Forthcoming Seminars
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Fri, 01/05/2009 10:00 |
Industrial and Interdisciplinary Workshops  |
DH 3rd floor SR | |
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Fri, 01/05/2009 14:00 |
Dr Mark Thompson (University of Oxford) |
Mathematical Biology and Ecology Seminar |
L3 |
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Fri, 01/05/2009 14:15 |
Elyes Jouini (Paris) |
Nomura Seminar |
DH 1st floor SR |
| Can investors with irrational beliefs be neglected as long as they are rational on average ? Does unbiased disagreement lead to trades that cancel out with no consequences on prices, as implicitly assumed by the traditional models ? We show in this paper that there is an important impact of unbiased disagreement on the behavior of financial markets, even though the pricing formulas are "on average" (over the states of the world) unchanged. In particular we obtain time varying, mean reverting and countercyclical (instead of constant in the standard model) market prices of risk, mean reverting and procyclical (instead of constant) risk free rates, decreasing (instead of flat) yield curves in the long run, possibly higher returns and higher risk premia in the long run (instead of a flat structure), momentum in stock returns in the short run, more variance on the state price density, time and state varying (instead of constant) risk sharing rules, as well as more important and procyclical trading volumes. These features seem consistent with the actual (or desirable) behavior of financial markets and only result from the introduction of unbiased disagreement. | |||
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Mon, 04/05/2009 12:00 |
Ilarion Melnikov (Potsdam) |
String Theory Seminar |
L3 |
| Abstract: I will discuss techniques for the computation of correlators in (0,2) Landau-Ginzburg models. After introducing these theories from the point of view of heterotic compactifications, I will describe the associated half-twisted models and their basic algebraic structure. This structure enables direct computation of correlators and suggests a generalization of the Grothendieck residue. | |||
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Mon, 04/05/2009 14:15 |
Jeff Giansiracusa (Oxford) |
Geometry and Analysis Seminar |
L3 |
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Mon, 04/05/2009 14:15 |
TBA |
Stochastic Analysis Seminar |
Oxford-Man Institute |
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Mon, 04/05/2009 15:45 |
TBA |
Stochastic Analysis Seminar |
Oxford-Man Institute |
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Mon, 04/05/2009 15:45 |
George Raptis (Oxford) |
Topology Seminar |
L3 |
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Mon, 04/05/2009 17:00 |
Marc Briane (INSA Rennes & Université Rennes 1) |
Partial Differential Equations Seminar |
Gibson 1st Floor SR |
This work in collaboration
with J. Casado-Díaz deals with the asymptotic behaviour of
two-dimensional linear conduction problems for which the sequence of
conductivity matrices is bounded from below but not necessarily from
above.
On the one hand, we prove an extension in dimension two of the
classical div-curl lemma, which allows us to derive a H-convergence
type result for any L1-bounded sequence of conductivity matrices.
On the other hand, we obtain a uniform convergence result satisfied
by the minimisers of a sequence of two-dimensional diffusion
energies. This implies the closure for the L2-strong topology of
 -convergence of the sets of equicoercive diffusion energies
without assuming any bound from above. A few counter-examples in
dimension three, connected with the appearance of non-local effects,
show the specificity of dimension two in the two previous compactness
results. |
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Tue, 05/05/2009 12:00 |
Pieter Blue (Edinburgh) |
Relativity Seminar |
L3 |
The Kerr solutions to Einstein's equations describe rotating black holes. For the wave equation in flat-space and outside the non-rotating, Schwarzschild black holes, one method for proving decay is the vector-field method, which uses the energy-momentum tensor and vector-fields. Outside the Schwarzschild black hole, a key intermediate step in proving decay involved proving a Morawetz estimate using a vector-field which pointed away from the photon sphere, where null geodesics orbit the black hole. Outside the Kerr black hole, the photon orbits have a more complicated structure. By using the hidden symmetry of Kerr, we can replace the Morawetz vector-field by a fifth-order operator which, in an appropriate sense, points away from the photon orbits. This allows us to prove the necessary Morawetz estimate. From this we can prove a decay estimate of almost  for fixed  and the corresponding decay rates at the event horizon and null infinity. The major innovation in this result is that, by using the hidden symmetries with the energy-momentum, we can avoid taking Fourier tranforms in time.
This is joint work with Lars Andersson. |
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Tue, 05/05/2009 17:00 |
Gwyneth Stallard (Open University) |
Functional Analysis Seminar |
L3 |
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Tue, 05/05/2009 17:00 |
Christopher Voll (Southampton) |
Algebra Seminar |
L2 |
| The study of representation growth of infinite groups asks how the numbers of (suitable equivalence classes of) irreducible n-dimensional representations of a given group behave as n tends to infinity. Recent works in this young subject area have exhibited interesting arithmetic and analytical properties of these sequences, often in the context of semi-simple arithmetic groups. In my talk I will present results on the representation growth of some classes of finitely generated nilpotent groups. They draw on methods from the theory of zeta functions of groups, the (Kirillov-Howe) coadjoint orbit formalism for nilpotent groups, and the combinatorics of (finite) Coxeter groups. | |||
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Wed, 06/05/2009 11:30 |
Ben Davison (University of Oxford) |
Algebra Kinderseminar |
ChCh, Tom Gate, Room 2 |
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Thu, 07/05/2009 09:30 |
Michael Harris Univ. Paris 7, Institut Univ. de France, visiting Oxford (Univ. Paris 7) |
Special Lecture |
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Thu, 07/05/2009 11:00 |
Michael Osborne (Robotics group) |
Applied Dynamical Systems and Inverse Problems Seminar |
DH 3rd floor SR |
| We propose a powerful prediction algorithm built upon Gaussian processes (GPs). They are particularly useful for their flexibility, facilitating accurate prediction even in the absence of strong physical models. GPs further allow us to work within a completely Bayesian framework. As such, we show how the hyperparameters of our system can be marginalised by use of Bayesian Monte Carlo, a principled method of approximate integration. We employ the error bars of the GP's prediction as a means to select only the most informative observations to store. This allows us to introduce an iterative formulation of the GP to give a dynamic, on-line algorithm. We also show how our error bars can be used to perform active data selection, allowing the GP to select where and when it should next take a measurement. We demonstrate how our methods can be applied to multi-sensor prediction problems where data may be missing, delayed and/or correlated. In particular, we present a real network of weather sensors as a testbed for our algorithm. | |||
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Thu, 07/05/2009 11:00 |
Prof. Boris Zilber (Oxford) |
Advanced Logic Class |
SR1 |
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Thu, 07/05/2009 12:15 |
Tom Baird (Oxford) |
Junior Geometry and Topology Seminar |
SR1 |
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Thu, 07/05/2009 14:00 |
Dr. John Appleyard (Polyhedron Software Ltd) |
Computational Mathematics and Applications |
Comlab |
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Thu, 07/05/2009 14:00 |
Eduard Looijenga (Utrecht) |
Algebraic and Symplectic Geometry Seminar |
SR1 |
| This is an overview, mostly of work of others (Denef, Loeser, Merle, Heinloth-Bittner,..). In the first part of the talk we give a brief introduction to motivic integration emphasizing its application to vanishing cycles. In the second part we discuss a join construction and formulate the relevant Sebastiani-Thom theorem. | |||
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Thu, 07/05/2009 14:30 |
Ivo Dell'Ambrogio (ETH Zurich) |
Representation Theory Seminar |
L3 |
