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QFinLab Seminar - Marco Tolotti (Università Ca’ Foscari Venezia) - 9/6/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 05 Jun '25

05 Jun '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Monday, 9 June 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Marco Tolotti (Università Ca’ Foscari Venezia) Title: Market Dynamics, Learning, and the Equity Premium Puzzle in an Agent-Based Model of Information Acquisition. Abstract: We analyze a financial market with a large number of investors who use an imitation-based learning mechanism to choose among various strategies that differ in the amount and quality of information they incorporate. Agents’ strategies evolve through a straightforward learning mechanism in which traders occasionally imitate more successful strategies adopted by peers they encounter. In this context, equilibrium is defined as a state where investors, on average, win half the time and lose in the remaining periods. Through an agent-based model, we show that at equilibrium, most investors rely on a limited number of strategies. In most scenarios, two strategies dominate: overly cautious traders, who hold little equity and capture the largest market share, and informed traders, who achieve higher average profits. Our model can help to justify the existence of an equity premium puzzle: in equilibrium, the higher mean profit of informed investors is associated with a median profit that is equal to that of more prudent or misinformed investors. 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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Announcement for upcoming StatPhys29 Satellite Conference
by Anna Gallo 05 Jun '25

05 Jun '25

Dear all, On behalf of the organizers, I am pleased to announce the upcoming StatPhys29 Satellite Conference: *Perspectives in Nonlinear Dynamics 2025:* *from Dynamical Systems to Artificial Intelligence,* which will be held from July 21 to 25, 2025, at the IMT School in Lucca. Click HERE <https://pnld2025.imtlucca.it/registration> to apply: *deadline June 15, 2025!* For more information, visit the website https://pnld2025.imtlucca.it/ or contact the organizers. Young researchers and PhD students are encouraged to apply for a short talk! Don’t hesitate to forward this invitation to anyone who could be interested. Best regards, PNLD Committee

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Conference in Parma
by Davide ADDONA 05 Jun '25

05 Jun '25

Dear colleagues, It is a great pleasure for me to announce the upcoming conference Evolution Equations & Functional and Analytical Methods for PDEs which will be held in Parma, Italy, from September 1 to September 5, 2025, at the Santa Elisabetta Conference Center on the campus of the University of Parma. During the conference, expert researchers in the field of evolution equations, approached from both deterministic and stochastic perspectives, will present recent results in the study of evolutionary problems. Participation is free of charge, but registration is mandatory. Young researchers are encouraged to apply for a short talk (15 minutes) by registering on the website of the conference and filling out the registration form no later than July 15th, 2025. For more information, visit the web site https://sites.google.com/unisa.it/ee-fam-for-pdes/home or contact the organizers at the email address ee2025parma(a)gmail.com The organizers

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Seminario Anderson Melchor Hernandez - Politecnico di Milano - 12 Giugno 2025
by Luca Scarpa 04 Jun '25

04 Jun '25

Si segnala il seguente seminario a tutti gli interessati. Giovedì 12 Giugno 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Anderson Melchor Hernandez, Università di Bologna. Title: Convergence of quantum neural networks at infinite width Abstract: Quantum neural networks constitute the quantum version of deep neural models. These new models are based on quantum circuits and generate functions given by the expectation values of a quantum observable measured on the output of a quantum circuit made by parametric one-qubit and two-qubit gates. The parameters of the circuit encode both the input data and the parameters of the model itself. These parameters are typically optimized by gradient descent, which involves iterative adjustment to minimize a cost function and improve the performance of the quantum circuit in the processing and analysis of data. Significant progress has been made in addressing the question of whether training can perfectly fit the training examples while simultaneously avoiding overfitting. A fundamental breakthrough has been the proof that, in the limit of infinite width, the probability distribution of the function generated by a deep neural network trained on a supervised learning problem converges to a Gaussian process. Recent developments have inspired renewed interest in quantum machine learning, raising the question of whether quantum neural networks exhibit analogous properties. In this presentation, I will explore some of the recent advancements in this area, highlighting key insights and findings. This talk is based on joint collaborations with Giacomo de Palma, Filippo Girardi, and Davide Pastorello. Link Zoom: https://polimi-it.zoom.us/j/95413417796?pwd=DzfocIrWXSq96LbS0fjekatHjSSyOe.1 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2602&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

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next OWPS: Makiko Sasada and Hayate Suda
by Luisa Andreis 04 Jun '25

04 Jun '25

Dear colleagues, this is a gentle reminder of today One World Probability Seminar, details below. The seminar will be held at 15:00 (italian time). You can find the calendar for the upcoming seminars at this link<https://www.owprobability.org/one-world-probability-seminar/future-seminars> (next date: June 18). We hope to see many of you online! Luisa and Roger On Wed, May 28, 2025 at 5:49 PM One World Probability <ow.probability(a)gmail.com<mailto:ow.probability@gmail.com>> wrote: The next OWPS will be on Wednesday, June 4, from 13:00 to 15:00 UTC time. Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar<https://protect-eu.mimecast.com/s/-zGkCWqjZFlpkVlsnEyR_?domain=eur01.safeli…>. ----------------------- Scaling limits of a tagged soliton in the randomized box-ball system Hayate Suda (Tokyo Institute of Technology) The box-ball system (BBS) is a cellular automaton that exhibits the solitonic behavior. In recent years, with the rapid progress in the study of the hydrodynamics of integrable systems, there has been a growing interest in BBS with random initial distribution. In this talk, we consider the scaling limits for a tagged soliton in the BBS starting from certain stationary distribution. This talk is based on a joint work with Stefano Olla and Makiko Sasada. Probabilistic aspects of integrable systems Makiko Sasada (University of Tokyo) The KdV equation and the Toda lattice are classical integrable systems, with the box-ball system (BBS) as their ultra-discrete analogue. The BBS has been studied from various viewpoints such as tropical geometry, combinatorics, and cellular-automaton. Recently, probabilistic approaches to the BBS—such as the Pitman transform and analysis of i.i.d.-type invariant measures—have advanced rapidly and are also applicable to discrete KdV and Toda systems. Connections to Yang-Baxter maps have further deepened this research topic. In this talk, I will provide an overview of these developments. This talk is based on joint works with David Croydon, Tsuyoshi Kato, Satoshi Tsujimoto, Ryosuke Uozumi, Hiroki Kondo and Sachiko Nakajima. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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CLADAG 2025: extended deadlines and call for special issues
by Marta Nai Ruscone 03 Jun '25

03 Jun '25

Apologies for cross-posting ******************************** Dear all, the abstracts submission deadline (https://easychair.org/conferences/?conf=cladag2025 <https://equinocs.springernature.com/service/cladag-voc2025> ) has been extended to July 1, 2025, https://cladag2025.unina.it/call/ <https://cladag2025.unina.it/call-2/> The deadline for the PhD Student/Young Researcher Paper Award has been extended to JUNE 21, 2025 (https://cladag2025.unina.it/awards/). Moreover, we are pleased to announce that authors of papers presented at CLADAG 2025 may submit a full paper for possible publication in Special Issues of Advances in Data Analysis and Classification (ADAC) and METRON. More information on special issues topics, guest editors, opening of submissions and deadlines will be announced soon on this page <https://cladag2025.unina.it/si/> and the web pages of the respective journals. CLADAG 20205 <https://cladag2025.unina.it/> Key Dates: July 1st : Abstract submission deadline June 21, 2025: Nomination deadline for the PhD Student/Young Researcher Paper Award; July 15, 2025: Regular registration deadline. Best wishes, Antonio D'Ambrosio

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School on Machine Learning of Dynamic Processes and Time Series Analysis, Pisa, Sep 24-26
by Fabrizio Lillo 03 Jun '25

03 Jun '25

We are pleased to announce the 3rd edition of the School *Machine Learning of Dynamic Processes and Time Series Analysis* that will be held at the Scuola Normale Superiore in Pisa (Italy) on September 24-26, 2025. This edition of the School is dedicated to the mathematical and computational aspects of dynamic factor models, as well as the probabilistic modeling of time series, including change point detection methods, and random machine learning models for learning dynamic processes. The School provides minicourses delivered by six keynote speakers - *Matteo Barigozzi*, University of Bologna, *Dynamic Factor Models for High-Dimensional Time Series* - *Lukas Gonon*, University of St. Gallen, *Random neural network architectures for learning dynamic processes* - *Anastasis **Kratsios*, McMaster University, *TBA* - *Francesco Ravazzolo*, Free University of Bozen-Bolzano, *Probabilistic Forecasting of Commodity Markets* - *Mirco Rubin*, EDHEC Business School, *Latent factor models in finance: from the start till now* - *Tengyao Wang*, London School of Economics, *Timely Decisions: Sequential and High-Dimensional Changepoint Detection* For young researchers, there will also be a poster session to present their works. Detailed information on the School and instructions for application can be found at: https://mldyn2025.wordpress.com/ The application deadline is *June 30, 2025*. The organizers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi Giorgio Rizzini ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Research School Announcement: “Random Walks: Applications and Interactions” at CIRM — January 19–23, 2026
by Francesca Cottini 03 Jun '25

03 Jun '25

Dear all, We are pleased to announce the upcoming research school “Random Walks: Applications and Interaction”. It will take place at CIRM (Marseille) during the week of January 19–23, 2026. The program will include: - 3 mini-courses by Alessandra Faggionato* (Università La Sapienza), Irina Ignatouk-Robert (University of Cergy), and Daniel Kious (University of Bath); - 6 research talks by Amine Asselah (Université Paris-Est Créteil), Oriane Blondel (Université Claude Bernard Lyon 1), Satya Majumdar (Université Paris-Saclay), Leonardo Rolla (University of São Paulo), Perla Sousi (Cambridge), and Dalia Terhesiu (University of Leiden); - Short presentations by participants. The goal of this research school is to provide an overview of recent advances in the study of random walks and their applications, in particular in relation to potential theory, statistical mechanics, and processes with reinforcement. We wish to bring together communities from different fields to foster interdisciplinary exchange. The mini-courses and research talks will cover a wide range of topics and will be primarily aimed towards young researchers. We warmly invite interested participants to apply (pre-register) on the conference website before *September 30, 2025*: 👉 https://conferences.cirm-math.fr/3451.html Accommodation costs will likely be covered by the conference organization (subject to availability). Please feel free to share this announcement, especially among PhD students, postdoctoral researchers, and other early-career scientists in your network. Best regards, Quentin Berger, Francesca Cottini, Cécile Mailler, Kilian Raschel *to be confirmed

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Fwd: International Seminar on SDEs and Related Topics: Rainer Buckdahn June 06
by Gianmario Tessitore - UNIMIB 02 Jun '25

02 Jun '25

Diffondo volentieri Mario ---------- Forwarded message --------- Da: Stefan Geiss <geiss(a)jyu.fi> Date: lun 2 giu 2025 alle ore 07:58 Subject: Fwd: International Seminar on SDEs and Related Topics: Rainer Buckdahn June 06 To: <gianmario.tessitore(a)unimib.it> Dear Mario, we got the info for next week's talk. Best wishes Stefan ------------------------------------------------ Friday, June 06, (12:30 noon London, 1:30 pm Berlin, 2:30 pm Helsinki, 7:30 pm Beijing) in the *International Seminar on SDEs and Related Topics* in Zoom https://jyufi.zoom.us/j/61891007917 *Rainer Buckdahn* (Université de Bretagne Occidentale, Brest, France, Shandong University Qingdao, China) will speak about *Optimal control problems with generalized mean-field dynamics* *and viscosity solutions to a Master Bellman equation* Abstract: We study an optimal control problem with generalized mean-field dynamics with open-loop controls, where the coefficients depend not only on the state processes and controls, but also on the joint law of them. The value function V which is defined in a classical way, does not satisfy the Dynamic Programming Principle (DPP for short). Indeed, we show that V solely satisfies the one-sided DPP. For this reason we introduce subtly a novel value function ϑ, which is closely related to the original value function V, so that a characterisation of ϑ as a solution of a partial differential equation (PDE) also characterises V. We establish the DPP for ϑ. By using an intrinsic notion of viscosity solution, initially introduced in Burzoni, Ignazio, Reppen and Soner and specifically tailored to our framework, we show that the value function ϑ is a viscosity solution to a Master Bellman equation on a subset of the Wasserstein space of probability measures with second order moment. The uniqueness of the viscosity solution is proved for coefficients which depend on the time and the joint law of the control process and the controlled process. The talk is based on joint work with Juan Li (SDU, Qingdao and Weihai) and Zhanxin Li (SDU, Weihai). ==== about the speaker ==== Rainer Buckdahn studied Mathematics at the Friedrich Schiller University Jena (Germany) and obtained his doctoral degree, directed by H.-J. Engelbert, in 1985. After that he held a position at the Humboldt University Berlin and completed his habilitation in 1992. In 1994 he became a professor at the University of Western Brittany (Brest, France). Rainer Buckdahn is a leading specialist in stochastic process theory with an emphasis on stochastic control and differential games, stochastic differential equations, various types of backward stochastic differential equations, and stochastic partial differential equations. Rainer Buckdahn was awarded a fellowship by the French Ministry of Research and Technology and a Heisenberg grant by the German "Deutsche Forschungsgesellschaft". He is also a member of the Academic Faculty of the "Research Centre for Mathematics and Interdisciplinary Sciences Centre" at Shandong University (China). Finally, he acts as executive editor of the journal "Probability, Uncertainty and Quantitative Risk". -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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QFinLab Seminar - Olimpia Carradori (University of Zurich) - 5/6/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 30 May '25

30 May '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Thursday, 5 June 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Olimpia Carradori (University of Zurich) Title: Insurers' carbon underwriting policies Abstract: Insurance companies can influence the net-zero transition by limiting coverage for carbon-intensive projects. We study the adoption, structure, and effects of carbon underwriting policies among the world’s largest insurance groups. Using novel mine-level insurance data, we show that insurers with coal policies reduce the number of insured mines by approximately 16%, insured coal volumes by 56%, and make continued coverage significantly less likely. Implementation is often incomplete, and some insurers expand coverage despite commitments. Affected mines tend to reduce output, cut the number of employees, and are more likely to be idled in subsequent periods. Joint work with Felix von Meyerinck and Zacharias Sautner. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. Next seminar: Marco Tolotti (Università Ca' Foscari Venezia), 9 June 12.15.

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