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QFinLab Seminar - Riccardo Brignone (Università di Pavia) - 4/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 28 Apr '26

28 Apr '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Monday, 4 May 2026, 13.15-14.15 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/meet/37636229162148?p=ARUIgsqktVw4OOzc64> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Riccardo Brignone (Università di Pavia) Title: Pricing path-dependent options under stochastic volatility models with arbitrary accuracy. Abstract: We propose a unified methodology for pricing general path-dependent derivatives, such as (without sake of exhaustiveness) Asian, barrier, variance, lookback and cliquet options. The proposed approach is based on the Monte Carlo Conditional Fourier-cosine method and works for a broad class of stochastic volatility models. The main benefit of the new algorithm over existing literature consists in a simple and effective control of the error. A practitioner needs to provide the pricing algorithm with two parameters: i) a probability, q; ii) an error tolerance, ε. Then, our proposed algorithm provides a price approximation that differs by no more than e from the true unknown option price with probability at least equal to ε. In other words, the practitioner can easily control the accuracy of the price approximation, contrarily to any other approach proposed in the literature so far. We provide explicit formulas linking the variance of the Monte Carlo simulation estimator of the option price, the error tolerance, and the number of simulations. Leveraging such formulas, it is possible to drastically reduce computing times through variance reduction techniques, rendering the pricing methodology computationally efficient. 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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LSAA 2026, June 15–18 – registration deadline extended to May 14
by Andreas Petersson 28 Apr '26

28 Apr '26

Dear colleagues (apologies if you get multiple copies of this email), The registration deadline for the Linnaeus Workshop on Stochastic Analysis and Applications (LSAA 2026), held at Linnaeus University in Växjö, Sweden, during the Midsummer week of June 15–18, 2026, has been extended to May 14. We would be grateful if you could forward this information within your department. LSAA is an annual conference series (since 2010) and a meeting point for researchers working on stochastic processes, differential equations, and applications, with a focus on fostering collaboration across stochastics, numerics, analysis, and complex systems. We welcome contributed talks, and PhD students and early-stage researchers are especially encouraged to participate. The workshop is held in conjunction with the 3rd Young Summer School on Stochastic Analysis. Register and find details: https://lnu.se/en/lsaa2026 We look forward to welcoming you to Växjö in June! Best regards, Andreas Petersson, Wolfgang Bock, and Astrid Hilbert (Workshop organizers)

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Reminder: OWABI Seminar - Oksana Chkrebtii - April 30 - 1pm UK time
by Massimiliano Tamborrino 28 Apr '26

28 Apr '26

Dear all, a kind reminder of this week's OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> seminar on April 30, 1pm UK time, when Oksana Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) will talk about "Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems". The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/374263351331567?p=tEOIPwLR7ejGFX1vSm Meeting ID: 374 263 351 331 567 Passcode: B8Em6Cg9 Speaker: Oksana A. Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) Title: Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems Abstract: Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference methods that explore the parameter space without explicit likelihood evaluations, relying instead on sequential simulation, which comes at the cost of computational efficiency and extensive tuning. We develop an alternative framework called kernel-adaptive synthetic posterior estimation (KASPE) that uses deep learning to directly reconstruct the mapping between the observed data and a finite-dimensional parametric representation of the posterior distribution, trained on a large number of simulated datasets. We provide theoretical justification for KASPE and a formal connection to the likelihood-based approach of expectation propagation. Simulation experiments demonstrate KASPE’s flexibility and performance relative to existing likelihood-free methods including approximate Bayesian computation in challenging inferential settings involving posteriors with heavy tails, multiple local modes, and over the parameters of a nonlinear dynamical system. Keywords: Deep learning; likelihood-free inference; generative models. Reference: R. Zhang, O.A. Chkrebtii, D. Xiu. Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems. Preprint at ArXiv:2508.00167 https://arxiv.org/pdf/2508.00167 Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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SPASS seminar: Alessandro Panconesi - Wed 29 Apr at 14:00
by Alessandra Caraceni 27 Apr '26

27 Apr '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar <https://sites.google.com/unipi.it/spass/seminars?authuser=0> (jointly organised by UniPi, SNS, UniFi and UniSi): Speaker: Alessandro Panconesi (Sapienza Università di Roma) Title: Probabilistic Algorithms and Methods for the Web Economy Date and time: Wed, April 29th at 14:00 CET Place: Aula Mancini, Palazzo della Carovana, Scuola Normale Superiore, Pisa Join online: https://meet.google.com/cuf-mjvp-ynv On behalf of the organisers, Alessandra Caraceni ********************* Abstract: The web economy offers a wealth of challenging problems for algorithmic research, many of which require fundamentally probabilistic techniques. In this talk, I will briefly discuss two examples from our work. First, I will consider the classic online matching problem, a central primitive in online advertising. We prove a new impossibility result: no online algorithm can achieve a competitive ratio better than 1-e^{1-e}. Second, I will turn to problems arising in discrete choice, a framework widely used in economics. In particular, within random utility models (RUMs) – introduced by Nobel laureate Daniel McFadden – we establish a striking impossibility result about the learnability of user preferences. This result shows that even with massive data and computational power, web platforms face fundamental limits in inferring user behaviour. This is joint work with Flavio Chierichetti, Mirko Giacchini, Ravi Kumar, Erasmo Tani, Andrew Tomkins and Andrea Vattani.

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ESOBE 2026 - deadline extension
by Matteo Iacopini 27 Apr '26

27 Apr '26

Dear all, This is to announce an extension to the deadline for submitting a paper (or extended abstract) for a contributed oral or poster session to the upcoming ESOBE conference (https://esobe2026.github.io/) which will take place on 27-28 August 2026 at LUISS University in Rome. The extended deadline is Wednesday, 6th May. I also remind you that: * PhD students who are members of the EFaB section within ISBA may apply for a travel support grant. * PhD students and researchers who received their PhD after August 2021 may apply to present their work in the dedicated oral “Young Researchers Session”. For further details about the call for papers, please see the conference website (https://esobe2026.github.io/) or write an email to esobe2026(a)gmail.com<mailto:esobe2026@gmail.com> Looking forward to meeting you in Rome! Kind regards, Matteo Iacopini --------------------------------------------------------- Matteo Iacopini Assistant professor (tenure) in Statistics LUISS "Guido Carli" University, Italy web: https://matteoiacopini.github.io<https://matteoiacopini.github.io/> La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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6-year postdoc (university assistant) position in Probability at TU Wien
by Prof. Fabio Toninelli 24 Apr '26

24 Apr '26

Dear colleagues, the probability group (https://www.tuwien.at/en/mg/proba) at TU Wien advertises a 6-year postdoc (university assistant) position. The link to the announcement is here: https://jobs.tuwien.ac.at/Job/266455 <https://jobs.tuwien.ac.at/Job/266455> Deadline for application: *May 21st, 2026* Starting date: *October 2026* (with some flexibility). 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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Registrations open for BioInferece2026
by Massimiliano Tamborrino 22 Apr '26

22 Apr '26

Dear all, Registrations are now open for the 5th BioInference conference<https://bioinference.github.io/2026/2026-main-page/>, taking place at the University of St Andrews between 10 and 12 June 2026. Launched in 2022, BioInference aims to bring together researchers from across statistics and mathematical modelling who work with biological systems, and from all career stages, to foster discussions between the two communities and to prompt collaborations. We are excited to welcome you to a three-day conference featuring 40 invited and contributed talks (single-track, no parallel session!). In addition to the diverse programme of talks, the conference includes: * a poster session on Wednesday afternoon, * a session with industry and non-academic partners from Vici.bio, Cancer Research Horizon, Firefinch and Fios Genomics on Thursday afternoon, * optional evening social activities to explore the local culture of St Andrews, its rich golf history, and the Scottish traditions of whisky and gin tasting on Wednesday evening, * a conference dinner on Thursday evening (£30) You can register at https://www.eventsforce.net/standrews/336/home by the 17th May 2026. Tickets are limited and will be allocated on a first-come, first-served basis. The registration fee is set as £70 and it covers lunches and coffee breaks during the three days of the conference. Some of the optional social activities on Wednesday afternoon involve additional fees. You can find out more and indicate your preferences on the registration page. Registration for the conference dinner is optional and it costs £30.00. Accommodation and Travel We encourage you to book accommodation as soon as possible. You can find information about accommodation at a discounted price and travel here<https://www.eventsforce.net/standrews/frontend/reg/tOtherPage.csp?pageID=19…>. Please don't hesitate to get in touch if you have any information. We are looking forward to seeing you at BioInference 2026. Best, Massi on the behalf of the BioInference2026 Organisers ------------------------------------------------------------------------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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Seminario Maria Infusino - Politecnico di Milano - 4 Maggio 2026
by Luca Scarpa 21 Apr '26

21 Apr '26

Si segnala il seguente seminario a tutti gli interessati. Lunedì 4 Maggio 2026, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Maria Infusino, Università di Cagliari. Title: A few moments with the problem of moments: from finite to infinite dimensions. Abstract: The problem of moments, also known as moment problem, is the elegant question of establishing whether there exists a probability measure having some prescribed moments. A fascinating feature of this problem is its great modeling power, which has been attracting scientists for more than a century in the most different scientific areas. This talk aims to give an introduction to the moment problem with a special focus on the connection between finite and infinite dimensional moment problem. In fact, the theory of moment problems for probabilities supported in an infinite dimensional space is not as well developed as in the finite dimensional case and is still not up to the demand of the applications. We present a general approach to the infinite dimensional moment problem based on projective limit techniques which allow us to exploit the results in the classical finite dimensional moment theory to the infinite dimensional case. We prove that under the so-called Prokhorov condition, the infinite dimensional moment problem on a unital commutative algebra A is solvable if and only if for any finitely generated subalgebra S of A the corresponding finite dimensional moment problem is solvable. Among the several applications, we point out the case when A is the tensor algebra of an infinite dimensional vector space and discuss some consequences for moment problems for random measures. This is a joint work with Salma Kuhlmann, Tobias Kuna and Patrick Michalski. Link Zoom: https://polimi-it.zoom.us/j/92717904160?pwd=pYnlbEU3lgY1fsNsUR3eILct80N9wT.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2719&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

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14th International Conference on Statistical Seismology (StatSei14): October 13–16, 2026
by ELISA VARINI 20 Apr '26

20 Apr '26

Dear all, We are pleased to announce that the 14th International Conference on Statistical Seismology (StatSei14) will take place October 13-16, 2026 at the Universidad Andrés Bello (UNAB), Casona de Las Condes Campus, Santiago, Chile. The abstract submission period is now open, and we are ready to warmly invite researchers to submit their contributions. More information is available at: www.statsei14.cl<http://www.statsei14.cl/> Important dates * March 1 – April 30 Abstract submission period * June 1 – June 14 Notification of acceptance of contributions * June 1 – July 31 Early registration period * August 1 – September 30 Late registration period * October 13 – October 16 StatSei14 Conference We would appreciate you sharing this announcement with interested colleagues and networks. Best regards, Orietta Nicolis Professor, Andres Bello University Member of the StatSei14 Local Organizing Committee

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Promemoria workshop UMI PRISMA
by Alessandra MEOLI 20 Apr '26

20 Apr '26

Cari e care colleghi/e, desideriamo segnalarvi nuovamente il workshop “Problematiche ed iniziative sull’insegnamento della probabilità e della statistica nelle scuole secondarie”, promosso dalla Commissione Insegnamento del Gruppo UMI PRISMA. L’evento si terrà il 23 e 24 aprile 2026, in modalità mista, presso l’Università di Salerno (Campus di Fisciano) e online. La partecipazione è libera, ma è necessaria l’iscrizione. Il sito dedicato all'evento è disponibile al seguente link: https://sites.google.com/view/prisma-did-probstat/home-page Vi aspettiamo numerosi! Un cordiale saluto, Il Comitato Organizzatore: Luigi Amedeo Bianchi Paolo Dai Pra Patrizia Di Gironimo Michele Gianfelice Barbara Martinucci Alessandra Meoli Daniela Morale Franco Pellerey Serena Spina Barbara Trivellato

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