Short stories 1

When you next go swimming, take some maths with you. And don't worry, maths is waterproof. Nathan Creighton is in at the deep end

 

 

Mon, 17 Nov 2025
15:30
L3

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Eyal NEUMANN
(Imperial College London)
Wed, 22 Oct 2025

13:00 - 14:00
Quillen Room N3.12

Superconformal Field Theory on Threebranes at a Calabi-Yau Singularity

Tabea Sieper
Abstract

Just as parallel threebranes on a smooth manifold are related to string theory on AdS_5 \times S^5, parallel threebranes near a conical singularity are related to string theory on AdS_5 \times X_5 for a suitable X_5. For the example of the conifold singularity Klebanov and Witten conjectured that a string theory on AdS_5 \times X^5 can be described by a certain \mathcal{N}=1 supersymmetric gauge theory. Based primarily on their work (arXiv:hep-th/9807080), I describe the gravitational setup of this correspondence as well as their construction of the field theory, allowing for various checks of the duality.

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.


 

Mon, 03 Nov 2025
16:00
C3

TBC

Julie Tavernier
(University of Bath)
Abstract

TBC

Mon, 27 Oct 2025
16:00
C3

TBC

Paweł Nosal
(University of Warwick)
Abstract

TBC

Mon, 20 Oct 2025
16:00
C3

TBC

Zachary Feng
(University of Oxford)
Abstract

TBC

Bridging a gap: A heavy elastica between point supports
 Curtis, G Griffiths, I Vella, D International Journal of Solids and Structures
The Informal Diplomacies of Oswald Veblen
 Hollings, C Kennedy, S Luciano, E Bulletin of the American Mathematical Society
Thu, 06 Nov 2025

16:00 - 17:00
L5

The value of information flows in the stock market - joint with Hai Duong

Prof. Bart Taub
(University of Glasgow)
Abstract
Stock market traders who trade because of information they possess reveal that information to the rest of the market in the process of bidding: if the information is positive they bid up the price, and if it is negative they lower it.   New information constantly develops and is brought to the market in this way, and because it influences prices, it ultimately influences the allocation of investments by firms.  
 
Using a new approach, we estimate the flow of this information and the price of that information (different from the stock price), and thus its value, for each stock, and then sum up this value across all stocks, obtaining an estimate of the total value of the dynamic flow of information in the stock market as a whole. This requires digesting the records of millions of stock orders (including cancelled orders, not just executed trades) to construct the dynamic limit order book and estimate the information flow and value from its structure.  
 
Our results support the notion that the cross-correlation of price impact across stocks is consistent with the CAPM: there is a single systematic component of price impact, and this is driven by the volatility of the systematic component of the stock market. This result suggests that by separating the underlying information into two components, systematic and idiosyncratic, informed traders distinguish between productive assets that have a systematic impact on the economy and those that can be diversified.  


 

The Mathematics of Sporting Glory

Amandine Aftalion's Pubic Lecture is now on YouTube if you want tips on how to smash it when it comes to running and swimming and floating in the air.

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