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Frontiers in Risk and Investment Theory (FRIT 2026)
by Marco Maggis 30 Jun '26

30 Jun '26

Dear colleagues, this is the second announcement for the workshop *Frontiers in Risk and Investment Theory (FRIT 2026)*, which will take place at *Hotel La Palma*, Stresa (Lake Maggiore, Italy), on *September 20–22, 2026*. Confirmed speakers Beatrice Acciaio Francesca Biagini Bruno Dupire Hans Foellmer Jean-Pierre Fouque Fausto Gozzi Felix Liebrich Massimo Marinacci Thilo Meyer-Brandis Max Nendel Jan Obłój Frank Riedel Wolfgang Runggaldier Walter Schachermayer Martin Schweizer Nizar Touzi The conference will also be a special occasion to celebrate the 65th birthday of Marco Frittelli. Participation is free of charge, but registration is mandatory. The deadline for registration is *July 15, 2026*. Please note that the number of participants is limited. Further information is available at: https://sites.google.com/view/ <https://sites.google.com/view/frit2026> <https://sites.google.com/view/frit2026>frit2026 <https://sites.google.com/view/frit2026> We would be grateful if you could circulate this announcement among colleagues who may be interested. We look forward to welcoming you to Stresa. Best regards, The Organizing Committee

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SEMINARIO presso Politecnico di Milano - 13.07.26 ore 11:30 - Soumick Chatterjee
by Laura Maria Sangalli 29 Jun '26

29 Jun '26

Cari Colleghi, A seguire annuncio di un seminario organizzato presso il Laboratorio MOX - Politecnico di Milano: Soumick Chatterjee, Human Technopole 13.07.26 ore 11:30 – Aula Saleri Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: A Chain of Estimation Problems in Medical Imaging: Probabilistic Modelling from Reconstruction to Genetics Abstract: A medical image is never observed directly. It is inferred from incomplete measurements, interpreted under genuine ambiguity, compressed into a usable description, and finally explained in terms of underlying biology. This talk uses that chain as its backdrop and takes up three distinct estimation problems situated at different points along it, each filling a different gap that the others leave open. The common stance is that each problem is best posed in terms of a distribution or an estimator rather than a single picture. The first problem is reconstruction, an ill-posed inverse problem: the image has to be recovered from far fewer measurements than there are unknowns, so the solution is not unique. Estimators that learn the prior structure of plausible images from data, while staying consistent with the measurements actually acquired, then single out a high-quality reconstruction. The second is interpretation under expert disagreement, where a single segmentation is untenable and the natural target becomes a predictive distribution, learned by matching expert variability through statistical divergences and assessed through calibration. The third is the move from image to biology: unsupervised generative models place whole-organ images on a low-dimensional manifold, yielding compact and reproducible descriptors of anatomy and function. Treated as quantitative phenotypes, these descriptors are then linked to the genome through heritability estimation and genome-wide association in tens of thousands of individuals, recovering and extending known genetic architecture. The thread throughout is that careful probabilistic and mathematical modelling, rather than any single method, is what turns images into biological insight. Un caro saluto a tutti, Laura Sangalli —— 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 https://sangalli.faculty.polimi.it

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Secondo ciclo di seminari online sulle applicazioni della probabilità in economia
by Enrico Scalas 29 Jun '26

29 Jun '26

Buongiorno, vi segnaliamo le date e i contenuti del secondo ciclo di seminari estivi online sulle applicazioni della probabilità in economia organizzate dal gruppo UMI PRISMA. 16 luglio 2026, ore 14 Daria Ghilli, Department of Economics and Management, University of Pavia Title: Mean Field Games in infinite dimensional spaces and applications to economics Abstract: We present an overview of mean field game models for large populations of forward-looking agents whose individual state is naturally infinite-dimensional. This situation arises when agents’ dynamics involve variables such as age, spatial position, memory or path-dependent effects, or delay. These features are common in economic applications, including vintage capital models, production planning problems, and systemic risk. We explain how infinite-dimensional techniques make it possible to reformulate such dynamics as abstract evolution equations in Hilbert spaces, often eliminating the explicit delay by enlarging the state variable. We then present some recent results and discuss applications to vintage capital models and systemic risk. 23 luglio 2026, ore 14 Miguel Angel Sordo Diaz, Departamento de Estadística e Investigación Operativa, Universidad de Cádiz Title: A Spearman-like coefficient for upper-tail association analysis Abstract: Quantifying association during extreme events is of paramount importance in fields such as finance, insurance, and environmental sciences. Classical correlation measures often fail to capture co-movements in the tails of distributions, while traditional boundary tail coefficients collapse under asymptotic independence, rendering them blind to subasymptotic concentration. In this paper, we introduce a unified framework of Spearman-like, tail-sensitive indices constructed via the ranks and concomitants of the data to assess localized association conditional on large threshold exceedances. We establish two complementary families of measures: a discrete two-parameter family that encompasses Spearman's $\rho$ as a special case, and a continuous single-parameter family obtained as its asymptotic limit. This threshold-defined framework offers a flexible, interpretable diagnostic tool that continuously tracks tail-association paths and successfully discriminates among fundamentally distinct subasymptotic structures where classical boundary indicators vanish. For both families, we investigate their theoretical properties - including their limiting behavior at the absolute boundary - propose empirical plug-in estimators, and derive their asymptotic distributions. The operational advantages of the indices are verified through analytical illustrations across diverse copula families and demonstrated via an empirical application to global catastrophic risk. 25 settembre 2026 ore 14 Sara Biagini, Department of AI, Data and Decision Sciences, LUISS University, Rome Title: An introduction to carbon markets regulation: carbon neutrality and Net-Zero Abstract: After introducing carbon markets, we analyze the impact of carbon dioxide regulation on a system of polluting, heterogeneous companies. We consider two compliance frameworks: one based on an emission trading system (ETS) mechanism and the other relying only on abatement efforts. The shocks in the economy are spanned by a multivariate Brownian motion, and the companies’ emissions are modeled as general diffusions. Firms must match their projected emission imbalance with their reduction effort at the compliance date in both frameworks. Under the ETS program, to do so firms can both abate and trade carbon permits in the ETS permits exchange. Existence and uniqueness of the optimal abatement and trade, together with the equilibrium carbon price, are proven under mild necessary and sufficient conditions. The optimizers and the carbon price are explicit, and their analytic expressions provide an instance of classic economic principles. Numerical examples illustrate the flexibility of the model in the study of the effect of significant allocation policies. Under the net-zero framework, firms can only rely on abatement, which is also provided in closed-form. Seguiranno, per ciascun seminario, le istruzioni per partecipare. Cordiali saluti dagli organizzatori: Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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SEMINARIO presso Politecnico di Milano - 10.07.26 ore 11:30 - Hedayat Fathi
by Laura Maria Sangalli 29 Jun '26

29 Jun '26

Cari Colleghi, A seguire annuncio di un seminario organizzato presso il Laboratorio MOX - Politecnico di Milano Hedayat Fathi, Université Laval, Québec 10.07.26 ore 11:30 – Aula Saleri Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: SOFIA and MIP-FoSR: Two Methods for Variable Selection in Functional Linear Regression Abstract: This presentation covers two recent contributions to variable selection in functional linear regression. For the scalar-on-function setting, we propose SOFIA (Scalar-On-Function Integrated Adaptive Lasso). We assume the functional covariates are in a Hilbert space while the coefficient functions belong to a specific subspace of it, such as a reproducing kernel Hilbert space. In this way, we impose a controlled level of smoothness or periodicity on the coefficients. The method satisfies a functional oracle property even when the number of predictors exceeds the sample size. For the function-on-scalar setting, we propose MIP-FoSR, a mixed-integer programming framework that performs simultaneous variable selection and outlier detection. It extends the "mean-shift outlier model" to the functional setting, and uses grouped binary indicators on basis-expansion coefficients to impose explicit bounds on the number of selected predictors and detected outliers. We establish an equivalence with a functional sparse trimming problem, derive a finite-sample breakdown point, and prove a functional robust strong oracle property. Un caro saluto a tutti, Laura Sangalli —— 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 https://sangalli.faculty.polimi.it

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SEMINARIO presso Politecnico di Milano - 02.07.26 ore 14:30 - M. Pegoraro
by Laura Maria Sangalli 29 Jun '26

29 Jun '26

Cari Colleghi, A seguire annuncio di un seminario organizzato presso il Laboratorio MOX - Politecnico di Milano Matteo Pegoraro, Università della Svizzera italiana 02.07.26 ore 14:30 – Aula Saleri Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: Topological Data Analysis: Invariance Properties, Statistical Problems, and Topological Machine Learning Abstract: I will present some of my contributions to Topological Data Analysis through the problem of building rigorous and usable TDA pipelines. Starting from a function, mesh, or point cloud, one builds a filtration and extracts a topological summary, such as a persistence diagram, merge tree, or Reeb graph. I will discuss how these summaries encode coordinate-free and invariant information, and why turning this idea into a robust mathematical pipeline requires carefully designed metrics, stability results, and estimation procedures, using tools from topology, geometry, statistics, and optimal transport. This perspective also exposes a second difficulty: even once stable summaries have been constructed, many of them naturally live in non-linear metric spaces, making standard statistical and machine-learning methods difficult to apply directly. I will therefore conclude with recent work on Persistence Spheres, an explicit Hilbert-space embedding of persistence diagrams with provable bi-continuity, aimed at making topological summaries compatible with modern machine-learning pipelines. Un caro saluto a tutti, Laura Sangalli —— 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 https://sangalli.faculty.polimi.it

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Posizione RTT Trieste
by ASCI CLAUDIO 26 Jun '26

26 Jun '26

Cari colleghi, è aperta la selezione per il reclutamento di sei ricercatori a tempo determinato, ai sensi dell’art. 24 della L. n. 2402010 (RTT), per diversi SSD, tra cui MATH-03B (Probabilità e statistica matematica), presso il Dipartimento di Matematica, Informatica e Geoscienze, dell'Università degli Studi di Trieste. Il termine ultimo per la presentazione della domanda è il 20 luglio 2026. In allegato il bando. Saluti. Claudio Asci

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Registration open: Vienna-Copenhagen Conference on Financial Econometrics 2026
by Viktoria Schildhammer 26 Jun '26

26 Jun '26

Dear colleagues, Registration for the Vienna-Copenhagen Conference on Financial Econometrics 2026, taking place at the University of Vienna, Austria, from August 13–15, 2026, is now open. The conference brings together researchers working on theoretical, methodological, and empirical aspects of financial econometrics, statistics, applied mathematics, and quantitative economics. Topics of interest include, but are not limited to, risk measurement and management, asset pricing, financial forecasting, high-frequency statistics, market microstructure, derivatives, and machine learning. The conference features keynote lectures, parallel sessions, and poster presentations. Registration is open until July 26, 2026. For registration and further information, please visit: https://vieco2026.univie.ac.at We look forward to welcoming you to Vienna. Best regards, The Organizers

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Mini-mini course Alberto Bietti at Tor Vergata, June 30
by Michele Salvi 23 Jun '26

23 Jun '26

Dear all, It is not time to go to the seaside yet! On Tuesday, June 30th, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS will host Alberto Bietti (Flatiron Institute, NYC), with the mini-mini-course (about 3 hours long) “Learning in Transformers with Associative Memories” Abstract: Large language models based on transformers have achieved great empirical successes. However, as they are deployed more widely, there is a growing need to better understand their internal mechanisms in order to make them more reliable. These models appear to store vast amounts of knowledge from their training data, and to adapt quickly to new information provided in their context or prompt. Through toy tasks for reasoning and factual recall, we highlight the role of weight matrices as associative memories, and provide theoretical results on how gradients enable their learning during training, how over-parameterization affects their storage capacity, and sample complexity. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/meet/366597487320635?p=lk1ffPDon4Quh9ygMt The seminar is part of the Excellence Project MatMod@TOV.

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Tenure Track Position (RTT) University of Pisa
by Francesco Grotto 23 Jun '26

23 Jun '26

Gentili colleghi, è bandito un posto di ricercatore tenure-track (RTT) in 01/MATH-03/B presso il Dipartimento di Matematica dell’Università degli Studi di Pisa. Il bando si trova al seguente link: https://bandi.unipi.it/public/Bandi/Detail/751e1b7d-da83-4d77-8965-d8419b5c… La scadenza per la presentazione delle domande è il 23 Luglio 2026. Per informazioni, anche di natura amministrativa, i candidati possono contattare me o il collega Prof. Mario Maurelli (mario.maurelli(a)unipi.it) Cordiali saluti, Francesco Grotto ENGLISH VERSION Dear colleagues, the Mathematics Department of the University of Pisa has opened a tenure-track researcher position (RTT) in the scientific sector 01/MATH-03/B (Probability and Mathematical Statistics): https://bandi.unipi.it/public/Bandi/Detail/751e1b7d-da83-4d77-8965-d8419b5c… The deadline for applications is July 23rd, 2026. Candidates may contact me or Prof. Mario Maurelli (mario.maurelli(a)unipi.it) for information, including administrative matters. Best regards, Francesco Grotto ------------- Tenure-Track Researcher in Probability and Statistics Dipartimento di Matematica Università di Pisa https://pagine.dm.unipi.it/grotto/

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Fwd: [ST-NET] Fellowships for at-risk Scholars
by Mario Maurelli 20 Jun '26

20 Jun '26

I forward this call of interest, which also covers Mathematics and in particular Probability and Statistics, note the close deadline 26.06.2026. Best regards Mario Maurelli ---------- Forwarded message --------- Da: <bender(a)math.uni-sb.de> Date: ven 19 giu 2026 alle ore 12:25 Subject: [ST-NET] Fellowships for at-risk Scholars To: St Net <st-net(a)lists.math.uni-sb.de> Von: Luigi Amedeo Bianchi <luigiamedeo.bianchi(a)gmail.com> --- I would like to point out this Call for Interest, which covers also Mathematics and in particular Probability and Statistics. Feel free to forward this information to anyone who might be interested and eligible. Notice however the very close deadline: 26.06.2026 Luigi Amedeo Bianchi Call for expression of interest: University of Trento 2026 Fellowships for at-risk Scholars Deadline for submissions: June 26, 2026 The University of Trento invites expressions of interest for fellowships for at-risk scholars (1 Senior Position and 2 Junior Positions), that are co-funded by the CARITRO Foundation and the Municipality of Rovereto. Preliminary information about the forthcoming call for applications for fellowships is provided below: 1) UniTrento Post-Doctoral Fellowship (Senior Position): The duration of the fellowship is 12 months from the date of the signature of the contract and may be renewable for a further 12 months on the same research topic, subject to funding and certification by the Tutor about the regular conduct of the research activity at the end of the first year. Economic conditions: Gross annual salary 50.000 Euros (monthly net subject to variable taxation). Benefits: Free enrolment in national health system. The scholar will have to autonomously provide for accommodation. Requirements: a) holding a PhD title; b) possess a professional and scientific CV; c) be a foreign citizen in at least one of the following positions: (1) be in possession of refugee status in Italy or in a member country of the European Union or in a country that has signed the Geneva Convention or where UNHCR conducts mandate refugee status determination; (2) have obtained the recognition of subsidiary protection in Italy or in a member country of the European Union; (3) be an asylum-seeker in Italy or in a member country of the European Union; (4) have obtained the recognition of temporary protection in Italy or in a member country of the European Union; (5) be recognized as a "scholar at risk" by Scholars at Risk (SAR-status) or by other recognized international organizations operating in the sector [The New University in Exile Consortium]. Selection Procedure: Expected October-November 2026. The selection is based on CV, titles, research project, and interview. Starting date: As soon as possible from December 2026 onwards. 2) UniTrento Post-Master’s Fellowship (Junior Position): The duration of the fellowship is 12 months from the date of the signature of the contract and may be renewable for a further 12 months on the same research topic, subject to funding and certification by the Tutor about the regular conduct of the research activity at the end of the first year. Economic conditions: Gross annual salary 25.000 Euro (monthly net approximately 1.840 Euro). Benefits: Cost of enrolment in national health system; accommodation in University-owned apartment. Requirements: a) holding a master’s degree awarded within 6 years of the call closing date. b) possess a professional and scientific CV c) be a foreign citizen in at least one of the following positions: (1) be in possession of refugee status in Italy or in a member country of the European Union or in a country that has signed the Geneva Convention or where UNHCR conducts mandate refugee status determination; (2) have obtained the recognition of subsidiary protection in Italy or in a member country of the European Union; (3) be an asylum-seeker in Italy or in a member country of the European Union; (4) have obtained the recognition of temporary protection in Italy or in a member country of the European Union; (5) be recognized as a "scholar at risk" by Scholars at Risk (SAR-status) or by other recognized international organizations operating in the sector [The New University in Exile Consortium]. Selection Procedure: October-November 2026. The selection is based on CV, titles, research project, and interview. Starting date: As soon as possible from December 2026 onwards. While expressions of interest are particularly welcome, please note that failure to respond to this call for expression of interest does not prevent interested candidates from applying to the forthcoming call for applications for fellowships. Candidates can contact and apply to only one Department/Centre/School of the University of Trento. If you would like to express your interest, kindly contact via email the SAR contact person of the relevant academic structure and share: (a) a CV including publication lists (especially for the Senior Position); (b) a one-page motivation letter explaining research interests and how they dialogue with the selected Department/Centre/School. Expressions of interest will have to reach the relevant SAR contact person indicated below NO LATER THAN FRIDAY 26 JUNE 2026. For the Department of Mathematics: https://www.maths.unitn.it/en the contact person is Prof. Roberto Pignatelli, roberto.pignatelli(a)unitn.it -------------------------------------------------------------------- St-net mailing list -- st-net(a)lists.math.uni-sb.de To unsubscribe send an email to st-net-leave(a)lists.math.uni-sb.de -------------------------------------------------------------------- Dies ist das ST-NET, der (moderierte) Mail-Verteiler der DMV-Fachgruppe Stochastik e.V. Weitere Informationen finden Sie auf unserer Homepage: http://www.fg-stochastik.de This is ST-NET, the (moderated) mailing list of the DMV-Fachgruppe Stochastik e.V. For further information, please refer to our homepage: http://www.fg-stochastik.de Please note the guidelines for posting at http://www.fg-stochastik.de/beitraege-verschicken.html --------------------------------------------------------------------

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