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INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING - Limerick
by Laura Maria Sangalli 27 Feb '25

27 Feb '25

Gentili Colleghi, mi è stato chiesto di inoltrare l’annuncio del 39TH INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING. Ho appena accettato di tenere il corso di 1 giorno associato al workshop, in sostituzione del corso precedentemente pianificato, che è stato cancellato per via di un problema del docente. Un caro saluto, Laura Sangalli ************************************************************* Hi all, We have some exciting announcements in relation to IWSM 2025, to be held in Limerick, 13th - 18th July (https://iwsm2025.ie/) * The submission portal for poster submissions is now open, with a deadline of Friday 28th March, 2025. * We are delighted to announce that Laura Sangalli will deliver the Short Course (Sunday July 13th) on the very interesting topic of "Physics-Informed Statistical Learning". * Finally, registration is now open! Note that the Early Bird closes on Friday 25th April, 2025. More information and relevant links can be found below. Our call for papers as poster presentations is now open! We are seeking novel and original contributions to the wider field of Statistical Modelling. Papers providing advances in the development of statistical models that are well motivated by a contemporary data scenario or application problem are particularly welcome. This includes contributions to estimation, inference, and computation for such modelling problems. Papers focusing on applications with important substantive implications as well as methodological issues are welcome, including new developments in Data Science and Machine Learning. Submissions by students and young researchers are particularly encouraged. Poster presentation submission deadline: Friday 28th March, 2025. Invited speakers / short course We have an excellent lineup of top-class invited speakers covering a range of diverse topics in statistical modelling. Speakers and provisional talk titles provided below. * Brendan Murphy | University College Dublin, Ireland Unsupervised record linkage * Ruth King | University of Edinburgh, UK Heterogeneous ecological modelling * Sonja Greven | Humboldt University of Berlin, Germany Additive density-on-scalar regression * Daniele Durante | Bocconi University, Italy Bayesian criminal network modelling * Cynthia Rudin | Duke University, USA Simpler machine learning models * Laura Sangalli | Politecnico di Milano, Italy Physics-informed statistical learning More information can be found here: https://iwsm2025.ie/programme/invited-speakers/ Registration Registration is now open! You can register here: https://iwsm2025.ie/registration/ Note that Early Bird registration closes on 25th April 2025. We are looking forward to seeing you in Limerick this July! Best wishes Kevin Burke on behalf of IWSM 2025 Organising Committee —— 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<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Reminder: Summer School PREDICT - Como Lake, June 16-20, 2025
by Gianmarco Bet 27 Feb '25

27 Feb '25

Dear Colleagues, We would like to remind you that the Summer School PREDICT-PRobabilistic mEthoDs In Complex geometry, will take place at Como Lake, from June 16 to June 20, 2025. There are a few spots left, so we decided to postpone the application deadline to *March 9, 2025*. At this page https://sites.google.com/view/predictcomolake/registration you can find all the information about registration. The aim of this school is to explore how probabilistic techniques can be applied to central problems in complex geometry, with a special focus on the construction of Kähler-Einstein metrics—a topic of significant interest in both geometry and physics. The school includes foundational mini-courses as well as advanced courses on recent research results. Due to the novelty of the topic, the school is designed for Master and Ph.D. students, and of course also for more established researchers. Please see the following page https://sites.google.com/view/predictcomolake/program for the detailed program. For questions, please contact us at predictcomo2025(a)gmail.com We look forward to welcoming you in Como! Warm regards, The organisers Luisa Andreis, Daniele Angella, Luca Avena, Giovanni Bazzoni, Gianmarco Bet e Michela Zedda

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seminar Irene Gijbels @ CNR Naples
by Daniela De Canditiis 27 Feb '25

27 Feb '25

Cari tutti per il ciclo *"Seminari Generali IAC 2025"* *martedì 4 marzo 2025 *alle ore *14:30* Irène Gijbels, Department of Mathematics, University of Leuven (KU Leuven), Belgium, terrà il seminario: *Measures of asymmetry for multivariate distributions* *Abstract* - In univariate settings the notion of measuring skewness of a distribution is well established. Extending this to measuring skewness (or asymmetry) in a multivariate setting is less obvious. In this talk we start by briefly reviewing some notions of asymmetry measures. We next propose a novel functional asymmetry measure (index) which is based on the natural idea of reflective symmetry around the mode. The proposed index is extended to the multivariate setting and a summarizing scalar (or vector based index in multivariate settings) is derived from it. Some illustrative examples are provided, and estimation of the proposed asymmetry index is discussed in parametric and nonparametric (multivariate) settings. Il seminario si svolgerà presso la sede *CNR-IAC di Napoli*, *sala conferenze “Vaccaro”*, in modalità mista: in presenza e in streaming al link *https://www.youtube.com/watch?v=eEPimm1_aww <https://www.youtube.com/watch?v=eEPimm1_aww>* Si ricorda che i seminari del ciclo si terranno di *martedì alle 14:30*, *a settimane alterne*, *salvo eccezioni* a partire da martedì 14 gennaio 2025. *Qui la pagina web dei seminari*: *https://www.iac.cnr.it/seminari-generali-iac-2025* <https://www.iac.cnr.it/seminari-generali-iac-2025> *VI ASPETTIAMO!* (organizzatori: Nicola Apollonio, Roberta Bianchini, Claudia Capone, Giuliana Ramella) -- Daniela De Canditiis, PhD Istituto per le Applicazioni del Calcolo "M.Picone" (CNR) via dei Taurini, 19 -- 00185 Roma, Italy tel: +39 06 49937342 fax: +39 06 4404306 https://www.iac.cnr.it/personale/daniela-de-canditiis

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Network Econometrics Summer School (30 June - 4 July, 2025, Venice)
by Roberto CASARIN 27 Feb '25

27 Feb '25

Dear Colleagues, The *Italian Econometric Association* (SIdE-IEA, https://www.side-iea.it/) in collaboration with the *Venice Centre in Economic and Risk Analytics for Public Policies* (VERA, https://www.unive.it/vera) at the Department of Economics, organizes the course for PhD students in: Network Econometrics, 30 June - 4 July, 2025, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2025 The Summer School aims to provide participants with models and tools from graph theory to analyse various effects of social, economic, and political interaction. The school will host leading scholars developing relevant network modelling and inference research and their applications to various fields. *Participation*: Online or in presence *Application Deadline*: 4th May *Coordinator*Roberto Casarin, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti, University of Padova Monica Billio, Ca' Foscari University of Venice Matteo Iacopini, LUISS University Mariangela Guidolin, University of Padova Luca Rossini, University of Milan Veronica Vinciotti , University of Trento *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards Roberto Casarin -- 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> https://www.unive.it/isba2024

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Registration Now Open – XXVI Workshop on Quantitative Finance (QFW 2025)
by ANDREA CONSIGLIO 27 Feb '25

27 Feb '25

Dear Colleagues, We are pleased to announce that registration for the XXVI Workshop on Quantitative Finance is now open. There is no registration fee to attend the workshop, but registration is mandatory. You can complete your registration at the following link: Register Here<https://qfw2025.community.unipa.it/registration-and-submission> We look forward to your participation! Best regards, Andrea Consiglio Workshop Organizing Committee QFW 2025 Andrea Consiglio Università di Palermo Dipartimento di Scienze Economiche, Aziendali e Statistiche. Viale delle Scienze, Edificio 13 90128 Palermo, Italy tel:++39-09123895228 fax:++39-091485726 skype: conan_66 email:andrea.consiglio@unipa.it<mailto:email%3Aandrea.consiglio@unipa.it> pec:andrea.consiglio@pec.it<mailto:pec%3Aandrea.consiglio@pec.it> www:http://bit.ly/AndreaConsiglio

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Early-bird registration deadline approaching - 12th General AMaMeF Conference
by Athena Picarelli 26 Feb '25

26 Feb '25

Dear Colleagues, This is a reminder that the deadline for the early-bird registration to the 12th General AMaMeF Conference in Verona is February 28th. Here the link to the registration page: https://sites.google.com/view/amamef2025/registration Homepage of the event: https://sites.google.com/view/amamef2025/ Best Regards, Athena Picarelli *Athena Picarelli* Professor Coordinator of the PhD program in Economics and Finance Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

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QFinLab Seminar - Katia Colaneri (Università di Roma Tor Vergata) - 5/3/2025, 12:00 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 26 Feb '25

26 Feb '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 5 March 2025, 12.00-13.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Katia Colaneri (Università di Roma Tor Vergata) Title: Expect the worst! Optimal emission abatement under tax policy uncertainty and stochastic differential games. Abstract: We study the problem of a profit maximizing electricity producer who has to pay carbon taxes and who decides on investments into technologies for the abatement of CO emissions in an environment where carbon tax policy is random and where the investment in the abatement technology is divisible, irreversible and subject to transaction costs. We consider two approaches for modelling the randomness in taxes. First we assume a precise probabilistic model for the tax process, namely a pure jump Markov process (so-called tax risk); this leads to a stochastic control problem for the investment strategy. Second, we analyze the case of an uncertainty-averse producer who uses a differential game to decide on optimal production and investment. We carry out a rigorous mathematical analysis of the producer's optimization problem and of the associated nonlinear PDEs in both cases. Numerical methods are used to study quantitative properties of the optimal investment strategy. We find that in the tax risk case the investment in abatement technologies is typically lower than in a benchmark scenario with deterministic taxes. However, there are a couple of interesting new twists related to production technology, divisibility of the investment, tax rebates and investor expectations. In the stochastic differential game on the other hand an increase in uncertainty might stipulate more investment. Next seminar: Claudio Fontana (Università di Padova), 2 April 12.00. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia

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2nd RSS/Turing Workshop on Gradient Flows for Sampling, Inference, and Learning
by Francesca Crucinio 26 Feb '25

26 Feb '25

Dear all, We are happy to announce the *2nd RSS/Turing Workshop on Gradient Flows for Sampling, Inference, and Learning *which will take place at the Alan Turing Institute in London on 24 March 2025. This one day event is sponsored by the Royal Statistical Society through its Computational Statistics and Machine Learning Section and The Alan Turing Institute, and will cover a wide range of topics connected to gradient flows including talks by Sahani Pathiraja (UNSW Sydney) Rocco Caprio (University of Warwick) Anna Korba (ENSAE/CREST) Paula Cordero Encinar (Imperial College London) Arthur Gretton (University College London/DeepMind) Jonas Latz (University of Manchester) For more info check https://rss.org.uk/training-events/events/events-2025/section-groups/2nd-rs… We look forward to seeing you there! The organising committee: Deniz Akyildiz, Francesca Crucinio and Andrew Duncan

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Special issue of "Mathematical Finance" on "Climate and Nature Risk in Mathematical Finance" (fwd)
by Tiziano Vargiolu 25 Feb '25

25 Feb '25

Apologies for cross-postings. ----------------------- Special Issue on Climate and Nature Risk in Mathematical Finance Guest Editors: Andrea Macrina & Peter Tankov New extended deadline for submissions: 30 April 2025 The urgency and complexity of the climate crisis call for contributions from many scientific domains. In finance, modelling challenges posed by the environmental transition and by the climate change and nature-related risks call for inter- and transdisciplinary approaches, based on a multitude of data sources and long-term projections taking into account deep uncertainty. The mathematical finance community, which has developed robust systematic approaches to financial modelling and risk management, is well placed to address these challenges and has already made numerous quantitative contributions to the field of green finance. Mathematical Finance will dedicate a Special Issue to Mathematical Finance for Climate and Nature to further emphasise this area of research. Submissions to the Special Issue should develop and apply novel mathematical and statistical methods to financial and economic problems arising in the field of green finance and meet the editorial standards of Mathematical Finance as detailed in the aims and scope statement of the journal. Submissions with a policy or industry perspective are encouraged. We invite in particular the submission of original research articles on the following topics: * Assessment of climate and nature-related risks and uncertainties in financial systems; climate stress testing. * Study of transmission channels of physical risks, transition risk and nature-related risks to asset prices, portfolios and the stability of the financial system. * Optimal policies and incentives for environmental transition and adaptation of the economy, from the central planner perspective and in decentralised systems. * Optimal design and study of financial and insurance products, including derivative products, for managing climate and nature-related risks and for financing the environmental transition and adaptation. * Design and study of transition scenarios; quantification of scenario uncertainty * Net zero investment: quantitative methodologies for constructing net-zero-aligned portfolios and portfolios with positive impact on nature and biodiversity. * Study of innovative datasets and numerical methods, including AI-based methods, in support of the above topics. * Design of medium and long-term risk management methods accounting for potential policy changes and systemic alterations of market structures and stability. * Impact of climate and nature risks on emerging markets and developing economies. Please submit your contributions through the journal’s web submission portal before 30 April 2025. Please indicate in your submission that it is intended for the ‘Special Issue on Climate and Nature Risk in Mathematical Finance’. All submissions will undergo the usual review process for the journal. -- Peter Tankov Professor of quantitative finance, ENSAE, IP Paris Phone: +33 1 70 26 68 73 Email: peter.tankov(a)ensae.fr https://sites.google.com/site/petertankov https://www.parc-research.org/ https://pladifes.institutlouisbachelier.org/

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Seminar Ziyi Song @ Unimib
by Federico Camerlenghi 25 Feb '25

25 Feb '25

Dear all, we are glad to announce the next DEMS seminar in Statistics: *Wednesday, 5th March 2025* *Time 12.00*, Seminar room 2104, Department of Economics, Management and Statistics (DEMS) Building U7, second floor, University of Milano - Bicocca The speaker is Ziyi Song (University of California, Irvine). *TITLE:* Clustering computer-mouse tracking data with informed hierarchical shrinkage partition priors *ABSTRACT:* Mouse-tracking data, which record computer mouse trajectories while participants perform an experimental task, provide valuable insights into subjects’ underlying cognitive processes. Neuroscientists are interested in clustering the subjects’ responses during computer mouse-tracking tasks to reveal patterns of individual decision-making behaviors and identify population subgroups with similar neurobehavioral responses.These data can be combined with neuroimaging data to provide additional information for personalized interventions. In this article, we develop a novel hierarchical shrinkage partition (HSP) prior for clustering summary statistics derived from the trajectories of mouse-tracking data. The HSP model defines a subjects’ cluster as a set of subjects that gives rise to more similar (rather than identical) nested partitions of the conditions. The proposed model can incorporate prior information about the partitioning of either subjects or conditions to facilitate clustering, and it allows for deviations of the nested partitions within each subject group. These features distinguish the HSP model from other bi-clustering methods that typically create identical nested partitions of conditions within a subject group. Furthermore, it differs from existing nested clustering methods, which define clusters based on common parameters in the sampling model and identify subject groups by different distributions. We illustrate the unique features of the HSP model on a mouse tracking dataset from a pilot study and in simulation studies. Our results show the ability and effectiveness of the proposed exploratory framework in clustering and revealing possible different behavioral patterns across subject groups. The paper has been published on Biometrics. <https://academic.oup.com/biometrics/article/80/4/ujae124/7850951?login=true> Best wishes, Federico Camerlenghi

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