Oxford University

Given any family of varieties over a number field, if we have that the existence of local points everywhere is equivalent to the existence of a global point (for each member of the family), then we say that the family satisfies the Hasse principle. Of more interest, in this talk, is the case when the Hasse principle fails: we will give an overview of the "geography" of the currently known obstructions.

I introduce Stochastic Portfolio Theory (SPT), which is an alternative approach to optimal investment, where the investor aims to beat an index instead of optimising a mean-variance or expected utility criterion. Portfolios which achieve this are called relative arbitrages, and simple and implementable types of such trading strategies have been shown to exist in very general classes of continuous semimartingale market models, with unspecified drift and volatility processes but realistic assumptions on the behaviour of stocks which come from empirical observation. I present some of my recent work on this, namely the so-called diversity-weighted portfolio with negative parameter. This portfolio outperforms the market quite significantly, for which I have found both theoretical and empirical evidence.

Lie algebroids are geometric structures that interpolate between finite-dimensional Lie algebras and tangent bundles of manifolds. They give a useful language for describing geometric situations that have local symmetries. I will give an introduction to the basic theory of Lie algebroids, with examples drawn from foliations, principal bundles, group actions, Poisson brackets, and singular hypersurfaces.

In 1878, Jordan showed that if $G$ is a finite group of complex $n \times n$ matrices, then $G$ has a normal subgroup whose index in $G$ is bounded by a function of $n$ alone. He showed only existence, and early actual bounds on this index were far from optimal. In 1985, Weisfeiler used the classification of finite simple groups to obtain far better bounds, but his work remained incomplete when he disappeared. About eight years ago, I obtained the optimal bounds, and this work has now been extended to subgroups of all (complex) classical groups. I will discuss this topic at a “colloquium” level – i.e., only a rudimentary knowledge of finite group theory will be assumed.

A universal D-module of dimension n is a rule assigning to every family of smooth $n$-dimensional varieties a family of D-modules, in a compatible way. This seems like a huge amount of data, but it turns out to be entirely determined by its value over a single formal disc. We begin by recalling (or perhaps introducing) the notion of a D-module, and proceed to define the category $M_n$ of universal D-modules. Following Beilinson and Drinfeld we define the Gelfand-Kazhdan structure over a smooth variety (or family of varieties) of dimension $n$, and use it to build examples of universal D-modules and to exhibit a correspondence between $M_n$ and the category of modules over the group-scheme of continuous automorphisms of formal power series in $n$ variables