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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 --------------------------------------------------------------------------

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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

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[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

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Reminder: An Autumn Day in Probability and Statistical Physics - Florence, 21 November 2025
by Gianmarco Bet 10 Nov '25

10 Nov '25

Dear colleagues, We would like to remind you that the sixteenth event in the series “Days in Probability and Statistical Physics” will soon take place: *AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS* Friday *21 November 2025* University of Florence, Department of Mathematics and Computer Science <https://maps.app.goo.gl/QaHbuTqAjYXEoYk88>, Viale Morgagni 67/a, Florence Speakers: *Béatrice de Tilière* (CEREMADE, University Paris-Dauphine PSL) will speak on: *The dimer model, an introduction.The dimer model on minimal graphs, the elliptic case and beyond.* *Alexandre Gaudillière* (CNRS, Aix-Marseille Université) will speak on: *Kirchhoff forests and applications.* Each speaker will give a 45’ introductory lecture tailored for non-experts, followed by a 45’ more advanced seminar talk. *Registration is free but mandatory* for organization purposes. Please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSdGV-RYlQEwg6YU4TFNS07vePPAkfiZ6yC…> (https://forms.gle/qaXCYoDKkk5qSGmz5) by November 16. Please feel free to share the announcement with those who may be interested, particularly young researchers. We look forward to seeing many of you. The organisers Luca Avena, Luisa Andreis, Gianmarco Bet and Elia Bisi *************** More information, including the abstracts, can be found at this link <https://sites.google.com/unifi.it/florence-probability-group/probability-da…>. The poster of the event can be viewed here <https://drive.google.com/file/d/1ZDAQUc7QJK4q_jL0c461X3MrertCctFW/view?usp=…> . PROGRAM 10:30-11:00 Welcome coffee 11:00-11:45 Introductory lecture: Béatrice de Tilière 11:45-12:15 Break 12:15-13:00 Seminar talk: Béatrice de Tilière 13:00-14:30 Lunch 14:30-15:15 Introductory lecture: Alexandre Gaudillière 15:15-15:45 Break 15:45-16:30 Seminar talk: Alexandre Gaudillière

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De Finetti Risk Seminar
by Emanuela Rosazza Gianin 07 Nov '25

07 Nov '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on November 17, 2025: Kakeya sets in R^3 Prof. Hong Wang NYU Courant, IHES LOCATION: The seminars will be held on Room AS01, Bocconi University University, Via Roentgen 1, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Fractional Calculus, Probability and Non-Local Operators 2026 in Varese, Italy
by Enrico Scalas 07 Nov '25

07 Nov '25

Dear Colleagues, Registration for the workshop Fractional Calculus, Probability and Non-Local Operators 2026 is open at: https://www.rism.it/events/fractional-calculus-probability-and-nonlocal-ope… and will stay open until 30 November 2025 (or until maximum capacity is reached). We are now encouraging poster contributions as well as attendance only. If you plan to present a poster, please mention it in the Notes while registering. Unfortunately, we cannot accept further talks. Places will be filled using a first-come first-served discipline until the total number of available places is reached. A registration fee of around 160 euros (potentially subject to an inflation-related increase) will be needed to cover catering expenses; we understand that it can be paid at the site of the conference using a debit or credit card. If you have special needs (e.g. you are vegetarian, vegan, etc.) you can indicate it in the Note box while registering. However, please notice that, at this stage, we cannot guarantee that the catering company will be able to fulfill your wishes. Best regards Enrico Scalas (on behalf of the organisers)

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Seminario di Milton Jara, Lunedì 10 Novembre, alla Sapienza
by Faggionato, Alessandra 07 Nov '25

07 Nov '25

Dear all, On Monday November 10, Milton Jara will give a seminar at the Department of Mathematics of Sapienza University. Below you can find the details. Thanks Saluti Alessandra ************************************************ *Monday, November 10 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Milton Jara (Impa, Rio de Janeiro) *Title*: Quantitative Hydrodynamics for a generalized contact model *Abstract: *We use the formalism of Quantitative Hydrodynamics to improve the quantitative hydrodynamic limit obtained in Chariker, De Masi, Lebowitz and Presutti (2023) for an interacting particle system inspired by integrate-and-fire neuron models. Our estimates are good enough to show that the typical fluctuations around the aforementioned hydrodynamic limit are Gaussian, and governed by an inhomogeneous stochastic linear equation. Joint work with Julian Amorim (IMPA) and Yangrui Xiang (Louisiana State University) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Conference SPDEs: Theory and Applications - Pavia- May 14–16, 2026
by Margherita Zanella 07 Nov '25

07 Nov '25

We are very pleased to announce the Conference SPDEs: Theory and Applications May 14–16, 2026 University of Pavia, Italy https://sites.google.com/view/spdesinpavia The purpose of the workshop is to present recent results in the field of Stochastic Partial Differential Equations (SPDEs), considering both theoretical aspects and applications. A special focus will be placed on the distinctive properties and phenomena that arise when a stochastic component is introduced into a deterministic model, as well as on the insights obtained by analyzing deterministic systems through stochastic methods. Invited Speakers Antonio Agresti (Sapienza University of Rome) Alexandra Blessing (University of Konstanz) Charles-Edouard Bréhier (Université de Pau et des Pays de l'Adour) Zdzislaw Brzezniak (University of York) Fernanda Cipriano (NOVA University of Lisbon) Petr Coupek (Charles University) Franco Flandoli (Scuola Normale Superiore, Pisa) Lucio Galeati (University of L'Aquila) Erika Hausenblas (Montanuniversität Leoben) Christian Horacio Olivera (UNICAMP) Ludovic Goudenège (CNRS) Hannelore Lisei (Babeş-Bolyai University) Paul Razafimandimby (Dublin City University) Francesco Russo (ENSTA) Jonas Tölle (Aalto University) Registration Registration is free but mandatory through the web form at https://sites.google.com/view/spdesinpavia The deadline for registration is March 15, 2026. Poster Session A poster session will also take place, and submissions are warmly encouraged. If you are interested in presenting a poster, please provide the relevant information in the registration form available on https://sites.google.com/view/spdesinpavia. The deadline for poster submissions is January 15, 2026. Sponsors This conference is organized thanks to the support of the project Dipartimento di Eccellenza - Department of Economics and Management of the University of Pavia and CAMRisk. We look forward to welcoming you to Pavia. For any questions, please contact us at spdespavia2026(a)gmail.com<mailto:spdespavia2026@gmail.com> The organisers: Hakima Bessaih, Benedetta Ferrario, Margherita Zanella

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4th workshop “Mathematics for Artificial Intelligence and Machine Learning”,
by Ernesto De Vito 05 Nov '25

05 Nov '25

We are glad to announce the 4th workshop “Mathematics for Artificial Intelligence and Machine Learning”, which will take place on January 21-23, 2026, at the Mathematics Department of Sapienza University of Rome. The workshop focuses on the interaction between mathematics, artificial intelligence, and machine learning. The goal is to encourage mathematical research in these areas, promoting the dissemination of results and facilitating interaction with other disciplines. Priority will be given to contributions proposed by young researchers. Participation and the presentation of contributions are also open to non-members of the UMI. To facilitate the participation of young researchers, no registration fees are required. To register, please visit the workshop website (https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop). Participation is free, but registration is required. The workshop will include plenary lectures, keynote speaker lectures, contributed talks, and a poster session. The plenary lectures will be given by: • Paola Antonietti (Politecnico di Milano) • Massimo Fornasier (Technische Universität München) • Domenico Marinucci (University of Rome Tor Vergata) The keynote speakers will be: • Annalisa Barla (University of Genoa) • Vincenzo Bonifaci (Roma Tre University) • Pierpaolo Vivo (King's College, London) The deadline for submitting abstracts for contributed talks and the poster session is December 8, 2025. Logistics details and further information are available on the web page ( (https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop). The event will conclude the thematic period on Data Science within the Eccellenza Scientific Program of the Mathematics Department at Sapienza University of Rome. Further information about the program can be found on this page (https://sites.google.com/uniroma1.it/excellence-department/home). The Scientific Committee Adriano Barra Alessandra De Rossi Ernesto De Vito Stefano Gualandi Giampaolo Leonardi Marco Maggesi Benedetta Morini Sandra Pieraccini Paolo Zunino The Organizing Committee Elena Agliari Adriano Barra Alberto Fachechi Giuseppe Visconti

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Call Women MFW2026 - Rome Sapienza
by Claudia Ceci 05 Nov '25

05 Nov '25

Dear Colleagues, following our previous announcement, we are pleased to inform you that the *website of the Women in Mathematical Finance Workshop 2026 (WMFW2026)* is now online, and the *Call for Contributions* is open. We would like to recall that the *first edition of WMFW2026* will take place at *Sapienza University of Rome*, hosted by the *Department of Methods and Models for Territory, Economics and Finance (MEMOTEF)*, on *12–13 February 2026*. The workshop aims to *highlight the scientific contributions of female researchers* in mathematical finance and related fields. The program will feature *seven invited lectures* by leading scholars, along with *research presentations by early-career researchers*. Several thematic sessions will address a broad range of topics, including: - Mathematical modeling of financial markets - Optimal control in finance and insurance - Stochastic analysis - Data science and quantitative finance *Invited Speakers* - Giorgia Callegaro (*University of Padova)* - Christa Cuchiero (*University of Vienna)* - Giulia Di Nunno (*University of Oslo)* - Elisa Luciano (*University of Torino)* - Yuliya Mishura (*University of Kyiv)* - Agnès Sulem (*Inria Paris)* - Sara Svaluto-Ferro (*University of Verona)* *Important Dates* *(for early-career female researchers)* - *Abstract/Paper submission deadline:* 15 December 2025 - *Notification of acceptance:* 9 January 2026 The event is *open to all scholars. *Please note that participation in the workshop is *free of charge*, but *registration is mandatory*. All participants must register by *15 January 2026.* There will also be the possibility to *attend the workshop remotely*; a connection link will be provided closer to the event. All relevant information is available on the *workshop website <https://memotef.web.uniroma1.it/it/women-mathematical-finance-workshop-febr…>* . We look forward to welcoming you to Rome! Best regards, *On behalf of the Organizing Committee, * *Claudia Ceci* -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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