available. For information and application, please check https://crmdegiorgi.sns.it/evento/summer-school-on-nonlinear-and-structured… Best Regards, Giulio Bottazzi -- Giulio Bottazzi PGP Key ID:BAB0A33F Professor of Economics Faculty of Social Sciences Advanced Calculus for Economics and Finance Theory and Methods https://link.springer.com/book/10.1007/978-3-031-30316-6 Scuola Superiore Sant'Anna 56127 - Pisa, Italy Phone:(+39)-050-883365 email:bottazzi@santannapisa.it Fax: (+39)-050-883344 The information transmitted is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. Any review of, re-transmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient, is prohibited. If you received this in error, please inform the sender by e-mail and delete the content. Il contenuto e gli allegati di questo messaggio sono strettamente confidenziali e ad uso esclusivo del destinatario. Ne sono vietati la diffusione, l'inoltro e l'uso non autorizzato da parte di utenti diversi dal destinatario. Qualora il presente messaggio Le fosse pervenuto per errore, La preghiamo di distruggerlo e darcene comunicazione a mezzo e-mail.

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