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Interacting Particle Systems and Applications in Siena - Sept. 8-10
by GIOVANNI ALESSANDRO ZANCO 09 Jul '25

09 Jul '25

Dear all, We are glad to announce the workshop "Interacting Particle Systems and Applications", to be held in Siena from September 8th to September 10th, 2025. The workshop is sponsored by Università di Siena and the GNAMPA group of INdAM. All details can be found at https://sites.google.com/view/ipsa-siena2025/home . Registration is free but required. Please note that registration will be closed when we reach the maximum capacity of the venue. For enquiry please contact Giovanni Zanco at giovanni.zanco(a)unisi.it Best regards, the organizing committee Michele Coghi Mario Maurelli Carlo Orrieri Giovanni Zanco [image: Università di Siena] Giovanni Zanco *Dipartimento di ingegneria dell'informazione e scienze matematiche* T. +39 0577232870 [int.2870] <+390577232870> giovanni.zanco(a)unisi.it Università di Siena Via Roma, 56 53100 Siena | Italy www.unisi.it

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Avviso seminario_"Trento Probability Seminars"_Claudio Macci_Venerdì 11 luglio 2025_ore 15:00
by Luigi Amedeo Bianchi 08 Jul '25

08 Jul '25

*Nono seminario del ciclo "**Trento Probability Seminars**_" a.a. 2024-25_* *Luogo:* l'evento si terrà in presenza in Aula Seminari "1" - Povo0 e per via telematica attraverso collegamento alla piattaforma Zoom; per partecipare sarà necessario collegarsi al link seguente e inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/82578903026 <https://unitn.zoom.us/j/82578903026> Topic: Trento Probability Seminars Meeting ID: 825 7890 3026 Passcode: 978062 *Data:* Venerdì 11 luglio 2025 *Ore:* 15:00 *Large and moderate deviations for Gaussian Neural Networks* *Relatore:* *Claudio Macci* (Università di Roma Tor Vergata) *Abstract:* We prove large and moderate deviations for the output of Gaussian fully connected neural networks. The main achievements concern deep neural networks (i.e., when the model has more than one hidden layer) and hold for bounded and continuous pre-activation functions. Joint work with Barbara Pacchiarotti (Univ. Roma Tor Vergata) and Gianluca Torrisi (IAC-CNR). *Referenti:* Luigi Amedeo Bianchi, Stefano Bonaccorsi e Michele Coghi Per conoscere i prossimi eventi è possibile consultare la pagina/_https://eventi.unitn.it/it/trento-probability-seminars-20242025 <https://eventi.unitn.it/it/trento-probability-seminars-20242025>_/ Gli eventi passati si trovano alla pagina/https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars-20232024 <https://webmagazine.unitn.it/ciclo/dmath/118024/trento-probability-seminars…>/

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DEF Special Issue on Risk Measures and Insurance Premiums
by Emanuela Rosazza Gianin 08 Jul '25

08 Jul '25

Dear Colleagues, Together with Çağın Ararat, Asmerilda Hitaj, and Elisa Mastrogiacomo, I am guest editing a Special Issue of *Decisions in Economics and Finance* (Springer) entitled: *"Evolving Perspectives on Risk Measures and Insurance Premiums: From Static to Dynamic Approaches"* The aim of this issue is to gather high-quality contributions that explore both theoretical and applied aspects of risk measurement and insurance pricing. We would be very glad if you consider submitting a paper to this special issue. Here below you can find some additional details and the link to the Call for Papers. 📅 *Submission window*: September 1 – December 31, 2025 📌 *Call for Papers*: https://link.springer.com/journal/10203/updates/27789270 📝 *Submission portal*: https://www.editorialmanager.com/deaf/default.aspx Should you have any questions, please feel free to get in touch with any of us. Best regards, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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PhD Scholarship Available at Roma Tre University
by Francesco Cesarone 05 Jul '25

05 Jul '25

Dear Colleagues, I am pleased to announce the availability of a PhD scholarship in Finance, Markets, and Regulation at Roma Tre University. **Application Deadline:** July 16, 2025, at 2 PM Rome time. We strongly encourage applications from students interested in Quantitative Finance. The research interests of our Quantitative Finance group at Roma Tre include: sustainable finance, which integrates environmental, social and governance criteria into investment decisions; machine learning for finance, i.e., application of machine learning techniques for pattern recognition and prediction of financial markets; portfolio selection models, i.e., optimization of investment strategies based on risk management and diversification; study of cryptocurrencies in the context of alternative instruments for investment; algorithms for trading, i.e., design and validation of systematic investment strategies; behavioral finance; multivariate statistical analysis for finance; study of risk measures in the context of quantitative assessment of uncertainty and potential economic and financial impacts. For more details, please visit our webpage<https://www.francescocesarone.com/papers>. The PhD program lasts three years. Each scholarship is approximately €16,243 gross per year, and students receive an additional budget of about €1,600 per year for research activities. Please feel free to contact me at francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> for additional information. You can find the official call webpage here: https://apps.uniroma3.it/public/bando2025/. We would appreciate your assistance in sharing this opportunity with any interested students or colleagues. Best regards, Francesco Cesarone * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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Probability Newsletter in Francia
by msimon＠math.univ-lyon1.fr 04 Jul '25

04 Jul '25

Buongiorno, Vorrei trasmettere alcune informazioni: è stata creata una nuova newsletter per la comunità dei probabilisti in Francia. Se volete mandare un annuncio, potete scrivere direttamente a proba(a)listes.math.cnrs.fr (in inglese o in francese) Tutte le informazioni sono qui: https://listes.math.cnrs.fr/wws/info/proba Buona estate Marielle

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Seminar presented by Annamaria Olivieri - Applications of Probability to Economics
by Enrico Scalas 04 Jul '25

04 Jul '25

Dear colleagues, On 10 July 2025 at 2pm (CET), Annamaria Olivieri, (University of Parma (Italy), Department of Economics and Management) will present an online seminar whose title is: Modelling Stochastic Mortality for Life Insurance Applications Abstract: In the closing decade of the last century, a generalized decrease in mortality rates has been reported in many countries, especially at adult and old ages, which was highly unanticipated. Until then, the modelling of mortality for insurance applications was mainly deterministic since, according to the classical insurance paradigm, in sufficiently large and homogeneous pools there is a high probability to achieve an outcome in line with what expected. Uncertain mortality trends are against such an argument. Net of the effect of the pandemic, the decreasing trend in mortality has persisted to current times, at a pace that remains random. Mortality has a clear impact on the liabilities of the life insurance (and pension) industry and an adequate mortality forecasting is among the key elements of an effective risk management design for a life insurer (or a pension fund), especially when longevity benefits are involved. Starting from the end of the last century, stochastic mortality modelling has become a core topic of actuarial science and many studies have greatly enriched the actuarial literature. In this presentation, the main characteristics of mortality trends are first summarized, with particular regard to the Italian population. Then, mortality and longevity risks are defined. Finally, a review of the main stochastic mortality models developed for actuarial purposes is provided. The seminar link is: https://uniroma1.zoom.us/j/85751921753 This is the second seminar of a series of three seminars organised by UMI-PRISMA on the Applications of Probability to Economics in preparation to the 2025 Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview The next seminar will be: on 17 July 2025 at 2pm, Sara Merino Aceituno (Faculty of Mathematics, University of Vienna, Austria), Large particle limit for jump processes The previous seminar was: on 26 June 2025, Marta Leocata (LUISS Guido Carli, Department of AI, Data and Decision Sciences) Two applications of multi-agent models in economic and social systems Everybody is welcome to join these seminars! The organisers Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Seminario Lukas Wessels a Milano-Bicocca
by Federica Masiero 04 Jul '25

04 Jul '25

Buongiorno segnalo il seguente seminario *Martedì 8 Luglio 2025, ore 11:30.* Aula 3014, Edificio U5, terzo piano, Dipartimento di Matematica e Applicazioni, via Cozzi 55, Università di Milano-Bicocca *Speaker*: Lukas Wessels, Georgia Institute of Technology, Atlanta *Title*: Necessary and Sufficient Conditions for Optimal Control of Semilinear SPDEs *Abstract:* In this talk, we consider a finite-horizon optimal control problem of stochastic reaction-diffusion equations. First we apply the spike variation method which relies on introducing the first and second order adjoint state. We give a novel characterization of the second order adjoint state as the solution to a backward SPDE. Using this representation, we prove the maximum principle for controlled SPDEs. As another application of our characterization of the second order adjoint state, we derive additional necessary optimality conditions in terms of the value function. These results generalize a classical relationship between the adjoint states and the derivatives of the value function to the case of viscosity differentials. The last part of the talk is devoted to sufficient optimality conditions. We show how the necessary conditions lead us directly to a non-smooth version of the classical verification theorem in the framework of viscosity solutions. This talk is based on joint works with Wilhelm Stannat. -- Federica Masiero Dipartimento di Matematica e Applicazioni, Università di Milano Bicocca, Edificio U5 via Roberto Cozzi, 55, 20126 Milano

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IAMG Distinguished Lecture di Jeff Boisvert presso Politecnico di Milano
by Alessandra Menafoglio 03 Jul '25

03 Jul '25

Si avvisa che in data 11-07-2025, alle ore 10:00 presso il Politecnico di Milano, Edificio 14 (Via Bonardi 9), in Aula B.5.3 (quinto piano), nell’ambito delle attività del MOX e della IAMG Distinguished Lecture Series, si svolgerà il seguente seminario: Jeff Boisvert — University of Alberta e IAMG Distinguished Lecturer for 2025 Titolo: The Future of Machine Learning and Model Validation in the Earth Sciences: The Good, the Bad, and the Ugly Abstract: The earth sciences are being transformed by advances in machine learning (ML) and artificial intelligence. From optimizing mineral estimation and hydrocarbon production to improving wildfire prediction and management, these methods offer exciting opportunities for modeling and decision-making. However, these advances bring challenges with model validation, which is critical for ensuring that predictions are robust, reasonable, and actionable. This lecture will delve into the evolving role of ML in the mining, hydrocarbon, or wildfire industry, highlighting successes, pitfalls, and future prospects. "The Good" will explore case studies and implementations where ML has significantly improved modeling, decision making, and inference. "The Bad" will examine common pitfalls, including data biases, overfitting, and the misuse of algorithms without understanding domain constraints. Finally, "The Ugly" will confront the ethical and operational risks posed by poorly validated models, emphasizing the importance of transparency and domain experts. This lecture will not only focus on ML methods, but will also consider how to validate all types of earth science models including estimates, simulations, and decision making. We will discuss best practices for integrating ML models into traditional workflows while addressing the complexities of model validation. The seminar is part of the IAMG Distinguished Lecture Series, which is aimed to highlight the critical role of mathematics and statistics in addressing key challenges in the geosciences. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Contatto: Prof Alessandra Menafoglio, alessandra.menafoglio(a)polimi.it <mailto:alessandra.menafoglio@polimi.it> Tutti gli interessati sono cordialmente invitati a partecipare, Alessandra Menafoglio — Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133 Milan - Italy Phone: +39 02 2399 4642 Email: alessandra.menafoglio(a)polimi.it

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Announcement: PhD Course on Games and Markets at Roma Tre University
by Francesco Cesarone 01 Jul '25

01 Jul '25

Dear All, I am pleased to announce a PhD course organized by the Research Group on Quantitative Finance at the Department of Business Studies, Roma Tre University. Below are the details for the course: **Course Title:** Games and Markets **Instructor:** Giancarlo Bigi, Professor of Operations Research at Pisa University, Department of Computer Science. **Schedule:** - Monday, July 14, h: 14:00 - 18:00; Tuesday, July 15, h: 10:00 - 14:00; Tuesday, July 15, h: 15:00 - 17:00; Wednesday, July 16, h: 10:00 - 14:00; Wednesday, July 16, h: 15:00 - 17:00; Thursday, July 17, h: 10:00 - 14:00. Participants can attend the seminars either in person at the Computer Lab (small room) located on the ground floor of the Department of Business Studies, Roma Tre University (Via Silvio D'Amico, 77, 00145 Rome, Italy) or online. For more information, please refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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School "The Threads of Complex Networks", Florence, Sep 16-19
by Giorgio Rizzini 30 Jun '25

30 Jun '25

Dear all, We are pleased to announce the first edition of the School *The Threads of Complex Networks — TCN2025* that will be held at Palazzo Strozzi in Florence (Italy) on September 16-19, 2025. The aim of the school is to present recent methodological, computational and machine learning methods for complex networks analysis, with applications spanning a wide range of fields. A Python tutorial will follow the lecture to show the implementation of the methods studied during the lectures. The school will start with the opening talk of *Prof. Rosario Mantegna *on September 16, 2025. The school provides minicourses delivered by five keynote speakers - *Tomaso Aste, *University College London, *From Filtered Information Structure to Causal Neural Design: Network-Theoretic Foundations for the Next Generation of Neural Models* - *Federico Battiston,* Central European University, *Higher-order Network Science* - *Ernesto Estrada*, Institute of Interdisciplinary Physics and Complex Systems (IFISC), *Diffusive Models on Networks* - *Giulio Rossetti*, Istituto di Scienza e Tecnologie dell’Informazione, National Research Council of Italy (ISTI-CNR), *Simulated Societies: from opinion dynamic modeling to AI-powered social digital twins* - *Andreia Sofia Teixeira*, Network Science Institute at Northeastern University London, *From Micro-Tensions to Macro-Patterns in Signed Social Systems and Mental Health* Detailed information on the School and instructions for application can be found at: https://tcn2025.wordpress.com/tcn2025/ The application deadline is *July 25, 2025.* The organizers, Roy Cerqueti Rosanna Grassi Fabrizio Lillo Giorgio Rizzini

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