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Workshop Volterra Processes and their Application, Padova, 16-17 Dicembre 2024
by Stefania Ottaviano 23 Nov '24

23 Nov '24

Dear all, It is our pleasure to announce the following workshop: *Volterra Processes and their Applications* that will be hosted by the Department of Mathematics "Tullio Levi-Civita" of the University of *Padova*, on *December 16 - 17, 2024*. The workshop aims to provide an exploration of recent advances and possible developments in stochastic Volterra processes and their diverse applications across fields. The workshop also aims to motivate discussion among participants, both leading experts in the field and young researchers, to outline new research directions in this topic. Please use the following link for more information on the (tentative) scientific program and to register for the event https://events.math.unipd.it/Volterra/home There is the possibility of attending the workshop *remotely via Zoom*. Registration is not mandatory, but it is kindly requested for organizational reasons. *Speakers:* * Fabio ANTONELLI (University of L'Aquila) * Giacomo ASCIONE (University of Napoli Federico II, Scuola Superiore Meridionale) * Giorgia CALLEGARO (University of Padova) * Marco MASTROGIOVANNI (University of L'Aquila) * Yuliya MISHURA (Kyiv National University, Ukraine & Mälerdalen University, Sweden) * Beatrice ONGARATO (University of Padova) * Tiziano VARGIOLU (University of Padova) Thank you for your consideration. The organizers, Stefania Ottaviano and Tiziano Vargiolu -- ------------------------------------- Ph.D. Stefania Ottaviano Dipartimento di Matematica Università di Padova E-mail: stefania.ottaviano(a)unipd.it

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Call for Papers: IFIP Performance 2025 (Amsterdam, Nov 11-14, 2025)
by Zocca, A. (Alessandro) 22 Nov '24

22 Nov '24

Dear colleagues, We are excited to announce the call for papers for the IFIP Performance 2025 conference, which will take place at Centrum Wiskunde & Informatica (CWI)<https://www.cwi.nl/en/> in Amsterdam from November 11 to 14, 2025. This conference aims to bring together researchers interested in understanding and improving the performance of communication systems through state-of-the-art quantitative models and solution techniques. The conference website is now live at https://performance2025.sciencesconf.org/. Over the coming weeks, we will update it with detailed information on keynotes, tutorials, workshops, and logistical arrangements. Paper format and topics of interest We invite submissions of research papers that focus on performance-oriented methodologies and their application to various domains. We accept the submission of original and unpublished work in two categories: * Regular papers: Up to 20 pages (excluding references). * Short papers: Up to 10 pages (excluding references). Key areas of interest include, but are not limited to: * Methodologies: Analytical modeling, resource allocation, optimization, machine learning, statistical analysis, simulation, anomaly detection, sustainability analysis, and system performance monitoring. * Application areas: Artificial intelligence and machine learning platforms, blockchain technologies, cloud and edge computing, high-performance computing, cyber-physical systems, IoT, smart grids, social networks, data centers, quantum computing, wireless networks, and privacy and security systems. For a comprehensive list of topics and submission guidelines, please refer to the online call for papers<https://performance2025.sciencesconf.org/resource/page/id/1>. Important dates * Submission site opens: May 1, 2025 * Abstract submission deadline: May 25, 2025 * Full paper submission deadline: June 1, 2025 * Notification to authors: July 30, 2025 Publication options Accepted regular papers will be published in a special Performance Evaluation (PEVA) issue by default, with an extended abstract included in ACM Performance Evaluation Review (PER). Alternatively, authors may opt out of PEVA and choose an expedited review in ACM Transactions on Modeling and Performance Evaluation of Computer Systems (ToMPECS), Queueing Systems: Theory and Applications (QUESTA), or Stochastic Models. We look forward to your submissions and contributions! Best regards, Alessandro Zocca (on behalf of the IFIP Performance 2025 organizers)

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Fwd: assegno di ricerca - Unina e Intesa Sanpaolo Vita e Assicura, PNRR Ecoscoring
by Elvira Di Nardo 22 Nov '24

22 Nov '24

Ricevo ed inoltro. Elvira ************************************************************ Carissim*, vi annuncio che è uscito il bando per un assegno di ricerca post-laurea in area Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie presso il Dipartimento di Scienze Politiche della Federico II, destinati a laureati in una delle classi LM16, LM40, LM56, LM77, LM82, LM83. Il termine per la presentazione delle domande è il 12 Dicembre; le attività dovrebbero partire subito (colloquio il 18 Dicembre, per cominciare dal primo Gennaio 2025) http://www.unina.it/documents/11958/63671196/SPOL_AR_PNRR-172024-STAT-01A_B… Aggiungo che l'assegno è finanziato nell'ambito del PNRR - Spoke 9 dal Centro Nazionale sull'High performance computing, ed è inerente ad un progetto con Intesa Sanpaolo Vita e Assicura sull'Ecoscoring. Vi prego di segnalare questa opportunità a potenziali interessati. Grazie in anticipo per la collaborazione e buon lavoro. Rosaria Simone -- Associate Professor in Statistics Department of Political Science University of Naples Federico II - Italy rosaria.simone(a)unina.it https://www.docenti.unina.it/rosaria.simone -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 www.elviradinardo.it *https://sites.google.com/view/elviradinardo <https://sites.google.com/view/elviradinardo>* %-------------------------------------------------------

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Workshop On Randomness and Discrete Structures (Groningen, April 7-9, 2025)
by Réka Szabó 22 Nov '24

22 Nov '24

Dear Colleagues, We are pleased to announce the Workshop On Randomness and Discrete Structures (WORDS 2025) 7-9 April 2025 University of Groningen, the Netherlands The workshop will explore various topics related to discrete structures and randomness, including but not limited to percolation, random graphs, and stochastic geometry. The program will feature presentations from the 9 keynote speakers below, as well as contributed talks. - Timothy Budd (Radboud University) - Nicolas Curien (Université Paris-Sud) - Daniel Dadush (Utrecht University) - Zakhar Kabluchko (University of Münster) - Júlia Komjáthy (Delft University of Technology) - Irène Marcovici (Université de Rouen Normandie) - Giovanni Peccati (University of Luxembourg) - Wioletta Ruszel (Utrecht University) - Clara Stegehuis (Twente University) For more information and registration, please visit our website: https://sites.google.com/rug.nl/words2025/home The registration deadline is February 28, 2025. We encourage junior researchers to propose a contributed talk. We look forward to seeing you in Groningen! Best regards, Tobias Müller, Réka Szabó and Gilles Bonnet

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Workshop a Piacenza - Managing meteorological risk: crossroads between insurance, statistics, and finance - 17 e 18 dicembre 2024
by Enrico Moretto 22 Nov '24

22 Nov '24

Nei giorni 17 (pomeriggio) e 18 (mattino) dicembre 2024 si terrà presso la sede di Piacenza dell'Università Cattolica del Sacro Cuore il workshop Managing meteorological risk: crossroads between insurance, statistics, and finance Il workshop ha lo scopo di mettere in contatto ricercatori e practitioners il cui ambito di lavoro e ricerca è la gestione del rischio meteorologico. Gli invited speaker sono: Silvana Stefani - Università Cattolica del Sacro Cuore and Silkway Network - The Silkway Network: a virtual framework to exchange real knowledge Fred Espen Benth - University of Oslo – Recent advances on weather risk and weather derivatives Guglielmo D’Amico - Università di Chieti e Pescara - Spatial distribution of a risk, premium principles and inequalities Luigi Mariani - Università di Brescia - Meteorology - Methods of observation, networks and data sources Giuliano Piovesan - Revo Insurance - Parametric policies: from product design to actuarial pricing in the context of climate change Sono previste ulteriori sessioni. Per partecipare e/o per poter presentare un proprio lavoro si prega di inviare una mail all'indirizzo email crossroadsworkshop2024(a)gmail.com La partecipazione è gratuita. La lista completa degli speaker sarà pubblicata nel sito: https://sites.google.com/view/cross-roads-2024-workshop/ Si allega la call for contribution. Gli organizzatori Alessandra Mainini, Enrico Moretto e Ahmad Naimzada -- Enrico Moretto Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università di Milano-Bicocca stanza 3057 - edificio U6 Piazza dell'Ateneo Nuovo, 1 - 20126 Milano Pagina personale:https://www.unimib.it/enrico-moretto Stanza virtuale Webex:https://unimib.webex.com/meet/enrico.moretto

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BISP14 - The 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES
by ELISA VARINI 22 Nov '24

22 Nov '24

CALL FOR PAPERS for the 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP14) CNR-IMATI, Milano, Italy, May 26-28, 2025 CNR-IMATI (Institute of Applied Mathematics and Information Technologies of the Italian National Research Council) is organising BISP14 at the CNR Research Area in Via Alfonso Corti 12, Milano, Italy. The webpage of BISP14 is https://bisp14.imati.cnr.it/ The invited speakers include Nicolas Bianco, François-Xavier Briol, David Dunson, Augusto Fasano, Beatrice Franzolini, Sylvia Frühwirth-Schnatter, Dani Gamerman, José Miguel Hernández-Lobato, Bernardo Nipoti, and Elizaveta Semenova. There are two special invited sessions: one organised by Beatrice Franzolini on behalf of j-ISBA (the ISBA junior section) and another on “Deep Neural Network and process priors for Bayesian inference” organised by Stefano Favaro. The series of BISP workshops started in 1998 and it has been held every other year since 2001. The workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Theoretical and applied contributions are both welcome. BISP14 is endorsed by ISBA (International Society for Bayesian Analysis), ISI (International Statistical Institute), and SIS (Italian Statistical Society). BISP14 will be followed (May 28 (afternoon) – 30) by the Eighth workshop on Games and Decisions in Reliability and Risk (GDRR) to be held in Milano at Bocconi University. See https://dec.unibocconi.eu/8GDRR IMPORTANT DEADLINES: – 19 November 2024: Start of registration and abstracts' submission (details on the website) – 1 February 2025: Start of payments (details sent to registered persons) – 2 February 2025: Deadline for abstracts' submission – 16 February 2025: Decision on acceptance – 6 April 2025: Deadline for early registration fee (compulsory for presenters) For information, please leave your contacts clicking on the KEEP ME INFORMED button in the BISP14 home page Best regards, Fabrizio Ruggeri and Elisa Varini Chairs, Scientific and Organising Committees

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BISP14 - The 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES
by Elisa Varini 22 Nov '24

22 Nov '24

CALL FOR PAPERS for the 14th International Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES (BISP14) CNR-IMATI, Milano, Italy, May26-28, 2025 CNR-IMATI (Institute of Applied Mathematicsand Information Technologies of the ItalianNational ResearchCouncil) isorganisingBISP14 atthe CNR ResearchAreain Via Alfonso Corti 12, Milano,Italy. The webpageof BISP14 ishttps://bisp14.imati.cnr.it/ The invitedspeakers includeNicolas Bianco, François-Xavier Briol, David Dunson, Augusto Fasano, Beatrice Franzolini, Sylvia Frühwirth-Schnatter, Dani Gamerman, José Miguel Hernández-Lobato,Bernardo Nipoti,and ElizavetaSemenova. Thereare twospecial invitedsessions: one organisedby Beatrice Franzolini onbehalf of j-ISBA (the ISBA junior section) and another on “Deep Neural Network and process priors for Bayesian inference”organisedby StefanoFavaro. The series of BISP workshops started in 1998 and it has been held every otheryearsince2001. The workshop willprovidean opportunityto review, discussand exploredirectionsof developmentof BayesianInferencein StochasticProcesses.Theoreticaland appliedcontributionsare bothwelcome. BISP14 isendorsedby ISBA (International Society for BayesianAnalysis), ISI(International Statistical Institute),and SIS(ItalianStatistical Society). BISP14 willbe followed(May28 (afternoon) – 30) by the Eighthworkshopon Games and Decisionsin Reliability and Risk (GDRR) to be heldin MilanoatBocconi University. See https://dec.unibocconi.eu/8GDRR IMPORTANT DEADLINES: – 19November 2024:Start of registrationand abstracts' submission(detailsonthe website) – 1February2025: Start of payments (detailssentto registeredpersons) – 2February2025: Deadline for abstracts' submission – 16February2025: Decisionon acceptance – 6April 2025: Deadline for earlyregistrationfee(compulsoryfor presenters) For information, pleaseleaveyourcontactsclickingon the KEEP ME INFORMED buttonin the BISP14 home page Best regards, Fabrizio Ruggeri and Elisa Varini /Chairs, Scientific and OrganisingCommittees/

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Fwd: ICORS 2025 First announcement and call for papers
by Francesca Greselin 21 Nov '24

21 Nov '24

Apologies for cross-posting **************************************************************** * ICORS 2025 First announcement and call for papers * **************************************************************** We are excited to announce that the ICORS 2025 - 24th International Conference on Robust Statistics (ICORS) will be held at the Hotel La Palma, Stresa (VA), Italy from Monday, May 19, to Friday, May 23, 2025. The International Conference on Robust Statistics (ICORS) is the premier international event to bring together researchers and practitioners interested in the interplay of robust statistics, data analysis, computer science, and visualization, and to build bridges between these fields for interdisciplinary research. The conference welcomes contributions to applied statistics as well as theoretical statistics, in particular new problems related to robust statistics, machine learning and statistical learning, outlier detection, visualization and verbalization of data, data analysis and other important themes. Given the recent revolution in AI and on large language models, ICORS 2025 encourages contributions on the interplay between robustness issues in these new fields. *Keynote speakers:* - Prof. Genevera Allen (Department of Statistics, Center for Theoretical Neuroscience, Zuckerman Institute, Irving Institute, Columbia University, New York, NY USA) - Prof. Luis Angel García-Escudero (Departamento de Estadìstica e I.O. and IMUVA, University of Valladolid) - Prof. Marc Hallin (Université libre de Bruxelles) - Prof. Johannes Lederer (Department of Mathematics, University of Hamburg) *Papers submission:* Authors wishing to present a paper are invited to submit an abstract from 1 December 2024 to 10 February 2025 *Notification of acceptance* before 12 February 2025 *Website:* For further information and updates, please visit the conference website http://datascience.maths.unitn.it/icors2025/index.html *Organizing committee:* icors.math(a)unitn.it Bring your contribution to ICORS2025! The ICORS 2025 Organizing Committee - Claudio Agostinelli (University of Trento) - Francesca Greselin (University of Milano Bicocca) - Domenico Perrotta (Joint Research Center) - Marco Riani (University of Parma)

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2-year postdoc in probability at TU Vienna
by Prof. Fabio Toninelli 21 Nov '24

21 Nov '24

Dear friends and colleagues, a 2-year postdoc position is announced at the Technical University of Vienna, in the probability group <https://www.tuwien.at/en/mg/proba>, with starting date March 2025 or later (upon mutual agreement). Link to the announcement: https://jobs.tuwien.ac.at/Job/243265 <https://jobs.tuwien.ac.at/Job/243265> Deadline for application: 26.12.2024. Teaching load: 4*45 minutes/week (lectures/exercises classes in probability or statistics). Gross salary: 66528 euros/year. Please forward the announcement to potentially interested candidates. Best wishes Fabio Toninelli and Marcin Lis -- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

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Leuven school: Basics of nonequilibrium statistical mechanics
by Faezeh Khodabandehlou 20 Nov '24

20 Nov '24

We are pleased to announce the upcoming Leuven school: Basics of nonequilibrium statistical mechanics, from 19 to 23 May 2025. The school will feature two lecture series, presented by Christian Maes and Wojciech De Roeck, along with participant presentations. Together, it makes an intensive course exploring constructive aspects of dissipation, fluctuation-response relations, relaxation to nonequilibrium, nonequilibrium phases of quantum matter, prethermalization, time-crystals, quantum scars, many-body localization.... The school is open to everybody (no registration fee). Details and applications on the website: https://indico.fys.kuleuven.be/e/muphi.noneq Deadline: March 1st, 2025. The number of participants is restricted to a maximum of about 40. Feel free to share this invitation with anyone who may be interested. The organizers. contact: faezeh.khodabandehlou(a)kuleuven.be; bruno.oliveira(a)kuleuven.be

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Nov 20 LSE Public Lecture “Data Visualisation: alive visual words”
by Panero,F 19 Nov '24

19 Nov '24

Dear all, On Wednesday November 20 the London School of Economics and Political Science is pleased to host the Public Lecture “Data Visualisation: alive visual words”<https://www.lse.ac.uk/Events/2024/11/202411201830/Data-visualisation-alive-…> with the internationally renowned information designer Federica Fragapane. The event will start at 6:30pm GMT in the LSE Auditorium (Centre Building) and will be followed by a panel discussion. You can follow remotely by registering to this link<https://lselive.eckoenterprise.net/events/20241120/login>. Best wishes, Francesca Panero ------------------------------------------- Dr Francesca Panero (she/her) Assistant Professor in Statistics (RTT), Department of Methods and Models for Economics, Territory and Finance Sapienza University, Rome Visiting Fellow, Department of Statistics London School of Economics and Political Science Website: https://francescapanero.github.io<https://francescapanero.github.io/>

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Seminario PRISMA mar 3 dic 2024
by Francesco Caravenna 19 Nov '24

19 Nov '24

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per martedì 3 dicembre 2024. I relatori saranno Sonia Mazzucchi e Stefano Bonaccorsi (Università di Trento) che ci parleranno di Passeggiate casuali sul piano complesso ed equazioni del calore di ordine superiore al secondo 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://uniroma1.zoom.us/j/88679569146 Meeting ID: 886 7956 9146 Vi aspettiamo numerosi! Valentina Cammarota e Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Sonia Mazzucchi (Università di Trento) e Stefano Bonaccorsi (Università di Trento) TITOLO: Passeggiate casuali sul piano complesso ed equazioni del calore di ordine superiore al secondo RIASSUNTO: La celebre formula di Feynman-Kac, che fornisce una rappresentazione della soluzione dell'equazione del calore in termini di un integrale rispetto alla misura di Wiener, non può essere generalizzata al caso in cui il laplaciano, o più in generale l'operatore ellittico del secondo ordine, è sostituito da un operatore di ordine superiore a 2. In altre parole per tale classe di equazioni differenziali di ordine elevato non è possibile costruire un processo stocastico che svolga lo stesso ruolo giocato dal moto Browniano per l'equazione del calore. Nella prima parte del seminario si illustreranno dapprima le ragioni di questo risultato no-go per poi descrivere un possibile metodo per aggirarlo tramite la costruzione di opportune successioni di passeggiate casuali nel piano complesso. Nella seconda parte del seminario si descriveranno ulteriori applicazioni e generalizzazioni di tale tecnica. In particolare si illustrerà la costruzione di un calcolo stocastico associato alla successione di passeggiate casuali e la dimostrazione di formule di Feynman-Kac per PDE di ordine elevato, anche nel caso di derivate di tipo frazionario. %%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Reminder: Bertram Duering in Sapienza
by Enrico Scalas 18 Nov '24

18 Nov '24

Car* collegh*, mi permetto di ricordare il seguente annuncio inviato più di un mese fa. Il seminario si terrà domani. -- Il 19 novembre 2024, in aula 24 del Dipartimento di Scienze Statistiche, Sapienza, Università di Roma, alle ore 14, il Prof. Bertram Düring della University of Warwick, Mathematics Institute terrà un seminario dal titolo From interacting agents to emerging patterns in economics and sociology Riassunto: Real-world systems in economics and sociology often consist of a large number of interacting agents that may form patterns or develop a collective behaviour. Typical applications include wealth and income distribution in an economy and opinion formation in a society. Mathematical techniques originating from statistical mechanics can be successfully developed further to model such systems and obtain mesoscopic and macroscopic descriptions of the microscopic dynamics. Such approaches frequently lead to generalisations of the classical Boltzmann equation for gas dynamics and associated limit partial differential equations. In this talk I will discuss different kinetic models for wealth distribution and opinion formation, and present analytical and numerical results. Tutte le persone interessate sono invitate a partecipare. Chi fosse interessato a partecipare a distanza, per favore, mi scriva a: enrico.scalas(a)uniroma1.it -- Cordiali saluti, Enrico Scalas

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Call for applications: research grant/assegno di ricerca, Math Department, UniPD
by giambattista giacomin 18 Nov '24

18 Nov '24

Dear colleagues, I am pleased to announce that the Mathematics Department of the University of Padua just published the selection notice to award one Research Grant for the research project entitled “Mathematical approach to statistical mechanics models”. The grant will last for 18 months and shall entitle the Grant Holder to a gross remuneration of 32.427 Euro per year. The submission deadline is December 16th, 2024. All information can be found here https://www.math.unipd.it/news/bando-n-28-2024-per-n-1-assegno-di-ricerca-a… and you are encouraged to contact me (giacomin(a)math.unipd.it <mailto:giacomin@math.unipd.it>) if you have any question. I would also greatly appreciate if you could forward this announcement to potentially interested candidates. Best Regards Giambattista ------------------------------------------------------------ Giambattista Giacomin Department of Mathematics Tullio Levi-Civita Torre Archimede (6CD9) Via Trieste 63, 35121 Padova, Italy https://www.math.unipd.it/~giacomin/

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Seminario Davide Bignamimi - Politecnico di Milano - 27 Novembre 2024
by Luca Scarpa 18 Nov '24

18 Nov '24

Si segnala il seguente seminario a tutti gli interessati. Mercoledì 27 Novembre 2024, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Davide Bignamini, Università degli Studi dell'Insubria. Title: Strong uniqueness for SPDEs and regularity of Kolmogorov equations. Abstract: Pathwise uniqueness plays a crucial role in the investigation of the existence of strong solutions to Stochastic Differential Equations (SDEs) since the seminal result by Yamada and Watanabe in 1971, where they proved that weak existence and pathwise uniqueness imply strong existence. A few years later, Zvonkin introduced the so-called Zvonkin transformation, which allows to remove a drift term by means of a suitable change of coordinates using the Ito formula, and then applies the result of Yamada and Watanabe to construct strong solutions to a class of SDEs with rough drift coefficient. In recent years, these techniques have been extended to Stochastic Partial Differential Equations (SPDEs) . One of the main tools for proving pathwise uniqueness in infinite dimensions is the so-called Itô-Tanaka trick, which involves replacing the "bad" drift term with the solution to a suitable Kolmogorov equation. In this talk, we will examine these topics for a class of parabolic and hyperbolic SPDEs. Link Zoom: <https://polimi-it.zoom.us/j/94505074623> Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/94505074623> polimi-it.zoom.us<https://polimi-it.zoom.us/j/94505074623> [zoom.ico]<https://polimi-it.zoom.us/j/94505074623> Link Seminario Polimi: <https://www.mate.polimi.it/eventi/?id=2503> Eventi Dipartimento di Matematica - Politecnico di Milano<https://www.mate.polimi.it/eventi/?id=2503> mate.polimi.it<https://www.mate.polimi.it/eventi/?id=2503> [apple-touch-icon-152x152-precomposed.png]<https://www.mate.polimi.it/eventi/?id=2503> ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Call postdoc @Unisi
by Piero MAZZARISI 18 Nov '24

18 Nov '24

Dear colleagues, I want to advertise a call for a one-year (renewable) postdoc position at the University of Siena on: “Time-varying parameters models of climate change, financial stability, and systemic risk” The project is founded by PRIN 2022 PNRR n. P20229CJRS “Climate change, Uncentainty, and Financial Risk: Robust Approaches based on Time-Varying Parameters”. A synthetic description of the project topic can be found here: https://www.unisi.it/sites/default/files/albo_pretorio/bandi/concorsi_inter… Gross salary: 35000 Euro (yearly) Deadline for applications: December 3rd, 2024 The call as well as instructions for application, can be found here: https://www.unisi.it/albo_pretorio/bandi/concorsi_interni/conferimento-di-u… Do not hesitate to contact me for any info. Best regards, Piero Mazzarisi — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: https://pieromazzarisi.wordpress.com <https://pieromazzarisi.wordpress.com/>

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MOX COLLOQUIUM 21.11.24 ore 14:00 Politecnico di Milano - Prof Klaus-Robert Müller - Technische Universität Berlin
by Laura Maria Sangalli 18 Nov '24

18 Nov '24

Cari Colleghi, vi ricordo il seguente seminario della serie dei MOX COLLOQUIA, presso il Dipartimento di Matematica del Politecnico di Milano Seguirà rinfresco. 21.11.24, Ore 14:00 - Aula Consiglio VII piano - Dipartimento di Matematica Speaker: Klaus-Robert Müller, Technische Universität Berlin Titolo: Machine Learning and AI for the Sciences: toward understanding Abstract: In recent years, machine learning (ML) and artificial intelligence (AI) methods have begun to play a more and more enabling role in the sciences and in industry. In particular, the advent of large and/or complex data corpora has given rise to new technological challenges and possibilities. In his talk, Müller will touch upon the topic of ML applications in the sciences, in particular in chemistry and physics. He will also discuss possibilities for extracting information from machine learning models to further our understanding by explaining nonlinear ML models. Finally, Müller will briefly discuss perspectives and limitations. Il seminario verrà erogato anche in modalità on-line attraverso la piattaforma Cassyni, si vedano i seguenti link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… https://cassyni.com/events/HPfFtf7ELqgkkzqR7cbDru Per seguire il seminario è necessario iscriversi alla piattaforma Cassyni, seguendo le istruzioni indicate sotto. Tutti gli interessati sono cordialmente invitati. Un cordiale saluto, Laura --------------- Info generale: I MOX Colloquia si sono spostando sulla piattaforma Cassyni. Li trovate al link https://cassyni.com/s/mox-colloquia Tutti gli interessati possono iscriversi al canale (semplicemente cliccando il tasto blu "Subscribe" nella pagina principale). —— 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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Conference: Matrix-Analytic Methods in Stochastic Models, June 25-27, 2025
by Federico Poloni 18 Nov '24

18 Nov '24

Hello All, We are pleased to announce that the 12th edition of the Matrix-Analytic Methods in Stochastic Models (MAM) Conference will be held in the heart of Toronto, Canada, at the Fields Institute, from June 25th to June 27th, 2025. While the MAM 12 Conference will be held in person and all presentations will take place in person, live streaming will be available to registered attendees who are unable to attend the conference in person. You can register via the conference homepage: https://sites.google.com/ontariotechu.net/mam-12-conference/home We are excited to have four distinguished keynote speakers who will bring their valuable insights to the conference: • Dr. Amy Ward (University of Chicago) • Dr. Ivo Adan (Eindhoven University of Technology) • Dr. Mark Squillante (IBM Research) • Dr. Opher Baron (University of Toronto and CEO of SiMLQ) After the conference, speakers will have the option to submit their full papers for publication in a special issue of Performance Evaluation (PEVA). We look forward to welcoming you to Toronto for what promises to be an exceptional gathering of researchers from across engineering, mathematics, and the sciences. Warm regards, Organizing co-chairs: Dr. Amir Rastpour (Ontario Tech University) Dr. Yiqiang Zhao (Carleton University) Program co-chairs: Dr. Brian Fralix (Clemson University) Dr. Federico Poloni (University of Pisa) -- --Federico Poloni Dipartimento di Informatica, Università di Pisa https://www.di.unipi.it/~fpoloni/ tel:+39-050-2213143

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Fwd: Announcement: Workshop "Stochastic processes on random geometries” at TU Braunschweig
by Faggionato, Alessandra 18 Nov '24

18 Nov '24

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Andres, Sebastian <sebastian.andres(a)tu-braunschweig.de> Dear Colleagues, We kindly ask for your support in sharing the following announcement: The Institute for Mathematical Stochastics at the* Technical University Braunschweig* will host the Workshop *"Stochastic processes on random geometries”* scheduled from* February 17-21 2025.* The program will feature two mini lecture series delivered by: *Martin Barlow* (University of British Columbia) *Nina Gantert* (TU Munich) In addition, the event will include 14 invited lectures and one session dedicated to young researchers. The specific topics include random walks in random environment, static and dynamic percolation, interacting particle systems, statistical mechanics and their applications in physics, materials science and biology. Our aim is to provide a platform for the presentation of recent results, national and international scientific exchange and the education of younger scientists that are interested in the subject. For more information, including a list of invited speakers and a link for registration, see the workshop webpage https://www.tu-braunschweig.de/stochastik/aktuell/workshops The workshop is supported by the *SSP2265 "Random Geometric Systems"*. Best regards, On behalf of the Organising Committee, Sebastian Andres and Benedikt Jahnel -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminar of Francesco Caravenna - Thursday 21th of Nov., 16.00-17.00
by SAU FEDERICO 14 Nov '24

14 Nov '24

Dear all, this is to announce the following seminar in Probability and Mathematical Physics, jointly organized with Marcello Porta and Tamara Grava from SISSA. Speaker: Francesco Caravenna (University of Milano-Bicocca) Title: The 2d Stochastic Heat Equation and related critical models Abstract: We present recent progress in understanding a class of "critical" models, including the Stochastic Heat Equation and Kardar-Parisi-Zhang Equation (KPZ) in two space dimensions, as well as a random walk model in statistical mechanics, known as the directed polymer in random environment. We discuss in particular the construction of a non-trivial solution for the ill-posed two-dimensional Stochastic Heat Equation, which has led to a novel object named the critical 2d Stochastic Heat Flow. Venue, date and time: SISSA, Room 134, on Thursday November 21 at 16:00. With best regards, Federico (for the organizers)

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Save the date: OWABI - Jeremias Knoblauch - Nov 28
by Massimiliano Tamborrino 14 Nov '24

14 Nov '24

Dear all, the next One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is scheduled on Thursday, November 28 at 11am. Our next OWABI speaker is Jeremias Knoblauch<https://jeremiasknoblauch.github.io/> (UCL), who will talk about "Post-Bayesian machine learning ", with the following Abstract: In this talk, I provide my perspective on the machine learning community’s efforts to develop inference procedures with Bayesian characteristics that go beyond Bayes’ Rule as an epistemological principle. I will explain why these efforts are needed, as well as the forms which they take. Focusing on some of my own contributions to the field, I will trace out some of the community’s most important milestones, as well as the challenges that lie ahead. Throughout, I will provide success stories of the field, and emphasise the new opportunities that open themselves up to us once we dare to go beyond orthodox Bayesian procedures. Keywords: Generalised Bayes; robustness; Bayesian machine learning. The talk will be streamed on MS Teams: Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 310 294 300 441 Passcode: Pmgfnq In case you missed the 1st OWABI talk by Ullriche Köthe, you can find his slides and recorded talk on the OWABI webpage<https://warwick.ac.uk/oneworldabc>. We are looking forward to seeing you all, 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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SPASS Seminar: João Pedro Mangi
by Gianmarco Bet 12 Nov '24

12 Nov '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Exclusion Processes with non-reversible boundary: Hydrodynamics and Large Deviations* by *João Pedro Mangi* (*IMPA*) The seminar will take place on TUE, 19.11.2024 at *11:00 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/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: We consider a family of exclusion processes defined on the discrete interval with weak boundary interaction that allows the creation and annihilation of particles on a neighborhood of radius L of the boundary under very general rates. We prove that the hydrodynamic equation is the heat equation with non-linear Robin boundary conditions. We present a particular choice of boundary rates for which we have multiple stationary solutions but for which it still holds the uniqueness of the solution of its hydrodynamic equation. We also prove the associated dynamical large deviations principle. Joint work with Claudio Landim and Beatriz Salvador.*

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Women in Mathematical Finance @Pavia
by Giacomo Bormetti 11 Nov '24

11 Nov '24

Dear Colleagues, It is a pleasure to announce the cycle "Women in Mathematical Finance" co-organized with Daria Ghilli from the Department of Economics and Management, University of Pavia, and Gabriele Cedrani, alumnus of the Collegio Ghislieri. The venue is Collegio Ghislieri, Aula Goldoniana, Piazza Ghislieri 5, Pavia. Wednesday, November 27, 2024, 6:00 - 8:00 PM CET Prof. GIULIA LIVIERI (London School of Economics) An Overview on Mean Field Games and Applications Wednesday, February 19, 2025, 6:00 - 8:00 PM CET Prof. SARA SVALUTO-FERRO (Università di Verona) Signatures in Finance: Life, Death, and Miracles Thursday, March 13, 2025, 6:00 - 8:00 PM CET Prof. GIULIA IORI (Università Ca' Foscari Venezia) Networks and Agent-Based Modelling in Finance Monday, March 17, 2025, 6:00 - 8:00 PM CET Prof. BEATRICE ACCIAIO (ETH Zurich) Beyond Models: Exploring Model-Independent Finance via Optimal Transport Monday, March 31, 2025, 6:00 - 8:00 PM CET Prof. GIORGIA CALLEGARO (Università di Padova) Stochastic control and recent applications to cybersecurity: A quick guided tour On the same days, the speakers will give a talk at the Department of Economics and Management, Via San Felice al Monastero, 5 Pavia. Giulia Livieri will give the first seminar. Wednesday, November 27, 2024, 1:30 - 2:30 PM CET, Sala del Consiglio Prof. Giulia Livieri, London School of Economics A Mean Field Game approach for pollution regulation of competitive firms Abstract: We develop a model based on mean-field games of competitive firms producing similar goods according to a standard AK model with a depreciation rate of capital generating pollution as a byproduct. Our analysis focuses on the widely-used cap-and-trade pollution regulation. Under this regulation, firms have the flexibility to respond by implementing pollution abatement, reducing output, and participating in emission trading, while a regulator dynamically allocates emission allowances to each firm. The resulting mean-field game is of linear quadratic type and equivalent to a mean-field type control problem, i.e., it is a potential game. We find explicit solutions to this problem through the solutions to differential equations of Riccati type. Further, we investigate the carbon emission equilibrium price that satisfies the market clearing condition and find a specific form of FBSDE of McKean-Vlasov type with common noise. The solution to this equation provides an approximate equilibrium price. Additionally, we demonstrate that the degree of competition is vital in determining the economic consequences of pollution regulation. Joint work with G. Del Sarto and M. Leocata. We look forward to meeting you in Pavia. Kind Regards, Giacomo Bormetti Giacomo Bormetti Department of Economics and Management, University of Pavia

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Introduction to Monte Carlo Simulation in Finance
by Enea Bongiorno 11 Nov '24

11 Nov '24

ricevo ed inoltro. Enea ***************************************************** Carissimi segnalo il corso Introduction to Monte Carlo Simulation in Finance (7th edition) tenuto dal prof. Ioannis Kyriakou (Bayes Business School, City, University of London) c/o DISEI - UPO - Novara Il corso in inglese della durata di 16 h. si terrà nelle seguenti giornate (sia in presenza sia in remoto) Tuesday 19th of November, h. 11.00-13.00 and 14.00-16.00 Wednesday 20th of November, h. 09.00-13.00 Thursday 21th of November, h. 09.00-13.00 Friday 22nd of November, h. 09.00-13.00 Per informazioni su iscrizione e costi (tariffa agevolata per studenti, soci SIS e UMI) è possibile scrivere a: manfin(a)uniupo.it. Un caro saluto Gianluca Fusai ***************************************************** -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Fwd: Announcement of Workshop on Disordered Media, Budapest, January 27-31, 2025
by Faggionato, Alessandra 11 Nov '24

11 Nov '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Balint Toth <balint(a)renyi.hu> Date: Mon, 11 Nov 2024 at 13:03 Subject: Announcement of Workshop on Disordered Media, Budapest, January 27-31, 2025 Dear Friends and Colleagues, It is our pleasure to inform you about the following upcoming event to be held at the Rényi Institute/Erdős Center <https://erdoscenter.renyi.hu/>, in Budapest: * Workshop on Disordered Media January 27-31, 2025* The list of invited speakers (and more information) is available at the webpage of the workshop: https://erdoscenter.renyi.hu/events/workshop-disordered-media The goal of the workshop is to bring together probabilists working on subjects related to statistical physical phenomena in random and disordered media. The workshop will be held at the Rényi Institute, Budapest, Hungary. It is part of the Semester on Probability and Statistical Physics (January-June 2025) <https://erdoscenter.renyi.hu/articles/probability-and-statistical-physics-2…> hosted by Erdős Center. *Registration is now open, with deadline: 20 December 20**24**.* Registrations will be accepted up to the capacity of the lecture hall (~ 80, including the invited speakers). In order to register you are asked to send an email to probstatphys25(a)renyi.hu, with the subject "Workshop on Disordered media registration" and containing your name and affiliation. There is no registration fee. Information about accommodation in Budapest (list of hotels near the venue) available at the web page. [Note: The workshop is a follow-up of the winter school with the same title <https://erdoscenter.renyi.hu/events/school-disordered-media> held on the previous week, 20-24 Jan 2025, meant for PhD students and early career researchers.] With our best wishes, Ágnes Backhausz, Gábor Pete, Balázs Ráth and Bálint Tóth (the organisers) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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