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CALL FOR EXPRESSIONS OF INTEREST – RTT in STAT-04 @Tor Vergata
by Katia Colaneri 16 Apr '26

16 Apr '26

*Italian at the bottom. * *CALL FOR EXPRESSIONS OF INTEREST – TENURE-TRACK ASSISTANT PROFESSOR (RTT)* *Department of Economics and Finance* *University of Rome “Tor Vergata”* The Department of Economics and Finance at the University of Rome “Tor Vergata” invites expressions of interest for a *Tenure-Track Assistant Professor (RTT)* position in the area of *Mathematical Methods for Economics and Actuarial and Financial Sciences (STAT-04)*. *Position profile* We are seeking candidates with strong research potential in quantitative methods applied to economics, finance, and actuarial science. The successful candidate is expected to contribute to the Department’s research environment and teaching activities, as well as to engage with the broader academic community. *Key responsibilities* - Conduct high-quality research leading to publications in internationally recognised peer-reviewed journals; - Teach undergraduate and graduate courses (in Italian and/or English) in areas related to the STAT-04 field; - Supervise undergraduate and master’s theses; - Participate actively in departmental life and academic service; - Contribute to the development of research projects and external funding applications. *Qualifications* - PhD in Economics, Mathematics, Statistics, Finance, or a closely related field (completed); - A research agenda consistent with the STAT-04 area, with demonstrated potential for publication; - Evidence of teaching ability is desirable; - Ability to work in an international and interdisciplinary environment; - Proficiency in English. *Contract and career development* The position is a tenure-track appointment (RTT) under the Italian academic system, with the possibility of transition to a permanent position subject to the conditions, procedures, and evaluations established by the applicable legislation. *Application procedure* Interested candidates are invited to submit a detailed CV including a list of publications. Applications should be sent by *April 24* to: recruiting.def(a)gmail.com *Additional information* This call is intended to identify potential candidates and does not constitute a formal job opening. A formal recruitment procedure may follow in accordance with Italian regulations. --------------------------------------- *CALL FOR INTEREST – POSIZIONE RTT (RICERCATORE A TEMPO DETERMINATO IN TENURE TRACK)* *Dipartimento di Economia e Finanza* *Università degli Studi di Roma “Tor Vergata”* Il Dipartimento di Economia e Finanza dell’Università degli Studi di Roma “Tor Vergata” invita manifestazioni di interesse per una posizione di *Ricercatore a Tempo Determinato in Tenure Track (RTT)* nell’ambito del settore scientifico-disciplinare *STAT-04 – Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie*. *Profilo della posizione* Il/la candidato/a ideale svolgerà attività di ricerca e didattica nelle aree proprie del settore STAT-04, con particolare riferimento a metodi quantitativi avanzati applicati all’economia, alla finanza e alle scienze attuariali. Sarà incoraggiata la partecipazione a progetti di ricerca nazionali e internazionali, nonché la collaborazione con altri gruppi di ricerca del Dipartimento e dell’Ateneo. *Attività previste* - Svolgimento di attività di ricerca scientifica di elevato livello, con produzione di pubblicazioni su riviste internazionali peer-reviewed; - Attività didattica in corsi di laurea, laurea magistrale e dottorato, in lingua italiana e inglese; - Supervisione di tesi di laurea e laurea magistrale; - Partecipazione alla vita accademica del Dipartimento e alle attività istituzionali; - Contributo allo sviluppo di progetti di ricerca competitivi e alla terza missione. *Requisiti * - Dottorato di ricerca economia, matematica, statistica, finanza o discipline affini; - Solida produzione scientifica coerente con il settore STAT-04; - Esperienza di insegnamento a livello universitario; - Capacità di lavorare in contesti interdisciplinari e internazionali; - Ottima conoscenza della lingua inglese. *Tipologia contrattuale* La posizione è inquadrata come RTT ai sensi della normativa vigente, con prospettiva di progressione verso una posizione permanente subordinato alle condizioni, procedure e valutazioni previste dalla legislazione applicabile. *Modalità di candidatura* Gli/le interessati/e sono invitati/e a inviare un CV aggiornato comprensivo dell'elenco delle pubblicazioni. Le candidature dovranno essere inviate entro il *24 aprile* al seguente indirizzo email: recruiting.def(a)gmail.com *Note* La presente call ha natura esplorativa e non costituisce un bando ufficiale di concorso. Potrà seguire l’attivazione di una procedura selettiva formale in conformità alla normativa vigente.

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2 incarichi post-doc Dipartimento di Scienze Statistiche dell’Università di Padova
by Livia Mian 16 Apr '26

16 Apr '26

Gentilissime/i, segnaliamo l’apertura di 2 posizioni di *incarichi post-doc di durata 24 mesi presso il Dipartimento di Scienze Statistiche dell’Università di Padova. * L'attività di ricerca del candidato, nell'ambito della statistica metodologica e/o applicata, della statistica economica, della statistica sociale e della demografia, sarà definita a partire da una linea di ricerca sviluppata dal candidato sulla base del proprio background scientifico considerando gli obiettivi e le tematiche di ricerca di interesse del Dipartimento. Tutti i dettagli sulle posizioni e procedura di selezione sono disponibili a questo link: https://www.stat.unipd.it/news/termine/102 *Scadenza: 28 aprile 2026, ore 13:00* Il Dipartimento di Scienze Statistiche, Università di Padova **** Dear all, we are pleased to inform you that the Department of Statistical Sciences at the University of Padova has opened *2 vacancies for postdocs for 24-month duration.* The candidate's research activity, in the field of methodological and/or applied statistics, economic statistics, social statistics, and demography, will be defined starting from a research line developed by the candidate based on their own scientific background, considering the objectives and research themes of interest to the Department. All the details about the position and selection process are available at this link: https://www.stat.unipd.it/news/termine/102 *Deadline: April 28 2026, 1 PM CEST* Department of Statistical Sciences, University of Padova -- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Tel. +39 049 827 4118

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QFinLab Seminar - Neofytos Rodosthenous (University College London) - 21/4/2026, 15:30 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 15 Apr '26

15 Apr '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Tuesday, 21 April 2026, 15.30-16.30 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…> Neofytos Rodosthenous (University College London) Title: Regulation in a mean-field investment game with climate damage. Abstract: We develop a mean-field model of firms investing in carbon-intensive (brown) capital, where productivity declines due to temperature-related climate damages linked to cumulative emissions. Firms aim to maximise expected discounted profits under stochastic capital dynamics driven by idiosyncratic shocks, facing a trade-off between investment-driven growth and increased emissions. We characterise the unique mean-field equilibrium as the solution to a coupled system of forward-backward ordinary differential equations. This framework also enables the analysis of optimal regulatory instruments — such as carbon emission taxes and brown production phase-out timelines — in line with long-term climate goals. 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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FRIT2026 Workshop – Announcement and Call for Participation
by Alessandro Doldi 14 Apr '26

14 Apr '26

Dear colleagues, we are pleased to announce the workshop Frontiers in Risk and Investment Theory (FRIT 2026), which will take place at Hotel La Palma, Stresa (Lake Maggiore, Italy), on September 20–22, 2026. The aim of the workshop is to bring together researchers in several areas of Mathematical Finance to present and discuss recent developments in the field. The conference will be held in person. The program will feature invited lectures by: Beatrice Acciaio, Francesca Biagini, Jean-Pierre Fouque, Massimo Marinacci, Thilo Meyer-Brandis, Jan Obłój, Wolfgang Runggaldier, Walter Schachermayer, Martin Schweizer, Nizar Touzi. The conference will also be a special occasion to celebrate the 65th birthday of Marco Frittelli. A small number of slots are available for contributed talks. Participants interested in giving a short presentation are kindly invited to contact us at conferencefrit26(a)gmail.com<mailto:conferencefrit26@gmail.com>, including a proposed title and a brief abstract. Participation is free of charge, but registration is mandatory. The deadline for registration is June 30, 2026. Please note that the number of participants is limited. Further information is available at: https://sites.google.com/view/<https://sites.google.com/view/frit2026><https://sites.google.com/view/frit2026>frit2026<https://sites.google.com/view/frit2026> We would be grateful if you could circulate this announcement among colleagues who may be interested. We look forward to welcoming you to Stresa. Best regards, The Organizing Committee

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Procedura selettiva 2026RTT02 - Università di Padova
by Alessandra Fabbri Colabich 14 Apr '26

14 Apr '26

Si informa che è stato pubblicato il bando *2026RTT02 * relativo all'indizione di una procedura selettiva per l’assunzione di n. 5 ricercatori a tempo determinato in tenure-track (RTT) ai sensi dell’art. 24 della legge 240/2010 come modificato dalla L. 79/2022. In particolare, presso il Dipartimento di Scienze Statistiche: - uno nel *GSD 13/STAT-01*, SSD STAT-01/A STAT-01/B (Allegato 2) Info al link: https://www.unipd.it/procedura-2026RTT02 *Scadenza: 11.05.2026 ore 13* Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- *dott.ssa Alessandra Fabbri Colabich* Dipartimento di Scienze Statistiche Università degli Studi di Padova Complesso di Santa Caterina - Via Cesare Battisti 241 - 35121 Padova T +390498274195 unipd.it ---------------------------------------------------------- *RISPETTA L'AMBIENTE. STAMPA SOLO SE NECESSARIO*

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Tutorial on group-theoretic methods for Markov-chain mixing times
by Enrico Scalas 14 Apr '26

14 Apr '26

Dear Colleagues, On Wednesday 15 April 2026, in Room A6, via Ariosto 25, Rome, from 16:45 to 18:15, Lorenzo Facciaroni will present a seminar on: Introduction to group-theoretic methods for Markov-chain mixing times: The example of the random walk on the hypercube. The seminar is part of the course Stochastic Processes for Data Science, but external attendance is welcome. Due to limited seat numbers, if you are interested in joining, just send a message to: enrico.scalas(a)uniuroma1.it Best regards, Enrico Scalas

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Call for expressions of interest: PhD positions in Verona
by Athena Picarelli 13 Apr '26

13 Apr '26

Dear all, We are looking for PhD students for the track *"Mathematics and Data Analytics for Finance" *of our* PhD program in "Economics and Finance"*. This is a 4-year PhD program. The objective of the "Mathematics and Data Analytics for Finance" track is to prepare students for academic/professional careers in Financial Mathematics and Data Analytics according to the highest international standards. We welcome applications from students with a strong background in mathematics, physics, statistics, quantitative finance or other highly quantitative disciplines. During the first year, students will be offered a research-oriented training program. Core compulsory courses are: 1) Financial Time Series 2) Mathematical Statistics 3) Financial Mathematics 4) Continuous Time Econometrics 5) Stochastic Optimization and Control 6) Stochastic Processes in Finance Courses are coordinated by Giuseppe Buccheri, Lorenzo Frattarolo, Alessandro Gnoatto, Cecilia Mancini, Athena Picarelli, Catia Scricciolo, Sara Svaluto-Ferro under the supervision of Athena Picarelli (director of the PhD program). We will also offer a wide basket of elective courses offered by leading international experts. The attendance of Summer and Winter schools and an international research stay of at least 6 months are strongly encouraged. Financial support is provided. To express your interest, please send your CV to *athena [dot] picarelli [at] univr [dot] it* The call will officially open by the first week of May. You can find further information on the group of researchers in *Financial and Insurance Mathematics and Econometrics* of the University of Verona at the following link: https://linux2.dse.univr.it/quantlab/index.html Best wishes, Athena Picarelli -- *Athena Picarelli* Professor Coordinator of the PhD program in Economics and Finance Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

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Funded PhD Opportunity in Decentralized Finance at Dublin City University
by Paolo Guasoni 13 Apr '26

13 Apr '26

Expressions of interest are invited for a funded PhD position in Decentralized Finance at Dublin City University, beginning on 1 October 2026. The position offers a stipend of EUR 25,000 per year. Candidates should have strong training in mathematics, familiarity with programming, and a strong interest in decentralized finance. Interested candidates should send a CV, transcripts (undergraduate and above), and the names and email addresses of their referees to paolo.guasoni(a)dcu.ie by 30 April 2026. Successful candidates will be invited to an online interview by 15 May 2026. Best regards, Paolo Guasoni -- Séanadh Ríomhphoist / Email Disclaimer Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Tá cosc iomlán ar scaipeadh, dháileadh nó chóipeáil neamhúdaraithe ar an teachtaireacht seo agus ar aon cheangaltán atá ag dul leis. Má tá an ríomhphost seo faighte agat trí dhearmad cuir sin in iúl le do thoil don seoltóir agus scrios an teachtaireacht. D’fhéadfadh sé gurb iad tuairimí an údair agus sin amháin atá in aon tuairimí nó dearcthaí atá curtha i láthair sa ríomhphost seo agus níor chóir glacadh leo mar thuairimí nó dhearcthaí Ollscoil Chathair Bhaile Átha Cliath. Ní ghlactar leis go bhfuil cumarsáid ríomhphoist den sórt seo saor ó víreas, in am, slán, nó saor ó earráid agus ní ghlacann Ollscoil Chathair Bhaile Átha Cliath le dliteanas in aon chás den sórt sin ná as aon iarmhairt a d’eascródh astu. This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Any unauthorised dissemination, distribution or copying of this message and any attachments is strictly prohibited. If you have received this e-mail in error, please notify the sender and delete the message. Any views or opinions presented in this e-mail may solely be the views of the author and cannot be relied upon as being those of Dublin City University. E-mail communications such as this cannot be guaranteed to be virus-free, timely, secure or error-free and Dublin City University does not accept liability for any such matters or their consequences. -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Seminar Keles at Tor Vergata, April 20
by Michele Salvi 13 Apr '26

13 Apr '26

Dear all, On Monday, April 20th, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Ahmet Keles (New York University), with the seminar “Fisher-Hartwig asymptotics for non-Hermitian random matrices” Abstract: In this talk, I will present the two-dimensional analogue of the asymptotics for Toeplitz determinants with Fisher-Hartwig singularities, for general real symbols. A key focus of the talk will be the surgery method we developed to handle these singularities and establish global asymptotics. I will also discuss applications of this result, including the convergence of the characteristic polynomial of random normal matrices to Gaussian Multiplicative Chaos measure. Based on joint work with Paul Bourgade, Guillaume Dubach, and Lisa Hartung. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar: Keles | Join meeting in Teams | Microsoft Teams <https://teams.microsoft.com/meet/350026120586403?p=39yQDfTb2SlgxQXC1W> The seminar is part of the Excellence Project MatMod@TOV.

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Sylvia Fruehwirth-Schnatter Seminar at Ca' Foscari University of Venice - 20 April 2026
by Roberto CASARIN 13 Apr '26

13 Apr '26

Dear Colleagues Professor Sylvia Fruehwirth-Schnatter (Institute for Statistics and Mathematics, WU Vienna University of Economics and Business, Austria) will give the seminar: Skew Sparse Bayesian Factor Analysis Monday, April 20 at 12:15 CEST, Meeting Room 1, by the Department of Economics, San Giobbe Campus, Ca' Foscari University of Venice It will be possible also to attend on Zoom here: https://unive.zoom.us/j/83783375271?pwd=va9ph6IbOQmMth9FJMCtelXv7ahUeu.1 All the interested people are warmly invited to attend! Abstract: Factor analysis is a popular method to obtain a sparse representation of the covariance matrix of multivariate observations and to uncover the unobserved driving factors behind observed correlation. A challenge for factor models is to estimate the unknown number of factors and to recover an interpretable factor loading matrix from the data. Research in the area of sparse Bayesian factor analysis successfully addresses these issues within a Bayesian framework through the help of variable selection and shrinkage priors, see Frühwirth-Schnatter, Hosszejni and Lopes, 2025 for a recent review. Most approaches to sparse Bayesian factor analysis, however, rely on the assumption that the idiosyncratic errors are Gaussian. In the present talk, this restrictive assumption is alleviated by assuming that the idiosyncratic error follow Azzalini’s multivariate skew-normal or skew-t distribution. Such a non-Gaussian factor model has a stochastic representation as a Gaussian factor model with an additional factor following a truncated standard normal distribution and the skewness parameters acting a factor loadings. This representation is exploited in the present talk to perform sparse Bayesian inference and learn the number of factors and the sparse loading matrix also for non-Gaussian factor models. Applications to financial time series will serve as an illustration. More information available here: https://www.unive.it/data/agenda/3/109034 -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024>

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