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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

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Seminario Padova - Simone Baldassarri
by alekos.cecchin＠unipd.it 11 Nov '25

11 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/

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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*

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

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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

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[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

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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

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

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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)

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

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