*Doctoral Colloquium on Risk Analytics, Ca' Foscari, U. Venice https://www.unive.it/pag/49801/*

*A joint initiative of Collegio Internazionale Ca’ Foscari CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine *

* Aims and scope*

The Colloquium is an *honour course *for Doctoral students interested in analytical (both theoretical and applied) methods for the measurement, management and mitigation of risks, organized in four sessions. The span of risks considered ranges from standard economic, financial or insurance risks, to emerging ones, such as environmental, climate and cyber risks. The approach is in-depth and multidisciplinary, with lectures, assignments and discussion of the results. *The course is organized into four sessions.*

*Target*

Students are *PhD candidates from Italian or Foreign Universities*, who remain affiliated with their Doctoral School. Students may apply for a session at a time, but need to attend the whole session. They may get credits for the courses taken within the Colloquium.

The maximum number of students per session is 25. *A group of up to 20 students will be offered full refund for travel and lodging expenses*. 5 additional students, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, can be admitted at their own expenses.

*Where*

San Servolo Island, Venice

San Servolo https://servizimetropolitani.ve.it/en/san-servolo-island/where-we-are

*When and on what *(see also below)

Four two-weeks sessions on:

1) February, 23 - March, 8, 2025, *Modern risk measurement*;

2) July, 26 - August, 9, 2025, *New challenges on long-run risks*;

3) September , 14 - 27, 2025, *AI for Risk*;

4) January, 18 - 31, 2026, *Networks and risk propagation*.

*How*

*Each session offers two courses*. Each course is delivered over 20 hours over one week (10 days if more), combining frontal teaching, office hours/discussions, assignments and presentation of research by the students.

*Applications*

Students can apply for the first session starting from *December 20th 2024*, through the following site

DoCRA https://www.unive.it/pag/49801/

Each PhD student will be asked to provide a recommendation letter from her/his PhD coordinator.

Acceptance of qualified applicants will be done on a first-in basis.

*Applications for the second, third and fourth session will open one week after the closing of the previous session.*

*Sessions and Lecturers*

*Session 1: Modern risk measurement *

Week 1: Alfred Muller, U. Siegen, *Measuring and Comparing risks*

Week 2: Hansj¨org Albrecher, University of Lausanne, *Emerging Risks for Actuaries: NatCat Insurance and Climate Change*

*Session 2: New challenges on long-run risks *

Week 1: Max Croce, U. Bocconi,* Macro FinTech*

Week 2: Fabio Trojani, Swiss Finance Institute and U. Torino, *Model free pricing and estimation of financial risks*

*Session 3: AI for Risk *

Week 1: Stefano Favaro, U. Torino and CCA, *Predictive uncertainty in Machine Learning with conformal inference*

Week 2: Christa Cuchiero, U. Vienna, *Concepts of Deep Learning and Applications to Finance and Risk Management*

*Session 4: Networks and risk propagation *

Week 1: Remco Hofstad, Eindhoven U. of Technology, *Title* *TBA*

Week 2: Alireza Tazbah-Salehi, Northwestern University, *Title TBA*

*The organizers*: Elisa Luciano, Mavira Mancino, Marco Corazza, Marco Li Calzi