Past

This will be an informal discussion developing the details of the Amplituhedron for the loop integrand.

The 'pyjama stripe' is the subset of the plane consisting of a vertical

strip of width epsilon about every integer x-coordinate. The 'pyjama

problem' asks whether finitely many rotations of the pyjama stripe about

the origin can cover the plane.

I'll attempt to outline a solution to this problem. Although not a lot

of this is particularly representative of techniques frequently used in

additive combinatorics, I'll try to flag up whenever this happens -- in

particular ideas about 'limit objects'.

We consider a class of CR manifold which are defined as asymptotically

Heisenberg,

and for these we give a notion of mass. From the solvability of the

$\Box_b$ equation

in a certain functional class ([Hsiao-Yung]), we prove positivity of the

mass under the

condition that the Webster curvature is positive and that the manifold

is embeddable.

We apply this result to the Yamabe problem for compact CR manifolds,

assuming positivity

of the Webster class and non-negativity of the Paneitz operator. This is

joint work with

J.H.Cheng and P.Yang.

Abstract: Given a sequence of random variables X_n that converge toward a Gaussian distribution, by looking at the next terms in the asymptotic E[exp(zX_n)] = exp(z^2 / 2) (1+ ...), one can often state a principle of moderate deviations. This happens in particular for sums of dependent random variables, and in this setting, it becomes useful to develop techniques that allow to compute the precise asymptotics of exponential generating series. Thus, we shall present a method of cumulants, which gives new results for the deviations of certain observables in statistical mechanics:

- the number of triangles in a random Erdos-Renyi graph;

- and the magnetization of the one-dimensional Ising model.

Given a triangulated category A, equipped with a differential

Z/2-graded enhancement, and a triangulated oriented marked surface S, we

explain how to define a space X(S,A) which classifies systems of exact

triangles in A parametrized by the triangles of S. The space X(S,A) is

independent, up to essentially unique Morita equivalence, of the choice of

triangulation and is therefore acted upon by the mapping class group of the

surface. We can describe the space X(S,A) as a mapping space Map(F(S),A),

where F(S) is the universal differential Z/2-graded category of exact

triangles parametrized by S. It turns out that F(S) is a purely topological

variant of the Fukaya category of S. Our construction of F(S) can then be

regarded as implementing a 2-dimensional instance of Kontsevich's proposal

on localizing the Fukaya category along a singular Lagrangian spine. As we

will see, these results arise as applications of a general theory of cyclic

2-Segal spaces.

This talk is based on joint work with Mikhail Kapranov.

Market events such as order placement and order cancellation are examples of the complex and substantial flow of data that surrounds a modern financial engineer. New mathematical techniques, developed to describe the interactions of complex oscillatory systems (known as the theory of rough paths) provides new tools for analysing and describing these data streams and extracting the vital information. In this paper we illustrate how a very small number of coefficients obtained from the signature of financial data can be sufficient to classify this data for subtle underlying features and make useful predictions.

This paper presents financial examples in which we learn from data and then proceed to classify fresh streams. The classification is based on features of streams that are specified through the coordinates of the signature of the path. At a mathematical level the signature is a faithful transform of a multidimensional time series. (Ben Hambly and Terry Lyons \cite{uniqueSig}), Hao Ni and Terry Lyons \cite{NiLyons} introduced the possibility of its use to understand financial data and pointed to the potential this approach has for machine learning and prediction.

We evaluate and refine these theoretical suggestions against practical examples of interest and present a few motivating experiments which demonstrate information the signature can easily capture in a non-parametric way avoiding traditional statistical modelling of the data. In the first experiment we identify atypical market behaviour across standard 30-minute time buckets sampled from the WTI crude oil future market (NYMEX). The second and third experiments aim to characterise the market "impact" of and distinguish between parent orders generated by two different trade execution algorithms on the FTSE 100 Index futures market listed on NYSE Liffe.

We consider Fano threefolds on which SL(2,C) acts with a dense

open orbit. This is a finite list of threefolds whose classification

follows from the classical work of Mukai-Umemura and Nakano. Inside

these threefolds, there sits a Lagrangian space form given as an orbit

of SU(2). We prove this Lagrangian is non-displaceable by Hamiltonian

isotopies via computing its Floer cohomology over a field of non-zero

characteristic. The computation depends on certain counts of holomorphic

disks with boundary on the Lagrangian, which we explicitly identify.

This is joint work in progress with Jonny Evans.

 We take a look at diamond and use it to build interesting 
mathematical objects.

We construct a model for asset price in a limit order book, which captures on one hand main stylized facts of microstructure effects, and on the other hand is tractable for dealing with optimal high frequency trading by stochastic control methods. For this purpose, we introduce a model for describing the fluctuations of a tick-by-tick single asset price, based on Markov renewal process.

We consider a point process associated to the timestamps of the price jumps, and marks associated to price increments. By modeling the marks with a suitable Markov chain, we can reproduce the strong mean-reversion of price returns known as microstructure noise. Moreover, by using Markov renewal process, we can model the presence of spikes in intensity of market activity, i.e. the volatility clustering. We also provide simple parametric and nonparametric statistical procedures for the estimation of our model. We obtain closed-form formulae for the mean signature plot, and show the diffusive behavior of our model at large scale limit. We illustrate our results by numerical simulations, and find that our model is consistent with empirical data on futures Euribor and Eurostoxx. In a second part, we use a dynamic programming approach to our semi Markov model applied to the problem of optimal high frequency trading with a suitable modeling of market order flow correlated with the stock price, and taking into account in particular the adverse selection risk. We show a reduced-form for the value function of the associated control problem, and provide a convergent and computational scheme for solving the problem. Numerical tests display the shape of optimal policies for the market making problem.

This talk is based on joint works with Pietro Fodra.

The use of tensed language and the metaphor of set "formation" found in informal descriptions of the iterative conception of set are seldom taken at all seriously. This talk offers an axiomatisation of the iterative conception in a bimodal language and presents some reasons to thus take the tense more seriously than usual (although not literally).

I will introduce star products and formal connections and describe approaches to the problem of finding a trivialization of the formal Hitchin connection, using graph-theoretical computations.

The dynamics of networks of interacting systems depend intricately on the interaction topology. Dynamical implications of local topological properties such as the nodes' degrees and global topological properties such as the degree distribution have intensively been studied. Mesoscale properties, by contrast, have only recently come into the sharp focus of network science but have

rapidly developed into one of the hot topics in the field. Current questions are: can considering a mesoscale structure such as a single subgraph already allow conclusions on dynamical properties of the network as a whole? And: Can we extract implications that are independent of the embedding network? In this talk I will show that certain mesoscale subgraphs have precise and distinct

consequences for the system-level dynamics. In particular, they induce characteristic dynamical instabilities that are independent of the structure of the embedding network.

We present a block LU factorization with panel rank revealing

pivoting (block LU_PRRP), an algorithm based on strong

rank revealing QR for the panel factorization.

Block LU_PRRP is more stable than Gaussian elimination with partial

pivoting (GEPP), with a theoretical upper bound of the growth factor

of $(1+ \tau b)^{(n/ b)-1}$, where $b$ is the size of the panel used

during the block factorization, $\tau$ is a parameter of the strong

rank revealing QR factorization, and $n$ is the number of columns of

the matrix. For example, if the size of the panel is $b = 64$, and

$\tau = 2$, then $(1+2b)^{(n/b)-1} = (1.079)^{n-64} \ll 2^{n-1}$, where

$2^{n-1}$ is the upper bound of the growth factor of GEPP. Our

extensive numerical experiments show that the new factorization scheme

is as numerically stable as GEPP in practice, but it is more resistant

to some pathological cases where GEPP fails. We note that the block LU_PRRP

factorization does only $O(n^2 b)$ additional floating point operations

compared to GEPP.

Calculus of Variations for $L^{\infty}$ functionals has a successful history of 50 years, but until recently was restricted to the scalar case. Motivated by these developments, we have recently initiated the vector-valued case. In order to handle the complicated non-divergence PDE systems which arise as the analogue of the Euler-Lagrange equations, we have introduced a theory of "weak solutions" for general fully nonlinear PDE systems. This theory extends Viscosity Solutions of Crandall-Ishii-Lions to the general vector case. A central ingredient is the discovery of a vectorial notion of extremum for maps which is a vectorial substitute of the "Maximum Principle Calculus" and allows to "pass derivatives to test maps" in a duality-free fashion. In this talk we will discuss some rudimentary aspects of these recent developments.

This is joint work with Angus Macintyre. I will discuss new developments in 
our work on the model theory of adeles concerning model theoretic 
properties of adeles and related issues on adelic geometry and number theory.

I will show how to construct an infinite family of totally geodesic surfaces in the figure eight knot complement that do not remain totally geodesic under certain Dehn surgeries. If time permits, I will explain how this behaviour can be understood via the theory of quadratic forms.

We study the nonhomogeneous boundary value problem for Navier--Stokes equations of steady motion of a viscous incompressible fluid in  a plane or spatial exterior domain with multiply connected boundary. We prove that this problem has a solution for axially symmetric case (without any restrictions on fluxes, etc.)  No restriction on the size of fluxes are required. This is a joint result with K.Pileckas and R.Russo.

I will discuss what it means to compactify complex Lie groups and introduce the so-called "Wonderful Compactification" of groups having trivial centre. I will then show how the wonderful compactification of PGL(n) can be described in terms of complete collineations. Finally, I will discuss how the new perspective provided by complete collineations provides a way to construct compactifications of arbitrary semisimple groups.

One of the most classical questions of modern algebra is whether the group algebra of a torsion-free group can be embedded into a skew field. I will give a short survey about embeddability of group algebras into skew fields, matrix rings and, in general, continuous rings.