Utilising an in silico model to predict outcomes in senescence-driven acute liver injury
Ashmore-Harris, C Antonopoulou, E Aird, R Man, T Finney, S Speel, A Lu, W Forbes, S Gadd, V Waters, S npj Regenerative Medicine volume 9 issue 1 (30 Sep 2024)
Thu, 31 Oct 2024
16:00
L3

Cusp forms of level one and weight zero

George Boxer
(Imperial College London)
Abstract
A theme in number theory is the non-existence of objects which are "too unramified".  For instance, by Minkowski there are no everywhere unramified extensions of Q, and by Fontaine and Abrashkin there are no abelian varieties over Q with everywhere good reduction.  Such results may be viewed (possibly conditionally) through the lens of the Stark-Odlyzko positivity method in the theory of L-functions.
 
After reviewing these things, I will turn to the question of this talk: for n>1 do there exist cuspidal automorphic forms for GL_n which are everywhere unramified and have lowest regular weight (cohomological weight 0)?  For n=2 these are more familiarly holomorphic cuspforms of level 1 and weight 2.  This question may be rephrased in terms of the existence of cuspidal cohomology of GL_n(Z) or (at least conjecturally) in terms of the existence of certain motives or Galois representations.  In 1997, Stephen Miller used the positivity method to show that they do not exist for n<27.  In the other direction, in joint work with Frank Calegari and Toby Gee, we prove that they do exist for some n, including n=79,105, and 106.
Thu, 14 Nov 2024
16:00
Lecture Room 3

An analytic formula for points on elliptic curves

Alan Lauder
(University of Oxford)
Abstract

Given an elliptic curve over the rationals, a natural problem is to find an explicit point of infinite order over a given number field when there is expected to be one. Geometric constructions are known in only two different settings. That of Heegner points, developed since the 1950s, which yields points over abelian extensions of imaginary quadratic fields. And that of Stark-Heegner points, from the late 1990s: here the points constructed are conjectured to be defined over abelian extensions of real quadratic fields. I will describe a new analytic formula which encompasses both of these, and conjecturally yields points in many other settings. This is joint work with Henri Darmon and Victor Rotger.

Thu, 17 Oct 2024
16:00
L4

Risk, utility and sensitivity to large losses

Dr Nazem Khan
(Mathematical Institute)
Further Information

Please join us for refreshments outside the lecture room from 15:30.

Abstract
Risk and utility functionals are fundamental building blocks in economics and finance. In this paper we investigate under which conditions a risk or utility functional is sensitive to the accumulation of losses in the sense that any sufficiently large multiple of a position that exposes an agent to future losses has positive risk or negative utility. We call this property sensitivity to large losses and provide necessary and sufficient conditions thereof that are easy to check for a very large class of risk and utility functionals. In particular, our results do not rely on convexity and can therefore also be applied to most examples discussed in the recent literature, including (non-convex) star-shaped risk measures or S-shaped utility functions encountered in prospect theory. As expected, Value at Risk generally fails to be sensitive to large losses. More surprisingly, this is also true of Expected Shortfall. By contrast, expected utility functionals as well as (optimized) certainty equivalents are proved to be sensitive to large losses for many standard choices of concave and nonconcave utility functions, including S-shaped utility functions. We also show that Value at Risk and Expected Shortfall become sensitive to large losses if they are either properly adjusted or if the property is suitably localized.

 
Thu, 07 Nov 2024
16:00
L4

Continuous-time persuasion by filtering

Dr Ofelia Bonesini
(LSE)
Further Information

Please join us for refreshments outside the lecture room from 15:30.

Abstract

We frame dynamic persuasion in a partial observation stochastic control game with an ergodic criterion. The receiver controls the dynamics of a multidimensional unobserved state process. Information is provided to the receiver through a device designed by the sender that generates the observation process. 

The commitment of the sender is enforced and an exogenous information process outside the control of the sender is allowed. We develop this approach in the case where all dynamics are linear and the preferences of the receiver are linear-quadratic.

We prove a verification theorem for the existence and uniqueness of the solution of the HJB equation satisfied by the receiver’s value function. An extension to the case of persuasion of a mean field of interacting receivers is also provided. We illustrate this approach in two applications: the provision of information to electricity consumers with a smart meter designed by an electricity producer; the information provided by carbon footprint accounting rules to companies engaged in a best-in-class emissions reduction effort. In the first application, we link the benefits of information provision to the mispricing of electricity production. In the latter, we show that when firms declare a high level of best-in-class target, the information provided by stringent accounting rules offsets the Nash equilibrium effect that leads firms to increase pollution to make their target easier to achieve.

This is a joint work with Prof. René Aïd, Prof. Giorgia Callegaro and Prof. Luciano Campi.

Clustering for epidemics on networks: a geometric approach
Prasse, B Devriendt, K Van Mieghem, P Chaos volume 31 issue 6 (14 Jun 2021)
Quantifying ideological polarization on a network using generalized Euclidean distance.
Hohmann, M Devriendt, K Coscia, M Science advances volume 9 issue 9 eabq2044 (01 Mar 2023)

Academic

Mohit Dalwadi, Associate Professor, OCIAM: S3.31

Nazem Khan, Departmental Lecturer, Mathematics and Computational Finance: S1.46

Luciana Bonatto, Whitehead Lecturer, Topology: N4.04

Research

Tom Klose, Marie Curie Fellow, Stochastic Analysis: S3.24

Eoin Hurley, PDRA, Combinatorics: S1.53

Simon Felten, PDRA, Geometry: N2.14

Lucas Hataishi, PDRA, Functional Analysis: N3.04

Jenny Pi, PDRA, Functional Analysis: N3.04

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