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[CFP] ACM ICAIF '26 Workshop — AI-Driven Market Microstructure in Centralized and Decentralized Finance (Nov 14, Milan, Italy)
by Andrea MACRI 07 Sep '26

07 Sep '26

Call for Papers — AI-Driven Market Microstructure in Centralized and Decentralized Finance We are pleased to announce the Call for Papers for AI-Driven Market Microstructure in Centralized and Decentralized Finance, held as part of ACM ICAIF26. Workshop: November 14, 2026 Venue: Milan, Italy Submission deadline: October 1, 2026 (AoE) Author notification: October 15, 2026 We welcome theoretical, empirical, and computational research at the intersection of artificial intelligence and financial market microstructure - spanning machine learning, reinforcement learning, agent-based modeling, and other data-driven methods for trading, liquidity provision, price formation, market impact, and market design, across both traditional and decentralized markets. We welcome research papers, short papers, position papers, and extended abstracts. At least one author of each accepted contribution must attend in person and register for ICAIF 2026. Keynote Speakers Charles-Albert Lehalle — École Polytechnique Anastasia Borovykh — Capital Fund Management Organizing Committee Manuel Naviglio — Scuola Normale Superiore Ioanna-Yvonni Tsaknaki — Scuola Normale Superiore Andrea Macrì — Scuola Normale Superiore Francesco Tarantelli — Università di Bologna Fabrizio Lillo — Scuola Normale Superiore Scientific Committee Paolo Barucca — University College London Mihai Cucuringu — University of Oxford / UCLA Fosca Giannotti — Scuola Normale Superiore Fabrizio Lillo — Scuola Normale Superiore Giulia Livieri — London School of Economics Andrea Macrì — Scuola Normale Superiore Manuel Naviglio — Scuola Normale Superiore Andrea Prampolini — Intesa Sanpaolo Francesco Tarantelli — Università di Bologna Ioanna-Yvonni Tsaknaki — Scuola Normale Superiore Edoardo Vittori — Intesa Sanpaolo Stefan Zohren — University of Oxford Workshop website: https://icaif-AI-driven.github.io Submit via CMT: https://cmt3.research.microsoft.com/User/Login?ReturnUrl=%2FICAIF2026%2FTra… We look forward to welcoming researchers and practitioners working at the intersection of AI and market microstructure to Milan. The Organizing Committee [image: WhatsApp Image 2026-09-07 at 13.03.12.jpeg]

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Bando per Incarico di Ricerca presso il CNR-IMATI di Milano
by ANTONELLA BODINI 07 Sep '26

07 Sep '26

Care colleghe, cari colleghi, fino al 16/09 (ore 18:00) è aperto il bando per un Incarico di Ricerca finanziato dal progetto PRORIS (PROgramma di RIcerca Spaziale di base), chiamato “Near-Earth Asteroids: a Benchmark model for Exploration and Science (NEA-BES). L’Incaricato di Ricerca si occuperà dell’analisi di dati relativi alle caratteristiche dinamiche e fisiche di Near Earth Asteroids, attraverso metodi di statistica e metodi di machine learning. La stessa persona sarà di supporto all’integrazione dei dati esistenti e allo sviluppo di software necessario alle attività. Il requisito per la partecipazione è il possesso di una laurea magistrale o a ciclo unico in Matematica, Statistica, Fisica, Ingegneria Aerospaziale, Ingegneria Matematica, Ingegneria Fisica, Informatica (LM-17, LM-18, LM-20, LM-32, LM-40, LM-44, LM-58, LM-82, LM-83), settori ING-IND/03, ING-IND/05, ING-IND/06, ING-INF/05, MAT/06, MAT/07/ MAT/08, MAT/09, FIS/05, INF/01, conseguita da non più di sei anni nonché di un curriculum idoneo all’assistenza allo svolgimento delle attività di ricerca oggetto dell’incarico. L'attività si svolgerà sotto la supervisione della Dott.ssa Elisa Maria Alessi a cui gli interessati possono rivolgersi per chiedere maggiori dettagli per gli aspetti scientifici. Il bando è disponibile al sito: https://selezionionline.cnr.it/jconon/call-detail?callCode=IR%20N%203%20IMA… Cordiali saluti, Antonella (Responsabile del procedimento) ----------------------------------------------------------------------------------------------------------------------- Antonella Bodini Istituto di Matematica Applicata e Tecnologie Informatiche "E. Magenes" CNR-IMATI via E. Bassini 15, 20133 Milano https://imati.cnr.it/mypage/people/BodiniAntonella.htm

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Workshop on Stochastic Processes with Reinforcement, Berlin, 3–6 November 2026
by Elena Magnanini 04 Sep '26

04 Sep '26

Dear colleagues, we would like to announce the workshop Stochastic Processes with Reinforcement Berlin, 3–6 November 2026 Weierstrass Institute for Applied Analysis and Stochastics (WIAS). The workshop will bring together researchers working on reinforcement from a variety of perspectives, including urn models, preferential attachment, reinforced random walks, branching and growth models, and learning-inspired stochastic dynamics. We also aim to stimulate discussion around emerging connections with reinforcement learning and multi-armed bandits. The programme will include a minicourse by Pierre Tarrès, invited talks, and a discussion session on "Probability meets AI". Registration is open until 11 October 2026. Further information, including the programme, abstracts, and registration, is available at: https://www.wias-berlin.de/workshops/SPR26/ We would be grateful if you could circulate this announcement to anyone who may be interested. Best wishes, Elena Magnanini and Tejas Iyer______________________________________________________________________________ Dr. Elena Magnanini Scientific Associate Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Anton-Wilhelm-Amo-Straße 39 10117 Berlin, Germany Phone +49 30 20372-376 https://www.wias-berlin.de/~magnanini/ Legal Notice Legal entity: Forschungsverbund Berlin e. V. | Rudower Chaussee 17 | 12489 Berlin, Germany Registered office: Berlin – Registered at the Berlin-Charlottenburg local court – Reg. No.: VR 12174 B | VAT number: DE 136785011 Joint power of attorney: Prof. Dr. Michael Hintermüller (Director of the WIAS) and Martin Böhnke (Managing Director of the FVB)

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One year post-doc position in Padova opening soon
by Giorgia Callegaro 04 Sep '26

04 Sep '26

Dear all, We are pleased to announce that a post-doctoral position will open after the summer break at the Department of Mathematics in Padova. The research topic focuses on *cyber security risk mitigation*, and the successful candidate will join the working team of Profs. Callegaro, D'Auria, and Fontana. All relevant (and available!) details can be found in the attached PDF. Please feel free to reach out if you have any questions. We look forward to receiving your applications! Best regards, Giorgia, Bernardo and Claudio Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Workshop Announcement MFDCG - Padova, February 1 - 3, 2027
by alekos.cecchin＠unipd.it 04 Sep '26

04 Sep '26

Dear all, It is our pleasure to announce the workshop Mean Field Dynamics, Control and Games, which will take place at the Department of Mathematics of the University of Padova on February 1-3, 2027. The aim of the workshop is to gather experts and young researchers in different areas related to mean field systems with strategic interaction, including mean field games, mean field control problems, propagation of chaos for McKean-Vlasov dynamics, singular interactions, equations on the space of probability measures, regularization by noise, numerical methods, and financial applications. SPEAKERS: * Charles BERTUCCI (Paris Dauphine) * Amarjit BUDHIRAJA (North Carolina) * Luciano CAMPI (Milano Statale) * Giulia CAVAGNARI (Politecnico Milano) * Giacomo CECCHERINI SILBERSTEIN (Rennes) * Marco CIRANT (Padova) * Quentin CORMIER (Inria Saclay) * Paolo DAI PRA (Verona) * François DELARUE (Côte d'Azur) * Jodi DIANETTI (Roma Tor Vergata) * Fausto GOZZI (LUISS Roma) * Mathieu LAURIÈRE (NYU Shangai) * Marta LEOCATA (LUISS Roma) * Elisa MARINI (Paris Dauphine) * Chenchen MOU (Hong Kong) * Paul NIKOLAEV (TU Berlin) * Athena PICARELLI (Verona) * Alessio PORRETTA (Roma Tor Vergata) * Francisco SILVA (Limoges) * Nizar TOUZI (NYU New York) Further information on the event and the registration link are available on the website (registration is free but mandatory): https://events.math.unipd.it/MFDCG We would be grateful if you could circulate this announcement among any potentially interested people. We look forward to welcoming you in Padova. Kind regards, The organizers Alekos Cecchin, Giovanni Conforti, Daniela Tonon

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Back to school: a workshop and a mini-course in Tor Vergata
by Michele Salvi 02 Sep '26

02 Sep '26

Dear all, The Rome Centre on Mathematics for Modelling and Data Sciences (RoMaDS, for friends) at the University of Rome Tor Vergata is back from the summer break. On the RoMaDS website <https://www.mat.uniroma2.it/~rds/events.php> you can already find a preliminary calendar for the Autumn season. For the month of September, we would like to highlight the following two events: > September 21-22 Rome Workshop on Log-Correlated Fields and SPDEs Villa Mondragone, Frascati. All information at this link <https://sites.google.com/view/log-spde-rome>. > September 24-25 (10h00-12h00 and 13h30-15h30 on both days) Mini-course by Dario Trevisan (Università di Pisa) From Gaussian Limits to Feature Learning in Wide Neural Networks Department of Mathematics, Aula Dal Passo Abstract: Wide neural networks can be seen as random functions whose behavior simplifies in several different large-width regimes. At the scale of typical fluctuations, central-limit phenomena lead to Gaussian-process limits with recursively defined covariance kernels, while the parameter-space tangent geometry converges to the neural tangent kernel and yields a linearized description of training. These Gaussian and kernel limits provide a remarkably tractable theory of random initialization and learning, but they capture only part of the finite-width behavior. The course develops a probabilistic view of random wide neural networks across these different scales. We will study Gaussian and quantitative finite-width approximations, neural tangent kernel limits, large deviations of outputs and empirical layer kernels, and regimes in which feature learning survives at large width. Large-deviation theory provides a complementary description of rare, non-Gaussian behavior: atypical outputs can be realized through atypical internal kernels, leading to variational representations of the output rate function. Under suitable Bayesian scalings, the same viewpoint yields posterior variational problems over both predictors and kernels, providing one probabilistic mechanism for data-dependent feature learning. We will compare this with dynamical feature-learning limits such as mean-field and maximal-update regimes, emphasizing throughout how different scalings reveal different aspects of neural networks. See you soon in Tor Vergata! These events are part of the Excellence Project MatMod@TOV.

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IJTAF: Special Issue on Non-Markovian dynamics in finance: factor modelling and beyond
by Enrico Scalas 02 Sep '26

02 Sep '26

Care colleghe e colleghi, vi scrivo per segnalare un futuro numero speciale di International Journal of Theoretical and Applied Finance ( https://www.worldscientific.com/worldscinet/ijtaf) Se vi interessa inviare un articolo potete scrivere a Lorenzo Torricelli e/o a me. Grazie per l'attenzione e cordiali saluti, Enrico Scalas -- Call for Papers Special Issue on Non-Markovian dynamics in finance: factor modelling and beyond Guest Editors: Enrico Scalas (Department of Statistical Sciences, Sapienza University of Rome) Lorenzo Torricelli (Department of Statistical Sciences, University of Bologna) Scope and Objectives Factor models are an established framework in financial modeling, essential for capturing the inherent complexity of market dynamics. Recent research has increasingly moved toward relaxing the Markov property of underlying stochastic drivers, primarily for two reasons: to achieve a more robust fit for the statistical properties of volatility, and to account for the empirical reality of periods of price staleness and non-exponential inter-trade durations. This special issue serves as a forum for these two methodological strands to converge, highlighting their synergies or, more ambitiously, discussing unified frameworks for their joint implementation. Topics of Interest Contributions on option pricing, portfolio selection, market microstructure and other relevant problems in quantitative finance are welcome. Theoretical contributions are also welcome, provided they have demonstrable applicability in finance. Submission Guidelines and Important Dates Submissions open: 1 August 2026 Submissions close: 1 February 2027 Expected publication: Volume 5 (August) 2027 Manuscripts should be prepared according to the journal’s formatting guidelines and submitted through the IJTAF online submission system. Submissions will undergo a rigorous peer-review process to ensure high scientific quality. Please indicate the title of this special issue (Special Issue on Emerging Topics in Quantitative and Climate Finance) when you submit your paper. https://www.editorialmanager.com/ijtaf/Default.aspx?pg=login.asp&username= Number and Length of Papers The Special Issue will include between five and eight papers. Submissions should be approximately 15 to 35 pages in length (including references, figures, and appendices)

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Bando Premio Archimede
by Claudia Ceci 01 Sep '26

01 Sep '26

dynamics Con piacere segnalo la pubblicazione del bando per la prima edizione del *"Premio Archimede per la Matematica Applicata alla Scienza, all'Industria e alla Società"*, un'iniziativa promossa congiuntamente da *AIRO, AMASES, INdAM, SIMAI e UMI*. Il bando, il regolamento e la convenzione costitutiva tra i soggetti promotori del Premio sono consultabili sul sito UMI al seguente link: https://umi.dm.unibo.it/premi-old/premio-archimede-per-la-matematica-applic… <https://us.list-manage.com/oqN776xt2g7?e=d696bd42da&c2id=53aaf3840ef8030915…> *La scadenza è il 31/10/2026.* In calce alla presente mail si allegano una sintesi degli elementi rilevanti dell’edizione 2026 e il *link al bando in formato PDF* <https://us.list-manage.com/JJ4Xt1JWYiI?e=d696bd42da&c2id=53aaf3840ef8030915…> . Claudia Ceci Dip. MEMOTEF Università di Roma Sapienza -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Forum "Artificial Intelligence in Biomedicine" – 6 novembre 2026, Lugano
by Azzimonti Laura 31 Aug '26

31 Aug '26

Dear Colleagues, We would like to inform you about the upcoming scientific Forum "Artificial Intelligence in Biomedicine: from basic research to clinical application", organised by IBSA Foundation in collaboration with IDSIA. The Forum will address the role of artificial intelligence in biomedical research and in supporting the transition from scientific discovery to clinical practice, with a focus on predictive and personalised medicine. Attendance is free and open to the public. Date and venue 6 November 2026, 9:00 AM – 5:30 PM USI-SUPSI, Campus Est, Lugano Programme The Forum will bring together international experts in biology, medicine and computational science, structured in two sessions: digital twins and personalised medicine; and AI applied to protein and compound design. Call for abstracts A call for abstracts is open to researchers wishing to present their work. Selected abstracts will be presented as oral or poster contributions. Submission deadline: 19 October 2026. Further details on the programme, speakers and abstract submission are available at: https://www.ibsafoundation.org/en/artificial-intelligence-in-biomedicine-20… For further information, please contact info(a)ibsafoundation.org<mailto:info@ibsafoundation.org>. Best regards, Laura Azzimonti on behalf of the Scientific Board IBSA Foundation Forum ––––––––––––––––––––––––––––––––––––––––––––– Scuola universitaria professionale della Svizzera italiana Istituto Dalle Molle di studi sull’intelligenza artificiale IDSIA USI-SUPSI Laura Azzimonti, PhD Senior Researcher and Lecturer Polo universitario Lugano Via la Santa 1 CH – 6962 Lugano-Viganello Tel. +41 (0)58 666 66 44 laura.azzimonti(a)idsia.ch www.idsia.ch

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BayesComp27 mirror in Aussois, French Alps
by Francesca Crucinio 28 Aug '26

28 Aug '26

Dear all, We invite proposals <https://www.google.com/url?q=https://docs.google.com/forms/d/e/1FAIpQLSfK1w…> for the BayesComp 2027 mirror <https://www.google.com/url?q=https://sites.google.com/view/bayescomp27mirro…> conference in Aussois, France, that will take place on 17-21 May, 2027. The event <https://www.google.com/url?q=https://sites.google.com/view/bayescomp27mirro…> will complement the main BayesComp 2027 meeting in Texas and provide a European forum for researchers in Bayesian computation and related areas. Plenary sessions will be broadcasted from Texas, while talks in Aussois will be recorded. Please submit one form <https://www.google.com/url?q=https://docs.google.com/forms/d/e/1FAIpQLSfK1w…> per proposed contribution. Proposals <https://www.google.com/url?q=https://docs.google.com/forms/d/e/1FAIpQLSfK1w…> may be for contributed talks, or poster presentations. The programme committee will review submissions based on scientific quality, timeliness, coherence, and expected appeal to the BayesComp community. Unless the submission mentions otherwise, talk proposals that are rejected will be automatically added as posters. Details about the venue (CAES Paul Langevin), potential registration fees, and technical details are being finalized and will be announced on the webpage for the BayesComp 2027 mirror conference <https://www.google.com/url?q=https://sites.google.com/view/bayescomp27mirro…> . The local organizing committee

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