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EXTENDED DEADLINE for AMASES 2026
by Francesco Cesarone 04 May '26

04 May '26

Dear Colleagues, Due to numerous requests, the Organizing Committee of the 50th Annual Meeting of the Association for Mathematics Applied to Social and Economic Sciences (AMASES 2026) https://sites.google.com/uniroma1.it/amases2026/<https://urldefense.com/v3/__https:/sites.google.com/uniroma1.it/amases2026/…> has decided to extend the deadline for abstract submissions. New Deadline for Abstract Submission: May 10, 2026 Notification of Acceptance: June 5, 2026 Deadline for Early Bird Registration: June 30, 2026 Deadline Registration for Communications to be included in the program: June 30, 2026 Francesco Cesarone On behalf of The AMASES 2026 Organizing Committee * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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Reminder: 44th Finnish Summer School on Probability and Statistics, 50 years jubilee, Lammi, Finland 25-29.5.2026
by Gasbarra, Dario 04 May '26

04 May '26

Dear friends of Stochastics and Statistics, registration for the 44th Finnish Summer School on Probability and Statistics, 50 years jubilee edition, in Lammi, Finland 25-29.5.2026 is open until SATURDAY MAY 9th. Please check the website 44th Finnish Summer School on Probability and Statistics, 50 years jubilee | FDNSS<https://fdnss.fi/44th-finnish-summer-school-on-probability-and-statistics-5…> https://fdnss.fi/wp-content/uploads/2026/03/fdnss-school_poster-2026.pdf Minicourses: * Nils Berglund<https://www.idpoisson.fr/berglund/> (Université d’Orléans) Topics in Gaussian Wiener chaos expansion (abstract)<https://fdnss.fi/topics-in-gaussian-wiener-chaos-expansion/> * Giulia di Nunno<https://www.mn.uio.no/math/personer/vit/giulian/> (University of Oslo) BSDEs and fully-dynamic risk measures * Frank Röttger<https://sites.google.com/view/roettger/startseite> (University of Twente) Probabilistic graphical models and their application to extreme value statistics * SJS Lectures: Subhabrata Sen<https://sites.harvard.edu/sus977/> (Harvard University) Recent progress in multi-modal data analysis (abstract)<https://fdnss.fi/recent-progress-in-multi-modal-data-analysis/> See you in Lammi ! Yours Dario Gasbarra, Department of Mathematics and Statistics University of Vaasa, P.O.Box 700 65101 Vaasa Finland dario.gasbarra(a)uwasa.fi

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Seminario Sapienza Roma - 7 Maggio 2026
by Alessandro Degregorio 04 May '26

04 May '26

Cari tutti, vorrei segnalare il seguente seminario che si terrà il *7 Maggio* *alle ore 14, aula 24,* presso il *Dipartimento di Scienze Statistiche -- Sapienza Roma * (Edificio CU002, IV piano, p.le A.Moro 5, Roma). *Speaker:* Kei Kobyashi (Fordham University - New York) *Title: *Small-time asymptotic behavior of the spectral heat content for isotropic Lévy processes *Abstract: *The spectral heat content (SHC) measures the total heat contained in a bounded domain at a given time when the initial temperature inside the domain is set to be one, and the temperature outside the domain is kept at zero. The SHC with heat particles represented by Brownian motion was intensively studied more than three decades ago, whereas the investigation of the SHC for Lévy processes started only about a decade ago. In this talk, we derive the precise small-time asymptotic behavior of the SHC for a large class of isotropic Lévy processes. The result covers the cases of Brownian motion, stable Lévy processes, and some jump diffusions, while the proof provides a unified approach to the asymptotic behavior of the SHC for all of these processes. This is joint work with Hyunchul Park. E' possibile assistere al seminario online collegandosi al seguente indirizzo: https://uniroma1.zoom.us/j/88659953902?pwd=bRglbpbc8ZyN4BBxllXPxlncAa1l6i.1 (ID riunione: 886 5995 3902) Cordiali saluti, Alessandro De Gregorio -- *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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SPASS seminar: Lucie Laurence - Tue 5 May at 14:00
by Marco Romito 03 May '26

03 May '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar <https://sites.google.com/unipi.it/spass/seminars?authuser=0> (jointly organised by UniPi, SNS, UniFi and UniSi): _Speaker_: *Lucie Laurence *(University of Bern, Institute of Mathematical Statistics and Actuarial Sciences) _Title_: *Noise-induced stabilization in chemical reaction networks* _Date and time_: *Tue, May 5th* at *14:00 CET* _Place_: Auletta Riunioni, Dipartimento di Matematica, UniPi, Pisa _Join online_: https://meet.google.com/esx-pxkw-fhw On behalf of the organisers, Samuele Saviozzi ********************* _Abstract_: /Chemical reaction networks (CRNs) describe the evolution of interacting molecular species through a set of reactions. In the stochastic formulation, the system tracks discrete molecule counts and evolves as a jump process driven by reaction events. Transition rates follow mass‑action kinetics and are polynomial functions of the state. When molecule numbers are large, these stochastic dynamics are typically approximated by a deterministic ODE system. The connection between the stability of these two models is an active area of research./ /In this talk, I will present a CRN exhibiting a noise‑induced stabilization phenomenon. Deterministically, the associated ODE admits trajectories that diverge and blow up in finite time. In contrast, the stochastic model is stable: sample paths remain bounded and repeatedly return to compact regions of the state space. The proof combines a Lyapunov‑function criterion with scaling arguments that control the behavior of the stochastic trajectories./ /In the final part of the talk, I will discuss new directions for extending this stabilization result to broader classes of CRNs. Using Poincaré compactification, I will outline conditions on the deterministic dynamics that ensure stability of the corresponding stochastic system./ /This is a joint work with A. Agazzi./

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Seminario di Vanessa Jacquier in Sapienza - Giovedi' 7 Maggio
by Faggionato, Alessandra 29 Apr '26

29 Apr '26

Buongiorno, Giovedi' 7 Maggio alle ore 14:00 in Aula L (piano terra) del Dipartimento di Matematica in Sapienza *Vanessa Jacquier *(Univ. di Padova) terrà un seminario, di cui sotto trovate titolo e abstract. Buona giornata Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *Title: *Minimal shapes on the hyperbolic lattices and the emergence of metastability *Abstract: *We investigate geometric and dynamical aspects of hyperbolic lattices arising from regular tilings with 1/p+1/q<1/2. We first characterize finite shapes with minimal perimeter and show that the ratio of perimeter to volume converges to the isoperimetric constant. We also construct a family of regular layered balls that achieve this constant for any fixed volume. We then study the Ising model on finite subgraphs with minus boundary conditions and a positive external field h. For a suitable range of h, we prove the presence of metastable behavior, identify the metastable state, and characterize the exit time. Finally, we describe the energy landscape and analyze the nucleation mechanism for all positive values of h, including beyond the metastable regime. -- ************************************************* 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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Network Econometrics Summer School (June, 29 - July, 3, 2026, Venice, Italy)
by Roberto CASARIN 28 Apr '26

28 Apr '26

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, Ca' Foscari University, organizes the course for PhD students in: Network Econometrics, 29 June - 3 July, 2026, Università Ca' Foscari Venezia https://www.side-iea.it/events/courses/network-econometrics-2026 The Summer School aims to provide participants with models and tools from graph theory to analyze various effects of social, economic, financial, and political interaction. The school will host leading scholars to develop relevant network modeling and inference research and its applications to various fields. *Participation*: Online or in presence *Application Deadline*: May *Coordinator* Roberto Casarin <https://sites.google.com/view/robertocasarin>, Ca' Foscari University of Venice *Lecturers* Emanuele Aliverti <https://emanuelealiverti.github.io/>, University of Padova Monica Billio <http://venus.unive.it/billio/>, Ca' Foscari University of Venice Matteo Iacopini <https://matteoiacopini.github.io/>, LUISS University Mariangela Guidolin <https://scholar.google.com/citations?user=tOh7UTUAAAAJ&hl=it>, University of Padova Luca Rossini <https://lucarossini.wixsite.com/luca-rossini>, University of Milan Ovielt Baltodano Lopez <https://sites.google.com/view/ovieltbaltodano/>, Ca' Foscari University of Venice *Requirements* Intermediate knowledge of statistical inference and econometrics Best Regards -- 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>

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Tenure track in Data Science at BI Norwegian Business School (Oslo)
by Lavagnini, Silvia 28 Apr '26

28 Apr '26

Dear all, There is a new open position at the Department of Data Science and Analytics at BI Norwegian Business School (Oslo): We are looking for an Assistant Professor (4-year tenure-track position). 𝗧𝗵𝗲 𝗥𝗼𝗹𝗲: • Focus on Machine Learning, AI, and Statistical Learning. • Low teaching load and competitive research support. • Part of the Center for Applied AI and SURE-AI. 𝗥𝗲𝗾𝘂𝗶𝗿𝗲𝗺𝗲𝗻𝘁𝘀: PhD in Computer Science, Math, Stats, or related fields. For info and application form: https://bi.easycruit.com/intranet/intranet/vacancy/3620885/195887?iso=no Deadline: 26/05/2026 Best regards, Silvia — Silvia Lavagnini Assistant Professor Department of Data Science and Analytics Nydalsveien 37, 0484 Oslo www.bi.edu/silvia-lavagnini<https://www.bi.edu/about-bi/employees/department-of-data-science-and-analyt…>

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QFinLab Seminar - Riccardo Brignone (Università di Pavia) - 4/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 28 Apr '26

28 Apr '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Monday, 4 May 2026, 13.15-14.15 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/meet/37636229162148?p=ARUIgsqktVw4OOzc64> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Riccardo Brignone (Università di Pavia) Title: Pricing path-dependent options under stochastic volatility models with arbitrary accuracy. Abstract: We propose a unified methodology for pricing general path-dependent derivatives, such as (without sake of exhaustiveness) Asian, barrier, variance, lookback and cliquet options. The proposed approach is based on the Monte Carlo Conditional Fourier-cosine method and works for a broad class of stochastic volatility models. The main benefit of the new algorithm over existing literature consists in a simple and effective control of the error. A practitioner needs to provide the pricing algorithm with two parameters: i) a probability, q; ii) an error tolerance, ε. Then, our proposed algorithm provides a price approximation that differs by no more than e from the true unknown option price with probability at least equal to ε. In other words, the practitioner can easily control the accuracy of the price approximation, contrarily to any other approach proposed in the literature so far. We provide explicit formulas linking the variance of the Monte Carlo simulation estimator of the option price, the error tolerance, and the number of simulations. Leveraging such formulas, it is possible to drastically reduce computing times through variance reduction techniques, rendering the pricing methodology computationally efficient. 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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LSAA 2026, June 15–18 – registration deadline extended to May 14
by Andreas Petersson 28 Apr '26

28 Apr '26

Dear colleagues (apologies if you get multiple copies of this email), The registration deadline for the Linnaeus Workshop on Stochastic Analysis and Applications (LSAA 2026), held at Linnaeus University in Växjö, Sweden, during the Midsummer week of June 15–18, 2026, has been extended to May 14. We would be grateful if you could forward this information within your department. LSAA is an annual conference series (since 2010) and a meeting point for researchers working on stochastic processes, differential equations, and applications, with a focus on fostering collaboration across stochastics, numerics, analysis, and complex systems. We welcome contributed talks, and PhD students and early-stage researchers are especially encouraged to participate. The workshop is held in conjunction with the 3rd Young Summer School on Stochastic Analysis. Register and find details: https://lnu.se/en/lsaa2026 We look forward to welcoming you to Växjö in June! Best regards, Andreas Petersson, Wolfgang Bock, and Astrid Hilbert (Workshop organizers)

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Reminder: OWABI Seminar - Oksana Chkrebtii - April 30 - 1pm UK time
by Massimiliano Tamborrino 28 Apr '26

28 Apr '26

Dear all, a kind reminder of this week's OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> seminar on April 30, 1pm UK time, when Oksana Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) will talk about "Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems". The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/374263351331567?p=tEOIPwLR7ejGFX1vSm Meeting ID: 374 263 351 331 567 Passcode: B8Em6Cg9 Speaker: Oksana A. Chkrebtii<https://u.osu.edu/oksanachkrebtii/> (Ohio State University) Title: Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems Abstract: Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference methods that explore the parameter space without explicit likelihood evaluations, relying instead on sequential simulation, which comes at the cost of computational efficiency and extensive tuning. We develop an alternative framework called kernel-adaptive synthetic posterior estimation (KASPE) that uses deep learning to directly reconstruct the mapping between the observed data and a finite-dimensional parametric representation of the posterior distribution, trained on a large number of simulated datasets. We provide theoretical justification for KASPE and a formal connection to the likelihood-based approach of expectation propagation. Simulation experiments demonstrate KASPE’s flexibility and performance relative to existing likelihood-free methods including approximate Bayesian computation in challenging inferential settings involving posteriors with heavy tails, multiple local modes, and over the parameters of a nonlinear dynamical system. Keywords: Deep learning; likelihood-free inference; generative models. Reference: R. Zhang, O.A. Chkrebtii, D. Xiu. Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems. Preprint at ArXiv:2508.00167 https://arxiv.org/pdf/2508.00167 Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino SFHEA Reader (Associate Professor) Department of Statistics WIHEA Fellow and Internationalisation Learning Circle Co-Lead University of Warwick https://warwick.ac.uk/tamborrino

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