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Post-doc in Analisi e Probabilità a Milano-Bicocca
by Francesco Caravenna 07 Mar '26

07 Mar '26

[English below] È stata bandita una posizione post-doc in Analisi e Probabilità presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (scadenza bando 25 marzo 2026): https://www.unimib.it/ateneo/gare-e-concorsi/2026-ipd-014-selezione-conferi… Nota importante sulla durata: a causa di un disguido amministrativo, nel testo del bando è indicata una durata di 12 mesi. Tuttavia, il rinnovo per un secondo anno è già formalmente previsto e interamente finanziato dal Dipartimento. La posizione è pertanto da considerarsi biennale. %%%%%%%%%%%%%% A post-doc position in Analysis and Probability is available at the Department of Mathematics and Applications of the University of Milano-Bicocca (application deadline: March 25, 2026): https://www.unimib.it/ateneo/gare-e-concorsi/2026-ipd-014-selezione-conferi… Important note on duration: due to an administrative oversight, the official call mentions a duration of 12 months. However, a renewal for a second year is already formally planned and fully funded by the Department. The position should therefore be considered as a two-year appointment. -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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CEF 2026 conference in Venice!
by Giulia IORI 06 Mar '26

06 Mar '26

Dear Colleagues, As you may already know, this year we organise the Computing in Economics and Finance conference in Venice, 29 June – 1 July 2026. Further information can be found on the conference website<https://comp-econ-soc.us17.list-manage.com/track/click?u=266defb4b1f1450d68…>. Please consider attending the conference and present a paper! The submission deadline is March 9, 2026 (but we plan to extend it for one more week). Full papers are not required at the time of submission; however, preference may be given to submissions that include a full paper. Extended abstracts can be submitted online HERE<https://comp-econ-soc.us17.list-manage.com/track/click?u=266defb4b1f1450d68…>. With best regards, Giulia [A logo on a black background Description automatically generated] Professor Giulia Iori Department of Economics Office C2.120 Universita’ Ca Foscari San Giobbe, Cannaregio 873, 30121 Venezia, Italy T: +3904212349231 E: giulia.iori(a)unive.it<mailto:giulia.iori@unive.it> https<https://orcid.org/0000-0001-9443-9353>://orcid.org/0000-0001-9443-9353<https://orcid.org/0000-0001-9443-9353>

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Fwd: [fdaanda] Post-doctoral position : Mathematical Statistics & Functional Data Analysis
by Enea Bongiorno 06 Mar '26

06 Mar '26

Buongiorno, inoltro per vostra conoscenza. Cordiali saluti, Enea ---------- Forwarded message --------- From: Angelina ROCHE <fdaanda(a)services.cnrs.fr> Date: Tue, 3 Mar 2026 at 16:53 Subject: [fdaanda] Post-doctoral position : Mathematical Statistics & Functional Data Analysis To: fdaanda(a)services.cnrs.fr <fdaanda(a)services.cnrs.fr> Dear all, Please find an announcement for a 2 years post-doctoral position in the ENSAI near Rennes. Best regards, Valentin & Angelina. — POSTDOCTORAL POSITION IN STATISTICS Mathematical Statistics & Functional Data Analysis CREST Ensai (France) Deadline: March 31, 2026 We are inviting applications for a postdoctoral position focusing on the mathematical aspects of modeling functional data, with particular emphasis on adaptive methods for estimation and inference. The successful candidate will join the ANR FUNStatMath project team at Ensai (Rennes, France). FUNStatMath is a collaborative research initiative in Functional Data Analysis (FDA), bringing together researchers in mathematical and applied statistics. This position does not involve any teaching duties. It is available from May 2026 onwards (with some flexibility regarding the starting date) for up to 24 months. Applications (including a CV, the contact details of two, a research statement, and a cover letter) should be sent by email to funmathstat(a)ensai.fr. Further details can be found here https://ensai.fr/wp-content/uploads/2026/02/postdoctoral_position_CREST-Ens… -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Reminder [STAR Seminar] Wed March 4 - Emanuela Rosazza Gianin
by Leonardo Tarquini 03 Mar '26

03 Mar '26

Dear all, This is a gentle reminder for tomorrow's STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> Wednesday March 4th from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/63320233061>. The speaker is Emanuela Rosazza Gianin (University of Milano Bicocca) with the talk: Title: Measuring financial resilience using BSDEs Abstract: We propose the resilience rate as a measure of financial resilience that captures the rate at which a dynamic risk measure recovers, i.e., bounces back, after the risk-acceptance set is breached. We develop the associated stochastic calculus by establishing representation theorems of a suitable time-derivative of solutions to backward stochastic differential equations (BSDEs) evaluated at stopping times. These results reveal that our resilience rate can be represented as an expectation of the generator of a BSDE. We also introduce resilience-acceptance sets and study their properties in relation to both the resilience rate and the dynamic risk measure. The definition of the resilience rate is generalized from a Brownian filtration to the case of dynamic risk measures induced by BSDEs with jumps. We illustrate our results in several examples. Based on a joint work with Matteo Ferrari, Roger Laeven, and Marco Zullino. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 03 Mar '26

03 Mar '26

Care colleghe e colleghi, vi annunciamo che sono aperte le registrazioni per il workshop Junior Female Researchers in Probability, che si terrà a Berlino dal 24 al 26 giugno 2026. Sotto l’annuncio completo. Vi prego di diffonderlo a chiunque crediate possa interessare. Alexander Zass — We're excited to announce the workshop Junior Female Researchers in Probability, taking place June 24–26, 2026 at TU Berlin. The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. Keynote lectures will be given by: Patricia Alonso Ruiz (University of Jena) Alison Etheridge (University of Oxford) Patriçia Goncalves (IST Lisbon) Additional invited talks will be given by: Alejandra Avalos-Pacheco (JKU Linz) Ofelia Bonesini (LSE London) Chengcheng Ling (University of Augsburg) We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: https://www.wias-berlin.de/workshops/JFRP26/ The deadline for registration is March 1, 2026. The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Summer school on "Pattern Formation: Analysis and Numerics"
by Alessandro Alla 03 Mar '26

03 Mar '26

Dear Colleagues, We are pleased to announce the Summer School on "Pattern Formation: Analysis and Numerics". Topics will include e.g. biological modelling, analytical foundation and numerical methods for Reaction-Diffusion PDEs. The event is scheduled from September 14 to September 18, 2026 and will be hosted in Rome at the Department of Mathematics of Sapienza, University of Rome. For more information please visit the website https://sites.google.com/uniroma1.it/pattern-formation/home Note that the registration is open and free of charge BUT mandatory. The deadline to register is July 25, 2026. Financial support for PhD students and PostDocs will also be provided. Please click here <https://sites.google.com/uniroma1.it/pattern-formation/financial-support?au…> for more details. Alessandro Alla Giulio Galise Corrado Mascia Luca Rossi ———————————————————————————————- Alessandro Alla Associate Professor Sapienza Università di Roma Department of Mathematics Junior Research Fellow Scuola Superiore di Studi Avanzati Sapienza (SSAS) E-Mail: alessandro.alla(a)uniroma1.it www.alessandroalla.com -- *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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Doctoral Colloquium in Risk Analytics (session 5)
by Maria Elvira Mancino 02 Mar '26

02 Mar '26

*Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ The fifth session on *Decentralized Finance and risk challenges from CBDCs and crypto markets* will be held on April, 13-24, 2026, by: *a) *Week 1: *Alfred Lehar, *University of Calgary, *Decentralized Finance* *b) *Week 2: *Gina Pieters*, Digital Economy Consulting, and Cambridge Centre for Alternative Finance, U. Cambridge*, * *Anticipating new risk channels from CBDCs, Stablecoins, and Crypto Markets* We seek PhD students from Italian or Foreign Universities, who remain aﬃliated with their Doctoral School. Students must attend the whole session. They may get credit for the courses taken within the Colloquium. *There are no participation fees; travel and accommodation are covered by the Colloquium* (see below). Up to four additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own travel and accommodation expenses. *Venue* Polo Didattico San Basilio <https://www.unive.it/pag/10128/>, Venice We offer: - an outstanding Faculty of leading researchers; - work in a multidisciplinary team with other doctoral candidates; - no tuition fees, with - free accommodation on the Camplus Santa Marta and Centro Culturale Don Orione Artigianelli (walking distance of the San Basilio venue); - travel expenses reimbursed (up to 200 euro). Each session includes two courses. Each course is delivered over 20 hours over one week, combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. Students who achieve a Pass obtain 4 ECTS per course. *Applications* Students can apply through the site https://landing.cafoscarichallengeschool.it/docra/ *Deadline : March 6, 2026* For more information, please visit https://landing.cafoscarichallengeschool.it/docra/ or get in touch through colloquia.cicf(a)unive.it. We’ll be happy to organize a zoom session. *DoCRA is a joint initiative of CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine*

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Seminario on-line PRISMA lunedì 2 marzo 2026 - S. Cerrai & G. Guatteri External Posta in arrivo
by Sonia Mazzucchi 02 Mar '26

02 Mar '26

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per oggi, *lunedì 2 marzo* 2026. I relatori saranno *Sandra Cerrai *(University of Maryland) e *Giuseppina Guatteri* (Politecnico di Milano) che parleranno di: *Nonlinear Random Perturbations of PDEs: Toward an Infinite-Dimensional Theory* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate in allegato l’abstract. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/89967257735 <https://www.google.com/url?q=https://unitn.zoom.us/j/89967257735&sa=D&sourc…> ID riunione: 899 6725 7735 Codice d’accesso: 727722 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi

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MOX Colloquia: Tilmann Gneiting - Giovedì 5 Marzo ore 14:00
by Laura Maria Sangalli 02 Mar '26

02 Mar '26

Cari Colleghi, vi segnalo il seguente seminario della serie dei MOX COLLOQUIA: 05.03.26 ore 14:00 - Aula Consiglio, Edificio 14, Politecnico di Milano Speaker: Prof. Tilmann Gneiting, Karlsruhe Institute of Technology Titolo: Assessing Monotone Dependence - with Applications to Weather Prediction Abstract: The assessment of monotone dependence between random variables $X$ and $Y$ is a classical problem in statistics and a gamut of application domains. Consequently, researchers have sought measures of association that are invariant under strictly increasing transformations of the margins, with the extant literature being splintered. Rank correlation coefficients, such as Spearman's rho and Kendall's tau, have been studied at great length in the statistical literature, mostly under the assumption that $X$ and $Y$ are continuous. In the case of a dichotomous outcome $Y$, receiver operating characteristic (ROC) analysis and the asymmetric area under the ROC curve (AUC) measure are used to assess monotone dependence of $Y$ on a predictor $X$. In this talk I demonstrate that the two thus far disconnected strands of literature can be unified and bridged, by developing common population level theory, common estimators, and common tests that apply to all types of linearly ordered outcomes. In a case study, we assess recent progress in artificial intelligence based weather prediction (AIWP) versus traditional numerical weather prediction (NWP). The talk is based on joint work with Eva-Maria Walz and Andreas Eberl. Il seminario sarà accessibile online: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… https://cassyni.com/events/UEGpAYwVEdDSxoqc3JkK57?0kaaw Per seguire il seminario in streaming, è necessario iscriversi (gratuitamente) sulla piattaforma Cassyni. Seguirà rinfresco presso il Dipartimento di Matematica. Cordiali saluti, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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Seminar by Prof. Frank den Hollander at IMT Lucca | March 4, 2026
by Anna Gallo 28 Feb '26

28 Feb '26

Dear all, On behalf of Prof. Diego Garlaschelli, I am pleased to announce that next week *Professor Frank den Hollander* will visit IMT Lucca and give a seminar entitled *The Friendship Paradox for Social Networks* (see abstract below). The seminar will take place on: *March 4, 2026 – 3:00 PM* San Francesco Complex – Sagrestia IMT School for Advanced Studies Lucca Join online at: imt.lu/sagrestia . All the best, Anna ------------------------------ *Abstract: *Consider a group of individuals who form a social network. For each individual in the group compute its friendship-bias, i.e., the difference between the average number of friends of its friends and the number of its friends (all friendships are mutual), and average these numbers over all the individuals in the group. It turns out that the latter average is always non-negative, and is strictly positive as soon as not all individuals have exactly the same number of friends. This fact, which at first glance seems counterintuitive, goes under the name of friendship paradox. In this talk we model the social network as a graph and explain where the friendship paradox comes from. For sequences of random graphs that converge locally in an appropriate sense, we quantify the friendship paradox by identifying the limit of the empirical distribution of the friendship-biases of all the individuals. For two examples of random graphs, we work out the properties of this limit in detail. We further discuss variants of the model where we look at the number of friends at deeper levels and at quantities other than the number of friends. We close by offering an outlook on future challenges.

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