Only a decade ago the detection of gravitational waves seemed like a fantasy to most, and merely a handful of 
people in the world believed in the validity and even great potential of using the powerful framework of EFT, and 
more generally -- advances in QFT to study gravity theory for real-world gravitational waves. I will present the 
significant advancement accomplished uniquely via the tower of EFTs with the EFT of spinning gravitating objects, 
and the incorporation of QFT advances, which my work has pioneered since those days. Today, only 6 years after 
the official birth of precision gravity with a rapidly growing influx of gravitational-wave data, and a decade of great 
theoretical progress, the power and insight of using modern QFT for real-world gravity have become incontestable.

We present a computationally tractable method for simulating arbitrage free implied volatility surfaces. Our approach conciliates static arbitrage constraints with a realistic representation of statistical properties of implied volatility co-movements.
We illustrate our method with two examples. First, we propose a dynamic factor model for the implied volatility surface, and show how our method may be used to remove static arbitrage from model scenarios. As a second example, we propose a nonparametric generative model for implied volatility surfaces based on a Generative Adversarial Network (GAN).

In this talk, we consider the sensitivity to the model uncertainty of an optimization problem. By introducing adapted Wasserstein perturbation, we extend the classical results in a static setting to the dynamic multi-period setting. Under mild conditions, we give an explicit formula for the first order approximation to the value function. An optimization problem with a cost of weak type will also be discussed.

Quantum field theories (QFTs) in d dimensions that posses a (d-1)-form symmetry are conjectured to decompose into disjoint “universes”, each of which is itself a (local and unitary) QFT. I will give an overview of our current understanding of decomposition, and then discuss how this phenomenon occurs in the fusion of condensation defects of certain 3d QFTs. This gives a “microscopic” explanation of why in these instances, the fusion coefficient can be taken as an integer rather than a general TQFT.

Donaldson-Thomas theory is classically defined for moduli spaces of sheaves over a Calabi-Yau threefold. Thanks to recent foundational work of Cao-Leung, Borisov-Joyce and Oh-Thomas, DT theory has been extended to Calabi-Yau 4-folds. We discuss how, in this context, one can define natural K-theoretic refinements of Donaldson-Thomas invariants (counting sheaves on Hilbert schemes) and Pandharipande-Thomas invariants (counting sheaves on moduli spaces of stable pairs) and how — conjecturally — they are related. Finally, we introduce an extension of DT invariants to Calabi-Yau 4-orbifolds, and propose a McKay-type correspondence, which we expect to be suitably interpreted as a wall-crossing phenomenon. Joint work (in progress) with Yalong Cao and Martijn Kool.

Over the last years, two different approaches to construct symmetry algebras acting on the cohomology of Nakajima quiver varieties have been developed. The first one, due to Maulik and Okounkov, exploits certain Lagrangian correspondences, called stable envelopes, to generate R-matrices for an arbitrary quiver and hence, via the RTT formalism, an algebra called Yangian. The second one realises the cohomology of Nakajima varieties as modules over the cohomological Hall algebra (CoHA) of the preprojective algebra of the quiver Q. It is widely expected that these two approaches are equivalent, and in particular that the Maulik-Okounkov Yangian coincides with the Drinfel’d double of the CoHA.

Motivated by this conjecture, in this talk I will show how to identify the stable envelopes themselves with the multiplication map of a subalgebra of the appropriate CoHA. 

As an application, I will introduce explicit inductive formulas for the stable envelopes and use them to produce integral solutions of the elliptic quantum Knizhnik–Zamolodchikov–Bernard (qKZB) difference equation associated to arbitrary quiver (ongoing project with G. Felder and K. Wang). Time permitting, I will also discuss connections with Cherkis bow varieties in relation to 3d Mirror symmetry (ongoing project with R. Rimanyi).

I will talk about homological enumerative invariants for vector bundles on algebraic curves. These invariants were defined by Joyce, and encode rich information about the moduli space of semistable vector bundles, such as its volume and intersection numbers, which were computed by Witten, Jeffrey and Kirwan in previous work. I will define a notion of regularization of divergent infinite sums, and I will express the invariants explicitly as such a divergent sum in a vertex algebra.

We show that the category of vector bundles over the vertices of a locally finite $\tilde{A}_{n-1}$ building $\Delta$, $Vec(\Delta)$, has the structure of a $Tilt(SL_{2k+1})$ module category. This module category is the $q$-analogue of the $Tilt(SL_{2k+1})$ action on vector bundles over the $sl_n$ weight lattice.  Our construction of the $Tilt(SL_{2k+1})$ action on $Vec(\Delta)$ extends to $Vec(\Delta)^{G}$, its equivariantization, which gives us a class of non-standard $Tilt(SL_{2k+1})$ module categories. When $G$ acts simply transitively, this recovers the fiber functors of Jones.

Shrinking Ricci solitons are Ricci flow solutions that self-similarly shrink under the flow. Their significance comes from the fact that finite-time Ricci flow singularities are typically modeled on gradient shrinking Ricci solitons. Here, we shall address a certain converse question, namely, “Given a complete, noncompact gradient shrinking Ricci soliton, does there exist a Ricci flow on a closed manifold that forms a finite-time singularity modeled on the given soliton?” We’ll discuss work that shows the answer is yes when the soliton is asymptotically conical. No symmetry or Kahler assumption is required, and so the proof involves an analysis of the Ricci flow as a nonlinear degenerate parabolic PDE system in its full complexity. We’ll also discuss applications to the (non-)uniqueness of weak Ricci flows through singularities.