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Intensive short PhD courses in Mathematical Finance
by Athena Picarelli 16 Jun '25

16 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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OWABI@BayesComp - 19th June 1pm UK time
by Massimiliano Tamborrino 16 Jun '25

16 Jun '25

Dear All, The final OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> of the season will feature two selected talks and will take place live from BayesComp https://bayescomp2025.sg/! The talks will take place on Thursday the 19th June at 1pm UK time (note the different date and time!), and will be given by * Filippo Pagani (University of Warwick): Approximate Bayesian Fusion * Maurizio Filippone (KAUST): GANs Secretly Perform Approximate Bayesian Model Selection with abstracts reported below. The talks will be live streamed from the following link: https://monash.zoom.us/j/81050994376?pwd=aF52Ab2oUlNYPO251d4nDw0jXRemia.1<https://www.google.com/url?q=https%3A%2F%2Fmonash.zoom.us%2Fj%2F81050994376…> Meeting ID: 810 5099 4376 Passcode: 137607 The session will run in a hybrid format, taking place live from BayesCom2025 - 8pm-9pm (Singapore time) - and will be located in room LT50 in the conference venue. We look forward to seeing you online or in person! Best, Massimiliano on the behalf of the OWABI Organisers 1st OWABI Talk: 1-1.30pm Uk time Speaker: Filippo Pagani<https://filippopagani.github.io/> (University of Warwick) Title: Approximate Bayesian Fusion Abstract: Bayesian Fusion is a powerful approach that enables distributed inference while maintaining exactness. However, the approach is computationally expensive. In this work, we propose a novel method that incorporates numerical approximations to alleviate the most computationally expensive steps, thereby achieving substantial reductions in runtime. Our approach retains the flexibility to approximate the target posterior distribution to an arbitrary degree of accuracy, and is scalable with respect to both the size of the dataset and the number of computational cores. Our method offers a practical and efficient alternative for large-scale Bayesian inference in distributed environments. 2nd OWABI Talk: 1.30-2pm Uk time Speaker: Maurizio Filippone<https://www.kaust.edu.sa/en/study/faculty/maurizio-filippone> (KAUST) Title: GANs Secretly Perform Approximate Bayesian Model Selection Abstract: Generative Adversarial Networks (GANs) are popular models achieving impressive performance in various generative modeling tasks. In this work, we aim at explaining the undeniable success of GANs by interpreting them as probabilistic generative models. In this view, GANs transform a distribution over latent variables Z into a distribution over inputs X through a function parameterized by a neural network, which is usually referred to as the generator. This probabilistic interpretation enables us to cast the GAN adversarial-style optimization as a proxy for marginal likelihood optimization. More specifically, it is possible to show that marginal likelihood maximization with respect to model parameters is equivalent to the minimization of the Kullback-Leibler (KL) divergence between the true data generating distribution and the one modeled by the GAN. By replacing the KL divergence with other divergences and integral probability metrics we obtain popular variants of GANs such as f-GANs, Wasserstein-GANs, and Maximum Mean Discrepancy (MMD)-GANs. This connection has profound implications because of the desirable properties associated with marginal likelihood optimization, such as (i) lack of overfitting, which explains the success of GANs, and (ii) allowing for model selection, which opens to the possibility of obtaining parsimonious generators through architecture search. ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Seminars in Statistics at Collegio Carlo Alberto - Steven CAMPBELL (COLUMBIA UNIVERSITY)
by Matteo Giordano 16 Jun '25

16 Jun '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 20/06/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Steven CAMPBELL (COLUMBIA UNIVERSITY) Title: A Tractable Triple Problem in Sequential Inference: Filtering, Control, and Stopping Abstract: We study a Bayesian sequential inference problem for the drift of a Brownian motion in which the observer not only chooses their stopping and decision rules, but also controls the rate at which information is acquired. This extension introduces a cost for information acquisition, transforming the classical formulation of Shiryaev (1967) into a joint problem of filtering, control, and optimal stopping. Problems of this kind arise in adaptive experimental design and real-time inference across domains such as healthcare, finance, and engineering, where information is costly and decision-making must be timely. Our framework accommodates a host of classification losses and general running costs on the control process. Despite the added complexity, the problem admits a remarkably simple and semi-explicit solution that exhibits structural parallels with the classical setting. This work highlights a rare instance in which a triple problem—combining inference, control, and stopping—remains analytically tractable. Based on joint work with Georgy Gaitsgori and Richard Groenewald. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 18/06/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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Seminario Padova - Filippo Quattrocchi
by alekos.cecchin＠unipd.it 15 Jun '25

15 Jun '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (20 Giugno) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Filippo Quattrocchi (Institute of Science and Technology Austria (ISTA)) <https://sites.google.com/view/filippoquattrocchi/> https://sites.google.com/view/filippoquattrocchi/ Title: Acceleration-based Optimal Transport Date: June 20, 2025, at 14:30, 2BC30 Abstract: Finding smooth interpolations between probability measures is a problem of broad interest, with applications ranging from physics to biology, from computer graphics to engineering. In this talk, I will discuss a model in which such interpolations are found by minimising an action functional of the acceleration, and present recent results obtained in collaboration with G. Brigati and J. Maas (ISTA), arXiv:2502.15665. The first result is a fluid-dynamic equivalent formulation of the model, previously conjectured by Y. Chen, G. Conforti, and T. T. Georgiou. We complete the formal argument outlined by the aforementioned authors through the introduction of two new mathematical ingredients. The second result is the description of the (hypoelliptic) Riemannian structure induced by the minimal acceleration-based action on the space of probability measures. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Barcelona Summer School of Stochastic Analysis and Quantitative Finance
by Bernardo D'Auria 14 Jun '25

14 Jun '25

Dear all, I would like to share the call for the Barcelona Summer School of Stochastic Analysis and Quantitative Finance, 21-25 July 2025 https://www.crm.cat/5th-barcelona-summer-school-of-stochastic-analysis-and-… Registration deadline July 06th, 2025 Regards, Bernardo D'Auria — Associate Professor at University of Padua

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Doctoral Colloquium on Risk Analytics: applications to 3rd session are open
by Maria Elvira Mancino 13 Jun '25

13 Jun '25

CICF is offering 20 fellowships to doctoral students for attending the third session of the *Doctoral Colloquium in Risk Analytics* <https://landing.cafoscarichallengeschool.it/docra/> *Session 3 (14 - 27 September): AI for Risk * 15-23 September: *Stefano Favaro* (U. Torino and Collegio Carlo Alberto),* Predictive Uncertainty in Machine Learning with Conformal Inference* 19 September: Guest Lecture by *Alessandro Armando *(U. Genova and IMT Lucca), *Introduction to Cyber Risk* 22-26 September: *Christa Cuchiero* (U. Vienna), *Concepts of Deep Learning and Applications to Finance and Risk Management* *Aims and scope* The Colloquium is an *honours course *for Doctoral students interested in analytical (both theoretical and applied) methods for the measurement, management and mitigation of risks, organized in four sessions. The span of risks considered ranges from standard economic, ﬁnancial or insurance risks, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth and multidisciplinary, with lectures, assignments and discussion of the results. The course is organized into four sessions. *Target* We seek *PhD students from Italian or Foreign Universities*, who remain aﬃliated with their Doctoral School. Students may apply for one session at a time, but must attend the whole session. They may get credit for the courses taken within the Colloquium. There are no participation fees; the Colloquium covers accommodation and may reimburse travel expenses. Up to five additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own expense. *Where* Santa Marta <https://www.camplus.it/en/city/venice/camplus-santa-marta/>, Venice *Applications* Apply through the link at the bottom of the webpage <https://landing.cafoscarichallengeschool.it/docra/> Each PhD student will be asked to provide a recommendation letter from her/his PhD coordinator. Acceptance of qualified applicants will be done on a first-in basis. *The organizers*: Elisa Luciano (chair), Mavira Mancino, Marco Corazza, Marco Li Calzi

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Special Issue on Causal Inference in Healthcare
by Azzimonti Laura 13 Jun '25

13 Jun '25

Dear all, We are pleased to announce the special issue of the International Journal of Approximate Reasoning titled “Causal Inference in Healthcare”. The deadline for manuscript submission is November 5th, 2025. The widespread availability of real-world data from electronic health records, databases, registries, and digital health tools offers unique opportunities for advancing healthcare. However, extracting actionable insights requires grounded methods that account for bias, confounders, and the complexity of medical and biomedical systems. Causal inference provides a rigorous and robust framework for modelling cause-and-effect relationships, addressing biases and confounding factors and evaluating treatment effects, ultimately enabling personalised decision-making. This special issue seeks contributions exploring innovative applications, methodological advancements, and interdisciplinary perspectives on causality in healthcare, with a focus on utilising evidence from diverse data sources to address critical medical challenges. Topics of interest include, but are not limited to: - Personalised treatment effect estimation. - Causal inference in randomised clinical trials. - Bias identification and mitigation in healthcare studies. - Counterfactual reasoning for clinical prediction. - Counterfactual fairness in healthcare. - Mediation analysis in medical research. Guest editors: - Laura Azzimonti, IDSIA USI-SUPSI, Lugano, Switzerland (laura.azzimonti(a)supsi.ch<mailto:laura.azzimonti@supsi.ch>) - Alessandro Antonucci, IDSIA USI-SUPSI, Lugano, Switzerland (alessandro.antonucci(a)supsi.ch<mailto:alessandro.antonucci@supsi.ch>) Important Dates: - Submission Open Date: May 05, 2025 - Submission Deadline: November 05, 2025 - Notification of Acceptance: March 05, 2026 Manuscripts must be submitted via the International Journal of Approximate Reasoning online submission system (Editorial Manager®). Please select the article type “VSI: Causal Inference in Healthcare” when submitting your manuscript online. Please refer to the Guide for authors to prepare your manuscript. All submitted papers under this call will undergo the journal's standard review process. For any further information, the authors may contact the Guest Editors. We warmly encourage you to submit your work or share this call with colleagues who might be interested. For further details, please visit https://www.sciencedirect.com/special-issue/321586/causal-inference-in-heal… Thank you for your attention. Best regards, Laura Azzimonti Guest Editor ––––––––––––––––––––––––––––––––––––––––––––– Scuola universitaria professionale della Svizzera italiana Istituto Dalle Molle di studi sull’intelligenza artificiale IDSIA USI-SUPSI Laura Azzimonti, PhD Senior Researcher and Lecturer Polo universitario Lugano Via la Santa 1 CH – 6962 Lugano-Viganello Tel. +41 (0)58 666 66 44 laura.azzimonti(a)idsia.ch www.idsia.ch

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Seminar Giuseppina GUATTERI
by Antonello Pesce 13 Jun '25

13 Jun '25

Dear all, On JUNE 18th, at the Department of Mathematics of the University of Bologna, room Vitali, and online at this LINK <https://teams.microsoft.com/l/meetup-join/19:meeting_NzYzZTc5ZDgtZjAxYi00ND…>, the following seminar will take place: 11:00-12:00: Giuseppina GUATTERI “MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL PROBLEMS WITH DELAYS IN THE NON CONVEX CASE” as part of the cycle Stochastics and Applications. ABSTRACT: We establish a stochastic maximum principle for controlled stochastic differential equations with delay and control-dependent noise, without convexity assumptions on the control space. The cost functional depends on both present and delayed states, modeled via general finite measures. For measures with square-integrable densities, we employ infinite-dimensional reformulation and BSDE techniques; for general measures, we apply anticipated BSDEs and weak convergence methods. We further analyze the case of delay measures with $L^p$-densities ($p \in (1,2)$), deriving a generalized mild backward equation beyond Hilbertian settings. For any question, please contact the organizers: Elena Bandini (elena.bandini7(a)unibo.it <mailto:elena.bandini7@unibo.it>), Antonello Pesce (antonello.pesce2(a)unibo.it <mailto:antonello.pesce2@unibo.it>)

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Bernoulli Society New Researcher Award 2026 in Probability Theory
by AMORINO, CHIARA 13 Jun '25

13 Jun '25

Dear colleagues, I would like to kindly remind you of the *Bernoulli Society New Researcher Award 2026 in Probability Theory*, which is currently accepting applications. The call has been open for some time, but we have not yet received many applications, so we would really appreciate your help in spreading the word. This award recognizes outstanding contributions from early-career researchers in probability. Each awardee will be invited to present their work at a *special invited session during the 45th Stochastic Processes and their Applications (SPA) conference*, to be held in *Ithaca, New York, USA, June 15–19, 2026*. In addition, each awardee will receive up to *1000 EUR* to help cover travel and other expenses, and their profiles will be featured in *Bernoulli News*. *Eligibility:* - Active researchers in Probability Theory who obtained their PhD on or after *June 30, 2020*. - Candidates must be regular members of the Bernoulli Society. - Extensions may be granted for career breaks, such as parental leave. - The Bernoulli Society strongly encourages applications from women and members of under-represented groups. *Application process:* Candidates should submit their applications through the web form available [here] and send the required documents to the email address indicated in the form. *Deadline:* June 30, 2025 Please feel free to forward this call to potential candidates or anyone who might be interested! Thank you very much for your help. Best regards, Chiara

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DEADLINE EXTENSION: Summer School on "Combinatorial stochastic models and mean field games", 8-12 September 2025, San Miniato, Italy.
by Giulio Bottazzi 12 Jun '25

12 Jun '25

Dear Colleagues, the Centro de Giorgi, Scuola Normale Superiore, and the PhD Programme in Economics of the Scuola Superiore Sant'Anna, are jointly organizing the Ph.D.Summer School on "Combinatorial stochastic models and mean field games". The school is aimed at graduate students in Economics, Finance and related disciplines. Application for last-year master students or young researchers will also be considered, conditional on available founds. The deadline for registration and application for FINANCIAL SUPPORT has been extended to June 23rd. Please check https://indico.sns.it/event/105/ Main lecturers: Daria Ghilli, University of Pavia, and Enrico Scalas, La Sapienza, Rome. Best Regards, Giulio Bottazzi -- Giulio Bottazzi PGP Key ID:BAB0A33F Professor of Economics Faculty of Social Sciences Advanced Calculus for Economics and Finance Theory and Methods https://link.springer.com/book/10.1007/978-3-031-30316-6 Scuola Superiore Sant'Anna 56127 - Pisa, Italy Phone:(+39)-050-883365 email:bottazzi@santannapisa.it Fax: (+39)-050-883344 http://www.sssup.it/~bottazzi The information transmitted is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. Any review of, re-transmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient, is prohibited. If you received this in error, please inform the sender by e-mail and delete the content. Il contenuto e gli allegati di questo messaggio sono strettamente confidenziali e ad uso esclusivo del destinatario. Ne sono vietati la diffusione, l'inoltro e l'uso non autorizzato da parte di utenti diversi dal destinatario. Qualora il presente messaggio Le fosse pervenuto per errore, La preghiamo di distruggerlo e darcene comunicazione a mezzo e-mail.

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Mathematics - Special Issue: Mathematical and Computational Modelling in Empirical and Applied Science
by Alberto Lanconelli 12 Jun '25

12 Jun '25

Dear all, this is to bring to your attention the call for papers for a special issue in Mathematics, with title: Mathematical and Computational Modelling in Empirical and Applied Science The deadline for submissions is 31 October 2025. More details can be found at https://www.mdpi.com/journal/mathematics/special_issues/Computational_Model… and below. Best wishes.. Giulia Spaletta, Margherita Carletti, Alberto Lanconelli (Guest Editors) Mathematics an Open Access Journal by MDPI Impact Factor 2.3 CiteScore 4.6 mdpi.com/si/227288 Message from the Guest Editors Life sciences have become central in scientific research over recent years, both for their wide range of advanced applications and for their usefulness in the treatment of complex and/or rare diseases that affect humans. Experimentalists in biology and, more generally, in the natural and applied sciences increasingly look to the simulation methods and tools that mathematicians, statisticians, and computer scientists can offer, in attempts to obtain in-depth information on the physical phenomena in which they are involved. To accomplish this task, modeling is confirmed as an essential step with which to gain insights and acquire knowledge on the phenomena considered, describe the related processes of interest, and make predictions. Contributions are therefore welcome regarding applications of mathematics to real-life situations and, above all, to natural and applied science, particularly computational biology and biotechnology, but also physics and medicine. Also of interest are applications involving complex and/or high-dimensional data or dynamics arising in the social sciences, especially economics devoted to health and lifestyle aspects.

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Conference GRAFIA - PRIN 2022
by Valentina Cammarota 11 Jun '25

11 Jun '25

Dear Colleagues, We are pleased to announce the Conference GRAFIA - Geometry of RAndom FIelds and Applications. The conference will be held at Palazzone di Cortona (Arezzo), June 16-20, 2025. The conference is funded by the project PRIN - MUR 2022 GRAFIA, and aims at bringing together experts and emerging scientists working in geometry and statistics of random fields and their applications. Speakers: Jürgen Angst (Univ. Rennes) Dmitry Belyaev (Univ. Oxford) Alessia Caponera (LUISS) Marco Carfagnini (Univ. Melbourne) Lucia Celli (Univ. Luxembourg) Lorenzo Dello Schiavo (Univ. Roma Tor Vergata) Naomi Feldheim (Bar Ilan Univ.) Louis Gass (Univ. Luxembourg) Giacomo Greco (Univ. Roma Tor Vergata) Davar Koshnevisan* (Univ. Utah) Leonardo Maini (Univ. Roma Tor Vergata) Michael McAuley (Technological Univ. Dublin) Oanh Nguyen (Brown Univ.) Ivan Nourdin (Univ. Luxembourg) Giovanni Peccati (Univ. Luxembourg) Francesca Pistolato (Univ. Luxembourg) Guillaume Poly (Univ. Rennes) Frederic Schoppert (Univ. Lübeck) Radomyra Shevchenko (Univ. Côte d'Azur) Michele Stecconi (Univ. Luxembourg) Anna Paola Todino (Univ. Piemonte Orientale) Anna Vidotto (Univ. Roma Sapienza) Yimin Xiao (Michigan State Univ.) Further information can be found on the conference website https://sites.google.com/unimib.it/prin2022grafia/conference If you are interested in attending the conference please send us an email. Participation is free, but registration is mandatory. Registration is open until 20 April. Best regards, the organizers (Valentina Cammarota, Claudio Durastanti, Domenico Marinucci, Maurizia Rossi) ************************************************************************************ Valentina Cammarota Associate Professor in Probability and Mathematical Statistics Sapienza University of Rome https://www.dss.uniroma1.it/it/dipartimento/persone/cammarota-valentina https://sites.google.com/site/valentinacammarota/ ************************************************************************************

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University Assistant Prae-Doc (PhD Student), Mathematical Finance, TU Wien, Austria
by Sandra Trenovatz 11 Jun '25

11 Jun '25

-------------------------------------------- University Assistant Prae-Doc (PhD Student) https://fam.tuwien.ac.at/jobs/20250605e.php Application deadline: July 17th, 2025 --------------------------------------------- The Financial and Actuarial Mathematics Group (FAM, <https://fam.tuwien.ac.at/>) of the TU Wien (Vienna, Austria), is offering a position as University Assistant Prae-Doc (PhD Student) limited to expected 4 years for 30 hours/week. Expected start: October 2025. *Tasks* - Research on mathematical finance leading to a dissertation and publications, - Collaboration on research and teaching tasks, - Participation in scientific events, - Assistance/Collaboration in organizational and administrative tasks *Your profile* - Completion of a master or diploma curriculum in mathematics, or a related field (e.g., computer science or theoretical physics with a strong background in relevant mathematical topics) until the time of occupation - Experience in the following scientific fields: mathematical finance, probability theory, stochastic analysis - Good English skills - German skills would be an advantage Find further details in the job announcement. *Application deadline* July 17th, 2025. *Contact Person* Prof. Stefan Gerhold, sgerhold(a)fam.tuwien.ac.at *Job announcement* University Assistant Prae-Doc (all genders) on the FAM homepage: https://fam.tuwien.ac.at/jobs/20250605e.php Application link: https://jobs.tuwien.ac.at/Register/253376?culture=en

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4-YEAR PHD PROGRAM IN MODELING AND ENGINEERING RISK AND COMPLEXITY AT THE SCUOLA SUPERIORE MERIDIONALE, NAPLES, ITALY
by Tiziano De Angelis 10 Jun '25

10 Jun '25

Dear All, The announcement below may be of interest to students who wish to pursue a PhD in applied probability or statistics. Best wishes Tiziano De Angelis --------------------------- The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity of the Scuola Superiore Meridionale (a brand new School for Advanced Studies established in Naples by the Italian Government in 2019) is now out and available at https://www.ssmeridionale.it/avcp/bando-di-concorso-xli-ciclo-dottorato-di-… <https://www.ssmeridionale.it/en-us/la-scuola/bandi-di-concorso/dottorati> https://www.ssmeridionale.it/wp-content/uploads/2025/05/Copia_Call_for_appl… We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting new program. *5** fully funded 4-year scholarships are available this year* *Each scholarship includes* a stipend of EUR 19,000 per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least *12 months abroad* during their PhD. Each Scholarship also includes approx EUR 3,800 for research costs/travel per year. Students can choose their projects and supervisor from a vast range of options during their first year. Examples of past and ongoing research projects are available on the website of the MERC PhD program at https://www.ssmeridionale.it/modeling-and-engineering-risk-and-complexity-m… Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above *by* *no later than **27th August 2025**.** Applications must be submitted using the online platform as explained at the link below:* https://www.ssmeridionale.it/avcp/bando-di-concorso-xli-ciclo-dottorato-di-… Successful candidates will be announced by the end of September 2025 with the course officially starting on 1st November 2025. For any further information, contact the PhD Coordinator, Prof Mario di Bernardo, via e-mail at merc(a)ssmeridionale.it, or any of the PhD Board members listed in the PhD website above.

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Workshop "Evolutionary dynamics, game theory and uncertainty in economic modelling: theory and applications"
by Marina Pireddu 10 Jun '25

10 Jun '25

We are glad to announce the workshop "Evolutionary dynamics, game theory and uncertainty in economic modelling: theory and applications", to be held at the University of Milano-Bicocca, Italy, on June 26th and 27th, 2025. This event is part of the PRIN PNRR 2022 Project "Evolutionary Poisson Games: Theory and Application", of the Italian Ministry of University and Research (MUR) Prot. 2022BNPZY3. SPEAKERS (in alphabetic order): Gian Italo Bischi (University of Urbino) Alessia Cafferata (University of Pisa) Andrea Caravaggio (University of Siena) Fausto Cavalli (University of Milano-Bicocca) Lorenzo Cerboni Baiardi (University of Bologna) Arianna Dal Forno (University of Molise) Luca Gori (University of Pisa) Fabio Lamantia (University of Catania) Alessandra Mainini (Catholic University of the Sacred Heart) Akio Matsumoto (Chuo University, Tokyo) Paulo Medeiros (University of Milano-Bicocca) Elisabetta Michetti (University of Macerata) Enrico Moretto (University of Milano-Bicocca) Marina Pireddu (University of Milano-Bicocca) Davide Radi (Catholic University of the Sacred Heart) Mauro Sodini (University of Naples Federico II) Fabio Tramontana (University of Urbino) Maria Cristina Uberti (University of Turin) Daniela Visetti (University of Milano-Bicocca) Please find attached the programme of the workshop. Registration is free, but mandatory. In case you are interested in attending the event, or should you need any further information, please write an email, by June 20th, to marina.pireddu(a)unimib.it. Please feel free to forward this announcement to anyone interested. We apologize in advance for multiple postings. Best regards, The Organizers (Fausto Cavalli, Paulo Medeiros, Ahmad Naimzada, Marina Pireddu and Daniela Visetti) [image: header.png]

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Conference in Pisa
by Marco Romito 09 Jun '25

09 Jun '25

Dear colleagues, We are pleased to announce the two-day conference /Stochastic Bridges: From Avon to Arno/ taking place in Pisa from June 25th to 26th. The registration is now open for the workshop, and you can find more information at the website: https://sites.google.com/unipi.it/stochasticfata The conference brings together researchers in stochastic analysis and aims to highlight recent developments in stochastic PDEs and related areas. The program will feature a series of talks from experts and early-career researchers. The event is open to researchers in stochastic analysis. Best, Marco, Mario, Sotiris

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IMT Honors Program
by Irene Crimaldi 09 Jun '25

09 Jun '25

Dear All, we are pleased to announce the opening of the call for the selection of talented Master’s students from all over the world to join the *IMT Honors Program*, funded by the Educating Future Citizens (EFC) project. This Program is a novel initiative of the School designed to guide *outstanding Master's students* with excellent academic profiles and a strong interest in the School’s Multidisciplinary Scientific Areas (MSAs) towards research. *IMT faculty members* will play a key role as scientific tutors, providing guidance and supervision throughout the training path. At the same time, current *IMT PhD students* will have the opportunity to act as mentors, supporting their junior peers and fostering a collaborative learning environment. *Key information:* • Duration of funded activities: September 15, 2025 – June 14, 2026 • Mode of participation: blended (in-person and online) • Scholarships available: up to 16 • Scholarship amount: €10,000 each • Additional benefits: travel reimbursement up to €3,000, free accommodation and meals during stays in Lucca, full exemption from tuition fees • Program completion: July 2027 • Final recognition: the “IMT Honors” certificate will be awarded in July 2027, upon successful completion of the Master’s degree with a final grade of 110/110 cum laude. Please find the dedicated leaflet attached. For detailed information, please visit the relevant page on our website: https://www.imtlucca.it/en/education/honors-program For any questions or further information, please contact the Careers Service at career.service(a)imtlucca.it. Best wishes, Irene Crimaldi

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Save the date: OWABI live from BayesComp - 19th June 1pm UK time
by Massimiliano Tamborrino 09 Jun '25

09 Jun '25

Dear all, the next OWABI seminar https://www.warwick.ac.uk/owabi, the last of this Season, is also going to be a special one, featuring two selected talks live from BayesComp https://bayescomp2025.sg/! The two talks are scheduled on Thursday the 19th June at 1pm UK time (note the different date and time!), given by * Filippo Pagani (University of Warwick): Approximate Bayesian Fusion * Maurizio Filippone (KAUST): GANs Secretly Perform Approximate Bayesian Model Selection with abstracts reported below. The talks will be streamed on Zoom at the link: https://monash.zoom.us/j/81050994376?pwd=aF52Ab2oUlNYPO251d4nDw0jXRemia.1<https://www.google.com/url?q=https%3A%2F%2Fmonash.zoom.us%2Fj%2F81050994376…> Meeting ID: 810 5099 4376 Passcode: 137607 1st OWABI Talk: 1-1.30pm Uk time Speaker: Filippo Pagani<https://filippopagani.github.io/> (University of Warwick) Title: Approximate Bayesian Fusion Abstract: Bayesian Fusion is a powerful approach that enables distributed inference while maintaining exactness. However, the approach is computationally expensive. In this work, we propose a novel method that incorporates numerical approximations to alleviate the most computationally expensive steps, thereby achieving substantial reductions in runtime. Our approach retains the flexibility to approximate the target posterior distribution to an arbitrary degree of accuracy, and is scalable with respect to both the size of the dataset and the number of computational cores. Our method offers a practical and efficient alternative for large-scale Bayesian inference in distributed environments. 2nd OWABI Talk: 1.30-2pm Uk time Speaker: Maurizio Filippone<https://www.kaust.edu.sa/en/study/faculty/maurizio-filippone> (KAUST) Title: Approximate Bayesian Fusion Abstract: Generative Adversarial Networks (GANs) are popular models achieving impressive performance in various generative modeling tasks. In this work, we aim at explaining the undeniable success of GANs by interpreting them as probabilistic generative models. In this view, GANs transform a distribution over latent variables Z into a distribution over inputs X through a function parameterized by a neural network, which is usually referred to as the generator. This probabilistic interpretation enables us to cast the GAN adversarial-style optimization as a proxy for marginal likelihood optimization. More specifically, it is possible to show that marginal likelihood maximization with respect to model parameters is equivalent to the minimization of the Kullback-Leibler (KL) divergence between the true data generating distribution and the one modeled by the GAN. By replacing the KL divergence with other divergences and integral probability metrics we obtain popular variants of GANs such as f-GANs, Wasserstein-GANs, and Maximum Mean Discrepancy (MMD)-GANs. This connection has profound implications because of the desirable properties associated with marginal likelihood optimization, such as (i) lack of overfitting, which explains the success of GANs, and (ii) allowing for model selection, which opens to the possibility of obtaining parsimonious generators through architecture search. We are looking forward to seeing you at the next OWABI seminar(s), 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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Fwd: 1 year postdoc in Probability at Warwick (deadline 19/06/25)
by Bruno Toaldo 08 Jun '25

08 Jun '25

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YEPXX | 23-27 June | final announcement
by Simone Baldassarri 06 Jun '25

06 Jun '25

Dear colleagues, This is the final announcement for the 20th edition of the Young European Probabilists (YEP) workshop *Interacting Particle Systems on Random Structures, *which will take place on *23-27 June, 2025* in *EURANDOM* at Eindhoven University of Technology.We inform you that the registration closes on *Sunday 15 June 2025.* Young researchers are encouraged to participate and contribute with a poster presentation by submitting their proposals through the registration form. Please visit the website of the event YEPXX | Interacting Particle Systems on Random Structures <https://www.eurandom.tue.nl/event/yepxx-interacting-particle-systems-on-ran…> for further information. We would be grateful if you could circulate the announcement among potentially interested researchers. Please feel free to contact us for any additional information. Looking forward to meeting you in Eindhoven! The organizing committee, Simone Baldassarri, Remco van der Hofstad, Vanessa Jacquier, Matthias Löwe

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course prof. Z. Brzeniak - Pavia - 11-27 june
by Enrico Priola 06 Jun '25

06 Jun '25

Dear colleagues, we are glad to announce the following course by prof. Zdzislaw Brzezniak at the Department of Mathematics in Pavia (period: june 11-27) - STOCHASTIC DIFFERENTIAL EQUATIONS - (https://unipv.unifind.cineca.it/resource/af/495318) Lectures in Sezione Laureati of Collegio Nuovo (Via Abbiategrasso 404, Pavia): 1. Wednesday 11 June, 9-11 and 14-15 2. Thursday 12 June, 12-13 and 14-16 3. Friday 13 June, 9-11 and 14-15 4. Thursday 19 June, 9-11 and 14-15 5. Friday 20 June, 12-13 and 14-16 6. Wednesday 25 June, 9-11 and 14-15 7. Thursday 26 June, 9-11 and 14-15 8. Friday 27 June, 9-11 and 14-15 All the best Enrico Priola -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Seminario PRISMA venerdì 6 giugno 2025 - S. Mazzonetto & P. Pigato
by Sonia Mazzucchi 06 Jun '25

06 Jun '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per oggi *venerdì 6 giugno* 2025. I relatori saranno *Sara Mazzonetto* (Université de Lorraine) e *Paolo Pigato* (Università di Roma 2 “Tor Vergata”) che parleranno di: *Diffusioni a soglia e il ruolo del tempo locale* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/82271416480 ID riunione: 822 7141 6480 Codice d’accesso: 130382 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Sara Mazzonetto (Université de Lorraine) e Paolo Pigato (Università di Roma 2 “Tor Vergata”) TITOLO: Diffusioni a soglia e il ruolo del tempo locale RIASSUNTO: Le diffusioni a soglia sono soluzioni di equazioni differenziali stocastiche i cui coefficienti cambiano in modo discontinuo a seconda della posizione del processo rispetto a delle barriere (soglie). Sono usate nella modellizzazione di vari fenomeni, in finanza/economia, ingegneria e altre scienze. In questo seminario, daremo un’introduzione a questi processi dal punto di vista matematico e parleremo delle loro applicazioni. Considereremo poi alcuni problemi di inferenza dei parametri, discutendo risultati asintotici sotto diverse ipotesi e sottolineando le difficoltà tecniche provenienti in particolare dalla connessione tra discontinuità, moto browniano skew e tempi locali. .%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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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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