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[STAR Seminars] Wed Feb 25 - Yi Feng
by Leonardo Tarquini 18 Feb '26

18 Feb '26

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series on Wednesday, February 25th, 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/61698784374>. The speaker is Yi Feng (Aarhus University) with the talk: Title: Continuous-Time Analysis of Heavy Ball Momentum in Min-Max Games Abstract: Since Polyak's pioneering work, heavy ball momentum has been widely studied in minimization problems. However, its role in min-max games remains largely unexplored. As a key component of practical min-max algorithms like Adam, this gap limits their eﬀectiveness. In this talk, I will present a continuous-time analysis for heavy ball momentum in min-max games. I will focus on two aspects: convergence to equilibrium and implicit gradient regularization, which describe how momentum shapes the interaction between algorithmic trajectories and the geometry of the min-max loss landscape. We will see that the behavior of heavy ball momentum in min-max games is significantly diﬀerent from that in minimization. Bio: Yi Feng is a Postdoctoral researcher at Aarhus University. His research focuses on understanding the learning dynamics in games and their applications in machine learning. His research is supported by a Danish Data Science Academy Postdoctoral Fellowship. This seminar is jointly organised in collaboration with Trung Tuyen Truong<https://www.mn.uio.no/math/english/people/aca/tuyentt/> from the Several Complex Variables, Logic and Operator algebras group<https://www.mn.uio.no/math/english/?vrtx=unit-view&areacode=151365> at UiO. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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SPASS seminar: Tianyi Li
by Mario Maurelli 18 Feb '26

18 Feb '26

Dear colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Generative Diffusion Models for Lagrangian Turbulence* by *Tianyi Li* (Università degli Studi di Roma Tor Vergata) The seminar will take place on *Tuesday, 24.02.2026* at *14:00 CET* in Saletta Riunioni, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/stc-xonf-yrx>. Best regards Mario Maurelli https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> --------------------------------------- *Title: Generative Diffusion Models for Lagrangian Turbulence* *Abstract: Lagrangian turbulence plays a central role in transport and dispersion, yet modeling the intermittent and non-Gaussian nature of particle trajectories remains a major challenge. In this talk, we present a generative framework based on diffusion models to learn and sample the probability distribution of turbulent particle motion directly from data. The model generates single-particle trajectories in three-dimensional turbulence at high Reynolds numbers and reproduces key statistical properties across scales, including heavy-tailed velocity increments, anomalous scaling, and intermittency near the dissipative range. We further extend the approach to inertial particles (tracers, heavy, and light) and to the probabilistic reconstruction of missing velocity data along trajectories, with applications to real ocean drifter observations. In all cases, the generated signals retain realistic scale-dependent and non-Gaussian features. These results suggest diffusion models as a new probabilistic tool for studying and reconstructing Lagrangian turbulence. This work was supported by the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (Grant Agreement No. 882340).*

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Seminario on-line PRISMA lunedì 2 marzo 2026 - S. Cerrai & G. Guatteri
by Sonia Mazzucchi 18 Feb '26

18 Feb '26

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per *lunedì 2 marzo* 2026. I relatori saranno *Sandra Cerrai *(University of Maryland) e *Giuseppina Guatteri* (Politecnico di Milano) che parleranno di: * Nonlinear Random Perturbations of PDEs: Toward an Infinite-Dimensional Theory* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate in allegato l’abstract. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/89967257735 <https://www.google.com/url?q=https://unitn.zoom.us/j/89967257735&sa=D&sourc…> ID riunione: 899 6725 7735 Codice d’accesso: 727722 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi

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Seminar: Leonardo Maini - Mon 23 Feb at Milano-Bicocca
by Maurizia Rossi 17 Feb '26

17 Feb '26

Dear all, It is a pleasure to announce the following probability seminar Speaker:* Leonardo Maini* *(Univ. Roma Tor Vergata)* Date and place: *Monday** 23 February 2.30pm-3:30 pm -- **ATLAS building, room* *U1-04*, *Univ. Milano-Bicocca* (Piazza della Scienza 1, Milano) . Title: *Non-universal fluctuations for functionals of random neural networks* Abstract: We establish central and non-central limit theorems for sequences of functionals of the limiting Gaussian output of random neural networks on the sphere. We show that the asymptotic behaviour is determined by the fixed points of the covariance kernel and leads to three possible regimes: convergence to the same functional evaluated at a limiting Gaussian field, convergence to a Gaussian distribution, or convergence to a spherical Rosenblatt/Hermite-type distribution. More generally, we show that the transition between these behaviours is governed by the uniforme order of integrability (up to controlled errors) of the renormalized covariance function. This mechanism is closely related to what happens for Gaussian fields with regularly varying covariances at infinity in the Euclidean setting, and reveals an analogous structure on the sphere. Based on a joint work with S. Di Lillo and D. Marinucci. Best wishes, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario Gianmarco Del Sarto 19/02 - Luiss
by Marta Leocata 17 Feb '26

17 Feb '26

Cari Colleghi, vi segnalo che giovedì 19 Febbraio alle ore 12, presso l’aula seminari 304b della sede LUISS di viale Romania 32, Gianmarco Del Sarto (TU Darmstadt ) terrà un seminario dal seguente titolo e abstract: Title: Beyond warming: how greenhouse gases emissions can amplify polar temperature fluctuations Abstract: Climate change affects not only average temperatures but also their variability. Using a simple energy-balance model for the Arctic, we explain why temperature fluctuations can increase as radiative forcing (linked to CO_2) rises. Fast random variations in incoming solar energy represent weather, while temperature evolves more slowly. Because sea ice makes sunlight absorption strongly temperature-dependent, warming and ice loss make the system more sensitive to the same weather fluctuations. This yields a stochastic temperature equation and the key message: in the ice-affected regime, stronger forcing amplifies long-term temperature variance. This is a joint work with F. Flandoli and M. Lenzi. Tutti gli interessati sono invitati a partecipare. Saluti, Marta Leocata

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Upcoming PhD Course: Python for Finance at Roma Tre University
by Francesco Cesarone 16 Feb '26

16 Feb '26

Dear All, I am pleased to announce a new PhD course, "Python for Finance," offered as part of the PhD Program in Quantitative Finance and organized by the Research Group on Quantitative Finance at the Department of Business Studies, Roma Tre University. Python for Finance (PhD Course) Lecturer: Kevyn Stefanelli – Professor in Finance, Università degli Studi della Tuscia (DEIM) Total workload: 24 hours (8 lectures of 3 hours each) Schedule (15:00–18:00): * Monday, 23 February * Monday, 2 March * Monday, 9 March * Monday, 16 March * Monday, 23 March * Monday, 13 April * Monday, 20 April * Monday, 27 April Location: Department of Business Studies – Roma Tre University Via Silvio D’Amico, 77, 00145 Rome, Italy This course features a hands-on sequence of lectures using Jupyter Notebooks, blending live coding, guided exercises, and interactive discussions. Applications include financial data analysis, risk measurement, and portfolio optimization. Logistics / Registration: Due to organizational constraints, interested participants are kindly requested to email Francesco Cesarone (francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it>) and Fabio Fraschetti (fabio.fraschetti(a)uniroma3.it<mailto:fabio.fraschetti@uniroma3.it>) to register. For more information, please refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone

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Coding Week in Crete (June 2026) – Hyperbolicity Meets Stochasticity
by Francesco Giuseppe Cordoni 16 Feb '26

16 Feb '26

Dear colleagues, I want to advertise a Coding Week that will take place in Crete, 21-26 June 2026 https://elenagaburro.it/sunhype2026.html The event is organized into six working groups, each led by a professor/researcher. The main theme of the week is hyperbolic equations. One of the proposed projects is titled "Hyperbolicity Meets Stochasticity." The project focuses on the development and implementation of numerical methods for stochastic hyperbolic conservation laws. The stochastic components are addressed using advanced Monte Carlo techniques, such as multilevel Monte Carlo. Participants are expected to have a background in numerical methods for hyperbolic problems, while only minimal prior knowledge of stochastic concepts is required (e.g., familiarity with normal distributions and expected values). A central focus of the project will be to investigate which discrete solutions of stochastic hyperbolic problems preserve key structural properties. The event is particularly aimed at PhD students and early-career researchers (up to 3–4 years after the PhD). There are currently still open spots in this group. If you know potential candidates who might be interested, I would be very grateful if you could share this opportunity. For further information or expressions of interest, please contact Prof. Elena Gaburro (University of Verona) at elena.gaburro(a)univr.it. Best regards, Francesco G. Cordoni - Ph.D. Associate professor -------------------------------------------------- Laboratory of Applied Mathematics Department of Civil, Environmental and Mechanical Engineering University of Trento Via Mesiano,77, 38123 Trento, ITALY e-mail: francesco.cordoni(a)unitn.it --------------------------------------------------

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CEMA 2026 - Paris (fwd)
by Tiziano Vargiolu 16 Feb '26

16 Feb '26

Call For Papers Commodity and Energy Markets Association (CEMA) 2026 Annual Meeting ESSEC Business School, Paris, June 15;16, 2026 www.cema2026.com The “10th Anniversary” 2026 Annual Meeting of the Commodity and Energy Markets Association (CEMA) will be held at ESSEC Business School (Paris campus) on June 15th– 16th, 2026. The conference follows a series of CEMA meetings, the first of which took place in Paris in 2016, as well as a longer sequence of events organized by Álvaro Cartea and Andrea Roncoroni devoted to Energy and Commodity Finance, beginning with a meeting in London in 2004. These include meetings in Oxford (2017), Rome (2018), Pittsburgh (2019), Madrid (2020–21, online), Chicago (2022), Budapest (2023), Boston (2024), and Houston (2025). Complete information about CEMA is available at www.cem-a.org AWARDS: 1. CEMA Best Paper Award (€500) 2. CEMA Best PhD Paper Award (€500) 3. ESSEC-Amundi Best Asset Management Paper Award (€1,000) 4. Lifetime Achievement Award IMPORTANT DATES: Dec. 1, 2025: Paper submission starts March 1, 2026: Paper submission deadline April 1, 2026: Notification of acceptance & Registration opening May 1, 2026: Registration closing May 15, 2026: Paper assignment to discussants PAPER SUBMISSIONS: Completed manuscripts or drafts can be submitted starting on December 1, 2025, through the conference website cema2026.com (Abstracts and extended abstracts will not be considered).

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Spring Probability Day 2026 in Florence
by Gianmarco Bet 16 Feb '26

16 Feb '26

Dear colleagues, Save the date! The Spring Probability Day 2026 <https://sites.google.com/unifi.it/florence-probability-group/probability-da…> will take place on the *8th of May* at the University of Florence. The speakers will be Perla Sousi (University of Cambridge) and Laurent Miclo (Toulouse School of Economics). As usual, each speaker will give an introductory lecture followed by a research seminar. Looking forward to welcoming you in Florence! Luisa Andreis, Luca Avena, Gianmarco Bet, and Elia Bisi

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Call for paper – 3rd Verona Early Career Workshop, May 12–13, 2026
by Cecilia Mancini 16 Feb '26

16 Feb '26

Dear all, we are writing to inform you about the 3rd Verona Early Career Workshop in Economics and Mathematical Finance, which we are organizing at the Department of Economics at the University of Verona and which will take place on May 12–13, 2026, in Verona. The workshop is aimed at PhD students and early-career researchers (PhD obtained no more than 2 years ago) and seeks to foster the exchange of ideas among young scholars. This year, for the first time, the workshop explicitly opens to topics in Mathematical Finance and Statistics, alongside the traditional areas of economics. The keynote speaker will be Erich Battistin (University of Maryland). The abstract submission deadline is February 28, 2026. Participation is free, and the workshop includes coffee breaks and the social dinner. You can find all the relevant information at the following links: * Workshop webpage: https://lnkd.in/dSxEE4Xj * Call for Papers: https://lnkd.in/dPrGrdaU * Submission form: https://lnkd.in/dNbpMzEN For any questions: ecwef26(a)dse.univr.it<mailto:ecwef26@dse.univr.it> We would be very grateful if you could help us promote the call, for instance by sharing it on your social media channels (LinkedIn, X) or by forwarding it to relevant contacts and academic networks, particularly among PhD students and early career researchers. Thank you very much for your support and for helping us disseminate this initiative. Best regards, Clara Fertonani Marco Scaratti Andrea Stanghellini

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