12:45
Duality walls and 3d S-fold SCFTs
Abstract
A local SL(2,Z) transformation on the Type IIB brane configuration gives rise to an interesting class of 3d superconformal field theories, known as the S-fold SCFTs. One of the interesting features of such a theory is that, in general, it does not admit a conventional Lagrangian description. Nevertheless, it can be described by a quiver diagram with a link being a superconformal field theory, known as the T(U(N)) theory. In this talk, we discuss various properties of the S-fold theories, including their supersymmetric indices, supersymmetry enhancement in the infrared, as well as several interesting dualities.
12:45
Black Holes to Algebraic Curves: Consequences of the Weak Gravity Conjecture
Abstract
The Weak Gravity Conjecture holds that in any consistent theory of quantum gravity, gravity must be the weakest force. This simple proposition has surprisingly nontrivial physical consequences, which in the case of supersymmetric string/M-theory compactifications lead to nontrivial geometric consequences for Calabi-Yau manifolds. In this talk we will describe these conjectured geometric consequences in detail and show how they are realized in concrete examples, deriving new results about 5d supersymmetric black holes in the process.
IceCube Cascade Events
Frontiers in Quantitative Finance Seminar: Pierre Henry-Labordere (SocGen)
Frontiers in Quantitative Finance seminar: Pierre Henry-Labordere (SocGen)
Venue
Citi Stirling Square
5-7 Carlton Gardens
London SW1Y 5AD
Sensitivity Analysis of the Utility Maximization Problem with Respect to Model Perturbations
Abstract
First, we will give a brief overview of the asymptotic analysis results in the context of optimal investment. Then, we will focus on the sensitivity of the expected utility maximization problem in a continuous semimartingale market with respect to small changes in the market price of risk. Assuming that the preferences of a rational economic agent are modeled by a general utility function, we obtain a second-order expansion of the value function, a first-order approximation of the terminal wealth, and construct trading strategies that match the indirect utility function up to the second order. If a risk-tolerance wealth process exists, using it as numeraire and under an appropriate change of measure, we reduce the approximation problem to a Kunita–Watanabe decomposition. Then we discuss possible extensions and special situations, in particular, the power utility case and models that admit closed-form solutions. The central part of this talk is based on the joint work with Mihai Sirbu.
The 1918 Spanish influenza pandemic claimed around fifty million lives worldwide. Interventions were introduced to reduce the spread of the virus, but these were not based on quantitative assessments of the likely effects of different control strategies. One hundred years later, mathematical modelling is routinely used for forecasting and to help plan interventions during outbreaks in populations of humans, animals and plants.
12:00
Mass, Kaehler Manifolds, and Symplectic Geometry
Abstract
In the speaker's previous joint work with Hans-Joachim Hein, a mass formula for asymptotically locally Euclidean (ALE) Kaehler manifolds was proved, assuming only relatively weak fall-off conditions on the metric. However, the case of real dimension four presented technical difficulties that led us to require fall-off conditions in this special dimension that are stronger than the Chrusciel fall-off conditions that sufficed in higher dimensions. This talk will explain how a new proof of the 4-dimensional case, using ideas from symplectic geometry, shows that Chrusciel fall-off suffices to imply all our main results in any dimension. In particular, I will explain why our Penrose-type inequality for the mass of an asymptotically Euclidean Kaehler manifold always still holds, given only this very weak metric fall-off hypothesis.