- Random - Mailing list — Dipartimento di Matematica, UniPI

Deadline Extension - DeFi & Crypto Workshop
by Daniele Maria DI NOSSE 09 Dec '25

09 Dec '25

Dear all, We are pleased to announce an extension of the submission deadline for the *DeFi & Crypto Workshop* that will be held at Scuola Normale Superiore (Pisa, Italy) *from 26/01/2026 to 28/01/2026*. The workshop does not have formal proceedings. Therefore, submissions of papers that have already been published or are under review elsewhere are welcome. *Updated Deadlines*: *Paper/Extended Abstract* *Submission*: 2025-12-08 now due *2025-12-25* *Notification of **Acceptance*: 2025-12-20 now due *2025-12-31* *Registration*: 2026-01-07 *Fee Payment*: 2026-01-16 The topics of interest include, but are not limited to: - Decentralized Finance protocols and smart contracts - Decentralized Exchanges and Automated Market Makers - Liquidity provision, slippage, and Maximal Extractable Value - Risk modeling and systemic risk in Decentralized Finance - Market microstructure of crypto exchanges (Centralized/Decentralized Exchanges) - Agent-based modeling, econophysics, complexity science, and network effects in crypto ecosystems - Token economics, governance, NFTs, and digital assets - Interaction between regulatory authorities, cryptocurrencies, and stablecoins *MORE INFORMATION* Website: DeFi & Crypto Workshop <https://sns-defi.github.io/> Email: sns.defi(a)gmail.com Best regards, DeFi & Crypto Workshop Organizing Committee

1 0

Extended deadline - DEF Special Issue on Risk Measures and Insurance Premiums
by Emanuela Rosazza Gianin 09 Dec '25

09 Dec '25

Dear Colleagues, We inform that the deadline of the Special Issue of *Decisions in Economics and Finance* (Springer) entitled "Evolving Perspectives on Risk Measures and Insurance Premiums: From Static to Dynamic Approaches" *has been extended until July 31, 2026.* The aim of this issue is to gather high-quality contributions that explore both theoretical and applied aspects of risk measurement and insurance pricing. We would be very glad if you consider submitting a paper to this special issue. Here below you can find some additional details and the link to the Call for Papers. 📌 *Call for Papers*: https://link.springer.com/journal/10203/updates/27789270 📝 *Submission portal*: https://www.editorialmanager.com/deaf/default.aspx Should you have any questions, please feel free to get in touch with any of us. Best regards, Çağın Ararat, Asmerilda Hitaj, Elisa Mastrogiacomo, and Emanuela Rosazza Gianin ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

1 0

Seminario Padova - Lucio Galeati
by alekos.cecchin＠unipd.it 06 Dec '25

06 Dec '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (28 Novembre) alle 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Lucio Galeati (Università dell'Aquila) <https://sites.google.com/view/lucio-galeati-math/home> https://sites.google.com/view/lucio-galeati-math/home Title: Anomalous dissipation and anomalous regularization in the Kraichnan model of turbulence Date: November 28, 2025, at 14:30, 2BC30 Abstract: In the 60s Kraichnan proposed a synthetic model for passive scalar turbulence, consisting of a scalar advected by a random Gaussian velocity field, white in time and -Holder continuous in space. Despite its simplicity, this SPDE displays anomalous dissipation of energy, spontaneous stochasticity and intermittency, which are also expected for more realistic turbulent fluids. At the same time, solutions to the inviscid SPDE are unique and can be recovered by vanishing viscosity and mollification schemes. In this talk I will present some recent further understandings on this model: i) solutions to the transport equation with initial data display anomalous regularisation and almost gain Sobolev regularity , but not better; ii) solutions to the continuity equation starting from Dirac deltas instantaneously gain Lebesgue integrability, due to the diffusive behaviour of Lagrangian particle splitting, and their variance at small times grows like . Based on joint works with M. Maurelli, F. Grotto, U. Pappalettera and T. Drivas. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

1 3

sostegno a favore di Dario Trevisan per C. S. della Fondazione CIME
by Antonio DI CRESCENZO 05 Dec '25

05 Dec '25

Care colleghe, cari colleghi, come forse sapete, da *martedì 16/12/2025 alle ore 10:00 a giovedì 18/12/2025 alle ore 16:00* avranno luogo le elezioni per il rinnovo di cinque membri del Consiglio Scientifico della Fondazione CIME (Centro Internazionale Matematico Estivo “Roberto Conti”). Le operazioni di voto avvengano attraverso la piattaforma ELIGO. Possono votare tutti i professori ordinari e associati (di ruolo, fuori ruolo o a riposo) di discipline matematiche degli istituti italiani di livello universitario o post-universitario alla data del 31 ottobre 2025. Informazioni più dettagliate sono a disposizione alla pagina https://sites.google.com/unifi.it/cime/cime-elections/elezioni-2025 Con questa lettera desideriamo esprimere il nostro sostegno alla candidatura del collega Dario Trevisan per la Commissione Scientifica della fondazione CIME. I suoi contributi scientifici più significativi si collocano nei settori della probabilità, della statistica matematica, e dell'analisi, con interessi anche nella fisica matematica, fino alle applicazioni più recenti alla teoria dell’apprendimento automatico. La sua attività di ricerca è ampia, interdisciplinare e di impatto internazionale, come attestato dalle numerose pubblicazioni su riviste di alto livello, dai premi scientifici ricevuti e dai numerosi inviti a scuole e workshop di prestigio. Apprezziamo in particolare il suo impegno nel favorire un dialogo continuo tra comunità affini ma complementari, e la sua capacità di connettere metodi analitici profondi con applicazioni emergenti, mantenendo al tempo stesso una visione equilibrata della matematica nel suo insieme. Siamo certi che la sua presenza nella Commissione potrà contribuire a una rappresentatività armoniosa dei diversi ambiti della matematica e a un ulteriore rafforzamento del ruolo della CIME nel panorama internazionale. Per queste ragioni sosteniamo convintamente la sua candidatura. Cordiali saluti, Antonio Di Crescenzo Adriana Garroni Carlo Mantegazza Domenico Marinucci Sonia Mazzucchi Maria Giovanna Mora Matteo Novaga Francesco Serra Cassano *[*** chiedo scusa per eventuali invii multipli ***]*

1 0

Seminario Marco Bagnara - Politecnico di Milano - 15 Dicembre 2025
by Luca Scarpa 05 Dec '25

05 Dec '25

Si segnala il seguente seminario a tutti gli interessati. Lunedì 15 Dicembre 2025, ore 16:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Marco Bagnara, Imperial College London. Title: Anomalous Regularization in Kazantsev-Kraichnan Model. Abstract: We investigate a passive vector field which is transported and stretched by a divergence-free Gaussian velocity field, delta-correlated in time and poorly correlated in space (spatially nonsmooth). Although the advection of a scalar field (Kraichnan's passive scalar model) is known to enjoy regularizing properties, the potentially competing stretching term in vector advection may induce singularity formation. We establish that the regularization effect is actually retained in certain regimes. While this is true in any dimension $d\ge 3$, it notably implies a regularization result for linearized 3D Euler equations with stochastic modeling of turbulent velocities, and for the induction equation in magnetohydrodynamic turbulence. The presentation is based on a joint work with Francesco Grotto and Mario Maurelli. Link Zoom: https://polimi-it.zoom.us/j/98912431075 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2658&sezione_di_ricerca=probstat&stri… ----- 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

1 0

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

04 Dec '25

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

1 0

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

04 Dec '25

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

1 0

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

04 Dec '25

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

1 0

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

03 Dec '25

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

1 0

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

03 Dec '25

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

1 0