The superconformal index is one of the most powerful tools at the disposal of a supersymmetric field theorist. It counts protected states, is an RG flow invariant, and can be used to test for UV duality. Furthermore, it can be used to detect symmetry enhancements in the IR that are usually inaccessible by use of standard compactification or quiver techniques. The goal of this talk is to provide a practical introduction to computing indices. We will start with the supersymmetric harmonic oscillator to get some intuition, before building up a toolkit to compute indices for your favourite 4d N=1 SCFTs. Time permitting, we will discuss indices with N=2 supersymmetry.

Junior Strings is a seminar series where DPhil students present topics of common interest that do not necessarily overlap with their own research area. This is primarily aimed at PhD students and post-docs but everyone is welcome.

How many vectors are needed to simultaneously generate $m$ complete flags in $\mathbb{R}^d$, in the worst-case scenario?  A classical linear algebra fact, essentially equivalent to the Bruhat cell decomposition for $\text{GL}_d$, says that the answer is $d$ when $m=2$.  We obtain a precise answer for all values of $m$ and $d$.  Joint work with Federico Glaudo and Chayim Lowen.

 Hyper-Kähler manifolds are rigid geometric structures. They have three different symplectic and complex structures, in direct analogy with the quaternions. Being Ricci-flat, they solve the vacuum Einstein equations, and so there has been considerable interest among physicists to explicitly construct such spaces. We will discuss in detail the examples arising from the Gibbons-Hawking ansatz. These give concrete descriptions of the metric, giving many examples to work with. They also lead to the generalised classification as hyper-Kähler quotients by P.B. Kronheimer, with one such space for each finite subgroup of SU(2). Finally, we will look at the McKay correspondence, relating the finite subgroups of SU(2) with the simple Lie algebras of type A,D,E.

TBA

We study an optimal execution strategy for purchasing a large block of shares over a fixed time horizon. The execution problem is subject to a general price impact that gradually dissipates due to market resilience. This resilience is modeled through a potentially arbitrary limit-order book shape. To account for liquidity dynamics, we introduce a stochastic volume effect governing the recovery of the deviation process, which represents the difference between the impacted and unaffected price. Additionally, we incorporate stochastic liquidity variations through a regime-switching Markov chain to capture abrupt shifts in market conditions. We study this singular control problem, where the trader optimally determines the timing and rate of purchases to minimize execution costs. The associated value function to this optimization problem is shown to satisfy a system of variational Hamilton–Jacobi–Bellman inequalities. Moreover, we establish that it is the unique viscosity solution to this HJB system and study the analytical properties of the free boundary separating the execution and continuation regions. To illustrate our results, we present numerical examples under different limit-order book configurations, highlighting the interplay between price impact, resilience dynamics, and stochastic liquidity regimes in shaping the optimal execution strategy.

The path signature is a powerful tool for solving regression problems on path space, i.e., for computing conditional expectations $\mathbb{E}[Y | X]$ when the random variable $X$ is a stochastic process -- or a time-series. We provide new theoretical convergence guarantees for two different, complementary approaches to regression using signature methods. In the context of global regression, we show that linear functionals of the robust signature are universal in the $L^p$ sense in a wide class of examples. In addition, we present a local regression method based on signature semi-metrics, and show universality as well as rates of convergence. 

Based on joint works with Davit Gogolashvili, Luca Pelizzari, and John Schoenmakers.

Please note: The MCF seminar usually takes place on Thursdays from 16:00 to 17:00 in L5. However, for this week, the timing will be changed to 15:00 to 16:00.