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Seminario PRISMA lunedì 3 marzo 2025 - G. Cannizzaro & F. Toninelli
by Sonia Mazzucchi 03 Mar '25

03 Mar '25

Buongiorno, ricordiamo che *oggi lunedì 3 marzo dalle 16:30 alle 17:45* si terrà il seminario 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. Le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb I relatori di oggi saranno *Giuseppe Cannizzaro* (University of Warwick) e *Fabio Toninelli* (Technical University of Vienna) che parleranno di: Teorema del Limite Centrale superdiffusivo per l'equazione di Burgers stocastica alla dimensione critica. con il seguente orario: 16:30 Primo seminario 17:00 Pausa e discussione 17:15 Secondo seminario 17:45 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unipd.zoom.us/j/81175434050?pwd=hCozT8gqnlu49Io6LawZWAwLDrnaJ7.1 Meeting ID: 811 7543 4050 Passcode: 871716 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Giuseppe Cannizzaro (University of Warwick) e Fabio Toninelli (Technical University of Vienna) TITOLO: Teorema del Limite Centrale superdiffusivo per l'equazione di Burgers stocastica alla dimensione critica RIASSUNTO: L'equazione di Burgers Stocastica (EBS) è stata introdotta da van Beijren, Kutner and Spohn per modellizzare sistemi diffusivi asimmetrici con una singola quantità conservata (e.g. il modello di esclusione semplice asimmetrico). Nella dimensione sub-critica d=1, EBS coincide con la derivata dell'equazione KPZ il cui comportamento a grandi scale è superdiffusivo con crescita polinomiale e le cui fluttuazioni coincidono con il KPZ Fixed Point, mentre nelle dimensioni super-critiche d>2, è diffusivo e converge a un'equazione del calore stocastica anisotropica. Alla dimensione critica, è stato congetturato che la EBS sia superdiffusiva con crescita logaritmica con un esponente preciso ma ciò è stato mostrato solo modulo correzioni di ordine inferiore. Il presente seminario è basato su un lavoro assieme a Quentin Moulard https://arxiv.org/abs/2501.00344, in cui indentifichiamo la superdiffusività e deriviamo le asintotiche della matrice di diffusione in modo esatto. Inoltre, dimostriamo che nel limite di scala corretto, ovvero che tiene presente della crescita logaritmiche alla diffusività, la soluzione di EBS soddisfa un teorema del limite centrale. Il nostro è il primo limite di scala superdiffusivo per un'equazione alle derivate parziali stocastica critica, al di là dell'ambito di applicabilità della teoria delle strutture di regolarità di Hairer. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminario Padova - Marc Hoffman
by alekos.cecchin＠unipd.it 01 Mar '25

01 Mar '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (7 Marzo) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Marc Hoffman (Université Paris-Dauphine) <https://www.ceremade.dauphine.fr/~hoffmann/> https://www.ceremade.dauphine.fr/~hoffmann/ Title: Some questions in mathematical statistics linked to evolution PDEs Date: March 7, 2025, at 14:30, room 2BC30 Abstract: Evolution models in applications are often analysed via PDEs, interpreted as a macroscopic decription of the phenomenon of interest. This classical approach is nevertheless challenged by empirical data for model validation, especially when the phenomenon of interest does not depend on well established physical laws. In particular the statistical inference of parameters (estimation and testing) requires a underlying stochastic model. This is usullay treated via some addition of noise, sometimes artificially and always a bit arbitrarily. Relying on some specific examples that appear in population biology (cell growth, human demography) or agent-based models in economy, we propose an alternative approach. Starting from a microscopic stochastic model that can be partially observed and for which the PDE of interest is a mean-field limit, the intrinsic statistical noise becomes the fluctuation between the empirical measure of the particle system and the solution of the PDE. We will outline a rigorous statistical program in this setting and will give some results on McKean-Vlasov models that shall emphasise the interest of our approach. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Ait-Sahalia seminar in Verona, 14/3/2025
by Cecilia Mancini 28 Feb '25

28 Feb '25

Professor Yacine Ait-Sahalia will give the seminar So Many Jumps, So Little News At the Department of Economics of the University of Verona, on Friday, March 14, 2025, at noon (12 pm) Via Cantarane 24, Vaona Room, 1st floor It will be possible also to attend on Zoom here https://univr.zoom.us/j/93150650381 All the interested people are warmly invited to attend Abstract This paper relates jumps in high frequency stock prices to firm-level, industry and macroeconomic news, in the form of machine-readable releases from Thomson Reuters News Analytics. We find that most relevant news, both idiosyncratic and systematic, lead quickly to price jumps, as market efficiency suggests they should. However, in the reverse direction, the vast majority of price jumps do not have identifiable public news that can explain them, in a departure from the ideal of a fair, orderly and efficient market. We show that jumps without news do not correlate with observable proxies for asymmetric or private information, and that microstructure-driven variables have only limited power to help predict the occurrence of jumps without news.

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PhD Positions in Mathematics – University of Bologna
by Andrea Pascucci 28 Feb '25

28 Feb '25

*PhD Positions in Mathematics – University of Bologna* The call for applications for *six PhD positions* in Mathematics is now open https://unibo.it/en/study/phd-professional-masters-specialisation-schools-a… *Deadline: April 3rd, 2025.* -- --------------------------------------------------------------- Andrea Pascucciandrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://unibo.zoom.us/j/8625962910 --------------------------------------------------------------- L'inferno dei viventi non è qualcosa che sarà: se ce n'è uno, è quello che è già qui, l'inferno che abitiamo tutti i giorni, che formiamo stando insieme. Due modi ci sono per non soffrirne. Il primo riesce facile a molti: accettare l'inferno e diventarne parte fino al punto di non vederlo più. Il secondo è rischioso ed esige attenzione e apprendimento continui: cercare e saper riconoscere chi e cosa, in mezzo all'inferno, non è inferno, e farlo durare, e dargli spazio. Italo Calvino

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Seminar Brunero Liseo @Luiss
by Alessia Caponera 28 Feb '25

28 Feb '25

Dear all, The Department of Economics and Finance at Luiss University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Brunero Liseo, Sapienza University of Rome *Title*: A Multivariate Copula-Based Conformal Bayesian Framework for Doping Detection *When*: March 6th, 14:30 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 405 *Abstract*: Doping control is an essential component of anti-doping organizations for protecting sports competitions. Since 2009, this mission has been complemented worldwide by the Athlete Biological Passport (ABP), which monitors athletes’ profiles over time. The practical implementation of the ABP is based on a Bayesian framework, called ADAPTIVE, intended to identify individual reference ranges outside of which an observation may indicate doping abuse. Currently, this method follows a univariate approach, relying on simultaneous analysis of different markers. This work extends the ADAPTIVE method to a multivariate testing framework, making use of copula models to couple the marginal distribution of biomarkers with their dependence structure. After introducing the proposed copula-based hierarchical model, we discuss our approach to inference, grounded in a Bayesian spirit, and present an extension to multidimensional predictive reference regions. We guarantee exact coverage of the regions through the use of a conformal prediction approach. Focusing on the hematological module of the ABP, we evaluate the proposed framework in both data-driven simulations and real data. Based on joint work with Nina Deliu. *Webpage*: https://economiaefinanza.luiss.it/research-seminar/a-multivariate-copula-ba… *Should you be interested, please kindly send me an e-mail.* Best wishes, Alessia Caponera

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INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING - Limerick
by Laura Maria Sangalli 27 Feb '25

27 Feb '25

Gentili Colleghi, mi è stato chiesto di inoltrare l’annuncio del 39TH INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING. Ho appena accettato di tenere il corso di 1 giorno associato al workshop, in sostituzione del corso precedentemente pianificato, che è stato cancellato per via di un problema del docente. Un caro saluto, Laura Sangalli ************************************************************* Hi all, We have some exciting announcements in relation to IWSM 2025, to be held in Limerick, 13th - 18th July (https://iwsm2025.ie/) * The submission portal for poster submissions is now open, with a deadline of Friday 28th March, 2025. * We are delighted to announce that Laura Sangalli will deliver the Short Course (Sunday July 13th) on the very interesting topic of "Physics-Informed Statistical Learning". * Finally, registration is now open! Note that the Early Bird closes on Friday 25th April, 2025. More information and relevant links can be found below. Our call for papers as poster presentations is now open! We are seeking novel and original contributions to the wider field of Statistical Modelling. Papers providing advances in the development of statistical models that are well motivated by a contemporary data scenario or application problem are particularly welcome. This includes contributions to estimation, inference, and computation for such modelling problems. Papers focusing on applications with important substantive implications as well as methodological issues are welcome, including new developments in Data Science and Machine Learning. Submissions by students and young researchers are particularly encouraged. Poster presentation submission deadline: Friday 28th March, 2025. Invited speakers / short course We have an excellent lineup of top-class invited speakers covering a range of diverse topics in statistical modelling. Speakers and provisional talk titles provided below. * Brendan Murphy | University College Dublin, Ireland Unsupervised record linkage * Ruth King | University of Edinburgh, UK Heterogeneous ecological modelling * Sonja Greven | Humboldt University of Berlin, Germany Additive density-on-scalar regression * Daniele Durante | Bocconi University, Italy Bayesian criminal network modelling * Cynthia Rudin | Duke University, USA Simpler machine learning models * Laura Sangalli | Politecnico di Milano, Italy Physics-informed statistical learning More information can be found here: https://iwsm2025.ie/programme/invited-speakers/ Registration Registration is now open! You can register here: https://iwsm2025.ie/registration/ Note that Early Bird registration closes on 25th April 2025. We are looking forward to seeing you in Limerick this July! Best wishes Kevin Burke on behalf of IWSM 2025 Organising Committee —— 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Reminder: Summer School PREDICT - Como Lake, June 16-20, 2025
by Gianmarco Bet 27 Feb '25

27 Feb '25

Dear Colleagues, We would like to remind you that the Summer School PREDICT-PRobabilistic mEthoDs In Complex geometry, will take place at Como Lake, from June 16 to June 20, 2025. There are a few spots left, so we decided to postpone the application deadline to *March 9, 2025*. At this page https://sites.google.com/view/predictcomolake/registration you can find all the information about registration. The aim of this school is to explore how probabilistic techniques can be applied to central problems in complex geometry, with a special focus on the construction of Kähler-Einstein metrics—a topic of significant interest in both geometry and physics. The school includes foundational mini-courses as well as advanced courses on recent research results. Due to the novelty of the topic, the school is designed for Master and Ph.D. students, and of course also for more established researchers. Please see the following page https://sites.google.com/view/predictcomolake/program for the detailed program. For questions, please contact us at predictcomo2025(a)gmail.com We look forward to welcoming you in Como! Warm regards, The organisers Luisa Andreis, Daniele Angella, Luca Avena, Giovanni Bazzoni, Gianmarco Bet e Michela Zedda

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seminar Irene Gijbels @ CNR Naples
by Daniela De Canditiis 27 Feb '25

27 Feb '25

Cari tutti per il ciclo *"Seminari Generali IAC 2025"* *martedì 4 marzo 2025 *alle ore *14:30* Irène Gijbels, Department of Mathematics, University of Leuven (KU Leuven), Belgium, terrà il seminario: *Measures of asymmetry for multivariate distributions* *Abstract* - In univariate settings the notion of measuring skewness of a distribution is well established. Extending this to measuring skewness (or asymmetry) in a multivariate setting is less obvious. In this talk we start by briefly reviewing some notions of asymmetry measures. We next propose a novel functional asymmetry measure (index) which is based on the natural idea of reflective symmetry around the mode. The proposed index is extended to the multivariate setting and a summarizing scalar (or vector based index in multivariate settings) is derived from it. Some illustrative examples are provided, and estimation of the proposed asymmetry index is discussed in parametric and nonparametric (multivariate) settings. Il seminario si svolgerà presso la sede *CNR-IAC di Napoli*, *sala conferenze “Vaccaro”*, in modalità mista: in presenza e in streaming al link *https://www.youtube.com/watch?v=eEPimm1_aww <https://www.youtube.com/watch?v=eEPimm1_aww>* Si ricorda che i seminari del ciclo si terranno di *martedì alle 14:30*, *a settimane alterne*, *salvo eccezioni* a partire da martedì 14 gennaio 2025. *Qui la pagina web dei seminari*: *https://www.iac.cnr.it/seminari-generali-iac-2025* <https://www.iac.cnr.it/seminari-generali-iac-2025> *VI ASPETTIAMO!* (organizzatori: Nicola Apollonio, Roberta Bianchini, Claudia Capone, Giuliana Ramella) -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 https://www.iac.cnr.it/personale/daniela-de-canditiis

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Network Econometrics Summer School (30 June - 4 July, 2025, Venice)
by Roberto CASARIN 27 Feb '25

27 Feb '25

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/) in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Network Econometrics, 30 June - 4 July, 2025, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2025 The Summer School aims to provide participants with models and tools from graph theory to analyse various effects of social, economic, and political interaction. The school will host leading scholars developing relevant network modelling and inference research and their applications to various fields. *Participation*: Online or in presence *Application Deadline*: 4th May *Coordinator*Roberto Casarin, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti, University of Padova Monica Billio, Ca' Foscari University of Venice Matteo Iacopini, LUISS University Mariangela Guidolin, University of Padova Luca Rossini, University of Milan Veronica Vinciotti , University of Trento *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards Roberto Casarin -- 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> https://www.unive.it/isba2024

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Registration Now Open – XXVI Workshop on Quantitative Finance (QFW 2025)
by ANDREA CONSIGLIO 27 Feb '25

27 Feb '25

Dear Colleagues, We are pleased to announce that registration for the XXVI Workshop on Quantitative Finance is now open. There is no registration fee to attend the workshop, but registration is mandatory. You can complete your registration at the following link: Register Here<https://qfw2025.community.unipa.it/registration-and-submission> We look forward to your participation! Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it<mailto:email%3Aandrea.consiglio@unipa.it> pec:andrea.consiglio@pec.it<mailto:pec%3Aandrea.consiglio@pec.it> www:http://bit.ly/AndreaConsiglio

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Early-bird registration deadline approaching - 12th General AMaMeF Conference
by Athena Picarelli 26 Feb '25

26 Feb '25

Dear Colleagues, This is a reminder that the deadline for the early-bird registration to the 12th General AMaMeF Conference in Verona is February 28th. Here the link to the registration page: https://sites.google.com/view/amamef2025/registration Homepage of the event: https://sites.google.com/view/amamef2025/ 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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QFinLab Seminar - Katia Colaneri (Università di Roma Tor Vergata) - 5/3/2025, 12:00 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 26 Feb '25

26 Feb '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 5 March 2025, 12.00-13.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Katia Colaneri (Università di Roma Tor Vergata) Title: Expect the worst! Optimal emission abatement under tax policy uncertainty and stochastic differential games. Abstract: We study the problem of a profit maximizing electricity producer who has to pay carbon taxes and who decides on investments into technologies for the abatement of CO emissions in an environment where carbon tax policy is random and where the investment in the abatement technology is divisible, irreversible and subject to transaction costs. We consider two approaches for modelling the randomness in taxes. First we assume a precise probabilistic model for the tax process, namely a pure jump Markov process (so-called tax risk); this leads to a stochastic control problem for the investment strategy. Second, we analyze the case of an uncertainty-averse producer who uses a differential game to decide on optimal production and investment. We carry out a rigorous mathematical analysis of the producer's optimization problem and of the associated nonlinear PDEs in both cases. Numerical methods are used to study quantitative properties of the optimal investment strategy. We find that in the tax risk case the investment in abatement technologies is typically lower than in a benchmark scenario with deterministic taxes. However, there are a couple of interesting new twists related to production technology, divisibility of the investment, tax rebates and investor expectations. In the stochastic differential game on the other hand an increase in uncertainty might stipulate more investment. Next seminar: Claudio Fontana (Università di Padova), 2 April 12.00. 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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2nd RSS/Turing Workshop on Gradient Flows for Sampling, Inference, and Learning
by Francesca Crucinio 26 Feb '25

26 Feb '25

Dear all, We are happy to announce the *2nd RSS/Turing Workshop on Gradient Flows for Sampling, Inference, and Learning *which will take place at the Alan Turing Institute in London on 24 March 2025. This one day event is sponsored by the Royal Statistical Society through its Computational Statistics and Machine Learning Section and The Alan Turing Institute, and will cover a wide range of topics connected to gradient flows including talks by Sahani Pathiraja (UNSW Sydney) Rocco Caprio (University of Warwick) Anna Korba (ENSAE/CREST) Paula Cordero Encinar (Imperial College London) Arthur Gretton (University College London/DeepMind) Jonas Latz (University of Manchester) For more info check https://rss.org.uk/training-events/events/events-2025/section-groups/2nd-rs… We look forward to seeing you there! The organising committee: Deniz Akyildiz, Francesca Crucinio and Andrew Duncan

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Special issue of "Mathematical Finance" on "Climate and Nature Risk in Mathematical Finance" (fwd)
by Tiziano Vargiolu 25 Feb '25

25 Feb '25

Apologies for cross-postings. ----------------------- Special Issue on Climate and Nature Risk in Mathematical Finance Guest Editors: Andrea Macrina & Peter Tankov New extended deadline for submissions: 30 April 2025 The urgency and complexity of the climate crisis call for contributions from many scientific domains. In finance, modelling challenges posed by the environmental transition and by the climate change and nature-related risks call for inter- and transdisciplinary approaches, based on a multitude of data sources and long-term projections taking into account deep uncertainty. The mathematical finance community, which has developed robust systematic approaches to financial modelling and risk management, is well placed to address these challenges and has already made numerous quantitative contributions to the field of green finance. Mathematical Finance will dedicate a Special Issue to Mathematical Finance for Climate and Nature to further emphasise this area of research. Submissions to the Special Issue should develop and apply novel mathematical and statistical methods to financial and economic problems arising in the field of green finance and meet the editorial standards of Mathematical Finance as detailed in the aims and scope statement of the journal. Submissions with a policy or industry perspective are encouraged. We invite in particular the submission of original research articles on the following topics: * Assessment of climate and nature-related risks and uncertainties in financial systems; climate stress testing. * Study of transmission channels of physical risks, transition risk and nature-related risks to asset prices, portfolios and the stability of the financial system. * Optimal policies and incentives for environmental transition and adaptation of the economy, from the central planner perspective and in decentralised systems. * Optimal design and study of financial and insurance products, including derivative products, for managing climate and nature-related risks and for financing the environmental transition and adaptation. * Design and study of transition scenarios; quantification of scenario uncertainty * Net zero investment: quantitative methodologies for constructing net-zero-aligned portfolios and portfolios with positive impact on nature and biodiversity. * Study of innovative datasets and numerical methods, including AI-based methods, in support of the above topics. * Design of medium and long-term risk management methods accounting for potential policy changes and systemic alterations of market structures and stability. * Impact of climate and nature risks on emerging markets and developing economies. Please submit your contributions through the journal’s web submission portal before 30 April 2025. Please indicate in your submission that it is intended for the ‘Special Issue on Climate and Nature Risk in Mathematical Finance’. All submissions will undergo the usual review process for the journal. -- Peter Tankov Professor of quantitative finance, ENSAE, IP Paris Phone: +33 1 70 26 68 73 Email: peter.tankov(a)ensae.fr https://sites.google.com/site/petertankov https://www.parc-research.org/ https://pladifes.institutlouisbachelier.org/

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Seminar Ziyi Song @ Unimib
by Federico Camerlenghi 25 Feb '25

25 Feb '25

Dear all, we are glad to announce the next DEMS seminar in Statistics: *Wednesday, 5th March 2025* *Time 12.00*, Seminar room 2104, Department of Economics, Management and Statistics (DEMS) Building U7, second floor, University of Milano - Bicocca The speaker is Ziyi Song (University of California, Irvine). *TITLE:* Clustering computer-mouse tracking data with informed hierarchical shrinkage partition priors *ABSTRACT:* Mouse-tracking data, which record computer mouse trajectories while participants perform an experimental task, provide valuable insights into subjects’ underlying cognitive processes. Neuroscientists are interested in clustering the subjects’ responses during computer mouse-tracking tasks to reveal patterns of individual decision-making behaviors and identify population subgroups with similar neurobehavioral responses.These data can be combined with neuroimaging data to provide additional information for personalized interventions. In this article, we develop a novel hierarchical shrinkage partition (HSP) prior for clustering summary statistics derived from the trajectories of mouse-tracking data. The HSP model defines a subjects’ cluster as a set of subjects that gives rise to more similar (rather than identical) nested partitions of the conditions. The proposed model can incorporate prior information about the partitioning of either subjects or conditions to facilitate clustering, and it allows for deviations of the nested partitions within each subject group. These features distinguish the HSP model from other bi-clustering methods that typically create identical nested partitions of conditions within a subject group. Furthermore, it differs from existing nested clustering methods, which define clusters based on common parameters in the sampling model and identify subject groups by different distributions. We illustrate the unique features of the HSP model on a mouse tracking dataset from a pilot study and in simulation studies. Our results show the ability and effectiveness of the proposed exploratory framework in clustering and revealing possible different behavioral patterns across subject groups. The paper has been published on Biometrics. <https://academic.oup.com/biometrics/article/80/4/ujae124/7850951?login=true> Best wishes, Federico Camerlenghi

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Scholarships Available: Greening Energy Market and Finance Erasmus Mundus Joint Master
by Paolo Guasoni 24 Feb '25

24 Feb '25

*Greening** Energy Market and Finance Erasmus Mundus Joint Master* <https://site.unibo.it/grenfin-emjm/en> An “*Erasmus+ Erasmus Mundus Joint Master*” programme *ABOUT GRENFIN-EMJM* Greening Energy Market and Finance - GrEnFIn is a* 24-month Erasmus Mundus Joint Master* offering *120 ECTS*, culminating in *a multiple degree* issued by *three partner universities:* *1. **UNIBO, Alma Mater Studiorum Università di Bologna* <https://www.unibo.it/en/homepage>*, Italy, programme coordinator * *2. **LMU, Ludwig-Maximilians-Universität München* <https://www.lmu.de/en/about-lmu/>*, Germany, full partner * *3. **UPD, Université Paris Dauphine* <https://dauphine.psl.eu/en/>*, France, full partner* The best students selected, coming from all over the world, will have the opportunity to join an exciting international environment and will be trained to become *Sustainable Energy Experts*, *professionals able to face the energy transition and the environmental challenges* capable of addressing evolving challenges in the energy sector with a comprehensive global perspective. *APPLICATION DEADLINE FOR THE ACADEMIC YEAR 2025-2026* *March 3, 2025, *for EU and NON-EU candidates*. * *SCHOLARSHIPS AND FINANCIAL SUPPORT* Prestigious Erasmus Mundus scholarships are available for the best qualified applicants, covering fees and an allowance of €1400 monthly. *ASSOCIATED PARTNERS* Associated partners will support the Programme in various ways, playing an active role offering research opportunities to students, e.g. for internship/RAship and Master thesis, delivering lectures at the annual GrEnFIn Summer/Winter school or as guest lecturers at the three partner universities. *ADMISSION REQUIREMENTS* - A *good level first-cycle degree* in the field of Mathematics, Physics, Economics, Statistical Sciences, Information Technology, Engineering. - A *certified level of proficiency* *in English* (minimum level *B2*). - An *adequate personal training* assessed on the basis of the academic merit, the curriculum vitae and an online assessment test. We would be very grateful if you could disseminate the information about the opportunity offered by GrEnFIn-EMJM to interested students and institutions as much as possible. Should you need any further details or information, please do not hesitate to contact us at the following address: grenfin.emjm(a)unibo.it https://site.unibo.it/grenfin-emjm/en -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. * *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here.* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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SPASS Seminar: Francesca Pieroni
by Gianmarco Bet 24 Feb '25

24 Feb '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *The Random Euclidean Matching for Gaussian densities* by *Francesca Pieroni *(*Sapienza*) The seminar will take place on TUE, 04.03.2025 at 14:00 CET in Aula Tricerri, Dipartimento di Matematica e Informatica "Ulisse Dini", Università degli Studi di Firenze, and streamed online at this link <https://meet.google.com/njf-mxow-mjj>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: The Random Euclidean Matching is the problem of finding the optimal matching between two sets of independent random variables X1,…,Xn and Y1,…,Yn distributed in R^d with a probability density ρ. The main problem is first to minimize the quantity Cn(π):=\sum_{i=1}^n|Xi-Yπi|^p with respect to the permutations π of the indexes {1,…,n}, and then to study the expectation of the minimum of Cn(π) with respect to the probability distribution of the variables, for fixed p and d and for large n.The object of this talk is the case of Gaussian random variables, that is, when the variables are independent and distributed in R^d with the Gaussian probability density.*

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Cancellation OWABI - Ayush Bharti - Feb 27
by Massimiliano Tamborrino 24 Feb '25

24 Feb '25

Dear all, unfortunately, the next OWABI seminar, initially scheduled on February 27, has been cancelled due to unforeseen circumstances. Ayush Bharti's talk will be rescheduled on the 24th April. Our next OWABI talk will be given by Meïli Baragatti<https://www.vinifera-euromaster.eu/team/meili-baragatti/> (Assistant Professor Institut Agro Montpellier) on Approximate Bayesian Computation with Deep Learning and Conformal prediction on Thursday the 27th March 2025. More info will follow. Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ________________________________ From: Tamborrino, Massimiliano Sent: 13 February 2025 12:37 To: abc_world_seminar(a)listserv.csv.warwick.ac.uk <abc_world_seminar(a)listserv.csv.warwick.ac.uk> Subject: OWABI - Ayush Bharti - Feb 27 Dear all, the next OWABI seminar<http://www.warwick.ac.uk/oneworldabc> is scheduled on Thursday the 27th February at 11am. I am pleased to inform you that our next speaker is Ayush Bharti (Aalto University), who will talk about "Cost-aware simulation-based inference ", with an abstract reported below. The talk will be streamed on MS Teams on the OWABI Ms Teams channel OWABI Seminar: One World Approximate Bayesian Inference Seminar | General | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> You could join the meeting with the link and details below Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 311 178 293 223 Passcode: zg3E8kw3 Important: The virtual lobby has been removed, so everyone should now be able to join the seminar without any authorisation. Abstract: Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex models, and the fact that this cost often depends on parameter values. We therefore propose cost-aware SBI methods which can significantly reduce the cost of existing sampling-based SBI methods, such as neural SBI and approximate Bayesian computation. This is achieved through a combination of rejection and self-normalised importance sampling, which significantly reduces the number of expensive simulations needed. Our approach is studied extensively on models from epidemiology to telecommunications engineering, where we obtain significant reductions in the overall cost of inference. Keywords: simulation-based inference, approximate Bayesian computation, neural posterior estimation, neural likelihood estimation, importance sampling Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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International Conference in Venice - CALL FOR PAPERS
by Monica Billio 23 Feb '25

23 Feb '25

24th INTERNATIONAL CONFERENCE CREDIT 2025 *Emerging Global Financial Systems: Exploring Polarization, Systemic Risks, Innovation, and Sustainable Solutions *Venice, Italy 25 –26 September 2025 * * *GRETA Associati* (Venice, Italy),*European Datawarehouse* (Frankfurt, Germany), and *Intesa Sanpaolo *(Milan, Italy) are partners in organasing a Conference to be held in Venice on September 25-26, 2025. The CREDIT 2025 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The CREDIT 2025 is the *twenty-fourth* in a series of events dedicated to various aspects of risk and organised under the auspices of: the *Department of Economics* and *VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice*, *Joint Research Center European Commission*, and *ABI - Italian Banking Association*. Sustainability necessitates a global perspective, requiring the adaptation of contemporary business and societal models to navigate the dynamic landscape of the future. Policymakers and society must ensure that resources, particularly technology, are utilized responsibly and efficiently to enhance the well-being of both present and future generations while cultivating a harmonious relationship with the environment. This strategy is vital in addressing sustainability issues such as poverty, environmental degradation, pollution, and inequality. Effective global risk management is vital for bridging divisions and fragmentation through innovation. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: *Framing Global Challenges* * Macroeconomic Polarization and Financial Fragmentation o Economic bifurcation between advanced and emerging markets. o Trade conflicts and their financial spillovers. o Policy responses to maintain global economic stability. * Geopolitical Risks and Global Financial Stability o Implications of geopolitical tensions on global financial markets: capital flows and volatility. o Risk management strategies for financial institutions navigating geopolitical uncertainty. o The role of national and international economic policies: shaping a new geopolitical and economic order. * Technological Innovation in Finance and Insurance o Digital transformation in the insurance sector: a driver of resilience or disruption? o Financing Deep Tech. o Regulating innovation to balance opportunity and risk. *Risk Management and Resilience* * Climate Change as a Systemic Risk o Impact of climate-induced events on financial and insurance markets. o Climate risk modeling and its implications for global governance. o Financing the green transition: opportunities for insurers and institutional investors. * Addressing Socioeconomic Disparities o Polarization in wealth distribution and its implications for insurance coverage. o Designing inclusive financial products to address underinsurance in vulnerable populations. o The role of insurance in enhancing societal resilience to systemic shocks. *Towards a Sustainable Future* * Innovating Governance for Future Risks o Cross-border cooperation for risk regulation and mitigation. o Addressing new risks in cyber security, health crises, and technological disruptions. o Innovative governance models in finance and insurance. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Andrew Lo *(MIT Sloan School of Management). The Conference will also include panel discussions on the major issues at stake with the views of researchers', practitioners' and policy makers. The SCIENTIFIC COMMITTEE for the Conference consists of: *Andrew Lo* (MIT Sloan School of Management, Programme Chair) *Monica Billio *(Ca’ Foscari University of Venice & GRETA) *Lucia Alessi *(Joint Research Center, European Commission) *Marie Brière *(AMUNDI & Université Libre de Bruxelles) *Mila Getmansky Sherman *(Isenberg School of Management, UMass Amherst) *Marcin Kacperczyk* (Imperial College London) *Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt) *Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) *Loriana Pelizzon *(Ca’ Foscari University of Venice & Leibniz Institute for Financial Research SAFE) *Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer *(London Business School) *Marti Subrahmanyam* (NYU Stern Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2025 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2025*. The final version of accepted papers must be received by August 31, 2025. Please send papers to: GRETA, Dorsoduro 3707, 30123, Venice, Italy Phone : +39 349 060 3656 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2025 <https://www.greta.it/index.php/it/credit-2025>

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[CfP] - International Workshop on Trustworthiness and Reliability in Neurosymbolic AI - IJCNN2025
by Lorenzo Di Rocco 21 Feb '25

21 Feb '25

[Apologies if you receive multiple copies of this CFP] Call for Papers - International Workshop on Trustworthiness and Reliability in Neurosymbolic AI @ IJCNN2025 July 5th, 2025, Rome, Italy https://sites.google.com/view/trns-ai ABOUT Neurosymbolic AI is a new growing trend that has been able to merge the recent advances in AI through deep learning with logic and rule-based methods. The application of neurosymbolic AI seems to be spreading across many contexts, from image classification to Visual Question Answering. It has an expressive and semantic power that is not usually provided by classical deep learning. In addition, it has great potential in explainability, due to the logic-based methodologies that are a strong component of this context. These capabilities are only a starting point in XAI, they need to be explored in detail to facilitate the interpretability of whole models, in any part of them and not only in terms of the natural relationships that can be discovered. This workshop will focus on two main aspects: 1. Gives the possibility to extend the exploration of the explainability in multiple contexts, developing and adapting techniques that can be useful to relate classical deep learning approaches to their symbolic extensions. 2. Opens to the possibility to extend the understanding of neurosymbolic models to deep aspects of AI. These two concepts lead to the trustworthiness and reliability of the new trend of Neurosymbolic AI, increasing the confidence of end-users in choosing and believing in these methodologies for computer-aided applications. Topics of interest include, but are not limited to: * Soft Computing methodologies * Symbolic and Neurosymbolic AI * Logic and Rule-based methods * AI methods for explainability, interpretrability and reliability * Resilient AI models * From wide to task-specific methodologies * Machine Learning and Deep Learning based AI methodologies * Data-driven decision-making * Multimodal Learning strategies * Scalability and optimization of intelligent systems * Generative AI and applications GREAT EVENT! XAI CHALLENGE FOR PASSIONATE! The workshop is growing fast and organizers are happy to announce that a challenge has been launched for all passionate students and researchers! The topic is Explainable AI for Educational Question-Answering. All details can be found in the website challenge page. IMPORTANT DATES - Submission due: March 20, 2025 - Notification to authors: April 15, 2025 - Camera-ready and early registration due: May 1st, 2025 SUBMISSION INSTRUCTIONS Submissions must follow the IJCNN2025 rules (https://2025.ijcnn.org/authors/initial-author-instructions) Authors are invited to submit: - Full papers, up to 8 pages - Short papers, up to 4 pages Short papers may also be presented in the poster session. Full and short papers will be published in the conference proceedings. Submission must be made on CMT using the following link: https://cmt3.research.microsoft.com/IJCNN2025/Track/3/Submission/Create COMMITTEES AND CHAIRS General Chairs - Prof. Angelo Ciaramella - University of Naples Parthenope, Italy - Prof. Le Hoang Son - Vietnam National University, Hanoi, Vietnam - Prof. Emanuel Di Nardo - University of Naples Parthenope, Italy Program Chairs - Prof. Alessio Ferone - University of Naples Parthenope, Italy - Prof. Antonio Maratea - University of Naples Parthenope, Italy - Prof. Ihsan Ullah - Insight SFI Research Center for Data Analytics, University of Galway, Galway, Ireland Technical Program Chairs - Prof. Paola Barra - University of Naples Parthenope, Italy - Dr. Lorenzo Di Rocco - Sapienza University of Rome, Italy Challenge Chairs - Prof. Tho Quan - Faculty of Computer Science and Engineering, Ho Chi Minh City University of Technology, Vietnam - Prof. Anh Nguyen - Department of IT and Economics, University of South Eastern Norway, Norway - Prof. Fabien Baldacci - Université de Bordeaux, France The call for papers and additional information about the workshop and challenge can be found at https://sites.google.com/view/trns-ai

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Posizione RTT a Milano-Bicocca
by Francesco Caravenna 21 Feb '25

21 Feb '25

È aperto il bando con scadenza 6 marzo 2025 per una posizione di ricercatore a tempo determinato in tenure-track (RTT) in Probabilità e Statistica Matematica (g.s.d. 01/MATH-03 - s.s.d. MATH-03/B) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca: https://www.unimib.it/ateneo/gare-e-concorsi/2025-rtt-010 Si prega di condividere con potenziali candidati/e interessati/e. Cordiali saluti, FC -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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Ph.D. Mini-Course@Sapienza | An introduction to changepoint detection
by Pierpaolo Brutti 21 Feb '25

21 Feb '25

Dear all, apologies for cross-posting. Quick note on an upcoming PhD course course on multiple changepoint analysis that will take place next week @Sapienza-DIAG (Rome, Via Ariosto 25). Here's the details: *Schedule*: 1. 24 Feb: 10:00-12:00 | Aula B203 @ DIAG 24 Feb: 13:45-17:00 | Aula B101 @ DIAG 2. 25 Feb: 9:30-12:00 | Aula B203 @ DIAG 25 Feb: 13:45-17:00 | Aula B203 @ DIAG 3. 26 Feb: 9:30-12:00 | Aula B203 @ DIAG 26 Feb: 13:45-17:00 | Aula B203 @ DIAG 4. 27 Feb: 9:30-11:30 | Aula B203 @ DIAG *Zoom links*: - AM: https://inrae-fr.zoom.us/j/96946255684?pwd=Gm04CV5Dw8AZ2bdcRbHHreG9hHaakH.1 - PM: https://inrae-fr.zoom.us/j/92052483887?pwd=4tuFd0TS6HAxIgYLMRmIkaYPm55LgF.1 *Abstract* In recent years, there has been a proliferation of methods for detecting changepoints (also known as breakpoints or structural breaks) in data streams. This surge has been driven by the wide range of applications where changepoint methods are needed, including genomics, neuroscience, climate science, finance, and econometrics, among others. This course serves as an introduction to multiple changepoint detection methods. This course will first address the simpler task of detecting a single changepoint in the mean of a univariate data stream. This is crucial for understanding several state-of-the-art approaches designed for detecting multiple changepoints. Subsequently, we will delve into the fundamentals of two classical approaches for multiple changepoint detection: (1) binary segmentation and (2) dynamic programming. We will review their statistical and computational properties and explain some of their recent improvements. We will illustrate the application of these approaches to genomic datasets using the Python/R programming language. *Additional teacher* Arnaud Liehrmann *Short-bio * Guillem Rigaill is a senior researcher (aka DR) at INRAE in France. He is a member of the GNet Team at the Institute of Plant Sciences Paris-Saclay and the Stat & Genome team at the Laboratoire de Mathématiques et Modélisation d'Évry. He received his PhD from AgroParisTech in 2010 for the development of algorithms and statistical methods for the analysis of breast cancer data. His research interests focus on developing efficient algorithms and appropriate statistical methodologies for analyzing high-dimensional genomic and transcriptomic data. He has been developing new models for changepoint detection and proposed inference procedures for these models that are both statistically and algorithmically efficient. He has applied those new tools in many interdisciplinary projects involving cancer and plant biologists, bioinformaticians, and statisticians. Data Science PhD Program

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Workshop "Mean Field Games, Mean Field Control and Applications to Economics and Finance"
by Marta Leocata 21 Feb '25

21 Feb '25

Dear colleagues, we are pleased to announce the upcoming Workshop "Mean Field Games, Mean Field Control and Applications to Economics and Finance" which will take place in Pavia from April 9th to April 11th. The aim of the workshop is to gather experts and young researchers in different fields related to Mean Field Games and Mean Field Control: we would like to provide an environment to share and discuss about analytical and probabilistic approaches, numerical advances, and applications in economics and finance. The link to the Conference website is: https://sites.google.com/view/workshop-mmef The website contains information about the invited speakers, program, venue and registration form and fee. We underline that registration and payment of the fee is mandatory for participants who are not invited speakers. Looking forward to meet you to Pavia! The Organizing Committee Marta Leocata, Daria Ghilli, Giulia Livieri, Daniela Tonon

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Fwd: Assistant Professor in Mathematics (Probability), University College Dublin
by Elia Bisi 20 Feb '25

20 Feb '25

Dear colleagues, There is an opening for an assistant professorship in Probability at University College Dublin. See below for details. ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group ---------- Forwarded message ---------- From: Neil O'Connell <neil.oconnell(a)ucd.ie> Date: 20 Feb 2025 at 18:25 +0100 Subject: Assistant Professor in Mathematics (Probability), University College Dublin > Dear colleagues, > > [Apologies for cross-posting] > > The School of Mathematics and Statistics at University College Dublin has just advertised a permanent position in Probability, with closing date March 25. For more details, see > > https://www.jobs.ac.uk/job/DLY015/lecturer-assistant-professor-in-mathemati… > > Please forward this to anyone who you think might be interested. > > Best wishes, > Neil

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Final Reminder: Submission Deadline Approaching – XXVI Workshop on Quantitative Finance (QFW 2025)
by ANDREA CONSIGLIO 20 Feb '25

20 Feb '25

Dear Colleagues, This is the final reminder that the extended submission deadline for the XXVI Workshop on Quantitative Finance (QFW 2025) is fast approaching. Please submit your paper or extended abstract (minimum four pages) by February 28, 2025, via email to qfw2025(a)unipa.it. For submission guidelines and further details, please visit the QFW 2025 website<https://qfw2025.community.unipa.it/>. We look forward to your contributions! Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it<mailto:email%3Aandrea.consiglio@unipa.it> pec:andrea.consiglio@pec.it<mailto:pec%3Aandrea.consiglio@pec.it> www:http://bit.ly/AndreaConsiglio

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