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

02 Dec '25

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

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

02 Dec '25

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

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Associate Professor in Financial Mathematics (Permanent)
by Eberhard.Mayerhofer 01 Dec '25

01 Dec '25

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

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

01 Dec '25

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

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

01 Dec '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://www.youtube.com/playlist?list=PLmySpc-jrtAMSrfXSQy_lBRY2sGEWnyir Il prossimo appuntamento è per oggi *lunedì 1 dicembre* 2025. I relatori saranno Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) che parleranno di: Stochastic quantisation of gauge theories . con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/84292750177 ID riunione: 842 9275 0177 Codice d’accesso: 549245 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) TITOLO: Stochastic quantisation of gauge theories RIASSUNTO: We will give an introduction to gauge theories, especially Yang-Mills theory, from a probabilistic perspective. Gauge theories arise in physics, where they are used to describe elementary particles, and correspondingly provide many rich problems in mathematics, including in probability and analysis. We will survey recent results on the interaction between quantum Yang-Mills theory and stochastic analysis, especially the field of singular stochastic PDEs. We will describe how the stochastic quantisation equations associated to the 2D and 3D Euclidean Yang-Mills theories can be solved in a geometrically faithful way and what these equations can teach us about the quantum field theory.

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

30 Nov '25

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

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

28 Nov '25

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

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Seminario Padova - Lucio Galeati
by alekos.cecchin＠unipd.it 28 Nov '25

28 Nov '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/

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

27 Nov '25

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

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

27 Nov '25

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

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