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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

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[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

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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*

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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 %%%%%%%%%%%%%%%%%%%

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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

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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

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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

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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

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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

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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

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