Thu, 05 Feb 2026

16:00 - 17:00
L5

Linking Path-Dependent and Stochastic Volatility Models

Cephas Svosve
((Mathematical Institute University of Oxford))
Abstract
We explore a link between stochastic volatility (SV) and path-dependent volatility (PDV) models. Using assumed density filtering, we map a given SV model into a corresponding PDV representation. The resulting specification is lightweight, improves in-sample fit, and delivers robust out-of-sample forecasts. We also introduce a calibration procedure for both SV and PDV models that produces standard errors for parameter estimates and supports joint calibration of SPX/VIX smile.


 

Sufficient Condition for Universal Quantum Computation Using Bosonic Circuits
Calcluth, C Reichel, N Ferraro, A Ferrini, G PRX Quantum volume 5 issue 2 (17 May 2024)
Efficient simulatability of continuous-variable circuits with large Wigner negativity
García-Álvarez, L Calcluth, C Ferraro, A Ferrini, G Physical Review Research volume 2 issue 4 (04 Dec 2020)
Vacuum provides quantum advantage to otherwise simulatable architectures
Calcluth, C Ferraro, A Ferrini, G Physical Review A volume 107 issue 6 (15 Jun 2023)
Classical Simulation of Circuits with Realistic Odd-Dimensional Gottesman-Kitaev-Preskill States.
Calcluth, C Hahn, O Bermejo-Vega, J Ferraro, A Ferrini, G Physical review letters volume 135 issue 1 010601 (Jul 2025)
Efficient simulation of Gottesman-Kitaev-Preskill states with Gaussian circuits
Calcluth, C Ferraro, A Ferrini, G Quantum: the open journal for quantum science volume 6 867-867 (01 Dec 2022)
Thu, 04 Jun 2026

14:00 - 15:00
Lecture Room 3

New results on the inclusion of closure orbits and bundles of matrices and matrix pencils

Prof Fernando De Teran
(University of Madrid Carlos III)
Abstract

Professor De Terran will talk about: 'New results on the inclusion of closure orbits and bundles of matrices and matrix pencils' 

Orbits of nxn matrices under similarity are sets of matrices with the same Jordan Canonical form (JCF). When computing the JCF (or just the eigenvalues) of a matrix, the knowledge of all possible JCFs of small perturbations of a given JCF can help to understand the output of the algorithm, which is affected by roundoff errors.

The JCFs that can be obtained after small perturbations of a given JCF, say J, correspond to orbits that ``dominate" the orbit of J. In other words, the orbit of J is in the closure of its dominant orbits. The hierarchy of orbit closures of general matrices is well-known, as well as that of the set of matrices with bounded rank.

For matrix pencils (namely, pairs of matrices with the same size) the inclusion relationship between orbit closures has been also considered since, at least the 1980's. In this case, the standard equivalence relation is the so-called strict equivalence, which preserves the eigenstructure of the pencil, and the canonical form for this relation is the Kronecker canonical form (KCF). The hierarchy of orbit closures of general pencils under strict equivalence is also well-known. However, when the pencil has some particular structure (e. g., symmetric or Hermitian) then we encounter a different problem if we want the perturbations to maintain this structure. Some effort has been devoted in recent years to the analysis of orbit closures of structured pencils.

In this talk, we will review some recent results on the inclusion relationship between orbit closures of general and bounded-rank structured matrix pencils. We will also consider the inclusion relation of bundle closures. Bundles are generalizations of orbits, allowing the eigenvalues to change, while keeping the KCF. 
 

 

Tue, 24 Feb 2026
15:30
L4

Deformations of schemes and derived categories

Samuel Moore
(Oxford)
Abstract

How much does the derived ($\infty$-)category of a scheme remember? In this talk, I will consider this question in the context of deformation theory and make precise the close relationship between the deformation theory of a scheme and its derived category. Along the way, I will also introduce some basics of derived deformation theory and pay special attention to mixed and positive characteristic phenomena. This talk is based on my recent work https://arxiv.org/abs/2512.24347.

Online Optimisation of Machine Learning Collision Models to Accelerate Direct Molecular Simulation of Rarefied Gas Flows
Ball, N MacArt, J Sirignano, J Journal of Computational Physics volume 549 114601 (Mar 2026)
The Brauer–Manin obstruction for nonisotrivial curves over global function fields
Creutz, B Voloch, J Rössler, D Algebra and Number Theory volume 20 issue 1 109-117 (01 Jan 2026)
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