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SPASS seminars: Macci and Torrisi - Dec 10th
by Dario Trevisan 04 Dec '25

04 Dec '25

Dear Colleagues, We would like to invite you to the following two**SPASS seminars, by Claudio Macci and Giovanni Torrisi, on Wednesday December 10th 2025, starting at 4PM. A link for online participants will be shared on the website https://sites.google.com/unipi.it/spass Titles and abstract are below. With best regards, Dario Trevisan ---- Wednesday December 10th 2025 at 17:00 CET - Aula Fib N1 (Polo Fibonacci B, Università di Pisa) Speaker:/Claudio Macci/ (Università di Roma Tor Vergata) Title:*Some recent large deviation results on random neural networks * Abstract: In this talk, I consider random neural networks with Gaussian weights and biases. A well-known result (proved under various assumptions in several references) concerns the convergence in distribution of the network output, in the infinite-width limit, to a centered Gaussian process with i.i.d. components (with the depth $L$ kept fixed). I will present some large deviation results describing a collapse of the network output (which, as expected, converges to the zero vector) with a multiplicative scaling tending to zero; see [1], where moderate deviations are also studied. In the final part, I will outline some results (currently in preparation, see [2]) on the deep limit (that is, as $L\to\infty$) for a generic component of the Gaussian process mentioned above. REFERENCES [1] C. Macci, B. Pacchiarotti, G.L. Torrisi. Journal of Applied Probability (2026), in press. [2] S. Di Lillo, C. Macci, B. Pacchiarotti. In preparation. Wednesday December 10th 2025 at 17:00 CET - Aula Fib N1 (Polo Fibonacci B, Università di Pisa) Speaker: /Giovanni Luca Torrisi /(CNR - IAC) Title:*Posterior Bayesian Neural Networks with Dependent and Heavy-Tailed Weights* Abstract: We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights. These networks have been introduced to alleviate the drawbacks due to a Gaussian initialization. In a Bayesian framework, when the likelihood is Gaussian, we identify the posterior distribution of the output in the sequential wide-width limit and, in the shallow case, we compute explicitly the posterior distribution of these models. The talk is based on a joint work with Nicola Apollonio and Giovanni Franzina. -- Professor of Probability and Statistics Coordinator for Internationalization Dipartimento di Matematica Università di Pisa https://web.dm.unipi.it/trevisan/

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GSD 13/STAT-01 – Settore scientifico-disciplinare STAT-01/B – n. 1 posto II fascia
by Enrico Scalas 04 Dec '25

04 Dec '25

Car* collegh* è uscito il bando per il concorso in oggetto e vi prego di darne diffusione tra le persone potenzialmente interessate: -- DIPARTIMENTO DI SCIENZE STATISTICHE FACOLTÀ DI INGEGNERIA DELL'INFORMAZIONE, INFORMATICA E STATISTICA ROMA SAPIENZA GSD 13/STAT-01 – Settore scientifico-disciplinare STAT-01/B – n. 1 posto II fascia Codice concorso: 2025PAE013 I decreti di indizione delle predette procedure sono consultabili sul sito web di Ateneo, inserendo il rispettivo codice concorso nella sezione "Ricerca bandi" dell'Albo Pretorio, al seguente link: https://web.uniroma1.it/trasparenza/albo-pretorio. I predetti decreti sono altresì pubblicati e consultabili sulla G.U. 4a Serie Speciale - Concorsi ed Esami n. 94 del 02 dicembre 2025. Sarà possibile presentare domanda di partecipazione alle suindicate procedure direttamente sulla Piattaforma Integrata Concorsi Ateneo (PICA), a partire dalle ore 10:00 del 03.12.2025 -- Cordiali saluti, Enrico Scalas

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Fwd: Fw: 2-year postdoc position at King's College London
by Elisabetta Candellero 04 Dec '25

04 Dec '25

Ricevo ed inoltro questa possibilita' di postdoc in probabilita' presso il King's College London. Elisabetta --------- Dear colleagues, I am opening a 2-year postdoctoral position at King's College London, with an indicative start date of October 2026 (earlier start dates by several months are possible). The main topic is random walks on dynamical environments (official advert and link to apply: Post Doctoral Research Associate in Probability | King's College London <https://www.kcl.ac.uk/jobs/130385-post-doctoral-research-associate-in-proba…> ). The deadline is 4 January 2026. I would be very grateful if you could bring it to the attention of possible candidates. All questions welcome at: guillaume.conchon-kerjan(a)kcl.ac.uk. Best wishes, Guillaume ------------------------------------------------------------------ Dr Guillaume Conchon--Kerjan Lecturer in Probability Department of Mathematics - King's College London

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Research contract "Mathematical and Quantitative Models of Interacting Agents for the Study of Climate Change"
by Daria Ghilli 03 Dec '25

03 Dec '25

Dear colleagues, we are pleased to announce the publication of the call for applications for the research contract *“Mathematical and Quantitative Models of Interacting Agents for the Study of Climate Change”* at the Department of Economics and Management of the University of Pavia (deadline *08/01/2026 at 12:00 p.m.).* The length of the contract is two years. The call, with details on the position, can be found both on the Research Contracts webpage at: http://www-assegni.unipv.it/contratti-di-ricerca-art-22-l-240-2010/ and on the University’s online Official Notice Board (Sito di Ateneo). The position code is *C4*. Applications must be submitted via the online PICA-CINECA procedure (active from 04/12 at 9:00 a.m.). The deadline for submitting online applications is *08/01/2026 at 12:00 p.m.* Guidelines for applicants on how to prepare the research proposal are already published on the aforementioned webpage, alongside the call. The reference person is Daria Ghilli, email: daria.ghilli(a)unipv.it. Kind regards Daria Ghilli Daria Ghilli Dipartimento di Scienze Economiche e Aziendali Professore Associato in Metodi Matematici dell'Economia e delle Scienze Attuariali e Finanziarie Via S. Felice al Monastero, 5 - 27100 Pavia (Italia) <http://maps.google.com/?q=Via+S.+Felice+al+Monastero%2C+5+27100+Pavia+%28It…> https://sites.google.com/view/dariaghilli/home

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Seminario Giles Hooker - Politecnico di Milano
by Laura Maria Sangalli 03 Dec '25

03 Dec '25

Si avvisa che in data 11-12-2025, alle ore 14:30 presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri, nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Giles Hooker Department of Statistics and Data Science University of Pennsylvania Titolo: Targeted Machine Learning for the Integration of Mathematical, Numerical, and Statistical models: Integral Projection Models in Environmental Sciences Abstract: Within demographic ecology, integral projection models (IPMs) play an important role in translating models for individual life history into demographic projections about species viability, coexistence, and ecological management practice. Developing an IPM starts with data on individuals from which models are built for their growth, survival and reproduction from one time-period to the next. However, while developing these models often follow classical statistical approaches, there are limited tools to evaluate the uncertainty of the quantities often calculated from IPMS, or to guide model selection given that those quantities are of interest. In this talk we adapt the tools of targeted maximum likelihood estimation (tMLE) to IPMs. Originally developed for causal inference, tMLE methods treat the outcome of interest as a functional of the data distribution and then use the resulting influence function to both correct the bias in these estimates and provide uncertainty quantification. A benefit of this framework is that no structural assumptions need to be made on the model components so long as they exhibit sufficient convergence, allowing for the inclusion of nonparametric and machine learning tools within our toolbox. We will walk through the basic framework of tMLE and its applications to integral projection models particularly in the context of survey data from the Idaho Experimental Sheep Station, as well as pointing to the wide range of open problems and potential of new development. This initiative is part of the “Ph.D. Lectures” activity of the project "Departments of Excellence 2023-2027" of the Department of Mathematics of Politecnico di Milano. This activity consists of seminars open to Ph.D. students, followed by meetings with the speaker to discuss and go into detail on the topics presented during the talk. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente indirizzo https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Tutti gli interessati sono invitati a partecipare. Cordialmente, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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[Reminder] Call for Papers: DeFi & Crypto Workshop at Scuola Normale Superiore
by Daniele Maria DI NOSSE 02 Dec '25

02 Dec '25

Dear Colleagues, This is a gentle reminder regarding the *Call for Papers* for the first edition of the *DeFi & Crypto Workshop*, hosted at *Scuola Normale Superiore (Pisa, Italy)* from January 26–28, 2026. With the submission deadline approaching next week (*December 8, 2025*), we invite you to submit your extended abstracts or full papers. We welcome contributions from both academia and industry on topics ranging from market microstructure and AMMs to econophysics and systemic risk in DeFi. *Key Topics Include but not limited to:* - DeFi protocols, smart contracts, and stablecoins. - DEXs, AMMs, and Liquidity Provision (Slippage, Impermanent Loss, LVR, MEV). - Risk modeling, systemic risk, and regulatory interactions. - Market microstructure of CEXs vs. DEXs. - Agent-based modeling, econophysics, and complexity science in crypto. - Token economics, governance, and digital assets. *Important Dates:* - *Submission Deadline: December 8, 2025* - Notification of Acceptance: December 20, 2025 - Registration Deadline: January 7, 2026 *Scientific Committee:* Davide Barone, Agostino Capponi, Daniele Maria Di Nosse, Marco Francischello, Federico Gatta, Fabrizio Lillo, Manuel Naviglio, Gianluca Palmari, Francesco Tarantelli. For submissions and further details, please visit our website: https://sns-defi.github.io/ or contact us at *sns.defi(a)gmail.com <sns.defi(a)gmail.com>*. We look forward to welcoming you to Pisa. Best regards, The Organizing Committee DeFi & Crypto Workshop

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QFinLab Seminar - Sergio Pulido (ENSIIE, LaMME) - 9/12/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 02 Dec '25

02 Dec '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Tuesday, 9 December 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Sergio Pulido (ENSIIE, LaMME) Title: Polynomial Volterra processes Abstract: Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the theory of polynomial processes extends to the Volterra setting. In particular, I will explain the moment formula and an interesting stochastic invariance result in this context. Potential applications to fractional volatility models will be discussed. This is joint work with Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari and Sara Svaluto-Ferro. 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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Associate Professor in Financial Mathematics (Permanent)
by Eberhard.Mayerhofer 01 Dec '25

01 Dec '25

Dear Colleagues, The University of Limerick recruits a permanent Associate Professor in Financial Mathematics (Deadline in 10 days). You will have a doctoral degree in mathematics or an equivalent discipline and a track record of excellent publications in journals relevant to financial mathematics. (info from myself, not HR) I'm looking for someone to revitalise the Financial Mathematics program here and take on a small teaching load of 3 modules per year, most likely in the field of Financial Mathematics and Probability with small classes (below 60, often 30). Historically, our University has had no more than one Financial Mathematician at a time, and sometimes none at all (another variant of the "0-1 law"). However, the Bachelor's program is well-established since decades, and we are now recruiting to build a strong research team in this field. More Information: https://www.ul.ie/vacancies Cheers, Eberhard

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SPASS seminar: room change
by Francesco Grotto 01 Dec '25

01 Dec '25

Dear colleagues, due to unforeseeable circumstances, the SPASS seminars of tomorrow 2.12.25 will take place in *_Aula Contini_, Scuola Normale Superiore, Pisa.* Title and abstract are available on the SPASS website <https://sites.google.com/unipi.it/spass>. Best Francesco Grotto

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Seminario on-line PRISMA lunedì 1 dicembre 2025 - Ilya Chevyrev & Hao Shen
by Sonia Mazzucchi 01 Dec '25

01 Dec '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. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per oggi *lunedì 1 dicembre* 2025. I relatori saranno Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) che parleranno di: Stochastic quantisation of gauge theories . 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/84292750177 ID riunione: 842 9275 0177 Codice d’accesso: 549245 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) TITOLO: Stochastic quantisation of gauge theories RIASSUNTO: We will give an introduction to gauge theories, especially Yang-Mills theory, from a probabilistic perspective. Gauge theories arise in physics, where they are used to describe elementary particles, and correspondingly provide many rich problems in mathematics, including in probability and analysis. We will survey recent results on the interaction between quantum Yang-Mills theory and stochastic analysis, especially the field of singular stochastic PDEs. We will describe how the stochastic quantisation equations associated to the 2D and 3D Euclidean Yang-Mills theories can be solved in a geometrically faithful way and what these equations can teach us about the quantum field theory.

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Workshop High-Dimensional Data, Networks and Beyond - Ca' Foscari University - 5th December 2025
by Roberto CASARIN 30 Nov '25

30 Nov '25

Dear Colleagues, It's our pleasure to communicate that the *Workshop High-Dimensional Data, Networks and Beyond* will take place in *Treviso Ca' Foscari Campus* on *December 5th*, in person and online. The workshop is a satellite event of the *3rd Workshop on Sustainable Finance Spoke 4* and aims at bringing together researchers working at the intersection of Bayesian statistics, network modeling, and high-dimensional econometrics. Particular emphasis will be given to applications in economics, finance, and the social sciences, with connections to key themes of the PNRR GRINS project. More information about the workshop and the venue can be found at the following website: https://www.unive.it/web/en/16639/home A few spots remain for in-person attendance. Attendance is free, but we kindly ask you to register online. https://docs.google.com/forms/d/e/1FAIpQLSfM4eHoGNvhYFuyg0AHWKd4NSgDmLwWzTb… The Zoom link to attend remotely is the following: https://unive.zoom.us/j/89311921996 We look forward to welcoming you to Treviso in person or online! Kind regards Roberto Casarin (on behalf of the organizing committee) -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024>

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SPASS seminar: Giacomo Ascione
by Francesco Grotto 28 Nov '25

28 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminars, *Fully nonlocal operators emerging from semi-Markov processes* by Giacomo Ascione (Scuola Superiore Meridionale), TUE 2.12.2025 at 14:00 CET in Sala Riunioni, Dipartimento di Matematica, UNIPI. A link for online participants will be shared on the website https://sites.google.com/unipi.it/spass Best, Francesco Grotto on behalf of the organizers ---------------------------------------------------------------- /Abstract: In the context of anomalous diffusions, time/space-nonlocal operators play a quite prominent role. For instance, the usual fractional Laplacian can be easily recognized as the generator of an isotropic stable Lèvy motion, that, still preserving the Markov property, represent a first (actually pure jump) example of anomalous diffusion, in the sense that the mean square displacement of the described particles (or, in terms of the process, its variance) is not linear in time (actually it is infinite). On the other hand, if we consider the heat equation with a fractional derivative operator in time, a stochastic representation of the solution of such an equation can be given in terms of a Brownian motion time-changed by means of the first passage time process of an independent stable subordinator. This process, however, clearly loses the Markov property, due to the addition of a further dependence on the current sojourn time. In both case, we are describing (at least in terms of the one-dimensional distributions) the behaviour of a time-changed Brownian motion, where the time-change is indeed independent of the process itself. The same can be done if we apply a time-change via an inverse subordinator to an independent isotropic stable Lèvy motion, (obtaining) uncoupled non-local operators in both time and space. However, if we remove the independence assumption, we cannot expect to get uncoupled behaviours in time and space. This is the case, for instance, of a Brownian motion time-changed first with an independent stable subordinator and then with its own inverse. As the second time-change is clearly dependent of the first one, we expect the two operators (in time and space) to be coupled in some way: precisely, in such a case, the Kolmogorov-type equation one gets is governed by a fractional power of the whole heat operator. In this talk, I will present some well-posedness results for fully nonlocal operators obtained by means of Bochner subordination of heat-like operators in terms of a family of semi-Markov processes obtained by means of non-independent time-changes. The general theory will be set in the framework of Feller semigroups on the space of continuous functions vanishing at infinity. Nevertheless, if there is time, a quite specific case (i.e., a Black-Sholes model for intraday options) that requires refined arguments will be discussed and the role of the regularity of the initial data will be addressed. Finally, we will stress the following expected result: despite the appearance of constancy intervals and the lack of Markov property, if we start from a Brownian motion the newly obtained process exhibits a normal diffusive behaviour, instead of an anomalous one./

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Precision Health Day – Call for Abstracts
by Azzimonti Laura 27 Nov '25

27 Nov '25

Dear colleagues, We are excited to announce the second edition of the Precision Health Day, organized by Scuola Universitaria Professionale della Svizzera Italiana (SUPSI) and Ente Ospedaliero Cantonale (EOC). The event will explore how AI can support and promote a holistic approach to care — one that integrates interindividual variability related to behavioral, environmental, and genetic factors, with the goal of developing proactive, personalized, and patient-centered healthcare solutions. Date: 27 March 2026 Location: Lugano, Switzerland Language: English Submit your research abstract by December 16, 2025. Accepted abstracts will be selected for oral or poster presentations and shared in the event proceedings. For more information and registration updates, visit our event page<https://www.supsi.ch/en/precision-health-day-ai-enabled> or contact meditech(a)supsi.ch<mailto:meditech@supsi.ch>. We look forward to your participation! Best regards, Laura Azzimonti on behalf of the conference organization committee ––––––––––––––––––––––––––––––– http://people.idsia.ch/~laura.azzimonti/

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Phd Lectures at University of Verona - Prof. Josef Teichmann
by Athena Picarelli 27 Nov '25

27 Nov '25

Dear colleagues, We are pleased to announce that the PhD course in Economics and Finance of the University of Verona will host a series of seminars by Prof. Josef Teichmann (ETH). *Title.* Mathematics of new technologies in Finance: Analytic and Stochastic Methods for generative AI with some applications to Finance and machine learning *Abstract.* The analytic and stochastic theory for Langevin dynamics in view of generative AI is introduced and generalized towards hypo-elliptic diffusions. Some examples for scenario generation are included. *Program:* Lecture 1: Foundations of universal approximation theory (3 hours) Lecture 2: Generalized Langevin dynamics on manifolds (3 hours) Lecture 3: Generative AI via time reversed Langevin dynamics (3 hours) Lecture 4: Applications in Finance *Timetable:* *December, 3 (room SMS.03, floor -1)*: 14.30 - 16.00 Lecture 1 16.00 - 16.30 Break 16.30 - 18.00 Lecture 1 *December, 4 (room SMS.03, floor -1)*: 9.00 - 10.30 Lecture 2 10.30 - 11.00 Break 11.00 - 12.30 Lecture 2 14.30 - 16.00 Lecture 3 16.00 - 16.30 Break 16.30 - 18.00 Lecture 3 *December, 5 (room Vaona, floor 1)*: 9.00 - 10.30 Lecture 4 10.30 - 11.00 Break 11.00 - 12.30 Lecture 4 Lectures will take place at the Department of Economics, located in Ex-Caserma Santa Marta, Via Cantarane 24, Verona. Here the Zoom link to attend the lectures remotely: https://univr.zoom.us/j/83283477827 ID riunione: 832 8347 7827 Please feel free to share it with interested participants. Looking forward to your participation. Best regards, 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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Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 27 Nov '25

27 Nov '25

Care colleghe e colleghi, vi annunciamo che sono aperte le registrazioni per il workshop Junior Female Researchers in Probability, che si terrà a Berlino dal 24 al 26 giugno 2026. Sotto l’annuncio completo. Vi prego di diffonderlo a chiunque crediate possa interessare. Alexander Zass — We're excited to announce the workshop Junior Female Researchers in Probability, taking place June 24–26, 2026 at TU Berlin. The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. Keynote lectures will be given by: Patricia Alonso Ruiz (University of Jena) Alison Etheridge (University of Oxford) Patriçia Goncalves (IST Lisbon) Additional invited talks will be given by: Alejandra Avalos-Pacheco (JKU Linz) Ofelia Bonesini (LSE London) Chengcheng Ling (University of Augsburg) We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: https://www.wias-berlin.de/workshops/JFRP26/ The deadline for registration is March 1, 2026. The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Course by Andrea CREMASCHI (IE University) at University of Torino
by Matteo Giordano 27 Nov '25

27 Nov '25

Dear Colleagues, As part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting) we are pleased to announce the following course: ——————————————————— Andrea CREMASCHI (IE University Madrid) BAYESIAN MIXTURE MODELS AND NONPARAMETRICS (16 HOURS) This course introduces Bayesian approaches to mixture modelling and nonparametric inference. Starting from finite mixture models, it explores Bayesian nonparametrics through the Dirichlet Process (DP) and mixtures with random number of components (Mixtures of Finite Mixtures, MFM). Students will gain both theoretical understanding and practical experience with modern computational algorithms for posterior inference and clustering applications. ——————————————————— The course will be held exclusively in-person, according to the following schedule: - Tue Dec 2, h. 16-18 - Wed Dec 3, h. 14-16 - Thu Dec 4, h. 14-16 - Tue Dec 9, h. 16-18 - Wed Dec 10, h. 14-16 - Thu Dec 11, h. 14-16 - Wed Dec 17, h. 14-16 - Thu Dec 18, h. 14-16 Course location: Laboratorio Informatico "A. Sembenelli", third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to everyone interested. Best regards, 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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Online seminar - Department of Economics - Ca' Foscari University of Venice
by Antonella Basso 27 Nov '25

27 Nov '25

Dear all, the Department of Economics of Ca' Foscari University of Venice organizes the following online seminar on*Friday, November 28 at 12:15 (ZOOM only)* by *Guglielmo Alessandro Visentin* (University of Reading) *The Financial Cost of Biodiversity Loss for SMEs *(joint with Lisa Schopohl and Simone Varotto) /Abstract: In this study, we investigate the impact of biodiversity loss on the performance of small and medium-sized enterprises (SMEs) in the United Kingdom and Ireland. Leveraging firms’ financial information and postcodes from Moody’s Bureau van Dijk and the Biodiversity Intactness Index – a geospatial dataset developed by the Natural History Museum – we geo-locate SMEs, quantify biodiversity loss in the area where firms operate, and assess their exposure to biodiversity-related risks over time. We then employ a fixed effects regression model to estimate the effect of biodiversity loss on firm performance. Our findings indicate that a one-standard-deviation decline in biodiversity leads to a statistically significant reduction in firm operating income by 0.59 percentage points. This impact is economically meaningful when benchmarked against the sample’s average operating income. Moreover, SMEs located in more ecologically degraded areas are found to be more exposed to biodiversity-related risks. We also provide evidence of the materiality of dependency risk, while transition risk appears to be non-material within the UK context. The results remain robust across various econometric specifications and when controlling for climate risk factors./ / / The Zoom link is: *https://unive.zoom.us/j/81355902934?pwd=4UWO6ugBkddwqj1v3RCbMNzPhOpIIh.1 ID riunione: 813 5590 2934 Passcode: dN548g */ / More information available here <https://www.unive.it/data/agenda/3/108966>/. / Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

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Probability and Analysis 2026 — Registration and Call for Talks and Posters
by Krzysztof Bogdan 27 Nov '25

27 Nov '25

Dear Colleagues, We would be grateful if you could consider or forward the following information to your collaborators or students. The conference Probability and Analysis 2026 will be held on 11–15 May 2026 in Będlewo, Poland. We accept talks and posters. The conference highlights recent developments at the intersection of probability and analysis, with sessions devoted to Markov processes, complex stochastic systems, PDEs and stochastic PDEs, harmonic analysis and martingales, and integrable probability. Further information and the registration form are available at: https://panda2026.pwr.edu.pl/ We look forward to seeing you in Będlewo. With best regards, Krzysztof Bogdan on behalf of the Organizers

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PhD positions at Imperial
by Passeggeri, Riccardo 27 Nov '25

27 Nov '25

Salve a tutti, Vorrei segnalarvi diverse borse di dottorato (PhD positions) nel Dipartimento di Matematica dell’Imperial College London: 1. CDT in Statistics and Machine Learning (joint with Oxford): https://statml.io/ 2. CDT in Mathematics for our Future Climate (joint with Reading and Southampton): https://www.mfccdt.ac.uk/ 3. Departmental PhD positions: https://www.imperial.ac.uk/mathematics/postgraduate/doctoral-programme/pros… 4. Dispongo di fondi per un dottorando da reclutare quest’anno. Per chi fosse interessato, non esiti a contattarmi: https://sites.google.com/site/riccardopasseggeri Cordiali Saluti, Riccardo

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Seminars in Statistics at Collegio Carlo Alberto - Andrea CREMASCHI (IE UNIVERSITY MADRID)
by Matteo Giordano 27 Nov '25

27 Nov '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 05/12/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Andrea CREMASCHI (IE UNIVERSITY MADRID) Title: Dependent Dirichlet-multinomial processes with random number of components Abstract: Bayesian nonparametric methods under partial exchangeability have largely focused on infinite support priors, yet almost-surely finite dimensional dependent mixtures remain underexplored despite their strong theoretical guarantees and performance in the exchangeable case. A novel class of finite dependent Dirichlet-multinomial processes and their counterparts are introduced, incorporating a prior on the number of components. The class is built on generalized Wishart unnormalized weights. It is proven that the normalized diagonals of correlated Wishart matrices admit a hierarchical negative binomial Dirichlet representation whose marginal laws are Dirichlet. The key distributional properties of the induced random probability measures are derived, showing they can achieve any prescribed dependence level and support efficient posterior computation without the need for costly variable augmentation schemes. The practical advantages of the proposed processes are further demonstrated through extensive simulation studies and the analysis of two real datasets: A benchmark dataset and a case study on sex-specific gene expression differences in the human brain, highlighting its flexibility and computational efficiency in capturing complex dependence structures. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 03/12/2025* 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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REMINDER: OWABI - Clara Grazian - November 27 - 11am UK time
by Massimiliano Tamborrino 26 Nov '25

26 Nov '25

Dear all, this is a kind reminder of the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> by Clara Grazian<https://www.sydney.edu.au/science/about/our-people/academic-staff/clara-gra…> (University of Sidney), who will talk about "Approximate Bayesian Computation with Statistical Distances for Model Selection" tomorrow, Thursday the 27th November at 11am UK time, with an abstract reported below. Abstract: Model selection is a key task in statistics, playing a critical role across various scientific disciplines. While no model can fully capture the complexities of a real-world data-generating process, identifying the model that best approximates it can provide valuable insights. Bayesian statistics offers a flexible framework for model selection by updating prior beliefs as new data becomes available, allowing for ongoing refinement of candidate models. This is typically achieved by calculating posterior probabilities, which quantify the support for each model given the observed data. However, in cases where likelihood functions are intractable, exact computation of these posterior probabilities becomes infeasible. Approximate Bayesian computation (ABC) has emerged as a likelihood-free method and it is traditionally used with summary statistics to reduce data dimensionality, however this often results in information loss difficult to quantify, particularly in model selection contexts. Recent advancements propose the use of full data approaches based on statistical distances, offering a promising alternative that bypasses the need for handcrafted summary statistics and can yield posterior approximations that more closely reflect the true posterior under suitable conditions. Despite these developments, full data ABC approaches have not yet been widely applied to model selection problems. This paper seeks to address this gap by investigating the performance of ABC with statistical distances in model selection. Through simulation studies and an application to toad movement models, this work explores whether full data approaches can overcome the limitations of summary statistic-based ABC for model choice. Keywords: model choice, distance metrics, full data approaches Reference: C. Grazian, Approximate Bayesian Computation with Statistical Distances for Model Selection, preprint at ArXiv:2410.21603, 2025 The talk will be hosted on MS Teams Link: OWABI - Clara Grazian - Approximate Bayesian Computation with Statistical Distances for Model Selection | Meeting-Join | Microsoft Teams<https://teams.microsoft.com/meet/36518340835776?p=V9GRQQoSQKpFBofF2W> Meeting ID: 365 183 408 357 76 Passcode: 6Fg9nW7T 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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Invitation to submit minisymposia at ECMI2026 conference
by Alessandra Micheletti 25 Nov '25

25 Nov '25

Inoltro di seguito l’invito in oggetto da parte degli organizzatori di ECMI2026 https://ecmi2026.org/ecmi2026 Dear colleagues, As chair of organizing committee of ECMI2026 conference (29 June – 03 July 2026, Kaunas, Lithuania) I’d like to encourage you to suggest / register mini-symposia. The registration can be done at https://ecmi2026.org/deadlines. A mini-symposium is a set of several short, thematically connected talks organized around one specific topic. Each mini-symposium will include 3–5 speakers who present (15-20 min) their research, followed by discussion. Organizing a mini-symposium provides an excellent opportunity to bring together experts working on a focused topic, highlight emerging research directions, and strengthen collaboration within the community of industrial and applied mathematics. It is also a great way to increase the visibility of your research area and to stimulate discussion among participants with shared scientific interests. When submitting your proposal, you will be asked to provide the title of the mini-symposium, a brief description of its theme, and a preliminary list of potential speakers. If you have any questions regarding the format or the submission process, feel free to contact the organizing committee at ecmi2026(a)ktu.lt<mailto:ecmi2026@ktu.lt>. The deadline for registration is 31 December 2025. P.S. To help enhance the visibility of both your mini-symposium and the conference, we encourage you to follow and share our official LinkedIn event page: https://www.linkedin.com/events/23rdecmiconferenceonindustriala734791528174… . The hottest news, pictures and updates are also provided there. ------------------------------------------- Prof. Dr. Audrius Kabasinskas Dept. of Mathematical Modeling Kaunas University of Technology Studentu 50-144, LT - 51368 Kaunas, Lithuania Orcid: 0000-0001-6863-5895<https://orcid.org/0000-0001-6863-5895> Member of MSCA Industrial Doctoral Network on Digital Finance - Reaching New Frontiers<https://www.digital-finance-msca.com/> Organiser of ECMI conference 2026: https://ecmi2026.org/

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Seminar Torrisi at Tor Vergata, December 1
by Michele Salvi 25 Nov '25

25 Nov '25

Dear all, On Monday, December 1st, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Giovanni Luca Torrisi (CNR) with the seminar "Posterior Bayesian Neural Networks with Dependent and Heavy-Tailed Weights” Abstract: We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights. These networks have been introduced to alleviate the drawbacks due to a Gaussian initialization. In a Bayesian framework, when the likelihood is Gaussian, we identify the posterior distribution of the output in the sequential wide-width limit and, in the shallow case, we compute explicitly the posterior distribution of these models. The talk is based on a joint work with Nicola Apollonio and Giovanni Franzina. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Torrisi | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/37478212870196?p=ZvSguZtFDlcsnw2iv2> The seminar is part of the Excellence Project MatMod@TOV.

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XIII Bachelier World Congress – Call for Participation
by Silvia Romagnoli 25 Nov '25

25 Nov '25

Dear Colleagues, We would be grateful if you could consider the following announcement or kindly forward it to your collaborators and students. The XIII Bachelier World Congress will take place in Bologna, Italy, on 29 June – 3 July 2026. The Bachelier Congress is one of the leading international events in mathematical finance, bringing together researchers and practitioners working in areas such as: * stochastic analysis and its applications to finance * quantitative risk management * financial econometrics * numerical methods in finance * energy and climate finance * machine learning in finance The program will include invited plenary lectures, mini-symposia, and opportunities for contributed talks and posters. Further information, including the list of speakers, the call for mini-symposia, and the registration form, is available on the conference website: https://eventi.unibo.it/bachelier We look forward to welcoming you to Bologna for an exciting edition of the Bachelier World Congress. With best regards, Silvia Romagnoli on behalf of the Organizing Committee Silvia Romagnoli GrEnFIn EMJM Coordinator GrEnFIn Program Director Dipartimento di Scienze Statistiche Università di Bologna Tel. +39 051 2098364 silvia.romagnoli(a)unibo.it [social-image.png]

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SPASS seminar: room change
by Francesco Grotto 25 Nov '25

25 Nov '25

Dear colleagues, due to a schedule change of renovation works, the SPASS seminars of this afternoon will take place in *_Aula Magna_, Dip. Matematica, Pisa.* Titles, abstracts and a link for online participants are available on the SPASS website <https://sites.google.com/unipi.it/spass>. Best Francesco Grotto

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