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PostDoc Fellowship "La Caixa Junior Leader" 2026 (3 years)
by Gianni Pagnini 15 Jul '25

15 Jul '25

Dear colleagues, It is now open in Spain a call for young researchers awarded a PhD between two and seven years for a postdoctoral research fellowship in a center of excellence: https://lacaixafoundation.org/en/postdoctoral-junior-leader-fellowships-inc… <https://lacaixafoundation.org/en/postdoctoral-junior-leader-fellowships-inc…> The fellowship is for 3-years and it is intended for boosting independence of the candidate in the perspective of building a group. BCAM - Basque Center for Applied Mathematics, Bilbao, is an eligible center. Candidates interested in stochastic processes, random walks and anomalous diffusion may get in contact with me: gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> Here are the deadlines: BCAM deadline: by 26th August 2025.. Call deadline: by 25th September 2025. Thank you very much. Sincerely, Gianni — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org | www.bcamath.org/gpagnini ( matematika mugaz bestalde )

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Seminar presented by Sara Merino Aceituno - Applications of Probability to Economics
by Enrico Scalas 14 Jul '25

14 Jul '25

Dear colleagues, On 17 July 2025 at 2pm (CET), Sara Merino Aceituno, (Faculty of Mathematics, University of Vienna, Austria) will present an online seminar whose title is: Large particle limit for jump processes Abstract: In this short course, we will study interacting particle systems whose dynamics are governed either by continuous-time Markov processes (such as coagulation models) or piecewise deterministic Markov processes (such as run-and-tumble dynamics). Our starting point will be the martingale formulation of these systems. The primary objective is to derive equations that approximate the behavior of the system as the number of particles becomes large. The seminar link is: https://uniroma1.zoom.us/j/87312544260 This is the third and last seminar of a series of three seminars organised by UMI-PRISMA on the Applications of Probability to Economics in preparation to the 2025 Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview The previous seminars were: on 26 June 2025, Marta Leocata (LUISS Guido Carli, Department of AI, Data and Decision Sciences) Two applications of multi-agent models in economic and social systems on 10 July 2025, Annamaria Olivieri, (University of Parma (Italy), Department of Economics and Management) Modelling Stochastic Mortality for Life Insurance Applications Everybody is welcome to join the seminar! The organisers Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Autumn Probability Day 2025 in Florence
by Elia Bisi 14 Jul '25

14 Jul '25

Dear colleagues, Save the date! The Autumn Probability Day 2025 will take place on the 21st of November at the University of Florence. The speakers will be Béatrice de Tilière (CEREMADE, Paris-Dauphine PSL) and Alexandre Gaudillière (CNRS, Aix-Marseille). 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 ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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Non-Markov processes in Rome, 13-14 November 2025
by Enrico Scalas 11 Jul '25

11 Jul '25

Dear colleagues, The "Unconference on non-Markov processes" will take place on 13 and 14 November 2024 in room 34 of the Department of Statistical Sciences, Sapienza University of Rome, Italy. More details on the event are available at https://sites.google.com/uniroma1.it/nonmarkov/home Participation is free, but, if you are interested in participating, please write an e-mail to enrico.scalas(a)uniroma1.it briefly detailing your interest in non-Markov processes. Unfortunately, no funds are available to support this event, meaning that we are unable to refund participants. Best wishes, Enrico Scalas

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Interacting Particle Systems and Applications in Siena - Sept. 8-10
by GIOVANNI ALESSANDRO ZANCO 09 Jul '25

09 Jul '25

Dear all, We are glad to announce the workshop "Interacting Particle Systems and Applications", to be held in Siena from September 8th to September 10th, 2025. The workshop is sponsored by Università di Siena and the GNAMPA group of INdAM. All details can be found at https://sites.google.com/view/ipsa-siena2025/home . Registration is free but required. Please note that registration will be closed when we reach the maximum capacity of the venue. For enquiry please contact Giovanni Zanco at giovanni.zanco(a)unisi.it Best regards, the organizing committee Michele Coghi Mario Maurelli Carlo Orrieri Giovanni Zanco [image: Università di Siena] Giovanni Zanco *Dipartimento di ingegneria dell'informazione e scienze matematiche* T. +39 0577232870 [int.2870] <+390577232870> giovanni.zanco(a)unisi.it Università di Siena Via Roma, 56 53100 Siena | Italy www.unisi.it

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Avviso seminario_"Trento Probability Seminars"_Claudio Macci_Venerdì 11 luglio 2025_ore 15:00
by Luigi Amedeo Bianchi 08 Jul '25

08 Jul '25

*Nono seminario del ciclo "**Trento Probability Seminars**_" a.a. 2024-25_* *Luogo:* l'evento si terrà in presenza in Aula Seminari "1" - Povo0 e per via telematica attraverso collegamento alla piattaforma Zoom; per partecipare sarà necessario collegarsi al link seguente e inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/82578903026 <https://unitn.zoom.us/j/82578903026> Topic: Trento Probability Seminars Meeting ID: 825 7890 3026 Passcode: 978062 *Data:* Venerdì 11 luglio 2025 *Ore:* 15:00 *Large and moderate deviations for Gaussian Neural Networks* *Relatore:* *Claudio Macci* (Università di Roma Tor Vergata) *Abstract:* We prove large and moderate deviations for the output of Gaussian fully connected neural networks. The main achievements concern deep neural networks (i.e., when the model has more than one hidden layer) and hold for bounded and continuous pre-activation functions. Joint work with Barbara Pacchiarotti (Univ. Roma Tor Vergata) and Gianluca Torrisi (IAC-CNR). *Referenti:* Luigi Amedeo Bianchi, Stefano Bonaccorsi e Michele Coghi Per conoscere i prossimi eventi è possibile consultare la pagina/_https://eventi.unitn.it/it/trento-probability-seminars-20242025 <https://eventi.unitn.it/it/trento-probability-seminars-20242025>_/ Gli eventi passati si trovano alla pagina/https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars-20232024 <https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars…>/

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DEF Special Issue on Risk Measures and Insurance Premiums
by Emanuela Rosazza Gianin 08 Jul '25

08 Jul '25

Dear Colleagues, Together with Çağın Ararat, Asmerilda Hitaj, and Elisa Mastrogiacomo, I am guest editing a Special Issue of *Decisions in Economics and Finance* (Springer) entitled: *"Evolving Perspectives on Risk Measures and Insurance Premiums: From Static to Dynamic Approaches"* The aim of this issue is to gather high-quality contributions that explore both theoretical and applied aspects of risk measurement and insurance pricing. We would be very glad if you consider submitting a paper to this special issue. Here below you can find some additional details and the link to the Call for Papers. 📅 *Submission window*: September 1 – December 31, 2025 📌 *Call for Papers*: https://link.springer.com/journal/10203/updates/27789270 📝 *Submission portal*: https://www.editorialmanager.com/deaf/default.aspx Should you have any questions, please feel free to get in touch with any of us. Best regards, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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PhD Scholarship Available at Roma Tre University
by Francesco Cesarone 05 Jul '25

05 Jul '25

Dear Colleagues, I am pleased to announce the availability of a PhD scholarship in Finance, Markets, and Regulation at Roma Tre University. **Application Deadline:** July 16, 2025, at 2 PM Rome time. We strongly encourage applications from students interested in Quantitative Finance. The research interests of our Quantitative Finance group at Roma Tre include: sustainable finance, which integrates environmental, social and governance criteria into investment decisions; machine learning for finance, i.e., application of machine learning techniques for pattern recognition and prediction of financial markets; portfolio selection models, i.e., optimization of investment strategies based on risk management and diversification; study of cryptocurrencies in the context of alternative instruments for investment; algorithms for trading, i.e., design and validation of systematic investment strategies; behavioral finance; multivariate statistical analysis for finance; study of risk measures in the context of quantitative assessment of uncertainty and potential economic and financial impacts. For more details, please visit our webpage<https://www.francescocesarone.com/papers>. The PhD program lasts three years. Each scholarship is approximately €16,243 gross per year, and students receive an additional budget of about €1,600 per year for research activities. Please feel free to contact me at francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> for additional information. You can find the official call webpage here: https://apps.uniroma3.it/public/bando2025/. We would appreciate your assistance in sharing this opportunity with any interested students or colleagues. 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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Probability Newsletter in Francia
by msimon＠math.univ-lyon1.fr 04 Jul '25

04 Jul '25

Buongiorno, Vorrei trasmettere alcune informazioni: è stata creata una nuova newsletter per la comunità dei probabilisti in Francia. Se volete mandare un annuncio, potete scrivere direttamente a proba(a)listes.math.cnrs.fr (in inglese o in francese) Tutte le informazioni sono qui: https://listes.math.cnrs.fr/wws/info/proba Buona estate Marielle

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Seminar presented by Annamaria Olivieri - Applications of Probability to Economics
by Enrico Scalas 04 Jul '25

04 Jul '25

Dear colleagues, On 10 July 2025 at 2pm (CET), Annamaria Olivieri, (University of Parma (Italy), Department of Economics and Management) will present an online seminar whose title is: Modelling Stochastic Mortality for Life Insurance Applications Abstract: In the closing decade of the last century, a generalized decrease in mortality rates has been reported in many countries, especially at adult and old ages, which was highly unanticipated. Until then, the modelling of mortality for insurance applications was mainly deterministic since, according to the classical insurance paradigm, in sufficiently large and homogeneous pools there is a high probability to achieve an outcome in line with what expected. Uncertain mortality trends are against such an argument. Net of the effect of the pandemic, the decreasing trend in mortality has persisted to current times, at a pace that remains random. Mortality has a clear impact on the liabilities of the life insurance (and pension) industry and an adequate mortality forecasting is among the key elements of an effective risk management design for a life insurer (or a pension fund), especially when longevity benefits are involved. Starting from the end of the last century, stochastic mortality modelling has become a core topic of actuarial science and many studies have greatly enriched the actuarial literature. In this presentation, the main characteristics of mortality trends are first summarized, with particular regard to the Italian population. Then, mortality and longevity risks are defined. Finally, a review of the main stochastic mortality models developed for actuarial purposes is provided. The seminar link is: https://uniroma1.zoom.us/j/85751921753 This is the second seminar of a series of three seminars organised by UMI-PRISMA on the Applications of Probability to Economics in preparation to the 2025 Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview The next seminar will be: on 17 July 2025 at 2pm, Sara Merino Aceituno (Faculty of Mathematics, University of Vienna, Austria), Large particle limit for jump processes The previous seminar was: on 26 June 2025, Marta Leocata (LUISS Guido Carli, Department of AI, Data and Decision Sciences) Two applications of multi-agent models in economic and social systems Everybody is welcome to join these seminars! The organisers Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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