Thu, 12 Jun 2025
12:00
C6

Recent progress on the structure of metric currents.

Emanuele Caputo
(University of Warwick)
Abstract

The goal of the talk is to give an overview of the metric theory of currents by Ambrosio-Kirchheim, together with some recent progress in the setting of Banach spaces. Metric currents are a generalization to the metric setting of classical currents. Classical currents are the natural generalization of oriented submanifolds, as distributions play the same role for functions. We present a structure result for 1-metric currents as superposition of 1-rectifiable sets in Banach spaces, which generalizes a previous result by Schioppa. This is based on an approximation result of metric 1-currents with normal 1-currents. This is joint work with D. Bate, J. Takáč, P. Valentine, and P. Wald (Warwick).

The good, the bad, and latency: exploratory trading on Bybit and Binance
Albers, J Cucuringu, M Howison, S Shestopaloff, A Quantitative Finance
Keep to the ground
Howison, S New Scientist volume 162 issue 2192 59 (01 Dec 1999)
Quasi-Centralized Limit Order Books
Gould, M Porter, M Howison, S (01 Feb 2015)
Multi-Level Order-Flow Imbalance in a Limit Order Book
Xu, K Gould, M Howison, S (30 Oct 2019)
Option Volume Imbalance as a Predictor for Equity Returns
Michael, N Cucuringu, M Howison, S (27 Jan 2022)
Limit Order Books
Gould, M Porter, M Williams, S McDonald, M Fenn, D Howison, S (27 Apr 2012)
OFTER: An Online Pipeline for Time Series Forecasting
Michael, N Cucuringu, M Howison, S (08 Apr 2023)
The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance
Albers, J Cucuringu, M Howison, S Shestopaloff, A (25 Nov 2024)
The Long Memory of Order Flow in the Foreign Exchange Spot Market
Gould, M Porter, M Howison, S (22 Oct 2015)
Subscribe to