Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals
Futter, O Horvath, B Wiese, M
Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals
Futter, O Horvath, B Wiese, M (30 Aug 2023)
Kernel Learning for Mean-Variance Trading Strategies
Futter, O Cirone, N Horvath, B (14 Jul 2025)
What's so special about special relativity? Our new series of student lectures on YouTube kicks off with six lectures from Fernando Alday's 3rd year 'Special Relativity' course.
Q-LEARNING AS A MONOTONE SCHEME
Yang, L 2nd Tiny Papers Track at Iclr 2024 Tiny Papers @ Iclr 2024 (01 Jan 2024)
NEURAL CONTROLLED DIFFERENTIAL EQUATIONS WITH QUANTUM HIDDEN EVOLUTIONS
Yang, L Shao, Z 2nd Tiny Papers Track at Iclr 2024 Tiny Papers @ Iclr 2024 (01 Jan 2024)
Tue, 16 Jun 2026
13:00
L2

Machine Learning in Mathematics and Physics

Andrei Constantin
(Birmingham)
Abstract
Machine learning is beginning to have an impact on some of the hardest problems in mathematics and theoretical physics. In this talk I will discuss several examples where machine learning has helped to tackle questions that are otherwise computationally or conceptually challenging, including problems in knot theory and low-dimensional topology, optimisation in large discrete spaces, the generation of mathematical conjectures, and the study of Calabi-Yau geometries arising in string theory. Along the way, I will discuss both what machine learning can and cannot do in these settings, and how ideas from physics, such as symmetry, geometry, and statistical mechanics, have influenced the development of modern machine learning itself.


 

Tue, 09 Jun 2026
13:00
L2

TBA

Jesse Van Muiden
(IC)
Tue, 02 Jun 2026
13:00
L2

Schwinger-Keldysh Path Integral for Gauge Theories

Andrew Tolley
(Imperial)
Abstract

Schwinger’s Closed Time Path formalism is the basis of modern treatments of cosmological field theories, hydrodynamics and open quantum systems. Its application to gauge theories at finite temperature is well studied, relying on KMS boundary conditions and complex-time contours. By contrast the discussion of gauge theories such as Yang-Mills out of equilibrium has been less well developed, in large part due to a lack of development of how to treat gauge issues and Faddeev-Popov-DeWitt ghosts on the CTP. I will show how to construct the CTP in the BRST formalism, where a single diagonal copy of BRST symmetry survives, and how to implement the boundary conditions for ghosts for arbitrary initial physical states. As an illustration I will discuss how Hard-thermal-loop EFTs can be viewed as open quantum systems, and how to construct an open EFT for a gauge theory in a Higgs phase. 

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