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International Conference in Venice: Emerging Global Financial Systems
by Monica Billio 06 Aug '25

06 Aug '25

24th INTERNATIONAL CONFERENCE C.r.e.d.i.t. 2025 *Emerging Global Financial Systems: Exploring Polarization, Systemic Risks, Innovation, and Sustainable Solutions * Venice, Italy 25 – 26 September 2025 *GRETA Associati*(Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 25-26, 2025. The C.r.e.d.i.t. 2025 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The C.r.e.d.i.t. 2025 is the *twenty-fourth* in a series of events dedicated to various aspects of risk and organised under the auspices of: the *Department of Economics* and *VERA *- *Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice, Joint Research Center European Commission*, *ABI - Italian Banking Association*, and*Venice Sustainability Foundation*. Sustainability necessitates a global perspective, requiring the adaptation of contemporary business and societal models to navigate the dynamic landscape of the future. Policymakers and society must ensure that resources, particularly technology, are utilized responsibly and efficiently to enhance the well-being of both present and future generations while cultivating a harmonious relationship with the environment. This strategy is vital in addressing sustainability issues such as poverty, environmental degradation, pollution, and inequality. Effective global risk management is vital for bridging divisions and fragmentation through innovation. *PROGRAMME* *Thursday, September 25, 2025* _8.30 – 09.00REGISTRATION_ _09.00 - 09.30WELCOME and OPENING REMARKS_ Monica Billio, Ca' Foscari University of Venice Andrew Lo, MIT Sloan School of Management, Programme Chair _09.30 - 11.00SESSION I: INSURANCE AND SAFE ASSETS_ Invited Talk: /The Role of Insurance in Enhancing Societal Resilience to Risks and Shocks/, Mario Greco, Zurich /Foreign Demand for Safety and Macroeconomic Instability/, Dmitry Kuvshinov, Universitat Pompeu Fabra, Barcelona School of Economics & CEPR (joint with Madalen Castells-Jauregui, Bjorn Richter, and Victoria Vanasco) _11.00 - 11.30COFFEE BREAK_ _11.30 - 13.00SESSION II: DECARBONISATION BETWEEN PRICING AND DISCLOSURE_ /Green Coins/, Massimiliano Croce, Bocconi University, CEPR, IGIER & Baffi-Carefin Center (joint with Nicolas Guinez, Alejandra Inzunza Méndez, Thien T. Nguyen, and Claudio Tebaldi) /A Greenwashing Index, /Elise Gourier, ESSEC Business School & CEPR (joint with Hélène Mathurin) /Pricing Climate Ambiguity/, Francesco Rocciolo, Nazarbayev University (joint with Monica Billio, Massimo Guidolin, and Yehuda Izhakian) _13.00 - 14.15LUNCH_ _14.15 - 15.45SESSION III: GREENING AND DECARBONISATION STRATEGIES IN THE BANKING SECTOR (ESG UPTAKE)_ /Energy Costs and Default Risk in Green Mortgage Securitisations, /Simone Varotto, ICMA Centre, Henley Business School, University of Reading (joint with Monica Billio, Massimo Dragotto, Alfonso Dufour, and Samuele Segato)// /Climate and Environmental Risk Integration in EU Banks, /Michele Costola, Ca' Foscari University of Venice (joint with Katia Vozian) /Greening the Present to Decarbonise the Future: an Analysis of Italian Banks’Decarbonisation Strategies, /Valeria Lionetti, Bank of Italy (Cristina Angelico, and Ludovico Ridi) _15.45 - 16.45COFFEE BREAK and POSTER SESSION I_ _16.45 - 18.15SESSION IV: CLIMATE AND ECONOMIC IMPACTS OF THE GREEN TRANSITION_ /Sovereigns on Thinning Ice: Debt Sustainability, Climate Impacts, and Adaptation/, Matteo Calcaterra, Politecnico di Milano (joint with Andrea Consiglio, Vincenzo Martorana, Massimo Tavoni, and Stavros A. Zenios) /Government-Funded Green Banks: Catalysts for the Green Transition, /Claudio Rizzi, University of Navarra, Barcelona (joint with Simon Xu, and Paul Yoo) /Extreme Weather in Europe: Determinants and Economic Impact, /Claudio Morana, Università di Milano – Bicocca (joint with Marcelle Chauvet, and Murilo Silva) _20.00SOCIAL DINNER_ *Friday, September 26, 2025* _09.00 - 10.30SESSION V: TECHNOLOGICAL INNOVATION IN ECONOMICS AND FINANCE_ Invited Talk: /Financing Deep Tech/, Andrew W. Lo, MIT Sloan School of Management /Beyond Algorithms: Soft Information in Global Macro Shocks, /Yuhan Ye, Università della Svizzera Italiana _10.30 - 11.00COFFEE BREAK_ _11.00 - 13.00PANEL SESSION: FRAMING GLOBAL CHANGES BETWEEN INNOVATION AND SUSTAINABLE _ Moderator: Jan Pieter Krahnen, Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt _13.00 - 14.15LUNCH_ _14.15 - 15.45SESSION VI: NAVIGATING GEOPOLITICAL AND PROSOCIAL DYNAMICS_ /The Pricing of Geopolitical Tensions over a Century, /Alessandro Melone, The Ohio State University (joint with Andrei S. Goncalves, and Andrea Ricciardi) /Decomposing Geopolitical Risk: Wavelet-Based Time-Series Evidence and Cross-Sectional Implications for Expected Stock Returns, /Davide La Cara, London School of Economics and Political Science /Public Policy and Private-Sector Prosocial Motives: The Case of Greenhouse Gas Emissions, /Jiaqi Zheng, University of Oxford _15.45 - 16.45COFFEE BREAK and POSTER SESSION II_ _16.45 - 17.45SESSION VII: GLOBAL SUPPLY CHAINS AND CLIMATE CHANGE_ /Rewiring Supply Chains Through Uncoordinated Climate Policy, /Olimpia Carradori, University of Zurich & Swiss Finance Institute (joint with Emanuela Benincasa, Miguel Ferreira, Emilia Garcia-Appendini) /Global Supply Chain Disruptions and Product Market Competition, /Erasmo Giambona, Syracuse University, Whitman School of Management (Karca D. Aral, Ricardo Lopez A., Gordon M. Phillips) _17.45 - 18.00CLOSING REMARKS AND END OF THE CONFERENCE_ *REGISTRATION* https://registration.nexave.org/it/iscrizione-evento/34/24th-international-… <https://registration.nexave.org/it/iscrizione-evento/34/24th-international-…> For the Registration Fees and more detailed information, please visit the Conference website: https://www.greta.it/index.php/it/credit-2025 <https://www.greta.it/index.php/it/credit-2025> The *SCIENTIFIC COMMITTEE *for the Conference consists of: * * *Andrew Lo* (MIT Sloan School of Management, Programme Chair)* Monica Billio* (Ca’ Foscari University of Venice & GRETA)* Lucia Alessi *(Joint Research Center, European Commission)* Marie Brière* (AMUNDI & Université Libre de Bruxelles)* Mila Getmansky Sherman* (Isenberg School of Management, UMass Amherst)* Marcin Kacperczyk* (Imperial College London)* Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR)* Loriana Pelizzon* (Ca’ Foscari University of Venice & Leibniz Institute for Financial Research SAFE)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer *(London Business School)* Marti Subrahmanyam* (NYU Stern Business School) *ACKNOWLEDGEMENT OF EUROPEAN FUNDING* The organization of the conference has benefitted from financial support by: - the European Union – Next Generation EU, Mission 4 Component 2, as part of the GRINS project - Growing Resilient, INclusive and Sustainable (code: PE0000018, CUP: H73C22000930001) - National Recovery and Resilience Plan (PNRR) - ESG UPTAKE — TSI-2023-ESGRM-IBA - ESG risk management framework for the financial sector. Funded by the European Commission - Grant Agreement N° 101145727. -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mailbillio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en

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Conferenza PSPDE a Modena
by CHIARA FRANCESCHINI 01 Aug '25

01 Aug '25

Dear all, We are very happy to announce the upcoming workshop PSPDE (Particle Systems and PDEs), to be held in Modena from the 1st to the 5th of December 2025. Here <https://sites.google.com/view/pspdexiii>is the link to the website. Registration is free but mandatory, the deadline is September 15. The organizers, Giada Basile (Sapienza Università di Roma), Gioia Carinci (Università di Modena e Reggio Emilia), Chiara Franceschini (Università di Modena e Reggio Emilia), Patricia Gonçalves (Instituto Superior Técnico, Lisboa), Alessia Nota (GSSI) and Ana Jacinta Soares (Universidade do Minho) Chiara Franceschini ------------------------------------------ RTT Componente del Senato Accademico Dipartimento di Scienze Fisiche, Informatiche e Matematiche Università degli Studi di Modena e Reggio Emilia Pagina personale: https://cfrances.weebly.com

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Postdoc position in Probability at the University of Rome La Sapienza
by Silvestri, Vittoria 01 Aug '25

01 Aug '25

Dear colleagues, This is to advertise the opening of *1 postdoc position (Contratto di ricerca) in Probability *at the University of Rome La Sapienza, within the FIS 2 project *Understanding pattern formation in nature via complex analysis <https://sites.google.com/view/fis2-pattern-formation/home-page>*, PI Vittoria Silvestri. I would be grateful if you could circulate this call among potential candidates. Best wishes, Vittoria Silvestri -- Link to the call: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/236697 Link to the online application: https://xup.mat.uniroma1.it/Home/CPService Deadline for applications: 29 August 2025 - strict Research topic: Probability Duration: 2+1 years Monthly salary: approx 2800€ per month before taxes (Note: candidates from abroad will not pay taxes for the duration of the postdoc) Selection procedure: based on CV, publications (max 5) and an interview (which can be held on zoom). Starting date: within 15 days of the conclusion of the selection procedure. Instructions for non-Italian speakers can be found here <https://drive.google.com/file/d/123fB5hu1lhX6t2qKvMWXyrfcN1MstWER/view?usp=…> . ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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RoMaDS: A day on Random Matrix Theory and Deep Learning
by Stefano Vigogna 31 Jul '25

31 Jul '25

Dear all, we are glad to announce the workshop RoMaDS: A day on Random Matrix Theory and Deep Learning http://www.mat.uniroma2.it/~rds/randmat.php which will take place at University of Rome Tor Vergata on September 25, 2025. Speakers: Nadav Cohen, Jon Keating, Florent Krzakala, Zhenyu Liao, Roland Speicher. Free but mandatory registration at https://docs.google.com/forms/d/e/1FAIpQLSdyZQJHuKrkmMAeTLUHWoUPxgvNX53dZ2y… Thanks for sharing with those who might be interested. The organizers Domenico Marinucci, Michele Salvi, Stefano Vigogna

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Borsa di dottorato "NEW PERSPECTIVE IN PORTFOLIO SELECTION" in collaborazione con Generali Investments
by Alessandro Calvia 30 Jul '25

30 Jul '25

Care colleghe, cari colleghi, segnalo l’uscita del bando per una borsa di dottorato presso il Politecnico di Milano sul tema di ricerca "NEW PERSPECTIVE IN PORTFOLIO SELECTION”, finanziata da Generali Investments. Tutti i dettagli si trovano sulla pagina web https://www.dottorato.polimi.it/futuri-dottorandi/bandi-e-regolamenti/ciclo… nella sezione "Corso di Dottorato di Ricerca in MODELLI E METODI MATEMATICI PER L’INGEGNERIA”. Il link diretto al bando è https://www.dottorato.polimi.it/fileadmin/user_upload/bandi/ciclo41/bandi_a… I dettagli sul tema di ricerca si trovano all’indirizzo web https://www.dottorato.polimi.it/fileadmin/user_upload/bandi/ciclo41/bandi_a… La scadenza per la presentazione delle domande è fissata al 30 settembre 2025. L' inizio del dottorato è previsto per il 1° novembre 2025. Per maggiori informazioni è possibile contattare il prof. Daniele Marazzina all’indirizzo e-mail daniele.marazzina(a)polimi.it<mailto:daniele.marazzina@polimi.it> . Cordiali saluti, Alessandro Calvia Alessandro Calvia Professore associato Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 – 20133 Milano Ed. 14 “Nave” Campus Bonardi T. +39 02 2399 4579 alessandro.calvia(a)polimi.it<mailto:alessandro.calvia@polimi.it> https://sites.google.com/view/alessandrocalvia

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Borsa di dottorato in Matematica@UNIPD finanziata da ENEL
by Tiziano Vargiolu 29 Jul '25

29 Jul '25

Carissimi, è uscito oggi il bando per una borsa di dottorato finanziata da ENEL Global Trading SpA dal titolo "Ottimizzazione dinamica stocastica per prodotti innovativi e Sistemi di accumulo di Energia nei mercati elettrici". Bando di concorso: https://www.unipd.it/dottorato/ulteriori-dottorati-41-ciclo (parte generale) https://www.unipd.it/sites/unipd.it/files/2025/SCIENZE%20MATEMATICHE_AGGIOR… (dettaglio della borsa) Scadenza: 26 agosto ore 13 Per maggiori informazioni, contattate pure me (vargiolu(a)math.unipd.it), preferibilmente dopo il 13 agosto. Cordiali saluti a tutti Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Fwd: tenure track assistant professorship in Applied Statistics and Data Science at Humboldt-Universität zu Berlin
by Laura Maria Sangalli 28 Jul '25

28 Jul '25

Dietro gentile richiesta delle Professoressa Sonja Greven, noltro avviso di posizione di Assistant Professor presso la Humboldt-Universität zu Berlin. Un cordiale saluto a tutti, 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 Inizio messaggio inoltrato: Da: Sonja Greven <000117ee60a3b2d0-dmarc-request(a)JISCMAIL.AC.UK> Oggetto: tenure track assistant professorship in Applied Statistics and Data Science at Humboldt-Universität zu Berlin Data: 15 luglio 2025 alle ore 15:54:49 CEST A: allstat(a)JISCMAIL.AC.UK Rispondi a: Sonja Greven <Sonja.Greven(a)HU-BERLIN.DE> The School of Business and Economics at the Humboldt-Universität zu Berlin is looking to fill a Junior Professorship in “Applied Statistics and Data Science” starting 1 October 2026. This is a tenure track position, with an initial level W1 and with the possibility of a promotion to level W3. The professorship is to support the faculty in teaching and research in the field of its denomination. In teaching, participation in the bachelor's, master's and doctoral programs of the faculty as well as in the Berlin-wide joint master's program in statistics is expected. In particular, the teaching curriculum of the faculty is to be strengthened by new offers at the interface of statistics and machine learning. In research, the professorship is to conduct research that develops and applies methods in the field of statistics and data science. Desirable are, for example, methodological research foci in the area of Statistical and Machine Learning, Causal Inference, Statistical Inference for Machine Learning Methods, or Probabilistic Machine Learning or related areas. The research results should be published in the relevant international journals and be presented at relevant international conferences. It is expected that the professorship will work closely with members of the faculty within joint research projects. In particular, cooperation with the current DFG-funded collaborative research networks, the AI research unit "Fusing Deep Learning and Statistics towards Understanding Structured Biomedical Data" and the Transregios "Accounting for Transparency" and "Rationality & Competition" is explicitly desired. The applicants must meet the legal requirements for professorial appointments in conjunction with § 102c combined with § 102a of the ‘Berliner Hochschulgesetz’. HU is seeking to increase the proportion of women in research and teaching, and specifically encourages qualified female scholars to apply. Researchers from abroad are welcome to apply. Severely disabled applicants with equivalent qualifications will be given preferential consideration. People with an immigration history are specifically encouraged to apply. Please send your application including your CV, a letter of motivation, a research exposé, your job market paper (or other scientific work) as well as two reference letters, quoting the Job ID JP/004/25 to: Humboldt-Universität zu Berlin, Dean of the School of Business and Economics, Prof. Dr. Daniel Klapper, Unter den Linden 6, 10099 Berlin only in electronic form in one pdf file to: dekanat.wiwi(a)hu-berlin.de. For further information, please contact Professor Sonja Greven (sonja.greven(a)hu-berlin.de) and Professor Stefan Lessmann (stefan.lessmann(a)hu-berlin.de). Please visit our website www.hu-berlin.de/stellenangebote, which gives you access to the legally binding German version. You may leave the list at any time by sending the command SIGNOFF allstat to listserv(a)jiscmail.ac.uk, leaving the subject line blank.

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PhD position at TU Delft on Stochastic PDEs
by Antonio Agresti 28 Jul '25

28 Jul '25

Dear Colleagues, I would appreciate it if you could forward to potential candidates the following PhD position at TU Delft on *stochastic thin-film equations* (advisor: Prof. Manuel Gnann): https://careers.tudelft.nl/job/Delft-PhD-Position-Classical-Solutions-to-th… The deadline for the application is *September 14, 2025*. Best regards, Antonio Agresti

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Seminar Shui Feng in Pavia, Wed July 30 14:30
by CLAUDIA CONTARDI 24 Jul '25

24 Jul '25

Dear all, we are pleased to announce the following seminar at the University of Pavia. -------------------------------------------------------- *Speaker*: Shui Feng, McMaster University *Title*: Asymptotic Results Associated with Dirichlet Process and Hierarchical Dirichlet Process *When*: Wed July 30, 14:30 *Where*: Aula Beltrami. Department of Mathematics. Via A. Ferrata 5, Pavia *Zoom link*: https://unipv-it.zoom.us/j/96274780759 *Abstract*: Dirichlet Process and Hierarchical Dirichlet Process are important priors in the analysis of clustered data and data groups. In this talk we will present asymptotic results including law of large numbers, central limit theorems, and large deviations for the Dirichlet posterior and the hierarchical Dirichlet process. These results reflect naturally the differences between frequentist and Bayesian statistics. -------------------------------------------------------- Best wishes, Emanuele Dolera, Stefano Favaro, Claudia Contardi

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The 5th Italian Meeting on Probability and Mathematical Statistics. Second call for Sessions (deadline September 30, 2025)
by giuseppe.sanfilippo＠unipa.it 24 Jul '25

24 Jul '25

Second call for Sessions: The 5th Italian Meeting on Probability and Mathematical Statistics, Palermo, June 8-12, 2026 Apologies if you receive multiple copies of this message ========================================= Conference announcement ========================================= The 5th Italian Meeting on Probability and Mathematical Statistics will take place in Palermo, Italy, from June 8 to 12, 2026. Website: https://probabilitypalermo2026.unipa.it ================================ Submission Guidelines for a CS ================================ We invite all researchers interested in contributing to the event to submit proposals for Contributed Sessions. The participation of young researchers and PhD students working in Italy or abroad is strongly encouraged. A Contributed Session (CS) consists of four presentations by speakers invited by one or two organizers (organizers may also be among the speakers). In the “Contributed Session” submission form, please include: - The session title - The names of the 4 speakers - A short description of the session To submit a CS, please visit: https://probabilitypalermo2026.unipa.it/contributed-sessions/ ======================== Key Dates ======================== Contributed Session submission deadline: September 30, 2025 Notification of acceptance: November 15, 2025 Abstract submission for accepted CS: December 31, 2025 Early registration deadline: February 28, 2026 ============= Description ============= Established in 2017, the Italian Meeting on Probability and Mathematical Statistics aims to bring together Italian and international researchers with shared interests in any field of probability and mathematical statistics, promoting the dissemination of recent scientific results and fostering academic exchange. The first meeting was held in Turin in 2017. Since then, the meetings have taken place in Vietri sul Mare (2019), Bologna (2022), and Rome (2024). The 5th edition, promoted by the PRISMA group (https://umi-prisma.polito.it/) of the Italian Mathematical Union (UMI), will be held in Palermo, Italy, from June 8 to 12, 2026, at the Campus of the University of Palermo, Viale delle Scienze, (https://probabilitypalermo2026.unipa.it/general-information/). ================ Plenary Speakers ================ We are pleased to announce the following confirmed plenary speakers (https://probabilitypalermo2026.unipa.it/invited-speakers/): - Francesca Biagini (LMU, Germany); - Stefano Favaro (University of Turin, Italy); - Franco Flandoli (Scuola Normale Superiore di Pisa, Italy); - Silvio Micali (MIT, USA); - Giuseppe Savaré (Bocconi University, Italy). ======================== Steering Committee ======================== Giacomo Ascione, Scuola Superiore Meridionale, Naples Claudia Ceci, Sapienza University of Rome Paolo Dai Pra, University of Verona Antonio Di Crescenzo, University of Salerno Marco Fuhrman, University of Milan Domenico Marinucci, University of Rome “Tor Vergata” Laura Sacerdote, University of Turin Giuseppe Sanfilippo, University of Palermo Enrico Scalas, Sapienza University of Rome Barbara Trivellato, Polytechnic University of Turin ======================== Local Committee ======================== https://probabilitypalermo2026.unipa.it/committees/

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