- Random - Mailing list — Dipartimento di Matematica, UniPI

Post-Doc position at TU Wien, Austria
by Fabio Colpo 18 Dec '25

18 Dec '25

Dear colleagues, The research group Financial and Actuarial Mathematics at TU Wien, https://www.tuwien.at/en/mg/fam, offers a 6-year postdoc position, with a moderate teaching load of four hours per week. Here are the details and an application link: https://jobs.tuwien.ac.at/Job/261820 Deadline: January 29th, 2026. If you have any questions, please contact jeisenbe(a)fam.tuwien.ac.at Best regards, Fabio Colpo

1 0

Workshop "Anomalous Transport and Anomalous Diffusion"
by Lorenzo Marino 18 Dec '25

18 Dec '25

Dear colleagues, We are glad to announce the workshop “Anomalous Transport and Anomalous Diffusion”, which will take place at Scuola Normale Superiore di Pisa on March 16-20, 2026. This workshop is primarily intended for researchers and students in Probability, Mathematical Physics, and Statistical Mechanics. The workshop will focus on anomalous diffusion and transport phenomena, particularly addressing topics such as the emergence of superdiffusion and subdiffusion from scaling limits, as well as their connection to space/time fractional equations. The program comprises three mini-courses, each consisting of six one-hour lectures, supplemented by a series of seminars of around 45 minutes given by distinguished national and international experts in the field. To foster networking among participants, a poster session is scheduled for Tuesday afternoon. ------------------------------ Mini-Courses - Luisa Beghin (Università La Sapienza di Roma) - Zhen-Qing Chen (University of Washington) - Tomasz Komorowski (Polish Academy of Sciences) - Takashi Kumagai (Waseda University) - Stefano Olla (Université Paris Dauphine and) ------------------------------ Seminars - Giada Basile (Università La Sapienza di Roma) - Krzysztof Bogdan (Wroclaw University of Science and Technology) - Tomasz Grzywny (Wroclaw University of Science and Technology) - Jozsef Lorinczi (Renyi Institute of Mathematics) - Michal Ryznar, (Wroclaw University of Science and Technology) - Marielle Simon (Université Lyon 1) - Bruno Toaldo (Università degli Studi di Torino) - Vanja Wagner (University of Zagreb) ------------------------------ Registration Participation in the event is free of charge but registration is mandatory. The registration form is available on the workshop webpage <https://indico.sns.it/event/133/overview>, with a deadline on February 20, 2026. If you have any questions, feel free to contact us at antrandi26(a)gmail.com. For more information, see the workshop webpage <https://indico.sns.it/event/133/overview>. Thanks for sharing with those who might be interested! Best regards, The organising committee Giacomo Ascione Franco Flandoli Lorenzo Marino

1 0

Seminario di Giulio Biroli di Fisica Teorica e Machine Learning
by Faggionato, Alessandra 17 Dec '25

17 Dec '25

Il Professor Giulio Biroli, in visita al Dipartimento di Fisica nella settimana dal 15 al 19 dicembre, darà un seminario di Fisica Teorica e Machine Learning: Speaker: Prof. Giulio Biroli (École Normale Supérieure, Paris) Titolo: Exact RG and Generative AI: from stochastic interpolants and diffusion models to Polchinski’s equation & back Data & Ora: Giovedì 18 dicembre 2025, alle 14:00 Luogo: Aula Picone, Dipartimento di Matematica [CU006 - Edificio Guido Castelnuovo, piano terra] Referente: Prof.ssa Chiara Cammarota -- ************************************************* 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 *************************************************

1 0

Call for Papers and Abstracts: IFCS 2026 – 19th Conference of the International Federation of Classification Societies (Milan, July 14-16, 2026)
by Giorgia Zaccaria 16 Dec '25

16 Dec '25

Dear Colleagues, We are pleased to invite you to submit a contribution to the *19th Conference of the* *International Federation of Classification Societies (IFCS 2026)*, which will take place at the University of Milano-Bicocca and the University of Milan in *Milan* on *July 14-16, 2026*. The conference website is available at https://ifcs2026.unimib.it/. *Conference Topics* The conference aims to promote interactions among scholars and professionals across different fields, including classification and clustering, complex data analysis, network and spatio-temporal methodologies, machine learning and deep learning techniques. *Keynote Speakers* - Krzysztof Jajuga (Wrocław University of Economics and Business) - Laura Sangalli (Politecnico di Milano) - Brendan Murphy (University College Dublin) - Mohamed Nadif (Université Paris Cité) *Important Dates* - Pre-conference *proceedings* (Springer Volume with peer review): - Deadline: January 18, 2026 - Notification of acceptance: March 1, 2026 - Deadline for the revised version: March 15, 2026 - Pre-conference *abstracts*: - Deadline: March 15, 2026 - Notification of acceptance: March 31, 2026 *Submission Guidelines for Proceedings* Authors are invited to submit a short paper (6-8 pages) following the Springer template. Accepted papers, after peer review, will be published in an open-access eBook in the Springer Series "Studies in Classification, Data Analysis, and Knowledge Organization". More details can be found at https://ifcs2026.unimib.it/publications-2/ <https://ifcs2026.unimib.it/publications-2/>. *Special issues* We are also planning to publish Special Issues in collaboration with prominent international journals. Details will be available soon at https://ifcs2026.unimib.it/publications-2/ <https://ifcs2026.unimib.it/publications-2/>. *Awards* IFCS provides scientific awards to graduate students, postdoctoral fellows, and young and senior researchers, who will be awarded during the conference. More details are available at https://ifcs2026.unimib.it/awards/ . We look forward to receiving your contributions and welcoming you to Milan. Best regards, The Local Organizing Committee of IFCS 2026 *Francesca Greselin, Luca Brusa, Andrea Cappozzo, Alessandro Casa, Francesca De Battisti, Francesco Denti, Sónia Dias, Andrea Marletta, Marta Nai Ruscone, Giorgia Zaccaria, Mariangela Zenga* Dr. Giorgia Zaccaria, Ph.D. Postdoctoral Research Fellow University of Milano-Bicocca Personal pages: Giorgia Zaccaria Personal page <https://giorgiazaccaria.github.io/> - Giorgia Zaccaria ResearchGate <https://www.researchgate.net/profile/Giorgia-Zaccaria> - ‪Giorgia Zaccaria‬ - ‪Google Scholar‬ <https://scholar.google.it/citations?user=svSITAkAAAAJ&hl=it>

1 0

Seminario: Exact RG and Generative AI - G. Biroli - Sapienza 18 dicembre
by Valentina Cammarota 16 Dec '25

16 Dec '25

Ricevo e inoltro questo annuncio di seminario. Saluti, Valentina Cammarota ******************************************************************************************************** Dear all, It is a pleasure to announce a forthcoming seminar. The speaker will be Prof. Giulio Biroli (École Normale Supérieure, Paris) — Profile: https://www.lpens.ens.psl.eu/giulio-biroli/ — who will talk about: Title: Exact RG and Generative AI: from stochastic interpolants and diffusion models to Polchinski’s equation & back Date & Time: Thursday 18 December 2025, at 2:00PM Location: Aula Picone, Department of Mathematics, Sapienza [CU006 - Guido Castelnuovo Building, ground floor] Please spread the word to anyone interested. All are welcome. Prof. Chiara CAMMAROTA, PhD Dipartimento di Fisica (Ed. Marconi) Sapienza, Universita' di Roma P.le Aldo Moro 5, 00185 Roma (Italy) ************************************************************************************ Valentina Cammarota Associate Professor in Probability and Mathematical Statistics Sapienza University of Rome https://www.dss.uniroma1.it/it/dipartimento/persone/cammarota-valentina https://sites.google.com/site/valentinacammarota/ ************************************************************************************ -- *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>*

1 0

BioInference2026 at St Andrews - Scotland!
by Massimiliano Tamborrino 16 Dec '25

16 Dec '25

Dear all, We are thrilled to announce that BioInference2026 is going to St Andrews, Scotland, from the 10th to the 12th of June, 2026! BioInference brings together researchers from statistics and mathematical modelling who work on biological systems, creating a lively space for exchanging ideas, sparking collaborations, and building community across all career stages. After last year’s successful three-day meeting in Bardonecchia, we’re excited to return with another three days packed with invited and contributed talks, poster sessions, and dedicated networking opportunities. ________________________________ Call for Abstracts We now invite submissions for oral or poster presentations on any work involving mathematical modelling, statistical methods, or machine learning approaches for broadly interpreted biological problems. All presentations will be in person with no parallel sessions. Abstract deadline: 31 January 2026 Submit here: Abstract Submission Link<https://docs.google.com/forms/d/e/1FAIpQLSc8VlIsRWPs3acc1lkOw4Uap0IWmKVSVaD…> ________________________________ Invited Speakers for 2026 We are delighted to host an exceptional line-up of invited speakers: * Marta Belchior Lopes<https://martabelchiorlopes.wixsite.com/website> (Universidade NOVA de Lisboa) * Sokratia Georgaka<https://research.manchester.ac.uk/en/persons/sokratia.georgaka> (University of Manchester) * Jochen Kursawe<https://www.st-andrews.ac.uk/mathematics-statistics/people/jk263/> (University of St’ Andrews) * Theo Kypraios<https://www.maths.nottingham.ac.uk/plp/pmztk/> (University of Nottingham) * Sara Wade<https://sarawade.owlstown.net/> (University of Edinburgh) * Michael Whitehouse<https://michael-whitehouse.github.io/> (Imperial College London) * Konstantinos Zygalakis<https://webhomes.maths.ed.ac.uk/~kzygalak/> (University of Edinburgh) ________________________________ Registration Registration for the conference will open in 2026. The registration fee (covering three lunches and all coffee breaks) is expected to be around £100. ________________________________ More Information Learn more about the conference, past talks and posters, and this year’s host town, St Andrews, at: https://bioinference.github.io/2026/ If you have any questions, feel free to contact us at bioinference(a)gmail.com<mailto:http://bioinference@gmail.com>. Kind regards, Massimiliano on behalf of the 2026 BioInference Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Next POPS talk 17.12.: Giulia Sebastiani "From Parisi to Boltzmann: via GREM and TAP"
by Jonas Köppl 15 Dec '25

15 Dec '25

Dear colleagues, The year is coming to an end and we are excited to announce that our next and final speaker of the year will be Giulia Sebastiani (Universität Bonn) who will be speaking about From Parisi to Boltzmann: via GREM and TAP. on December 17, at 13:30 GMT / 14:30 CET / 15:30 EET, on Teams broadcast with the following link: Link to join teams<https://teams.microsoft.com/l/meetup-join/19%3ameeting_N2Q2NGY2NDEtYWVmNS00…> The talk is scheduled for one hour, allowing time for questions. Additionally, we'll be remaining on the call for a chat afterwards if you'd like to join us. We are looking forward to seeing you. Speaker: Giulia Sebastiani Title: From Parisi to Boltzmann: via GREM and TAP Abstract: Introduced by Derrida in the 80s, the Generalized Random Energy Models (GREM) serve as simplified, abstract models that are completely solvable and have significantly contributed to our comprehension of specific facets within the Parisi theory for mean-field spin glasses. In this talk, after an overview of Parisi’s ultrametric principle for the free energy of the Sherrington-Kirkpatrick (SK) model, we will turn to the alternative approach due to Thouless, Anderson, and Palmer (TAP). The TAP approach provides a representation of the SK free energy as the maximum of a random functional over local magnetizations. A simple reformulation reveals that, when evaluated at its critical points, the TAP free energy becomes a nonlinear functional of empirical measures constructed from local fields. Motivated by this structure, we construct abstract GREM-like models whose Hamiltonians are nonlinear functionals of empirical measures associated with GREM-like variables. For the thermodynamic free energy of these abstract models, dual Parisi-like formulas hold and turn out to be finite-dimensional “collapsed” versions of the underlying infinite-dimensional Gibbs-Boltzmann principles. Crucially, the nonlinearity inherited from the TAP representation generates a correction term (absent in canonical GREM-like models) that substantially reduces the gap between the free energies of such abstract hierarchical models and Parisi’s solution for the SK. Based on joint work with Nicola Kistler and Marius Alexander Schmidt. You can find more information about the talk on our website Postgraduate Online Probability Seminars (pg-prob-sem.github.io)<https://pg-prob-sem.github.io/>. Warm regards, The POPS Team This talk will be broadcast on December 17, at 13:30 GMT / 14:30 CET / 15:30 EET on MS Teams only. Meeting ID: 393 527 089 878 Passcode: dsm7py

1 0

Seminars in Statistics at Collegio Carlo Alberto - Alejandra Avalos-Pacheco (JKU Linz)
by Matteo Giordano 15 Dec '25

15 Dec '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 19/12/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ———————————————————————— 10.00-11.00 Speaker: Alejandra Avalos-Pacheco (JKU Linz) Title: Fast Integrative Factor Models: Applications from Nutritional Epidemiology to Cancer Genomics Abstract: Data-integration of multiple studies can be key to understand and gain knowledge in statistical research. However, such data present artifactual sources of variation, also known as covariate effects. Covariate effects can be complex, leading to systematic biases, that if not corrected could lead to unreliable inference. In this talk I will present novel sparse latent factor regression (FR) and multi-study factor regression (MSFR) models to integrate such heterogeneous data. The FR model provide a tool for data exploration via dimensionality reduction and sparse low-rank covariance estimation while correcting for a range of covariate effects. MSFR are extensions of FR that enable us to jointly obtain a covariance structure that models the group-specific covariances in addition to the common component. I will discuss the use of several sparse priors (local and non-local) to learn the dimension of the latent factors. Our approaches provide a flexible methodology for sparse factor regression which is not limited to data with covariate effects. Our models are fitted leveraging novel scalable EM and ECM algorithms as well as Variational Inference methods. I will present several examples, with a focus on bioinformatics applications. We show the usefulness of our methods in two main tasks: as an unsupervised dimension reduction task to give a visual representation of the latent factors of the data; and as a supervised tool to: (i) provide survival predictions leveraging the obtained factors, or (ii) obtain dietary patterns, associating each factor with a measure of overall diet quality related to cardiometabolic disease risk. ———————————————————————— Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 17/12/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

1 0

deadline extension - Fintech 2026, January 29-30 2026 @UniPV
by Giacomo Bormetti 15 Dec '25

15 Dec '25

Dear Colleagues, The deadline for abstract/paper submission at the 4th edition of the '*International Fintech Research Conference (Fintech2026)*', January 29-30, 2026, Pavia, has been extended to *December 21st, 2026*. Feel free to share with all interested people. Kind regards On behalf of the local organizing committee Giacomo Bormetti *** *International Fintech Research Conference* Finance, technology, methodologies University of Pavia January 29-30, 2026 The Conference <https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top…> aims to stimulate discussion and promote collaborations among researchers working in all areas of Fintech, providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields, including (but not limited to) theoretical analysis of the Fintech domain, AI and machine learning applications to Finance, Cryptocurrencies, Decentralized Finance, Big data analysis, Cybersecurity, Nowcasting, Text analysis in Finance, and Network analysis in Finance. The Conference establishes a *prize for the best paper* presented by young researchers. *Submission Fees* *100,00 EUR*: the fee covers coffee breaks, lunches, and the social dinner *60,00 EUR*: for people attending the social dinner only The Conference is the fourth edition of an annual initiative promoted by the *Fintech Research Network* <https://www.fintechlab.it/network/>, steered by a group of researchers working in all areas of Fintech. The network aims to develop proactive research initiatives, including conferences, summer schools, workshops, seminars, and research projects, within the Fintech framework. *Keynote speakers*: - *Agostino Capponi*, Columbia University - *Frédéric Vrins*, Université Catholique de Louvain *Scientific Committee*: Tomaso Aste, Matteo Barigozzi, Francesco Bartolucci, Emilio Barucci, Giacomo Bormetti, Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà-Talamanca, Paolo Giudici, Fabrizio Lillo, Daniele Marazzina, Silvia Muzzioli, Claudio Tebaldi. *Organizing Committee*: Giacomo Bormetti, Riccardo Brignone, Paolo Giudici, Andrea Pallavicini, Emanuela Raffinetti, Alessandro Spelta, Lorenzo Trapani. *Important Dates* Abstract/Paper submission *December 21, 2025* Notification to authors *December 31, 2025* Conference registration *January 1-14, 2026* *Giacomo Bormetti* Department of Economics and Management Professor of Mathematical Methods for Economics, Finance, and Actuarial Sciences MSc in Finance Program Coordinator <http://maps.google.com/?q=Via+San+Felice%2C+5+27100+Pavia+%28Italia%29> Office 26, Via San Felice, 5 - 27100 Pavia (Italia) <http://maps.google.com/?q=Via+San+Felice%2C+5+27100+Pavia+%28Italia%29> T. *0382.98 <0382986207>**.**6483* *Webpage <https://unipv.unifind.cineca.it/get/person/021642>*

1 0

Vacancy for three assistant professors in statistics at TU Eindhoven (NL)
by Elisa Perrone 15 Dec '25

15 Dec '25

Dear Colleagues, The Department of Mathematics and Computer Science at Eindhoven University of Technology (TU/e) is excited to announce three full-time openings for Assistant Professors in Statistics. We are looking for outstanding candidates with research profiles ranging from foundational to applied statistics. The positions will be embedded in the Statistics, Probability and Operations Research (SPOR) cluster, offering a vibrant and collaborative research environment. Further information about the positions and the application procedure can be found here: link <https://www.tue.nl/en/working-at-tue/vacancy-overview/assistant-professors-…>. The application deadline is February 2, 2026. We would greatly appreciate it if you could forward this announcement to potential candidates. Best wishes, Elisa Perrone --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

1 0

SPASS seminar 16/12: Andrei Volodin
by Dario Trevisan 12 Dec '25

12 Dec '25

Dear all, we would like to announce the following seminar of our SPASS series (details below). With best regards, Dario Trevisan ---- Tuesday December 16th 2025 at 11:00 CET Saletta Riunioni Dipartimento di Matematica, Università di Pisa Speaker: Andrei Volodin (University of Regina) Title: On the Negatively Mixed Distributions Abstract: The negatively mixed distributions will be derived by the usage negative weights instead of positive. In this talk we construct the negatively mixed distribution and derives its properties, including the cumulative distribution function, raw moment, moment generating function, and characteristic function. Furthermore, we provide special case, the negatively mixed exponential distribution and its properties afterwards. We also propose the parameter estimation based on the method of moments and the maximum likelihood methods. The performance of estimators was studied through the Monte Carlo simulations. Moreover, a dataset is analyzed to show how the proposed model and method works in practice. -- Professor of Probability and Statistics Coordinator for Internationalization Dipartimento di Matematica Università di Pisa https://web.dm.unipi.it/trevisan/

1 0

Two postdoc positions at Stockholm University
by Martina Favero 12 Dec '25

12 Dec '25

Dear colleagues, If you are interested in joining the Mathematics Department at Stockholm University to work on infectious disease dynamics inference and/or modelling, please see these two postdoc positions <https://www.su.se/english/divisions/department-of-mathematics/news/articles…>, supervised by Tom Britton. Deadline: January 15 Best wishes, Martina Favero

1 0

Seminario su "Random flights and anomalous diffusion: A non-Markovian take on Lorentz processes"
by Enrico Scalas 12 Dec '25

12 Dec '25

Buongiorno, vi segnalo un seminario che può essere di interesse. Cordiali saluti, Enrico Scalas -- Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza mercoledì 17 dicembre, ore 16:00, aula E Lorenzo Facciaroni (Sapienza Università di Roma) Random Flights and Anomalous Diffusion: A non-Markovian Take on Lorentz Processes Abstract. We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type scaling limit, they converge to non-Markovian random-flight processes. A further scaling limit yields another non-Markovian process, i.e., a superdiffusion obtained by a suitable time-change of Brownian motion. Furthermore, we obtain the governing equations for our random flights and anomalous diffusion, which represent a non-local counterpart for the linear-Boltzmann and diffusion equations. It turns out that these have the form of fractional kinetic equations in both time and space. To prove such results, we develop a technique based on averaging Feller semigroups. Tutte le persone interessate sono invitate a partecipare. --

1 0

2-year postdoc probability @ UCL
by Cipriani, Alessandra 11 Dec '25

11 Dec '25

Dear colleagues, currently I am advertising a postdoc position, so please feel free to forward the below announcement to any interested candidate: ------------- Applications are invited for a 2-year postdoctoral position at University College London on the topic of probability and statistical mechanics. The starting date is flexible (earliest: 1st April 2026, and ideally no later than September 2026). Applications should include a CV, a cover letter and the names and contact details of two referees. The deadline for applications is 12th January 2026. The full description of the job, as well as the application portal, can be found here: Job details: Research Fellow in Probability Theory<https://www.ucl.ac.uk/work-at-ucl/search-ucl-jobs/details?nPostingId=16650&…>. For any inquiry please do not hesitate to contact me at a.cipriani(a)ucl.ac.uk. Best wishes, Alessandra

1 0

WMFW Deadline for Submission Approaching!
by Claudia Ceci 11 Dec '25

11 Dec '25

Dear all, This is a reminder that the deadline for submitting papers by early-career female researchers to the *Women in Mathematical Finance Workshop*, which will take place at the University of Rome Sapienza on February 12–13, 2026, is approaching. The workshop aims to highlight the scientific contributions of female researchers in mathematical finance and related fields. The program will feature seven invited lectures by leading scholars, along with contributed talks by early-career female researchers. *Important Dates* · *Abstract/paper submission deadline (Early-Career Female Researchers):* December 15, 2025 · *Notification of acceptance:* January 9, 2026 · *Registration (open to everyone!):* January 15, 2026 *Invited Speakers* · Giorgia Callegaro – University of Padova · Christa Cuchiero – University of Vienna · Giulia Di Nunno – University of Oslo · Elisa Luciano – University of Torino · Yuliya Mishura – University of Kyiv · Agnès Sulem – Inria Paris · Sara Svaluto-Ferro – University of Verona Further information is available on the website: https://memotef.web.uniroma1.it/it/women-mathematical-finance-workshop-febr… Best regards, *On behalf of the Organizing Committee,* Claudia Ceci *Dept. **MEMOTEF, "Sapienza" University of Rome (Italy)* Via del Castro Laurenziano, 9 - 00161 Rome, ITALY @-mail: claudia.ceci(a)uniroma1.it <sergio.bianchi(a)uniroma1.it> -- *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>*

1 0

Reminder: OWPS's seminar today
by Federico Sau 11 Dec '25

11 Dec '25

Dear all, This is a reminder for today's seminar by Hindy Drillick (SLMath) and Shalin Parekh (Mayne), at 15:00-17:00 (Rome time). All info here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers

1 0

Workshop "The Role of Data Science: From Statistical to Quantum and Relativistic Mechanics"
by Agliari, Elena 10 Dec '25

10 Dec '25

We are glad to announce the event *“The Role of Data Science: From Statistical to Quantum and Relativistic Mechanics. A Two-Day Conference in Memory of Francesco Guerra”*, which will take place at the Department of Mathematics *“Guido Castelnuovo”* at *Sapienza* University of Rome on *January 19-20, 2026*. Full details about the workshop can be found on the webpage: https://sites.google.com/uniroma1.it/ecc-ds4-workshop2025/home-page?authuse… This event is part of the Data Science Semester within the Excellence Program of the Mathematics Department at Sapienza. It will feature both applied and theoretical contributions, reflecting the multifaceted role of data science across diverse areas of modern physics. The workshop also aims to honor Francesco Guerra’s legacy, with a lineup of speakers reflecting the excellence fostered by his school. Participation in the event is free of charge but registration is mandatory. The registration form is available on the workshop webpage, with a deadline December 31, 2025. Thanks for sharing with those who might be interested. The Organizing Committee Elena Agliari Adriano Barra Fabrizio Durante Silvio Franz

1 0

EFI 11 Padova: deadline for submission approaching! (fwd)
by Tiziano Vargiolu 10 Dec '25

10 Dec '25

Dear all, this is to remind you that the deadline for submitting papers to the 11th Workshop Energy Finance Italia, taking place in Padova on February 2 - 4, 2026, is approaching (see below). The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. IMPORTANT DATES: - Deadline for abstracts/papers submissions: *** Dec. 15, 2025 *** - Notification of abstract/paper acceptance: Dec. 22, 2025. - Early bird registration: Jan. 9, 2026 More information are available in the website https://events.math.unipd.it/EFI11/ Looking forward to meet you in Padova! Best Regards 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 --------------------------------------------------------------------------

1 0

Deadline Extension - DeFi & Crypto Workshop
by Daniele Maria DI NOSSE 09 Dec '25

09 Dec '25

Dear all, We are pleased to announce an extension of the submission deadline for the *DeFi & Crypto Workshop* that will be held at Scuola Normale Superiore (Pisa, Italy) *from 26/01/2026 to 28/01/2026*. The workshop does not have formal proceedings. Therefore, submissions of papers that have already been published or are under review elsewhere are welcome. *Updated Deadlines*: *Paper/Extended Abstract* *Submission*: 2025-12-08 now due *2025-12-25* *Notification of **Acceptance*: 2025-12-20 now due *2025-12-31* *Registration*: 2026-01-07 *Fee Payment*: 2026-01-16 The topics of interest include, but are not limited to: - Decentralized Finance protocols and smart contracts - Decentralized Exchanges and Automated Market Makers - Liquidity provision, slippage, and Maximal Extractable Value - Risk modeling and systemic risk in Decentralized Finance - Market microstructure of crypto exchanges (Centralized/Decentralized Exchanges) - Agent-based modeling, econophysics, complexity science, and network effects in crypto ecosystems - Token economics, governance, NFTs, and digital assets - Interaction between regulatory authorities, cryptocurrencies, and stablecoins *MORE INFORMATION* Website: DeFi & Crypto Workshop <https://sns-defi.github.io/> Email: sns.defi(a)gmail.com Best regards, DeFi & Crypto Workshop Organizing Committee

1 0

Extended deadline - DEF Special Issue on Risk Measures and Insurance Premiums
by Emanuela Rosazza Gianin 09 Dec '25

09 Dec '25

Dear Colleagues, We inform that the deadline of the Special Issue of *Decisions in Economics and Finance* (Springer) entitled "Evolving Perspectives on Risk Measures and Insurance Premiums: From Static to Dynamic Approaches" *has been extended until July 31, 2026.* 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. 📌 *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, Çağın Ararat, Asmerilda Hitaj, Elisa Mastrogiacomo, and Emanuela Rosazza Gianin ****************************************** 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 ******************************************

1 0

Seminario Padova - Lucio Galeati
by alekos.cecchin＠unipd.it 06 Dec '25

06 Dec '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (28 Novembre) alle 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Lucio Galeati (Università dell'Aquila) <https://sites.google.com/view/lucio-galeati-math/home> https://sites.google.com/view/lucio-galeati-math/home Title: Anomalous dissipation and anomalous regularization in the Kraichnan model of turbulence Date: November 28, 2025, at 14:30, 2BC30 Abstract: In the 60s Kraichnan proposed a synthetic model for passive scalar turbulence, consisting of a scalar advected by a random Gaussian velocity field, white in time and -Holder continuous in space. Despite its simplicity, this SPDE displays anomalous dissipation of energy, spontaneous stochasticity and intermittency, which are also expected for more realistic turbulent fluids. At the same time, solutions to the inviscid SPDE are unique and can be recovered by vanishing viscosity and mollification schemes. In this talk I will present some recent further understandings on this model: i) solutions to the transport equation with initial data display anomalous regularisation and almost gain Sobolev regularity , but not better; ii) solutions to the continuity equation starting from Dirac deltas instantaneously gain Lebesgue integrability, due to the diffusive behaviour of Lagrangian particle splitting, and their variance at small times grows like . Based on joint works with M. Maurelli, F. Grotto, U. Pappalettera and T. Drivas. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

1 3

sostegno a favore di Dario Trevisan per C. S. della Fondazione CIME
by Antonio DI CRESCENZO 05 Dec '25

05 Dec '25

Care colleghe, cari colleghi, come forse sapete, da *martedì 16/12/2025 alle ore 10:00 a giovedì 18/12/2025 alle ore 16:00* avranno luogo le elezioni per il rinnovo di cinque membri del Consiglio Scientifico della Fondazione CIME (Centro Internazionale Matematico Estivo “Roberto Conti”). Le operazioni di voto avvengano attraverso la piattaforma ELIGO. Possono votare tutti i professori ordinari e associati (di ruolo, fuori ruolo o a riposo) di discipline matematiche degli istituti italiani di livello universitario o post-universitario alla data del 31 ottobre 2025. Informazioni più dettagliate sono a disposizione alla pagina https://sites.google.com/unifi.it/cime/cime-elections/elezioni-2025 Con questa lettera desideriamo esprimere il nostro sostegno alla candidatura del collega Dario Trevisan per la Commissione Scientifica della fondazione CIME. I suoi contributi scientifici più significativi si collocano nei settori della probabilità, della statistica matematica, e dell'analisi, con interessi anche nella fisica matematica, fino alle applicazioni più recenti alla teoria dell’apprendimento automatico. La sua attività di ricerca è ampia, interdisciplinare e di impatto internazionale, come attestato dalle numerose pubblicazioni su riviste di alto livello, dai premi scientifici ricevuti e dai numerosi inviti a scuole e workshop di prestigio. Apprezziamo in particolare il suo impegno nel favorire un dialogo continuo tra comunità affini ma complementari, e la sua capacità di connettere metodi analitici profondi con applicazioni emergenti, mantenendo al tempo stesso una visione equilibrata della matematica nel suo insieme. Siamo certi che la sua presenza nella Commissione potrà contribuire a una rappresentatività armoniosa dei diversi ambiti della matematica e a un ulteriore rafforzamento del ruolo della CIME nel panorama internazionale. Per queste ragioni sosteniamo convintamente la sua candidatura. Cordiali saluti, Antonio Di Crescenzo Adriana Garroni Carlo Mantegazza Domenico Marinucci Sonia Mazzucchi Maria Giovanna Mora Matteo Novaga Francesco Serra Cassano *[*** chiedo scusa per eventuali invii multipli ***]*

1 0

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

1 0

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/

1 0

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

1 0

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

1 0

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

1 0

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

1 0

[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

1 0

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.

1 0

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

1 0

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

1 0

Seminario on-line PRISMA lunedì 1 dicembre 2025 - Ilya Chevyrev & Hao Shen
by Sonia Mazzucchi 01 Dec '25

01 Dec '25

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 1 dicembre* 2025. I relatori saranno Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) che parleranno di: Stochastic quantisation of gauge theories . con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/84292750177 ID riunione: 842 9275 0177 Codice d’accesso: 549245 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) TITOLO: Stochastic quantisation of gauge theories RIASSUNTO: We will give an introduction to gauge theories, especially Yang-Mills theory, from a probabilistic perspective. Gauge theories arise in physics, where they are used to describe elementary particles, and correspondingly provide many rich problems in mathematics, including in probability and analysis. We will survey recent results on the interaction between quantum Yang-Mills theory and stochastic analysis, especially the field of singular stochastic PDEs. We will describe how the stochastic quantisation equations associated to the 2D and 3D Euclidean Yang-Mills theories can be solved in a geometrically faithful way and what these equations can teach us about the quantum field theory.

1 0

Workshop High-Dimensional Data, Networks and Beyond - Ca' Foscari University - 5th December 2025
by Roberto CASARIN 30 Nov '25

30 Nov '25

Dear Colleagues, It's our pleasure to communicate that the *Workshop High-Dimensional Data, Networks and Beyond* will take place in *Treviso Ca' Foscari Campus* on *December 5th*, in person and online. The workshop is a satellite event of the *3rd Workshop on Sustainable Finance Spoke 4* and aims at bringing together researchers working at the intersection of Bayesian statistics, network modeling, and high-dimensional econometrics. Particular emphasis will be given to applications in economics, finance, and the social sciences, with connections to key themes of the PNRR GRINS project. More information about the workshop and the venue can be found at the following website: https://www.unive.it/web/en/16639/home A few spots remain for in-person attendance. Attendance is free, but we kindly ask you to register online. https://docs.google.com/forms/d/e/1FAIpQLSfM4eHoGNvhYFuyg0AHWKd4NSgDmLwWzTb… The Zoom link to attend remotely is the following: https://unive.zoom.us/j/89311921996 We look forward to welcoming you to Treviso in person or online! Kind regards Roberto Casarin (on behalf of the organizing committee) -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024>

1 0

SPASS seminar: Giacomo Ascione
by Francesco Grotto 28 Nov '25

28 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminars, *Fully nonlocal operators emerging from semi-Markov processes* by Giacomo Ascione (Scuola Superiore Meridionale), TUE 2.12.2025 at 14:00 CET in Sala Riunioni, Dipartimento di Matematica, UNIPI. A link for online participants will be shared on the website https://sites.google.com/unipi.it/spass Best, Francesco Grotto on behalf of the organizers ---------------------------------------------------------------- /Abstract: In the context of anomalous diffusions, time/space-nonlocal operators play a quite prominent role. For instance, the usual fractional Laplacian can be easily recognized as the generator of an isotropic stable Lèvy motion, that, still preserving the Markov property, represent a first (actually pure jump) example of anomalous diffusion, in the sense that the mean square displacement of the described particles (or, in terms of the process, its variance) is not linear in time (actually it is infinite). On the other hand, if we consider the heat equation with a fractional derivative operator in time, a stochastic representation of the solution of such an equation can be given in terms of a Brownian motion time-changed by means of the first passage time process of an independent stable subordinator. This process, however, clearly loses the Markov property, due to the addition of a further dependence on the current sojourn time. In both case, we are describing (at least in terms of the one-dimensional distributions) the behaviour of a time-changed Brownian motion, where the time-change is indeed independent of the process itself. The same can be done if we apply a time-change via an inverse subordinator to an independent isotropic stable Lèvy motion, (obtaining) uncoupled non-local operators in both time and space. However, if we remove the independence assumption, we cannot expect to get uncoupled behaviours in time and space. This is the case, for instance, of a Brownian motion time-changed first with an independent stable subordinator and then with its own inverse. As the second time-change is clearly dependent of the first one, we expect the two operators (in time and space) to be coupled in some way: precisely, in such a case, the Kolmogorov-type equation one gets is governed by a fractional power of the whole heat operator. In this talk, I will present some well-posedness results for fully nonlocal operators obtained by means of Bochner subordination of heat-like operators in terms of a family of semi-Markov processes obtained by means of non-independent time-changes. The general theory will be set in the framework of Feller semigroups on the space of continuous functions vanishing at infinity. Nevertheless, if there is time, a quite specific case (i.e., a Black-Sholes model for intraday options) that requires refined arguments will be discussed and the role of the regularity of the initial data will be addressed. Finally, we will stress the following expected result: despite the appearance of constancy intervals and the lack of Markov property, if we start from a Brownian motion the newly obtained process exhibits a normal diffusive behaviour, instead of an anomalous one./

1 0

Precision Health Day – Call for Abstracts
by Azzimonti Laura 27 Nov '25

27 Nov '25

Dear colleagues, We are excited to announce the second edition of the Precision Health Day, organized by Scuola Universitaria Professionale della Svizzera Italiana (SUPSI) and Ente Ospedaliero Cantonale (EOC). The event will explore how AI can support and promote a holistic approach to care — one that integrates interindividual variability related to behavioral, environmental, and genetic factors, with the goal of developing proactive, personalized, and patient-centered healthcare solutions. Date: 27 March 2026 Location: Lugano, Switzerland Language: English Submit your research abstract by December 16, 2025. Accepted abstracts will be selected for oral or poster presentations and shared in the event proceedings. For more information and registration updates, visit our event page<https://www.supsi.ch/en/precision-health-day-ai-enabled> or contact meditech(a)supsi.ch<mailto:meditech@supsi.ch>. We look forward to your participation! Best regards, Laura Azzimonti on behalf of the conference organization committee ––––––––––––––––––––––––––––––– http://people.idsia.ch/~laura.azzimonti/

1 0

Phd Lectures at University of Verona - Prof. Josef Teichmann
by Athena Picarelli 27 Nov '25

27 Nov '25

Dear colleagues, We are pleased to announce that the PhD course in Economics and Finance of the University of Verona will host a series of seminars by Prof. Josef Teichmann (ETH). *Title.* Mathematics of new technologies in Finance: Analytic and Stochastic Methods for generative AI with some applications to Finance and machine learning *Abstract.* The analytic and stochastic theory for Langevin dynamics in view of generative AI is introduced and generalized towards hypo-elliptic diffusions. Some examples for scenario generation are included. *Program:* Lecture 1: Foundations of universal approximation theory (3 hours) Lecture 2: Generalized Langevin dynamics on manifolds (3 hours) Lecture 3: Generative AI via time reversed Langevin dynamics (3 hours) Lecture 4: Applications in Finance *Timetable:* *December, 3 (room SMS.03, floor -1)*: 14.30 - 16.00 Lecture 1 16.00 - 16.30 Break 16.30 - 18.00 Lecture 1 *December, 4 (room SMS.03, floor -1)*: 9.00 - 10.30 Lecture 2 10.30 - 11.00 Break 11.00 - 12.30 Lecture 2 14.30 - 16.00 Lecture 3 16.00 - 16.30 Break 16.30 - 18.00 Lecture 3 *December, 5 (room Vaona, floor 1)*: 9.00 - 10.30 Lecture 4 10.30 - 11.00 Break 11.00 - 12.30 Lecture 4 Lectures will take place at the Department of Economics, located in Ex-Caserma Santa Marta, Via Cantarane 24, Verona. Here the Zoom link to attend the lectures remotely: https://univr.zoom.us/j/83283477827 ID riunione: 832 8347 7827 Please feel free to share it with interested participants. Looking forward to your participation. Best regards, Athena Picarelli --------- *Athena Picarelli* Professor Coordinator of the PhD program in Economics and Finance Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

1 0

Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 27 Nov '25

27 Nov '25

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.

1 0

Course by Andrea CREMASCHI (IE University) at University of Torino
by Matteo Giordano 27 Nov '25

27 Nov '25

Dear Colleagues, As part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting) we are pleased to announce the following course: ——————————————————— Andrea CREMASCHI (IE University Madrid) BAYESIAN MIXTURE MODELS AND NONPARAMETRICS (16 HOURS) This course introduces Bayesian approaches to mixture modelling and nonparametric inference. Starting from finite mixture models, it explores Bayesian nonparametrics through the Dirichlet Process (DP) and mixtures with random number of components (Mixtures of Finite Mixtures, MFM). Students will gain both theoretical understanding and practical experience with modern computational algorithms for posterior inference and clustering applications. ——————————————————— The course will be held exclusively in-person, according to the following schedule: - Tue Dec 2, h. 16-18 - Wed Dec 3, h. 14-16 - Thu Dec 4, h. 14-16 - Tue Dec 9, h. 16-18 - Wed Dec 10, h. 14-16 - Thu Dec 11, h. 14-16 - Wed Dec 17, h. 14-16 - Thu Dec 18, h. 14-16 Course location: Laboratorio Informatico "A. Sembenelli", third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to everyone interested. Best regards, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

1 0

Online seminar - Department of Economics - Ca' Foscari University of Venice
by Antonella Basso 27 Nov '25

27 Nov '25

Dear all, the Department of Economics of Ca' Foscari University of Venice organizes the following online seminar on*Friday, November 28 at 12:15 (ZOOM only)* by *Guglielmo Alessandro Visentin* (University of Reading) *The Financial Cost of Biodiversity Loss for SMEs *(joint with Lisa Schopohl and Simone Varotto) /Abstract: In this study, we investigate the impact of biodiversity loss on the performance of small and medium-sized enterprises (SMEs) in the United Kingdom and Ireland. Leveraging firms’ financial information and postcodes from Moody’s Bureau van Dijk and the Biodiversity Intactness Index – a geospatial dataset developed by the Natural History Museum – we geo-locate SMEs, quantify biodiversity loss in the area where firms operate, and assess their exposure to biodiversity-related risks over time. We then employ a fixed effects regression model to estimate the effect of biodiversity loss on firm performance. Our findings indicate that a one-standard-deviation decline in biodiversity leads to a statistically significant reduction in firm operating income by 0.59 percentage points. This impact is economically meaningful when benchmarked against the sample’s average operating income. Moreover, SMEs located in more ecologically degraded areas are found to be more exposed to biodiversity-related risks. We also provide evidence of the materiality of dependency risk, while transition risk appears to be non-material within the UK context. The results remain robust across various econometric specifications and when controlling for climate risk factors./ / / The Zoom link is: *https://unive.zoom.us/j/81355902934?pwd=4UWO6ugBkddwqj1v3RCbMNzPhOpIIh.1 ID riunione: 813 5590 2934 Passcode: dN548g */ / More information available here <https://www.unive.it/data/agenda/3/108966>/. / Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

1 0

Probability and Analysis 2026 — Registration and Call for Talks and Posters
by Krzysztof Bogdan 27 Nov '25

27 Nov '25

Dear Colleagues, We would be grateful if you could consider or forward the following information to your collaborators or students. The conference Probability and Analysis 2026 will be held on 11–15 May 2026 in Będlewo, Poland. We accept talks and posters. The conference highlights recent developments at the intersection of probability and analysis, with sessions devoted to Markov processes, complex stochastic systems, PDEs and stochastic PDEs, harmonic analysis and martingales, and integrable probability. Further information and the registration form are available at: https://panda2026.pwr.edu.pl/ We look forward to seeing you in Będlewo. With best regards, Krzysztof Bogdan on behalf of the Organizers

1 0

PhD positions at Imperial
by Passeggeri, Riccardo 27 Nov '25

27 Nov '25

Salve a tutti, Vorrei segnalarvi diverse borse di dottorato (PhD positions) nel Dipartimento di Matematica dell’Imperial College London: 1. CDT in Statistics and Machine Learning (joint with Oxford): https://statml.io/ 2. CDT in Mathematics for our Future Climate (joint with Reading and Southampton): https://www.mfccdt.ac.uk/ 3. Departmental PhD positions: https://www.imperial.ac.uk/mathematics/postgraduate/doctoral-programme/pros… 4. Dispongo di fondi per un dottorando da reclutare quest’anno. Per chi fosse interessato, non esiti a contattarmi: https://sites.google.com/site/riccardopasseggeri Cordiali Saluti, Riccardo

1 0

Seminars in Statistics at Collegio Carlo Alberto - Andrea CREMASCHI (IE UNIVERSITY MADRID)
by Matteo Giordano 27 Nov '25

27 Nov '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 05/12/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Andrea CREMASCHI (IE UNIVERSITY MADRID) Title: Dependent Dirichlet-multinomial processes with random number of components Abstract: Bayesian nonparametric methods under partial exchangeability have largely focused on infinite support priors, yet almost-surely finite dimensional dependent mixtures remain underexplored despite their strong theoretical guarantees and performance in the exchangeable case. A novel class of finite dependent Dirichlet-multinomial processes and their counterparts are introduced, incorporating a prior on the number of components. The class is built on generalized Wishart unnormalized weights. It is proven that the normalized diagonals of correlated Wishart matrices admit a hierarchical negative binomial Dirichlet representation whose marginal laws are Dirichlet. The key distributional properties of the induced random probability measures are derived, showing they can achieve any prescribed dependence level and support efficient posterior computation without the need for costly variable augmentation schemes. The practical advantages of the proposed processes are further demonstrated through extensive simulation studies and the analysis of two real datasets: A benchmark dataset and a case study on sex-specific gene expression differences in the human brain, highlighting its flexibility and computational efficiency in capturing complex dependence structures. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 03/12/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

1 0

REMINDER: OWABI - Clara Grazian - November 27 - 11am UK time
by Massimiliano Tamborrino 26 Nov '25

26 Nov '25

Dear all, this is a kind reminder of the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> by Clara Grazian<https://www.sydney.edu.au/science/about/our-people/academic-staff/clara-gra…> (University of Sidney), who will talk about "Approximate Bayesian Computation with Statistical Distances for Model Selection" tomorrow, Thursday the 27th November at 11am UK time, with an abstract reported below. Abstract: Model selection is a key task in statistics, playing a critical role across various scientific disciplines. While no model can fully capture the complexities of a real-world data-generating process, identifying the model that best approximates it can provide valuable insights. Bayesian statistics offers a flexible framework for model selection by updating prior beliefs as new data becomes available, allowing for ongoing refinement of candidate models. This is typically achieved by calculating posterior probabilities, which quantify the support for each model given the observed data. However, in cases where likelihood functions are intractable, exact computation of these posterior probabilities becomes infeasible. Approximate Bayesian computation (ABC) has emerged as a likelihood-free method and it is traditionally used with summary statistics to reduce data dimensionality, however this often results in information loss difficult to quantify, particularly in model selection contexts. Recent advancements propose the use of full data approaches based on statistical distances, offering a promising alternative that bypasses the need for handcrafted summary statistics and can yield posterior approximations that more closely reflect the true posterior under suitable conditions. Despite these developments, full data ABC approaches have not yet been widely applied to model selection problems. This paper seeks to address this gap by investigating the performance of ABC with statistical distances in model selection. Through simulation studies and an application to toad movement models, this work explores whether full data approaches can overcome the limitations of summary statistic-based ABC for model choice. Keywords: model choice, distance metrics, full data approaches Reference: C. Grazian, Approximate Bayesian Computation with Statistical Distances for Model Selection, preprint at ArXiv:2410.21603, 2025 The talk will be hosted on MS Teams Link: OWABI - Clara Grazian - Approximate Bayesian Computation with Statistical Distances for Model Selection | Meeting-Join | Microsoft Teams<https://teams.microsoft.com/meet/36518340835776?p=V9GRQQoSQKpFBofF2W> Meeting ID: 365 183 408 357 76 Passcode: 6Fg9nW7T Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Invitation to submit minisymposia at ECMI2026 conference
by Alessandra Micheletti 25 Nov '25

25 Nov '25

Inoltro di seguito l’invito in oggetto da parte degli organizzatori di ECMI2026 https://ecmi2026.org/ecmi2026 Dear colleagues, As chair of organizing committee of ECMI2026 conference (29 June – 03 July 2026, Kaunas, Lithuania) I’d like to encourage you to suggest / register mini-symposia. The registration can be done at https://ecmi2026.org/deadlines. A mini-symposium is a set of several short, thematically connected talks organized around one specific topic. Each mini-symposium will include 3–5 speakers who present (15-20 min) their research, followed by discussion. Organizing a mini-symposium provides an excellent opportunity to bring together experts working on a focused topic, highlight emerging research directions, and strengthen collaboration within the community of industrial and applied mathematics. It is also a great way to increase the visibility of your research area and to stimulate discussion among participants with shared scientific interests. When submitting your proposal, you will be asked to provide the title of the mini-symposium, a brief description of its theme, and a preliminary list of potential speakers. If you have any questions regarding the format or the submission process, feel free to contact the organizing committee at ecmi2026(a)ktu.lt<mailto:ecmi2026@ktu.lt>. The deadline for registration is 31 December 2025. P.S. To help enhance the visibility of both your mini-symposium and the conference, we encourage you to follow and share our official LinkedIn event page: https://www.linkedin.com/events/23rdecmiconferenceonindustriala734791528174… . The hottest news, pictures and updates are also provided there. ------------------------------------------- Prof. Dr. Audrius Kabasinskas Dept. of Mathematical Modeling Kaunas University of Technology Studentu 50-144, LT - 51368 Kaunas, Lithuania Orcid: 0000-0001-6863-5895<https://orcid.org/0000-0001-6863-5895> Member of MSCA Industrial Doctoral Network on Digital Finance - Reaching New Frontiers<https://www.digital-finance-msca.com/> Organiser of ECMI conference 2026: https://ecmi2026.org/

1 0

Seminar Torrisi at Tor Vergata, December 1
by Michele Salvi 25 Nov '25

25 Nov '25

Dear all, On Monday, December 1st, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Giovanni Luca Torrisi (CNR) with the seminar "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. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Torrisi | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/37478212870196?p=ZvSguZtFDlcsnw2iv2> The seminar is part of the Excellence Project MatMod@TOV.

1 0

XIII Bachelier World Congress – Call for Participation
by Silvia Romagnoli 25 Nov '25

25 Nov '25

Dear Colleagues, We would be grateful if you could consider the following announcement or kindly forward it to your collaborators and students. The XIII Bachelier World Congress will take place in Bologna, Italy, on 29 June – 3 July 2026. The Bachelier Congress is one of the leading international events in mathematical finance, bringing together researchers and practitioners working in areas such as: * stochastic analysis and its applications to finance * quantitative risk management * financial econometrics * numerical methods in finance * energy and climate finance * machine learning in finance The program will include invited plenary lectures, mini-symposia, and opportunities for contributed talks and posters. Further information, including the list of speakers, the call for mini-symposia, and the registration form, is available on the conference website: https://eventi.unibo.it/bachelier We look forward to welcoming you to Bologna for an exciting edition of the Bachelier World Congress. With best regards, Silvia Romagnoli on behalf of the Organizing Committee Silvia Romagnoli GrEnFIn EMJM Coordinator GrEnFIn Program Director Dipartimento di Scienze Statistiche Università di Bologna Tel. +39 051 2098364 silvia.romagnoli(a)unibo.it [social-image.png]

1 0

SPASS seminar: room change
by Francesco Grotto 25 Nov '25

25 Nov '25

Dear colleagues, due to a schedule change of renovation works, the SPASS seminars of this afternoon will take place in *_Aula Magna_, Dip. Matematica, Pisa.* Titles, abstracts and a link for online participants are available on the SPASS website <https://sites.google.com/unipi.it/spass>. Best Francesco Grotto

1 0

Fwd: Probability and Analysis 2026 — Registration and Call for Talks
by Antonio Agresti 25 Nov '25

25 Nov '25

Ricevo ed inoltro. ---------- Forwarded message --------- Da: Probability and Anatysis 2026 <pa2026(a)pwr.edu.pl> Date: lun 24 nov 2025 alle ore 21:07 Subject: Probability and Analysis 2026 — Registration and Call for Talks To: Dear Colleagues, We would be grateful if you could consider or forward the following information to your collaborators or students. The conference Probability and Analysis 2026 will be held on 11–15 May 2026 in Będlewo, Poland. We accept talks and posters. The conference highlights recent developments at the intersection of probability and analysis, with sessions devoted to Markov processes, complex stochastic systems, PDEs and stochastic PDEs, harmonic analysis and martingales, and integrable probability. Further information and the registration form are available at: https://panda2026.pwr.edu.pl/ We look forward to seeing you in Będlewo. With best regards, Krzysztof Bogdan on behalf of the Organizers

1 0

Call for Ph.D. Positions in Mathematics at GSSI – a.y. 2026/27
by Serena Cenatiempo 21 Nov '25

21 Nov '25

Dear colleagues and friends, We would like to draw your attention to the open call for 10 Ph.D. positions for the doctoral program in "Mathematics in Natural, Social and Life Sciences" at the Gran Sasso Science Institute (GSSI) in L’Aquila (Italy). Please find further details in the official call, available on this page <http://www.gssi.it/phd/>, or the related MathJobs post <https://www.mathjobs.org/jobs/list/27643>. The application deadline is January 13, 2026 (at 3 pm CET). Applications are submitted through the GSSI application portal <http://www.gssi.it/phd/>. The start date of the Ph.D. program is November 1, 2026. We would be grateful if you could circulate this announcement among potentially interested candidates. Please also find at this link <https://gssi.it/communication/news-events/item/download/5481_d8411a6c568861…> a printable version of our program flyer, which you may share on your Institution’s notice board. For questions and general inquiries, please contact us at applications(a)gssi.it. Best regards, Serena Cenatiempo Chair of the Ph.D. program in Mathematics (on behalf of the GSSI PhD Governing Board) -------------------------------------------------- Serena Cenatiempo, Prof. Gran Sasso Science Institute Phone: +39 0862 428 0276 Viale Rendina 24 67100 - L'Aquila (Italy) E-Mail: serena.cenatiempo(a)gssi.it Website: http://www.serenacenatiempo.it/

1 0

Second call, Fintech2026, 29-30 January 2026, Pavia
by Giacomo Bormetti 21 Nov '25

21 Nov '25

Dear Colleagues, This is a gentle reminder that the deadline (*December 14th, 2025*) for paper submission at the 4th edition of the '*International Fintech Research Conference (Fintech2026)*', January 29-30, 2026, Pavia, is approaching. Feel free to share with all interested people. Kind regards On behalf of the local organizing committee Giacomo Bormetti *** *International Fintech Research Conference* Finance, technology, methodologies University of Pavia January 29-30, 2026 The Conference <https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top…> aims to stimulate discussion and promote collaborations among researchers working in all areas of Fintech, providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields, including (but not limited to) theoretical analysis of the Fintech domain, AI and machine learning applications to Finance, Cryptocurrencies, Decentralized Finance, Big data analysis, Cybersecurity, Nowcasting, Text analysis in Finance, and Network analysis in Finance. The Conference establishes a *prize for the best paper* presented by young researchers. *Submission Fees* *100,00 EUR*: the fee covers coffee breaks, lunches, and the social dinner *60,00 EUR*: for people attending the social dinner only The Conference is the fourth edition of an annual initiative promoted by the *Fintech Research Network* <https://www.fintechlab.it/network/>, steered by a group of researchers working in all areas of Fintech. The network aims to develop proactive research initiatives, including conferences, summer schools, workshops, seminars, and research projects, within the Fintech framework. *Keynote speakers*: - *Agostino Capponi*, Columbia University - *Frédéric Vrins*, Université Catholique de Louvain *Scientific Committee*: Matteo Barigozzi, Francesco Bartolucci, Emilio Barucci, Giacomo Bormetti, Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà-Talamanca, Paolo Giudici, Fabrizio Lillo, Daniele Marazzina, Silvia Muzzioli, Claudio Tebaldi. *Organizing Committee*: Giacomo Bormetti, Riccardo Brignone, Paolo Giudici, Andrea Pallavicini, Emanuela Raffinetti, Alessandro Spelta, Lorenzo Trapani. *Important Dates* Abstract/Paper submission *December 14, 2025* Notification to authors *December 31, 2025* Conference registration *January 1-14, 2026*

1 0

Seminars Sapienza University: L. Cristofaro, W. Bock - 27-11-2025
by Luisa Beghin 21 Nov '25

21 Nov '25

Dear all, on* Thursday 27th November* the following seminars will be held at the *Department of Statistical Sciences, Sapienza University*: *Time: 14:30* *Speaker: Lorenzo Cristofaro (University of Luxembourg)* *Title: *A novel p-Poincaré inequality and a multiplication formula *Abstract:* We show a novel family of p-Poincaré inequalities for almost surely finite random variables (p ∈ [1, 2]). Regarding the case of multiple Wiener-Ito integrals, our results yield general multiplication formulae on the Poisson space under minimal conditions, naturally expressed in terms of diagrams and/or contraction operators. *Time: 15:15* *Speaker: Wolfgang Bock (Linnaeus University, Vaxjo, Sweden)* *Title: *The characterization of Malliavin-Watababe-Sobolev spaces via the Bargmann-Segal Space *Abstract: *The characterization theorem and its corollaries set the foundation of the success of white noise analysis in the recent 30 years. On different occasions the fathers of the characterization J. Potthoff and L. Streit were asked by P. Malliavin and P.-A. Meyer if such a characterization is also possible for the Mallliavin-Watanabe Sobolev spaces. In this talk we present how we closed this gap and give a characterization of the Mallliavin-Watanabe Sobolev spaces with the help of the Bargmann-Segal transform. The characterization can also be generalized to the non-Gaussian setting. Examples will showcase the regularity of different objects. It will be possible to attend them in presence in *Room n.24*, Building CU002, p.le A.Moro 5, Rome (4th floor) and *online* at this link <https://uniroma1.zoom.us/j/84380852385?pwd=RDBrcVdvelRMM0VmczlXYWgwL2pPZz09> Best regards, Luisa *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910709 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- *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>*

1 0

2nd CAM-Risk conference - Pavia, 8-10 April 2026
by Giacomo Bormetti 21 Nov '25

21 Nov '25

Dear Colleagues, We are pleased to announce the *2nd CAM-Risk conference*, which will be held at the *Department of Economics and Management, University of Pavia*, *8-10 April 2026*. *Important dates* Paper submission deadline: December 15, 2025 Notification: January 15, 2026 Registration: February 20-28, 2026 Late Registration: March 20-25, 2026 *Confirmed keynote speakers* Francisco Herrera <https://dasci.es/personal/perfil/francisco-herrera-triguero/> (University of Granada) Klaas Knot <https://en.wikipedia.org/wiki/Klaas_Knot> (Former President of De Nederlandsche Bank <https://www.google.com/search?sca_esv=6c7f7ca6e8ee6a34&rlz=1C1CHBD_enIT1150…> and former Chair of the Financial Stability Board) Barbara Rossi <https://sites.google.com/site/barbararossiwebsite/research> (University of Pompeu Fabra) Josef Teichmann <https://people.math.ethz.ch/~jteichma/> (ETH Zurich) *Invited sessions* Bank of Italy session. Organizer: Iuri Marcucci <https://sites.google.com/view/jurimarcucci/home> (Bank of Italy) IMF session “Topic”. Organizer: Davide Furceri <https://cepr.org/about/people/davide-furceri> (IMF and University of Palermo) Topics of interest, without being exhaustive, concern 1. Growth and business cycle analysis 2. Quantitative Finance and Econometrics 3. New risks and financial stability 4. Migration, and the labor market 5. International trade challenges 6. Climate change and energy policies 7. European issues and Geopolitical risks 8. Ageing and the Progression of Disability: Insurance Models for Long-Term Care in Public and Private Systems More details are available at https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top… We are looking forward to meeting you in Pavia. Kind Regards Giacomo Bormetti On behalf of the Organizing Committee

1 0

corso di Dottorato Invariant measures of stochastic partial differential equations
by Carbone Raffaella 21 Nov '25

21 Nov '25

Gentili colleghi, vi comunichiamo che il corso di Dottorato *Invariant measures of stochastic partial differential equations* ( descrizione <https://drive.google.com/file/d/1UoL69FJkF5XKHXT9dY1eP9PIe5teWSx3/view>) tenuto dai proff. *Davide Augusto Bignamini e Francesco Carlo De Vecchi * inizierà la prossima settimana, il 25 novembre. Le lezioni si terranno nella sala riunioni del piano C (aula C12) del Dipartimento di Matematica "Felice Casorati" dell'Università degli studi di Pavia. Di seguito date e orari delle lezioni: Martedì 25/11/25 9:30-12:30 Martedì 2/12/25 9:30-12:30 Giovedì 11/12/25 14:00-17:00 Martedì 16/12/25 9:30-12:30 Per chi fosse impossibilitato a partecipare in presenza, i docenti hanno previsto la possibilità di seguire le lezioni anche online tramite la piattaforma *Zoom* https://unipv-it.zoom.us/j/94404093146?pwd=X2YsNwHxA5a47fU4VhzR3pzeZHOsph.1 ID riunione: 944 0409 3146 Codice d’accesso: 697608 Cordiali saluti, Raffaella Carbone Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

1 0

Reminder: OWPS's seminar today
by Federico Sau 20 Nov '25

20 Nov '25

Dear all, This is a reminder for today's seminar by Zoraida F. Rico (Bocconi) and Roberto I. Oliveira (IMPA), at 15:00-17:00 Rome time. All info here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers

1 0

SPASS seminars: E. Tassi and J. Coe
by Francesco Grotto 20 Nov '25

20 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminars, *Hamiltonian fluid models for plasmas in the presence of a strong guide field* by Emanuele Tassi (Observatoire de la Côte d'Azur), and *Transition densities for the 2d stochastic Navier-Stokes equations* by James Coe (University of Edinburgh), to be held consecutively on TUE 25.11.2025 at 14:00 and 15:00 CET in Sala Riunioni, Dipartimento di Matematica, UNIPI. A link for online participants will be shared on the website https://sites.google.com/unipi.it/spass Best, Francesco Grotto on behalf of the organizers ---------------------------------------------------------------- /Abstract (Tassi): Fluid models provide an effective tool for describing the dynamics of ionized gases such as plasmas. In particular, in some laboratory and astrophysical contexts (for instance, tokamak devices for thermonuclear fusion, or the solar wind) the dynamics of a plasma can be effectively described by means of fluid models assuming the presence of a dominant, constant in time, component of the magnetic field (strong guide field assumption). Several models of this kind have been derived and used for studying phenomena such as turbulence and magnetic reconnection. In the two-dimensional, non-dissipative limit, many of these models were shown to possess a reformulation in terms of advection equations for Lagrangian invariants. A paradigmatic example of this family of models consists of the two-field model derived by Schep, Pegoraro and Kuvshinov (Phys. Plasmas 1, 2843 (1994)). The formulation in terms of Lagrangian invariants is concomitant with the noncanonical Hamiltonian structure of these models.In this talk, I will show how the possibility of this reformulation and the existence of the corresponding noncanonical Hamiltonian structure can be traced back to the common origin of these models from a parent kinetic model of the so-called gyrokinetic, or drift-kinetic kind.With this approach, new Hamiltonian fluid models can also be derived, describing the evolution of an arbitrary number of Lagrangian invariants in two dimensions. Some general properties of models that can be derived by means of this approach will also be discussed. / /Abstract (Coe): We consider a family of 2d incompressible Navier-Stokes equations with Gaussian forcing that is white-in-time and coloured-in-space. We show that the laws of solutions at any given time are equivalent to those of the corresponding Ornstein-Uhlenbeck process, and in particular the invariant measures are equivalent.We establish a nonlinear version of the "time-shifted Girsanov method" of [Mattingly-Suidan, Mattingly-Romito-Su], enabling a direct comparison between the laws of nonlinear dissipative SPDEs. Then, exploiting the skew-symmetric structure of the Navier-Stokes nonlinearity, we construct a modified system that leaves the Gaussian measure invariant while remaining comparable to the Navier-Stokes dynamics. This talk is based on joint work with Martin Hairer and Leonardo Tolomeo. /

1 0

Job in Financial Mathematics, University of Limerick
by Eberhard.Mayerhofer 20 Nov '25

20 Nov '25

Dear Colleagues Applications are invited for the following position: Title of Post: Associate Professor B in Financial Mathematics JOB SYNOPSIS If you are seeking an academic career in a dynamic and cohesive Department of Mathematics and Statistics, then the new permanent Associate Professor position in our department should be of interest to you. The Department has a thriving research programme with a focus on the development of mathematical and statistical methods for real-world applications. Fields of interest include stochastic processes, optimisation, numerical analysis, inverse problems, survival analysis, complex systems, climate modelling and network science. The Department has an undergraduate programme in Financial Mathematics and is also responsible for teaching mathematics and statistics at all levels across the University. To support our growth, we are seeking to appoint an Associate Professor B (tenured) in Financial Mathematics. The successful candidate will have a doctoral degree in mathematics or equivalent discipline and a track record of excellent publications in journals relevant to financial mathematics. We seek candidates with leadership potential and a developing international reputation in research in one or more branches of financial mathematics. The successful candidate is expected to: teach at undergraduate and postgraduate levels, supervise undergraduate and postgraduate research, undertake administrative tasks associated with an academic position and undertake excellent research. Faculty of Science & Engineering Department of Mathematics & Statistics Contract Type: Permanent Salary Scale: €63,943 - €102,475 p.a. University of Limerick is a research-led, energetic and enterprising institution with a proud record of innovation and excellence in education and scholarships. We value creativity, curiosity and excellence in our inclusive community which is committed to social good. Our motto Eagna chun Gnímh translates as Wisdom for Action reflecting our mission to contribute to the discovery of new knowledge for a better world. Informal enquiries regarding the post may be directed to: Professor Ailish Hannigan Head, Department of Mathematics and Statistics University of Limerick Email: ailish.hannigan(a)ul.ie The closing date for receipt of applications is Wednesday, 10th December 2025 Applications must be completed online before 12 noon, Irish Standard Time on the closing date. Please note your application must include: A letter of introduction and a current CV indicating how you meet the criteria outlined in the Job description. A completed online application form. Please email erecruitment(a)ul.ie if you experience any difficulties Applications are welcome from suitably qualified candidates. Further information for applicants and application material is available online from: https://www.ul.ie/vacancies Many thanks for your interest in this role. Job ID : 080170 Close Date : 10-Dec-2025 12:00

1 0

Fwd: Postdoc position in Lyon in probability - mathematical physics (2026-2028)
by Faggionato, Alessandra 20 Nov '25

20 Nov '25

Buongiorno, ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- From: Christophe Garban <christophe.garban(a)gmail.com> Date: Thu, 20 Nov 2025 at 05:10 Subject: Postdoc position in Lyon in probability - mathematical physics (2026-2028) To: Cc: Avelio Sepúlveda <lsepulveda(a)dim.uchile.cl> Dear colleagues, I am currently advertising a two-year postdoc position in probability/mathematical physics in University of Lyon 1, with deadline December, 15th. Please transfer the announcement below to potential candidates. Thanks a lot! Best wishes, Christophe. ---------------------- Postdoc position in Lyon for 2026 Université Lyon 1 (funded by the ERC project Vortex) Applications are invited for a postdoc position in probability/mathematical physics at the University Lyon 1, in the Laboratoire Institut Camille Jordan. The postdoc is funded by the European Research Council grant "Vortex". Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. Practical information: (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocInLyon2026.pdf) - The position is for two years, with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). - No teaching. - A lot of activity around probability in Lyon. - Great city :-) - The expected starting date is September 2026, but a different date may be arranged. Application and deadline: Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com) before *December 15th, 2025.* Applicants should also arrange for up to three letters of recommendation to be sent to the same address. They will be evaluated first on December 16th, 2025 and then on a rolling basis. *Contacts: * Christophe Garban (christophe.garban(a)gmail.com) Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl) -- ************************************************* 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 *************************************************

1 0

Postdoc LPSM/LMO Paris/Orsay
by Ester Mariucci 19 Nov '25

19 Nov '25

Buongiorno, Ricevo e inoltro con piacere. Cordiali saluti, Ester — Dear colleagues, We have a 2 years postdoc position within the grant ANR BACKUP ( https://sites.google.com/view/anrbackup/home) to be spent simultaneously at LPSM in Paris (working with me and local members) and at LMO in Orsay, working with Gilles Blanchard/Guillermo Durand/Elisabeth Gassiat and local members. If you know potential candidates, could you let them know about the offer? Thank you very much! More details about the position can be found here (deadline for application: December 12) https://sites.google.com/view/anrbackup/postdoc-new The expected starting date is mid 2026 (in principle no later than Oct 1st). Best regards, Ismael Castillo

1 0

Open PhD student or postdoc position at Ulm University
by Robert Stelzer 19 Nov '25

19 Nov '25

Dear Colleagues, We are currently looking for a talented young researcher interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/fa3612da60fec4ad58b13bd42bd21… (German version: https://stellenangebote.uni-ulm.de/jobposting/12e41799e376ad74b10eca0678069…) the announcement for an open position as a PhD student or Postdoc (academic employee) at the Institute of Mathematical Finance at Ulm University starting April 2026 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer *For the Institute of Mathematical Finance we are looking for an* Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of statistics, data science, financial mathematics and stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on three quarters of a position. Your profile: o a very good master degree (Postdoc: PhD) in mathematics or a comparable degree o interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences o willingness to work on one’s own scientific qualification o very good command of English and ability to teach in English o Commitment, ability to work in teams and interest in interdisciplinary cooperation o interest in didactics and high-quality teaching Your responsibilities: o Contribution to the teaching and supervision duties of the institute. The formal teaching load is is 3-4 hours per week per semester, depending on the scope of employment. o Participation in the research projects of the institute o own further scientific qualification (e.g. PhD or habilitation) We offer: o Flexible working hours o Further scientific qualification o Job ticket, Job bike and further benefits of the public service *> Scope: Fulltime 100% or part-time 75% > Temporary: 2-3 years, in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) > Remuneration: TV-L EG 13 > Start: 01.04.2026 or later * ** We seek to increase the proportion of women in research and teaching and particularly encourage qualified female scientists to apply for this position. Severely disabled applicants with equal aptitude will be given preferential consideration. Full-time positions are generally divisible. *The university and what we offer:<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/>* *https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/* *<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/> Seize the opportunity and join us in shaping the future of the University! * *> Referenz-no.:* 25153 *> Application deadline:* 14.12.2025 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 **We look forward to your application via our online application portal <https://stellenangebote.uni-ulm.de/en/jobposting/326878d802cbbe926c5d24f92e…> -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

1 0

Seminar Andreis at Tor Vergata, November 24
by Michele Salvi 19 Nov '25

19 Nov '25

Dear all, On Monday, November 24th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Luisa Andreis (Università degli studi di Torino) with the seminar "Large deviations for the covariance process in fully connected Gaussian neural networks” Abstract: In this talk, we study fully connected Gaussian deep neural networks, focusing on their covariance process. In particular, we establish a large deviation principle (LDP) for this process in a functional framework, viewing it as a trajectory in the space of continuous functions. As key applications of our main results, we derive posterior LDPs under Gaussian likelihoods in both the infinite-width and mean-field regimes. We will outline the main ideas of the proof, emphasizing that it relies on an LDP for the covariance process regarded as a Markov process taking values in the space of non-negative, symmetric, trace-class operators equipped with the trace norm. This talk is based on joint work with F. Bassetti and C. Hirsch. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Andreis | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/33954601582872?p=ecTbLKmPt6bfiSYZvx> The seminar is part of the Excellence Project MatMod@TOV.

1 0

Fwd: Jobs at Warwick
by Tiziano De Angelis 17 Nov '25

17 Nov '25

Dear All, I am forwarding an annoucement about 2 assistant professor positions in the areas of Statistical Methodology and Theory, Computational Statistics and Machine Learning. Best wishes Tiziano De Angelis ------------- Dear All, Can I draw your attention to these two new assistant professor positions? https://warwick-careers.tal.net/vx/appcentre-ext/brand-4/spa-1/candidate/so… Best wishes, Saul ********************************* S D Jacka, Professor of Statistics Director of the Centre for Research in Statistical Methodology (CRiSM) Room 3.02, Mathematical Sciences Building, University of Warwick, Coventry CV4 7AL Tel: +44 24 7652 3371 *I do not work on Mondays or Fridays.*

1 0

Seminario Padova - Simone Baldassarri
by alekos.cecchin＠unipd.it 17 Nov '25

17 Nov '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (3 Ottobre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Simone Baldassarri (Gran Sasso Science Institute (GSSI)) <https://sites.google.com/view/simonebaldassarri> https://sites.google.com/view/simonebaldassarri Title: How opinions evolve on dense dynamic random graphs Date: October 3, 2025, at 14:30, 2AB40 Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. This talk is based on a joint work with P. Braunsteins, F. den Hollander and Michel Mandjes. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

2 3

REMINDER: [STAR Seminars] Tuesday Nov 18 - Ihsan Arharas
by Leonardo Tarquini 17 Nov '25

17 Nov '25

Dear all, This is a gentle reminder about this week's STAR seminar scheduled for tomorrow, November 18th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Møterom 1000 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/65363110080>. The speaker is Ihsan Arharas (Linnaeus University) with the talk: Title: American options under asymmetric information in the predictable setting Abstract: We study the valuation of American contingent claims with irregular payoff processes in a financial market where the buyer possesses additional information. The seller operates with respect to the public filtration, while the buyer acts under an initially enlarged filtration. In this setting, we investigate the value of the American contingent claim when the buyer exercises the option according to predictable stopping strategies, i.e. exercise rules that can be announced in advance. This formulation is particularly relevant in the absence of regularity, since enlargement may transform jump times that are totally inaccessible under the public filtration into predictable times under the enlarged one. Within this framework, the value of the American contingent claim is characterized through the solution of a reflected backward stochastic differential equation (RBSDE) in the predictable setting, and the difference between the two information structures provides a representation of the cost of the additional information. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

1 0

Seminario Maurice Duits Sapienza
by Gustavo Posta 17 Nov '25

17 Nov '25

Dear all, On Monday November 24, Maurice Duits (http://www.math.kth.se/~duits) will give a seminar at the Department of Mathematics "Guido Castelnuovo" (Sapienza Università di Roma). Please find the details below. GP ************************************************ Monday November 24 2025 16:15, Sala Consiglio del Dipartimento di Matematica "Guido Castelnuovo" Sapienza Università di Roma Speaker: Maurice Duits Title: The Gamma disordered Aztec diamond Abstract: The Aztec diamond, under the uniform measure on domino tilings, is one of the classic examples of an exactly solvable model in probability and statistical mechanics. Its rich geometric features—such as limit shapes and arctic boundaries—have long made it a cornerstone of integrable probability. More recently, variants of this model with doubly periodic weights have revealed that much of the underlying structure persists far beyond the uniform case and can be used to uncover new behaviors—such as regions with smooth disorder—that were previously out of reach. At the heart of these models lies a birational map that encodes their integrable character. In this talk, I will present a new disordered version of the Aztec diamond obtained by placing Gamma-distributed weights on its edges. Remarkably, these random weights preserve just enough structure to keep the model integrable, This allows us to provide rigorous confirmation of predictions from the physics literature—such as the absence of a phase transition in the free energy—and explain the emergence of n^2/3 fluctuations near the turning points. Remarkably, these turning points are related to certain integrable polymer models. The presentation is aimed at a broad mathematical audience and is based on on joint work with Roger van Peski. ************************************************ ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ----------------------------------------------------------------- -- *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>*

1 0

Enrico Priola Seminar Thursday 27th November 12h at Mathematics Department in Bologna
by Cristina Di Girolami 17 Nov '25

17 Nov '25

Dear all, Thursday 27th November 12h at Mathematics Department in Bologna, Professor Enrico PRIOLA will give the seminar with title: Regular stochastic flow and Dynamic Programming Principle for jump diffusions. It will be possible to follow in presence in Piazza di Porta San Donato, 5, Aula Arzelà (5th floor) and online at the following link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmVjNDQ2YzItNzg5ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee… ID riunione: 324 525 375 668 6 Passcode: Ha9rL3AR Best regards Cristina Di Girolami ------------------------------------------------------------- Cari tutti, giovedì 27 ore 12, il Professore Enrico PRIOLA (Università di Pavia) terrà il seguente seminario: Title: Regular stochastic flow and Dynamic Programming Principle for jump diffusions. In presenza al Dipartimento di Matematica di Bologna (Porta San Donato 5) in aula Arzelà (quinto piano) e da remoto https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmVjNDQ2YzItNzg5ZS00… ID riunione: 324 525 375 668 6 Passcode: Ha9rL3AR Cordiali saluti, Cristina Di Girolami

1 0

Special issue on "Ising Model at 100"
by Cristian GIARDINA' 17 Nov '25

17 Nov '25

Dear colleague, We are delighted to bring to your attention a special issue of the journal Mathematical Physics, Analysis and Geometry (MPAG) on the occasion of Ising Model’s centenary. [image: ISINGat100-2.jpg] The special issue can be accessed and freely downloaded at: https://link.springer.com/journal/11040/updates/27825832 Best wishes Siva Athreya, Cristian Giardinà (On Behalf of the Editorial Board)

1 0

Fwd: Conference announcement in Pisa-mailing list
by Theresa LANGE 17 Nov '25

17 Nov '25

Dear colleagues, Please find attached the announcement of an early career researchers' conference in Sweden in 2026. Kind regards Theresa Lange > Von: Marco Rehmeier <rehmeier(a)tu-berlin.de> > Betreff: Conference announcement > > Dear PhD students and Postdocs, > > We would hereby like to draw your attention to the 3rd edition of the > > Young Summer School on Stochastic Analysis > to be held 10.-13.06.2026 in Växjö, Sweden. > > The summer school is targeted at PhD-students and PostDocs working in stochastic analysis and related fields. We want to bring junior researchers together in a special environment in order to foster scientific exchange and networking. The school will include a lecture series by Prof. Michael Röckner (Bielefeld), a scientific soft skill course and a conference dinner. Participants are encouraged to give a talk or to present a poster. > > Participation is free, but registration is mandatory via the following link: https://forms.gle/2v6f2k4dj5myQnxk9 > > We would be delighted to see you next summer in beautiful Växjö! In case of any questions, feel free to contact us via ysssa2026(a)gmail.com <mailto:ysssa2026@gmail.com>. For more information, see https://sites.google.com/view/ysssa26/start > > Kind regards, > Ihsan Arharas, Wolfgang Bock, Sebastian Grube, Marco Rehmeier

1 0

Seminario on-line PRISMA lunedì 1 dicembre 2025 - Ilya Chevyrev & Hao Shen
by Sonia Mazzucchi 17 Nov '25

17 Nov '25

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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *lunedì 1 dicembre* 2025. I relatori saranno *Ilya Chevyrev* (Sissa - Trieste) e *Hao Shen* (University of Wisconsin-Madison) che parleranno di: *Stochastic quantisation of gauge theories* *.* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/84292750177 ID riunione: 842 9275 0177 Codice d’accesso: 549245 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) TITOLO: Stochastic quantisation of gauge theories RIASSUNTO: We will give an introduction to gauge theories, especially Yang-Mills theory, from a probabilistic perspective. Gauge theories arise in physics, where they are used to describe elementary particles, and correspondingly provide many rich problems in mathematics, including in probability and analysis. We will survey recent results on the interaction between quantum Yang-Mills theory and stochastic analysis, especially the field of singular stochastic PDEs. We will describe how the stochastic quantisation equations associated to the 2D and 3D Euclidean Yang-Mills theories can be solved in a geometrically faithful way and what these equations can teach us about the quantum field theory.

1 0

SPASS Seminar: Matteo Palmieri
by Francesco Grotto 16 Nov '25

16 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, *On minimizing curves in a Brownian potential* by Matteo Palmieri (Max Planck Inst. Lepzig), WED 19.11.2025 at 14:00 CET in Saletta Riunioni, Dipartimento di Matematica, UNIPI. Best, Francesco Grotto on behalf of the organizers https://sites.google.com/unipi.it/spass ---------------------------------------------------------------- /Abstract: We study a (1+1)-dimensional semi-discrete random variational problem that can be interpreted as the geometrically linearized version of the critical 2-dimensional random field Ising model (at zero temperature). We show that at every dyadic scale from the system size down to the lattice spacing the minimizer contains at most order-one Dirichlet energy per unit length, leading to a logarithmic scaling of the minimal energy. Using super-additivity in the scales, this allows us to establish a quenched homogenization result in the sense that he leading order of the minimal energy becomes deterministic as the ratio system size/lattice spacing diverges. This is joint work with Felix Otto and Christian Wagner./

1 0

Reminder: OWPS's seminar starting soon
by Federico Sau 13 Nov '25

13 Nov '25

Dear all, This is a reminder for today's seminar by Tomas Berggren (South Florida) and Béatrice de Tilière (Paris Dauphine), starting soon (at 15:00 Rome time). Titles are, respectively: Gaussian free field and discrete Gaussians in periodic dimer models and Fock's dimer model on the Aztec diamond. All info here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers

1 0

OWABI - Clara Grazian - November 27 - 11am UK time
by Massimiliano Tamborrino 13 Nov '25

13 Nov '25

Dear all, the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is quickly approaching! Our next speaker is Clara Grazian<https://www.sydney.edu.au/science/about/our-people/academic-staff/clara-gra…> (University of Sidney), who will talk about "Approximate Bayesian Computation with Statistical Distances for Model Selection" on Thursday the 27th November at 11am UK time, with an abstract reported below. Abstract: Model selection is a key task in statistics, playing a critical role across various scientific disciplines. While no model can fully capture the complexities of a real-world data-generating process, identifying the model that best approximates it can provide valuable insights. Bayesian statistics offers a flexible framework for model selection by updating prior beliefs as new data becomes available, allowing for ongoing refinement of candidate models. This is typically achieved by calculating posterior probabilities, which quantify the support for each model given the observed data. However, in cases where likelihood functions are intractable, exact computation of these posterior probabilities becomes infeasible. Approximate Bayesian computation (ABC) has emerged as a likelihood-free method and it is traditionally used with summary statistics to reduce data dimensionality, however this often results in information loss difficult to quantify, particularly in model selection contexts. Recent advancements propose the use of full data approaches based on statistical distances, offering a promising alternative that bypasses the need for handcrafted summary statistics and can yield posterior approximations that more closely reflect the true posterior under suitable conditions. Despite these developments, full data ABC approaches have not yet been widely applied to model selection problems. This paper seeks to address this gap by investigating the performance of ABC with statistical distances in model selection. Through simulation studies and an application to toad movement models, this work explores whether full data approaches can overcome the limitations of summary statistic-based ABC for model choice. Keywords: model choice, distance metrics, full data approaches Reference: C. Grazian, Approximate Bayesian Computation with Statistical Distances for Model Selection, preprint at ArXiv:2410.21603, 2025 The talk will be hosted on MS Teams Link: OWABI - Clara Grazian - Approximate Bayesian Computation with Statistical Distances for Model Selection | Meeting-Join | Microsoft Teams<https://teams.microsoft.com/meet/36518340835776?p=V9GRQQoSQKpFBofF2W> Meeting ID: 365 183 408 357 76 Passcode: 6Fg9nW7T Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Seminario Lucas D'Alimonte, Lunedì 17 Novembre, Sapienza Università di Roma
by Silvestri, Vittoria 13 Nov '25

13 Nov '25

Segnalo il seguente seminario, che si terrà Lunedì prossimo in Sapienza. *Lunedì 17 Novembre, ore 16:15,* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Lucas D'Alimonte (LPSM Sorbonne Université) *Title:* Ornstein—Zernike theory for the near-critical planar random cluster model *Abstract:* In this talk, we will discuss the classical Ornstein-Zernike theory for the random-cluster model (also known as FK percolation). In its modern form, it is a very robust theory, which most celebrated output is the computation of the asymptotically polynomial corrections to the pure exponential decay of the two-points correlation function of the random-cluster model in the subcritical regime. We will present an ongoing project that extends this theory to the near-critical regime of the two-dimensional random-cluster model, thus providing a precise understanding of the Ornstein-Zernike asymptotics when papproaches the critical parameter p_c. The output of this work is a formula encompassing both the critical behaviour of the system when looked at a scale negligible with respect to its correlation length, and its subcritical behaviour when looked at a scale way larger than its correlation length. Based on a joint work with Ioan Manolescu. ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

1 0

DeFi & Crypto Workshop at SNS
by Daniele Maria DI NOSSE 11 Nov '25

11 Nov '25

Dear all, we are pleased to announce the first edition of the *DeFi & Crypto Workshop* that will be held at Scuola Normale Superiore (Pisa, Italy) *from 26/01/2026 to 28/01/2026*. The workshop aims to bring together both the academia and the industry working on decentralized finance and crypto. We invite researchers to submit extended abstracts/full papers on topics including but not limited to: - Decentralized Finance protocols and smart contracts - Decentralized Exchanges and Automated Market Makers - Liquidity provision, slippage, and Maximal Extractable Value - Risk modeling and systemic risk in Decentralized Finance - Market microstructure of crypto exchanges (Centralized/Decentralized Exchanges) - Agent-based modeling, econophysics, complexity science, and network effects in crypto ecosystems - Token economics, governance, NFTs, and digital assets - Interaction between regulatory authorities, cryptocurrencies, and stablecoins *IMPORTANT DATES* *Paper/Extended Abstract Submission Deadline*: 2025-12-08 *Notification of Acceptance*: 2025-12-20 *Registration Deadline*: 2026-01-07 *Fee Payment Deadline*: 2026-01-16 All submissions will undergo peer review by the Scientific Committee, composed by Davide Barone Agostino Capponi Daniele Maria Di Nosse Marco Franceschello Federico Gatta Fabrizio Lillo Manuel Naviglio Gianluca Palmari Francesco Tarantelli *MORE INFORMATION* Website: DeFi & Crypto Workshop <https://sns-defi.github.io/> Email: sns-defi(a)gmail.com Best regards, DeFi & Crypto workshop organizers

1 0

Doctoral Colloquium in Risk Analytics (session 4): deadline is approaching
by Maria Elvira Mancino 10 Nov '25

10 Nov '25

*Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ The fourth session on *Networks and Risk Propagation *will be held on January, 18-31, 2026, by: *a) *Week 1: *Remco Hofstad*, Eindhoven U. of Technology, *Random Graphs and Complex Networks: Structure and Function* *b) *Week 2: *Alireza Tazbah-Salehi*, Northwestern University, *Production Networks* 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. *Where* 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 Istituto Canossiano San Trovaso (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 : 14th November 2025* 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*

1 0

EFI 11 Padova: call for papers (fwd)
by Tiziano Vargiolu 10 Nov '25

10 Nov '25

Dear all, on behalf of the organising committee, it is a pleasure to announce that the 11th Workshop Energy Finance Italia will take place in Padova on February 2 - 4, 2026. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 15, 2025, - Deadline for abstracts/papers submissions: Dec. 15, 2025, - Notification of abstract/paper acceptance: Dec. 22, 2025. - Early bird registration: Jan. 9, 2026 More information are be available in the website https://events.math.unipd.it/EFI11/ Looking forward to meet you in Padova! Best Regards 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 --------------------------------------------------------------------------

1 0

REMINDER: [STAR Seminars] Tuesday Nov 11 - Paul Ehling
by Leonardo Tarquini 10 Nov '25

10 Nov '25

Dear all, This is a gentle reminder about this week's STAR seminar scheduled for tomorrow, November 11th, from 13:00 to 14:00 (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/62796699609>. The speaker is Paul Ehling (BI Norwegian Business School) with the talk: Title: Asset pricing implications of default Abstract: Studying the asset pricing implications of default, we show that default along the equilibrium path reduces the amount of risk-sharing for two reasons. First, the potential of future default events for relatively poor agents increases their cost of borrowing today. Second, the option value of default in the future induces increased borrowing today, even for relatively rich agents. We establish that agents borrow from each other simultaneously in equilibrium and that they borrow more when idiosyncratic risk is high. Further, we show that this increases the probability of default along the equilibrium path which drives up the premium on risky assets. To solve our dynamic model example with multiple agents numerically, we rely on a machine learning framework to overcome the large state space and the non-linearities due to default. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

1 0

[STAR Seminars] Tuesday Nov 18 - Ihsan Arharas
by Leonardo Tarquini 10 Nov '25

10 Nov '25

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series Tuesday, November 18th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Møterom 1000 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/62796699609>. The speaker is Ihsan Arharas (Linnaeus University) with the talk: Title: American options under asymmetric information in the predictable setting Abstract: We study the valuation of American contingent claims with irregular payoff processes in a financial market where the buyer possesses additional information. The seller operates with respect to the public filtration, while the buyer acts under an initially enlarged filtration. In this setting, we investigate the value of the American contingent claim when the buyer exercises the option according to predictable stopping strategies, i.e. exercise rules that can be announced in advance. This formulation is particularly relevant in the absence of regularity, since enlargement may transform jump times that are totally inaccessible under the public filtration into predictable times under the enlarged one. Within this framework, the value of the American contingent claim is characterized through the solution of a reflected backward stochastic differential equation (RBSDE) in the predictable setting, and the difference between the two information structures provides a representation of the cost of the additional information. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

1 0

Reminder: An Autumn Day in Probability and Statistical Physics - Florence, 21 November 2025
by Gianmarco Bet 10 Nov '25

10 Nov '25

Dear colleagues, We would like to remind you that the sixteenth event in the series “Days in Probability and Statistical Physics” will soon take place: *AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS* Friday *21 November 2025* University of Florence, Department of Mathematics and Computer Science <https://maps.app.goo.gl/QaHbuTqAjYXEoYk88>, Viale Morgagni 67/a, Florence Speakers: *Béatrice de Tilière* (CEREMADE, University Paris-Dauphine PSL) will speak on: *The dimer model, an introduction.The dimer model on minimal graphs, the elliptic case and beyond.* *Alexandre Gaudillière* (CNRS, Aix-Marseille Université) will speak on: *Kirchhoff forests and applications.* Each speaker will give a 45’ introductory lecture tailored for non-experts, followed by a 45’ more advanced seminar talk. *Registration is free but mandatory* for organization purposes. Please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSdGV-RYlQEwg6YU4TFNS07vePPAkfiZ6yC…> (https://forms.gle/qaXCYoDKkk5qSGmz5) by November 16. Please feel free to share the announcement with those who may be interested, particularly young researchers. We look forward to seeing many of you. The organisers Luca Avena, Luisa Andreis, Gianmarco Bet and Elia Bisi *************** More information, including the abstracts, can be found at this link <https://sites.google.com/unifi.it/florence-probability-group/probability-da…>. The poster of the event can be viewed here <https://drive.google.com/file/d/1ZDAQUc7QJK4q_jL0c461X3MrertCctFW/view?usp=…> . PROGRAM 10:30-11:00 Welcome coffee 11:00-11:45 Introductory lecture: Béatrice de Tilière 11:45-12:15 Break 12:15-13:00 Seminar talk: Béatrice de Tilière 13:00-14:30 Lunch 14:30-15:15 Introductory lecture: Alexandre Gaudillière 15:15-15:45 Break 15:45-16:30 Seminar talk: Alexandre Gaudillière

1 0

De Finetti Risk Seminar
by Emanuela Rosazza Gianin 07 Nov '25

07 Nov '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on November 17, 2025: Kakeya sets in R^3 Prof. Hong Wang NYU Courant, IHES LOCATION: The seminars will be held on Room AS01, Bocconi University University, Via Roentgen 1, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** 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 ******************************************

1 1

Fractional Calculus, Probability and Non-Local Operators 2026 in Varese, Italy
by Enrico Scalas 07 Nov '25

07 Nov '25

Dear Colleagues, Registration for the workshop Fractional Calculus, Probability and Non-Local Operators 2026 is open at: https://www.rism.it/events/fractional-calculus-probability-and-nonlocal-ope… and will stay open until 30 November 2025 (or until maximum capacity is reached). We are now encouraging poster contributions as well as attendance only. If you plan to present a poster, please mention it in the Notes while registering. Unfortunately, we cannot accept further talks. Places will be filled using a first-come first-served discipline until the total number of available places is reached. A registration fee of around 160 euros (potentially subject to an inflation-related increase) will be needed to cover catering expenses; we understand that it can be paid at the site of the conference using a debit or credit card. If you have special needs (e.g. you are vegetarian, vegan, etc.) you can indicate it in the Note box while registering. However, please notice that, at this stage, we cannot guarantee that the catering company will be able to fulfill your wishes. Best regards Enrico Scalas (on behalf of the organisers)

1 0

Seminario di Milton Jara, Lunedì 10 Novembre, alla Sapienza
by Faggionato, Alessandra 07 Nov '25

07 Nov '25

Dear all, On Monday November 10, Milton Jara will give a seminar at the Department of Mathematics of Sapienza University. Below you can find the details. Thanks Saluti Alessandra ************************************************ *Monday, November 10 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Milton Jara (Impa, Rio de Janeiro) *Title*: Quantitative Hydrodynamics for a generalized contact model *Abstract: *We use the formalism of Quantitative Hydrodynamics to improve the quantitative hydrodynamic limit obtained in Chariker, De Masi, Lebowitz and Presutti (2023) for an interacting particle system inspired by integrate-and-fire neuron models. Our estimates are good enough to show that the typical fluctuations around the aforementioned hydrodynamic limit are Gaussian, and governed by an inhomogeneous stochastic linear equation. Joint work with Julian Amorim (IMPA) and Yangrui Xiang (Louisiana State University) -- ************************************************* 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 *************************************************

1 0

Conference SPDEs: Theory and Applications - Pavia- May 14–16, 2026
by Margherita Zanella 07 Nov '25

07 Nov '25

We are very pleased to announce the Conference SPDEs: Theory and Applications May 14–16, 2026 University of Pavia, Italy https://sites.google.com/view/spdesinpavia The purpose of the workshop is to present recent results in the field of Stochastic Partial Differential Equations (SPDEs), considering both theoretical aspects and applications. A special focus will be placed on the distinctive properties and phenomena that arise when a stochastic component is introduced into a deterministic model, as well as on the insights obtained by analyzing deterministic systems through stochastic methods. Invited Speakers Antonio Agresti (Sapienza University of Rome) Alexandra Blessing (University of Konstanz) Charles-Edouard Bréhier (Université de Pau et des Pays de l'Adour) Zdzislaw Brzezniak (University of York) Fernanda Cipriano (NOVA University of Lisbon) Petr Coupek (Charles University) Franco Flandoli (Scuola Normale Superiore, Pisa) Lucio Galeati (University of L'Aquila) Erika Hausenblas (Montanuniversität Leoben) Christian Horacio Olivera (UNICAMP) Ludovic Goudenège (CNRS) Hannelore Lisei (Babeş-Bolyai University) Paul Razafimandimby (Dublin City University) Francesco Russo (ENSTA) Jonas Tölle (Aalto University) Registration Registration is free but mandatory through the web form at https://sites.google.com/view/spdesinpavia The deadline for registration is March 15, 2026. Poster Session A poster session will also take place, and submissions are warmly encouraged. If you are interested in presenting a poster, please provide the relevant information in the registration form available on https://sites.google.com/view/spdesinpavia. The deadline for poster submissions is January 15, 2026. Sponsors This conference is organized thanks to the support of the project Dipartimento di Eccellenza - Department of Economics and Management of the University of Pavia and CAMRisk. We look forward to welcoming you to Pavia. For any questions, please contact us at spdespavia2026(a)gmail.com<mailto:spdespavia2026@gmail.com> The organisers: Hakima Bessaih, Benedetta Ferrario, Margherita Zanella

1 0

4th workshop “Mathematics for Artificial Intelligence and Machine Learning”,
by Ernesto De Vito 05 Nov '25

05 Nov '25

We are glad to announce the 4th workshop “Mathematics for Artificial Intelligence and Machine Learning”, which will take place on January 21-23, 2026, at the Mathematics Department of Sapienza University of Rome. The workshop focuses on the interaction between mathematics, artificial intelligence, and machine learning. The goal is to encourage mathematical research in these areas, promoting the dissemination of results and facilitating interaction with other disciplines. Priority will be given to contributions proposed by young researchers. Participation and the presentation of contributions are also open to non-members of the UMI. To facilitate the participation of young researchers, no registration fees are required. To register, please visit the workshop website (https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop) Participation is free, but registration is required. The workshop will include plenary lectures, keynote speaker lectures, contributed talks, and a poster session. The plenary lectures will be given by: • Paola Antonietti (Politecnico di Milano) • Massimo Fornasier (Technische Universität München) • Domenico Marinucci (University of Rome Tor Vergata) The keynote speakers will be: • Annalisa Barla (University of Genoa) • Vincenzo Bonifaci (Roma Tre University) • Pierpaolo Vivo (King's College, London) The deadline for submitting abstracts for contributed talks and the poster session is December 8, 2025. Logistics details and further information are available on the web page ( (https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop) The event will conclude the thematic period on Data Science within the Eccellenza Scientific Program of the Mathematics Department at Sapienza University of Rome. Further information about the program can be found on this page (https://sites.google.com/uniroma1.it/excellence-department/home) The Scientific Committee Adriano Barra Alessandra De Rossi Ernesto De Vito Stefano Gualandi Giampaolo Leonardi Marco Maggesi Benedetta Morini Sandra Pieraccini Paolo Zunino The Organizing Committee Elena Agliari Adriano Barra Alberto Fachechi Giuseppe Visconti

1 0

Call Women MFW2026 - Rome Sapienza
by Claudia Ceci 05 Nov '25

05 Nov '25

Dear Colleagues, following our previous announcement, we are pleased to inform you that the *website of the Women in Mathematical Finance Workshop 2026 (WMFW2026)* is now online, and the *Call for Contributions* is open. We would like to recall that the *first edition of WMFW2026* will take place at *Sapienza University of Rome*, hosted by the *Department of Methods and Models for Territory, Economics and Finance (MEMOTEF)*, on *12–13 February 2026*. The workshop aims to *highlight the scientific contributions of female researchers* in mathematical finance and related fields. The program will feature *seven invited lectures* by leading scholars, along with *research presentations by early-career researchers*. Several thematic sessions will address a broad range of topics, including: - Mathematical modeling of financial markets - Optimal control in finance and insurance - Stochastic analysis - Data science and quantitative finance *Invited Speakers* - Giorgia Callegaro (*University of Padova)* - Christa Cuchiero (*University of Vienna)* - Giulia Di Nunno (*University of Oslo)* - Elisa Luciano (*University of Torino)* - Yuliya Mishura (*University of Kyiv)* - Agnès Sulem (*Inria Paris)* - Sara Svaluto-Ferro (*University of Verona)* *Important Dates* *(for early-career female researchers)* - *Abstract/Paper submission deadline:* 15 December 2025 - *Notification of acceptance:* 9 January 2026 The event is *open to all scholars. *Please note that participation in the workshop is *free of charge*, but *registration is mandatory*. All participants must register by *15 January 2026.* There will also be the possibility to *attend the workshop remotely*; a connection link will be provided closer to the event. All relevant information is available on the *workshop website <https://memotef.web.uniroma1.it/it/women-mathematical-finance-workshop-febr…>* . We look forward to welcoming you to Rome! Best regards, *On behalf of the Organizing Committee, * *Claudia Ceci* -- *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>*

1 0

Call for Papers – SI on “Transition Risks and Climate Challenges: Interdisciplinary Perspectives” (Decisions in Economics and Finance)
by Daniele Marazzina 05 Nov '25

05 Nov '25

Dear colleagues We are pleased to announce the Call for Papers for the Special Issue “Transition Risks and Climate Challenges: Interdisciplinary Perspectives”<https://link.springer.com/journal/10203/updates/27823746> https://link.springer.com/journal/10203/updates/27823746 in Decisions in Economics and Finance (Springer). This special issue aims to foster dialogue among economists, mathematicians, statisticians, financial analysts, and environmental scientists, promoting quantitative and decision-theoretic approaches to understanding and managing transition and physical risks in the context of climate change. ________________________________ Topics of interest include, but are not limited to: 1) Modeling Climate-Transition Risks * Quantitative and stochastic models for transition risk assessment * Modelling the transmission of transition and climate risks in economics and financial systems * Climate risk hedging and (re-)insurance solutions 2) Sustainable Finance and Risk Management * Portfolio optimization under climate constraints * Green bonds, ESG investments, and risk–return trade-offs 3) Integrated Assessment and Climate–Economy Modeling * Coupling economic, financial, and environmental systems * Decision-making under uncertainty in climate–economic models * Economic and financial impacts of carbon pricing and policy uncertainty 4) Data Science and Machine Learning for Climate Risk * Predictive models for climate-related financial exposures * AI and big data in environmental policy evaluation 5) Energy Transition and Market Design * Pricing mechanisms for renewable energy and carbon markets * Financial stability implications of the energy transition 6) Behavioral and Policy Dimensions of Climate Challenges * Behavioral responses to climate policies and disclosure requirements * Quantitative approaches to climate-related policy design and evaluation 7) Ethical and Regulatory Aspects * Quantitative frameworks for sustainable decision-making * Regulation, accountability, and the role of data transparency in the climate transition 8) Modeling Supply Chain Disruptions in Climate and Transition Risk * Stochastic network models for interdependent production and logistics systems. * Propagation of shocks through global value chains * Measuring exposure and resilience of firms and sectors to supply disruptions. * Design of climate–resilient supply networks and insurance solutions. Important date: Submission deadline is July 31, 2026 We warmly encourage researchers and practitioners working on quantitative, interdisciplinary approaches to climate and transition risks to submit their contributions. For further information, please visit the official announcement on Springer’s website: https://link.springer.com/journal/10203/updates/27823746<https://link.springer.com/journal/10203/updates/27823746?utm_source=chatgpt…> We look forward to receiving your submissions! Best regards, Daniele Marazzina (on behalf of all the guest editors) * Andrea Flori, Politecnico di Milano, Italy * Gianluca Fusai, Università del Piemonte Orientale, Italy * Anna Maria Gambaro, Università del Piemonte Orientale, Italy * Daniele Marazzina, Politecnico di Milano, Italy * Luca Regis, Università di Torino, Italy * Luca Trapin, Università di Bologna, Italy

1 0

Visiting professor at IMT
by Irene Crimaldi 05 Nov '25

05 Nov '25

Profile: The IMT School for Advanced Studies Lucca is now recruiting 5 Visiting Professors for advanced research in Economics, Management and Statistics. Prospective candidates will have an established track record and international visibility. Activity: The selected Visiting Professors will share their frontier research agenda and undertake collaborative projects with faculty and PhD students. They will contribute to the IMT community's research endeavors and international projection. The contract duration is four months, and we will ask the Visiting Professor to visit IMT in presence at least one month in the period November 2025 - October 2026 Scientific area: Economia, Management e Statistica Duration: 4 months (for each position) Gross amount: 4.700,00 € (for each position) Formal requirements: - Phd in fields related to the profile (compulsory before the date of appointment); - established track record of publications; - an excellent knowledge of both written and spoken English is required. Project: The contracts referred to in this call for applications may be financed with funds from the Educating Future Citizens (EFC) project, CUP D67G24000600007, where the conditions of applicability are met. *Application deadline: *13 November 2025 Application and further details: https://www.imtlucca.it/jobopportunity/economics-management-and-statistics

1 0

Fwd: Seminario Volterra: 12/11@Castelnuovo 4.15pm
by Faggionato, Alessandra 05 Nov '25

05 Nov '25

Buongiorno, vi giro l'annuncio del seminario di Elena Agliari alla Sapienza. Saluti Alessandra ---------- Forwarded message --------- From: ROBERTA BIANCHINI <roberta.bianchini(a)cnr.it> Date: Wed, 5 Nov 2025 at 08:32 Subject: Seminario Volterra: 12/11@Castelnuovo 4.15pm To: Cc: Sergio Simonella <sergio.simonella(a)uniroma1.it>, Livia Corsi < livia.corsi(a)uniroma3.it>, Alfonso Sorrentino <sorrentino(a)mat.uniroma2.it>, Elena Agliari <agliari(a)mat.uniroma1.it> Cari colleghi, siamo lieti di annunciare il secondo incontro del ciclo dei 'seminari Volterra'. Il prossimo seminario Volterra si terrà il giorno *12 novembre alle 16.15* nell'*Aula di Consiglio del Dipartimento di Matematica Guido Castelnuovo (primo piano), Sapienza * e la relatrice sarà *Elena Agliari* (Sapienza), titolo e abstract di seguito. Link alla pagina del prossimo seminario: https://www.iac.cnr.it/18deg-seminario-volterra-12-novembre-2025-415pm-cast… Link alla pagina web con tutte le informazioni: https://www.iac.cnr.it/seminari-vito-volterra Incontri successivi: - 10 dicembre 2025, 4.15pm @IAC-CNR : Paolo Antonelli <https://sites.google.com/gssi.it/paoloantonelli/home>, GSSI L'Aquila - ‎14 gennaio 2026, 4.15pm @Tor Vergata: Giulio Tiozzo <https://www.math.utoronto.ca/tiozzo/>, Sapienza - *25 febbraio 2026, 4.15pm @**Accademia delle Scienze detta dei XL <https://www.accademiaxl.it/>* (*special session!!!*): Diego Cordoba <https://www.icmat.es/people/dcordoba/>, ICMAT Madrid, Spain - 18 marzo 2026, 4.15pm @Roma3: Beatrice Langella <https://www.math.sissa.it/users/beatrice-langella>, SISSA Trieste ***** Titolo e abstract del prossimo seminario (che trovate anche sulla pagina web): 12 novembre 2025, 4.15pm: Elena Agliari <https://elenaagliari.weebly.com/>, Università di Roma Sapienza aula di consiglio, dipartimento di matematica Guido Castelnuovo (Sapienza) *The Hopfield model and the quest for lost memories* *The Hopfield network is a paradigmatic model for both biological neural networks (where it mimics associative memory) and artificial neural networks (where it is used for retrieval tasks). Since its introduction in the 1980s, it has been extensively studied by mathematicians and physicists alike, and its profound impact was recognized with the 2024 Nobel Prize in Physics awarded to John J. Hopfield. In the first part of this talk, I will review its key properties from a mathematical standpoint, focusing on foundational aspects such as the proof of the existence of the thermodynamic limit for the model’s free energy. In the second part, I will explore several extensions and variations of the *model that address contemporary challenges, including AI sustainability and the issue of model collapse. A presto! Roberta, per tutti gli organizzatori (Roberta, Sergio, Livia, Alfonso) [image: iac] <https://www.iac.cnr.it/> [image: facebook] <https://www.facebook.com/ist.applicazionidelcalcolo/> [image: x] <https://www.facebook.com/ist.applicazionidelcalcolo/> [image: insta] <https://www.instagram.com/cnr.iac/> [image: youtube] <https://www.youtube.com/CNRIAC> [image: linkedin] <https://www.linkedin.com/company/cnr-istituto-per-le-applicazioni-del-calco…> *Roberta Bianchini* CNR-IAC, 00185 Rome roberta.bianchini(a)cnr.it *webpage <https://www.iac.rm.cnr.it/personale/roberta-bianchini> * *www.cnr.it <http://www.cnr.it/>* Devolvi il 5×1000 al CNR CF 80054330586. -- ************************************************* 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 *************************************************

1 0

Postdoc position at Bath
by Christoforos Panagiotis 04 Nov '25

04 Nov '25

Dear all, I would like to advertise a postdoctoral position in probability to join the research group of Dr Christoforos Panagiotis at the University of Bath. The official job advertisement can be found here: Research Associate in Probability<https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=AP13143>. The position is for up to two years, and the application deadline is 15 December. Applications from promising early-career researchers with an interest in probability or statistical mechanics are warmly encouraged. Potential candidates are welcome to contact Dr Christoforos Panagiotis by email at cp2324(a)bath.ac.uk with any questions. Best wishes, Christoforos Dr Christoforos Panagiotis Lecturer at University of Bath Member of Prob-L@b email: cp2324(a)bath.ac.uk<mailto:cp2324@bath.ac.uk> Office: 4 West 2.16

1 0

Avviso di seminario - Prof. Kei Kobayashi
by luigia.caputo 04 Nov '25

04 Nov '25

Il giorno 10 novembre 2025, alle ore 15:00, in SP1L, del Dipartimento di Matematica e Applicazioni R. Caccioppoli, il Prof. Kei Kobayashi, Department of Mathematics, Fordham University, terrà il seguente seminario: "Eﬀect of random time changes on Loewner hulls" Abstract: Standard Brownian motion composed with a random time change given by an inverse subordinator has been used to model subdiﬀusions, where particles spread more slowly than the classical Brownian particles. The time-changed Brownian motion is neither Markovian nor Gaussian, and standard procedures known for normal diﬀusions do not generally work. This talk gives an overview of the framework of numerical approximation schemes for the time-changed Brownian motion and its associated stochastic diﬀerential equations, along with the rates of convergence. This is based on joint work with Sixian Jin and Ernest Jum. Sarà possibile seguire il seminario anche on line all'indirizzo: Seminario Prof. Kei Kobayashi | Partecipazione alla riunione | Microsoft Teams [1] Cari saluti, Luigia Caputo -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo Links: ------ [1] https://teams.microsoft.com/meet/3820570043887?p=SREudpw04NV0e4hOLU

1 0

[STAR Seminars] Tuesday Nov 11 - Paul Ehling
by Leonardo Tarquini 03 Nov '25

03 Nov '25

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series Tuesday, November 11th, from 13:00 to 14:00 (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/62796699609>. The speaker is Paul Ehling (BI Norwegian Business School) with the talk: Title: Asset pricing implications of default Abstract: Studying the asset pricing implications of default, we show that default along the equilibrium path reduces the amount of risk-sharing for two reasons. First, the potential of future default events for relatively poor agents increases their cost of borrowing today. Second, the option value of default in the future induces increased borrowing today, even for relatively rich agents. We establish that agents borrow from each other simultaneously in equilibrium and that they borrow more when idiosyncratic risk is high. Further, we show that this increases the probability of default along the equilibrium path which drives up the premium on risky assets. To solve our dynamic model example with multiple agents numerically, we rely on a machine learning framework to overcome the large state space and the non-linearities due to default. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

1 0

4-year PhD position in probability, University of Innsbruck, Austria
by Ecaterina Sava-Huss 03 Nov '25

03 Nov '25

Dear colleagues, we would like to draw your attention to an open PhD position in probability theory for 4 years at the University of Innsbruck, Austria. See below for details. The research group of Professor Ecaterina Sava-Huss at the Department of Mathematics, University of Innsbruck, Austria, is looking for a 4-year PhD researcher in probability, with focus on random walks on graphs and groups, branching random walks, abelian sandpiles, and aggregation models. *Job description:* * The successful candidate will collaborate with the members of the research group of Ecaterina Sava-Huss. The group description can be found here: https://www.uibk.ac.at/mathematik/personal/sava-huss/research-group.html * Specific topics include random walks on infinite graphs and groups, branching random walks, quantum random walks, sandpile models. *Profile: * * Completed subject-related Master's degree program * Excellent qualifications in stochastics/probability theory (e.g. Master thesis or publications) * Please enclose to your application relevant courses, research seminars in the area of stochastics * Please give the names of two contact persons that can write a recommendation letter on your behalf. *Application: *We look forward to receiving your online application (link below) by November 14, 2025. The applications should be submitted online here:*https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=15283* *Starting date: *anytime after 15.02.2026 Further information about the stochastics research group at the University of Innsbruck can be found on https://www.uibk.ac.at/mathematik/stochastik/ Details on the research of the PI Ecaterina Sava-Huss can be found here: https://www.uibk.ac.at/mathematik/personal/sava-huss/publications.html Should applicants have queries on the research topics and/or the application process, they are welcome to contactProf. Ecaterina Sava-Huss at Ecaterina.Sava-Huss(a)uibk.ac.at -- ------------------------------------------------------------- *Univ.-Prof. Dr. Ecaterina Sava-Huss* *Universität Innsbruck*, Department of Mathematics Technikerstraße 13, Room no. 722b, 6020 Innsbruck, Austria phone * +43 512 507-53871* web *uibk.ac.at/mathematik/personal/sava-huss <https://www.uibk.ac.at/mathematik/personal/sava-huss/> * -- -------------------------------------------------------------

1 0

DEF Special Issue on Risk Measures and Insurance Premiums
by Emanuela Rosazza Gianin 03 Nov '25

03 Nov '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 ******************************************

1 0

JOB ALERT: Two-year Postdoctoral Research Position within an ERC Project
by Livia Mian 03 Nov '25

03 Nov '25

Gentilissimi/e, Il Dipartimento di Scienze Statistiche dell’Università di Padova ha indetto una procedura selettiva per il conferimento di un contratto di ricerca di durata biennale nell’ambito del progetto "*SPECOLA – Spatial Transcriptomics through the Lens of Statistical Modeling and AI*", finanziato dallo European Research Council (ERC). La persona selezionata lavorerà sotto la supervisione del Prof. Davide Risso e si occuperà dello sviluppo di modelli statistici per l’analisi spaziale dei trascritti e delle cellule per: - Studiare l’organizzazione spaziale dei trascritti intra e tra cellule, permettendo l’identificazione di trascritti co-localizzati e di trascritti localizzati in specifici compartimenti cellulari; - Studiare l’organizzazione spaziale delle cellule, permettendo l’identificazione di strutture di vicinato cellulare e domini spaziali nei tessuti. Per requisiti, modalità di selezione e invio della candidatura consultare la pagina: https://www.stat.unipd.it/selezione-DIPSTAT2025CR03 *Scadenza: 28 Novembre 2025* ore 13:00 *** Dear all, The Department of Statistical Sciences at the University of Padua has opened a 2 year postdoc position in the frame of the project *"SPECOLA – Spatial Transcriptomics through the Lens of Statistical Modeling and AI"*, funded by the European Research Council (ERC). The selected candidate will work under the supervision of Prof. Davide Risso and will lead the efforts related to the development of statistical models for the spatial analysis of transcripts and cells. In particular, the candidate will: - study the spatial organization of transcripts within and across cells, allowing the identification of co-localized transcripts and transcripts preferentially located in certain cell compartments; - study the spatial organization of cells, allowing the identification of cellular neighborhoods and spatial domains. For full details on requirements and the selection procedure please check: https://www.stat.unipd.it/selezione-DIPSTAT2025CR03 *Deadline: 28 November 2025, *1:00 pm CET Best regards, -- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Tel. +39 049 827 4118

1 0

scholarships for master program in Paris
by CRISTINA TONINELLI 03 Nov '25

03 Nov '25

—— Dear colleagues, Paris Graduate School for Mathematical Sciences (PGSM), the master scholarships program of the Fondation Sciences Mathématiques de Paris, is opening it international call for applications from Monday November 3rd 2025 to Tuesday February 3rd 2026 (deadline at 11:59 p.m., Paris time). The call is open to L3 or M1 students from universities outside of France. Offer description: https://sciencesmaths-paris.fr/en/pgsm-master Application form: https://applications.sciencesmaths-paris.fr/en/call-for-pgsm-master-893.htm Feel free to circulate this message to your contacts. --- Bien cordialement, [cid:2ca5f34c-f952-41af-b074-b585c28ea03b]

1 0

Seminario on-line PRISMA lunedì 3 novembre 2025 - L. Benigni & G. Cipolloni
by Sonia Mazzucchi 03 Nov '25

03 Nov '25

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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per oggi *lunedì 3 novembre* 2025. I relatori saranno *Lucas Benigni *(Università di Montreal) e *Giorgio Cipolloni* (Università di Roma 2 Tor Vergata) che parleranno di: *The mystery of universality in Random Matrix Theory*. con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/88089787189 ID riunione: 880 8978 7189 Codice d’accesso: 144017 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Lucas Benigni (Università di Montreal) e Giorgio Cipolloni (Università di Roma 2 Tor Vergata) TITOLO: The mystery of universality in Random Matrix Theory. RIASSUNTO: Over the past fifteen years, our understanding of universality in random matrix theory has undergone a remarkable transformation. For many models of large random matrices, it is now known that both eigenvalue statistics and eigenvector structures exhibit universal behavior that depends only on the symmetry class and not on the fine details of the matrix entries. This universality lies at the heart of deep conjectures in mathematical physics—connecting topics as diverse as quantum chaos, number theory, and high-dimensional statistics—and has become one of the major success stories of modern probability theory. In this two-part colloquium, we will survey these advances with a focus on Wigner matrices, Hermitian or symmetric random matrices with i.i.d. entries up to the symmetry constraint. The first part will discuss universality of eigenvalues, from local spectral laws to modern proofs of universality of local statistics. The second part will turn to eigenvectors, highlighting recent progress on delocalization, quantum ergodicity, and eigenvector statistics.

1 0

New COST Action on Stochastic Differential Equations
by Alessandro Ramponi 31 Oct '25

31 Oct '25

Dear Colleagues, We are pleased to announce the launch of a new COST Action devoted to advancing research and collaboration in the broad field of Stochastic Differential Equations (SDEs) and their applications across probability, statistics, and related disciplines. This Action brings together researchers from across Europe and beyond who are working on the mathematical, computational, and applied aspects of stochastic dynamics. It aims to create an interdisciplinary network connecting experts in probability theory, mathematical statistics, stochastic analysis, and applied modeling. The Action supports scientific networking by organising workshops, training schools, seminars, and supporting short-term scientific missions by its members to other countries. Our scientific work is organized around five Working Groups: 1. WG1: Theory of SDEs 2. WG2: Numerical and Computational Methods 3. WG3: Inference and Statistics for SDEs 4. WG4: Applications and Modeling 5. WG5: Education, Dissemination, and Networking We invite researchers and students interested in any of these areas to participate in the Action’s activities — workshops, training schools, and collaborative projects. Participation is open to scientists from all COST member countries. For further information and to join a Working Group, please visit https://www.cost.eu/actions/CA24104/ Best regards, Alessandro Ramponi (COST Action Management Committee)

1 0

Seminars in Statistics at Collegio Carlo Alberto - Fadoua BALABDAOUI (ETH ZURICH)
by Matteo Giordano 31 Oct '25

31 Oct '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 07/11/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Fadoua BALABDAOUI (ETH ZURICH) Title: Unmatched linear regression: Asymptotic results under identifiability Abstract: Consider the regression problem where the response $Y\in \mathbb R$ and the covariate $X\in \mathbb R^d $ for $d\geq 1$ are unmatched. Under this scenario we do not have access to pairs of observations from the distribution of $(X, Y)$, but instead we have separate data sets $\{Y_i\}_{i=1}^n$ and $\{X_j\}_{j=1}^m$, possibly collected from different sources. We study this problem assuming that the regression function is linear and the noise distribution is known or can be estimated. We introduce an estimator of the regression vector based on deconvolution (the DLSE) and demonstrate its consistency and asymptotic normality under an identifiability assumption. Under non-identifiability of the regression vector but identifiability of the distribution of the predictor, we construct an estimator of the latter based on the DLSE and show that it converges to the true distribution of the predictor at the parametric rate in the Wasserstein distance of order 1. We illustrate the theory with several simulation results. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 05/11/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

1 0

Maria Kalli and Jim Griffin Seminars at Ca' Foscari University of Venice - 3 November 2025
by Roberto CASARIN 31 Oct '25

31 Oct '25

Dear Colleagues, I'm pleased to invite you to the Department Seminars, which will be held on Monday, November 3 at 11:00 in Meeting Room 1 with the following schedule: - 11:00-12:00: *Maria Kalli *(*King's College London*), Network Modeling of Asynchronous Change-Points in Multivariate Time Series - 12.15- 13.15: *Jim Griffin* (*University College London*), Some approaches to modelling high-dimensional multivariate time series All the interested researchers are warmly invited to attend in person or online! Best regards Roberto Casarin (and on behalf of the Organizing Committee) More information and Zoom link are available here: https://www.unive.it/data/agenda/1/104528 https://unive.zoom.us/j/81247640154?pwd=rPM81OcUZRb5VIW4NSHwOPLurD01le.1 *Title*: Network Modeling of Asynchronous Change-Points in Multivariate Time Series *Abstract *: We introduce a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (leading) series followed, after a short delay, by change-points in some other (lagging) series. Such dynamic dependence structure is common in fields such as seismology and neurology where a latent event such as an earthquake or seizure causes certain sensors to register change-points before others. We model these lead-lag dependencies via a latent directed graph and provide a hierarchical prior for learning the graph’s structure and parameters. Posterior inference is made tractable by modifying particle MCMC methods designed for univariate change-point problems. We apply our method to both simulated and real datasets from the fields of seismology and neurology. In the simulated data, we find that our method outperforms competing methods in settings where the change-point locations are dependent across series. In the real data applications we show that our model can also uncover an interpretable network structure. *Title*: Some approaches to modelling high-dimensional multivariate time series *Abstract*: There has been an increasing interest in modelling high-dimensional multivariate economic time series. Many models build on the work-horse Vector AutoRegression (VAR) and its time-varying extension to TVP-VAR. These models can provide better forecasts and structural analysis than low-dimensional models (particularly during crisis periods) but the large number of parameters can be challenging both inferentially and computationally. In this talk, I will review two recent approaches. The first is the Tensor VAR (TVAR) model which uses a tensor structure to achieve dimension reduction in the coefficient matrices of the VAR. I will discuss Bayesian inference in these models and an extension to a time-varying parameter model. The second approach considers the time-varying Factor Augmented VAR (FA-VAR) and uses an autoencoder to extract low-dimensional non-linear factors from high-dimensional data. I will discuss how a shrinkage prior using groupings of the variables can lead to identifiable factors and better predictive performance. -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

1 0

OWPS today
by Federico Sau 30 Oct '25

30 Oct '25

Dear all, This is a reminder for today's seminar by Barbara Dembin (Strasbourg) and Ron Peled (Maryland) on Minimal surfaces in random environment, at 14:00 Rome time (please, note the exceptional time). All info's here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

1 0

Several Assistant/Associate/Full Professor positions at Imperial
by Passeggeri, Riccardo 29 Oct '25

29 Oct '25

Salve a tutti, Vorrei segnalarvi che il Dipartimento di Matematica dell’Imperial College London ha aperto diverse posizioni a tutti i livelli: Assistant, Associate e Full Professor. Da notare che la posizione di Assistant Professor è permanente (è una tenured position). Le posizioni riguardano tutte e quattro le sezioni del Dipartimento: Statistics, Mathematical Finance, Pure Mathematics e Applied Mathematics & Mathematical Physics. Inoltre, sono disponibili diverse posizioni (several positions), poiché il College intende espandere significativamente il Dipartimento nei prossimi anni. Potete trovare tutte le informazioni al seguente link: https://www.imperial.ac.uk/jobs/search-jobs/description/index.php?jobId=259… Cordiali saluti, Riccardo

1 0

Seminario Kais Ammari - Politecnico di Milano - 3 Novembre 2025
by Luca Scarpa 29 Oct '25

29 Oct '25

Si segnala il seguente seminario a tutti gli interessati. Lunedì 3 Novembre 2025, ore 14:30. Aula Seminari VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Kais Ammari, University of Monastir. Title: Degenerate Damping in Interacting Elastic Systems. Abstract: We study the regularity and stability of coupled elastic systems subject to distinct damping mechanisms: one acting through the average velocity and another via a fractional power of the elastic operator. The damping matrix is degenerate, meaning that dissipation does not affect all components equally. Using a frequency-domain approach based on resolvent estimates, we describe how this degeneracy influences the semigroup regularity and the decay of solutions. The obtained results are shown to be optimal and relevant for applications in structural mechanics and vibration control. Link Zoom: https://polimi-it.zoom.us/j/94510717258 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2645&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

1 1

Nov 6 - Stats seminars Kopp @ Sapienza MEMOTEF
by Francesca Panero 29 Oct '25

29 Oct '25

Carissimi tutti, On Thursday 6th of November at the MEMOTEF Department, Sapienza University, we will have the pleasure to listen to the seminar of Emma Kopp<https://emmakopp1.github.io>, PhD student from CERMADE Paris-Dauphine University, with title Recent work on phylogenetics applied to historical linguistic and cultural evolution. The seminar will take place 9-10am in Aula Cristina Di Fresco (4th floor of the Economics building, administration corridor, Via del Castro Laurenziano 9 Roma). You can find the abstract below. Best wishes, Francesca Recent work on phylogenetics applied to historical linguistic and cultural evolution Linguistic phylogenies reconstruct the evolutionary relationships between languages based on cognate data (presence/absence of shared linguistic traits). We use theoretical bounds derived from Mossel's work to determine the temporal limit to which phylogenetic methods can reliably reconstruct linguistic tree topology or ancestral states. The study combines simulation of synthetic data on trees to assess reconstruction accuracy as a function of tree age and number of cognates, and ancestral state reconstruction on real lexical data from Sino-Tibetan and Bantu language families. The study methodologically demonstrates that for languages evolving at rates typically observed in the literature, it is impossible to reconstruct the topology of a tree whose root age exceeds 12,000 years. Beyond this threshold, the inferred topology will be no more reliable than a random estimate. Analysis shows that increasing the number of traits improves reconstruction for ancient trees, but gains remain limited. Ancestral state reconstruction results show that certain semantic categories (body parts, numerical concepts and natural elements) can be reconstructed at remarkable temporal depths. This convergence in the retention of essential concepts suggests the existence of universal constraints in lexical evolution. These results establish for the first time a theoretical quantitative bound on phylolinguistic methods, demonstrating that reconstruction of deep topologies of ancient linguistic families based on cognate lexical data constitutes a doomed enterprise. ------------------------------------------- Dr Francesca Panero (she/her) Assistant Professor in Statistics (RTT), Department of Methods and Models for Economics, Territory and Finance Sapienza University, Rome Visiting Fellow, Department of Statistics London School of Economics and Political Science Visiting Lecturer, Faculty of Informatics Università della Svizzera Italiana Website: https://francescapanero.github.io

1 0

Seminars of Tiozzo, Klippel, Jara and D'Alimonte at La Sapienza
by Faggionato, Alessandra 29 Oct '25

29 Oct '25

Dear all, In addition to the already announced seminar by Tiozzo today (*Harmonic functions on groups, random walks, and the identification of the Poisson boundary*), we will have three seminars in Probability at the Department of Mathematics of Sapienza University in the coming weeks. The speakers will be Andreas Klippel (TU Darmstadt), Milton Jara (IMPA, Rio de Janeiro), and Lucas D’Alimonte (LPSM – Sorbonne Université). Below you can find the titles and abstracts. Buona giornata Alessandra ************************************************** *Monday, November 3 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Andreas Klippel (TU Darmstadt) *Title*: Two Sides of One Coin: Approaches to the Random Loop Model *Abstract: *In the last decades, graphical representations have emerged as powerful tools to study models from statistical physics. One prominent example is the random loop model, whose two-point function encodes various spin correlations of quantum systems such as the Heisenberg ferromagnet, the antiferromagnet, and the quantum XY model. Since the model lacks monotonicity properties and correlation inequalities such as FKG, alternative techniques have been developed to analyze it. We will discuss two complementary approaches suitable for different regimes. The first concerns the absence of long loops, corresponding to the regime without a phase transition. This situation can be studied by comparing the model to a percolation process and showing that certain structural features effectively reduce the percolation parameter, leading to exponentially small loops. The second approach addresses the occurrence of a phase transition, which is typically established through the method of reflection positivity. The presentation will provide an introduction to the random loop model, outline these two analytical techniques, and present several results illustrating their application. ********************************************************************* *Monday, November 10 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Milton Jara (Impa, Rio de Janeiro) *Title*: Quantitative Hydrodynamics for a generalized contact model *Abstract: *We use the formalism of Quantitative Hydrodynamics to improve the quantitative hydrodynamic limit obtained in Chariker, De Masi, Lebowitz and Presutti (2023) for an interacting particle system inspired by integrate-and-fire neuron models. Our estimates are good enough to show that the typical fluctuations around the aforementioned hydrodynamic limit are Gaussian, and governed by an inhomogeneous stochastic linear equation. Joint work with Julian Amorim (IMPA) and Yangrui Xiang (Louisiana State University) *********************************************************************** *Monday, November 17 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Lucas D’Alimonte (LPSM - Sorbonne Université) *Title:* Ornstein—Zernike theory for the near-critical planar random cluster model *Abstract:* In this talk, we will discuss the classical Ornstein-Zernike theory for the random-cluster model (also known as FK percolation). In its modern form, it is a very robust theory, which most celebrated output is the computation of the asymptotically polynomial corrections to the pure exponential decay of the two-points correlation function of the random-cluster model in the subcritical regime. We will present an ongoing project that extends this theory to the near-critical regime of the two-dimensional random-cluster model, thus providing a precise understanding of the Ornstein-Zernike asymptotics when p approaches the critical parameter p_c. The output of this work is a formula encompassing both the critical behaviour of the system when looked at a scale negligible with respect to its correlation length, and its subcritical behaviour when looked at a scale way larger than its correlation length. Based on a joint work with Ioan Manolescu. -- ************************************************* 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 *************************************************

1 0

A spooky week in Tor Vergata
by Michele Salvi 28 Oct '25

28 Oct '25

Dear all, Next week RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host a spooky lineup of seminars at the Mathematics Department of Tor Vergata University. Here is the program (for the abstract, see below): 03.11 Giorgio Cipolloni (Tor Vergata) "Logarithmically correlated fields from large random matrices" 14h00 in Aula Dal Passo 05.11 Milton Jara (IMPA, Rio de Janeiro) "NESS for KPZ" 16h00 in Aula D'Antoni 07.11 Maurice Duits (KTH Royal Institute of Technology, Stockholm) "Integrable Structures Behind the Aztec Diamond" 14h00 in Aula D'Antoni We encourage in-person participation. Should you be unable to come, here is the link to the Teams streaming of all of the seminars: Spooky seminars | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/3740857632924?p=3G7X9MF2NwcSKIQczz> Best, Michele Abstracts Giorgio Cipolloni (Tor Vergata) "Logarithmically correlated fields from large random matrices” We study the Brownian evolution of large non-Hermitian matrices and show that their log-determinant converges to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, i.e. logarithmically correlated for the parabolic distance. This gives a dynamical extension of the celebrated result by Rider and Virag (2006) proving that the fluctuations of the eigenvalues of Gaussian non-Hermitian matrices converge to the Gaussian Free Field. Milton Jara (IMPA, Rio de Janeiro) "NESS for KPZ" We show that the fluctuations of the density of boundary driven, weakly asymmetric systems are described by energy solutions of the KPZ equation with corresponding boundary conditions. Conditioned on the uniqueness of these energy solutions, we show that the non-equilibrium stationary states (NESS) of these systems are described by the invariant measures of KPZ introduced by Barraquand, Bryc, Corwin, Knizel among others. Joint work with Juan Arroyave (IMPA). Maurice Duits (KTH Royal Institute of Technology, Stockholm) "Integrable Structures Behind the Aztec Diamond" The Aztec diamond, under the uniform measure on domino tilings, is one of the classic examples of an exactly solvable model in probability and statistical mechanics. Its rich geometric features—such as limit shapes and arctic boundaries—have long made it a cornerstone of integrable probability. More recently, variants of this model with doubly periodic weights have revealed that much of the underlying structure persists far beyond the uniform case and can be used to uncover new behaviors—such as regions with smooth disorder—that were previously out of reach. At the heart of these models lies a birational map that encodes their integrable character. In this talk, I will describe how this map unifies different regimes of the Aztec diamond—from uniform and periodic settings to models in random environments. I will also discuss how integrable features survive (sometimes unexpectedly) in the presence of disorder, and how they connect to other probabilistic models such as directed polymers. The presentation is aimed at a broad mathematical audience, and no prior background in tilings or integrable systems will be assumed.

1 0

Seminario di Kei Kobayashi
by Enrica Pirozzi 28 Oct '25

28 Oct '25

Carissimi di seguito trovate l'avviso del seminario: -- AVVISO DI SEMINARIO   Giovedì 30 ottobre, alle ore 12:30, in aula G del Dipartimento di Matematica e Fisica dell'Università della Campania Luigi Vamvitelli, in Viale Lincoln 5, Caserta, Kei Kobayashi Professor of Mathematics, Department of Mathematics, Fordham University, New York, USA, terrà un seminario dal titolo Parameter estimation for one-sided heavy-tailed distributions Abstract: Stable subordinators have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant periods. The lengths of the constant periods follow a one-sided stable distribution whose first moment does not exist. In this talk, we construct an estimator for the stability index, applying the method of moments to the number of observed constant periods in a fixed time interval. The resulting estimator is asymptotically unbiased and consistent, and it is well-suited for situations where multiple observations of the same subdiffusion process are available. We present supporting numerical examples and an application to market price data for a low-volume stock. This is joint work with Phillip Kerger. -- Questo è il link da remoto: Seminario di Kei Kobayashi | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/3305423649328?p=buYuVJgBIf5KihIoRS> Cari saluti Enrica Pirozzi

1 0

Seminario di Giulio Tiozzo alla Sapienza il 29 Ottobre
by Faggionato, Alessandra 27 Oct '25

27 Oct '25

Buongiorno, vi segnalo il seminario di Giulio Tiozzo organizzato dal gruppo di Algebra e Geometria per questo Mercoledi' (sotto i dettagli) Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *Mercoledì 29 ottobre 2025* Ore 14:00, Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma Seminario di Algebra e Geometria Giulio Tiozzo (Sapienza Università di Roma) *Harmonic functions on groups, random walks, and the identification of the Poisson boundary* The Poisson boundary is a measure-theoretic object attached to a group equipped with a probability measure, and is closely related to the notion of harmonic function on the group. In many cases, the group is also endowed with a topological boundary arising from its geometric structure, and a recurring research theme is to identify the Poisson boundary with the topological boundary. For instance, for lattices in hyperbolic space, it is natural to ask if the (visual, or Gromov-)boundary of the hyperbolic space is a model for the Poisson boundary. In this talk, we solve the identification problem for the Poisson boundary of a random walk with finite entropy on a hyperbolic group and on a discrete subgroup of a semisimple Lie group. The main technical novelty is that we do not require any moment assumption on the measure. Joint with K. Chawla, B. Forghani, and J. Frisch. -- ************************************************* 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 *************************************************

1 0

Reminder: OWABI talk - F-X Briol - October 30 - 11am UK time
by Massimiliano Tamborrino 27 Oct '25

27 Oct '25

Dear all, a kind reminder that the next One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is scheduled on Thursday the 30th October at 11 am UK time. The 1st OWABI talk of the Season will be given by François-Xavier Briol<https://fxbriol.github.io/> (University College London). who will talk about "Multilevel neural simulation-based inference<https://arxiv.org/abs/2506.06087>" , with an abstract reported below. Abstract: Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a likelihood can be significantly more challenging than constructing a simulator. However, the performance of neural SBI can suffer when simulators are computationally expensive, thereby limiting the number of simulations that can be performed. In this paper, we propose a novel approach to neural SBI which leverages multilevel Monte Carlo techniques for settings where several simulators of varying cost and fidelity are available. We demonstrate through both theoretical analysis and extensive experiments that our method can significantly enhance the accuracy of SBI methods given a fixed computational budget. Keywords: Multifidelity, neural SBI, multi-level Monte Carlo The talk will be streamed on MS Teams: Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 358 173 458 006 0 Passcode: Vp2975vC We are looking forward to seeing you all, best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

SPASS Seminar: Maike de Jongh - TUE 28.10 at 16:00
by Gianmarco Bet 24 Oct '25

24 Oct '25

Dear Colleagues, We would like to invite you to the following SPASS https://sites.google.com/unipi.it/spass seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Controlling the zero-temperature Ising model using Markov decision theory* by Maike de Jongh (Twente University) The seminar will take place in person on *TUE, 28.10.2025 at 16:00* in Room 207, Department of Mathematics and Computer Science "Ulisse Dini", University of Florence and streamed online here: https://meet.google.com/hmw-uhcm-knw On behalf of the organizers, Gianmarco Bet -------------------------------------------- *Abstract: * *The behavior of the Ising model under external control mechanisms is of interest in a wide variety of applications, including biological systems, social dynamics, and information processing. In this talk, we investigate control strategies for a zero-temperature two-dimensional Ising model on a finite square lattice evolving under Metropolis dynamics. Specifically, we consider a situation in which an external controller aims to drive the system from a configuration with a small droplet of +-spins towards the all-plus configuration by flipping spins at specific sites at predetermined moments in time. In order to analyze this control problem, we formulate it as a Markov decision process (MDP), a well-established framework for sequential decision-making problems under uncertainty. To find an optimal policy in this MDP, we construct a simplified model by means of a reduction of the configuration space to the local minima of the Hamiltonian. Leveraging the convenient form of this simplified model, we uncover the structure of the optimal policy by solving the Bellman equations in a recursive manner. Finally, we present simulation results illustrating the performance of this optimal policy in the original control problem at low temperatures. *

1 0

Avviso di Seminario - Prof. Lauri Viitasaari
by luigia.caputo 24 Oct '25

24 Oct '25

Il giorno 27 ottobre 2025, alle ore 15:00, in sala riunioni primo livello, del Dipartimento di Matematica e Applicazioni R. Caccioppoli, il Prof. Lauri Viitasaari, Professor in Statistics, Mathematics, and Data Science at Aalto University School of Business, terrà il seguente seminario: ''_Some statistical aspects related to SPDEs_'' Abstract: In this talk we discuss several aspects statistical aspects related to SPDEs. In particular, we provide quantitative central limit theorem results for spatial averages of solutions under rather general conditions on both the differential operator and on the noise term. On top of that, we consider non-parametric estimation of the unknown diffusion coefficient. We define an estimator that is shown to be consistent. We also provide the rate of convergence in the L^p norm. Sarà possibile seguire il seminario anche on line al seguente link: Seminario Prof. Lauri Viitasaari | Partecipazione alla riunione | Microsoft Teams [1] Cari saluti, Luigia Caputo -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo Links: ------ [1] https://teams.microsoft.com/meet/3688446992029?p=s7fupu4PVSS4EWdCpn

1 0

Seminario Anna Donadini - Politecnico di Milano - 28 Ottobre 2025
by Luca Scarpa 23 Oct '25

23 Oct '25

Si segnala il seguente seminario a tutti gli interessati. Martedì 28 Ottobre 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Anna Donadini, Università di Milano-Bicocca. Title: Directed polymer in space-correlated disorder. Abstract: Directed polymers in random environments describe a perturbation of the simple random walk by a random disorder (environment). The partition function of such models has been extensively studied in recent years, also due to its connection with the solution of the Stochastic Heat Equation. While classical results focus on space-time independent disorder, we investigate the case of a Gaussian environment with (critically) space-correlated disorder. We show that, similarly to the independent case, a phase transition occurs: when the disorder strength is below a critical threshold, the log-partition function satisfies a central limit theorem; above this threshold, it converges to zero in distribution. Remarkably, the appropriate scaling constant for the disorder, as well as the correct limiting variance, emerge from a non-trivial induction scheme that reflects the critical nature of the correlation. (Joint work with Clément Cosco and Francesca Cottini) Link Zoom: https://polimi-it.zoom.us/j/92962991099 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2642&sezione_di_ricerca=&stringa=&sub… ----- 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

1 0

Econometrics half-day workshop - Ca' Foscari University of Venice - 29 October 2025
by Roberto CASARIN 23 Oct '25

23 Oct '25

Dear Colleagues We are glad to announce the half-day workshop on "*Advances in Macroeconometrics*". The event will present ongoing research in econometric methods for time series analysis and their applications to macro-finance. The workshop will feature: Keynote Lectures: *Andrew Harvey*, University of Cambridge - A New Approach to Regime Switching *Fabio Canova*, BI Norwegian Business School - Low Frequency Movements and SVAR Analysis Presentations: *Dario Palumbo*, Ca' Foscari University of Venice - A Simple Parsimonious Framework for Extracting and Modelling the Term Structure of Interest Rates *Qing Wang*, Ca' Foscari University of Venice - Bayesian Tensor Regression with Stochastic Volatility *Antonio Peruzzi*, Ca' Foscari University of Venice - Multiple Equilibria and the Phillips Curve: Do Agents Always Under-react? *Wednesday, October 29 at 9.20-13.15 in Meeting Room 1,by the Department of Economics, San Giobbe Campus, Ca' Foscari University of Venice* It will also be possible to attend via Zoom: https://unive.zoom.us/j/81351424918?pwd=gWVcQbrSRtqrAAcYUR7SoEVx31hcaH.1 More information is available here: https://www.unive.it/data/agenda/1/104525 All interested participants are warmly invited to attend. Roberto Casarin (and on behalf of the Scientific Committee and the Organizing Committee) -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

1 0

Workshop announcement: "From discrete systems to SPDEs" on March 30-April 1, 2026 at TU Wien, Austria
by Prof. Fabio Toninelli 23 Oct '25

23 Oct '25

Dear colleagues, we would like to draw you attention to the upcoming workshop "From discrete systems to SPDEs", taking place March 30th - April 1st, 2026 at TU Wien in the beautiful city center of Vienna. The aim of the workshop is to bring together experts as well as young researchers in the field of Stochastic Partial Differential Equations and their discrete approximations, including interacting particle systems. Confirmed speakers include: * Lubomir Baňas (Bielefeld) * Charles-Edouard Bréhier (Pau) * Yvain Bruned (Nancy) * Giuseppe Cannizzaro (Warwick) * Clément Erignoux (Lyon) * Patricia Gonçalves (Lisbon) * Erika Hausenblas (Leoben) * Yueh-Sheng Hsu (Vienna) * Ruojun Huang (Pisa) * Vitalii Konarovskyi (Hamburg) * Helena Kremp (Berlin) * Cyril Labbé (Paris) * Quentin Moulard (Vienna) * Nicolas Perkowski (Berlin) * Rhys Steele (Leipzig) Registration for the workshop is open through the form on our conference webpage https://sites.google.com/view/viennaspdes2026/home Registration is possible until February 28, 2026 but, to help us with organization (coffee breaks, etc), we encourage you to register as soon as possible. Limited travel funding for PhD students and PostDocs is available (apply via email to viennaspdes2026(a)tuwien.ac.at until November 30, 2025 with a CV and a cover letter). Please feel free to circulate this announcement among colleagues and students. We look forward to seeing some of you in Vienna soon. The organizers Máté Gerencsér and Fabio Toninelli -- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

1 0

Seminario on-line PRISMA lunedì 3 novembre 2025 - L. Benigni & G. Cipolloni
by Sonia Mazzucchi 23 Oct '25

23 Oct '25

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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *lunedì 3 novembre* 2025. I relatori saranno *Lucas Benigni *(Università di Montreal) e *Giorgio Cipolloni* (Università di Roma 2 Tor Vergata) che parleranno di: *The mystery of universality in Random Matrix Theory*. con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/88089787189 ID riunione: 880 8978 7189 Codice d’accesso: 144017 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Lucas Benigni (Università di Montreal) e Giorgio Cipolloni (Università di Roma 2 Tor Vergata) TITOLO: The mystery of universality in Random Matrix Theory. RIASSUNTO: Over the past fifteen years, our understanding of universality in random matrix theory has undergone a remarkable transformation. For many models of large random matrices, it is now known that both eigenvalue statistics and eigenvector structures exhibit universal behavior that depends only on the symmetry class and not on the fine details of the matrix entries. This universality lies at the heart of deep conjectures in mathematical physics—connecting topics as diverse as quantum chaos, number theory, and high-dimensional statistics—and has become one of the major success stories of modern probability theory. In this two-part colloquium, we will survey these advances with a focus on Wigner matrices, Hermitian or symmetric random matrices with i.i.d. entries up to the symmetry constraint. The first part will discuss universality of eigenvalues, from local spectral laws to modern proofs of universality of local statistics. The second part will turn to eigenvectors, highlighting recent progress on delocalization, quantum ergodicity, and eigenvector statistics.

1 0

Cancelled - QFinLab Seminar - Riccardo Brignone (Università di Pavia) - 23/10/2025, 14:30 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 22 Oct '25

22 Oct '25

Dear colleagues, unfortunately, the QFinLab seminar at Politecnico di Milano (see the original announcement below), scheduled for tomorrow, 23 October, is cancelled. Best regards, Alessandro Calvia *** Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Thursday, 23 October 2025, 14.30-15.30 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) Riccardo Brignone (Università di Pavia) Title: Pricing path-dependent options under stochastic volatility models with full error control. Abstract: In this paper, we propose a unified methodology for pricing general path-dependent derivatives (e.g., Asian and Barrier options) that is based on the Monte Carlo-Conditional Fourier-cosine method and works for a broad class of stochastic volatility models. The main benefit of the proposed approach over existing literature consists in a simple and effective control of the error. A practitioner simply needs to provide the pricing algorithm with two parameters: i) a probability, q; ii) an error tolerance epsilon. Then, our proposed algorithm provides a price approximation that differs by no more than epsilon from the true unknown option price with probability at least equal to q. We provide an explicit link between the variance of the Monte Carlo simulation estimator of the option price, the error tolerance, and the number of simulations. In this way, the pricing methodology becomes extremely efficient when combined with effective variance reduction techniques that drastically reduce the number of simulations (and, consequently, the computing time) required to obtain an arbitrarily accurate price estimate. Joint work with Gero Junike. Attendance is also possible online (Microsoft Teams), clicking here<https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmZjNzAwNmYtM2I4OC00…> All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia. ***

1 0

Fabio Martinelli - Tè di Matematica a Roma Tre 29 ottobre 2025
by Pietro Caputo 22 Oct '25

22 Oct '25

Nell'ambito dei Tè di Matematica, per celebrare il pensionamento di Elisabetta Scoppola, mercoledì *29 ottobre* alle *ore 16:00*, Fabio Martinelli terrà un seminario dal titolo *"An Introduction to the Mathematical Theory of Anderson Localization"*. Abstract: In 1958, the physicist P. W. Anderson published the paper "Absence of Diffusion in Certain Random Lattices," which contributed to winning him the Nobel Prize in 1977 for the discovery of the phenomenon now known as "Anderson localization." In the simplest case, Anderson localization states that a Schroedinger operator with a random potential on, e.g., a d-dimensional lattice has a pure-point spectrum with exponentially localized eigenstates if the randomness of the potential is sufficiently strong. In his Nobel lecture Anderson said "...*Localization was a different matter: very few believed it at the time, and even fewer saw its importance; among those who failed to fully understand it at first was certainly its author. It has yet to receive adequate mathematical treatment, and one has to resort to the indignity of numerical simulations to settle even the simplest questions about it." *Proving Anderson localization was one of the great problems in mathematical physics in the early 1980s, and E. Scoppola greatly contributed to its solution in the hard case d > 1. On the occasion of her retirement, I will provide a brief overview of the Anderson model and eigenfunction localization, as well as some of the more recent developments. If time allows, I will also try to describe how the basic multiscale analysis underlying the proof of Anderson localization can be applied to other, quite different, contexts. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica dell'Università di Roma Tre, Lungotevere Dante 476, *aula M1*.

1 0

Seminario di Lauri Viitasaari
by Enrica Pirozzi 22 Oct '25

22 Oct '25

Il giorno 23 Ottobre 2025 alle ore 12:30 in Aula G del Dipartimento di Matematica e Fisica dell'Università della Campania Luigi Vanvitelli, in Viale Lincoln 5 in Caserta, Il Prof. Lauri Viitasaari Professor in Statistics, Mathematics, and Data Science, at Aalto University, School of Business, Finland, terrà il seminario: Title: On data-driven forecasting of financial time series based on SDEs with memory Abstract: In this talk we discuss some approaches for non-linear data driven modeling and forecasting of long memory time series that particularly appear in the context of financial applications. Our approach is based on SDEs that, with general coefficient functions, provides a rich and flexible model class. On top of theoretical results, we illustrate the applicability of our approach with simulation study. Our approach is based on an interplay between analysis, probability, statistics, and machine learning. This talk is based on a joint work with Mahdi Dehshiri and Kerlyns Martinez. -- Per coloro che volessero collegarsi da remoto ecco di seguito il link: Seminario di Lauri Viitasaari | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/3361054135421?p=CKL5LMOMgOzI7Ey69B> Cari saluti Enrica Pirozzi

1 0

An Autumn Day in Probability and Statistical Physics - Florence, 21 November 2025
by Elia Bisi 20 Oct '25

20 Oct '25

Dear colleagues, We are happy to announce the sixteenth event in the series “Days in Probability and Statistical Physics”: AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS Friday 21 November 2025 University of Florence, Department of Mathematics and Computer Science, Viale Morgagni 67/a, Florence Speakers: Béatrice de Tilière (CEREMADE, University Paris-Dauphine PSL) will speak on: The dimer model, an introduction. The dimer model on minimal graphs, the elliptic case and beyond. Alexandre Gaudillière (CNRS, Aix-Marseille Université) will speak on: Kirchhoff forests and applications. Each speaker will give a 45’ introductory lecture tailored for non-experts, followed by a 45’ more advanced seminar talk. Registration is free but mandatory for organization purposes. Please fill out this form by November 16. Please feel free to share the announcement with those who may be interested, particularly young researchers. We look forward to seeing many of you. The organisers Luca Avena, Luisa Andreis, Gianmarco Bet and Elia Bisi *************** More information, including the abstracts, can be found at this link. The poster of the event can be viewed here. PROGRAM 10:30-11:00 Welcome coffee 11:00-11:45 Introductory lecture: Béatrice de Tilière 11:45-12:15 Break 12:15-13:00 Seminar talk: Béatrice de Tilière 13:00-14:30 Lunch 14:30-15:15 Introductory lecture: Alexandre Gaudillière 15:15-15:45 Break 15:45-16:30 Seminar talk: Alexandre Gaudillière ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

1 0

QFinLab Seminar - Riccardo Brignone (Università di Pavia) - 23/10/2025, 14:30 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 16 Oct '25

16 Oct '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Thursday, 23 October 2025, 14.30-15.30 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) Riccardo Brignone (Università di Pavia) Title: Pricing path-dependent options under stochastic volatility models with full error control. Abstract: In this paper, we propose a unified methodology for pricing general path-dependent derivatives (e.g., Asian and Barrier options) that is based on the Monte Carlo-Conditional Fourier-cosine method and works for a broad class of stochastic volatility models. The main benefit of the proposed approach over existing literature consists in a simple and effective control of the error. A practitioner simply needs to provide the pricing algorithm with two parameters: i) a probability, q; ii) an error tolerance epsilon. Then, our proposed algorithm provides a price approximation that differs by no more than epsilon from the true unknown option price with probability at least equal to q. We provide an explicit link between the variance of the Monte Carlo simulation estimator of the option price, the error tolerance, and the number of simulations. In this way, the pricing methodology becomes extremely efficient when combined with effective variance reduction techniques that drastically reduce the number of simulations (and, consequently, the computing time) required to obtain an arbitrarily accurate price estimate. Joint work with Gero Junike. Attendance is also possible online (Microsoft Teams), clicking here<https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmZjNzAwNmYtM2I4OC00…> All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

1 0

I: Avviso - Seminario di Probabilità il 21/10/2025
by Mario Morellini 16 Oct '25

16 Oct '25

Buonasera, ho il piacere di segnalare il seguente seminario. Mario Morellini. ________________________________ Da: Eventi Matematica Fisica <eventimatfis(a)uniroma3.it> Inviato: martedì 14 ottobre 2025 10:43 Oggetto: Avviso - Seminario di Probabilità il 21/10/2025 Martedì 21 ottobre alle ore 16:00, Maike de Jongh (University of Twente), terrà il seminario di Probabilità dal titolo "Controlling the zero-temperature Ising model using Markov decision theory". Abstract: The behavior of the Ising model under external control mechanisms is of interest in a wide variety of applications, including biological systems, social dynamics, and information processing. In this talk, we investigate control strategies for a zero-temperature two-dimensional Ising model on a finite square lattice evolving under Metropolis dynamics. Specifically, we consider a situation in which an external controller aims to drive the system from a configuration with a small droplet of +-spins towards the all-plus configuration by flipping spins at specific sites at predetermined moments in time. In order to analyze this control problem, we formulate it as a Markov decision process (MDP), a well-established framework for sequential decision-making problems under uncertainty. To find an optimal policy in this MDP, we construct a simplified model by means of a reduction of the configuration space to the local minima of the Hamiltonian. Leveraging the convenient form of this simplified model, we uncover the structure of the optimal policy by solving the Bellman equations in a recursive manner. Finally, we present simulation results illustrating the performance of this optimal policy in the original control problem at low temperatures. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica. Via della Vasca Navale, 84 - Aula F

1 0

Fwd: Announcement IVUMI Workshop "Mathematics for Artificial Intelligence and Machine Learning"
by Faggionato, Alessandra 16 Oct '25

16 Oct '25

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Davide Torlo <davide.torlo(a)uniroma1.it> Date: Thu, 16 Oct 2025 at 11:24 Subject: Fwd: Announcement IVUMI Workshop "Mathematics for Artificial Intelligence and Machine Learning" To: FYI Dear Colleagues, Following the previous editions - held in Bari [UMI2025 <https://umi-math4aiml2025.uniba.it/>], Milan [UMI2024 <https://dec.unibocconi.eu/mathematics-artificial-intelligence-and-machine-l…>] and Turin [UMI2023 <https://umi.dm.unibo.it/gruppi-umi-2/gruppo-umi-aimlmat/>] - we are glad to announce the *4th workshop of the UMI Group *“Mathematics for Artificial Intelligence and Machine Learning <https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop> ”, which will take place on *January 21-23, 2026*, at the *Mathematics Department of Sapienza University of Rome*. The invited speakers are Paola Antonietti (Politecnico di Milano) Annalisa Barla ( Università di Genova) Vincenzo Bonifaci (Università Roma Tre) Massimo Fornasier (Technische Universität München) Domenico Marinucci (Università degli Studi di Roma Tor Vergata) Pierpaolo Vivo (King's College London) The workshop focuses on the interplay between mathematics, artificial intelligence, and machine learning. Its aim is to encourage mathematical research in these areas, promote the dissemination of results, and facilitate interaction with other disciplines. In addition to invited talks, the program will feature contributed presentations by young researchers. To register, please visit the workshop website <https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop>. Participation is free, but registration is required. The event will conclude the thematic period on Data Science within the *Eccellenza* Scientific Program of the Mathematics Department at Sapienza University of Rome. Further information about the program can be found on this page <https://sites.google.com/uniroma1.it/excellence-department/home>. Kind regards, The Scientific Committee Adriano Barra Alessandra De Rossi Ernesto De Vito Stefano Gualandi Giampaolo Leonardi Marco Maggesi Benedetta Morini Sandra Pieraccini Paolo Zunino The Organizing Committee Elena Agliari Adriano Barra Alberto Fachechi Giuseppe Visconti *MDN Mailing list* If you want to unsubscribe from this mailing list fill in with the mail you want to unsubscribe the following form https://forms.gle/NJjr72pq3PPf52tk9 *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>* -- ************************************************* 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 *************************************************

1 0

OWPS today
by Federico Sau 16 Oct '25

16 Oct '25

Dear all, This is a reminder for today's seminar by Tom Hutchcroft (Caltech) on Critical long-range percolation, at 14.00 UTC (16.00 Rome time). All info's here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers ---------- Forwarded message --------- From: One World Probability <ow.probability(a)gmail.com<mailto:ow.probability@gmail.com>> Date: Fri, Oct 10, 2025 at 5:12 PM Subject: Fwd: OWPS kicks off next week To: <owps(a)lists.bath.ac.uk<mailto:owps@lists.bath.ac.uk>>, <APPLIEDPROB(a)jiscmail.ac.uk<mailto:APPLIEDPROB@jiscmail.ac.uk>>, <st-net(a)lists.math.uni-sb.de<mailto:st-net@lists.math.uni-sb.de>> Dear colleagues, We are pleased to announce that the Fall 2025 series of the OWPS (One World Probability Seminar) is resuming next week! This semester, seminars will be held twice a month on Thursdays. The first talk will take place on Thursday, October 16, 2025, from 14:00 to 16:00 UTC via Zoom (see details below): Speaker: Tom Hutchcroft (Caltech) Title: Critical long-range percolation All information, including the talk's abstract, the schedule of the next talks, and the Zoom-YouTube livestream links, can be found on our website: https://www.owprobability.org/one-world-probability-seminar Originally launched during the early days of the pandemic to keep the probability community connected, OWPS has now hosted over 100 talks from researchers around the world. Its goal remains to serve as a reference point for connecting researchers in probability and related areas globally, enabling live participation and direct interaction, sharing the latest developments, and forming a lasting digital archive of talks. If you wish to receive updates on future OWPS talks, you can join our mailing list here<https://www.owprobability.org/mailing-list>. We look forward to seeing many of you online! Best wishes, Marianna Russkikh and Federico Sau *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

1 0

Berlin Mathematical School (BMS) PhD
by Pietro Caputo 16 Oct '25

16 Oct '25

Ricevo e inoltro con piacere ------------------------------ *Da:* Berlin Mathematical School <applications(a)math-berlin.de> *Inviato:* giovedì 16 ottobre 2025 09:19 *A:* caputo(a)mat.uniroma3.it <caputo(a)mat.uniroma3.it> *Oggetto:* Berlin Mathematical School (BMS) – Get Your Math PhD in Berlin Dear Prof. Dr. Pietro Caputo, The application portal for the BMS PhD program is currently open and we kindly ask you to forward our call for applications to your colleagues and students: The Berlin Mathematical School is the graduate school of the Cluster of Excellence MATH+ ( https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.mathp… <https://www.mathplus.de/>) and a joint endeavor of the mathematics departments at the universities in Berlin: Freie Universität (FU), Humboldt-Universität (HU) and Technische Universität (TU). We offer an excellent doctoral program taught in English in a broad and active research environment together with mentoring programs, soft-skills seminars, travel funding for conferences and research stays, language courses, and an extensive and welcoming support system facilitated by the BMS office and vibrant student community. https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.math-… <https://www.math-berlin.de/students> “Mathematics as a whole“ is a leading principle of the BMS. Its focus encompasses fields that are traditionally termed “pure“ or “applied“ mathematics, though we prefer not to make that distinction. Instead, research topics are grouped into eight parts, each covering a broad, but coherent, part of mathematics: Area 1: Geometry and topology Area 2: Algebraic geometry and number theory Area 3: Stochastics and mathematical finance Area 4: Discrete mathematics and optimization Area 5: Discrete geometry Area 6: Numerical mathematics Area 7: Applied analysis Area 8: Mathematics for AI All you need to know about applying to the BMS is available online: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.math-… <https://www.math-berlin.de/application> Application Deadlines The BMS application period consists of two application rounds. For admission to our program in 2026, applications will be accepted via our online portal from 1 October to 1 December 2025 (first round) and 1 March to 1 April 2026 (second round). Phase I (Master studies): Deadline for application requiring admission with scholarship: 1 December 2025 Number of available places with scholarship: 10 Deadline for general admission without funding: 1 April 2026 Number of available places without funding: 10 Phase II (Doctoral research): For Phase II applicants, the BMS serves mostly as a “matchmaker” with faculty members in Berlin. The BMS can fund max. 1 Phase II position per year. The start date is 1 October 2026. Best regards, Gavril Farkas, BMS Chair Holger Reich, BMS Chair John M. Sullivan, BMS Chair Annika Preuß-Vermeulen, BMS Coordinator and Nadja Wisniewski, MATH+ Managing Director Berlin Mathematical School (BMS) MATH+: The Berlin Mathematics Research Center Cluster of Excellence Technische Universität Berlin Sekr. MA 2-2 <https://www.google.com/maps/search/2-2+%0D%0AStrasse+des+17?entry=gmail&sou…> Strasse des 17 <https://www.google.com/maps/search/2-2+%0D%0AStrasse+des+17?entry=gmail&sou…>. Juni 136 10623 Berlin, Germany https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.mathp… <https://www.mathplus.de/> https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.math-… <https://www.math-berlin.de/>

1 0

OWABI Season 7: Kick-off October 30 - FX Briol
by Massimiliano Tamborrino 16 Oct '25

16 Oct '25

Dear all, welcome back after the summer/winter break! A new season of the One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is about to start. The 1st OWABI talk of the Season will be given by François-Xavier Briol<https://fxbriol.github.io/> (University College London). who will talk about "Multilevel neural simulation-based inference<https://arxiv.org/abs/2506.06087>" on Thursday the 30th October at 11am UK time. We are pleased to announce that FX Briol has also joined the OWABI Organiser Team. Abstract: Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a likelihood can be significantly more challenging than constructing a simulator. However, the performance of neural SBI can suffer when simulators are computationally expensive, thereby limiting the number of simulations that can be performed. In this paper, we propose a novel approach to neural SBI which leverages multilevel Monte Carlo techniques for settings where several simulators of varying cost and fidelity are available. We demonstrate through both theoretical analysis and extensive experiments that our method can significantly enhance the accuracy of SBI methods given a fixed computational budget. Keywords: Multifidelity, neural SBI, multi-level Monte Carlo The talk will be streamed on MS Teams: Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 358 173 458 006 0 Passcode: Vp2975vC We are looking forward to seeing you all, best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Colloquium Guido Castelnuovo
by Faggionato, Alessandra 15 Oct '25

15 Oct '25

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- Subject: ANNUNCIO COLLOQUIUM GUIDO CASTELNUOVO Siete tutte invitate e invitati al primo *Colloquium Guido Castelnuovo* dell'anno accademico! Data: *giovedì 16 ottobre, ore 16.30* Luogo: *Sala di Consiglio* del Dipartimento di Matematica G. Castelnuovo - edificio CU006, Sapienza *Maria Esteban* (CEREMADE, Paris-Dauphine) Functional inequalities: symmetry of extremal functions and quantitative stability Abstract: In this colloquium talk I will make a general presentation about a number of topics intervening in the area of functional inequalities. Like the very diverse qualitative properties of their extremal functions depending on the particular inequality. Or the question of quantitative stability for the inequalities, a topic which is in full expansion nowadays. Maggiori informazioni sul Colloquium Guido Castelnuovo sono disponibili a: https://www.mat.uniroma1.it/it/ricerca/colloquium-guido-castelnuovo Il Colloquium Guido Castelnuovo fa parte delle attività del progetto Dipartimento di Eccellenza CUP B83C23001390001 finanziato dall'Unione Europea – Next Generation EU. -- ************************************************* 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 *************************************************

1 0

First Announce: Women in Mathematical Finance Workshop
by Claudia Ceci 15 Oct '25

15 Oct '25

Dear Colleagues, On behalf of the organizing committee, I am pleased to announce that the 1st edition of the *Women in Mathematical Finance Workshop* will take place at the *University of Rome Sapienza* (Department of MEMOTEF) on *February 12–13, 2026*. The workshop aims to highlight the scientific contributions of female researchers in mathematical finance and related fields. The program will feature seven invited lectures by leading scholars, alongside research presentations by early-career researchers. Several thematic sessions will cover a broad range of topics, including: mathematical modeling of financial markets, optimal control in finance and insurance, stochastic analysis, the intersection of data science and quantitative finance. *Invited Speakers:* - Giorgia Callegaro – *University of Padova* - Christa Cuchiero – *University of Vienna* - Giulia Di Nunno – *University of Oslo* - Elisa Luciano – *University of Torino* - Yuliya Mishura – *University of Kyiv* - Agnès Sulem – *Inria Paris* - Sara Svaluto-Ferro – *University of Verona* Participation is free, but registration is mandatory. *Important Dates for Submissions Reserved for Early-Career Female Researchers:* - *Abstract/paper **submission deadline:* December 15, 2025 - *Notification of acceptance:* January 9, 2026 Further information will be available shortly. We look forward to welcoming you to Rome! Best regards, *On behalf of the Organizing Committee,* Claudia Ceci *Dept. **MEMOTEF, "Sapienza" University of Rome (Italy)* Via del Castro Laurenziano, 9 - 00161 Rome, ITALY @-mail: claudia.ceci(a)uniroma1.it <sergio.bianchi(a)uniroma1.it> -- *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>*

1 0

29 ottobre ore 11 Yuliya MISHURA a Bologna
by Cristina Di Girolami 14 Oct '25

14 Oct '25

Cari/e colleghi/e, mercoledì 29 ottobre ore 11 in aula Vitali (Dipartimento di Matematica, Piazza di Porta San Donato 5, Bologna) la professoressa Yuliya MISHURA (Kiev University) terrà un seminario dal titolo: "Driven by Brownian motion Cox-Ingersoll-Ross and squared Bessel processes: interaction and phase transition " Sarà possibile anche seguirlo on line all'indirizzo: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… ID riunione: 316 734 024 958 6 Passcode: VS3oN7CV Organizzato da Cristina Di Girolami e Giacomo Lucertini. https://seminari.dm.unibo.it/mat https://seminari.dm.unibo.it/mat

1 0

Dynstoch 2026 in Gothenburg, Sweden
by Umberto Picchini 13 Oct '25

13 Oct '25

Gentili colleghi, inoltro un annuncio sul prossimo meeting Dynstoch di statistica matematica e simulazione di processi stocastici, che si terra' a Göteborg in Svezia. (Dynstoch e' una conferenza che vanta piu' di venti edizioni. Una breve storia la trovate qui <https://sites.google.com/view/dynstoch>). Saluti, Umberto Picchini ************************** Dear colleagues, We are pleased to announce that the 2026 Dynstoch meeting will take place in Gothenburg, Sweden, on June 15–17, 2026. The meeting will be hosted by the Department of Mathematical Sciences at Chalmers University of Technology and the University of Gothenburg, and organized within the Dynstoch network. The aim of the Dynstoch series is to advance statistical inference and simulation for stochastic processes by combining modern probability tools with computationally intensive methods. Registration and abstract submission are expected to open in January 2026. More information and updates are available on the conference website: _https://dynstoch2026.pages.dev <https://dynstoch2026.pages.dev>_. We look forward to welcoming you to Gothenburg next June. Kind regards, On behalf of the local organizing committee

1 0

SPASS Seminar: Shuaijie Jiao - TUE 14.10 at 14:00
by francesco.triggiano＠sns.it 11 Oct '25

11 Oct '25

Dear Colleagues, We would like to invite you to the following SPASS https://sites.google.com/unipi.it/spass seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Restoration of uniqueness by transport noise for stochastic 2D Boussinesq equations* by Shuaijie Jiao (University of Chinese Academy of Sciences, Beijing) The seminar will take place in person on *TUE, 14.10.2025 at 14:00* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here: Zoom Meeting https://us06web.zoom.us/j/82898233779?pwd=UwaJHrvAnbmj8TuuebRdW4DbqJy1zT.1 Meeting ID: 828 9823 3779 Passcode: 896251 Join instructions https://us06web.zoom.us/meetings/82898233779/invitations?signature=Ma1Od8oq… The organizers, G. Bet, F. Butori, A. Caraceni, F. Grotto, F. Triggiano, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: * *We investigate the inviscid 2D Boussinesq equations driven by rough transport noise of Kraichnan type with regularity index $\alpha\in (0,1/2)$. For all $1<p<\infty$, we establish the existence and uniqueness of probabilistic strong solutions for all $L^p$ initial vorticity and $L^2$ initial temperature, under the parameter constraint $0<\alpha< 1-1/(p\wedge 2)$. Based on the noise-induced anomalous regularity established by Coghi and Maurelli, we show that the stochastic Boussinesq system is stable with respect to the initial data, which not only implies the pathwise uniqueness but also enables us to directly prove the existence of probabilistically strong solutions without resorting to the compactness method. * *The talk is based on joint work with Dejun Luo.*

1 0

Professor position at Univ. Católica (and summer school)
by Elisabetta Candellero 11 Oct '25

11 Oct '25

Ricevo e inoltro con piacere. Elisabetta === Dear colleagues, Pontificia Universidad Católica in Santiago de Chile is offering two full-time positions in all areas of mathematics, and candidates in probability are encouraged to apply. The probability group is active in research, and together with Univ. Chile we organize a weekly seminar, an annual workshop of probability in South America, an annual summer school for master students (the next one will be from January 12-16, there will be some funding for international students, see https://pisa.mat.uc.cl/) and the group would like to grow! Informal inquiries are welcome and can be sent to some of its members: Santiago Saglietti (saglietti.sj(a)uc.cl) Manuel Cabezas (mncabeza(a)uc.cl) Dieter Mitsche (dmitsche(a)gmail.com) Application deadline is November 14. For more details how to apply see https://www.mathjobs.org/jobs/list/27012 Kind regards, Dieter Mitsche

1 0

Assistant Professor in Mathematical Statistics at VU Amsterdam
by Francesco Caravenna 10 Oct '25

10 Oct '25

Ricevo e inoltro. > Da: "Dubinkina, S.B. (Svetlana)" <s.b.dubinkina(a)vu.nl> > > Assistant Professor in Mathematical Statistics at VU Amsterdam > > The Mathematics department at the Vrije Universiteit Amsterdam is seeking a new colleague who is passionate about scientific research and education in the field of Mathematical Statistics. The offered position is at assistant professor level. The department is looking for a mathematician with a strong research profile and proven expertise in Mathematical Statistics, as witnessed by an excellent track record of publications. While advancing fundamental research, you will also contribute to teaching and supervision across our educational programmes. > > For more information, please visit here > https://workingat.vu.nl/vacancies/assistant-professor-in-mathematical-stati… > > Deadline for application is 1 December 2025. > > > Kind regards, > Svetlana Dubinkina > Associate Professor in Applied Mathematics, Department of Mathematics > Faculty of Science (BETA) > > s.b.dubinkina(a)vu.nl <mailto:s.b.dubinkina@vu.nl> https://math.vu.nl/~S.Dubinkina > Mailing address: De Boelelaan 1105, 1081 HV Amsterdam

1 0

EFI 11 Padova: first announcement - save the dates! (fwd)
by Tiziano Vargiolu 10 Oct '25

10 Oct '25

Dear Colleague, on behalf of the organising committee, it is a pleasure to announce that the 11th Workshop Energy Finance Italia will take place in Padova on February 2 - 4, 2026. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 15, 2025, - Deadline for abstracts/papers submissions: Dec. 15, 2025, - Notification of abstract/paper acceptance: Dec. 22, 2025. - Early bird registration: Jan. 9, 2026 More information will be available as soon as possible. Looking forward to meet you in Padova! Best Regards for the Organizing committee: Tiziano Vargiolu 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 --------------------------------------------------------------------------

1 0

OWPS kicks off next week
by Federico Sau 10 Oct '25

10 Oct '25

Dear colleagues, We are pleased to announce that the Fall 2025 series of the OWPS (One World Probability Seminar) is resuming next week! This semester, seminars will be held twice a month on Thursdays. The first talk will take place on Thursday, October 16, 2025, from 16:00 to 18:00 Rome time (14:00–16:00 UTC) via Zoom (see details below): Speaker: Tom Hutchcroft (Caltech) Title: Critical long-range percolation All information, including the talk's abstract, the schedule of the next talks, and the Zoom-YouTube livestream links, can be found on our website: https://www.owprobability.org/one-world-probability-seminar Originally launched during the early days of the pandemic to keep the probability community connected, OWPS has now hosted over 100 talks from researchers around the world. Its goal remains to serve as a reference point for connecting researchers in probability and related areas globally, enabling live participation and direct interaction, sharing the latest developments, and forming a lasting digital archive of talks. If you wish to receive updates on future OWPS talks, you can join our mailing list here<https://www.owprobability.org/mailing-list>. We look forward to seeing many of you online! Best wishes, Marianna Russkikh and Federico Sau *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

1 0

Christian Franq seminar, Ca' Foscari University, 13 October
by Roberto CASARIN 09 Oct '25

09 Oct '25

Dear Colleagues Professor *Christian Franq* (University of Lille - CREST-ENSAE) will give the seminar: *Penalized QMLE and model selection of time series regressions* *Monday, October 13, at 12:15 in Meeting Room 1* *Department of Economics, San Giobbe Campus* *Ca' Foscari University of Venice* It will also be possible to attend on Zoom here: https://unive.zoom.us/j/89661175677?pwd=mAtZP4LXqk5DwT5pNHkhJUemn7Sayq.1 All interested people are warmly invited to attend! rc Abstract: We examine a linear regression model applied to the components of a time series, aiming to identify time-varying, constant as well as zero conditional beta coefficients. To address the non-identifiability of parameters when a conditional beta is constant, we employ a lasso-type estimator. This penalized estimator simplifies the model by shrinking the estimates in favor of natural constant beta representations. Given that the model accommodates conditional heteroskedasticity and the relevant regressors are unknown, the total number of parameters to estimate can be quite large. To manage this complexity, we propose a multistep estimator that first captures the dynamics of the regressors before estimating the dynamics of the betas. This strategy breaks down a high-dimensional optimization problem into several lower-dimensional ones. Since we avoid making strict parametric assumptions about the innovation distributions, we use Quasi-Maximum Likelihood (QML) estimators. The non-Markovian nature of the global model means that standard convex optimization results cannot be applied. Nevertheless, we analyze the asymptotic distribution of the multistep lasso estimator and its adaptive version, deriving bounds on the maximum value of the penalty term. We also propose a nonlinear coordinate-wise descent algorithm, which is demonstrated to find stationary points of the objective function. The finite-sample properties of these estimators are further explored through a Monte Carlo simulation and illustrated with an application to financial data. Bio: Christian Francq is a distinguished econometrician and Professor of Statistics at the University of Lille, France. His research focuses on time series analysis, financial econometrics, and GARCH models, with a particular emphasis on theoretical and applied aspects of volatility modeling. He has made significant contributions to the development of nonlinear time series models, asymmetry in volatility, and inference for financial data. His research has been published in top-tier journals, and he continues to shape the field through both his academic work and collaborations. More information available here: https://www.unive.it/data/agenda/3/104513 -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

1 0

Borse dottorato SAMBa CDT, 2026/27 (Università di Bath, UK)
by Federico Cornalba 08 Oct '25

08 Oct '25

Buongiorno, segnalo l’apertura della procedura di selezione per borse di dottorato SAMBa CDT (Centre for Doctoral Training in Statistical Applied Mathematics at Bath, UK) per l'anno accademico 2026/27. Tutti i dettagli sono disponibili al sito: https://samba.ac.uk/apply-to-samba/ Si sottolinea che, a seguito di maggiore flessibilità di finanziamento ottenuta di recente, SAMBa CDT ha una buona capacità di reclutamento a livello internazionale. Vi prego di diffondere il messaggio a tutti i possibili interessati e tutte le possibili interessate. Ringrazio e saluto, Federico -------------------------------------------------------------------------- Dr Federico Cornalba Lecturer (Assistant Professor) in Mathematics University of Bath, UK https://sites.google.com/view/federicocornalba/home --------------------------------------------------------------------------

1 0

CHANGE OF TIME AND LOCATION: De Finetti seminar: Walter Schachermayer, Oct. 13, 2025
by Alessandro Doldi 08 Oct '25

08 Oct '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture on October 13, 2025 at 15:30: Walter Schachermayer, University of Vienna NEW TIME AND LOCATION: Aula C04 Colombo-M (Entrance from Via Mangiagalli 25, Università degli Studi di Milano), h. 15:30 Title: Lacunary/Hereditary Limit Theorems in Probability and Analysis Abstract: J. Komlos proved in 1967 an extremely useful theorem. For any bounded sequence (f_n) in L^1 there is a subsequence n_k and a limiting function f such that f_{n_k} converges to f almost surely in Cesaro mean. The convergence not only holds for the subsequence f_{n_k}, but also for each of its sub-subsequences. This important result may be seen as an extension of the strong law of large numbers, pertaining to arbitrarily dependent sequences of random variables. We analyze also other lacunary/hereditary versions of classical variants of the law of large numbers. Special attention will be given to the law of large numbers of Hsu-Robbins-Erdös from 1947/49. We show that it is indispensable for the proof of a lacunary/hereditary version of this theorem to use approximations by exchangeable sequences of random variables (as opposed to martingale differences). This yields the first example verifying a conjecture by D. Aldous from 1977. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

1 0

DoCRA courses for PhD students: 4th session
by Maria Elvira Mancino 07 Oct '25

07 Oct '25

Dear all, I am pleased to share the following: the *Collegio Internazionale Ca’ Foscari (CICF) *in Venice is offering 20 fellowship to doctoral students for attending the fourth session of the *Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ *Aims and scope* The Colloquium caters to Doctoral students interested in analytical (both theoretical and applied) methods for measuring, managing and mitigating risks. It is organized over four two-week sessions along one year. The risks considered range from standard economic, ﬁnancial or insurance applications, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth and multidisciplinary, with lectures, assignments and discussion of the results. Outstanding international scholars with long-standing PhD teaching and supervision experience deliver the courses. *Target* We seek *PhD students from Italian or Foreign Universities*, who remain aﬃliated with their Doctoral School. Students may apply for one session at a time, but 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. Up to five 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. *Content * The first session was in January 2025. The fourth one is: 4) January, 18 - 31, 2026, *Networks and Risk Propagation* *a) *Week 1: *Remco Hofstad*, Eindhoven U. of Technology, *Random Graphs and Complex Networks: Structure and Function* *b) *Week 2: *Alireza Tazbah-Salehi*, Northwestern University, *Production Networks* *Where* Polo Didattico San Basilio, Venice (Session ). Polo Didattico San Basilio <https://www.unive.it/pag/10128/> *We offer* - an outstanding Faculty of leading researchers; - work in a team with several, multidisciplinary doctoral candidates; - no tuition fees, with - free accommodation on the Camplus Santa Marta and Istituto Canossiano San Trovaso (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. *Applications* Students can apply for the* January 2026* session through the site https://landing.cafoscarichallengeschool.it/docra/ Acceptance of qualified applicants will be done on a first-in basis. *Deadline* 14th November 2025 *More Information* 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*

1 0

IFCS 2026: International Federation of Classification Societies Conference - Second announcement
by Giorgia Zaccaria 07 Oct '25

07 Oct '25

Dear Colleagues, We are glad to inform you that the International Federation of Classification Societies (IFCS) Conference 2026 will take place in Milan, Italy, from July 14 to 16, 2026. The conference will be hosted by the Department of Statistics and Quantitative Methods of the University of Milano-Bicocca and the Department of Economics, Management and Quantitative Methods of the University of Milan. The conference will focus on topics including analysis of complex and non-standard data, machine learning and deep learning approaches to classification and clustering, and real-world applications across diverse scientific disciplines. More information, including key dates, is available at ifcs2026.unimib.it/ and in the flyer you can find here <https://ifcs2026.unimib.it/wp-content/uploads/sites/205/2025/09/Flyer-IFCS2…> . The Scientific Committee is composed of: Francesca Greselin (Chair), Silvia Salini (Co-chair), Krzysztof Jajuga (IFCS), Rebecca Nugent (IFCS), Mark de Rooij (IFCS), Vladamir Batagelj (SSS), Paula Brito (CLAD), Sonya Coleman (IPRCS), Rosa Crujeiras, Jean Diatta (SFC), Luca Frigau (ClaDAG), Raeesa Ganey (MDAG), Stefano A. Gattone, Aurea Granè (SEIO-AMyC), Julien Jacques, Joanna Landmesser-Rusek (SKAD), Berthold Lausen (BDSS), Angelos Markos (GSDA), Agustín Mayo-Íscar, Raffaella Piccarreta, Riccardo Rastelli, Pieter Schoonees (VOC), Luca Scrucca, Piercesare Secchi, Gialuca Sottile, Yoshikazu Terada (JCS), Cristina Tortora (CS), Tom Wilderjans (VOC), Adalbert Wilhelm (GFKL). Satellite events will include a data challenge for students and young researchers, as well as tutorials. Further information will be released soon. We look forward to welcoming you to Milan. Best regards, the Local Organizing Committee Francesca Greselin, Luca Brusa, Andrea Cappozzo, Alessandro Casa, Francesca De Battisti, Francesco Denti, Sónia Dias, Andrea Marletta, Marta Nai Ruscone, Giorgia Zaccaria, Mariangela Zenga Dr. Giorgia Zaccaria, Ph.D. Postdoctoral Research Fellow University of Milano-Bicocca Personal pages: Giorgia Zaccaria Personal page <https://giorgiazaccaria.github.io/> - Giorgia Zaccaria ResearchGate <https://www.researchgate.net/profile/Giorgia-Zaccaria> - ‪Giorgia Zaccaria‬ - ‪Google Scholar‬ <https://scholar.google.it/citations?user=svSITAkAAAAJ&hl=it>

1 0

De Finetti seminar: Walter Schachermayer, Oct. 13, 2025
by Alessandro Doldi 06 Oct '25

06 Oct '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture on October 13, 2025 at 18:00: Walter Schachermayer, University of Vienna LOCATION Seminar Room 3-E4-SR03, Bocconi University, Milano Title: Lacunary/Hereditary Limit Theorems in Probability and Analysis Abstract: J. Komlos proved in 1967 an extremely useful theorem. For any bounded sequence (f_n) in L^1 there is a subsequence n_k and a limiting function f such that f_{n_k} converges to f almost surely in Cesaro mean. The convergence not only holds for the subsequence f_{n_k}, but also for each of its sub-subsequences. This important result may be seen as an extension of the strong law of large numbers, pertaining to arbitrarily dependent sequences of random variables. We analyze also other lacunary/hereditary versions of classical variants of the law of large numbers. Special attention will be given to the law of large numbers of Hsu-Robbins-Erdös from 1947/49. We show that it is indispensable for the proof of a lacunary/hereditary version of this theorem to use approximations by exchangeable sequences of random variables (as opposed to martingale differences). This yields the first example verifying a conjecture by D. Aldous from 1977. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

1 0

Seminario on-line PRISMA lunedì 6 ottobre 2025 - C. Franceschini & F. Sau
by Sonia Mazzucchi 06 Oct '25

06 Oct '25

Ricordiamo che oggi pomeriggio alle 16 riparte il ciclo di 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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb ll prossimo appuntamento è per oggi *lunedì 6 ottobre* 2025. I relatori saranno *Chiara Franceschini* (Università di Modena e Reggio Emilia) e *Federico Sau* (Università di Milano Statale) che parleranno di: *Sistemi interagenti del non-equilibrio: dualità e gap spettrali* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/83547578084 ID riunione: 835 4757 8084 Codice d’accesso: 873866 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Chiara Franceschini (Università di Modena e Reggio Emilia) e Federico Sau (Università di Milano Statale) TITOLO: Sistemi interagenti del non-equilibrio: dualità e gap spettrali RIASSUNTO: In questo seminario verranno presentati alcuni modelli di sistemi interagenti con spin sia discreti che continui. Tra gli esempi principali figurano il modello di Kipnis-Marchioro-Presutti (1982) e il processo armonico recentemente introdotto. Quando questi modelli sono studiati su un reticolo unidimensionale in contatto con reservoir ai bordi, costituiscono un setting classico per l’analisi di fenomeni tipici della meccanica statistica fuori dall’equilibrio. Tutti i modelli considerati sono associati alla Lie algebra su(1,1) e condividono diverse caratteristiche strutturali, tra cui la proprietà di dualità. Nella prima parte del seminario introdurremo il concetto di dualità per i processi di Markov, illustrando come esso consenta di derivare limiti di scala macroscopici (come l’equazione idrodinamica e i principi di grandi deviazioni) e ottenere informazioni sulla misura stazionaria fuori dall’equilibrio, esplicitamente nota solo per alcuni casi specifici. Nella seconda parte prenderemo in esame modelli definiti anche su grafi arbitrari, focalizzandoci sullo studio del gap spettrale e sulla convergenza all’equilibrio.

1 0

Seminar Federico Bassetti at Tor Vergata (Department of Mathematics) October 6, at 14h00
by Claudio Macci 03 Oct '25

03 Oct '25

Dear all, On Monday, October 6, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Federico Bassetti (Politecnico di Milano) with the seminar "Scaling Limits of Bayesian Neural Networks: Gaussian Processes and Mixtures” Abstract: In large neural networks, key theoretical insights emerge in the infinite-width limit, where the number of neurons per layer grows while depth stays fixed. In this regime, networks with Gaussian-initialized weights define a mixture of Gaussian processes with random covariance, which converges in the infinite-width limit to a pure Gaussian process with deterministic covariance. However, this Gaussian limit sacrifices descriptive power, as it lacks the ability to learn dependent features and produce output correlations that reflect observed labels. Motivated by these limitations, we explore deep linear networks in the proportional limit, where both depth and width diverge at a fixed ratio. In this setting, the network converges to a nontrivial Gaussian mixture, both at the prior and posterior level. This structure allows the network to capture dependencies in the outputs—an ability lost in the infinite-width limit but retained in finite networks. Our contribution extends previous works by explicitly characterizing, for linear activation functions, the limiting distribution as a nontrivial mixture of Gaussians. The talk is based on F. Bassetti, L. Ladelli, P. Rotondo. Proportional infinite-width infinite-depth limit for deep linear neural networks (2024+) https://arxiv.org/abs/2411.15267 Bassetti,F. Gherardi, M. Ingrosso, A. Pastore, M. Rotondo, P. Feature learning in finite-width Bayesian deep linear networks with multiple outputs and convolutional layers. Journal of Machine Learning Research 26 (2025) 1-35. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/l/message/19:rfsL73KX-fw86y1YnXq2nk5VnZFwPU-iIP… The seminar is part of the Excellence Project MatMod@TOV.

1 0

Bando di concorso Tecnologo - Università di Padova Dipartimento di Scienze Statistiche - scadenza 29.10.2025
by Livia Mian 03 Oct '25

03 Oct '25

Gentilissimi/e, Il Dipartimento di Scienze Statistiche dell'Università di Padova ha indetto una selezione per esami al fine di reperire 1 Tecnologo di Ricerca di primo livello (categoria stipendiale pari a EP1) da assumere mediante contratto di lavoro a termine, a tempo pieno, per 24 mesi. Il Tecnologo fornirà supporto tecnico al team di ricerca impegnato nel progetto "*SPECOLA – Spatial Transcriptomics through the Lenses of Statistical Modeling and AI*" finanziato dallo European Research Council (ERC) e sarà chiamato a svolgere le seguenti attività: - installazione, configurazione e manutenzione dei software necessari all’analisi di dati biologici, quali ad esempio sequenze genomiche o immagini di microscopia, nei server ad alte prestazioni (HPC); - sviluppo, test e manutenzione di script e pacchetti software open-source per l’analisi di dati biologici, inclusa la produzione di binari e container; - monitoraggio dell’utilizzo delle risorse informatiche, garantendo le opportune misure di sicurezza e di prevenzione della perdita di dati; - collaborazione con il team di sviluppatori principali del progetto Bioconductor per la revisione, distribuzione, aggiornamento e manutenzione del software; - contribuzione alla redazione di documentazione tecnica e alla scrittura di report e articoli scientifici che descrivano i risultati ottenuti. Per i dettagli sui requisiti richiesti e le modalità di selezione si rinvia al bando: https://www.unipd.it/selezione-2025s48 La scadenza è fissata al *29 ottobre 2025 alle ore 14:00.* Cordiali saluti, Il Dipartimento di Scienze Statistiche **** Dear all, The Department of Statistical Sciences at the University of Padua has launched the selection process to recruit a Research Technologist (salary category EP1) with a full-time employment contract for 24 months. The candidate will provide technical support to the research team involved in the project "*SPECOLA – Spatial Transcriptomics through the Lenses of Statistical Modeling and AI*" and will be responsible for the following tasks: - Installation, configuration, and maintenance of the software necessary for the analysis of biological data, such as genomic sequences or microscopy images, on high-performance computing (HPC) servers; - Development, testing, and maintenance of open-source scripts and software packages for biological data analysis, including the production of binaries and containers; - Monitoring the use of computing resources, ensuring appropriate security measures and data loss prevention; - Collaboration with the core development team of the Bioconductor project for the review, distribution, update, and maintenance of software; - Contribution to the drafting of technical documentation and to the writing of reports and scientific articles describing the results achieved For more details on the requirements and selection process please check the call: https://www.unipd.it/selezione-2025s48 Application deadline *October 29, 2025, 14:00 CET. * Kind regards, The Department of Statistical Sciences --- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Tel. +39 049 827 4118

1 0

First announcement: INdAM Workshop - Probability Models in Mathematical Physics (PMMP) - Rome, 15-19 June
by Elia Bisi 02 Oct '25

02 Oct '25

Dear colleagues, We would like to send you a first announcement of the INdAM Workshop Probability Models in Mathematical Physics (PMMP) - integrability, asymptotics, and universality Rome, 15-19 June 2026 The workshop has a broad scope from random matrices, integrable systems, operator and spectral theory, semiclassical analysis, combinatorics, including applications to quantum mechanics, disordered systems and related areas, all encompassed under the triple keyword 'integrability, asymptotics, and universality'. The invited speakers are: • Elena Agliari (Rome) • Luca Avena (Florence) • Marton Balazs (Bristol) • Sung-Soo Byun* (Seoul) • Elisabetta Candellero (Rome) • Tom Claeys (Louvain-La-Neuve) • Nilanjana Datta* (Cambridge) • Nina Gantert (Munich) • Cristian Giardinà (Modena and Reggio Emilia) • Alessandro Giuliani* (Rome) • Silvia Pappalardi* (Cologne) • Thierry Paul* (Paris) • Claude-Alain Pillet* (Toulon) • Valentina Ros (Paris) • Gregory Schehr (Paris) • Roland Speicher* (Saarbrücken) • Dario Trevisan (Pisa) • Karol Zyczkowski (Krakow) * To be confirmed Further information is available on the website: https://sites.google.com/view/pmmp2026 . Registration is free but mandatory through the web form at https://sites.google.com/view/pmmp2026/registration . Applicants can contribute a short talk or a poster. Some financial support to a limited number of young participants will be available. Applications can be submitted until January 31st, 2026, and will be reviewed in February 2026. Please note that the venue has a maximum capacity. For enquiry please contact us at pmmp2026rome(a)gmail.com . Best regards, Elia Bisi Fabio Deelan Cunden Giovanni Gramegna Marilena Ligabò ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

1 0

junior reserach chair - postdoctorat - Paris
by CRISTINA TONINELLI 01 Oct '25

01 Oct '25

Cari tutti, trovate qui sotto l’annuncio per un posto molto attrattivo (per salario, durata ed ambiente scientifico) bandito presso l’Università di Parigi PSL. Non esitate a diffonderlo e a segnalarlo ai vostri studenti più brillanti! Grazie, Cristina ------------------------------- 3-year Junior Research chairs, Statistical Physics and Mathematics, Paris Sciences et Lettres University PSL university is awarding two Junior Research Chairs (three-year positions) as part of its research programme 'Statistical Physics and Mathematics'. This programme gathers physicists and mathematicians from three departments: CEREMADE at University Paris Dauphine – PSL, Department of Mathematics and Applications at Ecole normale supérieure – PSL, LPENS at Ecole normale supérieure – PSL. Further details about the positions and the application procedure can be found here : https://academicjobsonline.org/ajo/jobs/30482 --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

1 0

Fwd: Open position at HEC
by Roberto CASARIN 30 Sep '25

30 Sep '25

Dear all, I'm happy to share, regards Roberto Casarin ---------- Forwarded message --------- Da: David Ardia <david.ardia(a)hec.ca> Date: mar 30 set 2025 alle ore 15:44 Subject: Open position at HEC To: Roberto CASARIN <r.casarin(a)unive.it> Our Decision Sciences department is opening a tenure-track professor position in financial engineering/mathematical finance/quantitative finance. It might be of interest to your students, colleagues/networks. The department is really nice and the atmosphere is top-notch. It is an ideal environment for researchers and teachers to thrive. Additionally, Montréal is a lovely city that strikes a balance between a European lifestyle and North American energy. Please don't hesitate to contact me if you have any questions. Thanks a lot! David JOB POST HERE https://tre.tbe.taleo.net/tre01/ats/careers/v2/viewRequisition?org=NYQEDG&c… -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera https://www.unive.it/isba2024

1 0

MOX COLLOQUIA - Mark Girolami - 9 Ottobre - Politecnico di Milano
by Laura Maria Sangalli 30 Sep '25

30 Sep '25

Cari Colleghi, vi segnalo il seguente seminario della serie dei MOX COLLOQUIA: 09.11.25 ore 14:00 - Aula Consiglio, Edificio 14, Politecnico di Milano Speaker: Mark Girolami, University of Cambridge, Department of Engineering and The Alan Turing Institute Titolo: Statistical Finite Element Methods Abstract: The finite element method (FEM) is one of the great triumphs of applied mathematics, numerical analysis and software development. Recent developments in sensor and signalling technologies enable the phenomenological study of complex natural and physical systems. The connection between sensor data and FEM has been restricted to solving inverse problems placing unwarranted faith in the fidelity of the mathematical description of the system under study. If one concedes mis-specification between generative reality and the FEM then a framework to systematically characterise this uncertainty is required. This talk will present a statistical construction of the FEM which systematically blends mathematical description with data observations by endowing the Hilbert space of FEM solutions with the additional structure of a Probability Measure. 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. Contatto: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> Il seminario sarà accessibile online: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… https://cassyni.com/events/LTNPwiAikdgXq3b4oMwNvR 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

1 0

Full professor position at Linz (Austria)
by Stefano Bonaccorsi 29 Sep '25

29 Sep '25

Professorship for Stochastics The Faculty of Engineering and Natural Sciences at the Johannes Kepler University Linz invites applications for a permanent professorship position under private law for a Professor of Stochastics to begin as soon as possible. The appointment is in accordance with § 98 of the Austrian Universities Act. An evaluation will be conducted after a five-year period. The successful candidate is expected to head the Institute of Stochastics, and represent and further develop research and teaching in the field of Stochastics. Please see the job opening for a detailed job description online at http://www.jku.at/professuren -- ________________________________ *My working hours may differ from yours, so feel free to respond at your convenience* Prof. Stefano Bonaccorsi Direttore Dipartimento di Matematica Università di Trento +39 0461 281621

1 0

PhD Scholarships @ Warwick
by Giuseppe Cannizzaro 29 Sep '25

29 Sep '25

Care/i colleghe/i, desideravo farvi presente questa possibilità di dottorato a Warwick e spero possiate informare studenti interessati. Cordiali saluti, Giuseppe ------------------------------------------------- The Probability group at the University of Warwick (*P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>*) is looking for talented students to undertake their *PhD studies* with us. The successful applicant will join one of the *largest probability groups <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* worldwide with an established track record of high-quality research and a broad range of interests <https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re…>. The Probability group is *joint *between the Mathematics and Statistics Department and you can apply to either or *both* (recommended). See P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> for a list of potential supervisors and their affiliation; *co-supervision* is possible and encouraged. The appointments include · *fully funded scholarships* for both UK and international students of the duration of 4 years; · a *travel allowance* for schools, workshops and conferences; · a *training fund* for extended research stays. Applications are received and assessed throughout the year on a *first-come-first-served basis. *For more information on funding please visit the webpage at the following *link <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>* . The programme consists of 6 months of *research training* with the possibility to attend graduate level courses taught by leading experts. Further, it is enriched by a variety of activities: 3 dedicated weekly *seminars*; *research focus groups* on cutting-edge topics; minicourses, workshops and conferences, ensuring a continued presence of international and distinguished visitors. Useful links: - P@W group: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Research at P@W: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Fundings: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - CDT in Statistics: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… - CDT in Mathematics: https://warwick.ac.uk/fac/sci/maths/currentstudents/currentpostgraduates/ph…

1 0

Oct 21 - Stats seminars Geneletti and Wrobleski @ Sapienza MEMOTEF
by Francesca Panero 29 Sep '25

29 Sep '25

Buongiorno a tutti, On Tuesday 21st of October at the MEMOTEF Department, Sapienza University, we will have the pleasure to listen to the seminars of Prof Sara Geneletti<https://www.lse.ac.uk/statistics/people/sara-geneletti> and the PhD student Trevor Wrobleski<https://trevorwrobleski.github.io/> from the Department of Statistics of the London School of Economics and Political Science. The seminars will take place 10-11am in Laboratorio Antonio Amato - Sala Corsi (on the third floor of Palazzina Presidenza, the staircase at the entrance of the Economics building, Via del Castro Laurenziano 9). You can find titles and abstracts below. Best wishes, Francesca Sara Geneletti Bayesian interrupted time-series models and their applications on welfare and mental health This talk is an overview of the research output of the Epitome project funded by the Wellcome Trust. The project involved 4 research streams, and we showcase results from each one of them. The main aims of this project were to a) understand the impact of Conservative government and their "austerity" policy which led to widespread cuts in social spending and b) to develop novel methodologies in the context of interrupted time series designs using Bayesian methods. Our project found that changes in welfare benefits had a detrimental effect on mental health which also had a spatial dimension, and that the impact of the "hostile environment policy", an anti-immigration policy on the mental health of African and Carribean communities was negative. We further extended the Bayesian Structural Time Series approach to accommodate multiple data points and confirmed the impact of the hostile environment policy using this alternative method. Finally, we developed a Cohort Markov Model to evaluate the impact of the welfare benefits change by looking at how it impacted different segments of the population. Trevor Wrobleski Robustness and Sensitivity in Bayesian Dose-Response Risk Assessment Bayesian methods are increasingly central to toxicological risk assessment, yet their application to sparse dose-response data presents unique challenges. This presentation examines three drivers of analytical robustness: (i) the choice of likelihood for overdispersed quantal data, (ii) the inferential impact of selective dose-group deletion, and (iii) the sensitivity of results to prior specification. Using simulations and a case study of antimony trioxide carcinogenicity, we quantify the impact of these choices on benchmark dose (BMD) estimates and the posterior distribution, using metrics like Mean Squared Error and symmetrized Kullback-Leibler (KL) divergence. Our findings show that modeling overdispersion with a Beta-Binomial likelihood is important for accurate uncertainty quantification. We also demonstrate that deleting informative mid-range dose groups can degrade precision and shift inference. Finally, for the Dichotomous Hill model, the prior on the Hill coefficient is the dominant lever on the BMD, capable of inducing multi-fold changes in the risk estimate. ------------------------------------------- Dr Francesca Panero (she/her) Assistant Professor in Statistics (RTT), Department of Methods and Models for Economics, Territory and Finance Sapienza University, Rome Visiting Fellow, Department of Statistics London School of Economics and Political Science Visiting Lecturer, Faculty of Informatics Università della Svizzera Italiana Website: https://francescapanero.github.io

1 0

Seminario di Matematica, Scienza e Società al Dipartimento di Matematica- Sapienza
by Faggionato, Alessandra 29 Sep '25

29 Sep '25

Buongiorno, ricevo e con piacere inoltro. Buona giornata Alessandra ************************************************************* Avviso di seminario di Matematica, Scienza & Società Lunedì 6 ottobre 2025, alle ore 17.00 Sala di Consiglio del Dipartimento di Matematica G. Castelnuovo di Sapienza Università di Roma *Guido Barbujani (Università di Ferrara)* *Evoluzione della pigmentazione negli europei della preistoria* Sommario Oggi sembra scontato che chi ha origini europee abbia anche la pelle bianca, ma è così solo da poche generazioni. Lo studio del DNA antico permette di ricostruire come e quando sia cambiato il nostro aspetto (e anche quello dei nostri parenti neandertaliani), attraverso millenni di selezione naturale e migrazioni. -- ************************************************* 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 *************************************************

1 0

Fwd: Fwd: posizione PhD a Uni Basel
by Marco Romito 28 Sep '25

28 Sep '25

Ricevo e volentieri inoltro m. -------- Forwarded Message -------- Subject: Fwd: posizione PhD a Uni Basel From: Umberto PAPPALETTERA <umberto.pappalettera(a)alumni.sns.it> Cari colleghi, Desidero attirare la vostra attenzione su un posto di PhD in Matematica attualmente disponibile presso l’Università di Basilea, nel gruppo di ricerca del Prof. Gianluca Crippa. La posizione è finanziata dal grant SNF Ambizione “Investigating Anomalous Behaviour in Turbulent Fluids through Analytical and Probabilistic Methods” (grant numero 233216). La data di inizio è gennaio 2026, ma può essere posticipata fino a giugno 2026. La durata del dottorato è di 4 anni. Per maggiori informazioni https://jobs.unibas.ch/offene-stellen/phd-position-in-mathematics/cbbd6a7f-… Cordiali saluti, Umberto Pappalettera

1 0

Workshop "Impact of the human activities on the environment and social making in an heterogenous setting: mathematical models and policy implications"
by Marta Leocata 26 Sep '25

26 Sep '25

Dear colleagues, We are glad to announce the workshop “Mathematical Models for the Impact of Human Activities on the Environment and Economic Decision Making", to be held in Luiss Campus, Rome, from October 1 to 3, 2025. This event is part of the PRIN 2022 Project with the name “Impact of the human activities on the environment and social making in an heterogenous setting: mathematical models and policy implications", funded by the Italian Ministry of University and Research. For further information, please refer to the workshop website https://sites.google.com/view/workshopprin20223pnj8k/home-page Workshop PRIN20223PNJ8K sites.google.com Registration is free, but mandatory at the link: https://docs.google.com/forms/d/e/1FAIpQLSdex2tns1McoyT3XKfemXBpc0T9uAcgd-x… Should you need any further information, please do not hesitate to contact us at mleocata(a)luiss.it <mailto:mleocata@luiss.it>, abondi(a)luiss.it <mailto:abondi@luiss.it>. Best regards, The Organizers

1 0

Seminario on-line PRISMA lunedì 6 ottobre 2025 - C. Franceschini & F. Sau
by Sonia Mazzucchi 25 Sep '25

25 Sep '25

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://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *lunedì 6 ottobre* 2025. I relatori saranno *Chiara Franceschini* (Università di Modena e Reggio Emilia) e *Federico Sau* (Università di Milano Statale) che parleranno di: *Sistemi interagenti del non-equilibrio: dualità e gap spettrali* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/83547578084 ID riunione: 835 4757 8084 Codice d’accesso: 873866 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Chiara Franceschini (Università di Modena e Reggio Emilia) e Federico Sau (Università di Milano Statale) TITOLO: Sistemi interagenti del non-equilibrio: dualità e gap spettrali RIASSUNTO: In questo seminario verranno presentati alcuni modelli di sistemi interagenti con spin sia discreti che continui. Tra gli esempi principali figurano il modello di Kipnis-Marchioro-Presutti (1982) e il processo armonico recentemente introdotto. Quando questi modelli sono studiati su un reticolo unidimensionale in contatto con reservoir ai bordi, costituiscono un setting classico per l’analisi di fenomeni tipici della meccanica statistica fuori dall’equilibrio. Tutti i modelli considerati sono associati alla Lie algebra su(1,1) e condividono diverse caratteristiche strutturali, tra cui la proprietà di dualità. Nella prima parte del seminario introdurremo il concetto di dualità per i processi di Markov, illustrando come esso consenta di derivare limiti di scala macroscopici (come l’equazione idrodinamica e i principi di grandi deviazioni) e ottenere informazioni sulla misura stazionaria fuori dall’equilibrio, esplicitamente nota solo per alcuni casi specifici. Nella seconda parte prenderemo in esame modelli definiti anche su grafi arbitrari, focalizzandoci sullo studio del gap spettrale e sulla convergenza all’equilibrio.

1 0

Fwd: Three-year (Post)doctoral position in functional data analysis at HU Berlin
by Enea Bongiorno 25 Sep '25

25 Sep '25

ricevo e inoltro Enea ---------- Forwarded message --------- From: Sonja Greven <Sonja.Greven(a)hu-berlin.de> Date: Wed, 24 Sept 2025 at 13:16 Subject: Three-year (Post)doctoral position in functional data analysis at HU Berlin To: Sonja Greven <sonja.greven(a)hu-berlin.de> Dear colleagues, I have the following three year full-time (post)doctoral position in a DFG-project on functional and shape data analysis advertised. I would greatly appreciate it if you could forward to suitable students / colleagues (or email lists). Many thanks and best wishes, Sonja *Research fellow (m/f/d) at the Chair of Statistics with expected full-time employment * *- E 13 TV-L HU (third-party funding limited to 3 years)* The Chair of Statistics at Humboldt-Universität zu Berlin is looking for a research fellow within the project "Flexible regression methods for curve and shape data" funded by the German Research Foundation (2nd funding period). This project in the field of functional data analysis develops statistical methods for curve and shape-valued observations. Job description: - scientific service in research in the third-party funded project "Flexible regression methods for curve and shape data" - development of statistical methods in the field of functional data analysis - scientific dissemination of the project results - tasks for personal scientific qualification Requirements: - completed scientific university education in statistics, mathematics, data science or a related field with statistical methodological focus, PhD desirable - very good command of written and spoken English (min. B2) - solid command of programming languages (preferably R and Python) - ability to develop statistical methods and engage in interdisciplinary collaboration - strong teamwork and communication skills We offer integration into a lively and interdisciplinary team, family-friendly working hours and an excellent research environment. We support career development through opportunities for further training and mentoring. Please send your application (including cover letter, CV, relevant certificates and grades as well as contact details of two academic references) within 4 weeks, referencing the job ID DR/192/25 to Humboldt-Universität zu Berlin, Faculty of Economics and Business Administration, Prof. Dr. Sonja Greven (located: Spandauer Straße 1), Unter den Linden 6, 10099 Berlin or preferably in electronic form as a single PDF file (max. 10 MB) to stat(a)wiwi.hu-berlin.de with CC to sonja.greven(a)hu-berlin.de. For further information please contact Prof. Sonja Greven. The Humboldt-Universität zu Berlin is seeking to increase the proportion of women in research and teaching, and specifically encourages qualified female scholars to apply. Severely disabled applicants with equivalent qualifications will be given preferential consideration. People with an immigration history are specifically encouraged to apply. Since we will not return your documents, please submit copies in the application only. Data protection information on the processing of your personal data in the context of the tender and selection procedure can be found on the homepage of Humboldt-Universität zu Berlin: https://hu.berlin/DSGVO. Please visit our website www.hu-berlin.de/stellenangebote, which gives you access to the legally binding German version. ---------------------------------------------------------------------- Prof. Dr. Sonja Greven Chair of Statistics School of Business and Economics Humboldt-Universität zu Berlin Spandauer Str. 1, room 402 D-10178 Berlin Phone: +49-30-2093-99509 https://hu.berlin/sg ---------------------------------------------------------------------- -- 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 ------

1 0

QFinLab Seminar - Anna Maria Gambaro (Università del Piemonte Orientale) - 1/10/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 25 Sep '25

25 Sep '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 1 October 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Anna Maria Gambaro (Università del Piemonte Orientale) Title: Functional PCA for Risk-Neutral densities in Bayes Hilbert space. Abstract: In this work, we investigate the main drivers of risk-neutral densities of quoted stocks, using the functional principal component analysis (FPCA). To this end, we first construct a historical series of risk-neutral densities corresponding to quoted option prices with fixed time to maturity, using exponential expansions of orthogonal polynomials. Then, we apply the centered log-ratio transformation (CLRT) to the extracted densities and we perform the FPCA in the Bayes–Hilbert space. The CLRT provides an isometric isomorphism between the Bayes space of square log-integrable densities and the classical Hilbert space of square-integrable functions. As a result, the projected data onto the principal component basis correspond to the CLRT-transformed densities, and the application of the inverse CLRT yields proper density functions. Furthermore, by modeling the historical series of FPCA loadings as a stochastic process, we exploit the FPCA representation for forecasting purposes. Finally, we discuss extensions of this framework to cross-asset analyses and to the modeling of option price surfaces. This is a joint work with A. Amici e G. Fusai. Attendance is also possible online (Microsoft Teams), clicking here.<https://teams.microsoft.com/l/meetup-join/19%3ameeting_YmFlY2M5OWEtYzg1OS00…> All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

1 0

Workshop on “Transition Risks and Climate Challenges: Interdisciplinary Perspectives”
by Daniele Marazzina 24 Sep '25

24 Sep '25

Cari colleghi il 27 ottobre si terrà presso il Politecnico di Milano, campus Bovisa, il seguente workshop https://polimi-dig.netlify.app/it/public-events/workshop-on-transition-risk… nell'ambito del progetto PRIN 2022 PNRR "Measuring, managing and hedging indirect climate-transition risk". La partecipazione è gratuita, si richiede per motivi organizzativi la registrazione al link sopra riportato entro il 15 ottobre 2025. Un caro saluto Daniele Marazzina Politecnico di Milano Dipartimento di Matematica >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Dear colleagues, On October 27, the following workshop will take place at Politecnico di Milano, Bovisa campus: Workshop on Transition Risks and Climate Challenges – Interdisciplinary Perspectives<https://polimi-dig.netlify.app/it/public-events/workshop-on-transition-risk…> The event is organized within the framework of the PRIN 2022 PNRR project “Measuring, managing and hedging indirect climate-transition risk.” Participation is free of charge. For organizational reasons, registration via the link above is required by October 15, 2025. Best regards, Daniele Marazzina Politecnico di Milano Math Department

1 0

Third Call for Sessions: The 5th Italian Meeting on Probability and Mathematical Statistics, Palermo, June 8-12, 2026
by GIUSEPPE SANFILIPPO 23 Sep '25

23 Sep '25

Third 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 ======================== 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 ================================ 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/ ============= 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 and Collegio Carlo Alberto, 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/

1 0

Seminario di Yuliia Mishura a Caserta
by Enrica Pirozzi 23 Sep '25

23 Sep '25

Carissimi in allegato l'avviso di seminario della Professoressa Yuliia Mishura. Link per collegamento online al seminario: Seminario di Yuliia Mishura | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/3409691899780?p=xC4mB7DHsF1RbL1QrG> Cari saluti Enrica

1 0

2-year Postdoctoral position in Probability, University of Innsbruck, Austria
by Ecaterina Sava-Huss 22 Sep '25

22 Sep '25

Dear colleagues, we would like to draw your attention to an open postdoctoral position in probability theory at the University of Innsbruck, Austria. See below for details. The research group of Professor Ecaterina Sava-Huss at the Department of Mathematics, University of Innsbruck, Austria, is looking for a 2-year postdoctoral researcher in probability, with focus on random walks on graphs and groups, branching random walks, abelian sandpiles, and aggregation models. *Job description:* * The successful candidate will collaborate with the members of the research group of Ecaterina Sava-Huss. * Specific topics include random walks on infinite graphs and groups, branching random walks, quantum random walks, aggregation models. * The position does not include teaching responsibilities, and it is fully funded by the Austrian Science Fund (FWF), Grant “Sandpiles and walks”. Details on the grant can be found here: https://www.fwf.ac.at/en/research-radar/10.55776/PAT3123425 * A PhD in mathematics is required. *Profile: *We welcome applications from highly motivated candidates with a background in Probability. Research experience in random walks, random growth models, or branching random walks is an advantage. A good publication record, strong motivation for independent research, and willingness to contribute to a collaborative international environment are important.Good communication skills and fluency in English (both written and spoken) are expected. *Application: *We look forward to receiving your application by October 31, 2025 with the following documents: * Cover letter * Curriculum Vitae (including a list of publications) * Research statement * Contact details of two researchers who can provide recommendation letters on your behalf The applications should be submitted per email to Ecaterina Sava-Huss. Email address: Ecaterina.Sava-Huss(a)uibk.ac.at *Starting date: *soon after the conclusion of the selection procedure. Further information about the stochastics research group at the University of Innsbruck can be found on https://www.uibk.ac.at/mathematik/stochastik/ Details on the research of the PI Ecaterina Sava-Huss can be found here: https://www.uibk.ac.at/mathematik/personal/sava-huss/publications.html Should applicants have queries on the research topics and/or the application process, they are welcome to contactProf. Ecaterina Sava-Huss at Ecaterina.Sava-Huss(a)uibk.ac.at -- ------------------------------------------------------------ *Univ.-Prof. Dr. Ecaterina Sava-Huss* *Universität Innsbruck*, Department of Mathematics Technikerstraße 13, Room no. 722b, 6020 Innsbruck, Austria phone * +43 512 507-53871* web *uibk.ac.at/mathematik/personal/sava-huss <https://www.uibk.ac.at/mathematik/personal/sava-huss/>*

1 0

De Finetti seminar: Huyên Pham and Stéphane Crépey, Sept. 24, 2025
by Alessandro Doldi 22 Sep '25

22 Sep '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on September 24, 2025: Huyên Pham, Ecole Polytechnique (h. 16:00) and Stéphane Crépey, Université Paris Cité (h. 17:00) LOCATION The seminars will be held on September 24, 2025 starting at 16:00, Aula C20 (Via Colombo 62), Università degli Studi di Milano, Milano. TITLES AND ABSTRACTS Huyên Pham: Bridging Schrödinger and Bass for generative modeling We address the problem of generating a continuous semimartingale that interpolates prescribed initial and terminal distributions. This is formulated as an optimal transport problem that unifies the Schrödinger bridge and Bass martingale frameworks, enabling the construction of a diffusion process that simultaneously calibrates both drift and volatility to observed data. We derive an analytic characterization of the optimal diffusion’s dynamics, called Schrödinger bridge Bass (SBB) Diffusion, and show that it can be expressed as a stretched Brownian motion under an explicit change of measure. We then design a computational resolution of the SBB, offering an efficient framework for generative modeling in applications such as image synthesis and time series generation. Stéphane Crépey: Comparison of Tax and Cap-and-Trade Carbon Pricing Schemes Carbon pricing has become a central pillar of modern climate policy, with carbon taxes and emissions trading systems (ETS) serving as the two dominant approaches. Although economic theory suggests these instruments are equivalent under idealized assumptions, their performance diverges in practice due to real-world market imperfections. A particularly less explored dimension of this divergence concerns the role of financial intermediaries in emissions trading markets. This paper develops a unified framework to compare the economic and environmental performance of tax- and market-based schemes, explicitly incorporating the involvement of intermediaries. By calibrating both instruments to deliver identical emissions reductions, we assess their economic performance across alternative market structures. Our results suggests that, although the two schemes are equivalent under perfect competition, the presence of intermediaries in ETS reduces regulatory revenues and the aggregate profits of financial actors relative to carbon taxation. These effects arise from intermediaries' influence on price formation and their appropriation of part of the revenue stream. The findings underscore the importance of accounting for intermediaries' behavior in the design of carbon markets and highlight the need for further empirical research on the evolving institutional structure of emissions trading systems. Joint work with Samuel Drapeau and Mekonnen Tadese Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

1 0

Event in memory of Errico Presutti / September 30, 2025 / CNR, Rome
by Alessia Nota 22 Sep '25

22 Sep '25

[Apologies for possible cross-postings] Dear Colleagues, This is a kind reminder of the conference ”A special day in Statistical Mechanics and beyond: Remembering Errico Presutti” dedicated to the memory of our colleague, mentor and friend Errico Presutti who left us in December 2024. The conference will take place on September 30, 2025 at the Consiglio Nazionale delle Ricerche (CNR) in Rome. It will consist of few talks in order to allow ample time for discussions on the topics on which Errico was active and innovative such as Equilibrium and Non-equilibrium Statistical Mechanics, Field Theory and Stochastic Processes among others. SPEAKERS: Thierry Bodineau Gioia Carinci Giovanni Gallavotti Stephan Luckhaus Herbert Spohn Note that the registration to the conference is still open and that the event will be streamed online. You can find the link here: https://errico-presutti.mat-univaq.com/schedule-and-link For additional information, please write to the organizers. Please feel free to circulate the announcement and the poster among colleagues and students who may be interested in the event. With best regards, Lorenzo Bertini Roberto Natalini Alessia Nota Mario Pulvirenti Benedetto Scoppola Dimitrios Tsagkarogiannis

1 0

Seminar Announcement at Sapienza University of Rome (Esmée Theewis)
by Antonio Agresti 19 Sep '25

19 Sep '25

Dear Colleagues, With this, I would like to advertise the following talk by Esmée Theewis (TU Delft), which will be held at the Math Department of Sapienza University of Rome in "Sala di Consiglio" at *16:00 *on* Monday, September 29th*. Kind regards, Antonio Agresti *Esmée Theewis* (TU Delft) *Title:* Large deviations for SPDEs *Abstract:* This talk is about large deviations for solutions to quasilinear SPDEs with small Gaussian noise. We consider a general variational framework for SPDEs. The large deviation principle (LDP) has been successfully proved for such frameworks by means of the so-called weak convergence approach, but rather strong assumptions must be made on the coefficients in the equation or on the Gelfand triple. In our recently obtained large deviation result, we do not require any additional assumption apart from those required for well-posedness of the equation. This leads to numerous applications for which the LDP was not established yet, such as equations on unbounded spatial domains with gradient noise. In particular, the result solves a long-standing open problem concerning 2D Navier-Stokes. Finally, a generalization of the LDP result will be discussed with a new fluid dynamics application. The talk is based on joint work with Mark Veraar and Antonio Agresti.

1 0

SPASS seminar: Michele Coti Zelati
by Mario Maurelli 18 Sep '25

18 Sep '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Alpha-unstable flows and the fast dynamo problem* by *Michele Coti Zelati* (Imperial College London) The seminar will take place on *THURSDAY, 25.09.2025* at *09:00 CEST *(mind unusual date and time) in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. Best regards Mario Maurelli https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: **Alpha-unstable flows and the fast dynamo problem* *Abstract: The fast dynamo problem concerns the generation and maintenance of magnetic fields by fluid motion through the process of electromagnetic induction. In passive vector advection, this can be formulated as the exponential growth of the magnetic energy, at a resistivity-independent rate. In this talk, I will provide a construction of a Lipschitz, divergence-free and time-independent velocity field that is a fast dynamo on the whole space.*

1 1

6 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Fabio Bugini 18 Sep '25

18 Sep '25

Dear colleagues, the Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 6 PhD positions (75% TVL E 13, about 2100 EUR p.m. after taxes, social security...) for 3 years starting between January 1 and April 1, 2026. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis groups at FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and a fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is November 1, 2025. Please see https://www.jobs.tu-berlin.de/en/job-postings/196875 for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544. Kind regards, Peter Bank

1 0

Premio Cuozzo
by Michele Salvi 17 Sep '25

17 Sep '25

Cari colleghi e care colleghe, il Dipartimento di Matematica dell'Università di Roma "Tor Vergata" bandisce una selezione pubblica per l'assegnazione del Premio di Studio "Michele Cuozzo", del valore di 3.000,00 €. Possono concorrere al premio coloro che abbiano conseguito il titolo di Dottore di Ricerca in Matematica, o titolo riconosciuto equipollente, presso un’Università o istituzione scientifica italiana negli ultimi 12 mesi. La domanda deve essere presentata entro e non oltre le ore 12:00 del giorno 17 Ottobre 2025. Per tutti i dettagli e la documentazione completa, si invita a consultare il seguente BANDO <https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2025.pdf>. Vi prego di diffondere il messaggio a tutti i possibili interessati e tutte le possibili interessate. Un saluto, Michele Salvi

1 0

Fwd: 2 PhD and 1 PostDoc Positions in Leipzig, Deadline 15 Oct 2025
by Francesco Caravenna 17 Sep '25

17 Sep '25

Ricevo e volentieri inoltro. > Da: max renesse <bergengruen(a)gmail.com> > Oggetto: 2 PhD and 1 PostDoc Positions in Leipzig, Deadline 15 Oct 2025 > Data: 17 settembre 2025 alle ore 15:45:11 CEST > Rispondi a: renesse(a)uni-leipzig.de > > Dear Colleague, > > My group at Leipzig University expects to have vacancies (PhD and postdoctoral level) starting early next year. I would be grateful if you could circulate the announcement below or forward it to potential candidates. > > With kind regards, > Max > > Max von Renesse > Mathematisches Institut, Universität Leipzig > Zoom: https://us02web.zoom.us/j/5345333101 > > > Announcement to share > > PhD and Postdoctoral Positions — Leipzig University (Prof. Dr. Max von Renesse) > > At the Mathematical Institute of Leipzig University, two PhD positions and one postdoctoral position are available in the research group of Prof. Dr. Max von Renesse. > > Contracts: PhD: 3 years + possible 1-year extension; Postdoc: 2 years + possible 1-year extension. > > Research areas: stochastic analysis, optimal transport, geometry, data science, and optimization. See: https://www.researchgate.net/lab/Max-von-Renesse-Lab-2 > > Collaborations: close ties with the Max Planck Institute for Mathematics in the Sciences (MPI-MIS) in Leipzig and the International Max Planck Research School (IMPRS). > > How to apply / inquire: > Please send inquiries and applications by 15 October 2025 to renesse(a)uni-leipzig.de <mailto:renesse@uni-leipzig.de>. > > > Max Renesse > Mathematisches Institut, Universität Leipzig > Zoom https://us02web.zoom.us/j/5345333101

1 0

PhD positions with Max Nendel at the University of Waterloo
by Alessandro Sgarabottolo 17 Sep '25

17 Sep '25

Dear all, I would like to inform you that Max Nendel is looking for PhD students at the University of Waterloo. Please find below a brief description of the positions. Best regards, Alessandro Sgarabottolo ———————————————————————————— There are up to two PhD positions available in the Department of Statistics and Actuarial Science at the University of Waterloo, under the supervision of Prof. Max Nendel. The PhD projects will lie within the broad theme of Model Uncertainty in Finance, Actuarial Science, and Economics. Qualifications: Applicants are expected to hold a Master’s degree (or equivalent) in Mathematics, Mathematical Economics, Mathematical Finance, or a related field. In addition, candidates should have excellent knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, (stochastic) optimal control. Starting date: January 1, 2026 or later (flexible upon agreement). Application: Interested candidates are asked to submit their application documents (CV, degrees, transcript of records, name and email address of an academic reference) together with a one-page cover letter as a single pdf file to mnendel(a)uwaterloo.ca <mailto:mnendel@uwaterloo.ca> no later than October 5, 2025.

1 0

Call for Abstracts: 30th Nordic Conference in Mathematical Statistics, NORDSTAT 2026, June 1-4 2026, Helsinki, Finland,
by Gasbarra, Dario 16 Sep '25

16 Sep '25

Dear friends of Statistics and Stochastics, the 30th Nordic Conference in Mathematical Statistics, NORDSTAT 2026, will be hosted by the University of Helsinki, Finland, on June 1-4 2026, and the call for abstracts, contributed talks and poster presentations is now open. All the information is at the conference website https://www.helsinki.fi/en/conferences/nordstat-2026 and you can contact the organizers at grp-nordstat26(a)helsinki.fi<mailto:grp-nordstat26@helsinki.fi> Welcome to Helsinki! The organizing committee.

1 0

La Statistica al CNR al servizio del Paese - 2025
by ANTONELLA BODINI 15 Sep '25

15 Sep '25

Care colleghe, cari colleghi, a ottobre si svolgerà, interamente online, la terza edizione del convegno La Statistica al CNR al servizio del Paese, dedicato agli studi condotti da ricercatori CNR a favore dello sviluppo tecnologico, economico, sociale e culturale del Paese, in cui la Statistica ha un ruolo di rilievo. Questa edizione è organizzata in due sessioni: * il 17 ottobre, dalle 10:00, si terrà la sessione per le scuole * il 20 ottobre, dalle 14:30, si terrà la sessione dedicata alla ricerca La sessione per le scuole si caratterizza per un taglio più divulgativo, ma certamente presenta temi di grande interesse come la necessità di preparare un buon protocollo di studio prima di qualunque ricerca che coinvolga soggetti umani; una spiegazione su base scientifica su come le società calcistiche riescano a ottenere risultati migliori sia dai singoli atleti sia dalle squadre nel loro complesso, accompagnata da una riflessione su come tali risultati si trasferiscano alla società in generale; i risultati di alcune survey condotte sugli adolescenti in tema di comportamenti sostenibili con riferimento al cambiamento climatico e di percezione del proprio futuro. La sessione per la ricerca considera diverse applicazioni degli algoritmi di IA (dal settore energetico, alla manutenzione, alla diagnostica per immagini), l’uso della statistica per analizzare e interpretare processi cognitivi complessi come la lettura, e l’importanza degli studi longitudinali nello studio della società. Entrambe le sessioni sono aperte a tutti gli interessati! Il programma integrale è disponibile al sito: https://stat-cnr.mi.imati.cnr.it/ La partecipazione è gratuita, previa registrazione (a uno o entrambi gli eventi) entro il 10 ottobre sul sito. Vi preghiamo di dare la più ampia diffusione all'iniziativa. ----------------------------------------------------------------------------------------------------------------------- Antonella Bodini Istituto di Matematica Applicata e Tecnologie Informatiche "E. Magenes" CNR-IMATI via E. Bassini 15, 20133 Milano https://imati.cnr.it/mypage/people/BodiniAntonella.htm

1 0

Workshop "ODOSP25: One Day on Optimal Stopping Problems”, Friday September 19th, Padova (IT)
by Bernardo D'Auria 15 Sep '25

15 Sep '25

Dear all, I am pleased to announce that on Friday, September 19th, a short workshop will take place at the University of Padua entitled “ODOSP25: One Day on Optimal Stopping Problems”. The event will be held in room 7B1 of the Math Department (Torre Archimede, Via Trieste 63, 35121 Padova) and will provide an opportunity to discuss recent advances in the study of optimal stopping problems. The aim of the workshop is to bring together several researchers who have made significant contributions to this field, with the hope of stimulating new ideas and discussions on open problems. The participation of young researchers and PhD students is particularly encouraged. For further information, please refer to the following link: https://www.math.unipd.it/~dauria/ODOSP25/ ODOSP25 math.unipd.it Best regards, o n behalf of the organisers, Alessandra Bianchi, David Barbato, and Bernardo D’Auria This workshop is organized thanks to the support of the project SID/BIRD239937 - “Stochastic dynamics on graphs and random structures” and the Department of Mathematics.

1 0

sostegno alla candidatura di Francesco CARAVENNA - elezioni del Consiglio Scientifico del gruppo GNAMPA dell'INdAM
by Antonio DI CRESCENZO 15 Sep '25

15 Sep '25

A tutti gli interessati Desideriamo esprimere il nostro pieno sostegno alla candidatura del Prof. *Francesco CARAVENNA* al Consiglio Scientifico del gruppo GNAMPA dell'INdAM, per le elezioni che si svolgeranno il *17 e 18 settembre 2025*. La sua attività scientifica di altissimo livello, l’ampio raggio dei suoi interessi di ricerca e il costante impegno nella formazione di giovani matematici e nella promozione di iniziative scientifiche rappresentano una garanzia di qualità e di visione per il futuro del gruppo. Il suo contributo sarà prezioso per rafforzare ulteriormente il ruolo del gruppo GNAMPA come riferimento per la comunità matematica italiana e internazionale. *Giacomo Aletti, Luisa Beghin, Luciano Campi, Pietro Caputo, Lucia Caramellino, Paolo Dai Pra, Ernesto De Vito, Antonio Di Crescenzo, Fabrizio Durante, Salvatore Federico, Benedetta Ferrario, Franco Flandoli, Claudio Fontana, Marco Fuhrman, Giambattista Giacomin, Alberto Lanconelli, Domenico Marinucci, Fabio Martinelli, Sonia Mazzucchi, Federico Polito, Enrico Priola, Pietro Rigo, Marco Romito, Laura Sacerdote, Giuseppe Sanfilippo, Enrico Scalas, Dario Trevisan, Dimitrios Tsagkarogiannis*

1 0

4th Workshop “Mathematics for Artificial Intelligence and Machine Learning”
by Agliari, Elena 15 Sep '25

15 Sep '25

Dear Colleagues, Following the previous editions - held in Bari [UMI2025 <https://umi-math4aiml2025.uniba.it/>], Milan [UMI2024 <https://dec.unibocconi.eu/mathematics-artificial-intelligence-and-machine-l…>] and Turin [UMI2023 <https://umi.dm.unibo.it/gruppi-umi-2/gruppo-umi-aimlmat/>] - we are glad to announce the *4th workshop of the UMI Group *“Mathematics for Artificial Intelligence and Machine Learning <https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop> ”, which will take place on *January 21-23, 2026*, at the *Mathematics Department of Sapienza University of Rome*. The invited speakers are Paola Antonietti (Politecnico di Milano) Annalisa Barla ( Università di Genova) Vincenzo Bonifaci (Università Roma Tre) Massimo Fornasier (Technische Universität München) Domenico Marinucci (Università degli Studi di Roma Tor Vergata) Pierpaolo Vivo (King's College London) The workshop focuses on the interplay between mathematics, artificial intelligence, and machine learning. Its aim is to encourage mathematical research in these areas, promote the dissemination of results, and facilitate interaction with other disciplines. The event will conclude the thematic period on Data Science within the *Eccellenza* Scientific Program of the Mathematics Department at Sapienza University of Rome. Further information about the program can be found on this page <https://sites.google.com/uniroma1.it/excellence-department/home>. In addition to invited talks, the program will feature contributed presentations and a poster session. To register, please visit the workshop website <https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop>. Participation is free, but registration is required. Kind regards, The Scientific Committee Adriano Barra Alessandra De Rossi Ernesto De Vito Stefano Gualandi Giampaolo Leonardi Marco Maggesi Benedetta Morini Sandra Pieraccini Paolo Zunino The Organizing Committee Elena Agliari Adriano Barra Alberto Fachechi Giuseppe Visconti

1 0

Seminar at Sapienza University - N. Leonenko - 22/9/2025
by Luisa Beghin 15 Sep '25

15 Sep '25

Dear all, we are pleased to announce the following seminar at the Department of Statistical Sciences, Sapienza University. ——— *Speaker*: Nikolai Leonenko, Cardiff University (UK) *Title*: *Limit theorems for supCAR random fields* *When*: Monday, September 22, 10:00 *Where*: p.le A. Moro, 5, building CU002, room 24 (fourth floor) *Online: *at the following link <https://meet.google.com/fhc-xvdh-cgq> *Abstract*: The paper introduces a new class of random fields, supCAR fields, which are constructed as superpositions of continuous autoregressive random fields. These supCAR fields possess infinitely divisible marginal distributions. Their second-order properties are characterised by a novel family of covariance functions which can exhibit short- and long-range spatial dependencies. First, the existence of such fields is examined. Then, functional limit theorems for supCAR fields are derived under general assumptions. Four limiting scenarios that depend on the marginals of the underlying autoregressive fields and the specifications of the superposition are identified. Examples of specific supCAR fields, for which the assumptions and results are provided in simple, explicit forms, are presented. The obtained limit theorems can be employed for the statistical inference of supCAR fields. These are joint results with Illia Donhauzer <https://arxiv.org/search/math?searchtype=author&query=Donhauzer,+I> (Kyushu University, Japan) and Andriy Olenko <https://arxiv.org/search/math?searchtype=author&query=Olenko,+A> (La Trobe University, Melbourne, Australia) ——— Best regards, Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910709 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- *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>*

1 0

JOB: Lectureship in Statistics at KCL
by Fabrizio Leisen 15 Sep '25

15 Sep '25

Dear All, Applications are invited for a Lectureship in Statistics in the Department of Mathematics at King’s College London. You can find the details at : https://www.kcl.ac.uk/jobs/120728-lecturer-in-statistics *Deadline: 30/09/2025* Candidates are expected to have a PhD in Statistics, or a closely related area, and research expertise in some area of statistics. They should demonstrate the potential to lead research of high originality, innovation and depth, with the capacity to make a significant long-term impact in their field. A proven ability or clear potential to attract research funding is also desirable. The successful candidate will be expected to lead a self-directed research programme, which will enhance the Department’s research activity, and to take part in teaching and assessment across its undergraduate and postgraduate programmes. They will be expected to promote the reputation of the Statistics research group through participation in scientific meetings, scholarly engagement, and other externally facing activities. They will also play an active role in the institutional and intellectual development of the Department and undertake administrative responsibilities at the Departmental, Faculty, and University levels, as required. This is a full-time position (35 hours per week), and an indefinite contract will be offered. Best Wishes, Fabrizio -- Fabrizio Leisen Professor of Statistics Head of the Statistics Group King’s College London Department of Mathematics Strand | WC2R 2LS | London

1 0

De Finetti seminar: Huyên Pham and Stéphane Crépey, Sept. 24, 2025
by Alessandro Doldi 12 Sep '25

12 Sep '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on September 24, 2025: Huyên Pham, Ecole Polytechnique (h. 16:00) and Stéphane Crépey, Université Paris Cité (h. 17:00) LOCATION: The seminars will be held on September 24, 2025 starting at 16:00, Aula C20 (Via Colombo 62), Università degli Studi di Milano, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

1 0

Stefano Favaro in Venice, Seminar at Ca' Foscari University, September 23
by Roberto CASARIN 11 Sep '25

11 Sep '25

Dear all, I'm pleased to invite you to the Seminar in Statistics, which will be held on Tuesday, September 23 at 12:00 in Meeting Room 1 by: Stefano Favaro (University of Torino - Collegio Carlo Alberto), Quasi-Bayes empirical Bayes: a sequential approach to the Poisson compound decision problem (Joint work with Sandra Fortini, Bocconi University) Abstract: The Poisson compound decision problem is a long-standing problem in statistics, where empirical Bayes methodologies are commonly used to estimate Poisson's means in static or batch domains. In this paper, we study the Poisson compound decision problem in a streaming or online domain. Adopting a quasi-Bayesian approach, often referred to as Newton’s algorithm, we obtain a sequential Poisson's mean estimate that is easy to evaluate, computationally efficient, and maintain a constant per-observation computational cost as data accumulate. Asymptotic frequentist guarantees of this estimate are established, showing consistency and asymptotic optimality, where the latter is understood as vanishing excess Bayes risk or regret. We demonstrate the effectiveness of our methodology through empirical analysis on synthetic and real data, with comparisons to existing parametric and nonparametric approaches. More information available at https://www.unive.it/data/agenda/3/105362 We are looking forward to welcoming you to Venice. -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera https://www.unive.it/isba2024

1 0

[IFIP Performance 2025] Registration Open, Program Online, and Key Updates
by Zocca, A. (Alessandro) 11 Sep '25

11 Sep '25

Dear colleagues, We are pleased to share some important updates regarding the upcoming IFIP WG 7.3 Performance 2025 conference (Amsterdam, Nov 11-13): * The registration is now open at https://cwi-business-society.weticket.io/ifip-performance-2025-conference. The early-bird deadline is September 29, so we encourage you to register soon to benefit from the reduced fee. Please remember that at least one author per accepted paper must register and attend in person. * The conference program is now available at https://performance2025.sciencesconf.org/resource/page/id/4, including four tutorials on Thursday, November 13. * The IFIP WG 7.3 business meeting will take place on the evening of Wednesday, November 12. If you are a member and wish to participate, please email our secretary, Silke, at silke.kleinen(a)cwi.nl<mailto:silke.kleinen@cwi.nl>. * If you would like to make a last-minute request for a student travel grant or a poster submission, please send it to Rob van der Mei at mei(a)cwi.nl<mailto:mei@cwi.nl> as soon as possible (instructions can be found here<https://performance2025.sciencesconf.org/resource/page/id/10> and here<https://performance2025.sciencesconf.org/resource/page/id/2>). We look forward to welcoming you to Amsterdam in November! Alessandro Zocca on behalf of the Performance 2025 Organizing Committee

1 0

First call for papers: 'International Fintech Research Conference' January 29-30, 2026, Pavia
by Giacomo Bormetti 10 Sep '25

10 Sep '25

Dear Colleagues, I've included below the call for papers for the 4th edition of the '*International Fintech Research Conference*', January 29-30, 2026, Pavia. Feel free to share with all interested people. Kind regards On behalf of the local organizing committee Giacomo Bormetti *** *International Fintech Research Conference* Finance, technology, methodologies University of Pavia January 29-30, 2026 The Conference <https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top…> aims to stimulate discussion and promote collaborations among researchers working in all areas of Fintech, providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields, including (but not limited to) theoretical analysis of the Fintech domain, AI and machine learning applications to Finance, Cryptocurrencies, Decentralized Finance, Big data analysis, Cybersecurity, Nowcasting, Text analysis in Finance, and Network analysis in Finance. A *prize for the best paper* presented at the Conference is established. *Submission Fees* *100,00 EUR*: the fee covers coffee breaks, lunches, and the social dinner *60,00 EUR*: for people attending the social dinner only The Conference is the fourth edition of an annual initiative promoted by the *Fintech Research Network* <https://www.fintechlab.it/network/>, steered by a group of researchers working in all areas of Fintech. The network aims to develop proactive research initiatives such as conferences, summer schools, workshops, seminars, and research projects within the Fintech framework. *Keynote speakers*: - *Agostino Capponi*, Columbia University - *Frédéric Vrins*, Université Catholique de Louvain *Scientific Committee*: Matteo Barigozzi, Francesco Bartolucci, Emilio Barucci, Giacomo Bormetti, Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà-Talamanca, Paolo Giudici, Fabrizio Lillo, Daniele Marazzina, Silvia Muzzioli, Claudio Tebaldi. *Organizing Committee*: Giacomo Bormetti, Riccardo Brignone, Paolo Giudici, Andrea Pallavicini, Emanuela Raffinetti, Alessandro Spelta, Lorenzo Trapani. *Important Dates* Abstract/Paper submission *December 14, 2025* Notification to authors *December 31, 2025* Conference registration *January 1-14, 2026*

1 0

Sessione di Analisi Stocastica (MSP 2025 Milano-Bicocca) in streaming
by Francesco Caravenna 09 Sep '25

09 Sep '25

In occasione dell'ultima giornata del convegno The Mathematics of Subjective Probability <https://www.msp2023.campus.unimib.it/home> presso l'Università di Milano-Bicocca, domani mercoledì 10 settembre si terrà una Sessione di Analisi Stocastica dedicata alle Equazioni Stocastiche Singolari. Per chi non può partecipare di persona (aula 1F, Edifico U6, Piazza dell'Ateneo Nuovo 1, Milano), i seminari verranno trasmessi in streaming via Webex al link seguente: https://unimib.webex.com/unimib-it/j.php?MTID=m1772c5b3196ef4eec6dbebe297da… Trovate di seguito il programma <https://www.msp2023.campus.unimib.it/program>. Cordiali saluti, Francesco Caravenna %%%%%%%%%%%%%%%%%%% Programma 10:00 - 11:00 Ilya Chevirev (SISSA, Trieste): Geometric and large scale problems in SPDEs 11:00 - 11:30 Rinfresco 11:30 - 12:30 Giuseppe Cannizzaro (University of Warwick): Anomalous diffusivity and universality for stationary SPDEs at the critical dimension 12:30 - 13:30 Pranzo 13:30 - 14:05 Davide Addona (Università di Parma): Young and Rough Equations in Infinite Dimension 14:05 - 14:40 Sarah-Jean Meyer (University of Oxford): An introduction to the FBSDE approach for the stochastic quantisation of sine-Gordon 14:40 - 15:10 Rinfresco 15:10 - 15:45 Francesco Carlo De Vecchi (Università di Pavia): Regular coupling of probability measures on spaces of distributions 15:45 - 16:20 Emanuela Gussetti (University of Bielefeld): Pathwise Wong-Zakai convergence and Pathwise Central Limit Theorem for the stochastic Landau-Lifschitz-Gilbert equation via rough paths %%%%%%%%%%%%%%%%%%%

1 0

Avviso di Seminario: Prof. Nikolai Leonenko
by luigia.caputo 08 Sep '25

08 Sep '25

Il giorno 10 settembre 2025, alle ore 12:00, in aula F, del Dipartimento di Matematica e Applicazioni R. Caccioppoli, il Prof. Nikolai Leonenko, Cardiff School of Mathematics, Cardiff University, terrà il seguente seminario: ''_Humbert generalized fractional differenced processes_'' Abstract: We use the generating functions of the Humbert polynomials to define two types of Humbert generalized fractional differenced ARMA processes. We present stationarity and invertibility conditions for the introduced models. The singularities for the spectral densities of the introduced models are investigated. In particular, Pincherle ARMA, Horadam ARMA and Horadam-Pethe ARMA processes are studied. It is shown that the Pincherle ARMA process has seasonable long memory property. Additionally, we employ the Whittle quasi-likelihood technique to estimate the parameters of the introduced processes. Through this estimation method, we attain results regarding the consistency and normality of the parameter estimators. We also conduct a comprehensive simulation study to validate the performance of the estimation technique for Pincherle ARMA process. Moreover, we apply the Pincherle ARMA process to real-world data, specifically to Spain's 10 years treasury bond yield data, to demonstrate its practical utility in capturing and forecasting market dynamics. These are joint results with Niharika Bhootna, Monika Singh Dhull and Arun Kumar (Indian Institute of Technology Ropar, Rupnagar, Punjab, India) Link: Seminario Prof. Nikolai Leonenko | Partecipazione alla riunione | Microsoft Teams [1] I Proponenti Luigia Caputo, Roberta Schiattarella -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo Links: ------ [1] https://teams.microsoft.com/meet/3341583166422?p=qqbdMFugJwUek3OULf

1 0

Nadia Oudjane September 9th, 11h CET at Bologna, Aula Vitali and Online
by Cristina Di Girolami 08 Sep '25

08 Sep '25

Dear colleagues, I am glad to advertise that next Tuesday, September 9th, at 11h Nadia Oudjane (Electricité de France, Paris, EDF) will give a talk Mathematical tools to manage distributed flexibilities in power systems. in Aula Vitali, Dipartimento di Matematica in Piazza di Porta San Donato 5 in Bologna and on-line https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzA3NGMzN2EtODcyMC00… Abstract: With the massive integration of renewable energies (photovoltaic (PV) and wind power) into the power grid, new uncertainties are impacting the power balance. At the same time, advances in « smart » technologies and batteries offer new flexibilities with the possibility of controlling the consumption of a large number of electrical appliances (electric vehicle recharging, heat pumps, etc.). In this framework, a major technical challenge is to optimize the management of this large number of heterogeneous flexibilities distributed across the network to help in balancing the system. This constitutes a large scale optimization problem under uncertainties, which can benefit from mean-field approximations. Thanks for sharing with those who might be interested, the organisers Cristina Di Girolami and Elena Bandini https://seminari.dm.unibo.it/mat

1 1

RoMaDS: A day on Random Matrix Theory and Deep Learning
by Stefano Vigogna 02 Sep '25

02 Sep '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 (Tel Aviv University), Jon Keating (University of Oxford), Florent Krzakala (École polytechnique fédérale de Lausanne), Zhenyu Liao (Huazhong University of Science & Technology), Roland Speicher (Saarland University). 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

1 0

International conference in Venice on Emerging Global Financial Systems - Programme
by Monica Billio 01 Sep '25

01 Sep '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* _08.30 - 09.00REGISTRATION_ _09.00 - 09.30WELCOME AND OPENING REMARKS_ Monica Billio, Ca' Foscari University of Venice Andrew W. Lo, MIT Sloan School of Management, Programme Chair _09.30 – 11.00SESSION I: INSURANCE AND SAFE ASSETS_ Chair: Monica Billio, Ca' Foscari University of Venice 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) - Discussant: Giovanni Pellegrino, University of Padua _11.00 – 11.30COFFEE BREAK_ _11.30 – 13.00SESSION II: DECARBONISATION BETWEEN PRICING AND DISCLOSURE_ Chair: Stephen Schaefer, London Business School /Green Coins, /Massimiliano Croce, Bocconi University, CEPR, IGIER & Baffi-Carefin Center (joint with Nicolas Guinez, Alejandra Inzunza Méndez, Thien T. Nguyen, and Claudio Tebaldi) - Discussant: Stefano Battiston, Ca' Foscari University of Venice & University of Zurich /A Greenwashing Index/, Elise Gourier, ESSEC Business School & CEPR (joint with Hélène Mathurin) - Discussant: Massimiliano Bonacchi, Free University of Bozen /Pricing Climate Ambiguity/, Francesco Rocciolo, Nazarbayev University (joint with Monica Billio, Massimo Guidolin, and Yehuda Izhakian) - Discussant: Marcella Lucchetta, Ca' Foscari University of Venice _13.00 – 14.15LUNCH_ _14.15 – 16.15SESSION III: GREENING AND DECARBONISATION STRATEGIES IN THE BANKING SECTOR_ Chair: *Lucia Alessi*, Joint Research Center, European Commission **ESG - UPTAKE — TSI-2023-ESGRM-IBA - ESG risk management framework for the financial sector. Funded by the European Commission - Grant Agreement N 101145727.** /Energy Costs and Default Risk in Green Mortgage Securitisations, /Alfonso Dufour, ICMA Centre, Henley Business School, University of Reading (joint with Monica Billio, Massimo Dragotto, Samuele Segato, and Simone Varotto) - Discussant: Stephen Schaefer, London Business School /Climate and Environmental Risk Integration in EU Banks, /Michele Costola, Ca' Foscari University of Venice (joint with Katia Vozian) - Discussant: Andrea Giacomelli, Knowshape, Ca’ Foscari University of Venice & GRETA /Greening the Present to Decarbonise the Future: an Analysis of Italian Banks’Decarbonisation Strategies/, Valeria Lionetti, Bank of Italy (Cristina Angelico, and Ludovico Ridi) - Discussant: Giacomo Cotignano, Joint Research Center, European Commission /Here Comes the Flood: the Climate Risk of Residential Mortgages in Rimini/, Ivan Faiella, Bank of Italy (joint with Luciano Lavecchia) - Discussant: Valeria Nale, CRIF, Bologna _16.15 – 17.00COFFEE BREAK and POSTER SESSION_ _17.00 – 18.30SESSION IV: CLIMATE AND ECONOMIC IMPACTS OF THE GREEN TRANSITION_ Chair: Stefano Battiston, Ca' Foscari University of Venice & University of Zurich /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) - Discussant: Carmelo Latino, Smith School of Enterprise and the Environment, Oxford University & Leibniz Institute for Financial Research SAFE /Government-funded Green Banks: Catalysts for the Green Transition, /Claudio Rizzi, University of Navarra, Barcelona (joint with Simon Xu, and Paul Yoo) - Discussant: Francesca Battaglia, Parthenope University of Naples /Extreme Weather in Europe: Determinants and Economic Impact/, Claudio Morana, Università di Milano – Bicocca (joint with Marcelle Chauvet, and Murilo Silva) - Discussant: Andrea Monticini, Catholic University of Milan _20.30SOCIAL DINNER_** *Friday, September 26, 2025* _09.00 – 10.30SESSION V: TECHNOLOGICAL INNOVATION IN ECONOMICS AND FINANCE_ Chair: Loriana Pelizzon, Ca’ Foscari University of Venice & Leibniz Institute for Financial Research SAFE Invited Talk: /Financing Deep Tech, /Andrew W. Lo, MIT Sloan School of Management /Beyond Algorithms: Soft Information in Global Macro Shocks/, Yuhan Ye, Swiss Finance Institute & Università della Svizzera italiana - Discussant: Marti Subrahmanyam, NYU Stern Business School _10.30 – 11.00COFFEE BREAK_ _11.00 – 13.00PANEL SESSION: FRAMING GLOBAL CHANGES BETWEEN INNOVATION AND SUSTAINABLE SOLUTIONS_ Chair: Jan Pieter Krahnen, Leibniz Institute for Financial Research SAFE & Goethe University Participants: Davide Alfonsi, Chief Risk Officer, Intesa Sanpaolo Agar Brugiavini, Ca' Foscari University of Venice Ivan Faiella, Climate change and sustainability hub, Bank of Italy Federico Galizia, Risk and Finance Vice President, International Finance Corporation (World Bank Group) Andrew W. Lo, MIT Sloan School of Management Marco Macellari, ESG Business and Transformation Lead, CRIF Steven Ongena, University of Zurich, Swiss Finance Institute, KU Leuven & CEPR _13.00 – 14.15LUNCH_ _14.15 – 15.45SESSION VI: NAVIGATING GEOPOLITICAL AND PROSOCIAL DYNAMICS_ Chair: Marti Subrahmanyam, NYU Stern Business School /The Pricing of Geopolitical Tensions over a Century/, Alessandro Melone, The Ohio State University (joint with Andrei S. Goncalves, and Andrea Ricciardi) - Discussant: John Cotter, University College Dublin /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 - Discussant: Dario Palumbo, Ca’ Foscari University of Venice /Public Policy and Private-Sector Prosocial Motives: The Case of Greenhouse Gas Emissions/, Jiaqi Zheng, University of Oxford - Discussant: Stefano Colonnello, Ca’ Foscari University of Venice _15.45 – 16.30COFFEE BREAK and POSTER SESSION_ _16.30 – 17.30SESSION VII: GLOBAL SUPPLY CHAINS AND CLIMATE CHANGE_ Chair: Steven Ongena, University of Zurich, Swiss Finance Institute, KU Leuven & CEPR /Rewiring Supply Chains Through Uncoordinated Climate Policy, /Olimpia Carradori, University of Zurich & Swiss Finance Institute (joint with Emanuela Benincasa, Miguel Ferreira, Emilia Garcia-Appendini) - Discussant: Jan Pieter Krahnen, Leibniz Institute for Financial Research SAFE & Goethe University 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) - Discussant: Steven Ongena, University of Zurich, Swiss Finance Institute, KU Leuven & CEPR _17.30 – 17.45CLOSING 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> *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

1 0

MINI-COURSE "Interacting Particle Systems on Random Graphs" by Frank Den Hollander, IMT Lucca, 21-23 October 2025
by luca.avena＠unifi.it 30 Aug '25

30 Aug '25

Dear colleagues, I am glad to advertise the following minicourse intended for young researchers, PhD and Master students: LECTURER: Prof. Dr. W.T.F. den Hollander, Leiden University (The Netherlands), and visiting professor from this year both at NETWORKS Research Unit, IMT Lucca as well as at DIMAI , University of Florence. MINICOURSE TITLE: Interacting Particle Systems on Random Graphs LOCATION: IMT School of Advanced Studies Lucca, Piazza San Francesco 19, 55100 Lucca (Italy) PERIOD: 21-23/10/2025 ABSTRACT: The goal of this mini course is to sketch what is known and not known about interacting particle systems on random graphs, highlight the role of sparse versus dense graphs, exhibit the relevant time scales for critical phenomena and identify how these depend on the size of the graph, list some open problems and indicate some lines of future research. After reviewing the generic properties of interacting particle systems on regular lattices, specific models on two classes of random graphs will be considered: Configuration Models and Erdos-Renyi random graphs. The course is organized in three lectures: - Lecture 1. Background and motivation for Interacting Particle Systems on d-dimensional lattices. Phase transitions and critical phenomena. Key questions and core tools. - Lecture 2. Stochastic Ising Model. - Lecture 3. Voter Model & Contact Process. Reference: F. Capannoli, F. den Hollander, Interacting particle systems on random graphs, Ensaios Mat. 40 (2024) 117-176 (https://doi.org/10.21711/217504322024/em402) See https://networks.imtlucca.it/networks-lecture-series for more information. Thanks for sharing with those who might be interested. Luca Avena

1 0

MINI-COURSE "Interacting Particle Systems on Random Graphs" by Frank Den Hollander, IMT Lucca, 21-23 October 2010
by luca.avena＠unifi.it 30 Aug '25

30 Aug '25

Dear colleagues, I am glad to advertise the following minicourse intended for young researchers, PhD and Master students: LECTURER: Prof. Dr. W.T.F. den Hollander, Leiden University (The Netherlands), and visiting professor from this year both at NETWORKS Research Unit, IMT Lucca as well as at DIMAI , University of Florence. MINICOURSE TITLE: Interacting Particle Systems on Random Graphs LOCATION: IMT School of Advanced Studies Lucca, Piazza San Francesco 19, 55100 Lucca (Italy) PERIOD: 21-23/10/2025 ABSTRACT: The goal of this mini course is to sketch what is known and not known about interacting particle systems on random graphs, highlight the role of sparse versus dense graphs, exhibit the relevant time scales for critical phenomena and identify how these depend on the size of the graph, list some open problems and indicate some lines of future research. After reviewing the generic properties of interacting particle systems on regular lattices, specific models on two classes of random graphs will be considered: Configuration Models and Erdos-Renyi random graphs. The course is organized in three lectures: - Lecture 1. Background and motivation for Interacting Particle Systems on d-dimensional lattices. Phase transitions and critical phenomena. Key questions and core tools. - Lecture 2. Stochastic Ising Model. - Lecture 3. Voter Model & Contact Process. Reference: F. Capannoli, F. den Hollander, Interacting particle systems on random graphs, Ensaios Mat. 40 (2024) 117-176 (https://doi.org/10.21711/217504322024/em402) See https://networks.imtlucca.it/networks-lecture-series for more information. Thanks for sharing with those who might be interested. Luca Avena

1 0

cambio nome utente
by calzolari 29 Aug '25

29 Aug '25

Buongiorno. Scrivo per segnalare che il mio indirizzo di posta è cambiato in calzolari(a)axp.mat.uniroma2.it Grazie per l'attenzione. Antonella Calzolari Professore associato Dipartimento di Matematica Università di Roma Tor Vergata

1 0

PreDoc position at WIAS Berlin
by Benedikt Jahnel 29 Aug '25

29 Aug '25

Dear readers, we would like to draw your attention to an open PreDoc Position in probability theory at the Weierstrass Institute Berlin (WIAS). We seek to fill it as soon as possible and the advertisement is open with immediate effect and will remain open until the position is filled. For more details see https://short.sg/j/57847063 The position is based in the DYCOMNET group https://www.wias-berlin.de/research/lgs/lg6/index.jsp?lang=1 https://www.wias-berlin.de/research/lgs/lg6/index.jsp?lang=1 and funded through the Berlin Cluster of Excellence Math+ https://mathplus.de/ https://mathplus.de/ for three years within the project "Information Flow & Emergent Behaviour in Complex Networks" (PIs Benedikt Jahnel & Lukas Lüchtrath). Candidates should not hesitate to contact Benedikt Jahnel (jahnel(a)wias-berlin.de <mailto:jahnel@wias-berlin.de>) or Lukas Lüchtrath (luechtrath(a)wias-berlin.de <mailto:luechtrath@wias-berlin.de>) in case there are any questions. Please also feel free to forward this job advertisement to anyone who might be interested. Best regards Benedikt Jahnel & Lukas Lüchtrath -- Prof. Dr. Benedikt Jahnel Head of Leibniz Group DYCOMNET Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Anton-Wilhelm-Amo-Str. 39 10117 Berlin, Germany Phone +49 30 20372-445 https://www.wias-berlin.de/people/jahnel/?lang=1 Legal Notice <https://www.wias-berlin.de/about/imprint.jsp> Legal entity: Forschungsverbund Berlin e. V. | Rudower Chaussee 17 | 12489 Berlin, Germany Registered office: Berlin – Registered at the Berlin-Charlottenburg local court – Reg. No.: VR 12174 B | VAT number: DE 136785011 Joint power of attorney: Prof. Dr. Michael Hintermüller (Director of the WIAS) and Martin Böhnke (Managing Director of the FVB)

1 0

3-year postdoctoral position at Bielefeld University
by Ferrari, Giorgio 27 Aug '25

27 Aug '25

Dear Colleagues, I am pleased to share the following advertisement for a 3-year postdoctoral position at the Center for Mathematical Economics at Bielefeld University, within the Research Training Group CUDE: https://jobs.uni-bielefeld.de/job/view/4493/research-position-in-the-resear… Candidates with a PhD in Theoretical Economics, Mathematical Economics, or Mathematical Finance are encouraged to apply. Best wishes, Giorgio Ferrari

1 0

Lecturer position in Probability at King's College London
by Alexandre Stauffer 20 Aug '25

20 Aug '25

Dear Colleagues, Our Probability Group at King's College London is advertising for a Lecturer (Assistant Professor) position in Probability: https://www.kcl.ac.uk/jobs/121765-lecturer-in-probability-theory The deadline is 5 October 2025. I would be grateful if you could share this opportunity within your network and forward it to any potential candidates. Please don’t hesitate to contact me if you have any questions. Best, Alexandre

1 0

Postdoc Opportunity: Generative AI for Financial Market Modelling
by Juho Kanniainen (TAU) 13 Aug '25

13 Aug '25

TUNI Luottamuksellinen - Confidential (3Y) Dear all, We are offering a postdoctoral position to work on generative AI for financial market modelling in a Nasdaq Nordic Foundation-funded project at Tampere University, Data Science Research Center, Finland. The project focuses on developing AI-based methods for spoofing detection and optimal execution in high-frequency trading within Limit Order Book (LOB) markets. As LOB data is inherently sequential, generative token-based methods are especially promising for modeling and forecasting LOB dynamics. The models developed in this project are also suited for counterfactual and interventional what-if scenarios, enabling analysis of what might have happened or what could happen under changing conditions. Professors Alexandros Iosifidis<https://www.linkedin.com/in/alexandrosiosifidis/> and Juho Kanniainen<https://www.linkedin.com/in/juho-kanniainen-771b99/> have been pioneers in developing low-latency machine learning models for Limit Order Book (LOB) driven financial markets. With our international collaborators, we have published in top-tier AI journals and are among the most cited researchers in this field. Join us at the forefront of AI research in financial market modelling! 📌 More information and application: https://tuni.rekrytointi.com/paikat/?o=A_A&jid=2753 📅 Deadline: 25 August 2025 For inquiries, please contact: Professor Juho Kanniainen, juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> Please include Post-Doc/Nasdaq Foundation – First Name Last Name in the subject line of your email. Best regards, Juho Kanniainen

1 0

Early Career Pioneers in Uncertainty Quantification and AI for Science (new deadline August 10)
by Andrea Agazzi 08 Aug '25

08 Aug '25

Dear all, Registrations to the workshop “Early Career Pioneers in Uncertainty Quantification and AI for Science” (INI Cambridge, UK, August 27-28, 2025) https://www.newton.ac.uk/event/rclw04/ <https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.newto…> are still open *until August 10* If you wish to attend in person (or online) and possibly present a poster, please use the “apply now” button. Kind regards, Andrea Agazzi on behalf of the workshop organizers

1 0

International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 08 Aug '25

08 Aug '25

*EMERGING GLOBAL FINANCIAL SYSTEMS: * *EXPLORING POLARIZATION, SYSTEMIC RISKS, INNOVATION, AND SUSTAINABLE SOLUTIONS* * * *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 *CREDIT 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 CREDIT 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. / The Scientific Committee consists of: *Andrew W. 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)** *PROGRAMME**:**Click here to see the conference programme <https://www.greta.it/index.php/it/general-information-credit25/programme-20…>* ** **REGISTRATION:****Click here to register <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-2024> * * *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. *** Please accept our apologies for any crossed e-mails. ** Probably you are in our mailing list from very long time because you collaborated with us or with our associates, you asked to be informed about our activities, you attended our conferences or you submitted papers to our call for papers. If you would like to continue enjoying the benefits of keeping up to date with our future events, invitations, and developments, you do not need to do anything. If you would prefer to no longer receive communications from us, please send an email with Subject "Cancel from Mailing List" to credit(a)greta.it <mailto:credid@greta.it>

1 0

Doctoral researcher in Theoretical Ecotoxicology/Ecotoxicological Data Science
by Guillaume Kon Kam King 07 Aug '25

07 Aug '25

Cari Colleghi, Ralf Schäfer (ralf.schaefer(a)uni-due.de) docente presso l’Università di Duisburg-Essen, dispone attualmente di una borsa di dottorato e sta cercando candidati interessati all’ambito della Environmental Data Science. Se conoscete qualcuno che potrebbe essere interessato, non esitare a condividere questa opportunità. In allegato troverete una descrizione dettagliata dell’offerta. Cordiali saluti, ------ Dr. Guillaume KON KAM KING Chargé de recherches/Senior Research Fellow INRAE Université Paris-Saclay, INRAE, MaIAGE, 78350, Jouy-en-Josas, France

1 0

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

1 0

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

1 0

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 ********************************

1 0

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

1 0

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

1 0

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 --------------------------------------------------------------------------

1 0

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.

1 0