Functional PCA for Risk-Neutral densities in Bayes Hilbert space

 september 29, 2025

01/10/2025 12:15Seminar QFinLAb Department of Mathematics Politecnico di MilanoAnna Maria Gambaro, Università del Piemonte OrientaleAbstractIn this work, we investigate the main drivers of risk-neutral densities of quoted stocks, using the functional principal component analysis (FPCA). To this end, we first construct a historical series of risk-neutral densities corresponding to quoted option prices with fixed time …

De Finetti Risk Seminar – September 2025

 september 14, 2025

De Finitti risk seminar on September 24, 2025. On behalf of the Scientific Committee of the “B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on September 24, 2025: LOCATION: The seminars will be held on September …

PhD scholarship titled “NEW PERSPECTIVE IN PORTFOLIO SELECTION”

 30 July 2025 – 30 September 2025

The call for applications for a PhD scholarship at Politecnico di Milano titled “NEW PERSPECTIVE IN PORTFOLIO SELECTION”, funded by Generali Investments, has been published:https://www.dottorato.polimi.it/en/prospective-phd-students/calls-and-regulations/41st-cycle/2nd-additional-call-2025-26There is 1 position with scholarship [thematic scholarship] [ID: 5090-4587].Research topic: NEW PERSPECTIVE IN PORTFOLIO SELECTIONAdditional call [ITA] Start of the PhD program: November 1, 2025Application deadline: September 30, 2025

PhD scholarship in Finance, Markets, and Regulation at Roma Tre University

 july 5, 2025

Application Deadline: July 16, 2025, at 2 PM Rome time. We strongly encourage applications from students interested in Quantitative Finance. The research interests of our Quantitative Finance group at Roma Tre include: sustainable finance, which integrates environmental, social and governance criteria into investment decisions; machine learning for finance, i.e., application of machine learning techniques for …

XXVII Workshop on Quantitative Finance (QFW2026)

 30 March 2026 – 1 April 2026

We are pleased to announce that the XXVII Workshop on Quantitative Finance (QFW2026) will be held in BERGAMO on  March 30 – April 1, 2026 (no online sessions), and hosted by the Department of Management  of the University of Bergamo. AIMS AND SCOPES The workshop aims to bring together academia and industry to stimulate discussions …

XLIX Annual Conference of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES)

 september 11 – 13, 2025

UNIVERSITY OF FLORENCE | SEPTEMBER 11-12-13, 2025 Via delle Pandette 9 – 50127 Firenze – Italy As in the AMASES established tradition, the purpose of the meeting is to stimulate discussion among scholars and practitioners, from Italy and all around the world, on different aspects of Mathematics applied to Economic and Social Sciences. The scientific …

Doctoral Colloquium in Risk Analytics at Collegio Internazionale Ca’ Foscari of Venice Collegio Internazionale Ca’ Foscari

 june 30, 2025

Calling all PhD students interested in Risk Analytics 20 fellowships for advanced courses in Risk Analytics, funded by the Collegio Internazionale Ca’ Foscari (CICF) in Venice The Colloquium caters to Doctoral students interested in analytical (both theoretical and applied) methods for measuring, managing and mitigating risks. It is organized over four two-week sessions along one …

International Fintech Research Conference – FINTECH2026

 january 29 – 30, 2026

International Fintech Research Conference – FINTECH2026 UNIVERSITY OF PAVIA | JANUARY 29-30, 2026 Corso Strada Nuova, 65 – 27100 Pavia – Italy The Conference seeks to foster discussion and encourage collaboration among researchers across all areas of Fintech, offering a multidisciplinary platform for exchange. Submissions are invited on a wide range of Fintech topics, including but …

The 2024 Bruti Liberati Prize awarded to Valentin Lou Tissot-Daguette

 june 20, 2025

The 2024 Nicola Bruti Liberati Prize has been awarded to Valentin Tissot-Daguette Lou Tissot-Daguette, who has got his Ph.D. at Princeton University, with the thesis «Free Boundaries, Functional Expansions, and Occupied Processes»https://lnkd.in/dkf6MuKHThe prize was established by the Bruti Liberati Family, Dipartimento di Matematica – Politecnico di Milano, BACHELIER FINANCE SOCIETY to remember Nicola.The award committee was …

Conference on Stochastic Games and Randomised Strategies

 september 8 – 10, 2025

Conference on Stochastic Games and Randomised Strategies University of Leeds, 8-10 September 2025 Description: This is a regular biannual conference which we have organised since September 2017 to bring together experts on partial and asymmetric information in stochastic control and stochastic games. The emphasis this year will be on randomised strategies in theoretical results and numerical …