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

01 Jul '25

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

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

30 Jun '25

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

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Blackwell-Rosenbluth award: extended deadline
by filippo ascolani 30 Jun '25

30 Jun '25

Dear all, we are writing to announce that the deadline for the nominations to the *Blackwell-Rosenbluth Award* has been moved to *July 15, 2025*. The award aims at recognizing outstanding junior Bayesian researchers based on their overall contribution to the field and to the community. There will be six winners in total who will be invited to present their work in two special webinar series and receive three years of free ISBA and j-ISBA membership. To encourage scientific exchange and strengthen research connections between geographies, three prizes will be awarded to researchers based in time zones UTC+0 to UTC+13 [e.g. Africa + Asia + Europe + Oceania] and three to those based in UTC-12 to UTC-1 [e.g. North America + South America]. We welcome nominations of junior researchers working in the broad spectrum of topics in Bayesian statistics, including but not limited to methods, theory, computation, machine learning, data science, biostatistics, econometrics, industrial statistics, environmental science, and software. Ph.D. students and early career researchers who received their Ph.D. after *January 1, 2020* are eligible for nomination. Candidates who were nominated in previous years may be nominated again if they received their Ph.D. after January 1, 2020. In exceptional cases, applicants who are more than five years past their Ph.D. may still be considered if they experienced a significant career break within five years of earning their degree (such as breaks due to illness, caring for a sick family member, pregnancy-related leave, or parental leave). A nomination may come from any ISBA member, including the nominee themselves. A nomination is to be submitted electronically and should contain: - Nominating letter in support of the candidate - CV of the candidate - One manuscript or alternate form of exposition (e.g. software documentation) of scientific work most representative of the candidate’s achievements; the submitted work should also be available as publication or in a public repository such as arXiv, bioRxiv, CRAN, Bioconductor or GitHub. Submit here <https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fu8042292.…> . If you are unable to use Google Forms, please email your nomination to jisba.section(a)gmail.com <https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fu8042292.…> . We look forward to receiving your applications! The j-ISBA (junior section of the International Society for Bayesian Analysis) Board

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Intensive short PhD courses in Mathematical Finance
by Athena Picarelli 30 Jun '25

30 Jun '25

Dear colleagues, We are pleased to announce that, in conjunction with the 12th General AMaMeF Conference that will take place at the Department of Economics of the University of Verona, on the 23-27 of June, we will host a series of special seminars led by some of the distinguished plenary speakers. These seminars, taking place during the weeks immediately preceding and following the Conference, are specifically designed for PhD students and offer an exceptional opportunity to engage with advanced topics in mathematical finance and to interact closely with leading experts in the field. All the seminars will take place in aula Vaona (Polo Santa Marta, Via Cantarane 24, 1st floor). Here the program: - *XUNYU ZHOU (Columbia University)* "Continuous Time Reinforcement Learning" Tuesday 17 June, h. 9.30-11.30 Wednesday 18 June, h. 9.30-11.30 Thursday 19 June, h. 9.30-11.30 - *SAMUEL COHEN (University of Oxford)* "Deep Galerkin method for PDEs": Monday 30 June, h. 10.00-12.00 Tuesday 1 July, h. 10.00-12.00 Wednesday 2 July, h. 10.00-12.00 - *AGOSTINO CAPPONI (Columbia University)* "Advances in Mathematics and Machine Learning for Finance" : Monday 30 June, h. 14.00-16.00: Microstructure of automated market makers. Introduction of the main properties and conceptual innovation of AMMs, and draw parallel with limit order books (CLOB). It will be shown how the convexity of the AMM pricing curve and depth of liquidity pools relates to price impact. It will be highlighted how mathematical control techniques can be used to decide on the best execution venues (AMMs vs CLOBs), and show what data can be used to validate model predictions Tuesday 1 July, h. 14.00-16.00: Machine Learning in Finance. State-of-art ML techniques, and how they can be used to solve financial mathematics problems. Introduction of diffusion maps, graph machine learning methods, and causal investing. Wednesday 2 July, h. 14.00-16.00: Goal-Based Wealth Management. A new framework to solve dynamic portfolio optimization problems in finance will be discussed. Rather than postulating risk-averse utility functions, the investor will specify deadlines and amounts of liabilities to be matched by an investment strategy. The basic framework, as well as future extensions and avenues of research, including the inclusion of insurance funds, stochastic deadlines, and connections to multiple optimal stopping will be presented. Best wishes, 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.

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SPASS seminar: Ujjwal Koley
by Mario Maurelli 28 Jun '25

28 Jun '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Hölder continuous solutions to inhomogeneous incompressible Euler flows* by *Ujjwal Koley* (Center for Applicable Mathematics, Tata Institute of Fundamental Research, Bangalore) The seminar will take place on *TUE, 01.07.2025* at *11:00 CEST *(mind unusual time) in Aula M-Lab, Polo Fibonacci, 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: **Hölder continuous solutions to inhomogeneous incompressible Euler flows* *Abstract: In this talk, we shall *discuss about the* construction of global-in-time Hölder continuous weak solutions to density dependent incompressible Euler equations in three-dimensional periodic domain. The proof is based on convex integration techniques using Mikado flows as building blocks. As a main novelty with respect to the related literature, our result produces Hölder continuous density.*

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PhD scholarships in Pisa
by Mario Maurelli 26 Jun '25

26 Jun '25

Dear colleagues, I would like to advertise the call for PhD scholarships in Mathematics and PhD scholarships in High Performance Scientific Computing at University of Pisa. Deadline: July 18, 2025, 1pm Rome time zone. We strongly encourage applications of students interested in probability. The research interests of our probability group here in Pisa include: stochastic evolutions (e.g. stochastic partial differential equations, regularization by noise, stochastic fluid dynamics), probabilistic methods in machine learning (e.g. learning dynamics for neural networks), variational problems in commutative and non-commutative setting (e.g. quantum probability, random optimal transport, Malliavin calculus), interacting particle systems (e.g. propagation of chaos, large deviations). See also our webpage: https://www.dm.unipi.it/research/probability-and-mathematical-statistics/ Our group carries out (together with Scuola Normale, Firenze and Siena) the "probability, stochastic analysis and statistics seminar series". PhD students can also enjoy study groups and informal seminars which usually run at University of Pisa or at Scuola Normale Superiore in Pisa. The Department of Mathematics has been awarded with the excellence framework (Dipartimento di eccellenza) for the period 2023-2027. More information on the PhD programs in Mathematics and in High Performance Scientific Computing are available here: https://www.dm.unipi.it/phd/ https://www.dm.unipi.it/phd-hpsc/ Do not hesitate to contact me or the other members of the group for further information. You find here the official call webpage in Italian: https://www.unipi.it/didattica/corsi/dottorati/bando2025-26/ and here in English: https://www.unipi.it/en/education/courses/dottorati/call-for-applications-f… Best regards Mario Maurelli

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Correzione: 30 GIUGNO !!! - Seminario LYSM di Felix Otto
by Faggionato, Alessandra 24 Jun '25

24 Jun '25

*SCUSATE, HO INDICATO LA DATA SBAGLIATA !!!!!! Correggo di seguito l'annuncio.* Buongiorno, vi informo che il *30 Giugno alle 17.30* al Dipartimento di Matematica della Sapienza (Aula Picone) il Prof. Felix Otto terra' un seminario organizzato dal LYSM con titolo The beginnings of Wasserstein gradient flows (https://www.altamatematica.it/lysm/miscellaneous/) Saluti Alessandra -- ************************************************* 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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Seminar presented by Marta Leocata - Applications of Probability to Economics
by Enrico Scalas 24 Jun '25

24 Jun '25

Dear colleagues, (With apologies for cross-posting) On 26 June 2025 at 2pm (CET) Marta Leocata (LUISS Guido Carli, Department of AI, Data and Decision Sciences) will present an online seminar whose title is: Two applications of multi-agent models in economic and social systems Abstract: In this talk, we present an overview of mathematical models that capture the behavior of myopic agents—who rely on short-term, local information in their decision-making—and strategic agents, who consider the long-term consequences of their actions within interactive environments. These concepts will be illustrated through two applications in economic and social contexts: a multi-agent model for the co-evolution of preferences and actions in the emergence of social norms (joint work with Michele Aleandri, LUISS, and Laura Marcon, CNR), and a Mean Field Game approach to the Emission Trading System (joint work with Giulia Livieri, LSE, and Gianmarco Del Sarto, TU Darmstadt). The seminar link is: https://uniroma1.zoom.us/j/87022289921 This is the first seminar of a series of three seminars organised by UMI-PRISMA on the Applications of Probability to Economics in preparation to the 2025 Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview The next seminars will be: on 10 July 2025, Annamaria Olivieri, (University of Parma (Italy), Department of Economics and Management), Modelling Stochastic Mortality for Life Insurance Applications on 17 July 2025, Sara Merino Aceituno (Faculty of Mathematics, University of Vienna, Austria), Large particle limit for jump processes Everybody is welcome to join these seminars! The organisers Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Seminario LYSM di Felix Otto alla Sapienza - 23 Giugno
by Faggionato, Alessandra 24 Jun '25

24 Jun '25

Buongiorno, vi informo che il 23 Giugno alle 17.30 al Dipartimento di Matematica della Sapienza (Aula Picone) il Prof. Felix Otto terra' un seminario organizzato dal LYSM con titolo The beginnings of Wasserstein gradient flows (https://www.altamatematica.it/lysm/miscellaneous/) Saluti Alessandra -- ************************************************* 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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ColloquiLYSM by Pierre-Luois LIONS July 15 2025 11.00 Sapienza
by Pietro Caputo 24 Jun '25

24 Jun '25

ricevo e inoltro con piacere: ------------------------------ *Da:* PAUL Thierry <thierry.paul(a)sorbonne-universite.fr> *Inviato:* martedì 24 giugno 2025 08:45 *Oggetto:* ColloquiLYSM by Pierre-Luois LIONS July 15 2025 11.00 Sapienza Dear all, can I kindly ask you to diffuse the following announcement? - July 15 11.00, aula Levi-Civita Dipartimento di Matematica Guido Castelnuovo Sapienza University Roma Piazzale Aldo Moro, 5 – Roma, *Pierre-Louis Lions* *Collège de France, Paris* *Mathematics and the Real World Today… and Tomorrow?* *On mathematics and their applications.* *Abstract*: It is well-known that mathematics are everywhere nowadays, from the design and improvement of most things that we use every day to the ubiquitous algorithms that govern our lives more and more. After a brief discussion of the nature of maths today, we wish to recall some historical facts that go back to the dawn of mathematics and that emphasize the fast growing role of mathematics with the use of computers and machine learning (AI). We shall describe how real world problems are being tacked with the help of mathematical models and equations that are often partial differential equations. And we wish to emphasize how the study of applications goes hand in hand with the development of maths. We will do so by discussing, without mathematical details, examples using Mean Field Games theory or random matrices. Best regards, Thierry Paul. . -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo Tel +39 3460830076

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