Nell'ambito del semestre tematico "Statistical Mechanics and Nonequilibrium Processes" del dipartimento di matematica "Guido Castelnuovo" il Prof. Christian Léonard (Paris Nanterre), terrà un minicorso dal titolo
"Schroedinger’s problem"
Le lezioni si terranno presso il dipartimento "Guido Castelnuovo" secondo il seguente calendario:
lunedì 5 maggio 16:00 sala di consiglio
giovedì 8 maggio 14:30 aula L
venerdì 9 maggio 14:30 sala di consiglio
lunedì 12 maggio 16:00 sala di consiglio
Gli interessati sono invitati a partecipare
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Gustavo Posta
Dipartimento di Matematica
Università di Roma "la Sapienza"
P.le A. Moro 2, 00185 Roma
Italy
web: http://www1.mat.uniroma1.it/~posta
e-mail: gustavo.posta(a)uniroma1.it
phone: +39-06-4991-4969
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Dear colleagues,
you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano.
Wednesday, 7 May 2025, 12.15-13.15
Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus)
Alessandro Sbuelz (Università Cattolica del Sacro Cuore)
Title: The Zero-Theta Hedge Contract.
Abstract: We examine long-dated asset valuation under systematic and idiosyncratic risk, driven by extreme trajectories. By introducing the zero-Theta hedge contract, a negative-Delta derivative security with a maturity-independent price, we study investor attitudes toward systematic long-run crashes. Declining expected payoff with maturity signal strong crash aversion. The contract aids in decomposing the stochastic discount factor, shedding light on long-run crash risk premia. Even for volatile assets whose price comes from idiosyncratic rallies, systematic long-run crashes remain central to long-run risk valuation.
Based on a joint work with Anna Battauz and Marzia De Donno.
Next seminars: Olimpia Carradori (University of Zurich), 5 June 12.00.
Marco Tolotti (Università Ca' Foscari Venezia), 9 June 12.15.
All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>.
The organizers: Michele Azzone and Alessandro Calvia.
Buongiorno a tutti,
Vorremmo segnalarvi che lunedì prossimo (5 Maggio) in aula 1BC45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di:
Jacopo Borga (MIT)
<https://www.jacopoborga.com/> https://www.jacopoborga.com
Title: Lattice Yang-Mills theory in the large N limit via sums over surfaces
Date: May 5, 2025, at 14:30, room 1BC45
Abstract: Lattice Yang-Mills theories are important models in particle physics. They are defined on the d-dimensional lattice Z^d using a group of matrices of dimension N, and Wilson loop expectations are the fundamental observables of these theories. Recently, Cao, Park, and Sheffield showed that Wilson loop expectations can be expressed as sums over certain embedded bipartite maps of any genus. Building on this novel approach, we prove in the so-called strongly coupled regime:
1. A rigorous formula in terms of embedded bipartite planar maps of Wilson loop expectations in the large N limit, in any dimension d.
2. An exact computation of Wilson loop expectations in the large N limit, in dimension d=2, for a large family of (simple and non-simple) loops.
Previous results to the two aforementioned points were established by Chatterjee (2019) and Basu & Ganguly (2016), respectively. Our results extend these previous results, offer simpler proofs and provide a new perspective on these significant quantities. This work is a collaboration with Sky Cao and Jasper Shogren-Knaak.
Segnaliamo inoltre che Jacopo Borga terrà un seminario divulgativo e riceverà l'Alumni Special Award dell’Università di Padova
lunedì, 5 maggio in aula 1A150, Torre Archimede
Programma:
* 16:30. Saluti istituzionali (Italian)
* 16:40. Borga presents to non-experts his research:
A Walk through Random Combinatorial Structures
<https://www.alumniunipd.it/blog/event/a-walk-through-random-combinatorial-s…> https://www.alumniunipd.it/blog/event/a-walk-through-random-combinatorial-s…
* 17:10. Cerimonia di premiazione (Italian)
Registration <https://www.cognitoforms.com/AssociazioneAlumniDellUniversit%C3%A0DegliStud…> welcome!
Vi aspettiamo numerosi!
Alberto Chiarini e Alekos Cecchin
Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
Segnalo a tutti i potenziali interessati che mercoledì 7 maggio alle 14:00,
nell'ambito dei "Colloquia matematica" del dipartimento di matematica
dell'università di Trento, il Prof. Lorenzo Zambotti (Sorbonne Université)
terrà un seminario dal titolo:
Products of (random) distributions in Stochastic PDEs and Quantum Field
Theories.
Ulteriori dettagli e informazioni sono reperibili al seguente link
https://eventi.unitn.it/it/products-random-distributions-stochastic-pdes-an…
Grazie per l'attenzione e un caro saluto
Sonia Mazzucchi
--
The Department of Mathematics at the University of Trento is inviting
applications for a new position at the level of Tenure Track Assistant
Professor (RTT, ricercatore/ricercatrice a tempo determinato in tenure
track) in Statistics (STAT-01/A).
This opportunity is aimed at individuals with a strong mathematical
background and an outstanding track record in mathematical statistics,
particularly in emerging areas such as: Statistical Machine Learning,
High Dimensional Statistics, Bayesian Nonparametrics, Functional Data
Analysis. The successful candidate will be expected to teach in English
mainly for the MSc program in Mathematics.
Here the link to the application:
https://lavoraconnoi.unitn.it/bando-dr-valcomp/405-2025-dmath?check_logged_…
The deadline for applying is *29 May*.
Best,
Claudio Agostinelli
Dear all,
I received and forward this advertisement for a PhD position in Nice.
Best,
Massimiliano
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Dr. Massimiliano Tamborrino
Reader (Associate Professor) and WIHEA Fellow
Department of Statistics
University of Warwick
https://warwick.ac.uk/tamborrino
________________________________
----
Dear colleagues,
We are currently inviting applications for a fully funded PhD position in the area of statistical inference for stochastic processes, with a focus on interacting particle systems driven by fractional Brownian motion and potential applications.
The position will be jointly supervised by Chiara Amorino (Universitat Pompeu Fabra, Barcelona) and Mira Shevchenko (Université Côte d’Azur, Nice). The successful candidate will divide their time between the two institutions and will be affiliated with the SPECTRUM Graduate School at Université Côte d’Azur.
- Starting date: No later than December 1, 2025
- Gross monthly salary: Approximately €2,500
We welcome applications from candidates who meet the following criteria:
- A Master’s degree (or equivalent) in Mathematics, Applied Mathematics, or a closely related field, completed by the starting date of the PhD.
- A solid background or strong interest in stochastic analysis, stochastic processes, and/or mathematical statistics.
- Familiarity with stochastic differential equations and/or Malliavin calculus is considered an asset.
To apply, please send the following documents to [eur-spectrum.aap(a)univ-cotedazur.fr<mailto:eur-spectrum.aap@univ-cotedazur.fr>] by May 12, 2025, with Chiara Amorino (chiara.amorino(a)upf.edu<mailto:chiara.amorino@upf.edu>) and Mira Shevchenko (radomyra.shevchenko(a)univ-cotedazur.fr<mailto:radomyra.shevchenko@univ-cotedazur.fr>) in cc:
1. CV
2. Transcripts of academic records (Master’s), including rankings if available
3. Motivation letter (max. 1 page)
4. Two recommendation letters
For any preliminary inquiries, feel free to contact either Chiara or Mira via the email addresses above.
If you know any motivated students, we would be grateful if you could pass this along!
Best,
Chiara Amorino and Mira Shevchenko
Dear colleagues and friends,
we are glad to announce the following short course in GSSI during May 12-16:
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The stochastic quantisation of the fractional $\Phi^4$ model in the full subcritical domain
Lecturer: Prof. Massimiliano Gubinelli (University of Oxford)
Venue: Main Lecture Hall, Gran Sasso Science Institute (Viale F. Crispi 7, L’Aquila)
13/5 (Mon) 14:15-15:45
14/5 (Tue) 16:15-17:45
15/5 (Wed) 10:45-12:15
16/5 (Thu) 10:45-12:15
I will present a complete proof of stochastic quantisation of a family of subcritical (i.e. superrenormalizable) scalar Euclidean QFT via the flow equation method of Duch. Euclidean QFT are measures on distributional fields which should be considered natural generalisation of Markov processes in higher dimension and which play a fundamental role in the rigorous construction of relativistic quantum fields. Stochastic quantisation is a method to realise such measures as pushforward of Gaussian measures via maps obtained by solving PDEs with random sources. In the last 10 years our understanding of the stochastic quantisation method has progressed greatly giving us new methods to attach the problems of EQFTs. The aim of the minicourse is to present, in most of the details, the various aspects of the construction of a particular class of EQFTs showcasing how probabilistic arguments merge with PDE estimates and renormalization group ideas. If the time permits I will also discuss the many open problems and fundamental issues in our understanding of these and more challenging models.
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Registration is free through the website: https://indico.gssi.it/event/745/.
Other courses hosted by the trimester can be found in
https://trimester2025.math.gssi.it/all_courses/.
We would be grateful if you could circulate the announcement among potentially interested students and researchers.
For any information do not hesitate to contact us (patterns(a)gssi.it<mailto:patterns@gssi.it>).
With our best wishes,
Lu Xu
Assistant Professor (RTDb)
Gran Sasso Science Institute
(scusandomi nel caso di invii multipli)
segnalo che è disponibile online l'avviso pubblico per il reclutamento dei
revisori esterni della Valutazione della Qualità della Ricerca del sistema
della ricerca in Italia:
https://www.anvur.it/it/novita-ed-eventi/avviso-n-92025-selezione-di-espert…
L'Avviso è rivolto a ricercatori italiani e stranieri in possesso di
elevata qualificazione scientifica.
Le domande per essere inclusi nell’Albo dei revisori VQR potranno essere
presentate fino a *mercoledì 21 maggio*, utilizzando una piattaforma
informatica dedicata.
Cordiali saluti
---
(sorry for multiple emails)
I would like to point out the call for the recruitment of external
reviewers for the Evaluation of Research Quality of the research system in
Italy:
https://www.anvur.it/it/novita-ed-eventi/avviso-n-92025-selezione-di-espert…
The call is aimed at Italian and foreign researchers with high scientific
qualifications.
Applications to be included in the Register of VQR reviewers can be
submitted until *Wednesday 21 May*, through a dedicated IT platform.
Kind regards
Care colleghe e cari colleghi,
come gruppo UMI "AI&ML&MAT
<https://umi.dm.unibo.it/gruppi-umi-2/gruppo-umi-aimlmat/>" stiamo
dedicando un numero speciale del Bollettino dell'UMI alla "Matematica per
l'AI ed il Machine Learning".
Vi lascio i dettagli in calce,
grazie per l'attenzione ed un caro saluto,
Adriano Barra
===============================
*Call for Papers – Collezione Tematica su “Matematica per l’Intelligenza
Artificiale e il Machine Learning”*
Il Bollettino dell’Unione Matematica Italiana (BUMI) annuncia l’apertura di
una Collezione Tematica dedicata a “Matematica per l’Intelligenza
Artificiale e il Machine Learning”.
Negli ultimi anni, l’Intelligenza Artificiale (IA), trainata in particolare
dai metodi di Machine Learning, ha raggiunto risultati straordinari in
ambiti complessi come il riconoscimento di immagini, la diagnosi medica, la
guida autonoma, la generazione del linguaggio naturale, i sistemi di
raccomandazione personalizzata e molto altro. Al centro di questi progressi
si trova la matematica, che fornisce modelli, strumenti e metodi
fondamentali per affrontare le sfide teoriche, numeriche e applicative che
l’IA pone.
La Collezione Tematica accoglierà articoli di ricerca e survey ad ampio
raggio sui seguenti argomenti (non esaustivi):
• Sviluppi teorici negli algoritmi di machine learning
• Modellistica matematica e ottimizzazione in sistemi di IA
• Modellazione matematica delle reti neurali
• Logica, sistemi simbolici e modelli di IA
• Metodi probabilistici e statistici per applicazioni AI data-driven
• Analisi numerica e metodi computazionali per modelli di IA
• Studi interdisciplinari sulla sinergia tra matematica e AI
Invitiamo la comunità matematica a contribuire con propri lavori originali
o articoli di rassegna, per sottolineare il ruolo centrale della matematica
nello sviluppo dell’IA e promuovere nuove collaborazioni e prospettive di
ricerca in questo ambito in rapida evoluzione.
Per maggiori informazioni e per sottomettere un contributo:
https://link.springer.com/collections/aicaifdjbc
Dear colleagues,
Nine fully funded PhD scholarships in Mathematics are available at the
Dept. of Mathematics "Tullio Levi-Civita" of the University of Padova.
The call is open to all areas of mathematics, including probability
and its applications.
An overview of the Probability research group in Padova can be found here:
https://www.math.unipd.it/en/research/research-areas/mathematics/probabilit…
The scholarship is awarded for three years, starting on November
1st, 2025, and includes a research budget of approximately 5000 euros.
The call is open to applicants of any citizenship, holding a 2nd cycle
degree. Admission is decided based on CV, recommendation letters,
motivational letter, research proposal and an interview (for
shortlisted candidates). Top-ranking candidates may also be considered
for the prestigious Galilean School of Higher Education, offering
additional benefits such as free board, lodging, and generous research
funding. Admitted candidates have the possibility of pursuing a joint
PhD in collaboration with a foreign institution.
DEADLINE: May 13, 2025 - 1 pm CEST
Official call and application information:
https://dottorato.math.unipd.it/prospective-students/Admissions_Coming_Year
For inquiries: phd.math(a)math.unipd.it.
Best regards,
Claudio Fontana