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Course "Environmental Finance" by Peter Tankov in Verona, 25 March - 16 April 2026
by Cecilia Mancini 11 Mar '26

11 Mar '26

It is an honor to announce that, as part of the PhD program in Economics and Finance, track Mathematics and Data Analytics for Finance, Peter Tankov, Professor of Quantitative Finance at ENSAE, Institut Polytechnique de Paris, will teach the course Environmental Finance at the University of Verona, campus Santa Marta, via Cantarane 24, room SMT04 Dates: March 25, 26; April 8, 9, 15, 16 from 4PM to 6PM. The course is in English. All interested people are warmly invited to participate COURSE AIMS The objective of this course is to present quantitative approaches to green investing, the measurement of environmental performance of investment portfolios, and the assessment and management of climate-related financial risks. The course aims to strike a balance between theory and practice. We will review key contributions from the recent academic literature and provide hands-on illustrations using real financial, economic, and climate data. By the end of the course, students should be able to: • Understand the main theoretical models of sustainable investing and climate finance. • Measure environmental performance and portfolio climate alignment. • Interpret climate scenarios and integrated assessment model outputs. • Quantify transition and physical climate risks for financial assets. • Critically assess empirical findings in the sustainable finance literature. PROGRAM The course is organized in two parts. The first part focuses on green investing and portfolio alignment. The second part addresses the measurement and management of climate-related financial risks. Part I: Green Investing • Introduction: Genesis and objectives of environmental and sustainable finance; recent ESG backlash and regulatory developments. • Data and Measurement: Data sources in green finance; measurement of firms’ environmental impact; ESG ratings and rating divergence. • Asset Pricing and Sustainable Investing: Strategies of green investing; equilibrium models of sustainable investing; relationship between green preferences and asset prices. • Impact Investing: Theoretical quantification of investor impact; empirical evidence; practical approaches to impact investing. • Portfolio Climate Alignment: Evaluation of portfolio alignment to climate scenarios; portfolio temperature metrics; construction of portfolios compatible with net-zero emissions. Part II: Climate-Related Financial Risks • Climate Models and Physical Risk: Introduction to climate modeling; link between CO2 concentrations and temperature dynamics; extraction of relevant risk information from state-of-the-art climatological models; uncertainty quantification. • Integrated Assessment Models and Transition Risk: Coupling climate dynamics with macroeconomic dynamics; role of the energy sector; role of the financial sector in the transition; scenario analysis and scenario uncertainty. • Climate Stress Testing: Supervisory stress testing frameworks; transmission channels of climate shocks; recent stress-testing exercises and their implications. Further information (prerequisites, references) are available here [https://res.public.onecdn.static.microsoft/assets/fluentui-resources/1.1.0/app-min/assets/item-types/24_3x/docx.png]Poster Corso.docx<https://univr-my.sharepoint.com/:w:/g/personal/cecilia_mancini_univr_it/IQC…>

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Como Lake School "Stochastic Dynamics: Foundations and Applications"
by Luca Scarpa 11 Mar '26

11 Mar '26

Dear Colleagues, this is a reminder that registrations for the PhD School Stochastic Dynamics: Foundations and Applications will close on March 15, 2026. Venue: Villa del Grumello, Como, Italy. Dates: June 29 – July 3, 2026. The school is addressed to PhD students and researchers, and will feature four mini-courses: * Prof. Francesco Caravenna (Università degli Studi di Milano Bicocca) On the 2D stochastic heat equation * Prof. Sandra Cerrai (University of Maryland) Asymptotic problems for SPDEs * Prof. Franco Flandoli (Scuola Normale Superiore di Pisa) SPDEs for random transport in turbulent fluids * Prof. Lorenzo Zambotti (Sorbonne Université) A gentle introduction to rough paths and regularity structures Please find the link to the school's webpage below: https://sdfa.lakecomoschool.org/ We look forward to meeting you in Como! Best regards, The Organisers Davide A. Bignamini, Carlo Orrieri and Luca Scarpa ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Probability Seminar by Eviatar Procaccia, 12/03/26, at Milano-Bicocca
by Tal Orenshtein 10 Mar '26

10 Mar '26

Dear all, I am pleased to announce a seminar talk by *Eviatar Procaccia* at the Department of Mathematics and Applications of the University of *Milano-Bicocca *on Thursday, March 12 at 15:30. Below you can find the details. Best regards, Tal Orenshtein ---------------------------- *Time and place: *Thursday, March 12, 2026 at 15:30, Room U9/08 (Edificio U9, viale dell'Innovazione 10) *Speaker:* *Eviatar Procaccia* (Technion – Israel Institute of Technology) *Title:* The Pool Model: a rotationally symmetric, mass-preserving MDLA variant *Abstract:* Multi-particle diffusion-limited aggregation (MDLA) describes the growth of an aggregate driven by a cloud of diffusing particles. Classic works of Kesten, Rath, Sidoravicius, Stauffer, and Sly show that in the high-intensity regime the MDLA aggregate grows linearly in time, while the low-intensity regime remains largely open. We introduce the pool model, a rotationally symmetric analogue in which particles (“droplets”) perform continuous-time random walks and are absorbed upon entering a circular pool initially centered at the origin. Each absorbed particle increases the pool’s mass, and the pool expands so that its area grows accordingly—yielding a natural mass-preserving dynamics. The imposed rotational symmetry makes the model more tractable for rigorous analysis, while retaining key features of MDLA. In this talk we focus on the critical density separating finite growth from explosive behavior, and we present rigorous bounds on the pool’s growth rate at and near criticality.

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Due incarichi post-doc presso SNS Pisa
by Franco Flandoli 10 Mar '26

10 Mar '26

We announce two post-doc positions (one year, wth possible prolongation) at Scuola Normale Superiore in Pisa, deadline 9/4/2026: https://trasparenza.sns.it/page/51064/details/18333/selezione-pubblica-per-… See also https://sites.google.com/view/noise-in-fluids-snspisa/home Molti saluti, Franco Flandoli

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Seminario del Prof. Georgiou a Roma, Sapienza
by Enrico Scalas 10 Mar '26

10 Mar '26

Buongiorno, se avete perduto il seminario di Napoli di Nicos Georgiou, c'è la possibilità di seguirlo a Roma dopodomani. Infatti, il 12 marzo 2026, in aula 34 del Dipartimento di Scienze Statistiche, Sapienza Università di Roma, a partire dalle ore 14, il Prof. Nicos Georgiou, University of Sussex, UK, terrà un seminario dal titolo: Mean-field limit and parameter estimation for contagion dynamics on higher-order structures Classical models of contagion epidemics have graph based representations where the nodes represent the population and infections occur from an infected individual to a susceptible individual via a network link between them. At the same time, healing mechanisms try to fight the epidemic at node level. The simple descriptions of these representations also underscore their limitations, since the propagation of contagions in complex systems often involves repeated or simultaneous stimuli that individuals receive from their social contacts (such as their work or household). One may mechanistically encode these non-linear effects into contagion models by considering interactions that go beyond simple pairwise connections, by using hypergraphs rather than graphs. In this talk we will see the role higher-order interactions can play in the behaviour of the model when a rigorous mean-field can be obtained. Furthermore, we will discuss some inference techniques for the parameters of the epidemic (rates of infection) when only partial information on the type of infection is available and with only a single realisation of the epidemic curve as a datum. Tutte le persone interessate sono invitate a partecipare. Enrico Scalas

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special session at SIEDS 2026, Catania
by Luca Martino 10 Mar '26

10 Mar '26

Dear all, I am sending below the call for the special session “Automatic Machine Judgment - Rethinking Evaluation in Academic Careers” (SIEDS 2026, Catania) and would appreciate it if you could share it with potentially interested colleagues. BR, Luca Martino (luca.martino(a)unict.it) -------------------------------------------------------------- TITLE of the special session: Automatic Machine Judgment - Rethinking Evaluation in Academic Careers Conference: LXII Riunione scientifica Società Italiana di Economia Demografia e Statistica (SIEDS 2026) https://www.sieds.it/index.php/page-presentazione/ PLACE AND DATES: Catania, 27-29 maggio 2026 Paper abstracts until 10 April 2026: https://www.sieds.it/index.php/page-call-for-papers/ https://www.sieds.it/wp-content/uploads/2026/02/Istruzioni-per-sottomettere… Special session The increasing reliance on quantitative indicators - such as citation counts, h-index, journal impact factors, and composite researcher scores - has transformed how academic merit is defined, measured, and rewarded. At the same time, universities and funding agencies are progressively incorporating algorithmic tools and automated decision-support systems into processes governing hiring, promotion, tenure, and grant allocation. These developments raise fundamental questions about meritocracy, transparency, and fairness in research evaluation. High-profile ranking exercises - such as the widely circulated “2% scientists” list produced by researchers at Stanford University - illustrate how composite bibliometric indicators can shape reputations, institutional strategies, and individual career trajectories on a global scale, often without clear public understanding of their methodological assumptions or limitations We invite contributions that critically examine those points. The session is organized by Prof. Luca Martino (luca.martino(a)unict.it) in collaboration with the Association “Trasparenza e Merito” (*https://www.trasparenzaemerito.org/ <https://www.trasparenzaemerito.org/>*). By bringing together scholars in scientometrics, research policy, sociology of science, and higher-education governance, this session aims to foster interdisciplinary dialogue on how evaluation systems shape academic behavior and institutional priorities. Interested participants are invited to submit an abstract by 10 April 2026 and to send (possibly) it via email to luca.martino(a)unict.it

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Climate Change and Insurance 2026: The Abstract Submission is Open
by Fabio Colpo 10 Mar '26

10 Mar '26

Dear colleagues, "Climate Change and Insurance" 2026: the abstract submission is now open: https://cci26.climateinsure.tech/submit-abstract The third edition of the workshop "Climate Change and Insurance" will take place 2nd-4th of September 2026 in Segovia, Spain. Plenary speakers: Hansjörg Albrecher, University of Lausanne & Swiss Finance Institute Nick Jessop, MA's Insurance Solutions Reinhard Mechler, IIASA – International Institute for Applied Systems Analysis Important Dates: Workshop: September 2nd-4th, 2026, in Segovia, Spain. Abstract submission deadline: May 15th, 2026. Notification of acceptance: May 29th, 2026. Website:https://cci26.climateinsure.tech/ Questions:cci26@climateinsure.tech orc.boado@hw.ac.uk,jeisenbe@fam.tuwien.ac.at We look forward to welcoming you in Segovia! Hirbod Assa, Carmen Boado-Penas, Julia Eisenberg

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Seminar of Maria Elvira Mancino @Tor Vergata
by Davide Pirino 09 Mar '26

09 Mar '26

Dear Colleagues, We are pleased to announce the seminar by *Maria Elvira Mancino (University of Florence)* at the University of Rome Tor Vergata. *When: *Wednesday, 11 March at 1:00 pm *Where:* University of Rome Tor Vergata, Department of Economics and Finance *Room:* Building B, 2nd Floor, Sala del Consiglio *Title: * *Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision* *Abstract: *This study investigates the impact of high-frequency climate risk, specifically temperature volatility, on honey bee production. Recognizing the crucial role of honey bees as environmental sentinels and their sensitivity to climatic variables, the research extends beyond conventional analyses of long-term average temperatures to explore the effects of short-term temperature "surprises." Using high-frequency, irregularly spaced data from thousands of Italian beehives (2019-2024), combined with external temperature data, a non-parametric estimation of weekly integrated volatility is provided. The results highlight that beehives in areas with lower biodiversity and higher pollution are more susceptible to high-frequency temperature volatility, whereas those in richer, cleaner environments show greater resilience. This underscores the critical importance of local environmental quality in mediating the impacts of climate risk on honey bee health and production. Everyone is welcome to attend. Best regards, DP -- Davide Pirino. Department of Economics and Finance, Tor Vergata University of Rome. Via Columbia 2, 00133 Roma. website: https://economia.uniroma2.it/faculty/374/pirino-davide-erminio

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Two seminars by D. Ahlberg in Como and Milano (18-19 March)
by Francesco Caravenna 08 Mar '26

08 Mar '26

We are pleased to announce two seminars by Daniel Ahlberg (Stockholm University) in Como and Milano. Wednesday, 18 March at 14:30 – Università dell'Insubria Title: Random perturbations of Euclidean geometry Room VS8.A (Torre di Via Valleggio 11, Como) Streaming (TEAMS): link <https://teams.microsoft.com/meet/32336493339992?p=OGABFTFErevQVUAOiT> Thursday, 19 March at 14:30 – Università di Milano-Bicocca Title: Noise sensitivity in spatial growth Room U9-08 (Building U9, Viale dell'Innovazione 10, Milano) Streaming (WEBEX): link <https://unimib.webex.com/unimib-it/j.php?MTID=mc1585e72e7593a9d9f0a3145116c…> The abstracts follow below. All interested participants are welcome. Best regards, Francesco Caravenna (with Giovanni Bazzoni and Davide Bignamini) %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract (Como). Various probabilistic models for spatial growth can be thought of as random perturbations of Euclidean geometry. These models exhibit complex phenomena which are usually associated to critical behaviour, which is of central interest in contemporary probability theory. We will in this talk describe some of these phenomena, and relate their occurrence to the nature of Euclidean geometry. Abstract (Milano). The study of noise sensitivity of Boolean functions and percolation was initiated in a seminal paper of Benjamini, Kalai and Schramm in 1999. While subsequent studies have revealed fascinating phenomena in the context of percolation, few results have so far been obtained regarding other random spatial processes. We will in this talk present the first results of noise sensitivity for a growth process associated to the KPZ universality class. %%%%%%%%%%%%%%%%%%%%%%%%%% -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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Conferenza in onore di Mario Pulvirenti a Roma La Sapienza
by Faggionato, Alessandra 08 Mar '26

08 Mar '26

Buongiorno ricevo e con piacere inoltro Saluti Alessandra ------------------------------------------------------------------------------------------------------------------------------- Dear Colleagues, We are pleased to announce the conference Kinetic Theory, Fluid Mechanics and Microscopic Systems: Mathematical Facets of the Physical World, to be held in Rome on June 3–5, 2026, at the Consiglio Nazionale delle Ricerche. The meeting is organized in honour of Mario Pulvirenti on the occasion of his 80th birthday and aims to bring together researchers working on the mathematical connections between microscopic and macroscopic scales, with a focus on interacting particle systems and kinetic and fluid equations. Speakers include: Giada Basile Alexander Bobylev Emanuele Caglioti José Antonio Carrillo Pierre Degond Laurent Desvillettes Emanuele Dolera Théophile Dolmaire Giovanni Gallavotti Lingbing He Mikaela Iacobelli Cyril Imbert Pierre-Louis Lions Tai-Ping Liu Rossana Marra Evelyne Miot Thierry Paul Benoît Perthame Laure Saint-Raymond Herbert Spohn Giuseppe Toscani Cédric Villani Tong Yang Registration is free but mandatory. Further information, including the full list of speakers and registration details, will soon be available at: https://sites.google.com/view/ktfm-mp80/home-page We look forward to welcoming you to Rome. With best regards, Organizing Committee: Dario Benedetto, Roberto Natalini, Alessia Nota, Gianluca Panati, Chiara Saffirio, Sergio Simonella Scientific Committee: Kazuo Aoki, Eric Carlen, Anna De Masi, Francesco Dell'Isola, Raffaele Esposito, François Golse, Pierangelo Marcati, Tommaso Ruggeri, Alessandro Teta, Bernt Wennberg -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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