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Seminario Marco Bagnara - Politecnico di Milano - 15 Dicembre 2025
by Luca Scarpa 05 Dec '25

05 Dec '25

Si segnala il seguente seminario a tutti gli interessati. Lunedì 15 Dicembre 2025, ore 16:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Marco Bagnara, Imperial College London. Title: Anomalous Regularization in Kazantsev-Kraichnan Model. Abstract: We investigate a passive vector field which is transported and stretched by a divergence-free Gaussian velocity field, delta-correlated in time and poorly correlated in space (spatially nonsmooth). Although the advection of a scalar field (Kraichnan's passive scalar model) is known to enjoy regularizing properties, the potentially competing stretching term in vector advection may induce singularity formation. We establish that the regularization effect is actually retained in certain regimes. While this is true in any dimension $d\ge 3$, it notably implies a regularization result for linearized 3D Euler equations with stochastic modeling of turbulent velocities, and for the induction equation in magnetohydrodynamic turbulence. The presentation is based on a joint work with Francesco Grotto and Mario Maurelli. Link Zoom: https://polimi-it.zoom.us/j/98912431075 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2658&sezione_di_ricerca=probstat&stri… ----- 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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SPASS seminars: Macci and Torrisi - Dec 10th
by Dario Trevisan 04 Dec '25

04 Dec '25

Dear Colleagues, We would like to invite you to the following two**SPASS seminars, by Claudio Macci and Giovanni Torrisi, on Wednesday December 10th 2025, starting at 4PM. A link for online participants will be shared on the website https://sites.google.com/unipi.it/spass Titles and abstract are below. With best regards, Dario Trevisan ---- Wednesday December 10th 2025 at 17:00 CET - Aula Fib N1 (Polo Fibonacci B, Università di Pisa) Speaker:/Claudio Macci/ (Università di Roma Tor Vergata) Title:*Some recent large deviation results on random neural networks * Abstract: In this talk, I consider random neural networks with Gaussian weights and biases. A well-known result (proved under various assumptions in several references) concerns the convergence in distribution of the network output, in the infinite-width limit, to a centered Gaussian process with i.i.d. components (with the depth $L$ kept fixed). I will present some large deviation results describing a collapse of the network output (which, as expected, converges to the zero vector) with a multiplicative scaling tending to zero; see [1], where moderate deviations are also studied. In the final part, I will outline some results (currently in preparation, see [2]) on the deep limit (that is, as $L\to\infty$) for a generic component of the Gaussian process mentioned above. REFERENCES [1] C. Macci, B. Pacchiarotti, G.L. Torrisi. Journal of Applied Probability (2026), in press. [2] S. Di Lillo, C. Macci, B. Pacchiarotti. In preparation. Wednesday December 10th 2025 at 17:00 CET - Aula Fib N1 (Polo Fibonacci B, Università di Pisa) Speaker: /Giovanni Luca Torrisi /(CNR - IAC) Title:*Posterior Bayesian Neural Networks with Dependent and Heavy-Tailed Weights* Abstract: We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights. These networks have been introduced to alleviate the drawbacks due to a Gaussian initialization. In a Bayesian framework, when the likelihood is Gaussian, we identify the posterior distribution of the output in the sequential wide-width limit and, in the shallow case, we compute explicitly the posterior distribution of these models. The talk is based on a joint work with Nicola Apollonio and Giovanni Franzina. -- Professor of Probability and Statistics Coordinator for Internationalization Dipartimento di Matematica Università di Pisa https://web.dm.unipi.it/trevisan/

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GSD 13/STAT-01 – Settore scientifico-disciplinare STAT-01/B – n. 1 posto II fascia
by Enrico Scalas 04 Dec '25

04 Dec '25

Car* collegh* è uscito il bando per il concorso in oggetto e vi prego di darne diffusione tra le persone potenzialmente interessate: -- DIPARTIMENTO DI SCIENZE STATISTICHE FACOLTÀ DI INGEGNERIA DELL'INFORMAZIONE, INFORMATICA E STATISTICA ROMA SAPIENZA GSD 13/STAT-01 – Settore scientifico-disciplinare STAT-01/B – n. 1 posto II fascia Codice concorso: 2025PAE013 I decreti di indizione delle predette procedure sono consultabili sul sito web di Ateneo, inserendo il rispettivo codice concorso nella sezione "Ricerca bandi" dell'Albo Pretorio, al seguente link: https://web.uniroma1.it/trasparenza/albo-pretorio. I predetti decreti sono altresì pubblicati e consultabili sulla G.U. 4a Serie Speciale - Concorsi ed Esami n. 94 del 02 dicembre 2025. Sarà possibile presentare domanda di partecipazione alle suindicate procedure direttamente sulla Piattaforma Integrata Concorsi Ateneo (PICA), a partire dalle ore 10:00 del 03.12.2025 -- Cordiali saluti, Enrico Scalas

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Fwd: Fw: 2-year postdoc position at King's College London
by Elisabetta Candellero 04 Dec '25

04 Dec '25

Ricevo ed inoltro questa possibilita' di postdoc in probabilita' presso il King's College London. Elisabetta --------- Dear colleagues, I am opening a 2-year postdoctoral position at King's College London, with an indicative start date of October 2026 (earlier start dates by several months are possible). The main topic is random walks on dynamical environments (official advert and link to apply: Post Doctoral Research Associate in Probability | King's College London <https://www.kcl.ac.uk/jobs/130385-post-doctoral-research-associate-in-proba…> ). The deadline is 4 January 2026. I would be very grateful if you could bring it to the attention of possible candidates. All questions welcome at: guillaume.conchon-kerjan(a)kcl.ac.uk. Best wishes, Guillaume ------------------------------------------------------------------ Dr Guillaume Conchon--Kerjan Lecturer in Probability Department of Mathematics - King's College London

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Research contract "Mathematical and Quantitative Models of Interacting Agents for the Study of Climate Change"
by Daria Ghilli 03 Dec '25

03 Dec '25

Dear colleagues, we are pleased to announce the publication of the call for applications for the research contract *“Mathematical and Quantitative Models of Interacting Agents for the Study of Climate Change”* at the Department of Economics and Management of the University of Pavia (deadline *08/01/2026 at 12:00 p.m.).* The length of the contract is two years. The call, with details on the position, can be found both on the Research Contracts webpage at: http://www-assegni.unipv.it/contratti-di-ricerca-art-22-l-240-2010/ and on the University’s online Official Notice Board (Sito di Ateneo). The position code is *C4*. Applications must be submitted via the online PICA-CINECA procedure (active from 04/12 at 9:00 a.m.). The deadline for submitting online applications is *08/01/2026 at 12:00 p.m.* Guidelines for applicants on how to prepare the research proposal are already published on the aforementioned webpage, alongside the call. The reference person is Daria Ghilli, email: daria.ghilli(a)unipv.it. Kind regards Daria Ghilli Daria Ghilli Dipartimento di Scienze Economiche e Aziendali Professore Associato in Metodi Matematici dell'Economia e delle Scienze Attuariali e Finanziarie Via S. Felice al Monastero, 5 - 27100 Pavia (Italia) <http://maps.google.com/?q=Via+S.+Felice+al+Monastero%2C+5+27100+Pavia+%28It…> https://sites.google.com/view/dariaghilli/home

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Seminario Giles Hooker - Politecnico di Milano
by Laura Maria Sangalli 03 Dec '25

03 Dec '25

Si avvisa che in data 11-12-2025, alle ore 14:30 presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri, nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Giles Hooker Department of Statistics and Data Science University of Pennsylvania Titolo: Targeted Machine Learning for the Integration of Mathematical, Numerical, and Statistical models: Integral Projection Models in Environmental Sciences Abstract: Within demographic ecology, integral projection models (IPMs) play an important role in translating models for individual life history into demographic projections about species viability, coexistence, and ecological management practice. Developing an IPM starts with data on individuals from which models are built for their growth, survival and reproduction from one time-period to the next. However, while developing these models often follow classical statistical approaches, there are limited tools to evaluate the uncertainty of the quantities often calculated from IPMS, or to guide model selection given that those quantities are of interest. In this talk we adapt the tools of targeted maximum likelihood estimation (tMLE) to IPMs. Originally developed for causal inference, tMLE methods treat the outcome of interest as a functional of the data distribution and then use the resulting influence function to both correct the bias in these estimates and provide uncertainty quantification. A benefit of this framework is that no structural assumptions need to be made on the model components so long as they exhibit sufficient convergence, allowing for the inclusion of nonparametric and machine learning tools within our toolbox. We will walk through the basic framework of tMLE and its applications to integral projection models particularly in the context of survey data from the Idaho Experimental Sheep Station, as well as pointing to the wide range of open problems and potential of new development. This initiative is part of the “Ph.D. Lectures” activity of the project "Departments of Excellence 2023-2027" of the Department of Mathematics of Politecnico di Milano. This activity consists of seminars open to Ph.D. students, followed by meetings with the speaker to discuss and go into detail on the topics presented during the talk. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente indirizzo https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Tutti gli interessati sono invitati a partecipare. Cordialmente, 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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[Reminder] Call for Papers: DeFi & Crypto Workshop at Scuola Normale Superiore
by Daniele Maria DI NOSSE 02 Dec '25

02 Dec '25

Dear Colleagues, This is a gentle reminder regarding the *Call for Papers* for the first edition of the *DeFi & Crypto Workshop*, hosted at *Scuola Normale Superiore (Pisa, Italy)* from January 26–28, 2026. With the submission deadline approaching next week (*December 8, 2025*), we invite you to submit your extended abstracts or full papers. We welcome contributions from both academia and industry on topics ranging from market microstructure and AMMs to econophysics and systemic risk in DeFi. *Key Topics Include but not limited to:* - DeFi protocols, smart contracts, and stablecoins. - DEXs, AMMs, and Liquidity Provision (Slippage, Impermanent Loss, LVR, MEV). - Risk modeling, systemic risk, and regulatory interactions. - Market microstructure of CEXs vs. DEXs. - Agent-based modeling, econophysics, and complexity science in crypto. - Token economics, governance, and digital assets. *Important Dates:* - *Submission Deadline: December 8, 2025* - Notification of Acceptance: December 20, 2025 - Registration Deadline: January 7, 2026 *Scientific Committee:* Davide Barone, Agostino Capponi, Daniele Maria Di Nosse, Marco Francischello, Federico Gatta, Fabrizio Lillo, Manuel Naviglio, Gianluca Palmari, Francesco Tarantelli. For submissions and further details, please visit our website: https://sns-defi.github.io/ or contact us at *sns.defi(a)gmail.com <sns.defi(a)gmail.com>*. We look forward to welcoming you to Pisa. Best regards, The Organizing Committee DeFi & Crypto Workshop

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QFinLab Seminar - Sergio Pulido (ENSIIE, LaMME) - 9/12/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 02 Dec '25

02 Dec '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Tuesday, 9 December 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Sergio Pulido (ENSIIE, LaMME) Title: Polynomial Volterra processes Abstract: Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the theory of polynomial processes extends to the Volterra setting. In particular, I will explain the moment formula and an interesting stochastic invariance result in this context. Potential applications to fractional volatility models will be discussed. This is joint work with Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari and Sara Svaluto-Ferro. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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Associate Professor in Financial Mathematics (Permanent)
by Eberhard.Mayerhofer 01 Dec '25

01 Dec '25

Dear Colleagues, The University of Limerick recruits a permanent Associate Professor in Financial Mathematics (Deadline in 10 days). You will have a doctoral degree in mathematics or an equivalent discipline and a track record of excellent publications in journals relevant to financial mathematics. (info from myself, not HR) I'm looking for someone to revitalise the Financial Mathematics program here and take on a small teaching load of 3 modules per year, most likely in the field of Financial Mathematics and Probability with small classes (below 60, often 30). Historically, our University has had no more than one Financial Mathematician at a time, and sometimes none at all (another variant of the "0-1 law"). However, the Bachelor's program is well-established since decades, and we are now recruiting to build a strong research team in this field. More Information: https://www.ul.ie/vacancies Cheers, Eberhard

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SPASS seminar: room change
by Francesco Grotto 01 Dec '25

01 Dec '25

Dear colleagues, due to unforeseeable circumstances, the SPASS seminars of tomorrow 2.12.25 will take place in *_Aula Contini_, Scuola Normale Superiore, Pisa.* Title and abstract are available on the SPASS website <https://sites.google.com/unipi.it/spass>. Best Francesco Grotto

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