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Reminder: OWABI - Larry Wasserman - 25th March 2pm UK time
by Massimiliano Tamborrino 24 Mar '26

24 Mar '26

Dear all, a kind reminder that our next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is scheduled tomorrow, Wednesday the 25th March at 2pm Uk time, when Larry Wasserman<https://www.stat.cmu.edu/~larry/> <https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) will talk about "Robust Simulation Based Inference", with an abstract reported below. The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/3560358333600?p=Klx01mfhGgKETxxz6K Meeting ID: 356 035 833 360 0 Passcode: Fe3m7ty9 Speaker: Larry Wasserman<https://www.stat.cmu.edu/~larry/> (Carnegie Mellon University) Title: Robust Simulation Based Inference Abstract: Simulation-Based Inference (SBI) is an approach to statistical inference where simulations from an assumed model are used to construct estimators and confidence sets. SBI is often used when the likelihood is intractable and to construct confidence sets that do not rely on asymptotic methods or regularity conditions. Traditional SBI methods assume that the model is correct, but, as always, this can lead to invalid inference when the model is misspecified. This paper introduces robust methods that allow for valid frequentist inference in the presence of model misspecification. We propose a framework where the target of inference is a projection parameter that minimizes a discrepancy between the true distribution and the assumed model. The method guarantees valid inference, even when the model is incorrectly specified and even if the standard regularity conditions fail. Alternatively, we introduce model expansion through exponential tilting as another way to account for model misspecification. We also develop an SBI based goodness-of-fit test to detect model misspecification. Finally, we propose two ideas that are useful in the SBI framework beyond robust inference: an SBI based method to obtain closed form approximations of intractable models and an active learning approach to more efficiently sample the parameter space. Keywords: Exponential tilting, model misspecification, robust inference, simulation based inference, valid inference. Reference: L. Tomaselli, V. Ventura, L. Wasserman. Robust Simulation Based Inference. Preprint at ArXiv:2508.02404,<https://arxiv.org/pdf/2508.02404>2025. Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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[SURE-AI@STAR Workshop] Thurs. March 26
by Leonardo Tarquini 24 Mar '26

24 Mar '26

Dear All, We are pleased to announce the upcoming SURE-AI@STAR Workshop on the Environmental Cost of AI, on March 26 from 14:00 at Realfagbiblioteket Scene. You can find all details here: https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se… On the webpage, you find a registration form. While the event is open, we need to secure good logistics. Please register as quickly as possible! We are looking forward to seeing you all there! Best regards, David, Giulia, Leonardo, Pere @ Risk and Stochastics

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Conference Particle systems and PDEs XIV - Toulouse, 22-26 June 2026
by CHIARA FRANCESCHINI 23 Mar '26

23 Mar '26

Buongiorno, Ricevo e inoltro con piacere. ------------------------------------------------ Dear colleagues, We are pleased to announce the upcoming conference "*Particle Systems and PDEs XIV*", that will take place from *June 22 to 26, 2026*, at the* Institute of Mathematics of Toulouse.* This edition will bring together experts and enthusiasts on Particle Systems to foster new interactions between the different communities in Probability, Analysis, Mathematical Physics and Kinetic Theory. The program will include not only the recent developments on classical models from Mathematical Physics, but also on models arising from modern applications in Mathematical Biology, Collective Behaviour and Population Dynamics. We expect the participation of a vast audience, including early career researchers. There will be several plenary talks, a poster session and two mini-courses by > André Schlichting (University Ulm) > Marielle Simon (Aix-Marseille Université) Further details can be found here: *https://sites.google.com/view/pspdexiv* <https://sites.google.com/view/pspdexiv> Participation is free, but registration is required by *May 15th*. Financial support is available for students and early career researchers upon selection. Application deadline for the financial support is* April 1st.* The conference will be preceded by a 1-week *Mint Summer School* on the same topic. *https://indico.math.cnrs.fr/event/14446/* <https://indico.math.cnrs.fr/event/14446/> These events are both part of the *thematic semeste**r “Interacting particles, PDEs and applications”*, held at Institut de Mathématiques de Toulouse, from April to December 2026. *https://indico.math.cnrs.fr/category/816/* <https://indico.math.cnrs.fr/category/816/> We would greatly appreciate it if you could share this message with any colleagues or students who may be interested. We hope to see you in Toulouse in June! Best wishes, the organizers: Ana Jacinta Soares, Bastien Mallein, Clément Erignoux, Marina Ferreira, Patrícia Gonçalves and Pierre Gervais _______________ Sponsorships: > Institut de Mathématiques de Toulouse (IMT) > Agence Nationale de la Recherche (ANR) through the grant Projet sur les Processus de Markov Branchant Additifs – MBAP-P > Centre National de la Recherche Scientifique (CNRS) > Université de Toulouse > Fundação para a Ciência e Tecnologia (FCT) through the projects UID/04459/2025 (CAMGSD) and UID/00013/2025 (CMAT) > Universidade de Lisboa - Center for Mathematical Analysis, Geometry and Dynamical Systems (CAMGSD) > Universidade do Minho - Centre of Mathematics (CMAT) > International Center of Mathematics and Computer Science in Toulouse (CIMI) > Institut National de Recherche en Sciences et Technologies du Numérique (INRIA) Chiara Franceschini ------------------------------------------ RTT Componente del Senato Accademico Dipartimento di Scienze Fisiche, Informatiche e Matematiche Università degli Studi di Modena e Reggio Emilia Pagina personale: https://cfrances.weebly.com

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Fractional Calculus, Probability and Non-local Operators
by Enrico Scalas 23 Mar '26

23 Mar '26

Buongiorno, le presentazioni dell'edizione 2026 di FCPNLO sono ora disponibili dal sito del RISM di Varese e sulla piattaforma YouTube: https://www.rism.it/events/fractional-calculus-probability-and-nonlocal-ope… Buona visione! Enrico Scalas

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PhD position at Stockholm University
by Martina Favero 23 Mar '26

23 Mar '26

Dear colleagues, The Department of Mathematics of Stockholm University is hiring a PhD student to work on stochastic processes and/or statistical methods in mathematical biology <https://www.su.se/download/18.6cd38b7e19c98a394c51269/1772714607827/Stochas…> For* more information and how to apply*, please see the announcement <https://su.varbi.com/en/what:job/jobID:911059/type:job/where:4/apply:1> and our information page for the PhD program <https://www.su.se/english/divisions/department-of-mathematics/education/cou…> . Students who are finishing their Master's degree are also very welcome to apply. Please note that knowledge of Swedish is NOT a requirement. *Application deadline:* April 22. Please feel free to circulate to interested students. All the best, Martina Favero

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7th Spring Colloquium on Probability and Finance - Padova - 10 April 2026
by Claudio Fontana 23 Mar '26

23 Mar '26

Dear colleagues, We are pleased to announce that the final program of the 7th Spring Colloquium on Probability and Finance is now available on the webpage https://events.math.unipd.it/SpringColloquium7. The Colloquium will be hosted by the Department of Mathematics "Tullio Levi-Civita" of the University of Padova, on April 10th, 2026. The Colloquium will bring together researchers in stochastic analysis and mathematical finance. Attendance is free, but registration is required through the conference website. Speakers: - Hansjoerg ALBRECHER (University of Lausanne) - Albina DANILOVA (London School of Economics) - Tiziano DE ANGELIS (University of Turin) - Francesca PRIMAVERA (Ecole Polytechnique) - Simone SCOTTI (University of Pisa and Université Paris Cité) Best wishes, Giorgia Callegaro and Claudio Fontana

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Unimib - PhD in Economics, Statistics and Data Science
by Tommaso Rigon 23 Mar '26

23 Mar '26

Dear colleagues, The Department of Economics, Management and Statistics (DEMS) at the University of Milano-Bicocca is pleased to announce the call for applications to the PhD Programme in Economics, Statistics and Data Science (ECOSTATDATA) for the academic year 2026–2027 (Cycle XLII). The PhD programme has a duration of four years and will begin on November 1st, 2026, and comprises three separate curricula: "Economics," "Statistics," and "Big Data and Analytics for Business." For the 2026–2027 academic year, 6 fully-funded scholarships are available in the Statistics curriculum. The selection process is governed by the official Call for Applications (Bando di Concorso), which was published on March 18th, 2026, on the websites of both the Doctoral School and the PhD programme. The deadline for applications is April 17th, 2026. Eligibility The scholarship competition is open to applicants of any age or citizenship, holding a MSc degree (Laurea Magistrale) from an Italian university or an equivalent qualification from other countries. Participation is also open to candidates who do not have an MSc but expect to obtain their degree before October 31st, 2026. Admission is decided on the basis of qualifications and an interview. Grant awarded The amount of the PhD scholarship is equal to € 16,243.00 per year (gross amount); the net monthly amount is about € 1,200. The grant will be awarded for four years, and it will be subject to satisfactory progress evaluated on a yearly basis. Important links PhD website: https://www.dems.unimib.it/en/programmes/post-lauream/phd-economics-statist… Official Call for Applications: https://en.unimib.it/study/doctoral-research-phd-programmes/applying-doctor… Best regards, Tommaso Rigon ------------------------ Tommaso Rigon Assistant Professor of Statistical Science University of Milano-Bicocca https://tommasorigon.github.io

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Conference and Summer School in Quantitative Finance in Singapore
by Marko Hans Weber 23 Mar '26

23 Mar '26

Dear Colleagues, We are pleased to invite you to participate in the Quantitative Finance Conference 2026 (QF2026), organized by the Centre for Quantitative Finance (CQF) in the Department of Mathematics at the National University of Singapore (NUS), in collaboration with the Institute for Mathematical Sciences (IMS). The conference brings together leading academics and researchers to promote the latest developments in quantitative finance, foster collaboration between distinguished speakers and young researchers, and exchange ideas at the frontier of the field. For more details, visit https://nusqf2026.com/ DATE AND LOCATION: June 10–12, 2026, National University of Singapore, Singapore KEYNOTE SPEAKERS: Beatrice Acciaio (ETH Zürich) Damir Filipović (EPFL) Steven G. Kou (Boston University) Huyên Pham (École Polytechnique) Nizar Touzi (New York University) CALL FOR CONTRIBUTED TALKS AND SESSION PROPOSALS: We invite submissions of contributed talks and session proposals in all areas of quantitative finance For submission instructions, please visit the conference webpage (https://nusqf2026.com/) Session Proposals should briefly outline the session theme, motivation, and four potential speakers. Small honorarium provided to session organizers. KEY DATES: Session proposal deadline: April 5, 2026 Contributed talk deadline: April 12, 2026 Acceptance notification: Rolling basis Conference: June 10–12, 2026 CONFERENCE FEES: Standard: S$350 Student: S$150 SUMMER SCHOOL: A Summer School for PhD students and early-career researchers will take place on June 2–5, 2026. It will feature mini-courses on selected topics in quantitative finance. Further details are available at https://nusqf2026.com/summer-school Best regards, Marko Weber ________________________________ Important: This email is confidential and may be privileged. If you are not the intended recipient, please delete it and notify us immediately; you should not copy or use it for any purpose, nor disclose its contents to any other person. Thank you.

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QFinLab Seminar - Leandro Sánchez-Betancourt (University of Oxford) - 24/3/2026, 15:00 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 20 Mar '26

20 Mar '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Tuesday, 24 March 2026, 15.00-16.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/meet/37636229162148?p=ARUIgsqktVw4OOzc64> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Leandro Sánchez-Betancourt (University of Oxford) Title: Competition between DEXs through Dynamic Fees. Abstract: We find an approximate Nash equilibrium in a game between decentralized exchanges (DEXs) that compete for order flow by setting dynamic trading fees. We characterize the equilibrium via a coupled system of partial differential equations and derive tractable approximate closed-form expressions for the equilibrium fees. Our analysis shows that the two-regime structure found in monopoly models persists under competition: pools alternate between raising fees to deter arbitrage and lowering fees to attract noise trading and increase volatility. Under competition, however, the switching boundary shifts from the oracle price to a weighted average of the oracle and competitors' exchange rates. Our numerical experiments show that, holding total liquidity fixed, an increase in the number of competing DEXs reduces execution slippage for strategic liquidity takers and lowers fee revenue per DEX. Finally, the effect on noise traders' slippage depends on market activity: they are worse off in low-activity markets but better off in high-activity ones. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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Invito a workshop UMI PRISMA
by Alessandra MEOLI 20 Mar '26

20 Mar '26

Cari e care colleghi/e, siamo lieti di segnalarvi il workshop “Problematiche ed iniziative sull’insegnamento della probabilità e della statistica nelle scuole secondarie”, promosso dalla Commissione Insegnamento del Gruppo UMI *Probability In Statistics, Mathematics and Applications* (PRISMA <https://umi-prisma.polito.it/index.html>). L’iniziativa si terrà il 23 e 24 aprile 2026 in modalità mista, presso l’Università di Salerno (Campus di Fisciano) e online. Il workshop nasce con l’intento di offrire uno spazio di riflessione e confronto sui temi dell’insegnamento della probabilità e della statistica nella scuola secondaria, valorizzando il contributo congiunto di docenti universitari e docenti della scuola. La partecipazione è libera, ma è necessaria l’iscrizione <https://docs.google.com/forms/d/e/1FAIpQLScOF0rDsdsvX0aim-9eznHhL9AiTjlRrSy…> . Per ulteriori informazioni, alleghiamo la locandina dell’evento; è inoltre possibile consultare il sito dedicato al seguente link: https://sites.google.com/view/prisma-did-probstat/home-page Speriamo di vedervi numerosi, sia in presenza sia online. Un cordiale saluto, Il Comitato organizzatore: Luigi Amedeo Bianchi Paolo Dai Pra Patrizia Di Gironimo Michele Gianfelice Barbara Martinucci Alessandra Meoli Daniela Morale Franco Pellerey Serena Spina Barbara Trivellato

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