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Deadline approaching: A day on random graphs
by mic sal 11 May '22

11 May '22

Dear all, this is to remind you that the deadline for the (free but compulsory) registration to the workshop "A day on Random Graphs" is on the 15th of May. Should you miss the deadline, you can write to salvi(a)mat.uniroma2.it to check if there is still place available. The workshop will take place at Università di Tor Vergata on the 30th of May (see poster in attachment) and is part of the Excellence Program Math@TOV. The invited speakers are Luca Avena (Leiden University) Afonso Bandeira (ETH Zürich) Luca Becchetti (La Sapienza) Julia Komjathy (TU Delft) Luca Trevisan (Bocconi) For more information see http://www.mat.uniroma2.it/~rds/graphs.php . The organizers, Andrea Clementi, Domenico Marinucci, Michele Salvi, Stefano Vigogna

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Seminar in Pisa: Darrick Lee
by Francesco Grotto 10 May '22

10 May '22

Dear Colleagues, we would like to invite you to the following seminar by Darrick Lee (EPFL) to be held tomorrow (May 10th) at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: May 10th, 2022, 14:00-15:00 CET Speaker: Darrick Lee (EPFL) Title: Mapping Space Signatures Abstract: The path signature is a foundational tool in the theory of rough paths. In this talk, we introduce the mapping space signature, a generalization of the path signature to maps from higher dimensional cubical domains, which is motivated by the topological perspective of K. T. Chen. We show that the mapping space signature shares many of the analytic and algebraic properties of the path signature; in particular it is universal and characteristic with respect to a certain equivalence relation on cubical maps. This is joint work with Chad Giusti, Vidit Nanda, and Harald Oberhauser.

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Workshop on Chemical Reaction Networks at Politecnico
by Daniele Cappelletti 09 May '22

09 May '22

Dear all, As announced in a previous email, Politecnico di Torino is organizing the second edition of the *Workshop on Chemical Reaction Networks*, 6-8 July, 2022, Torino, Italy. We are writing to inform you that *the deadline for* *the registration is extended to May 22nd*. You can find more info on the topics covered and on the logistics of the workshop at https://areeweb.polito.it/disma-excellence/events_2022/CRNs_workshop <https://areeweb.polito.it/disma-excellence/events_2022/CRNs_workshop/index.…> Sorry for cross-posting and please forward this info to all potentially interested people you may know, especially to the youngest. With kindest regards, the organizers Daniele Cappelletti Enrico Bibbona Paola Siri

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Seminar by M. Burzoni in Verona (hybrid)
by Alessandro Gnoatto 09 May '22

09 May '22

Matteo Burzoni (University of Milan) will give a talk at the Department of Economics – University of Verona. Date: 11/05/2022 @ 12:00 (Rome Time) Title: On adjusted risk measures Abstract: We introduce different ways of adjusting classical risk measures in different contexts. We mainly discuss the properties of a new class of convex risk measures that robustifies Expected Shortfall by simultaneously controlling the expected losses associated with different portions of the tail distribution. The key element is a benchmark risk profile g which allows, at the same time, to tailor the risk assessment to the specific application of interest. The resulting risk measure is intimately connected with second-order stochastic dominance. A second way of adjusting and robustifying risk measures is presented in a systemic risk framework which is not based on any probabilistic assumption. If you would like to attend via Zoom, please register at the following link, we will send you the login details: https://docs.google.com/forms/d/e/1FAIpQLSeE2_EoaT3z70C7nUzokfeg5PTb5dyDXxZ… <https://docs.google.com/forms/d/e/1FAIpQLSeE2_EoaT3z70C7nUzokfeg5PTb5dyDXxZ…> -- Alessandro Gnoatto Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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PhD position and professor position
by Enrico Priola 06 May '22

06 May '22

Segnalo un messaggio di Markus Riedle (King's College London) Cari saluti Enrico Priola %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear Enrico, I'm writing you to let you know that I am currently looking for a new PhD student. It is a joint position with TU Dresden in Germany: https://www.verw.tu-dresden.de/StellAus/download.asp?file=05-2022\Behme_WIM… If you know a good candidate for this position, please encourage them to apply. On the other side of the career spectrum, our department is currently hiring a professor in probability theory. If you know somebody appropriate, please forward the advert or ask them to get in contact with me for any further questions: https://jobs.kcl.ac.uk/gb/en/job/044648/Professor-Reader-in-Probability Many thanks, Markus %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Summer School Causal Inference - Trento, 11-15 July 2022
by Claudio Agostinelli 06 May '22

06 May '22

Registration is open for a summer school in *Causal inference* at the university of Trento this 11-15 July! More info at: http://datascience.maths.unitn.it/events/ci2022/ Deadline for registration: 15 June Hope to see you there! Veronica and Claudio

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Seminario di Probabilità - Roma La Sapienza
by Faggionato, Alessandra 05 May '22

05 May '22

Buongiorno, il Prof. Sebastian Andres terrà un seminario in Sala di Consiglio al Dipartimento di Matematica dell' Università La Sapienza , Lunedì 9 Maggio alle ore 16:00 (sotto i dettagli). Grazie dell'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%% Time: Monday 9 May 2022, at 16:00 Rome: Sala di Consiglio, Department of Mathematics, Sapienza University of Rome Speaker: Sebastian Andres (Manchester University) Title: First passage percolation with long-range correlations Abstract: In this talk we consider first passage percolation (FPP) with passage times generated by a general class of models with long-range correlations, including discrete Gaussian free fields as a prominent example. We will discuss conditions under which the associated time constant is positive and the FPP distance is comparable to the Euclidean distance. We will also present two applications to random conductance models (RCM) with possibly unbounded and strongly correlated conductances, namely a Gaussian heat kernel upper bound for RCMs with a general class of speed measures, and an exponential decay estimate for the Green function of RCMs with random killing measures. This talk is based on a joined work with Alexis Prévost (Cambridge). -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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seminario G.Ascione - Sapienza 11 maggio
by Luisa Beghin 05 May '22

05 May '22

Buongiorno, vorrei segnalare il seguente seminario: *Mercoledì 11 maggio 2022* Ore 14:30, Aula 34 (quarto piano), Dipartimento di Scienze Statistiche, Sapienza Università di Roma e online al seguente link meet.google.com/dwz-gvib-uoj *Titolo:* A sojourn-based approach to discrete-time semi-Markov decision processes *Speaker*: Giacomo Ascione (Scuola Superiore Meridionale) *Abstract:* Up to now, there is an extensive literature on stepped continuous-time semi-Markov decision processes. Such models generalize the classical continuous-time Markov chain decision processes by allowing for different distributions of interevent times. However, in such models, the decision is always taken in a change of state, so that it influences a priori the distribution of the inter-event times. For such a reason, these models do not allow for decision depending on intermediate observations of the system. In this talk we address the problem of intermediate observations by modelling the system as a finite horizon discrete-time semi-Markov process, thus assuming discrete observations of the system, and allowing possible decisions at each time step. To do this, we first provide an alternative characterization of discrete-time semi-Markov processes in terms of a bivariate Markov chain, involving both the state and the sojourn time of the process. Once this is done, one can use the dynamic programming principle to exploit optimal policies for the discrete-time semi-Markov decision process by resorting to the bivariate Markov formulation. With this approach we are able to exhibit the Bellman’s equation for both the value and the quality function. The latter is then used to develop a model-free reinforcement learning algorithm based on Watkins and Dayan’s Qlearning algorithm, together with a first naive attempt towards a deep reinforcement learning one. Two exploratory toy examples are provided. This is based on a joint work with Salvatore Cuomo from Università degli Studi di Napoli Federico II. Cordiali saluti. 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 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Call for Papers International Fintech Research Conference [Politecnico di Milano 27-28 October 2022]
by Luca Di Persio 05 May '22

05 May '22

Dear all. we are glad to announce the following: Call for Papers International Fintech Research Conference Finance, technology, methodologies Fintech Research Network Politecnico di Milano 27-28 October 2022 The Conference aims to put together researchers working in all areas of Fintech (banking, asset management, insurance, payments, capital markets, internet of things) providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields such as (but not limited to): theoretical analysis of the fintech domain (finance and economic analysis), machine learning applications to finance, cryptocurrencies, digital currency, cybersecurity, neural networks approaches in FinTech, smart contracts, peer to peer finance, big data analysis, nowcasting, text analysis in finance, blockchain technologies, network analysis in finance, behavioral finance. Keynote speakers: * Petros Dellaportas, UCL-London Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data * Leonardo Gambacorta, Bank of International Settlements, TBD * Mario Wuethrich, ETH-Zurich Discrimination-Free Insurance Pricing * David Yermack, Stern Business School, New York University, TBD The Conference is intended to be the first edition of an annual initiative that will be hosted by the building blocks of a large researchers/universities network. Scientific committee: Emilio Barucci (chair), Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà Talamanca, Paolo Giudici, Daniele Marazzina, Silvia Muzzioli. Deadline for submitting an extended abstract/paper: August 31st, 2022. Please note that, except for the social dinner, no fee is required to conference participation. https://www.fintechlab.it/fintech_conference2022/ The initiative is promoted by: Fintech Research Network https://www.fintechlab.it/network/ The Fintech Research Network is steered by a group of researchers working in all areas of Fintech, whose main aim is to develop proactive research initiatives such as conferences, summer schools, workshops, seminars, research projects within the FinTech framework broadly intended. On behalf of the scientific committee, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

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(PMS)^2 online talk: Michele Salvi - May 9, 17:30
by Maurizia Rossi 04 May '22

04 May '22

Dear colleagues, We are happy to announce the following online talk: Speaker: *Michele Salvi* (Università di Roma "Tor Vergata") Title: *Scale-free percolation mixing time.* Abstract: Scale-free percolation is a spatial inhomogeneous random graph model which features three fundamental properties that are often present in real-world networks: (1) Scale-free: the degree of the nodes follows a power law; (2) Small-world: two far-away nodes have typically a small graph distance; (3) Positive clustering coefficient: two nodes with a common neighbour have a good chance to be linked. We study the mixing time of the simple random walk on this structure in one dimension and depict a rich phase diagram in the parameters of the model. In particular, we prove that the presence of hubs can speed up the mixing of the chain. Joint work with Alessandra Cipriani (UCL). *Date and time:* Monday May 9, 17:30-18:30 (Rome time zone) *Zoom link:* https://us02web.zoom.us/j/6815552946 This talk is part of the *(PMS)^2*: *Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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