16:00
Cusp forms of level one and weight zero
Abstract
16:00
An analytic formula for points on elliptic curves
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.
16:00
Risk, utility and sensitivity to large losses
Please join us for refreshments outside the lecture room from 15:30.
Abstract
16:00
Continuous-time persuasion by filtering
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.
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