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Back to school: a workshop and a mini-course in Tor Vergata
by Michele Salvi 02 Sep '26

02 Sep '26

Dear all, The Rome Centre on Mathematics for Modelling and Data Sciences (RoMaDS, for friends) at the University of Rome Tor Vergata is back from the summer break. On the RoMaDS website <https://www.mat.uniroma2.it/~rds/events.php> you can already find a preliminary calendar for the Autumn season. For the month of September, we would like to highlight the following two events: > September 21-22 Rome Workshop on Log-Correlated Fields and SPDEs Villa Mondragone, Frascati. All information at this link <https://sites.google.com/view/log-spde-rome>. > September 24-25 (10h00-12h00 and 13h30-15h30 on both days) Mini-course by Dario Trevisan (Università di Pisa) From Gaussian Limits to Feature Learning in Wide Neural Networks Department of Mathematics, Aula Dal Passo Abstract: Wide neural networks can be seen as random functions whose behavior simplifies in several different large-width regimes. At the scale of typical fluctuations, central-limit phenomena lead to Gaussian-process limits with recursively defined covariance kernels, while the parameter-space tangent geometry converges to the neural tangent kernel and yields a linearized description of training. These Gaussian and kernel limits provide a remarkably tractable theory of random initialization and learning, but they capture only part of the finite-width behavior. The course develops a probabilistic view of random wide neural networks across these different scales. We will study Gaussian and quantitative finite-width approximations, neural tangent kernel limits, large deviations of outputs and empirical layer kernels, and regimes in which feature learning survives at large width. Large-deviation theory provides a complementary description of rare, non-Gaussian behavior: atypical outputs can be realized through atypical internal kernels, leading to variational representations of the output rate function. Under suitable Bayesian scalings, the same viewpoint yields posterior variational problems over both predictors and kernels, providing one probabilistic mechanism for data-dependent feature learning. We will compare this with dynamical feature-learning limits such as mean-field and maximal-update regimes, emphasizing throughout how different scalings reveal different aspects of neural networks. See you soon in Tor Vergata! These events are part of the Excellence Project MatMod@TOV.

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IJTAF: Special Issue on Non-Markovian dynamics in finance: factor modelling and beyond
by Enrico Scalas 02 Sep '26

02 Sep '26

Care colleghe e colleghi, vi scrivo per segnalare un futuro numero speciale di International Journal of Theoretical and Applied Finance ( https://www.worldscientific.com/worldscinet/ijtaf) Se vi interessa inviare un articolo potete scrivere a Lorenzo Torricelli e/o a me. Grazie per l'attenzione e cordiali saluti, Enrico Scalas -- Call for Papers Special Issue on Non-Markovian dynamics in finance: factor modelling and beyond Guest Editors: Enrico Scalas (Department of Statistical Sciences, Sapienza University of Rome) Lorenzo Torricelli (Department of Statistical Sciences, University of Bologna) Scope and Objectives Factor models are an established framework in financial modeling, essential for capturing the inherent complexity of market dynamics. Recent research has increasingly moved toward relaxing the Markov property of underlying stochastic drivers, primarily for two reasons: to achieve a more robust fit for the statistical properties of volatility, and to account for the empirical reality of periods of price staleness and non-exponential inter-trade durations. This special issue serves as a forum for these two methodological strands to converge, highlighting their synergies or, more ambitiously, discussing unified frameworks for their joint implementation. Topics of Interest Contributions on option pricing, portfolio selection, market microstructure and other relevant problems in quantitative finance are welcome. Theoretical contributions are also welcome, provided they have demonstrable applicability in finance. Submission Guidelines and Important Dates Submissions open: 1 August 2026 Submissions close: 1 February 2027 Expected publication: Volume 5 (August) 2027 Manuscripts should be prepared according to the journal’s formatting guidelines and submitted through the IJTAF online submission system. Submissions will undergo a rigorous peer-review process to ensure high scientific quality. Please indicate the title of this special issue (Special Issue on Emerging Topics in Quantitative and Climate Finance) when you submit your paper. https://www.editorialmanager.com/ijtaf/Default.aspx?pg=login.asp&username= Number and Length of Papers The Special Issue will include between five and eight papers. Submissions should be approximately 15 to 35 pages in length (including references, figures, and appendices)

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Bando Premio Archimede
by Claudia Ceci 01 Sep '26

01 Sep '26

dynamics Con piacere segnalo la pubblicazione del bando per la prima edizione del *"Premio Archimede per la Matematica Applicata alla Scienza, all'Industria e alla Società"*, un'iniziativa promossa congiuntamente da *AIRO, AMASES, INdAM, SIMAI e UMI*. Il bando, il regolamento e la convenzione costitutiva tra i soggetti promotori del Premio sono consultabili sul sito UMI al seguente link: https://umi.dm.unibo.it/premi-old/premio-archimede-per-la-matematica-applic… <https://us.list-manage.com/oqN776xt2g7?e=d696bd42da&c2id=53aaf3840ef8030915…> *La scadenza è il 31/10/2026.* In calce alla presente mail si allegano una sintesi degli elementi rilevanti dell’edizione 2026 e il *link al bando in formato PDF* <https://us.list-manage.com/JJ4Xt1JWYiI?e=d696bd42da&c2id=53aaf3840ef8030915…> . Claudia Ceci Dip. MEMOTEF Università di Roma Sapienza -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Forum "Artificial Intelligence in Biomedicine" – 6 novembre 2026, Lugano
by Azzimonti Laura 31 Aug '26

31 Aug '26

Dear Colleagues, We would like to inform you about the upcoming scientific Forum "Artificial Intelligence in Biomedicine: from basic research to clinical application", organised by IBSA Foundation in collaboration with IDSIA. The Forum will address the role of artificial intelligence in biomedical research and in supporting the transition from scientific discovery to clinical practice, with a focus on predictive and personalised medicine. Attendance is free and open to the public. Date and venue 6 November 2026, 9:00 AM – 5:30 PM USI-SUPSI, Campus Est, Lugano Programme The Forum will bring together international experts in biology, medicine and computational science, structured in two sessions: digital twins and personalised medicine; and AI applied to protein and compound design. Call for abstracts A call for abstracts is open to researchers wishing to present their work. Selected abstracts will be presented as oral or poster contributions. Submission deadline: 19 October 2026. Further details on the programme, speakers and abstract submission are available at: https://www.ibsafoundation.org/en/artificial-intelligence-in-biomedicine-20… For further information, please contact info(a)ibsafoundation.org<mailto:info@ibsafoundation.org>. Best regards, Laura Azzimonti on behalf of the Scientific Board IBSA Foundation Forum ––––––––––––––––––––––––––––––––––––––––––––– Scuola universitaria professionale della Svizzera italiana Istituto Dalle Molle di studi sull’intelligenza artificiale IDSIA USI-SUPSI Laura Azzimonti, PhD Senior Researcher and Lecturer Polo universitario Lugano Via la Santa 1 CH – 6962 Lugano-Viganello Tel. +41 (0)58 666 66 44 laura.azzimonti(a)idsia.ch www.idsia.ch

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BayesComp27 mirror in Aussois, French Alps
by Francesca Crucinio 28 Aug '26

28 Aug '26

Dear all, We invite proposals <https://www.google.com/url?q=https://docs.google.com/forms/d/e/1FAIpQLSfK1w…> for the BayesComp 2027 mirror <https://www.google.com/url?q=https://sites.google.com/view/bayescomp27mirro…> conference in Aussois, France, that will take place on 17-21 May, 2027. The event <https://www.google.com/url?q=https://sites.google.com/view/bayescomp27mirro…> will complement the main BayesComp 2027 meeting in Texas and provide a European forum for researchers in Bayesian computation and related areas. Plenary sessions will be broadcasted from Texas, while talks in Aussois will be recorded. Please submit one form <https://www.google.com/url?q=https://docs.google.com/forms/d/e/1FAIpQLSfK1w…> per proposed contribution. Proposals <https://www.google.com/url?q=https://docs.google.com/forms/d/e/1FAIpQLSfK1w…> may be for contributed talks, or poster presentations. The programme committee will review submissions based on scientific quality, timeliness, coherence, and expected appeal to the BayesComp community. Unless the submission mentions otherwise, talk proposals that are rejected will be automatically added as posters. Details about the venue (CAES Paul Langevin), potential registration fees, and technical details are being finalized and will be announced on the webpage for the BayesComp 2027 mirror conference <https://www.google.com/url?q=https://sites.google.com/view/bayescomp27mirro…> . The local organizing committee

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Rome Workshop on Log-Correlated Fields and SPDEs
by Tommaso Cornelis Rosati 24 Aug '26

24 Aug '26

Dear all, We are pleased to announce the Rome Workshop on Log-Correlated Fields and SPDEs, taking place on 21-22 September at Villa Mondragone (Università di Roma Tor Vergata). The workshop brings together researchers working on log-correlated fields, random matrices and critical SPDEs. The list of speakers and the programme are available at: https://sites.google.com/view/log-spde-rome If you are interested in participation you are welcome to reach out. Best wishes, Tommaso Rosati and Giorgio Cipolloni

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IMS Tom Kurtz award and lecture
by Cristina Caroli Costantini 24 Aug '26

24 Aug '26

Vorrei segnalare che l'Institute of Mathematical Statistics ha costituito un fondo di donazioni per finanziare un premio biennale in onore di Tom Kurtz. Il premio consiste nell'invito a tenere una conferenza plenaria a Stochastic Networks - un convegno cosponsorizzato dall'IMS che si tiene ogni due anni - con le spese di viaggio pagate. Tom è stato, insieme a Peter Glynn, il fondatore di questo convegno periodico. Il convegno è concepito per coprire uno spettro di argomenti piuttosto ampio, che include molte delle aree in cui Tom ha lavorato. Il fondo verrebbe gestito dall'IMS in modo da finanziare permanentemente il premio, con il proprio rendimento. Chi volesse contribuire può farlo, con carta di credito, sulla pagina https://imstat.org/shop/donation/ dove sono elencati i fondi di donazione dell'IMS in ordine alfabetico. Un saluto cordiale a tutti, Cristina Costantini

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PhD position in Mathematical Foundations of Machine Learning at University of Bern
by Andrea Agazzi 14 Aug '26

14 Aug '26

Dear Colleagues, The Department of Mathematics and Statistics of the University of Bern is seeking an excellent candidate for a PhD position in the area of Mathematical Foundations of Machine Learning under my supervision with an expected starting date in Fall Semester 2026, or by agreement (we are quite flexible). For further details concerning the position, application procedure, salary, and eligibility requirements, please follow this link: https://jobs.unibe.ch/job-vacancies/phd-position-in-mathematical-foundation… Review of applications will begin in the *last week of August 2026* and continue until the position is filled. I would be grateful if you could circulate this announcement to potential candidates. Best wishes, Andrea Agazzi (andrea.agazzi(a)unibe.ch)

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PhD/Postdoc position - Ruhr University Bochum
by Nicola Turchi 13 Aug '26

13 Aug '26

Dear colleagues, I am pleased to share the following call for applications. Please feel free to circulate this within your networks. __________ PhD or Postdoctoral Position in Probability Theory *Ruhr University Bochum – Faculty of Mathematics* *Application deadline: September 1, 2026* The Faculty of Mathematics at Ruhr University Bochum invites applications for a PhD or Postdoctoral position in Probability Theory. The starting date is flexible, but preferably no later than January 2027. The position is part of the research group of Prof. Christoph Thäle, which focuses on stochastic geometry and geometric probability. The group studies the asymptotic behavior of random spatial structures, ranging from discrete to high-dimensional models, using methods from probability theory and geometric analysis. We are looking for a highly motivated candidate who wishes to conduct independent research in a modern area of probability theory, ideally with a focus on stochastic geometry. Applicants should hold an excellent Master’s degree (for the PhD position) or PhD (for the Postdoctoral position) in mathematics, preferably in one of the following areas: - Probability theory - Geometry - Combinatorics *Position details:* - *PhD position:* 75% TV-L E13 (German public sector pay scale), fixed term of three years - *Postdoctoral position:* 100% TV-L E13, fixed term of two years *Application process:* Interested candidates should contact Tanja Schiffmann at tanja.schiffmann(a)rub.de to obtain the link to the online application portal. Applications must be submitted through the portal as a single PDF file containing: - a cover letter - a curriculum vitae - academic transcripts All application materials must be received by *September 1, 2026*. For academic inquiries, please contact Christoph Thäle or visit his website <https://sites.google.com/view/christophthaele/start>. __________ Best regards, Nicola Turchi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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PhD position in Numerical Analysis at Bielefeld University - Deadline: AUGUST 19
by Ferrari, Giorgio 12 Aug '26

12 Aug '26

Dear All, I forward with pleasure the announcement for a PhD position in Numerical Analysis at Bielefeld University: https://jobs.uni-bielefeld.de/jobpdfprint/4927 Best wishes, Giorgio Ferrari

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