We are pleased to announce the 3rd edition of the School

Machine Learning of Dynamic Processes and Time Series Analysis

that will be held at the Scuola Normale Superiore in Pisa (Italy) on September 24-26, 2025.

This edition of the School is dedicated to the mathematical and computational aspects of dynamic factor models, as well as the probabilistic modeling of time series, including change point detection methods, and random machine learning models for learning dynamic processes. 

The School provides minicourses delivered by six keynote speakers
  • Matteo Barigozzi, University of Bologna, Dynamic Factor Models for High-Dimensional Time Series
  • Lukas Gonon, University of St. Gallen, Random neural network architectures for learning dynamic processes
  • Anastasis Kratsios, McMaster University,  TBA
  • Francesco Ravazzolo, Free University of Bozen-Bolzano, Probabilistic Forecasting of Commodity Markets
  • Mirco Rubin, EDHEC Business School, Latent factor models in finance: from the start till now
  • Tengyao Wang, London School of Economics, Timely Decisions: Sequential and High-Dimensional Changepoint Detection

For young researchers, there will also be a poster session to present their works.

Detailed information on the School and instructions for application can be found at:

https://mldyn2025.wordpress.com/

The application deadline is June 30, 2025. 

The organizers,

Fabrizio Lillo
Giulia Livieri
Stefano Marmi
Piero Mazzarisi
Giorgio Rizzini
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Fabrizio Lillo
Dipartimento di Matematica, Università di Bologna
Scuola Normale Superiore, Pisa
ITALY

Personal website: fabriziolillo.wordpress.com

phone:  +39 050509159