Parthenope University is delighted to host the second ASTIN Bulletin Conference next January, 20 – 22. As the scientific journal of the International Actuarial Association (IAA), ASTIN Bulletin has been established as the cornerstone of actuarial research since its founding in 1958. Today, it stands as the leading international journal in the field. The second edition …
Call for Papers The Association for Computing Machinery (ACM) International Conference on AI in Finance (ICAIF) is an international peer-reviewed conference that brings together researchers from academia, government, and industry to share challenges, advances, and insights on the impact of Artificial Intelligence and Machine Learning on finance. ICAIF ’26 will take place in Milan from …
Second announcement and call for papers for the ALGODEFI26 Conference. ALGODEFI26: Algorithmic Trading, Decentralized Finance and Artificial Intelligence in Capital MarketsDates: October 8–9, 2026Venue: Department of Mathematics, Politecnico di MilanoWebsite: https://lnkd.in/d2CGZ7zZ Submission and registration are open on the conference website.Call for Papers: Accepting full papers or extended abstractsDeadline for Submission: September 1st, 2026Notification of Acceptance: …
The 2025 Nicola Bruti Liberati Prize has been awarded to Nathan De Carvalho, who has got his Ph.D. at Université Paris Cité, with the thesis «Lifting Energy Markets: From Volatility Modeling to Optimal Trading» The prize was established by the Bruti Liberati Family, the Department of Mathematics – Politecnico di Milano, and the Bachelier Finance Society …
Application deadline: 17 June 2026, 14:00 CET 📢 Open Call for Applications – PhD Program in Models for Economics, Territory and Finance Sapienza University of Rome – 42nd Cycle (A.Y. 2026/2027) Applications are now open for the PhD program in Models for Economics, Territory and Finance at Sapienza University of Rome.The PhD course offers the …
Monday, 25 May 2026, 13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams), Link Gabriele Sbaiz (University of Trieste) Title: Environmental impact into multi-objective portfolio allocations Abstract: In this talk, we tackle a sustainable multi-objective optimization problem in which we aim to maximize a mean-risk ratio while, at …
Algorithmic Trading, Decentralized Finance and Artificial Intelligence in Capital Markets Third workshop Dates: October 8–9, 2026Venue: Department of Mathematics, Politecnico di MilanoSubmission and registration are open on the conference website.Call for Papers: Accepting full papers or extended abstractsDeadline for Submission: September 1st, 2026Notification of Acceptance: September 15th, 2026Deadline for Registration: September 25th, 2026Keynote SpeakersEduardo Abi …
4/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano Monday, 4 May 2026, 13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams). Riccardo Brignone (University of Pavia) Pricing path-dependent options under stochastic volatility models with arbitrary accuracy Abstract: We propose a unified methodology for pricing general path-dependent derivatives, …
FRIT2026 – Frontiers in Risk and Investment Theory – Stresa, 20-21-22/9/2026 A conference in honour of the 65th birthday of Marco Frittelli. Speakers: Beatrice Acciaio, Francesca Biagini, Bruno Dupire, Hans Föllmer, Jean-Pierre Fouque, Fausto Gozzi, Felix-Benedikt Liebrich, Massimo Marinacci, Thilo Meyer-Brandis, Max Nendel, Jan Obłój, Frank Riedel, Wolfgang Runggaldier, Walter Schachermayer, Martin Schweizer, Nizar Touzi Website: https://sites.google.com/view/frit2026/home
Tuesday, 21 April 2026, 15.30-16.30 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams), Link Neofytos Rodosthenous (University College London) Title: Regulation in a mean-field investment game with climate damage. Abstract: We develop a mean-field model of firms investing in carbon-intensive (brown) capital, where productivity declines due to temperature-related climate damages linked to cumulative emissions. Firms aim to maximise …