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Sessione di Analisi Stocastica (MSP 2025 Milano-Bicocca) in streaming
by Francesco Caravenna 09 Sep '25

09 Sep '25

In occasione dell'ultima giornata del convegno The Mathematics of Subjective Probability <https://www.msp2023.campus.unimib.it/home> presso l'Università di Milano-Bicocca, domani mercoledì 10 settembre si terrà una Sessione di Analisi Stocastica dedicata alle Equazioni Stocastiche Singolari. Per chi non può partecipare di persona (aula 1F, Edifico U6, Piazza dell'Ateneo Nuovo 1, Milano), i seminari verranno trasmessi in streaming via Webex al link seguente: https://unimib.webex.com/unimib-it/j.php?MTID=m1772c5b3196ef4eec6dbebe297da… Trovate di seguito il programma <https://www.msp2023.campus.unimib.it/program>. Cordiali saluti, Francesco Caravenna %%%%%%%%%%%%%%%%%%% Programma 10:00 - 11:00 Ilya Chevirev (SISSA, Trieste): Geometric and large scale problems in SPDEs 11:00 - 11:30 Rinfresco 11:30 - 12:30 Giuseppe Cannizzaro (University of Warwick): Anomalous diffusivity and universality for stationary SPDEs at the critical dimension 12:30 - 13:30 Pranzo 13:30 - 14:05 Davide Addona (Università di Parma): Young and Rough Equations in Infinite Dimension 14:05 - 14:40 Sarah-Jean Meyer (University of Oxford): An introduction to the FBSDE approach for the stochastic quantisation of sine-Gordon 14:40 - 15:10 Rinfresco 15:10 - 15:45 Francesco Carlo De Vecchi (Università di Pavia): Regular coupling of probability measures on spaces of distributions 15:45 - 16:20 Emanuela Gussetti (University of Bielefeld): Pathwise Wong-Zakai convergence and Pathwise Central Limit Theorem for the stochastic Landau-Lifschitz-Gilbert equation via rough paths %%%%%%%%%%%%%%%%%%%

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Avviso di Seminario: Prof. Nikolai Leonenko
by luigia.caputo 08 Sep '25

08 Sep '25

Il giorno 10 settembre 2025, alle ore 12:00, in aula F, del Dipartimento di Matematica e Applicazioni R. Caccioppoli, il Prof. Nikolai Leonenko, Cardiff School of Mathematics, Cardiff University, terrà il seguente seminario: ''_Humbert generalized fractional differenced processes_'' Abstract: We use the generating functions of the Humbert polynomials to define two types of Humbert generalized fractional differenced ARMA processes. We present stationarity and invertibility conditions for the introduced models. The singularities for the spectral densities of the introduced models are investigated. In particular, Pincherle ARMA, Horadam ARMA and Horadam-Pethe ARMA processes are studied. It is shown that the Pincherle ARMA process has seasonable long memory property. Additionally, we employ the Whittle quasi-likelihood technique to estimate the parameters of the introduced processes. Through this estimation method, we attain results regarding the consistency and normality of the parameter estimators. We also conduct a comprehensive simulation study to validate the performance of the estimation technique for Pincherle ARMA process. Moreover, we apply the Pincherle ARMA process to real-world data, specifically to Spain's 10 years treasury bond yield data, to demonstrate its practical utility in capturing and forecasting market dynamics. These are joint results with Niharika Bhootna, Monika Singh Dhull and Arun Kumar (Indian Institute of Technology Ropar, Rupnagar, Punjab, India) Link: Seminario Prof. Nikolai Leonenko | Partecipazione alla riunione | Microsoft Teams [1] I Proponenti Luigia Caputo, Roberta Schiattarella -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo Links: ------ [1] https://teams.microsoft.com/meet/3341583166422?p=qqbdMFugJwUek3OULf

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Nadia Oudjane September 9th, 11h CET at Bologna, Aula Vitali and Online
by Cristina Di Girolami 08 Sep '25

08 Sep '25

Dear colleagues, I am glad to advertise that next Tuesday, September 9th, at 11h Nadia Oudjane (Electricité de France, Paris, EDF) will give a talk Mathematical tools to manage distributed flexibilities in power systems. in Aula Vitali, Dipartimento di Matematica in Piazza di Porta San Donato 5 in Bologna and on-line https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzA3NGMzN2EtODcyMC00… Abstract: With the massive integration of renewable energies (photovoltaic (PV) and wind power) into the power grid, new uncertainties are impacting the power balance. At the same time, advances in « smart » technologies and batteries offer new flexibilities with the possibility of controlling the consumption of a large number of electrical appliances (electric vehicle recharging, heat pumps, etc.). In this framework, a major technical challenge is to optimize the management of this large number of heterogeneous flexibilities distributed across the network to help in balancing the system. This constitutes a large scale optimization problem under uncertainties, which can benefit from mean-field approximations. Thanks for sharing with those who might be interested, the organisers Cristina Di Girolami and Elena Bandini https://seminari.dm.unibo.it/mat

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RoMaDS: A day on Random Matrix Theory and Deep Learning
by Stefano Vigogna 02 Sep '25

02 Sep '25

Dear all, we are glad to announce the workshop RoMaDS: A day on Random Matrix Theory and Deep Learning http://www.mat.uniroma2.it/~rds/randmat.php which will take place at University of Rome Tor Vergata on September 25, 2025. Speakers: Nadav Cohen (Tel Aviv University), Jon Keating (University of Oxford), Florent Krzakala (École polytechnique fédérale de Lausanne), Zhenyu Liao (Huazhong University of Science & Technology), Roland Speicher (Saarland University). Free but mandatory registration at https://docs.google.com/forms/d/e/1FAIpQLSdyZQJHuKrkmMAeTLUHWoUPxgvNX53dZ2y… Thanks for sharing with those who might be interested. The organizers Domenico Marinucci, Michele Salvi, Stefano Vigogna

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International conference in Venice on Emerging Global Financial Systems - Programme
by Monica Billio 01 Sep '25

01 Sep '25

24th INTERNATIONAL CONFERENCE C.r.e.d.i.t. 2025 *Emerging Global Financial Systems: Exploring Polarization, Systemic Risks, Innovation, and Sustainable Solutions * Venice, Italy 25 – 26 September 2025 *GRETA Associati*(Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 25-26, 2025. The C.r.e.d.i.t. 2025 conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. The C.r.e.d.i.t. 2025 is the *twenty-fourth* in a series of events dedicated to various aspects of risk and organised under the auspices of: the *Department of Economics* and *VERA *- *Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice, Joint Research Center European Commission*, *ABI - Italian Banking Association*, and*Venice Sustainability Foundation*. Sustainability necessitates a global perspective, requiring the adaptation of contemporary business and societal models to navigate the dynamic landscape of the future. Policymakers and society must ensure that resources, particularly technology, are utilized responsibly and efficiently to enhance the well-being of both present and future generations while cultivating a harmonious relationship with the environment. This strategy is vital in addressing sustainability issues such as poverty, environmental degradation, pollution, and inequality. Effective global risk management is vital for bridging divisions and fragmentation through innovation. *PROGRAMME* *Thursday, September 25, 2025* _08.30 - 09.00REGISTRATION_ _09.00 - 09.30WELCOME AND OPENING REMARKS_ Monica Billio, Ca' Foscari University of Venice Andrew W. Lo, MIT Sloan School of Management, Programme Chair _09.30 – 11.00SESSION I: INSURANCE AND SAFE ASSETS_ Chair: Monica Billio, Ca' Foscari University of Venice Invited Talk: /The Role of Insurance in Enhancing Societal Resilience to Risks and Shocks, /Mario Greco, Zurich /Foreign Demand for Safety and Macroeconomic Instability, /Dmitry Kuvshinov, Universitat Pompeu Fabra, Barcelona School of Economics & CEPR (joint with Madalen Castells-Jauregui, Bjorn Richter, and Victoria Vanasco) - Discussant: Giovanni Pellegrino, University of Padua _11.00 – 11.30COFFEE BREAK_ _11.30 – 13.00SESSION II: DECARBONISATION BETWEEN PRICING AND DISCLOSURE_ Chair: Stephen Schaefer, London Business School /Green Coins, /Massimiliano Croce, Bocconi University, CEPR, IGIER & Baffi-Carefin Center (joint with Nicolas Guinez, Alejandra Inzunza Méndez, Thien T. Nguyen, and Claudio Tebaldi) - Discussant: Stefano Battiston, Ca' Foscari University of Venice & University of Zurich /A Greenwashing Index/, Elise Gourier, ESSEC Business School & CEPR (joint with Hélène Mathurin) - Discussant: Massimiliano Bonacchi, Free University of Bozen /Pricing Climate Ambiguity/, Francesco Rocciolo, Nazarbayev University (joint with Monica Billio, Massimo Guidolin, and Yehuda Izhakian) - Discussant: Marcella Lucchetta, Ca' Foscari University of Venice _13.00 – 14.15LUNCH_ _14.15 – 16.15SESSION III: GREENING AND DECARBONISATION STRATEGIES IN THE BANKING SECTOR_ Chair: *Lucia Alessi*, Joint Research Center, European Commission **ESG - UPTAKE — TSI-2023-ESGRM-IBA - ESG risk management framework for the financial sector. Funded by the European Commission - Grant Agreement N 101145727.** /Energy Costs and Default Risk in Green Mortgage Securitisations, /Alfonso Dufour, ICMA Centre, Henley Business School, University of Reading (joint with Monica Billio, Massimo Dragotto, Samuele Segato, and Simone Varotto) - Discussant: Stephen Schaefer, London Business School /Climate and Environmental Risk Integration in EU Banks, /Michele Costola, Ca' Foscari University of Venice (joint with Katia Vozian) - Discussant: Andrea Giacomelli, Knowshape, Ca’ Foscari University of Venice & GRETA /Greening the Present to Decarbonise the Future: an Analysis of Italian Banks’Decarbonisation Strategies/, Valeria Lionetti, Bank of Italy (Cristina Angelico, and Ludovico Ridi) - Discussant: Giacomo Cotignano, Joint Research Center, European Commission /Here Comes the Flood: the Climate Risk of Residential Mortgages in Rimini/, Ivan Faiella, Bank of Italy (joint with Luciano Lavecchia) - Discussant: Valeria Nale, CRIF, Bologna _16.15 – 17.00COFFEE BREAK and POSTER SESSION_ _17.00 – 18.30SESSION IV: CLIMATE AND ECONOMIC IMPACTS OF THE GREEN TRANSITION_ Chair: Stefano Battiston, Ca' Foscari University of Venice & University of Zurich /Sovereigns on Thinning Ice: Debt Sustainability, Climate Impacts, and Adaptation, /Matteo Calcaterra, Politecnico di Milano (joint with Andrea Consiglio, Vincenzo Martorana, Massimo Tavoni, and Stavros A. Zenios) - Discussant: Carmelo Latino, Smith School of Enterprise and the Environment, Oxford University & Leibniz Institute for Financial Research SAFE /Government-funded Green Banks: Catalysts for the Green Transition, /Claudio Rizzi, University of Navarra, Barcelona (joint with Simon Xu, and Paul Yoo) - Discussant: Francesca Battaglia, Parthenope University of Naples /Extreme Weather in Europe: Determinants and Economic Impact/, Claudio Morana, Università di Milano – Bicocca (joint with Marcelle Chauvet, and Murilo Silva) - Discussant: Andrea Monticini, Catholic University of Milan _20.30SOCIAL DINNER_** *Friday, September 26, 2025* _09.00 – 10.30SESSION V: TECHNOLOGICAL INNOVATION IN ECONOMICS AND FINANCE_ Chair: Loriana Pelizzon, Ca’ Foscari University of Venice & Leibniz Institute for Financial Research SAFE Invited Talk: /Financing Deep Tech, /Andrew W. Lo, MIT Sloan School of Management /Beyond Algorithms: Soft Information in Global Macro Shocks/, Yuhan Ye, Swiss Finance Institute & Università della Svizzera italiana - Discussant: Marti Subrahmanyam, NYU Stern Business School _10.30 – 11.00COFFEE BREAK_ _11.00 – 13.00PANEL SESSION: FRAMING GLOBAL CHANGES BETWEEN INNOVATION AND SUSTAINABLE SOLUTIONS_ Chair: Jan Pieter Krahnen, Leibniz Institute for Financial Research SAFE & Goethe University Participants: Davide Alfonsi, Chief Risk Officer, Intesa Sanpaolo Agar Brugiavini, Ca' Foscari University of Venice Ivan Faiella, Climate change and sustainability hub, Bank of Italy Federico Galizia, Risk and Finance Vice President, International Finance Corporation (World Bank Group) Andrew W. Lo, MIT Sloan School of Management Marco Macellari, ESG Business and Transformation Lead, CRIF Steven Ongena, University of Zurich, Swiss Finance Institute, KU Leuven & CEPR _13.00 – 14.15LUNCH_ _14.15 – 15.45SESSION VI: NAVIGATING GEOPOLITICAL AND PROSOCIAL DYNAMICS_ Chair: Marti Subrahmanyam, NYU Stern Business School /The Pricing of Geopolitical Tensions over a Century/, Alessandro Melone, The Ohio State University (joint with Andrei S. Goncalves, and Andrea Ricciardi) - Discussant: John Cotter, University College Dublin /Decomposing Geopolitical Risk: Wavelet-Based Time-Series Evidence and Cross-Sectional Implications for Expected Stock Returns, /Davide La Cara, London School of Economics and Political Science - Discussant: Dario Palumbo, Ca’ Foscari University of Venice /Public Policy and Private-Sector Prosocial Motives: The Case of Greenhouse Gas Emissions/, Jiaqi Zheng, University of Oxford - Discussant: Stefano Colonnello, Ca’ Foscari University of Venice _15.45 – 16.30COFFEE BREAK and POSTER SESSION_ _16.30 – 17.30SESSION VII: GLOBAL SUPPLY CHAINS AND CLIMATE CHANGE_ Chair: Steven Ongena, University of Zurich, Swiss Finance Institute, KU Leuven & CEPR /Rewiring Supply Chains Through Uncoordinated Climate Policy, /Olimpia Carradori, University of Zurich & Swiss Finance Institute (joint with Emanuela Benincasa, Miguel Ferreira, Emilia Garcia-Appendini) - Discussant: Jan Pieter Krahnen, Leibniz Institute for Financial Research SAFE & Goethe University Global/Supply Chain Disruptions and Product Market Competition/, Erasmo Giambona, Syracuse University, Whitman School of Management (Karca D. Aral, Ricardo Lopez A., Gordon M. Phillips) - Discussant: Steven Ongena, University of Zurich, Swiss Finance Institute, KU Leuven & CEPR _17.30 – 17.45CLOSING REMARKS AND END OF THE CONFERENCE_ *REGISTRATION* https://registration.nexave.org/it/iscrizione-evento/34/24th-international-… <https://registration.nexave.org/it/iscrizione-evento/34/24th-international-…> For the Registration Fees and more detailed information, please visit the Conference website: https://www.greta.it/index.php/it/credit-2025 <https://www.greta.it/index.php/it/credit-2025> *ACKNOWLEDGEMENT OF EUROPEAN FUNDING* The organization of the conference has benefitted from financial support by: - the European Union – Next Generation EU, Mission 4 Component 2, as part of the GRINS project - Growing Resilient, INclusive and Sustainable (code: PE0000018, CUP: H73C22000930001) - National Recovery and Resilience Plan (PNRR) - ESG UPTAKE — TSI-2023-ESGRM-IBA - ESG risk management framework for the financial sector. Funded by the European Commission - Grant Agreement N° 101145727. -- -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mailbillio(a)unive.it http://www.unive.it/persone/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 http://scholar.google.it/citations?user=ll83_twAAAAJ&hl=en

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MINI-COURSE "Interacting Particle Systems on Random Graphs" by Frank Den Hollander, IMT Lucca, 21-23 October 2025
by luca.avena＠unifi.it 30 Aug '25

30 Aug '25

Dear colleagues, I am glad to advertise the following minicourse intended for young researchers, PhD and Master students: LECTURER: Prof. Dr. W.T.F. den Hollander, Leiden University (The Netherlands), and visiting professor from this year both at NETWORKS Research Unit, IMT Lucca as well as at DIMAI , University of Florence. MINICOURSE TITLE: Interacting Particle Systems on Random Graphs LOCATION: IMT School of Advanced Studies Lucca, Piazza San Francesco 19, 55100 Lucca (Italy) PERIOD: 21-23/10/2025 ABSTRACT: The goal of this mini course is to sketch what is known and not known about interacting particle systems on random graphs, highlight the role of sparse versus dense graphs, exhibit the relevant time scales for critical phenomena and identify how these depend on the size of the graph, list some open problems and indicate some lines of future research. After reviewing the generic properties of interacting particle systems on regular lattices, specific models on two classes of random graphs will be considered: Configuration Models and Erdos-Renyi random graphs. The course is organized in three lectures: - Lecture 1. Background and motivation for Interacting Particle Systems on d-dimensional lattices. Phase transitions and critical phenomena. Key questions and core tools. - Lecture 2. Stochastic Ising Model. - Lecture 3. Voter Model & Contact Process. Reference: F. Capannoli, F. den Hollander, Interacting particle systems on random graphs, Ensaios Mat. 40 (2024) 117-176 (https://doi.org/10.21711/217504322024/em402) See https://networks.imtlucca.it/networks-lecture-series for more information. Thanks for sharing with those who might be interested. Luca Avena

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MINI-COURSE "Interacting Particle Systems on Random Graphs" by Frank Den Hollander, IMT Lucca, 21-23 October 2010
by luca.avena＠unifi.it 30 Aug '25

30 Aug '25

Dear colleagues, I am glad to advertise the following minicourse intended for young researchers, PhD and Master students: LECTURER: Prof. Dr. W.T.F. den Hollander, Leiden University (The Netherlands), and visiting professor from this year both at NETWORKS Research Unit, IMT Lucca as well as at DIMAI , University of Florence. MINICOURSE TITLE: Interacting Particle Systems on Random Graphs LOCATION: IMT School of Advanced Studies Lucca, Piazza San Francesco 19, 55100 Lucca (Italy) PERIOD: 21-23/10/2025 ABSTRACT: The goal of this mini course is to sketch what is known and not known about interacting particle systems on random graphs, highlight the role of sparse versus dense graphs, exhibit the relevant time scales for critical phenomena and identify how these depend on the size of the graph, list some open problems and indicate some lines of future research. After reviewing the generic properties of interacting particle systems on regular lattices, specific models on two classes of random graphs will be considered: Configuration Models and Erdos-Renyi random graphs. The course is organized in three lectures: - Lecture 1. Background and motivation for Interacting Particle Systems on d-dimensional lattices. Phase transitions and critical phenomena. Key questions and core tools. - Lecture 2. Stochastic Ising Model. - Lecture 3. Voter Model & Contact Process. Reference: F. Capannoli, F. den Hollander, Interacting particle systems on random graphs, Ensaios Mat. 40 (2024) 117-176 (https://doi.org/10.21711/217504322024/em402) See https://networks.imtlucca.it/networks-lecture-series for more information. Thanks for sharing with those who might be interested. Luca Avena

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cambio nome utente
by calzolari 29 Aug '25

29 Aug '25

Buongiorno. Scrivo per segnalare che il mio indirizzo di posta è cambiato in calzolari(a)axp.mat.uniroma2.it Grazie per l'attenzione. Antonella Calzolari Professore associato Dipartimento di Matematica Università di Roma Tor Vergata

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PreDoc position at WIAS Berlin
by Benedikt Jahnel 29 Aug '25

29 Aug '25

Dear readers, we would like to draw your attention to an open PreDoc Position in probability theory at the Weierstrass Institute Berlin (WIAS). We seek to fill it as soon as possible and the advertisement is open with immediate effect and will remain open until the position is filled. For more details see https://short.sg/j/57847063 The position is based in the DYCOMNET group https://www.wias-berlin.de/research/lgs/lg6/index.jsp?lang=1 https://www.wias-berlin.de/research/lgs/lg6/index.jsp?lang=1 and funded through the Berlin Cluster of Excellence Math+ https://mathplus.de/ https://mathplus.de/ for three years within the project "Information Flow & Emergent Behaviour in Complex Networks" (PIs Benedikt Jahnel & Lukas Lüchtrath). Candidates should not hesitate to contact Benedikt Jahnel (jahnel(a)wias-berlin.de <mailto:jahnel@wias-berlin.de>) or Lukas Lüchtrath (luechtrath(a)wias-berlin.de <mailto:luechtrath@wias-berlin.de>) in case there are any questions. Please also feel free to forward this job advertisement to anyone who might be interested. Best regards Benedikt Jahnel & Lukas Lüchtrath -- Prof. Dr. Benedikt Jahnel Head of Leibniz Group DYCOMNET Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Anton-Wilhelm-Amo-Str. 39 10117 Berlin, Germany Phone +49 30 20372-445 https://www.wias-berlin.de/people/jahnel/?lang=1 Legal Notice <https://www.wias-berlin.de/about/imprint.jsp> Legal entity: Forschungsverbund Berlin e. V. | Rudower Chaussee 17 | 12489 Berlin, Germany Registered office: Berlin – Registered at the Berlin-Charlottenburg local court – Reg. No.: VR 12174 B | VAT number: DE 136785011 Joint power of attorney: Prof. Dr. Michael Hintermüller (Director of the WIAS) and Martin Böhnke (Managing Director of the FVB)

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3-year postdoctoral position at Bielefeld University
by Ferrari, Giorgio 27 Aug '25

27 Aug '25

Dear Colleagues, I am pleased to share the following advertisement for a 3-year postdoctoral position at the Center for Mathematical Economics at Bielefeld University, within the Research Training Group CUDE: https://jobs.uni-bielefeld.de/job/view/4493/research-position-in-the-resear… Candidates with a PhD in Theoretical Economics, Mathematical Economics, or Mathematical Finance are encouraged to apply. Best wishes, Giorgio Ferrari

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