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Secondo ciclo di seminari online sulle applicazioni della probabilità in economia: Miguel Angel Sordo Diaz
by Enrico Scalas 20 Jul '26

20 Jul '26

Buongiorno, ecco l'annuncio e il link per il secondo seminario della serie. Speaker: Miguel Ángel Sordo Díaz, Departamento de Estadística e Investigación Operativa, Universidad de Cádiz Date: 23 July 2026, 2:00 PM Title: A Spearman-like coefficient for upper-tail association analysis Abstract: Quantifying association during extreme events is of paramount importance in fields such as finance, insurance, and environmental sciences. Classical correlation measures often fail to capture co-movements in the tails of distributions, while traditional boundary tail coefficients collapse under asymptotic independence, rendering them blind to sub asymptotic concentration. In this paper, we introduce a unified framework of Spearman-like, tail-sensitive indices constructed via the ranks and concomitants of the data to assess localized association conditional on large threshold exceedances. We establish two complementary families of measures: a discrete two-parameter family that encompasses Spearman's as a special case, and a continuous single-parameter family obtained as its asymptotic limit. This threshold-defined framework offers a flexible, interpretable diagnostic tool that continuously tracks tail-association paths and successfully discriminates among fundamentally distinct sub asymptotic structures where classical boundary indicators vanish. For both families, we investigate their theoretical properties - including their limiting behavior at the absolute boundary - propose empirical plug-in estimators, and derive their asymptotic distributions. The operational advantages of the indices are verified through analytical illustrations across diverse copula families and demonstrated via an empirical application to global catastrophic risk. link: https://polimi-it.zoom.us/j/92625519512 backup link: https://teams.microsoft.com/meet/324967652703789?p=0vt10YjhRZpVlDLRC1 Cordiali saluti, Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Workshop announcement: Data-driven modeling, simulation and inference for neurobiological problems
by Massimiliano Tamborrino 20 Jul '26

20 Jul '26

Dear all, I'd like to draw your attention on the workshop 'Data-driven modeling, simulation and inference for neurobiological problems’, which will take place at NITMB Chicago from the 28th of September to the 2nd of October 2026 (https://www.nitmb.org/neurobio-problems-workshop) Applications to attend the event and receive travel/accommodation fundings are now open. This is possible via the website above, with a deadline on the 30th of July 2026. Key themes of the workshop include: • Integrating mathematical models with experimental data. • Advanced numerical techniques for neural network simulation. • Numerical analysis of nonlocal and nonlinear neural evolution equations . • Statistical inference in neurobiological systems. • Uncertainty quantification in neural dynamics. • Inverse problem methodologies in neuroscience . On the website, you can also find the list of invited speakers. I'm looking forward to welcoming you in Chicago, best, Massimiliano on the behalf of the organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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Doctoral position in Bayesian spatiotemporal statistics for forest disturbance monitoring
by Guillaume Kon Kam King 15 Jul '26

15 Jul '26

Dear all, I would like to draw your attention to a doctoral position currently open at the Laboratoire d’Inventaire Forestier, Institut National de l’Information Géographique et Forestière, in Nancy, France. The doctoral project will be supervised by Alexander Massey, a researcher in survey sampling and statistical inference for forests at the Laboratoire d’Inventaire Forestier. The project focuses on small-area estimation methods for forest disturbance monitoring using Bayesian spatiotemporal approaches. It should be of particular interest to students with a background in statistics, spatial modelling, Bayesian inference, environmental statistics, forest inventory, or related fields. Further details are available here: https://lif-geodata.github.io/LIF/phd-xrisks.html Please feel free to circulate this announcement to potentially interested candidates. Best regards, Guillaume --------------------------- Dr. Guillaume KON KAM KING Chargé de recherches/Senior Research Fellow INRAE Université Paris-Saclay, INRAE, MaIAGE, 78350, Jouy-en-Josas, France

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Postdoc position: Stochastic optimization and mathematical foundations of machine learning, Wuppertal University
by Luigi Borasi 14 Jul '26

14 Jul '26

Dear All, I forward the advertisement below from Prof. Sebastian Kassing about one Postoc position at Wuppertal University. Best regards, Luigi Borasi Dear colleagues, there is an open Postdoc position in my group at the University of Wuppertal in the area of stochastic optimization and mathematical foundations of machine learning. The position is for 2 years and is to be filled as soon as possible. Interested candidates should have a background in one or more of the following areas: - Stochastic Optimization - Mathematical Foundations of Machine Learning - Stochastic Analysis - Neural Networks - Reinforcement Learning - Programming experience is desirable Further information, including the full job announcement, is available here: https://stellenausschreibungen.uni-wuppertal.de/qisserver/rds?state=bwm&mod… = Applications should be submitted through the University of Wuppertal’s application portal, https://stellenausschreibungen.uni-wuppertal.de, under reference number 26208. The deadline is August 10th, 2026. Please feel free to contact me at kassing(a)uni-wuppertal.de if you have any questions, and to forward this announcement to suitable candidates. Best regards, Sebastian Kassing

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Autumn Probability Day 2026 in Florence
by Gianmarco Bet 13 Jul '26

13 Jul '26

Dear colleagues, Save the date! The Autumn Probability Day 2026 <https://sites.google.com/unifi.it/florence-probability-group/probability-da…> will take place on the *5th of November* (*it's a Thursday!*) at the University of Florence. The speakers will be Alessandra Cipriani (University College London) and Alexandre Stauffer (King's College London). 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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Secondo ciclo di seminari online sulle applicazioni della probabilità in economia: Daria Ghilli
by Enrico Scalas 13 Jul '26

13 Jul '26

Il 16 luglio 2026 alle ore 14 Daria Ghilli, Department of Economics and Management, University of Pavia terrà un seminario dal titolo Mean Field Games in infinite dimensional spaces and applications to economics Abstract: We present an overview of mean field game models for large populations of forward-looking agents whose individual state is naturally infinite-dimensional. This situation arises when agents’ dynamics involve variables such as age, spatial position, memory or path-dependent effects, or delay. These features are common in economic applications, including vintage capital models, production planning problems, and systemic risk. We explain how infinite-dimensional techniques make it possible to reformulate such dynamics as abstract evolution equations in Hilbert spaces, often eliminating the explicit delay by enlarging the state variable. We then present some recent results and discuss applications to vintage capital models and systemic risk. Il link per accedere al seminario è https://polimi-it.zoom.us/j/96054779369 Vi è anche un link di back-up da usare in caso di eventuali problemi tecnici https://teams.microsoft.com/meet/324967652703789?p=0vt10YjhRZpVlDLRC1 Cordiali saluti, Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Assistant, Associate, and Full Professors at Imperial College London
by Mario Maurelli 13 Jul '26

13 Jul '26

Dear colleagues, I forward the advertisement below from Michele Coti Zelati about positions at Imperial College London. Best regards Mario Maurelli The Department of Mathematics at Imperial College London is currently recruiting Assistant, Associate, and Full Professors across all areas of mathematics. Personally, I would be especially delighted to receive applications from outstanding researchers working in analysis, probability, and partial differential equations, so please do encourage any strong candidates in these areas to apply. Further details and the application portal can be found here: https://www.imperial.ac.uk/jobs/search-jobs/description/index.php?jobId=285… Best wishes, Michele Coti Zelati

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Fwd: Workshop on March 25-28 -- Stochastic Dynamics and Stochastic Equations
by Marco Romito 11 Jul '26

11 Jul '26

-------- Forwarded Message -------- Dear Colleagues, I would like to advertise a workshop on stochastic dynamics and stochastic equations. https://www.epfl.ch/labs/stoan/workshops/ Regards, Xue-Mei ------------------------------------------------- Professor Xue-Mei Li Chair of Stochastic Analysis Mathematics EPFL --The École polytechnique fédérale de Lausanne ------------------------------------

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Phd in Data Science alla Luiss
by Marta Leocata 11 Jul '26

11 Jul '26

Cari colleghi, vi segnalo l'apertura del bando di ammissione al Phd in Data Science alla Luiss. La scadenza per la presentazione delle domande è fissata al 24 luglio 2026. Possono candidarsi coloro che conseguiranno la laurea richiesta entro il 15 settembre 2026. Il programma ha una durata di 3 anni e la borsa di dottorato ammonta a €16.243,00 lordi annui. Se avete domande non esitate a scriverci una mail. Le informazioni sul bando e sulle modalità di candidatura sono disponibili alla pagina dedicata: https://phd.luiss.it/datascience/open-calls/ Saluti,

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Selezione per la chiamata di un professore associato presso DISEI-UNIFI
by Giacomo Scandolo 10 Jul '26

10 Jul '26

Segnalo la seguente posizione presso il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) presso l'Università di Firenze ------------------------------------------------------------------------------------------------------------- Procedura di selezione per la chiamata di un professore associato, ai sensi dell’art. 18, comma 4, della Legge n. 240/2010, per il gruppo scientifico disciplinare: 13/STAT-04 Metodi matematici delle scienze attuariali e finanziarie Il bando è pubblicato al seguente indirizzo https://www.unifi.it/it/ateneo/lavora-con-noi/reclutamento-bandi-di-concors… (Scadenza presentazione delle domande 6 agosto 2026)

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