I will present new results, joint with Krzysztof Klosin (CUNY), on the modularity of residually reducible Galois representations with 3 residual pieces. This will be applied to prove the p-adic modularity of Picard curves.

Over 30 years has passed since the original proof of Fermat's Last Theorem by Wiles and Taylor—Wiles. There are now several proofs known to humanity, and I'm currently teaching one of them to a computer. This made me try to find out what the most ergonomic route was nowadays, and I found it by asking Richard Taylor what it was. In the talk I will summarise how to prove Fermat's Last Theorem in 2026, highlighting the differences between the modern method and the original route discovered by Wiles (we do use p=3, but in a different way). I won't talk much at all about Lean and essentially none of the work I will present is my own; this will just be a standard number theory seminar, and probably everything in it will already be known to the experts, but hopefully younger people will learn something.

 Hyper-Kähler manifolds are rigid geometric structures. They have three different symplectic and complex structures, in direct analogy with the quaternions. Being Ricci-flat, they solve the vacuum Einstein equations, and so there has been considerable interest among physicists to explicitly construct such spaces. We will discuss in detail the examples arising from the Gibbons-Hawking ansatz. These give concrete descriptions of the metric, giving many examples to work with. They also lead to the generalised classification as hyper-Kähler quotients by P.B. Kronheimer, with one such space for each finite subgroup of SU(2). Finally, we will look at the McKay correspondence, relating the finite subgroups of SU(2) with the simple Lie algebras of type A,D,E.

We study an optimal execution strategy for purchasing a large block of shares over a fixed time horizon. The execution problem is subject to a general price impact that gradually dissipates due to market resilience. This resilience is modeled through a potentially arbitrary limit-order book shape. To account for liquidity dynamics, we introduce a stochastic volume effect governing the recovery of the deviation process, which represents the difference between the impacted and unaffected price. Additionally, we incorporate stochastic liquidity variations through a regime-switching Markov chain to capture abrupt shifts in market conditions. We study this singular control problem, where the trader optimally determines the timing and rate of purchases to minimize execution costs. The associated value function to this optimization problem is shown to satisfy a system of variational Hamilton–Jacobi–Bellman inequalities. Moreover, we establish that it is the unique viscosity solution to this HJB system and study the analytical properties of the free boundary separating the execution and continuation regions. To illustrate our results, we present numerical examples under different limit-order book configurations, highlighting the interplay between price impact, resilience dynamics, and stochastic liquidity regimes in shaping the optimal execution strategy.

The path signature is a powerful tool for solving regression problems on path space, i.e., for computing conditional expectations $\mathbb{E}[Y | X]$ when the random variable $X$ is a stochastic process -- or a time-series. We provide new theoretical convergence guarantees for two different, complementary approaches to regression using signature methods. In the context of global regression, we show that linear functionals of the robust signature are universal in the $L^p$ sense in a wide class of examples. In addition, we present a local regression method based on signature semi-metrics, and show universality as well as rates of convergence. 

Based on joint works with Davit Gogolashvili, Luca Pelizzari, and John Schoenmakers.

Please note: The MCF seminar usually takes place on Thursdays from 16:00 to 17:00 in L5. However, for this week, the timing will be changed to 15:00 to 16:00.