- Random - Mailing list — Dipartimento di Matematica, UniPI

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

03 Dec '25

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

1 0

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

02 Dec '25

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

1 0

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

02 Dec '25

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

1 0

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

01 Dec '25

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

1 0

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

01 Dec '25

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

1 0

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

01 Dec '25

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

1 0

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

30 Nov '25

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

1 0

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

28 Nov '25

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

1 0

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

27 Nov '25

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

1 0

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

27 Nov '25

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

1 0

Course by Andrea CREMASCHI (IE University) at University of Torino
by Matteo Giordano 27 Nov '25

27 Nov '25

Dear Colleagues, As part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting) we are pleased to announce the following course: ——————————————————— Andrea CREMASCHI (IE University Madrid) BAYESIAN MIXTURE MODELS AND NONPARAMETRICS (16 HOURS) This course introduces Bayesian approaches to mixture modelling and nonparametric inference. Starting from finite mixture models, it explores Bayesian nonparametrics through the Dirichlet Process (DP) and mixtures with random number of components (Mixtures of Finite Mixtures, MFM). Students will gain both theoretical understanding and practical experience with modern computational algorithms for posterior inference and clustering applications. ——————————————————— The course will be held exclusively in-person, according to the following schedule: - Tue Dec 2, h. 16-18 - Wed Dec 3, h. 14-16 - Thu Dec 4, h. 14-16 - Tue Dec 9, h. 16-18 - Wed Dec 10, h. 14-16 - Thu Dec 11, h. 14-16 - Wed Dec 17, h. 14-16 - Thu Dec 18, h. 14-16 Course location: Laboratorio Informatico "A. Sembenelli", third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to everyone interested. Best regards, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

1 0

Online seminar - Department of Economics - Ca' Foscari University of Venice
by Antonella Basso 27 Nov '25

27 Nov '25

Dear all, the Department of Economics of Ca' Foscari University of Venice organizes the following online seminar on*Friday, November 28 at 12:15 (ZOOM only)* by *Guglielmo Alessandro Visentin* (University of Reading) *The Financial Cost of Biodiversity Loss for SMEs *(joint with Lisa Schopohl and Simone Varotto) /Abstract: In this study, we investigate the impact of biodiversity loss on the performance of small and medium-sized enterprises (SMEs) in the United Kingdom and Ireland. Leveraging firms’ financial information and postcodes from Moody’s Bureau van Dijk and the Biodiversity Intactness Index – a geospatial dataset developed by the Natural History Museum – we geo-locate SMEs, quantify biodiversity loss in the area where firms operate, and assess their exposure to biodiversity-related risks over time. We then employ a fixed effects regression model to estimate the effect of biodiversity loss on firm performance. Our findings indicate that a one-standard-deviation decline in biodiversity leads to a statistically significant reduction in firm operating income by 0.59 percentage points. This impact is economically meaningful when benchmarked against the sample’s average operating income. Moreover, SMEs located in more ecologically degraded areas are found to be more exposed to biodiversity-related risks. We also provide evidence of the materiality of dependency risk, while transition risk appears to be non-material within the UK context. The results remain robust across various econometric specifications and when controlling for climate risk factors./ / / The Zoom link is: *https://unive.zoom.us/j/81355902934?pwd=4UWO6ugBkddwqj1v3RCbMNzPhOpIIh.1 ID riunione: 813 5590 2934 Passcode: dN548g */ / More information available here <https://www.unive.it/data/agenda/3/108966>/. / Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

1 0

Probability and Analysis 2026 — Registration and Call for Talks and Posters
by Krzysztof Bogdan 27 Nov '25

27 Nov '25

Dear Colleagues, We would be grateful if you could consider or forward the following information to your collaborators or students. The conference Probability and Analysis 2026 will be held on 11–15 May 2026 in Będlewo, Poland. We accept talks and posters. The conference highlights recent developments at the intersection of probability and analysis, with sessions devoted to Markov processes, complex stochastic systems, PDEs and stochastic PDEs, harmonic analysis and martingales, and integrable probability. Further information and the registration form are available at: https://panda2026.pwr.edu.pl/ We look forward to seeing you in Będlewo. With best regards, Krzysztof Bogdan on behalf of the Organizers

1 0

PhD positions at Imperial
by Passeggeri, Riccardo 27 Nov '25

27 Nov '25

Salve a tutti, Vorrei segnalarvi diverse borse di dottorato (PhD positions) nel Dipartimento di Matematica dell’Imperial College London: 1. CDT in Statistics and Machine Learning (joint with Oxford): https://statml.io/ 2. CDT in Mathematics for our Future Climate (joint with Reading and Southampton): https://www.mfccdt.ac.uk/ 3. Departmental PhD positions: https://www.imperial.ac.uk/mathematics/postgraduate/doctoral-programme/pros… 4. Dispongo di fondi per un dottorando da reclutare quest’anno. Per chi fosse interessato, non esiti a contattarmi: https://sites.google.com/site/riccardopasseggeri Cordiali Saluti, Riccardo

1 0

Seminars in Statistics at Collegio Carlo Alberto - Andrea CREMASCHI (IE UNIVERSITY MADRID)
by Matteo Giordano 27 Nov '25

27 Nov '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 05/12/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Andrea CREMASCHI (IE UNIVERSITY MADRID) Title: Dependent Dirichlet-multinomial processes with random number of components Abstract: Bayesian nonparametric methods under partial exchangeability have largely focused on infinite support priors, yet almost-surely finite dimensional dependent mixtures remain underexplored despite their strong theoretical guarantees and performance in the exchangeable case. A novel class of finite dependent Dirichlet-multinomial processes and their counterparts are introduced, incorporating a prior on the number of components. The class is built on generalized Wishart unnormalized weights. It is proven that the normalized diagonals of correlated Wishart matrices admit a hierarchical negative binomial Dirichlet representation whose marginal laws are Dirichlet. The key distributional properties of the induced random probability measures are derived, showing they can achieve any prescribed dependence level and support efficient posterior computation without the need for costly variable augmentation schemes. The practical advantages of the proposed processes are further demonstrated through extensive simulation studies and the analysis of two real datasets: A benchmark dataset and a case study on sex-specific gene expression differences in the human brain, highlighting its flexibility and computational efficiency in capturing complex dependence structures. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 03/12/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

1 0

REMINDER: OWABI - Clara Grazian - November 27 - 11am UK time
by Massimiliano Tamborrino 26 Nov '25

26 Nov '25

Dear all, this is a kind reminder of the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> by Clara Grazian<https://www.sydney.edu.au/science/about/our-people/academic-staff/clara-gra…> (University of Sidney), who will talk about "Approximate Bayesian Computation with Statistical Distances for Model Selection" tomorrow, Thursday the 27th November at 11am UK time, with an abstract reported below. Abstract: Model selection is a key task in statistics, playing a critical role across various scientific disciplines. While no model can fully capture the complexities of a real-world data-generating process, identifying the model that best approximates it can provide valuable insights. Bayesian statistics offers a flexible framework for model selection by updating prior beliefs as new data becomes available, allowing for ongoing refinement of candidate models. This is typically achieved by calculating posterior probabilities, which quantify the support for each model given the observed data. However, in cases where likelihood functions are intractable, exact computation of these posterior probabilities becomes infeasible. Approximate Bayesian computation (ABC) has emerged as a likelihood-free method and it is traditionally used with summary statistics to reduce data dimensionality, however this often results in information loss difficult to quantify, particularly in model selection contexts. Recent advancements propose the use of full data approaches based on statistical distances, offering a promising alternative that bypasses the need for handcrafted summary statistics and can yield posterior approximations that more closely reflect the true posterior under suitable conditions. Despite these developments, full data ABC approaches have not yet been widely applied to model selection problems. This paper seeks to address this gap by investigating the performance of ABC with statistical distances in model selection. Through simulation studies and an application to toad movement models, this work explores whether full data approaches can overcome the limitations of summary statistic-based ABC for model choice. Keywords: model choice, distance metrics, full data approaches Reference: C. Grazian, Approximate Bayesian Computation with Statistical Distances for Model Selection, preprint at ArXiv:2410.21603, 2025 The talk will be hosted on MS Teams Link: OWABI - Clara Grazian - Approximate Bayesian Computation with Statistical Distances for Model Selection | Meeting-Join | Microsoft Teams<https://teams.microsoft.com/meet/36518340835776?p=V9GRQQoSQKpFBofF2W> Meeting ID: 365 183 408 357 76 Passcode: 6Fg9nW7T Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Invitation to submit minisymposia at ECMI2026 conference
by Alessandra Micheletti 25 Nov '25

25 Nov '25

Inoltro di seguito l’invito in oggetto da parte degli organizzatori di ECMI2026 https://ecmi2026.org/ecmi2026 Dear colleagues, As chair of organizing committee of ECMI2026 conference (29 June – 03 July 2026, Kaunas, Lithuania) I’d like to encourage you to suggest / register mini-symposia. The registration can be done at https://ecmi2026.org/deadlines. A mini-symposium is a set of several short, thematically connected talks organized around one specific topic. Each mini-symposium will include 3–5 speakers who present (15-20 min) their research, followed by discussion. Organizing a mini-symposium provides an excellent opportunity to bring together experts working on a focused topic, highlight emerging research directions, and strengthen collaboration within the community of industrial and applied mathematics. It is also a great way to increase the visibility of your research area and to stimulate discussion among participants with shared scientific interests. When submitting your proposal, you will be asked to provide the title of the mini-symposium, a brief description of its theme, and a preliminary list of potential speakers. If you have any questions regarding the format or the submission process, feel free to contact the organizing committee at ecmi2026(a)ktu.lt<mailto:ecmi2026@ktu.lt>. The deadline for registration is 31 December 2025. P.S. To help enhance the visibility of both your mini-symposium and the conference, we encourage you to follow and share our official LinkedIn event page: https://www.linkedin.com/events/23rdecmiconferenceonindustriala734791528174… . The hottest news, pictures and updates are also provided there. ------------------------------------------- Prof. Dr. Audrius Kabasinskas Dept. of Mathematical Modeling Kaunas University of Technology Studentu 50-144, LT - 51368 Kaunas, Lithuania Orcid: 0000-0001-6863-5895<https://orcid.org/0000-0001-6863-5895> Member of MSCA Industrial Doctoral Network on Digital Finance - Reaching New Frontiers<https://www.digital-finance-msca.com/> Organiser of ECMI conference 2026: https://ecmi2026.org/

1 0

Seminar Torrisi at Tor Vergata, December 1
by Michele Salvi 25 Nov '25

25 Nov '25

Dear all, On Monday, December 1st, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Giovanni Luca Torrisi (CNR) with the seminar "Posterior Bayesian Neural Networks with Dependent and Heavy-Tailed Weights” Abstract: We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights. These networks have been introduced to alleviate the drawbacks due to a Gaussian initialization. In a Bayesian framework, when the likelihood is Gaussian, we identify the posterior distribution of the output in the sequential wide-width limit and, in the shallow case, we compute explicitly the posterior distribution of these models. The talk is based on a joint work with Nicola Apollonio and Giovanni Franzina. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Torrisi | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/37478212870196?p=ZvSguZtFDlcsnw2iv2> The seminar is part of the Excellence Project MatMod@TOV.

1 0

XIII Bachelier World Congress – Call for Participation
by Silvia Romagnoli 25 Nov '25

25 Nov '25

Dear Colleagues, We would be grateful if you could consider the following announcement or kindly forward it to your collaborators and students. The XIII Bachelier World Congress will take place in Bologna, Italy, on 29 June – 3 July 2026. The Bachelier Congress is one of the leading international events in mathematical finance, bringing together researchers and practitioners working in areas such as: * stochastic analysis and its applications to finance * quantitative risk management * financial econometrics * numerical methods in finance * energy and climate finance * machine learning in finance The program will include invited plenary lectures, mini-symposia, and opportunities for contributed talks and posters. Further information, including the list of speakers, the call for mini-symposia, and the registration form, is available on the conference website: https://eventi.unibo.it/bachelier We look forward to welcoming you to Bologna for an exciting edition of the Bachelier World Congress. With best regards, Silvia Romagnoli on behalf of the Organizing Committee Silvia Romagnoli GrEnFIn EMJM Coordinator GrEnFIn Program Director Dipartimento di Scienze Statistiche Università di Bologna Tel. +39 051 2098364 silvia.romagnoli(a)unibo.it [social-image.png]

1 0

SPASS seminar: room change
by Francesco Grotto 25 Nov '25

25 Nov '25

Dear colleagues, due to a schedule change of renovation works, the SPASS seminars of this afternoon will take place in *_Aula Magna_, Dip. Matematica, Pisa.* Titles, abstracts and a link for online participants are available on the SPASS website <https://sites.google.com/unipi.it/spass>. Best Francesco Grotto

1 0

Fwd: Probability and Analysis 2026 — Registration and Call for Talks
by Antonio Agresti 25 Nov '25

25 Nov '25

Ricevo ed inoltro. ---------- Forwarded message --------- Da: Probability and Anatysis 2026 <pa2026(a)pwr.edu.pl> Date: lun 24 nov 2025 alle ore 21:07 Subject: Probability and Analysis 2026 — Registration and Call for Talks To: Dear Colleagues, We would be grateful if you could consider or forward the following information to your collaborators or students. The conference Probability and Analysis 2026 will be held on 11–15 May 2026 in Będlewo, Poland. We accept talks and posters. The conference highlights recent developments at the intersection of probability and analysis, with sessions devoted to Markov processes, complex stochastic systems, PDEs and stochastic PDEs, harmonic analysis and martingales, and integrable probability. Further information and the registration form are available at: https://panda2026.pwr.edu.pl/ We look forward to seeing you in Będlewo. With best regards, Krzysztof Bogdan on behalf of the Organizers

1 0

Call for Ph.D. Positions in Mathematics at GSSI – a.y. 2026/27
by Serena Cenatiempo 21 Nov '25

21 Nov '25

Dear colleagues and friends, We would like to draw your attention to the open call for 10 Ph.D. positions for the doctoral program in "Mathematics in Natural, Social and Life Sciences" at the Gran Sasso Science Institute (GSSI) in L’Aquila (Italy). Please find further details in the official call, available on this page <http://www.gssi.it/phd/>, or the related MathJobs post <https://www.mathjobs.org/jobs/list/27643>. The application deadline is January 13, 2026 (at 3 pm CET). Applications are submitted through the GSSI application portal <http://www.gssi.it/phd/>. The start date of the Ph.D. program is November 1, 2026. We would be grateful if you could circulate this announcement among potentially interested candidates. Please also find at this link <https://gssi.it/communication/news-events/item/download/5481_d8411a6c568861…> a printable version of our program flyer, which you may share on your Institution’s notice board. For questions and general inquiries, please contact us at applications(a)gssi.it. Best regards, Serena Cenatiempo Chair of the Ph.D. program in Mathematics (on behalf of the GSSI PhD Governing Board) -------------------------------------------------- Serena Cenatiempo, Prof. Gran Sasso Science Institute Phone: +39 0862 428 0276 Viale Rendina 24 67100 - L'Aquila (Italy) E-Mail: serena.cenatiempo(a)gssi.it Website: http://www.serenacenatiempo.it/

1 0

Second call, Fintech2026, 29-30 January 2026, Pavia
by Giacomo Bormetti 21 Nov '25

21 Nov '25

Dear Colleagues, This is a gentle reminder that the deadline (*December 14th, 2025*) for paper submission at the 4th edition of the '*International Fintech Research Conference (Fintech2026)*', January 29-30, 2026, Pavia, is approaching. Feel free to share with all interested people. Kind regards On behalf of the local organizing committee Giacomo Bormetti *** *International Fintech Research Conference* Finance, technology, methodologies University of Pavia January 29-30, 2026 The Conference <https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top…> aims to stimulate discussion and promote collaborations among researchers working in all areas of Fintech, providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields, including (but not limited to) theoretical analysis of the Fintech domain, AI and machine learning applications to Finance, Cryptocurrencies, Decentralized Finance, Big data analysis, Cybersecurity, Nowcasting, Text analysis in Finance, and Network analysis in Finance. The Conference establishes a *prize for the best paper* presented by young researchers. *Submission Fees* *100,00 EUR*: the fee covers coffee breaks, lunches, and the social dinner *60,00 EUR*: for people attending the social dinner only The Conference is the fourth edition of an annual initiative promoted by the *Fintech Research Network* <https://www.fintechlab.it/network/>, steered by a group of researchers working in all areas of Fintech. The network aims to develop proactive research initiatives, including conferences, summer schools, workshops, seminars, and research projects, within the Fintech framework. *Keynote speakers*: - *Agostino Capponi*, Columbia University - *Frédéric Vrins*, Université Catholique de Louvain *Scientific Committee*: Matteo Barigozzi, Francesco Bartolucci, Emilio Barucci, Giacomo Bormetti, Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà-Talamanca, Paolo Giudici, Fabrizio Lillo, Daniele Marazzina, Silvia Muzzioli, Claudio Tebaldi. *Organizing Committee*: Giacomo Bormetti, Riccardo Brignone, Paolo Giudici, Andrea Pallavicini, Emanuela Raffinetti, Alessandro Spelta, Lorenzo Trapani. *Important Dates* Abstract/Paper submission *December 14, 2025* Notification to authors *December 31, 2025* Conference registration *January 1-14, 2026*

1 0

Seminars Sapienza University: L. Cristofaro, W. Bock - 27-11-2025
by Luisa Beghin 21 Nov '25

21 Nov '25

Dear all, on* Thursday 27th November* the following seminars will be held at the *Department of Statistical Sciences, Sapienza University*: *Time: 14:30* *Speaker: Lorenzo Cristofaro (University of Luxembourg)* *Title: *A novel p-Poincaré inequality and a multiplication formula *Abstract:* We show a novel family of p-Poincaré inequalities for almost surely finite random variables (p ∈ [1, 2]). Regarding the case of multiple Wiener-Ito integrals, our results yield general multiplication formulae on the Poisson space under minimal conditions, naturally expressed in terms of diagrams and/or contraction operators. *Time: 15:15* *Speaker: Wolfgang Bock (Linnaeus University, Vaxjo, Sweden)* *Title: *The characterization of Malliavin-Watababe-Sobolev spaces via the Bargmann-Segal Space *Abstract: *The characterization theorem and its corollaries set the foundation of the success of white noise analysis in the recent 30 years. On different occasions the fathers of the characterization J. Potthoff and L. Streit were asked by P. Malliavin and P.-A. Meyer if such a characterization is also possible for the Mallliavin-Watanabe Sobolev spaces. In this talk we present how we closed this gap and give a characterization of the Mallliavin-Watanabe Sobolev spaces with the help of the Bargmann-Segal transform. The characterization can also be generalized to the non-Gaussian setting. Examples will showcase the regularity of different objects. It will be possible to attend them in presence in *Room n.24*, Building CU002, p.le A.Moro 5, Rome (4th floor) and *online* at this link <https://uniroma1.zoom.us/j/84380852385?pwd=RDBrcVdvelRMM0VmczlXYWgwL2pPZz09> Best regards, Luisa *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910709 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- *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>*

1 0

2nd CAM-Risk conference - Pavia, 8-10 April 2026
by Giacomo Bormetti 21 Nov '25

21 Nov '25

Dear Colleagues, We are pleased to announce the *2nd CAM-Risk conference*, which will be held at the *Department of Economics and Management, University of Pavia*, *8-10 April 2026*. *Important dates* Paper submission deadline: December 15, 2025 Notification: January 15, 2026 Registration: February 20-28, 2026 Late Registration: March 20-25, 2026 *Confirmed keynote speakers* Francisco Herrera <https://dasci.es/personal/perfil/francisco-herrera-triguero/> (University of Granada) Klaas Knot <https://en.wikipedia.org/wiki/Klaas_Knot> (Former President of De Nederlandsche Bank <https://www.google.com/search?sca_esv=6c7f7ca6e8ee6a34&rlz=1C1CHBD_enIT1150…> and former Chair of the Financial Stability Board) Barbara Rossi <https://sites.google.com/site/barbararossiwebsite/research> (University of Pompeu Fabra) Josef Teichmann <https://people.math.ethz.ch/~jteichma/> (ETH Zurich) *Invited sessions* Bank of Italy session. Organizer: Iuri Marcucci <https://sites.google.com/view/jurimarcucci/home> (Bank of Italy) IMF session “Topic”. Organizer: Davide Furceri <https://cepr.org/about/people/davide-furceri> (IMF and University of Palermo) Topics of interest, without being exhaustive, concern 1. Growth and business cycle analysis 2. Quantitative Finance and Econometrics 3. New risks and financial stability 4. Migration, and the labor market 5. International trade challenges 6. Climate change and energy policies 7. European issues and Geopolitical risks 8. Ageing and the Progression of Disability: Insurance Models for Long-Term Care in Public and Private Systems More details are available at https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top… We are looking forward to meeting you in Pavia. Kind Regards Giacomo Bormetti On behalf of the Organizing Committee

1 0

corso di Dottorato Invariant measures of stochastic partial differential equations
by Carbone Raffaella 21 Nov '25

21 Nov '25

Gentili colleghi, vi comunichiamo che il corso di Dottorato *Invariant measures of stochastic partial differential equations* ( descrizione <https://drive.google.com/file/d/1UoL69FJkF5XKHXT9dY1eP9PIe5teWSx3/view>) tenuto dai proff. *Davide Augusto Bignamini e Francesco Carlo De Vecchi * inizierà la prossima settimana, il 25 novembre. Le lezioni si terranno nella sala riunioni del piano C (aula C12) del Dipartimento di Matematica "Felice Casorati" dell'Università degli studi di Pavia. Di seguito date e orari delle lezioni: Martedì 25/11/25 9:30-12:30 Martedì 2/12/25 9:30-12:30 Giovedì 11/12/25 14:00-17:00 Martedì 16/12/25 9:30-12:30 Per chi fosse impossibilitato a partecipare in presenza, i docenti hanno previsto la possibilità di seguire le lezioni anche online tramite la piattaforma *Zoom* https://unipv-it.zoom.us/j/94404093146?pwd=X2YsNwHxA5a47fU4VhzR3pzeZHOsph.1 ID riunione: 944 0409 3146 Codice d’accesso: 697608 Cordiali saluti, Raffaella Carbone Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

1 0

Reminder: OWPS's seminar today
by Federico Sau 20 Nov '25

20 Nov '25

Dear all, This is a reminder for today's seminar by Zoraida F. Rico (Bocconi) and Roberto I. Oliveira (IMPA), at 15:00-17:00 Rome time. All info here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers

1 0

SPASS seminars: E. Tassi and J. Coe
by Francesco Grotto 20 Nov '25

20 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminars, *Hamiltonian fluid models for plasmas in the presence of a strong guide field* by Emanuele Tassi (Observatoire de la Côte d'Azur), and *Transition densities for the 2d stochastic Navier-Stokes equations* by James Coe (University of Edinburgh), to be held consecutively on TUE 25.11.2025 at 14:00 and 15:00 CET in Sala Riunioni, Dipartimento di Matematica, UNIPI. A link for online participants will be shared on the website https://sites.google.com/unipi.it/spass Best, Francesco Grotto on behalf of the organizers ---------------------------------------------------------------- /Abstract (Tassi): Fluid models provide an effective tool for describing the dynamics of ionized gases such as plasmas. In particular, in some laboratory and astrophysical contexts (for instance, tokamak devices for thermonuclear fusion, or the solar wind) the dynamics of a plasma can be effectively described by means of fluid models assuming the presence of a dominant, constant in time, component of the magnetic field (strong guide field assumption). Several models of this kind have been derived and used for studying phenomena such as turbulence and magnetic reconnection. In the two-dimensional, non-dissipative limit, many of these models were shown to possess a reformulation in terms of advection equations for Lagrangian invariants. A paradigmatic example of this family of models consists of the two-field model derived by Schep, Pegoraro and Kuvshinov (Phys. Plasmas 1, 2843 (1994)). The formulation in terms of Lagrangian invariants is concomitant with the noncanonical Hamiltonian structure of these models.In this talk, I will show how the possibility of this reformulation and the existence of the corresponding noncanonical Hamiltonian structure can be traced back to the common origin of these models from a parent kinetic model of the so-called gyrokinetic, or drift-kinetic kind.With this approach, new Hamiltonian fluid models can also be derived, describing the evolution of an arbitrary number of Lagrangian invariants in two dimensions. Some general properties of models that can be derived by means of this approach will also be discussed. / /Abstract (Coe): We consider a family of 2d incompressible Navier-Stokes equations with Gaussian forcing that is white-in-time and coloured-in-space. We show that the laws of solutions at any given time are equivalent to those of the corresponding Ornstein-Uhlenbeck process, and in particular the invariant measures are equivalent.We establish a nonlinear version of the "time-shifted Girsanov method" of [Mattingly-Suidan, Mattingly-Romito-Su], enabling a direct comparison between the laws of nonlinear dissipative SPDEs. Then, exploiting the skew-symmetric structure of the Navier-Stokes nonlinearity, we construct a modified system that leaves the Gaussian measure invariant while remaining comparable to the Navier-Stokes dynamics. This talk is based on joint work with Martin Hairer and Leonardo Tolomeo. /

1 0

Job in Financial Mathematics, University of Limerick
by Eberhard.Mayerhofer 20 Nov '25

20 Nov '25

Dear Colleagues Applications are invited for the following position: Title of Post: Associate Professor B in Financial Mathematics JOB SYNOPSIS If you are seeking an academic career in a dynamic and cohesive Department of Mathematics and Statistics, then the new permanent Associate Professor position in our department should be of interest to you. The Department has a thriving research programme with a focus on the development of mathematical and statistical methods for real-world applications. Fields of interest include stochastic processes, optimisation, numerical analysis, inverse problems, survival analysis, complex systems, climate modelling and network science. The Department has an undergraduate programme in Financial Mathematics and is also responsible for teaching mathematics and statistics at all levels across the University. To support our growth, we are seeking to appoint an Associate Professor B (tenured) in Financial Mathematics. The successful candidate will have a doctoral degree in mathematics or equivalent discipline and a track record of excellent publications in journals relevant to financial mathematics. We seek candidates with leadership potential and a developing international reputation in research in one or more branches of financial mathematics. The successful candidate is expected to: teach at undergraduate and postgraduate levels, supervise undergraduate and postgraduate research, undertake administrative tasks associated with an academic position and undertake excellent research. Faculty of Science & Engineering Department of Mathematics & Statistics Contract Type: Permanent Salary Scale: €63,943 - €102,475 p.a. University of Limerick is a research-led, energetic and enterprising institution with a proud record of innovation and excellence in education and scholarships. We value creativity, curiosity and excellence in our inclusive community which is committed to social good. Our motto Eagna chun Gnímh translates as Wisdom for Action reflecting our mission to contribute to the discovery of new knowledge for a better world. Informal enquiries regarding the post may be directed to: Professor Ailish Hannigan Head, Department of Mathematics and Statistics University of Limerick Email: ailish.hannigan(a)ul.ie The closing date for receipt of applications is Wednesday, 10th December 2025 Applications must be completed online before 12 noon, Irish Standard Time on the closing date. Please note your application must include: A letter of introduction and a current CV indicating how you meet the criteria outlined in the Job description. A completed online application form. Please email erecruitment(a)ul.ie if you experience any difficulties Applications are welcome from suitably qualified candidates. Further information for applicants and application material is available online from: https://www.ul.ie/vacancies Many thanks for your interest in this role. Job ID : 080170 Close Date : 10-Dec-2025 12:00

1 0

Fwd: Postdoc position in Lyon in probability - mathematical physics (2026-2028)
by Faggionato, Alessandra 20 Nov '25

20 Nov '25

Buongiorno, ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- From: Christophe Garban <christophe.garban(a)gmail.com> Date: Thu, 20 Nov 2025 at 05:10 Subject: Postdoc position in Lyon in probability - mathematical physics (2026-2028) To: Cc: Avelio Sepúlveda <lsepulveda(a)dim.uchile.cl> Dear colleagues, I am currently advertising a two-year postdoc position in probability/mathematical physics in University of Lyon 1, with deadline December, 15th. Please transfer the announcement below to potential candidates. Thanks a lot! Best wishes, Christophe. ---------------------- Postdoc position in Lyon for 2026 Université Lyon 1 (funded by the ERC project Vortex) Applications are invited for a postdoc position in probability/mathematical physics at the University Lyon 1, in the Laboratoire Institut Camille Jordan. The postdoc is funded by the European Research Council grant "Vortex". Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. Practical information: (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocInLyon2026.pdf) - The position is for two years, with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). - No teaching. - A lot of activity around probability in Lyon. - Great city :-) - The expected starting date is September 2026, but a different date may be arranged. Application and deadline: Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com) before *December 15th, 2025.* Applicants should also arrange for up to three letters of recommendation to be sent to the same address. They will be evaluated first on December 16th, 2025 and then on a rolling basis. *Contacts: * Christophe Garban (christophe.garban(a)gmail.com) Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl) -- ************************************************* 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 *************************************************

1 0

Postdoc LPSM/LMO Paris/Orsay
by Ester Mariucci 19 Nov '25

19 Nov '25

Buongiorno, Ricevo e inoltro con piacere. Cordiali saluti, Ester — Dear colleagues, We have a 2 years postdoc position within the grant ANR BACKUP ( https://sites.google.com/view/anrbackup/home) to be spent simultaneously at LPSM in Paris (working with me and local members) and at LMO in Orsay, working with Gilles Blanchard/Guillermo Durand/Elisabeth Gassiat and local members. If you know potential candidates, could you let them know about the offer? Thank you very much! More details about the position can be found here (deadline for application: December 12) https://sites.google.com/view/anrbackup/postdoc-new The expected starting date is mid 2026 (in principle no later than Oct 1st). Best regards, Ismael Castillo

1 0

Open PhD student or postdoc position at Ulm University
by Robert Stelzer 19 Nov '25

19 Nov '25

Dear Colleagues, We are currently looking for a talented young researcher interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/fa3612da60fec4ad58b13bd42bd21… (German version: https://stellenangebote.uni-ulm.de/jobposting/12e41799e376ad74b10eca0678069…) the announcement for an open position as a PhD student or Postdoc (academic employee) at the Institute of Mathematical Finance at Ulm University starting April 2026 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer *For the Institute of Mathematical Finance we are looking for an* Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of statistics, data science, financial mathematics and stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on three quarters of a position. Your profile: o a very good master degree (Postdoc: PhD) in mathematics or a comparable degree o interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences o willingness to work on one’s own scientific qualification o very good command of English and ability to teach in English o Commitment, ability to work in teams and interest in interdisciplinary cooperation o interest in didactics and high-quality teaching Your responsibilities: o Contribution to the teaching and supervision duties of the institute. The formal teaching load is is 3-4 hours per week per semester, depending on the scope of employment. o Participation in the research projects of the institute o own further scientific qualification (e.g. PhD or habilitation) We offer: o Flexible working hours o Further scientific qualification o Job ticket, Job bike and further benefits of the public service *> Scope: Fulltime 100% or part-time 75% > Temporary: 2-3 years, in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) > Remuneration: TV-L EG 13 > Start: 01.04.2026 or later * ** We seek to increase the proportion of women in research and teaching and particularly encourage qualified female scientists to apply for this position. Severely disabled applicants with equal aptitude will be given preferential consideration. Full-time positions are generally divisible. *The university and what we offer:<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/>* *https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/* *<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/> Seize the opportunity and join us in shaping the future of the University! * *> Referenz-no.:* 25153 *> Application deadline:* 14.12.2025 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 **We look forward to your application via our online application portal <https://stellenangebote.uni-ulm.de/en/jobposting/326878d802cbbe926c5d24f92e…> -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

1 0

Seminar Andreis at Tor Vergata, November 24
by Michele Salvi 19 Nov '25

19 Nov '25

Dear all, On Monday, November 24th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Luisa Andreis (Università degli studi di Torino) with the seminar "Large deviations for the covariance process in fully connected Gaussian neural networks” Abstract: In this talk, we study fully connected Gaussian deep neural networks, focusing on their covariance process. In particular, we establish a large deviation principle (LDP) for this process in a functional framework, viewing it as a trajectory in the space of continuous functions. As key applications of our main results, we derive posterior LDPs under Gaussian likelihoods in both the infinite-width and mean-field regimes. We will outline the main ideas of the proof, emphasizing that it relies on an LDP for the covariance process regarded as a Markov process taking values in the space of non-negative, symmetric, trace-class operators equipped with the trace norm. This talk is based on joint work with F. Bassetti and C. Hirsch. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Andreis | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/33954601582872?p=ecTbLKmPt6bfiSYZvx> The seminar is part of the Excellence Project MatMod@TOV.

1 0

Fwd: Jobs at Warwick
by Tiziano De Angelis 17 Nov '25

17 Nov '25

Dear All, I am forwarding an annoucement about 2 assistant professor positions in the areas of Statistical Methodology and Theory, Computational Statistics and Machine Learning. Best wishes Tiziano De Angelis ------------- Dear All, Can I draw your attention to these two new assistant professor positions? https://warwick-careers.tal.net/vx/appcentre-ext/brand-4/spa-1/candidate/so… Best wishes, Saul ********************************* S D Jacka, Professor of Statistics Director of the Centre for Research in Statistical Methodology (CRiSM) Room 3.02, Mathematical Sciences Building, University of Warwick, Coventry CV4 7AL Tel: +44 24 7652 3371 *I do not work on Mondays or Fridays.*

1 0

Seminario Padova - Simone Baldassarri
by alekos.cecchin＠unipd.it 17 Nov '25

17 Nov '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (3 Ottobre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Simone Baldassarri (Gran Sasso Science Institute (GSSI)) <https://sites.google.com/view/simonebaldassarri> https://sites.google.com/view/simonebaldassarri Title: How opinions evolve on dense dynamic random graphs Date: October 3, 2025, at 14:30, 2AB40 Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. This talk is based on a joint work with P. Braunsteins, F. den Hollander and Michel Mandjes. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

2 3

REMINDER: [STAR Seminars] Tuesday Nov 18 - Ihsan Arharas
by Leonardo Tarquini 17 Nov '25

17 Nov '25

Dear all, This is a gentle reminder about this week's STAR seminar scheduled for tomorrow, November 18th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Møterom 1000 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/65363110080>. The speaker is Ihsan Arharas (Linnaeus University) with the talk: Title: American options under asymmetric information in the predictable setting Abstract: We study the valuation of American contingent claims with irregular payoff processes in a financial market where the buyer possesses additional information. The seller operates with respect to the public filtration, while the buyer acts under an initially enlarged filtration. In this setting, we investigate the value of the American contingent claim when the buyer exercises the option according to predictable stopping strategies, i.e. exercise rules that can be announced in advance. This formulation is particularly relevant in the absence of regularity, since enlargement may transform jump times that are totally inaccessible under the public filtration into predictable times under the enlarged one. Within this framework, the value of the American contingent claim is characterized through the solution of a reflected backward stochastic differential equation (RBSDE) in the predictable setting, and the difference between the two information structures provides a representation of the cost of the additional information. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

1 0

Seminario Maurice Duits Sapienza
by Gustavo Posta 17 Nov '25

17 Nov '25

Dear all, On Monday November 24, Maurice Duits (http://www.math.kth.se/~duits) will give a seminar at the Department of Mathematics "Guido Castelnuovo" (Sapienza Università di Roma). Please find the details below. GP ************************************************ Monday November 24 2025 16:15, Sala Consiglio del Dipartimento di Matematica "Guido Castelnuovo" Sapienza Università di Roma Speaker: Maurice Duits Title: The Gamma disordered Aztec diamond Abstract: The Aztec diamond, under the uniform measure on domino tilings, is one of the classic examples of an exactly solvable model in probability and statistical mechanics. Its rich geometric features—such as limit shapes and arctic boundaries—have long made it a cornerstone of integrable probability. More recently, variants of this model with doubly periodic weights have revealed that much of the underlying structure persists far beyond the uniform case and can be used to uncover new behaviors—such as regions with smooth disorder—that were previously out of reach. At the heart of these models lies a birational map that encodes their integrable character. In this talk, I will present a new disordered version of the Aztec diamond obtained by placing Gamma-distributed weights on its edges. Remarkably, these random weights preserve just enough structure to keep the model integrable, This allows us to provide rigorous confirmation of predictions from the physics literature—such as the absence of a phase transition in the free energy—and explain the emergence of n^2/3 fluctuations near the turning points. Remarkably, these turning points are related to certain integrable polymer models. The presentation is aimed at a broad mathematical audience and is based on on joint work with Roger van Peski. ************************************************ ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ----------------------------------------------------------------- -- *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>*

1 0

Enrico Priola Seminar Thursday 27th November 12h at Mathematics Department in Bologna
by Cristina Di Girolami 17 Nov '25

17 Nov '25

Dear all, Thursday 27th November 12h at Mathematics Department in Bologna, Professor Enrico PRIOLA will give the seminar with title: Regular stochastic flow and Dynamic Programming Principle for jump diffusions. It will be possible to follow in presence in Piazza di Porta San Donato, 5, Aula Arzelà (5th floor) and online at the following link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmVjNDQ2YzItNzg5ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee… ID riunione: 324 525 375 668 6 Passcode: Ha9rL3AR Best regards Cristina Di Girolami ------------------------------------------------------------- Cari tutti, giovedì 27 ore 12, il Professore Enrico PRIOLA (Università di Pavia) terrà il seguente seminario: Title: Regular stochastic flow and Dynamic Programming Principle for jump diffusions. In presenza al Dipartimento di Matematica di Bologna (Porta San Donato 5) in aula Arzelà (quinto piano) e da remoto https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmVjNDQ2YzItNzg5ZS00… ID riunione: 324 525 375 668 6 Passcode: Ha9rL3AR Cordiali saluti, Cristina Di Girolami

1 0

Special issue on "Ising Model at 100"
by Cristian GIARDINA' 17 Nov '25

17 Nov '25

Dear colleague, We are delighted to bring to your attention a special issue of the journal Mathematical Physics, Analysis and Geometry (MPAG) on the occasion of Ising Model’s centenary. [image: ISINGat100-2.jpg] The special issue can be accessed and freely downloaded at: https://link.springer.com/journal/11040/updates/27825832 Best wishes Siva Athreya, Cristian Giardinà (On Behalf of the Editorial Board)

1 0

Fwd: Conference announcement in Pisa-mailing list
by Theresa LANGE 17 Nov '25

17 Nov '25

Dear colleagues, Please find attached the announcement of an early career researchers' conference in Sweden in 2026. Kind regards Theresa Lange > Von: Marco Rehmeier <rehmeier(a)tu-berlin.de> > Betreff: Conference announcement > > Dear PhD students and Postdocs, > > We would hereby like to draw your attention to the 3rd edition of the > > Young Summer School on Stochastic Analysis > to be held 10.-13.06.2026 in Växjö, Sweden. > > The summer school is targeted at PhD-students and PostDocs working in stochastic analysis and related fields. We want to bring junior researchers together in a special environment in order to foster scientific exchange and networking. The school will include a lecture series by Prof. Michael Röckner (Bielefeld), a scientific soft skill course and a conference dinner. Participants are encouraged to give a talk or to present a poster. > > Participation is free, but registration is mandatory via the following link: https://forms.gle/2v6f2k4dj5myQnxk9 > > We would be delighted to see you next summer in beautiful Växjö! In case of any questions, feel free to contact us via ysssa2026(a)gmail.com <mailto:ysssa2026@gmail.com>. For more information, see https://sites.google.com/view/ysssa26/start > > Kind regards, > Ihsan Arharas, Wolfgang Bock, Sebastian Grube, Marco Rehmeier

1 0

Seminario on-line PRISMA lunedì 1 dicembre 2025 - Ilya Chevyrev & Hao Shen
by Sonia Mazzucchi 17 Nov '25

17 Nov '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *lunedì 1 dicembre* 2025. I relatori saranno *Ilya Chevyrev* (Sissa - Trieste) e *Hao Shen* (University of Wisconsin-Madison) che parleranno di: *Stochastic quantisation of gauge theories* *.* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/84292750177 ID riunione: 842 9275 0177 Codice d’accesso: 549245 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) TITOLO: Stochastic quantisation of gauge theories RIASSUNTO: We will give an introduction to gauge theories, especially Yang-Mills theory, from a probabilistic perspective. Gauge theories arise in physics, where they are used to describe elementary particles, and correspondingly provide many rich problems in mathematics, including in probability and analysis. We will survey recent results on the interaction between quantum Yang-Mills theory and stochastic analysis, especially the field of singular stochastic PDEs. We will describe how the stochastic quantisation equations associated to the 2D and 3D Euclidean Yang-Mills theories can be solved in a geometrically faithful way and what these equations can teach us about the quantum field theory.

1 0

SPASS Seminar: Matteo Palmieri
by Francesco Grotto 16 Nov '25

16 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, *On minimizing curves in a Brownian potential* by Matteo Palmieri (Max Planck Inst. Lepzig), WED 19.11.2025 at 14:00 CET in Saletta Riunioni, Dipartimento di Matematica, UNIPI. Best, Francesco Grotto on behalf of the organizers https://sites.google.com/unipi.it/spass ---------------------------------------------------------------- /Abstract: We study a (1+1)-dimensional semi-discrete random variational problem that can be interpreted as the geometrically linearized version of the critical 2-dimensional random field Ising model (at zero temperature). We show that at every dyadic scale from the system size down to the lattice spacing the minimizer contains at most order-one Dirichlet energy per unit length, leading to a logarithmic scaling of the minimal energy. Using super-additivity in the scales, this allows us to establish a quenched homogenization result in the sense that he leading order of the minimal energy becomes deterministic as the ratio system size/lattice spacing diverges. This is joint work with Felix Otto and Christian Wagner./

1 0

Reminder: OWPS's seminar starting soon
by Federico Sau 13 Nov '25

13 Nov '25

Dear all, This is a reminder for today's seminar by Tomas Berggren (South Florida) and Béatrice de Tilière (Paris Dauphine), starting soon (at 15:00 Rome time). Titles are, respectively: Gaussian free field and discrete Gaussians in periodic dimer models and Fock's dimer model on the Aztec diamond. All info here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers

1 0

OWABI - Clara Grazian - November 27 - 11am UK time
by Massimiliano Tamborrino 13 Nov '25

13 Nov '25

Dear all, the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is quickly approaching! Our next speaker is Clara Grazian<https://www.sydney.edu.au/science/about/our-people/academic-staff/clara-gra…> (University of Sidney), who will talk about "Approximate Bayesian Computation with Statistical Distances for Model Selection" on Thursday the 27th November at 11am UK time, with an abstract reported below. Abstract: Model selection is a key task in statistics, playing a critical role across various scientific disciplines. While no model can fully capture the complexities of a real-world data-generating process, identifying the model that best approximates it can provide valuable insights. Bayesian statistics offers a flexible framework for model selection by updating prior beliefs as new data becomes available, allowing for ongoing refinement of candidate models. This is typically achieved by calculating posterior probabilities, which quantify the support for each model given the observed data. However, in cases where likelihood functions are intractable, exact computation of these posterior probabilities becomes infeasible. Approximate Bayesian computation (ABC) has emerged as a likelihood-free method and it is traditionally used with summary statistics to reduce data dimensionality, however this often results in information loss difficult to quantify, particularly in model selection contexts. Recent advancements propose the use of full data approaches based on statistical distances, offering a promising alternative that bypasses the need for handcrafted summary statistics and can yield posterior approximations that more closely reflect the true posterior under suitable conditions. Despite these developments, full data ABC approaches have not yet been widely applied to model selection problems. This paper seeks to address this gap by investigating the performance of ABC with statistical distances in model selection. Through simulation studies and an application to toad movement models, this work explores whether full data approaches can overcome the limitations of summary statistic-based ABC for model choice. Keywords: model choice, distance metrics, full data approaches Reference: C. Grazian, Approximate Bayesian Computation with Statistical Distances for Model Selection, preprint at ArXiv:2410.21603, 2025 The talk will be hosted on MS Teams Link: OWABI - Clara Grazian - Approximate Bayesian Computation with Statistical Distances for Model Selection | Meeting-Join | Microsoft Teams<https://teams.microsoft.com/meet/36518340835776?p=V9GRQQoSQKpFBofF2W> Meeting ID: 365 183 408 357 76 Passcode: 6Fg9nW7T Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Seminario Lucas D'Alimonte, Lunedì 17 Novembre, Sapienza Università di Roma
by Silvestri, Vittoria 13 Nov '25

13 Nov '25

Segnalo il seguente seminario, che si terrà Lunedì prossimo in Sapienza. *Lunedì 17 Novembre, ore 16:15,* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Lucas D'Alimonte (LPSM Sorbonne Université) *Title:* Ornstein—Zernike theory for the near-critical planar random cluster model *Abstract:* In this talk, we will discuss the classical Ornstein-Zernike theory for the random-cluster model (also known as FK percolation). In its modern form, it is a very robust theory, which most celebrated output is the computation of the asymptotically polynomial corrections to the pure exponential decay of the two-points correlation function of the random-cluster model in the subcritical regime. We will present an ongoing project that extends this theory to the near-critical regime of the two-dimensional random-cluster model, thus providing a precise understanding of the Ornstein-Zernike asymptotics when papproaches the critical parameter p_c. The output of this work is a formula encompassing both the critical behaviour of the system when looked at a scale negligible with respect to its correlation length, and its subcritical behaviour when looked at a scale way larger than its correlation length. Based on a joint work with Ioan Manolescu. ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

1 0

DeFi & Crypto Workshop at SNS
by Daniele Maria DI NOSSE 11 Nov '25

11 Nov '25

Dear all, we are pleased to announce the first edition of the *DeFi & Crypto Workshop* that will be held at Scuola Normale Superiore (Pisa, Italy) *from 26/01/2026 to 28/01/2026*. The workshop aims to bring together both the academia and the industry working on decentralized finance and crypto. We invite researchers to submit extended abstracts/full papers on topics including but not limited to: - Decentralized Finance protocols and smart contracts - Decentralized Exchanges and Automated Market Makers - Liquidity provision, slippage, and Maximal Extractable Value - Risk modeling and systemic risk in Decentralized Finance - Market microstructure of crypto exchanges (Centralized/Decentralized Exchanges) - Agent-based modeling, econophysics, complexity science, and network effects in crypto ecosystems - Token economics, governance, NFTs, and digital assets - Interaction between regulatory authorities, cryptocurrencies, and stablecoins *IMPORTANT DATES* *Paper/Extended Abstract Submission Deadline*: 2025-12-08 *Notification of Acceptance*: 2025-12-20 *Registration Deadline*: 2026-01-07 *Fee Payment Deadline*: 2026-01-16 All submissions will undergo peer review by the Scientific Committee, composed by Davide Barone Agostino Capponi Daniele Maria Di Nosse Marco Franceschello Federico Gatta Fabrizio Lillo Manuel Naviglio Gianluca Palmari Francesco Tarantelli *MORE INFORMATION* Website: DeFi & Crypto Workshop <https://sns-defi.github.io/> Email: sns-defi(a)gmail.com Best regards, DeFi & Crypto workshop organizers

1 0

Doctoral Colloquium in Risk Analytics (session 4): deadline is approaching
by Maria Elvira Mancino 10 Nov '25

10 Nov '25

*Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ The fourth session on *Networks and Risk Propagation *will be held on January, 18-31, 2026, by: *a) *Week 1: *Remco Hofstad*, Eindhoven U. of Technology, *Random Graphs and Complex Networks: Structure and Function* *b) *Week 2: *Alireza Tazbah-Salehi*, Northwestern University, *Production Networks* 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. *Where* 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 Istituto Canossiano San Trovaso (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 : 14th November 2025* 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*

1 0

EFI 11 Padova: call for papers (fwd)
by Tiziano Vargiolu 10 Nov '25

10 Nov '25

Dear all, on behalf of the organising committee, it is a pleasure to announce that the 11th Workshop Energy Finance Italia will take place in Padova on February 2 - 4, 2026. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 15, 2025, - Deadline for abstracts/papers submissions: Dec. 15, 2025, - Notification of abstract/paper acceptance: Dec. 22, 2025. - Early bird registration: Jan. 9, 2026 More information are be available in the website https://events.math.unipd.it/EFI11/ Looking forward to meet you in Padova! Best Regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

1 0

REMINDER: [STAR Seminars] Tuesday Nov 11 - Paul Ehling
by Leonardo Tarquini 10 Nov '25

10 Nov '25

Dear all, This is a gentle reminder about this week's STAR seminar scheduled for tomorrow, November 11th, from 13:00 to 14:00 (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/62796699609>. The speaker is Paul Ehling (BI Norwegian Business School) with the talk: Title: Asset pricing implications of default Abstract: Studying the asset pricing implications of default, we show that default along the equilibrium path reduces the amount of risk-sharing for two reasons. First, the potential of future default events for relatively poor agents increases their cost of borrowing today. Second, the option value of default in the future induces increased borrowing today, even for relatively rich agents. We establish that agents borrow from each other simultaneously in equilibrium and that they borrow more when idiosyncratic risk is high. Further, we show that this increases the probability of default along the equilibrium path which drives up the premium on risky assets. To solve our dynamic model example with multiple agents numerically, we rely on a machine learning framework to overcome the large state space and the non-linearities due to default. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

1 0

[STAR Seminars] Tuesday Nov 18 - Ihsan Arharas
by Leonardo Tarquini 10 Nov '25

10 Nov '25

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 Tuesday, November 18th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Møterom 1000 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/62796699609>. The speaker is Ihsan Arharas (Linnaeus University) with the talk: Title: American options under asymmetric information in the predictable setting Abstract: We study the valuation of American contingent claims with irregular payoff processes in a financial market where the buyer possesses additional information. The seller operates with respect to the public filtration, while the buyer acts under an initially enlarged filtration. In this setting, we investigate the value of the American contingent claim when the buyer exercises the option according to predictable stopping strategies, i.e. exercise rules that can be announced in advance. This formulation is particularly relevant in the absence of regularity, since enlargement may transform jump times that are totally inaccessible under the public filtration into predictable times under the enlarged one. Within this framework, the value of the American contingent claim is characterized through the solution of a reflected backward stochastic differential equation (RBSDE) in the predictable setting, and the difference between the two information structures provides a representation of the cost of the additional information. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

1 0