Events

Dear all, Following the success of ALGODEFI24 and ALGODEFI25, I am happy to share the enclosed announcement and call for papers for the ALGODEFI26 Conference. ALGODEFI26: Algorithmic Trading, Decentralized Finance and Artificial Intelligence in Capital Markets Dates: October 8–9, 2026 Venue: Department of Mathematics, Politecnico di Milano Website Submission and registration are open on the conference website. Call for …

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. 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 …

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – 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), Link Riccardo Brignone (University of Pavia) Title: Pricing path-dependent options under stochastic volatility models with arbitrary accuracy Abstract: We propose …

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. 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 …

You are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Tuesday, 24 March 2026, 15.00-16.00 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams) link  , Leandro Sánchez-Betancourt (University of Oxford) Title: Competition between DEXs through Dynamic Fees We find an approximate Nash equilibrium in …

You are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Monday, 2 March 2026, 13.15-14.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus); online (Microsoft Teams) Link , Francesco Rotondi (Università Bocconi) Title: Effective binomial discretizations of bivariate diffusion processes In this paper, …

QFinLab promotes a series of thematic seminars on climate risk. Climate transformations have a deep impact on economic activity with implications ranging from the definition of green transition policies to the evaluation of financial assets, from the construction of innovative financial and insurance products to risk management, from the design of mechanisms incentive to asset …

QFinLab – Department of Mathematics, Politecnico di Milano December 9, 2025, 12.15-13.15 Seminar room, third floor, building 14, Leonardo Campus Sergio Pulido (Université Paris–Saclay, CNRS, ENSIIE, Univ Évry, LaMME)  Polynomial Volterra processes Abstract: Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the theory of polynomial processes …

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Tuesday, 25 November 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Luca Del Viva (ESADE Business School) Title: Bank Equity Premia and the Fed Regulatory Stance. Abstract: We examine the …

Algorithmic Trading, Decentralized Finance and Artificial Intelligence in Capital Markets The conference is to be held on the October 16-17 2025 at Politecnico di Milano Venue: Department of Mathematics Conference Room: Aula Rogers web site Second edition Call for papers: papers or extended abstract Deadline for submission: September 1st Notification of acceptance: September 15th Deadline for registration: October …