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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. ***

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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*.

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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

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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

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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.

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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

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

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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

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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/>

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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

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