Oxford Green Action Week 2026 – 23 to 27 February

The week will celebrate locally led initiatives and events across departments, colleges, societies, sports teams and more. This year’s theme is “The top 5 things to do for the environment as a [...]".

Interested in leading or co-hosting an event, or sharing an idea? Follow the link to join the Green Action Week Teams channel to access resources and connect with other event leads.

Burns Night Ceilidh

The annual Green Templeton Burns Night Ceilidh will take place in the Mathematical Institute on 23rd January. They have reserved 30 places for mathematicians. Our secret code is MATHBURNS26

Book your place

Neural networks for learning macroscopic chemotactic sensitivity from microscopic models
 Erban, R SIAM Journal on Life Sciences
Thu, 05 Feb 2026

16:00 - 17:00
L5

Linking Path-Dependent and Stochastic Volatility Models

Cephas Svosve
((Mathematical Institute University of Oxford))
Abstract
We explore a link between stochastic volatility (SV) and path-dependent volatility (PDV) models. Using assumed density filtering, we map a given SV model into a corresponding PDV representation. The resulting specification is lightweight, improves in-sample fit, and delivers robust out-of-sample forecasts. We also introduce a calibration procedure for both SV and PDV models that produces standard errors for parameter estimates and supports joint calibration of SPX/VIX smile.


 

Sufficient Condition for Universal Quantum Computation Using Bosonic Circuits
 Calcluth, C Reichel, N Ferraro, A Ferrini, G PRX Quantum volume 5 issue 2 (17 May 2024)
Efficient simulatability of continuous-variable circuits with large Wigner negativity
 García-Álvarez, L Calcluth, C Ferraro, A Ferrini, G Physical Review Research volume 2 issue 4 (04 Dec 2020)
Vacuum provides quantum advantage to otherwise simulatable architectures
 Calcluth, C Ferraro, A Ferrini, G Physical Review A volume 107 issue 6 (15 Jun 2023)
Classical Simulation of Circuits with Realistic Odd-Dimensional Gottesman-Kitaev-Preskill States.
 Calcluth, C Hahn, O Bermejo-Vega, J Ferraro, A Ferrini, G Physical review letters volume 135 issue 1 010601 (Jul 2025)
Efficient simulation of Gottesman-Kitaev-Preskill states with Gaussian circuits
 Calcluth, C Ferraro, A Ferrini, G Quantum volume 6 867-867 (01 Dec 2022)
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