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Due incarichi post-doc presso SNS Pisa
by Franco Flandoli 10 Mar '26

10 Mar '26

We announce two post-doc positions (one year, wth possible prolongation) at Scuola Normale Superiore in Pisa, deadline 9/4/2026: https://trasparenza.sns.it/page/51064/details/18333/selezione-pubblica-per-… See also https://sites.google.com/view/noise-in-fluids-snspisa/home Molti saluti, Franco Flandoli

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Seminario del Prof. Georgiou a Roma, Sapienza
by Enrico Scalas 10 Mar '26

10 Mar '26

Buongiorno, se avete perduto il seminario di Napoli di Nicos Georgiou, c'è la possibilità di seguirlo a Roma dopodomani. Infatti, il 12 marzo 2026, in aula 34 del Dipartimento di Scienze Statistiche, Sapienza Università di Roma, a partire dalle ore 14, il Prof. Nicos Georgiou, University of Sussex, UK, terrà un seminario dal titolo: Mean-field limit and parameter estimation for contagion dynamics on higher-order structures Classical models of contagion epidemics have graph based representations where the nodes represent the population and infections occur from an infected individual to a susceptible individual via a network link between them. At the same time, healing mechanisms try to fight the epidemic at node level. The simple descriptions of these representations also underscore their limitations, since the propagation of contagions in complex systems often involves repeated or simultaneous stimuli that individuals receive from their social contacts (such as their work or household). One may mechanistically encode these non-linear effects into contagion models by considering interactions that go beyond simple pairwise connections, by using hypergraphs rather than graphs. In this talk we will see the role higher-order interactions can play in the behaviour of the model when a rigorous mean-field can be obtained. Furthermore, we will discuss some inference techniques for the parameters of the epidemic (rates of infection) when only partial information on the type of infection is available and with only a single realisation of the epidemic curve as a datum. Tutte le persone interessate sono invitate a partecipare. Enrico Scalas

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special session at SIEDS 2026, Catania
by Luca Martino 10 Mar '26

10 Mar '26

Dear all, I am sending below the call for the special session “Automatic Machine Judgment - Rethinking Evaluation in Academic Careers” (SIEDS 2026, Catania) and would appreciate it if you could share it with potentially interested colleagues. BR, Luca Martino (luca.martino(a)unict.it) -------------------------------------------------------------- TITLE of the special session: Automatic Machine Judgment - Rethinking Evaluation in Academic Careers Conference: LXII Riunione scientifica Società Italiana di Economia Demografia e Statistica (SIEDS 2026) https://www.sieds.it/index.php/page-presentazione/ PLACE AND DATES: Catania, 27-29 maggio 2026 Paper abstracts until 10 April 2026: https://www.sieds.it/index.php/page-call-for-papers/ https://www.sieds.it/wp-content/uploads/2026/02/Istruzioni-per-sottomettere… Special session The increasing reliance on quantitative indicators - such as citation counts, h-index, journal impact factors, and composite researcher scores - has transformed how academic merit is defined, measured, and rewarded. At the same time, universities and funding agencies are progressively incorporating algorithmic tools and automated decision-support systems into processes governing hiring, promotion, tenure, and grant allocation. These developments raise fundamental questions about meritocracy, transparency, and fairness in research evaluation. High-profile ranking exercises - such as the widely circulated “2% scientists” list produced by researchers at Stanford University - illustrate how composite bibliometric indicators can shape reputations, institutional strategies, and individual career trajectories on a global scale, often without clear public understanding of their methodological assumptions or limitations We invite contributions that critically examine those points. The session is organized by Prof. Luca Martino (luca.martino(a)unict.it) in collaboration with the Association “Trasparenza e Merito” (*https://www.trasparenzaemerito.org/ <https://www.trasparenzaemerito.org/>*). By bringing together scholars in scientometrics, research policy, sociology of science, and higher-education governance, this session aims to foster interdisciplinary dialogue on how evaluation systems shape academic behavior and institutional priorities. Interested participants are invited to submit an abstract by 10 April 2026 and to send (possibly) it via email to luca.martino(a)unict.it

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Climate Change and Insurance 2026: The Abstract Submission is Open
by Fabio Colpo 10 Mar '26

10 Mar '26

Dear colleagues, "Climate Change and Insurance" 2026: the abstract submission is now open: https://cci26.climateinsure.tech/submit-abstract The third edition of the workshop "Climate Change and Insurance" will take place 2nd-4th of September 2026 in Segovia, Spain. Plenary speakers: Hansjörg Albrecher, University of Lausanne & Swiss Finance Institute Nick Jessop, MA's Insurance Solutions Reinhard Mechler, IIASA – International Institute for Applied Systems Analysis Important Dates: Workshop: September 2nd-4th, 2026, in Segovia, Spain. Abstract submission deadline: May 15th, 2026. Notification of acceptance: May 29th, 2026. Website:https://cci26.climateinsure.tech/ Questions:cci26@climateinsure.tech orc.boado@hw.ac.uk,jeisenbe@fam.tuwien.ac.at We look forward to welcoming you in Segovia! Hirbod Assa, Carmen Boado-Penas, Julia Eisenberg

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Seminar of Maria Elvira Mancino @Tor Vergata
by Davide Pirino 09 Mar '26

09 Mar '26

Dear Colleagues, We are pleased to announce the seminar by *Maria Elvira Mancino (University of Florence)* at the University of Rome Tor Vergata. *When: *Wednesday, 11 March at 1:00 pm *Where:* University of Rome Tor Vergata, Department of Economics and Finance *Room:* Building B, 2nd Floor, Sala del Consiglio *Title: * *Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision* *Abstract: *This study investigates the impact of high-frequency climate risk, specifically temperature volatility, on honey bee production. Recognizing the crucial role of honey bees as environmental sentinels and their sensitivity to climatic variables, the research extends beyond conventional analyses of long-term average temperatures to explore the effects of short-term temperature "surprises." Using high-frequency, irregularly spaced data from thousands of Italian beehives (2019-2024), combined with external temperature data, a non-parametric estimation of weekly integrated volatility is provided. The results highlight that beehives in areas with lower biodiversity and higher pollution are more susceptible to high-frequency temperature volatility, whereas those in richer, cleaner environments show greater resilience. This underscores the critical importance of local environmental quality in mediating the impacts of climate risk on honey bee health and production. Everyone is welcome to attend. Best regards, DP -- Davide Pirino. Department of Economics and Finance, Tor Vergata University of Rome. Via Columbia 2, 00133 Roma. website: https://economia.uniroma2.it/faculty/374/pirino-davide-erminio

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Two seminars by D. Ahlberg in Como and Milano (18-19 March)
by Francesco Caravenna 08 Mar '26

08 Mar '26

We are pleased to announce two seminars by Daniel Ahlberg (Stockholm University) in Como and Milano. Wednesday, 18 March at 14:30 – Università dell'Insubria Title: Random perturbations of Euclidean geometry Room VS8.A (Torre di Via Valleggio 11, Como) Streaming (TEAMS): link <https://teams.microsoft.com/meet/32336493339992?p=OGABFTFErevQVUAOiT> Thursday, 19 March at 14:30 – Università di Milano-Bicocca Title: Noise sensitivity in spatial growth Room U9-08 (Building U9, Viale dell'Innovazione 10, Milano) Streaming (WEBEX): link <https://unimib.webex.com/unimib-it/j.php?MTID=mc1585e72e7593a9d9f0a3145116c…> The abstracts follow below. All interested participants are welcome. Best regards, Francesco Caravenna (with Giovanni Bazzoni and Davide Bignamini) %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract (Como). Various probabilistic models for spatial growth can be thought of as random perturbations of Euclidean geometry. These models exhibit complex phenomena which are usually associated to critical behaviour, which is of central interest in contemporary probability theory. We will in this talk describe some of these phenomena, and relate their occurrence to the nature of Euclidean geometry. Abstract (Milano). The study of noise sensitivity of Boolean functions and percolation was initiated in a seminal paper of Benjamini, Kalai and Schramm in 1999. While subsequent studies have revealed fascinating phenomena in the context of percolation, few results have so far been obtained regarding other random spatial processes. We will in this talk present the first results of noise sensitivity for a growth process associated to the KPZ universality class. %%%%%%%%%%%%%%%%%%%%%%%%%% -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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Conferenza in onore di Mario Pulvirenti a Roma La Sapienza
by Faggionato, Alessandra 08 Mar '26

08 Mar '26

Buongiorno ricevo e con piacere inoltro Saluti Alessandra ------------------------------------------------------------------------------------------------------------------------------- Dear Colleagues, We are pleased to announce the conference Kinetic Theory, Fluid Mechanics and Microscopic Systems: Mathematical Facets of the Physical World, to be held in Rome on June 3–5, 2026, at the Consiglio Nazionale delle Ricerche. The meeting is organized in honour of Mario Pulvirenti on the occasion of his 80th birthday and aims to bring together researchers working on the mathematical connections between microscopic and macroscopic scales, with a focus on interacting particle systems and kinetic and fluid equations. Speakers include: Giada Basile Alexander Bobylev Emanuele Caglioti José Antonio Carrillo Pierre Degond Laurent Desvillettes Emanuele Dolera Théophile Dolmaire Giovanni Gallavotti Lingbing He Mikaela Iacobelli Cyril Imbert Pierre-Louis Lions Tai-Ping Liu Rossana Marra Evelyne Miot Thierry Paul Benoît Perthame Laure Saint-Raymond Herbert Spohn Giuseppe Toscani Cédric Villani Tong Yang Registration is free but mandatory. Further information, including the full list of speakers and registration details, will soon be available at: https://sites.google.com/view/ktfm-mp80/home-page We look forward to welcoming you to Rome. With best regards, Organizing Committee: Dario Benedetto, Roberto Natalini, Alessia Nota, Gianluca Panati, Chiara Saffirio, Sergio Simonella Scientific Committee: Kazuo Aoki, Eric Carlen, Anna De Masi, Francesco Dell'Isola, Raffaele Esposito, François Golse, Pierangelo Marcati, Tommaso Ruggeri, Alessandro Teta, Bernt Wennberg -- ************************************************* 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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Post-doc in Analisi e Probabilità a Milano-Bicocca
by Francesco Caravenna 07 Mar '26

07 Mar '26

[English below] È stata bandita una posizione post-doc in Analisi e Probabilità presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca (scadenza bando 25 marzo 2026): https://www.unimib.it/ateneo/gare-e-concorsi/2026-ipd-014-selezione-conferi… Nota importante sulla durata: a causa di un disguido amministrativo, nel testo del bando è indicata una durata di 12 mesi. Tuttavia, il rinnovo per un secondo anno è già formalmente previsto e interamente finanziato dal Dipartimento. La posizione è pertanto da considerarsi biennale. %%%%%%%%%%%%%% A post-doc position in Analysis and Probability is available at the Department of Mathematics and Applications of the University of Milano-Bicocca (application deadline: March 25, 2026): https://www.unimib.it/ateneo/gare-e-concorsi/2026-ipd-014-selezione-conferi… Important note on duration: due to an administrative oversight, the official call mentions a duration of 12 months. However, a renewal for a second year is already formally planned and fully funded by the Department. The position should therefore be considered as a two-year appointment. -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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CEF 2026 conference in Venice!
by Giulia IORI 06 Mar '26

06 Mar '26

Dear Colleagues, As you may already know, this year we organise the Computing in Economics and Finance conference in Venice, 29 June – 1 July 2026. Further information can be found on the conference website<https://comp-econ-soc.us17.list-manage.com/track/click?u=266defb4b1f1450d68…>. Please consider attending the conference and present a paper! The submission deadline is March 9, 2026 (but we plan to extend it for one more week). Full papers are not required at the time of submission; however, preference may be given to submissions that include a full paper. Extended abstracts can be submitted online HERE<https://comp-econ-soc.us17.list-manage.com/track/click?u=266defb4b1f1450d68…>. With best regards, Giulia [A logo on a black background Description automatically generated] Professor Giulia Iori Department of Economics Office C2.120 Universita’ Ca Foscari San Giobbe, Cannaregio 873, 30121 Venezia, Italy T: +3904212349231 E: giulia.iori(a)unive.it<mailto:giulia.iori@unive.it> https<https://orcid.org/0000-0001-9443-9353>://orcid.org/0000-0001-9443-9353<https://orcid.org/0000-0001-9443-9353>

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Fwd: [fdaanda] Post-doctoral position : Mathematical Statistics & Functional Data Analysis
by Enea Bongiorno 06 Mar '26

06 Mar '26

Buongiorno, inoltro per vostra conoscenza. Cordiali saluti, Enea ---------- Forwarded message --------- From: Angelina ROCHE <fdaanda(a)services.cnrs.fr> Date: Tue, 3 Mar 2026 at 16:53 Subject: [fdaanda] Post-doctoral position : Mathematical Statistics & Functional Data Analysis To: fdaanda(a)services.cnrs.fr <fdaanda(a)services.cnrs.fr> Dear all, Please find an announcement for a 2 years post-doctoral position in the ENSAI near Rennes. Best regards, Valentin & Angelina. — POSTDOCTORAL POSITION IN STATISTICS Mathematical Statistics & Functional Data Analysis CREST Ensai (France) Deadline: March 31, 2026 We are inviting applications for a postdoctoral position focusing on the mathematical aspects of modeling functional data, with particular emphasis on adaptive methods for estimation and inference. The successful candidate will join the ANR FUNStatMath project team at Ensai (Rennes, France). FUNStatMath is a collaborative research initiative in Functional Data Analysis (FDA), bringing together researchers in mathematical and applied statistics. This position does not involve any teaching duties. It is available from May 2026 onwards (with some flexibility regarding the starting date) for up to 24 months. Applications (including a CV, the contact details of two, a research statement, and a cover letter) should be sent by email to funmathstat(a)ensai.fr. Further details can be found here https://ensai.fr/wp-content/uploads/2026/02/postdoctoral_position_CREST-Ens… -- 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 ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Reminder [STAR Seminar] Wed March 4 - Emanuela Rosazza Gianin
by Leonardo Tarquini 03 Mar '26

03 Mar '26

Dear all, This is a gentle reminder for tomorrow's STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> Wednesday March 4th from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/63320233061>. The speaker is Emanuela Rosazza Gianin (University of Milano Bicocca) with the talk: Title: Measuring financial resilience using BSDEs Abstract: We propose the resilience rate as a measure of financial resilience that captures the rate at which a dynamic risk measure recovers, i.e., bounces back, after the risk-acceptance set is breached. We develop the associated stochastic calculus by establishing representation theorems of a suitable time-derivative of solutions to backward stochastic differential equations (BSDEs) evaluated at stopping times. These results reveal that our resilience rate can be represented as an expectation of the generator of a BSDE. We also introduce resilience-acceptance sets and study their properties in relation to both the resilience rate and the dynamic risk measure. The definition of the resilience rate is generalized from a Brownian filtration to the case of dynamic risk measures induced by BSDEs with jumps. We illustrate our results in several examples. Based on a joint work with Matteo Ferrari, Roger Laeven, and Marco Zullino. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 03 Mar '26

03 Mar '26

Care colleghe e colleghi, vi annunciamo che sono aperte le registrazioni per il workshop Junior Female Researchers in Probability, che si terrà a Berlino dal 24 al 26 giugno 2026. Sotto l’annuncio completo. Vi prego di diffonderlo a chiunque crediate possa interessare. Alexander Zass — We're excited to announce the workshop Junior Female Researchers in Probability, taking place June 24–26, 2026 at TU Berlin. The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. Keynote lectures will be given by: Patricia Alonso Ruiz (University of Jena) Alison Etheridge (University of Oxford) Patriçia Goncalves (IST Lisbon) Additional invited talks will be given by: Alejandra Avalos-Pacheco (JKU Linz) Ofelia Bonesini (LSE London) Chengcheng Ling (University of Augsburg) We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: https://www.wias-berlin.de/workshops/JFRP26/ The deadline for registration is March 1, 2026. The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Summer school on "Pattern Formation: Analysis and Numerics"
by Alessandro Alla 03 Mar '26

03 Mar '26

Dear Colleagues, We are pleased to announce the Summer School on "Pattern Formation: Analysis and Numerics". Topics will include e.g. biological modelling, analytical foundation and numerical methods for Reaction-Diffusion PDEs. The event is scheduled from September 14 to September 18, 2026 and will be hosted in Rome at the Department of Mathematics of Sapienza, University of Rome. For more information please visit the website https://sites.google.com/uniroma1.it/pattern-formation/home Note that the registration is open and free of charge BUT mandatory. The deadline to register is July 25, 2026. Financial support for PhD students and PostDocs will also be provided. Please click here <https://sites.google.com/uniroma1.it/pattern-formation/financial-support?au…> for more details. Alessandro Alla Giulio Galise Corrado Mascia Luca Rossi ———————————————————————————————- Alessandro Alla Associate Professor Sapienza Università di Roma Department of Mathematics Junior Research Fellow Scuola Superiore di Studi Avanzati Sapienza (SSAS) E-Mail: alessandro.alla(a)uniroma1.it www.alessandroalla.com -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Doctoral Colloquium in Risk Analytics (session 5)
by Maria Elvira Mancino 02 Mar '26

02 Mar '26

*Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ The fifth session on *Decentralized Finance and risk challenges from CBDCs and crypto markets* will be held on April, 13-24, 2026, by: *a) *Week 1: *Alfred Lehar, *University of Calgary, *Decentralized Finance* *b) *Week 2: *Gina Pieters*, Digital Economy Consulting, and Cambridge Centre for Alternative Finance, U. Cambridge*, * *Anticipating new risk channels from CBDCs, Stablecoins, and Crypto Markets* We seek PhD students from Italian or Foreign Universities, who remain aﬃliated with their Doctoral School. Students must attend the whole session. They may get credit for the courses taken within the Colloquium. *There are no participation fees; travel and accommodation are covered by the Colloquium* (see below). Up to four additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own travel and accommodation expenses. *Venue* Polo Didattico San Basilio <https://www.unive.it/pag/10128/>, Venice We offer: - an outstanding Faculty of leading researchers; - work in a multidisciplinary team with other doctoral candidates; - no tuition fees, with - free accommodation on the Camplus Santa Marta and Centro Culturale Don Orione Artigianelli (walking distance of the San Basilio venue); - travel expenses reimbursed (up to 200 euro). Each session includes two courses. Each course is delivered over 20 hours over one week, combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. Students who achieve a Pass obtain 4 ECTS per course. *Applications* Students can apply through the site https://landing.cafoscarichallengeschool.it/docra/ *Deadline : March 6, 2026* For more information, please visit https://landing.cafoscarichallengeschool.it/docra/ or get in touch through colloquia.cicf(a)unive.it. We’ll be happy to organize a zoom session. *DoCRA is a joint initiative of CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine*

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Seminario on-line PRISMA lunedì 2 marzo 2026 - S. Cerrai & G. Guatteri External Posta in arrivo
by Sonia Mazzucchi 02 Mar '26

02 Mar '26

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 2 marzo* 2026. I relatori saranno *Sandra Cerrai *(University of Maryland) e *Giuseppina Guatteri* (Politecnico di Milano) che parleranno di: *Nonlinear Random Perturbations of PDEs: Toward an Infinite-Dimensional Theory* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate in allegato l’abstract. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/89967257735 <https://www.google.com/url?q=https://unitn.zoom.us/j/89967257735&sa=D&sourc…> ID riunione: 899 6725 7735 Codice d’accesso: 727722 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi

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MOX Colloquia: Tilmann Gneiting - Giovedì 5 Marzo ore 14:00
by Laura Maria Sangalli 02 Mar '26

02 Mar '26

Cari Colleghi, vi segnalo il seguente seminario della serie dei MOX COLLOQUIA: 05.03.26 ore 14:00 - Aula Consiglio, Edificio 14, Politecnico di Milano Speaker: Prof. Tilmann Gneiting, Karlsruhe Institute of Technology Titolo: Assessing Monotone Dependence - with Applications to Weather Prediction Abstract: The assessment of monotone dependence between random variables $X$ and $Y$ is a classical problem in statistics and a gamut of application domains. Consequently, researchers have sought measures of association that are invariant under strictly increasing transformations of the margins, with the extant literature being splintered. Rank correlation coefficients, such as Spearman's rho and Kendall's tau, have been studied at great length in the statistical literature, mostly under the assumption that $X$ and $Y$ are continuous. In the case of a dichotomous outcome $Y$, receiver operating characteristic (ROC) analysis and the asymmetric area under the ROC curve (AUC) measure are used to assess monotone dependence of $Y$ on a predictor $X$. In this talk I demonstrate that the two thus far disconnected strands of literature can be unified and bridged, by developing common population level theory, common estimators, and common tests that apply to all types of linearly ordered outcomes. In a case study, we assess recent progress in artificial intelligence based weather prediction (AIWP) versus traditional numerical weather prediction (NWP). The talk is based on joint work with Eva-Maria Walz and Andreas Eberl. Il seminario sarà accessibile online: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… https://cassyni.com/events/UEGpAYwVEdDSxoqc3JkK57?0kaaw Per seguire il seminario in streaming, è necessario iscriversi (gratuitamente) sulla piattaforma Cassyni. Seguirà rinfresco presso il Dipartimento di Matematica. Cordiali saluti, 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

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Seminar by Prof. Frank den Hollander at IMT Lucca | March 4, 2026
by Anna Gallo 28 Feb '26

28 Feb '26

Dear all, On behalf of Prof. Diego Garlaschelli, I am pleased to announce that next week *Professor Frank den Hollander* will visit IMT Lucca and give a seminar entitled *The Friendship Paradox for Social Networks* (see abstract below). The seminar will take place on: *March 4, 2026 – 3:00 PM* San Francesco Complex – Sagrestia IMT School for Advanced Studies Lucca Join online at: imt.lu/sagrestia . All the best, Anna ------------------------------ *Abstract: *Consider a group of individuals who form a social network. For each individual in the group compute its friendship-bias, i.e., the difference between the average number of friends of its friends and the number of its friends (all friendships are mutual), and average these numbers over all the individuals in the group. It turns out that the latter average is always non-negative, and is strictly positive as soon as not all individuals have exactly the same number of friends. This fact, which at first glance seems counterintuitive, goes under the name of friendship paradox. In this talk we model the social network as a graph and explain where the friendship paradox comes from. For sequences of random graphs that converge locally in an appropriate sense, we quantify the friendship paradox by identifying the limit of the empirical distribution of the friendship-biases of all the individuals. For two examples of random graphs, we work out the properties of this limit in detail. We further discuss variants of the model where we look at the number of friends at deeper levels and at quantities other than the number of friends. We close by offering an outlook on future challenges.

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Fwd: Assistant Professor in Mathematics (3 year position), University College Dublin
by Elia Bisi 27 Feb '26

27 Feb '26

Dear colleagues, I’m glad to circulate the announcement below. Best regards, Elia Bisi ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group ---------- Forwarded message ---------- From: Neil O'Connell <neil.oconnell(a)ucd.ie> Date: 27 Feb 2026 at 14:52 +0100 To: Neil O'Connell <Neil.oconnell(a)ucd.ie> Subject: Assistant Professor in Mathematics (3 year position), University College Dublin > Dear colleagues, > > The School of Mathematics and Statistics at University College Dublin is currently advertising a three-year Assistant Professor position in Mathematics, with closing date March 23. Preference will be given to applicants whose research is in the area of probability, although applicants from all areas of Mathematics are invited to apply. > > For more details, see > > https://www.jobs.ac.uk/job/DQQ295/lecturer-assistant-professor-in-mathemati… > > Please forward to anyone who you think might be interested. > > Best wishes, > Neil

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Call for applications - 2026 Bocconi Summer School on Causality and Graphical Models
by Antonio Lijoi 27 Feb '26

27 Feb '26

CALL FOR APPLICATIONS 2026 BOCCONI SUMMER SCHOOL IN STATISTICS AND PROBABILITY The 2026 edition of the Bocconi-StatML Summer School in Statistics and Probability, jointly organized by Bocconi University with the University of Oxford and Imperial College London, will take place JULY 8-17, 2026, at Villa del Grumello, Lake of Como, Italy. The topic of this year’s school is **Causality and Graphical Models** The main instructor is Aad van der Vaart (TU Delft). The summer school is open to all interested scholars and is particularly aimed at PhD students. The deadline for applications is: April 14, 2026. For more information, please visit: https://bss2026.lakecomoschool.org/ or contact BSS.statistics(a)unibocconi.it

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[Deadline extended] Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 27 Feb '26

27 Feb '26

Care colleghe e colleghi, vogliamo ricordarvi il prossimo workshop di Junior Female Researchers in Probability, annunciato qui sotto. Il termine ultimo per registrarsi è stato posticipato al 15 marzo. Potete trovare maggiori informazioni alla pagina web: https://www.wias-berlin.de/workshops/JFRP26/. Vi prego gentilmente di diffondere questo annuncio a chiunque crediate possa interessare. Cordialmente, Alexander Zass > We're excited to announce the workshop > Junior Female Researchers in Probability, > taking place June 24–26, 2026 at TU Berlin. > > The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. > > Keynote lectures will be given by: > Patricia Alonso Ruiz (University of Jena) > Alison Etheridge (University of Oxford) > Patrícia Gonçalves (IST Lisbon) > > Additional invited talks will be given by: > Alejandra Avalos-Pacheco (JKU Linz) > Ofelia Bonesini (LSE London) > Chengcheng Ling (University of Augsburg) > > We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: > https://www.wias-berlin.de/workshops/JFRP26/ > The deadline for registration is March 1, 2026 [extended to March 15, 2026]. > > The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Random mailing list
by Marco Romito 27 Feb '26

27 Feb '26

[English below] Cari membri della lista, desideriamo informarvi che la mailing list Random è rimasta inattiva nell’ultima settimana a causa della sospensione dell’infrastruttura informatica che ospita la lista, in seguito a un tentativo non autorizzato di accesso a uno dei server. La mailing list è nuovamente operativa da questa mattina. Purtroppo l’interfaccia web https://lists.dm.unipi.it/postorius/lists/random.lists.dm.unipi.it/ non è ancora disponibile e non è quindi attualmente possibile, in particolare, inviare richieste di iscrizione e controllare gli archivi. Vi chiediamo gentilmente di inviare eventuali richieste ai nostri indirizzi email personali fino alla risoluzione dei problemi tecnici. Invieremo un ulteriore messaggio non appena il servizio sarà completamente ripristinato. Un caro saluto, Marco e Francesco %%%%%%%%%%%%%%%%%%%%%%%%%%% Dear list members, we would like to inform you that the Random mailing list has been inactive over the past week due to a shutdown of the IT infrastructure hosting the list, following an unauthorized attempt to access one of the servers. The mailing list has been operational again since this morning. Unfortunately, the web interface https://lists.dm.unipi.it/postorius/lists/random.lists.dm.unipi.it/ is still unavailable, and it is therefore not currently possible, in particular, to submit subscription requests and to access the list archives. We kindly ask you to send any such requests to our personal email addresses until the technical issues have been resolved. We will send a further message once full service has been restored.

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[DEADLINE APPROACHING SOON] PhD and Postdoc opportunities at University of Oslo
by Leonardo Tarquini 27 Feb '26

27 Feb '26

Dear All, Deadline approaching soon for some opportunities within the group of Risk and Stochastics at the Department of Mathematics, University of Oslo. Up to 2 PhD positions in stochastic analysis and computational mathematics. Connection to SURE-AI community Read here: https://www.jobbnorge.no/en/available-jobs/job/294743/phd-research-fellow-i… One Postdoc position in stochastic analysis for research lovers in a simmering group. Read here: https://www.jobbnorge.no/en/available-jobs/job/294745/postdoctoral-research… Deadline for application March 1st, 2026! Please help us distribute this information widely. Best regards, Giulia and Leonardo

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SPASS seminars: G. Cipolloni and R. Fukuizumi - Tue 3 Mar
by Elia Bisi 26 Feb '26

26 Feb '26

Dear Colleagues, We would like to invite you to the following two SPASS seminars (joint organised by UniPi, SNS, UniFi and UniSi) on Tuesday 3rd March: 14.00-15.00: Logarithmically correlated fields from large random matrices (Aula Tricerri, Dipartimento di Matematica e Informatica, Università di Firenze) by Giorgio Cipolloni (Tor Vergata). 15.00-16.00: Phi^4_d model associated with the harmonic oscillator (Aula Riunioni ex-DMA, Dipartimento di Matematica, Università di Pisa) by Reika Fukuizumi (Waseda University, Japan). Both talks will be also streamed online here: meet.google.com/ydw-gsjr-vza On behalf of the organisers, Elia Bisi ------------------- Abstract (Cipolloni): We study the Brownian evolution of large non-Hermitian matrices and show that their log-determinant converges to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, i.e. logarithmically correlated for the parabolic distance. This gives a dynamical extension of the celebrated result by Rider and Virag (2006) proving that the fluctuations of the eigenvalues of Gaussian non-Hermitian matrices converge to the Gaussian Free Field. ------------------- Abstract (Fukuizumi): We present recent developments in the mathematical study of the stochastic Gross–Pitaevskii equation, as a mathematical model for Bose–Einstein condensates subject to thermal fluctuations, such as those occurring near the critical temperature of condensation. In this regime, interactions between the condensate and the surrounding thermal cloud of non-condensed atoms must be incorporated in a way consistent with the fluctuation–dissipation principle, ensuring relaxation toward the correct physical equilibrium. The damping and noise terms are precisely balanced so that the dynamics formally admits a Gibbs measure associated with the Gross–Pitaevskii Hamiltonian as an invariant measure. This talk, which will be on the existence of the local / global solution, construction of the Gibbs measure, and long time behaviors, is a summary of several collaborative works with A. de Bouard, A. Debussche, A. Deya, T. Iwabuchi, L. Thomann. ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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OWABI- Shreya Sinha Roy - February 26 - 11am Uk time
by Umberto Picchini 26 Feb '26

26 Feb '26

Dear all, The next OWABI www.warwick.ac.uk/owabi <http://www.warwick.ac.uk/owabi> seminar is quickly approaching. Our next speaker is Shreya Sinha Roy <https://warwick.ac.uk/fac/sci/statistics/staff/research_students/sinharoy/> (University of Warwick), who will talk about "Prequential posteriors" on *Thursday the 26th February at 11am UK* time, with an abstract reported below. The talk will be streamed on 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 link below *Join: *_https://teams.microsoft.com/meet/32189045171547?p=HltIhSAIPRyOBZfj2M <https://teams.microsoft.com/meet/32189045171547?p=HltIhSAIPRyOBZfj2M>_ Meeting ID: 321 890 451 715 47 Passcode: Ek7Su3TJ We are looking forward to seeing you at the next OWABI seminar, Best, Umberto on the behalf of the OWABI seminar organisers *Speaker*: Shreya Sinha Roy <https://warwick.ac.uk/fac/sci/statistics/staff/research_students/sinharoy/> (University of Warwick) *Title*: Prequential posteriors *Abstract:* Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown excellent performance in these areas, but assimilating data into such models is challenging due to their intractable likelihood functions. This limitation restricts the use of standard Bayesian data assimilation methodologies for DGFMs. To overcome this, we introduce prequential posteriors, based upon a predictive-sequential (prequential) loss function; an approach naturally suited for temporally dependent data which is the focus of forecasting tasks. Since the true data-generating process often lies outside the assumed model class, we adopt an alternative notion of consistency and prove that, under mild conditions, both the prequential loss minimizer and the prequential posterior concentrate around parameters with optimal predictive performance. For scalable inference, we employ easily parallelizable wastefree sequential Monte Carlo (SMC) samplers with preconditioned gradient-based kernels, enabling efficient exploration of high-dimensional parameter spaces such as those in DGFMs. We validate our method on both a synthetic multi-dimensional time series and a real-world meteorological dataset; highlighting its practical utility for data assimilation for complex dynamical systems. *Keywords*: diffusion models, simulation based inference, sequential methods. *Reference*: S. S. Roy, R. Everitt, C. Robert, R. Dutta. Prequential posteriors <https://arxiv.org/pdf/2511.17721v1>. Preprint at ArXiv:2511.17721, 2025. -- ____________________________________________________________________ Umberto Picchini, Full Professor of Mathematical Statistics https://umbertopicchini.github.io/ , Bluesky: @upicchini.bsky.social

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Simone Padoan in Venice, Seminar at Ca' Foscari University of Venice - 2 March 2026
by Roberto CASARIN 26 Feb '26

26 Feb '26

Dear Colleagues, Prof. Simone Padoan from Bocconi University will give the seminar *Accurate Bayesian inference for tail risk extrapolation in time series* Monday, 2 March, at 12:15 CET in Meeting Room 1, by the Department of Economics, San Giobbe Campus, Ca' Foscari University of Venice. All the interested people are warmly invited to attend in person or online! Best regards Roberto Casarin It will also be possible to attend on Zoom here: https://unive.zoom.us/j/83496270992?pwd=Oy3eumWCbEZweVbK6aasre418l043U.1 More information available here: https://www.unive.it/data/agenda/3/109019 Title Accurate Bayesian inference for tail risk extrapolation in time series Abstract Temporal dependence is common in many applications, from financial time series to those in climate science, and it affects the behavior of extremes by inducing clustering. As a result, time series data contain less effective information than independent samples, leading to greater uncertainty in extreme value analysis. In this work, we study the Peaks-Over-Threshold (POT) framework, the most widely used method for modeling and estimating univariate extremes, within (strictly) stationary time series under weak mixing conditions. We propose a Bayesian inferential procedure based on the Generalized Pareto (GP) model, specifically tailored to time series settings, which enables extrapolation of both marginal (pertaining to the stationary distribution) and dynamic (conditional on the past) tail risks. We investigate the theoretical accuracy guarantees for our approach and to do so we derived some global properties of the underlying likelihood that had not been previously analyzed. Extensive simulations and real-data applications demonstrate the good inferential performance and practical relevance of the proposed methodology. -- 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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Seminar Löcherbach at Tor Vergata, March 2
by Michele Salvi 26 Feb '26

26 Feb '26

Dear all, On Monday, March 2nd, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Eva Löcherbach (Université Paris 1 - Panthéon-Sorbonne) with the seminar “Conditional propagation of chaos for mean field systems of interacting neurons” Abstract: Joint work with Dasha Loukianova and Elisa Marini We consider a system of N interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position. When this happens, all the other particles of the system receive a small random kick which is distributed according to a random variable belonging to the domain of attraction of an alpha-stable law, suitably scaled, for some alpha in between 0 and 2. We call these jumps ''collateral jumps''. Moreover, the jumping particle itself undergoes a macroscopic, ''main'' jump. Such systems appear in the modeling of large neural networks, such as the human brain. I will discuss how the system behaves in the large population limit, and how this limiting behavior depends on the value of alpha. In particular, using a representation of the collateral jump sum as a time-changed random walk, I will explain how we obtain convergence in law, in Skorokhod space, of the system to a limit infinite-exchangeable system of SDEs driven by a common stable process (or a common Brownian motion) which arises due to the central limit theorem and constitutes a common noise term in the dynamics of all the limit particles. Finally, I will discuss how this is related to the property of ''conditional propagation of chaos’'. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Löcherbach | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/31686276169081?p=u3ZZbGzRuTvsF5IifN> The seminar is part of the Excellence Project MatMod@TOV.

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Rajarshi Guhaniyogi and Sharmistha Guha Seminars at Ca' Foscari University of Venice - 4 March 2026
by Roberto CASARIN 26 Feb '26

26 Feb '26

Dear Colleagues, I'm pleased to invite you to the Department Seminars, which will be held on Wednesday, 4th of March, 10:00-12.30 CET, in Meeting Room 1 with the following schedule: - 10:00-11:00 CET: Rajarshi Guhaniyogi (Texas A&M University), *Bridging Statistical, Scientific and Artificial Intelligence: Trustworthy Deep Neural Networks for Complex Structured Data* - 11.30- 12.30 CET: Sharmistha Guha (Texas A&M University), *Neural Network Gaussian Processes for Multiplex Networks: Joint Modeling of Dynamics and Attributes under Partial Observation* All the interested people are warmly invited to attend in person or online! Best regards Roberto Casarin (and on behalf of the Organizing Committee) More information available here: Link Zoom: bit.ly/insem-2425 ID: 880 2639 9452 Passcode: InSem-2425 https://www.unive.it/data/agenda/3/110469 https://www.unive.it/data/agenda/3/110466 Title: Bridging Statistical, Scientific and Artificial Intelligence: Trustworthy Deep Neural Networks for Complex Structured Data Abstract: The explosive expansion of large, structured datasets is radically transforming the landscape of statistical inference, unlocking unprecedented possibilities while simultaneously introducing formidable challenges. Although hierarchical Bayesian methods offer a gold standard for principled inference and rigorous uncertainty quantification, they falter in terms of scalability when confronted with the high dimensionality and sheer scale of modern data. Deep Neural Networks (DNNs) have made remarkable strides on the scalability front, yet their use in the literature remains largely as opaque, black-box that are ill-suited for inference, particularly with structured data. To overcome these barriers, we introduce DNN-based generative models, precisely engineered for two complex and impactful domains: (i) functional output regression with functional and network-valued inputs, and (ii) functional factor modeling for multivariate functional datasets. Our framework leverages the connection between variational deep Gaussian processes and DNNs, delivering transparent and interpretable inference via well-calibrated uncertainty quantification, and achieving rapid, Markov Chain Monte Carlo (MCMC)-free optimization for high-resolution, large-sample scenarios. We reveal how Bayesian nonparametric principles and cutting-edge deep learning can be seamlessly unified, positioning deep Gaussian process priors at the forefront for scalable generative modeling of object-valued data. Demonstrating the framework’s practical strength, we showcase compelling real-world applications, including image-on-image regression and large-scale remote sensing for the carbon-water cycle. This work is in collaboration with the postdoctoral scholar Dr. Yeseul Jeon, as well as scientists from the UC San Francisco Medical School. Title: Neural Network Gaussian Processes for Multiplex Networks: Joint Modeling of Dynamics and Attributes under Partial Observation Abstract: Terrorism networks are dynamic, multiplex, and often partially observed, demanding uncertainty-aware inference. This talk presents Dynamic Joint Learner, a Bayesian framework that jointly models the co-evolution of multiplex layers and node attributes using shared, time-varying latent factors. These latent trajectories are governed by neural network Gaussian processes, combining deep-network expressiveness with principled uncertainty propagation. The method supports predictive inference on hidden links, evolving organizational attributes (size, ideology, leadership, operational capacity), and emergent communities, including friend-foe structures. Simulation studies and an application to interactions among prominent terrorist organizations show improved performance over existing approaches for link prediction, attribute forecasting, and clustering, with calibrated uncertainty. The framework offers a practical toolkit for analysts working with partially observed, co-evolving networks and is broadly applicable beyond counter-terrorism. -- 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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Seminar Löcherbach at Tor Vergata, March 2
by Michele Salvi 26 Feb '26

26 Feb '26

Dear all, On Monday, March 2nd, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Eva Löcherbach (Université Paris 1 - Panthéon-Sorbonne) with the seminar “Conditional propagation of chaos for mean field systems of interacting neurons” Abstract: Joint work with Dasha Loukianova and Elisa Marini We consider a system of N interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position. When this happens, all the other particles of the system receive a small random kick which is distributed according to a random variable belonging to the domain of attraction of an alpha-stable law, suitably scaled, for some alpha in between 0 and 2. We call these jumps ''collateral jumps''. Moreover, the jumping particle itself undergoes a macroscopic, ''main'' jump. Such systems appear in the modeling of large neural networks, such as the human brain. I will discuss how the system behaves in the large population limit, and how this limiting behavior depends on the value of alpha. In particular, using a representation of the collateral jump sum as a time-changed random walk, I will explain how we obtain convergence in law, in Skorokhod space, of the system to a limit infinite-exchangeable system of SDEs driven by a common stable process (or a common Brownian motion) which arises due to the central limit theorem and constitutes a common noise term in the dynamics of all the limit particles. Finally, I will discuss how this is related to the property of ''conditional propagation of chaos’'. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Löcherbach | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/31686276169081?p=u3ZZbGzRuTvsF5IifN> The seminar is part of the Excellence Project MatMod@TOV.

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Deep patterns announcement
by Emilio N.M. Cirillo 26 Feb '26

26 Feb '26

Dear Colleagues, We are pleased to announce the workshop Deep Patterns, which will take place from May 18 (10:00) to May 22 (15:00) in EURANDOM (https://www.eurandom.tue.nl/event/deep-patterns/) The workshop aims to foster the emergence of a shared scientific community, encouraging dialogue between diverse methods and viewpoints to better understand the complex nature of patterns and to support progress in an area that is rapidly gaining prominence in modern applied science. We hope many of you will join us! With best regards, Adriano Barra, Emilio Cirillo, C. Spitoni, W. Ruszel -- ************************************ Emilio N.M. Cirillo Dipartimento SBAI Sapienza Universita` di Roma via A. Scarpa 16, 00161 Roma, Italy. Tel.: +39 06 4976 6808 E_mail: emilio.cirillo(a)uniroma1.it ************************************ -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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[STAR Seminars] Wed Feb 25 - Yi Feng
by Leonardo Tarquini 18 Feb '26

18 Feb '26

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series on Wednesday, February 25th, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/61698784374>. The speaker is Yi Feng (Aarhus University) with the talk: Title: Continuous-Time Analysis of Heavy Ball Momentum in Min-Max Games Abstract: Since Polyak's pioneering work, heavy ball momentum has been widely studied in minimization problems. However, its role in min-max games remains largely unexplored. As a key component of practical min-max algorithms like Adam, this gap limits their eﬀectiveness. In this talk, I will present a continuous-time analysis for heavy ball momentum in min-max games. I will focus on two aspects: convergence to equilibrium and implicit gradient regularization, which describe how momentum shapes the interaction between algorithmic trajectories and the geometry of the min-max loss landscape. We will see that the behavior of heavy ball momentum in min-max games is significantly diﬀerent from that in minimization. Bio: Yi Feng is a Postdoctoral researcher at Aarhus University. His research focuses on understanding the learning dynamics in games and their applications in machine learning. His research is supported by a Danish Data Science Academy Postdoctoral Fellowship. This seminar is jointly organised in collaboration with Trung Tuyen Truong<https://www.mn.uio.no/math/english/people/aca/tuyentt/> from the Several Complex Variables, Logic and Operator algebras group<https://www.mn.uio.no/math/english/?vrtx=unit-view&areacode=151365> at UiO. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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SPASS seminar: Tianyi Li
by Mario Maurelli 18 Feb '26

18 Feb '26

Dear colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Generative Diffusion Models for Lagrangian Turbulence* by *Tianyi Li* (Università degli Studi di Roma Tor Vergata) The seminar will take place on *Tuesday, 24.02.2026* at *14:00 CET* in Saletta Riunioni, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/stc-xonf-yrx>. Best regards Mario Maurelli https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> --------------------------------------- *Title: Generative Diffusion Models for Lagrangian Turbulence* *Abstract: Lagrangian turbulence plays a central role in transport and dispersion, yet modeling the intermittent and non-Gaussian nature of particle trajectories remains a major challenge. In this talk, we present a generative framework based on diffusion models to learn and sample the probability distribution of turbulent particle motion directly from data. The model generates single-particle trajectories in three-dimensional turbulence at high Reynolds numbers and reproduces key statistical properties across scales, including heavy-tailed velocity increments, anomalous scaling, and intermittency near the dissipative range. We further extend the approach to inertial particles (tracers, heavy, and light) and to the probabilistic reconstruction of missing velocity data along trajectories, with applications to real ocean drifter observations. In all cases, the generated signals retain realistic scale-dependent and non-Gaussian features. These results suggest diffusion models as a new probabilistic tool for studying and reconstructing Lagrangian turbulence. This work was supported by the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (Grant Agreement No. 882340).*

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Seminario on-line PRISMA lunedì 2 marzo 2026 - S. Cerrai & G. Guatteri
by Sonia Mazzucchi 18 Feb '26

18 Feb '26

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 *lunedì 2 marzo* 2026. I relatori saranno *Sandra Cerrai *(University of Maryland) e *Giuseppina Guatteri* (Politecnico di Milano) che parleranno di: * Nonlinear Random Perturbations of PDEs: Toward an Infinite-Dimensional Theory* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate in allegato l’abstract. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/89967257735 <https://www.google.com/url?q=https://unitn.zoom.us/j/89967257735&sa=D&sourc…> ID riunione: 899 6725 7735 Codice d’accesso: 727722 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi

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Seminar: Leonardo Maini - Mon 23 Feb at Milano-Bicocca
by Maurizia Rossi 17 Feb '26

17 Feb '26

Dear all, It is a pleasure to announce the following probability seminar Speaker:* Leonardo Maini* *(Univ. Roma Tor Vergata)* Date and place: *Monday** 23 February 2.30pm-3:30 pm -- **ATLAS building, room* *U1-04*, *Univ. Milano-Bicocca* (Piazza della Scienza 1, Milano) . Title: *Non-universal fluctuations for functionals of random neural networks* Abstract: We establish central and non-central limit theorems for sequences of functionals of the limiting Gaussian output of random neural networks on the sphere. We show that the asymptotic behaviour is determined by the fixed points of the covariance kernel and leads to three possible regimes: convergence to the same functional evaluated at a limiting Gaussian field, convergence to a Gaussian distribution, or convergence to a spherical Rosenblatt/Hermite-type distribution. More generally, we show that the transition between these behaviours is governed by the uniforme order of integrability (up to controlled errors) of the renormalized covariance function. This mechanism is closely related to what happens for Gaussian fields with regularly varying covariances at infinity in the Euclidean setting, and reveals an analogous structure on the sphere. Based on a joint work with S. Di Lillo and D. Marinucci. Best wishes, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario Gianmarco Del Sarto 19/02 - Luiss
by Marta Leocata 17 Feb '26

17 Feb '26

Cari Colleghi, vi segnalo che giovedì 19 Febbraio alle ore 12, presso l’aula seminari 304b della sede LUISS di viale Romania 32, Gianmarco Del Sarto (TU Darmstadt ) terrà un seminario dal seguente titolo e abstract: Title: Beyond warming: how greenhouse gases emissions can amplify polar temperature fluctuations Abstract: Climate change affects not only average temperatures but also their variability. Using a simple energy-balance model for the Arctic, we explain why temperature fluctuations can increase as radiative forcing (linked to CO_2) rises. Fast random variations in incoming solar energy represent weather, while temperature evolves more slowly. Because sea ice makes sunlight absorption strongly temperature-dependent, warming and ice loss make the system more sensitive to the same weather fluctuations. This yields a stochastic temperature equation and the key message: in the ice-affected regime, stronger forcing amplifies long-term temperature variance. This is a joint work with F. Flandoli and M. Lenzi. Tutti gli interessati sono invitati a partecipare. Saluti, Marta Leocata

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Upcoming PhD Course: Python for Finance at Roma Tre University
by Francesco Cesarone 16 Feb '26

16 Feb '26

Dear All, I am pleased to announce a new PhD course, "Python for Finance," offered as part of the PhD Program in Quantitative Finance and organized by the Research Group on Quantitative Finance at the Department of Business Studies, Roma Tre University. Python for Finance (PhD Course) Lecturer: Kevyn Stefanelli – Professor in Finance, Università degli Studi della Tuscia (DEIM) Total workload: 24 hours (8 lectures of 3 hours each) Schedule (15:00–18:00): * Monday, 23 February * Monday, 2 March * Monday, 9 March * Monday, 16 March * Monday, 23 March * Monday, 13 April * Monday, 20 April * Monday, 27 April Location: Department of Business Studies – Roma Tre University Via Silvio D’Amico, 77, 00145 Rome, Italy This course features a hands-on sequence of lectures using Jupyter Notebooks, blending live coding, guided exercises, and interactive discussions. Applications include financial data analysis, risk measurement, and portfolio optimization. Logistics / Registration: Due to organizational constraints, interested participants are kindly requested to email Francesco Cesarone (francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it>) and Fabio Fraschetti (fabio.fraschetti(a)uniroma3.it<mailto:fabio.fraschetti@uniroma3.it>) to register. For more information, please refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone

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Coding Week in Crete (June 2026) – Hyperbolicity Meets Stochasticity
by Francesco Giuseppe Cordoni 16 Feb '26

16 Feb '26

Dear colleagues, I want to advertise a Coding Week that will take place in Crete, 21-26 June 2026 https://elenagaburro.it/sunhype2026.html The event is organized into six working groups, each led by a professor/researcher. The main theme of the week is hyperbolic equations. One of the proposed projects is titled "Hyperbolicity Meets Stochasticity." The project focuses on the development and implementation of numerical methods for stochastic hyperbolic conservation laws. The stochastic components are addressed using advanced Monte Carlo techniques, such as multilevel Monte Carlo. Participants are expected to have a background in numerical methods for hyperbolic problems, while only minimal prior knowledge of stochastic concepts is required (e.g., familiarity with normal distributions and expected values). A central focus of the project will be to investigate which discrete solutions of stochastic hyperbolic problems preserve key structural properties. The event is particularly aimed at PhD students and early-career researchers (up to 3–4 years after the PhD). There are currently still open spots in this group. If you know potential candidates who might be interested, I would be very grateful if you could share this opportunity. For further information or expressions of interest, please contact Prof. Elena Gaburro (University of Verona) at elena.gaburro(a)univr.it. Best regards, Francesco G. Cordoni - Ph.D. Associate professor -------------------------------------------------- Laboratory of Applied Mathematics Department of Civil, Environmental and Mechanical Engineering University of Trento Via Mesiano,77, 38123 Trento, ITALY e-mail: francesco.cordoni(a)unitn.it --------------------------------------------------

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CEMA 2026 - Paris (fwd)
by Tiziano Vargiolu 16 Feb '26

16 Feb '26

Call For Papers Commodity and Energy Markets Association (CEMA) 2026 Annual Meeting ESSEC Business School, Paris, June 15;16, 2026 www.cema2026.com The “10th Anniversary” 2026 Annual Meeting of the Commodity and Energy Markets Association (CEMA) will be held at ESSEC Business School (Paris campus) on June 15th– 16th, 2026. The conference follows a series of CEMA meetings, the first of which took place in Paris in 2016, as well as a longer sequence of events organized by Álvaro Cartea and Andrea Roncoroni devoted to Energy and Commodity Finance, beginning with a meeting in London in 2004. These include meetings in Oxford (2017), Rome (2018), Pittsburgh (2019), Madrid (2020–21, online), Chicago (2022), Budapest (2023), Boston (2024), and Houston (2025). Complete information about CEMA is available at www.cem-a.org AWARDS: 1. CEMA Best Paper Award (€500) 2. CEMA Best PhD Paper Award (€500) 3. ESSEC-Amundi Best Asset Management Paper Award (€1,000) 4. Lifetime Achievement Award IMPORTANT DATES: Dec. 1, 2025: Paper submission starts March 1, 2026: Paper submission deadline April 1, 2026: Notification of acceptance & Registration opening May 1, 2026: Registration closing May 15, 2026: Paper assignment to discussants PAPER SUBMISSIONS: Completed manuscripts or drafts can be submitted starting on December 1, 2025, through the conference website cema2026.com (Abstracts and extended abstracts will not be considered).

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Spring Probability Day 2026 in Florence
by Gianmarco Bet 16 Feb '26

16 Feb '26

Dear colleagues, Save the date! The Spring Probability Day 2026 <https://sites.google.com/unifi.it/florence-probability-group/probability-da…> will take place on the *8th of May* at the University of Florence. The speakers will be Perla Sousi (University of Cambridge) and Laurent Miclo (Toulouse School of Economics). As usual, each speaker will give an introductory lecture followed by a research seminar. Looking forward to welcoming you in Florence! Luisa Andreis, Luca Avena, Gianmarco Bet, and Elia Bisi

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Call for paper – 3rd Verona Early Career Workshop, May 12–13, 2026
by Cecilia Mancini 16 Feb '26

16 Feb '26

Dear all, we are writing to inform you about the 3rd Verona Early Career Workshop in Economics and Mathematical Finance, which we are organizing at the Department of Economics at the University of Verona and which will take place on May 12–13, 2026, in Verona. The workshop is aimed at PhD students and early-career researchers (PhD obtained no more than 2 years ago) and seeks to foster the exchange of ideas among young scholars. This year, for the first time, the workshop explicitly opens to topics in Mathematical Finance and Statistics, alongside the traditional areas of economics. The keynote speaker will be Erich Battistin (University of Maryland). The abstract submission deadline is February 28, 2026. Participation is free, and the workshop includes coffee breaks and the social dinner. You can find all the relevant information at the following links: * Workshop webpage: https://lnkd.in/dSxEE4Xj * Call for Papers: https://lnkd.in/dPrGrdaU * Submission form: https://lnkd.in/dNbpMzEN For any questions: ecwef26(a)dse.univr.it<mailto:ecwef26@dse.univr.it> We would be very grateful if you could help us promote the call, for instance by sharing it on your social media channels (LinkedIn, X) or by forwarding it to relevant contacts and academic networks, particularly among PhD students and early career researchers. Thank you very much for your support and for helping us disseminate this initiative. Best regards, Clara Fertonani Marco Scaratti Andrea Stanghellini

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Seminario Padova - Lucio Galeati
by alekos.cecchin＠unipd.it 13 Feb '26

13 Feb '26

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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Three-day workshop Advances in Risk Modelling at ETH Zurich
by Davide Pirino 12 Feb '26

12 Feb '26

The three-day workshop Advances in Risk Modelling at ETH Zurich on July 6-8 2026 will showcase recent advances in risk modeling and quantification. A major theme will be to identify and address challenges posed by complex data structures, rare and extreme events, and intricate forms of dependence arising in these areas. The format of the workshop is a combination of invited presentations by leading international experts, contributed flash talks together with a poster presentation and a panel discussion with panelists from industry and academia. Moreover, there will be ample time for networking and informal discussion. Young researchers are specifically encouraged to submit a flash talk. Invited speakers include *Hansjörg Albrecher*, Université de Lausanne *Valérie Chavez*, Université de Lausanne *Marie-Pier Côté*, Université Laval *Clément Dombry*, Université de Franche-Compté *Christian Genest*, McGill University *Nicola Gnecco*, Imperial College London *Marius Hofert*, The University of Hong Kong *Philippe Naveau*, CNRS *Natalia Nolde*, The University of British Columbia *Silvana Pesenti*, University of Toronto *Johan Segers*, KU Leuven *Almut Veraart*, Imperial College London *Ruodu Wang*, University of Waterloo Important *deadlines* *16 March 2026:* - Applications for contributions to poster sessions/flash talks - Application for funding for young researchers (limited amount, application via the conference webpage) *30 June 2026:* - General Registration For further information see the *conference webpage* Advances in Risk Modeling – FIM - Institute for Mathematical Research | ETH Zurich <https://math.ethz.ch/fim/activities/conferences/advances-in-risk-modeling.h…> We are looking forward to meeting you in Zurich in July. The organizers Rüdiger Frey (Wirtschaftsuniversität Wien), Johanna Neslehova (McGill University), Johanna Ziegel (ETH Zürich)

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PhD in Finance and Economics, Call of Interest
by Davide Pirino 12 Feb '26

12 Feb '26

*PhD in Economics and Finance @Tor Vergata, **Call for Interest A.Y. 2026/2027 * The Department of Economics and Finance of the University of Rome Tor Vergata is now advertising the PhD positions for the next academic year with a full grant, which amounts to €16,243 per year (about €1,200 per month net of taxes, increased by 50% during the periods – up to one year - spent abroad for study and research). A prerequisite for participating in the program is a M.Sc. university degree in Economics, Mathematics, Statistics, or equivalent. All admissions are conditional on obtaining the MSc degree before the beginning of the program. The selection is based on the evaluation of the candidate’s profile from the documentation provided and a personal interview. Interested candidates are invited to send to admin(a)phdef.uniroma2.it all the required documents listed in the attached document. *Deadline:* *March 1, 2026* Promising applicants will be invited to an interview. Due to the limited number of available positions, we strongly encourage early applications. Selected applicants will be invited to submit a formal application for the admission procedure in accordance with the official Call for Applications issued by the University of Rome Tor Vergata, in Spring 2026. -- Davide Pirino. Department of Economics and Finance, Tor Vergata University of Rome. Via Columbia 2, 00133 Roma. website: https://economia.uniroma2.it/faculty/374/pirino-davide-erminio

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Workshop "Anomalous Transport and Anomalous Diffusion"
by Giacomo Ascione 11 Feb '26

11 Feb '26

Dear colleagues, We recall that the registration procedure for the workshop “Anomalous Transport and Anomalous Diffusion”, which will take place at Scuola Normale Superiore di Pisa on March 16-20, 2026, is about to end. Registrations will close on the 20th of February. This workshop is primarily intended for researchers and students in Probability, Mathematical Physics, and Statistical Mechanics. The workshop will focus on anomalous diffusion and transport phenomena, particularly addressing topics such as the emergence of superdiffusion and subdiffusion from scaling limits, as well as their connection to space/time fractional equations. The program comprises three mini-courses, each consisting of six one-hour lectures, supplemented by a series of seminars of around 45 minutes given by distinguished national and international experts in the field. To foster networking among participants, a poster session is scheduled for Tuesday afternoon. ------------------------------ Mini-Courses - Luisa Beghin (Università La Sapienza di Roma) - Zhen-Qing Chen (University of Washington) - Tomasz Komorowski (Polish Academy of Sciences) - Takashi Kumagai (Waseda University) - Stefano Olla (Université Paris Dauphine and) ------------------------------ Seminars - Giada Basile (Università La Sapienza di Roma) - Krzysztof Bogdan (Wroclaw University of Science and Technology) - Tomasz Grzywny (Wroclaw University of Science and Technology) - Jozsef Lorinczi (Renyi Institute of Mathematics) - Michal Ryznar, (Wroclaw University of Science and Technology) - Marielle Simon (Université Lyon 1) - Bruno Toaldo (Università degli Studi di Torino) - Vanja Wagner (University of Zagreb) ------------------------------ Registration Participation in the event is free of charge but registration is mandatory. The registration form is available on the workshop webpage <https://indico.sns.it/event/133/overview>, with a deadline on February 20, 2026. If you have any questions, feel free to contact us at antrandi26(a)gmail.com. For more information, see the workshop webpage <https://indico.sns.it/event/133/overview>. Thanks for sharing with those who might be interested! Best regards, The organising committee Giacomo Ascione Franco Flandoli Lorenzo Marino

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Avviso seminario di Nicos Georgiou
by Enrica Pirozzi 11 Feb '26

11 Feb '26

Si prega di leggere l'avviso di seminario in allegato e si riporta di seguito il link: Seminar of Nicos Georgiou | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/39786961397454?p=CXHrvB3TaWA6v6xsoA>

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CSAMA BIOLOGICAL DATA SCIENCE SUMMER SCHOOL (24-29 MAGGIO 2026)
by Eventi Scienze Statistiche 11 Feb '26

11 Feb '26

*CSAMA Biological Data Science*, la scuola estiva intensiva dedicata alle tecniche di analisi statistiche per dati biologici e biomedici molecolari moderni, torna nel 2026 con la ventiduesima edizione, in programma *da domenica 24 a venerdì 29 maggio a Bressanone (BZ)*. Le lezioni comprenderanno aspetti teorici ed esercizi in R e saranno accompagnate da sessioni di discussione più informali. *Le registrazioni sono aperte*. Tutte le info e il programma sono disponibili sul sito csama2026.bioconductor.eu. *CSAMA Biological Data Science*, the intensive summer school dedicated to statistical analysis techniques for modern molecular biological and biomedical data, returns in 2026 for its 22nd edition, scheduled *from Sunday, May 24th to Friday, May 29th in Bressanone (BZ), Italy*. The lessons will include theoretical aspects and exercises in R, along with more informal discussion sessions. *Registration is now open*. All information and the program are available on the website csama2026.bioconductor.eu.

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Postdoc position in Probabilistic Combinatorics or Discrete Probability
by Mihyun Kang 10 Feb '26

10 Feb '26

Postdoc position in Probabilistic Combinatorics or Discrete Probability One postdoc position is available in the Combinatorics Group at TU Graz, Austria, in cooperation with the SFB Discrete random structures: enumeration and scaling limits (https://sfbrandom.univie.ac.at/) and with the FWF-DFG international project Sparse random combinatorial structures (https://www.math.tugraz.at/comb/grants/index2.php?link=I6502) The position is a full-time research position without teaching duties. The candidate should exhibit a strong background and track record in Probabilistic Combinatorics or Discrete Probability, especially in matchings and perfect matchings in random graphs, monomer-dimer models and related topics. - Starting date of employment: between April and November 2026 (upon mutual agreement) - Contract duration: 12 months - Annual gross salary: 70.200,20 EUR Application documents: - a cover letter (including a short description of research interests) - Curriculum Vitae (including list of publications) - a list of two persons who may be contacted for reference letters All application documents in a single PDF-file should be submitted to Ms Karin Kernbichler karin.kernbichler(a)tugraz.at Applications received by 28 February 2026 will be given full consideration. Later applications will be considered until the position is filled. For more details see the announcement at https://www.math.tugraz.at/comb/index.php?link=postdoc2026

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ClaDAG school 2026: ADVANCED STATISTICAL METHODS AND MODELS applied to sports data.
by Francesca Greselin 10 Feb '26

10 Feb '26

We are glad to announce the *CLADAG School 2026*, focused on the rapidly growing field of *Statistics in Sports*. This school offers a unique opportunity for PhD students, young researchers, and practitioners *to explore ADVANCED STATISTICAL METHODS AND MODELS applied to sports data.* *Program Highlights:* The curriculum features both theoretical lectures and hands-on sessions led by international experts: · *Andreas Groll (TU Dortmund)* · *Dimitris Karlis (Athens Univ. of Economics and Business)* · *Christophe Ley (Univ. of Luxembourg)* · *Ioannis Ntzoufras (Athens Univ. of Economics and Business)* · *Marica Manisera & Paola Zuccolotto (Univ. of Brescia)* *Key Details* · *Dates:* March 16 – 20, 2026 · *Location:* University of Brescia, Dept. of Economics and Management, Italy · *Coordinators:* Marica Manisera & Paola Zuccolotto *Registration & Deadlines* Participation is strictly limited to *28 participants*. Selections are made on a *first-come, first-served basis*, subject to a CV review by the Scientific Committee. *Apply Now: *https://bodai.unibs.it/bdsports/cladag-school-2026/ NOTE: Early registration fees will apply. Given the limited capacity, we strongly encourage interested candidates to submit their application and CV as soon as possible. Best regards, *The Organizing Committee* *CLADAG School 2026*

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post doc position in Grenoble
by Francesco Caravenna 10 Feb '26

10 Feb '26

Ricevo e inoltro. > Da: HUGO VANNEUVILLE <hugo.vanneuville(a)univ-grenoble-alpes.fr> > Oggetto: post doc position in Grenoble > Data: 9 febbraio 2026 alle ore 18:20:34 CET > > Dear colleagues, > > I am opening a postdoc position next year in Grenoble. I would be grateful if you could transfer the following announcement to potential candidates. Depending on the subject, we will propose a co-supervision with Barbara Dembin (Strasbourg). > > Thank you a lot, > Best regards, > Hugo > > ------------------------------------------------------------------------------------------ > > 2 years postdoctoral position in Probability at Institut Fourier (Grenoble) starting in September 2026: > > - The postdoctoral position is funded by the ANR "Agence Nationale de la Recherche" project COCONUT "Correlations in percolation, chaos and noise sensitivity". > > - The research areas include: Percolation, First Passage Percolation, Ising model, disordered chaos, noise sensitivity, sharpness of phase transitions, planar statistical mechanics models. Depending on the subject, we will propose a co-supervision with Barbara Dembin (Strasbourg), or other members of the ANR project. > > - There will be several workshops organized every year for this ANR project. Members of the project -- in addition to Barbara Dembin and myself -- include Loren Coquille (Grenoble), Malo Hillairet (Grenoble), Franco Severo (Paris), Jean Vereecke (Grenoble) and Julien Verges (Stockholm). > > - The salary is 2 676 euros per month (between year 0 and 3 after PhD) or 3 006 euros per month (between year 3 and 7 after PhD) (net amounts before withholding tax). The postdoc would obtain financial support to attend conferences and invite collaborators. > > - The starting date is September 2026) but a slightly later date is possible if necessary. > > - The application form is not yet available online but should be soon. You will find all the information you need to apply as soon as possible on my website [ https://hugo-vanneuville.perso.math.cnrs.fr/index_en.html ]. Please feel free to contact Barbara Dembin and myself before then. > > Contacts: Barbara Dembin [ barbara.dembin(a)math.unistra.fr <mailto:barbara.dembin@math.unistra.fr> ] ; Hugo Vanneuville [ hugo.vanneuville(a)univ-grenoble-alpes.fr <mailto:hugo.vanneuville@univ-grenoble-alpes.fr> ]

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Program WMFW
by Claudia Ceci 10 Feb '26

10 Feb '26

Dear all, The *Women in Mathematical Finance Workshop* will take place on February 12-13 at the MEMOTEF Department, Sapienza University of Rome (Faculty of Economics, Via del Castro Laurenziano 9, Aula Onida, third floor). Due to a hacker attack, the webpage is currently unavailable, so we are sharing the program https://lnkd.in/dS-KUHKV *On behalf of the Organizing Committee,* Claudia Ceci *Dept. **MEMOTEF, "Sapienza" University of Rome (Italy)* Via del Castro Laurenziano, 9 - 00161 Rome, ITALY @-mail: claudia.ceci(a)uniroma1.it <sergio.bianchi(a)uniroma1.it> -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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IFCS 2026 - Call for Abstracts and Registration
by Giorgia Zaccaria 10 Feb '26

10 Feb '26

Dear All, We would like to inform you that the Call for Abstracts for *IFCS 2026* <https://ifcs2026.unimib.it/> is open and available at Submissions - International Federation of Classification Societies Conference 2026 <https://ifcs2026.unimib.it/submissions/>. The *deadline *for abstract submission is *March 15th, 2026*. Conference *registration *is also open and available at Registration - International Federation of Classification Societies Conference 2026 <https://ifcs2026.unimib.it/registration-2/>. The registration deadlines are as follows: - *Early* registration: until *May 8th, 2026*. - *Standard *registration: May 9th, 2026 - *June 15th, 2026.* - *Late *registration: after June 15th, 2026. The conference will host two satellite events - two tutorials and a data challenge - *both scheduled for Monday, July 13th, 2026*. The tutorials are as follows: *1. Machine Learning with Functional Data: From Statistical Methods to Deep Architectures* Lecturer*: **Alberto Suárez González* (Universidad Autónoma de Madrid) 2. *Hidden but Powerful: Practical Insights into Latent Markov Models to Discover Dynamics in Longitudinal Data * Lecturer*: **Fulvia Pennoni* (University of Milano-Bicocca) More information on the tutorials is available at Tutorials - International Federation of Classification Societies Conference 2026 <https://ifcs2026.unimib.it/tutorials/>. Best regards, The Local Organizing Committee of IFCS 2026 *Francesca Greselin, Luca Brusa, Andrea Cappozzo, Alessandro Casa, Francesca De Battisti, Francesco Denti, Sónia Dias, Andrea Marletta, Marta Nai Ruscone, Giorgia Zaccaria, Mariangela Zenga* Dr. Giorgia Zaccaria, Ph.D. Tenure-Track Assistant Professor (RTT) University of Milano-Bicocca Personal pages: Giorgia Zaccaria Personal page <https://giorgiazaccaria.github.io/> - Giorgia Zaccaria ResearchGate <https://www.researchgate.net/profile/Giorgia-Zaccaria> - ‪Giorgia Zaccaria‬ - ‪Google Scholar‬ <https://scholar.google.it/citations?user=svSITAkAAAAJ&hl=it>

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