The main result is the existence of smooth, properly embedded 3-discs in S¹ × D³ that are not smoothly isotopic to {1} × D³. We describe a 2-variable Laurent polynomial invariant of 3-discs in S¹ × D³. This allows us to show that, when taken up to isotopy, such 3-discs form an abelian group of infinite rank. Joint work with David Gabai.

I will discuss recent progress on the study of homological duality properties of complex algebraic manifolds, with a view towards the projective Singer-Hopf conjecture. (Joint work with Y. Liu and B. Wang.)

In Joint work with Modj Shokrian-Zini we study (numerically) our proposal that interacting physics can arise from single particle quantum Mechanics through spontaneous symmetry breaking SSB. The staring point is the claim the difference between single and many particle physics amounts to the probability distribution on the space of Hamiltonians. Hamiltonians for interacting systems seem to know about some local, say qubit, structure, on the Hilbert space, whereas typical QM systems need not have such internal structure. I will discuss how the former might arise from the latter in a toy model. This story is intended as a “prequel” to the decades old reductionist story in which low energy standard model physics is supposed to arise from something quite different at high energy. We ask the question: Can interacting physics itself can arise from something simpler.

I will discuss connections between ambient geometry of Moduli spaces and Teichmuller dynamics. This includes the recent resolution of the Siu's conjecture about convexity of Teichmuller spaces, and the (conjectural) topological description of the Caratheodory metric on Moduli spaces of Riemann surfaces.

We consider continuous time financial models with continuous paths, in a pathwise setting using functional Ito calculus. We look at applications of optimal transport duality in context of robust pricing and hedging and that of calibration. First, we explore exntesions of the discrete-time results in Aksamit et al. [Math. Fin. 29(3), 2019] to a continuous time setting. Second, we addresses the joint calibration problem of SPX options and VIX options or futures. We show that the problem can be formulated as a semimartingale optimal transport problem under a finite number of discrete constraints, in the spirit of [arXiv:1906.06478]. We introduce a PDE formulation along with its dual counterpart. The solution, a calibrated diffusion process, can be represented via the solutions of Hamilton--Jacobi--Bellman equations arising from the dual formulation. The method is tested on both simulated data and market data. Numerical examples show that the model can be accurately calibrated to SPX options, VIX options and VIX futures simultaneously.

Based on joint works with Ivan Guo, Gregoire Loeper, Shiyi Wang.
==============================================

The development of high frequency and algorithmic trading allowed to considerably reduce the bid ask spread by increasing liquidity in limit order books. Beyond the problem of optimal placement of market and limit orders, the possibility to cancel orders for free leaves room for price manipulations, one of such being spoofing. Detecting spoofing from a regulatory viewpoint is challenging due to the sheer amount of orders and difficulty to discriminate between legitimate and manipulative flows of orders. However, it is empirical evidence that volume imbalance reflecting offer and demand on both sides of the limit order book has an impact on subsequent price movements. Spoofers use this effect to artificially modify the imbalance by posting limit orders and then execute market orders at subsequent better prices while canceling at a high speed their previous limit orders. In this work we set up a model to determine where a spoofer would place its limit orders to maximize its gains as a function of the imbalance impact on the price movement. We study the solution of this non local optimization problem as a function of the imbalance. With this at hand, we calibrate on real data from TMX the imbalance impact (as a function of its depth) on the resulting price movement. Based on this calibration and theoretical results, we then provide some methods and numerical results as how to detect in real time some eventual spoofing behavior based on Wasserstein distances. Joint work with Tao Xuan (SJTU), Ling Lan (SJTU) and Andrew Day (Western University)
=====================================================================

 In this talk I will discuss possible extensions of the euclidean quantitative isoperimetric inequality to compact Riemannian manifolds. 
This is joint work with O. Chodosh (Stanford) and M. Engelstein (University of Minnesota).

Hardt-Simon proved that every area-minimizing hypercone $C$ having only an isolated singularity fits into a foliation of $R^{n+1}$ by smooth, area-minimizing hypersurfaces asymptotic to $C$. We prove that if a minimal hypersurface $M$ in the unit ball $B_1 \subset R^{n+1}$ lies sufficiently close to a minimizing quadratic cone (for example, the Simons' cone), then $M \cap B_{1/2}$ is a $C^{1,\alpha}$ perturbation of either the cone itself, or some leaf of its associated foliation. In particular, we show that singularities modeled on these cones determine the local structure not only of $M$, but of any nearby minimal surface. Our result also implies the Bernstein-type result of Simon-Solomon, which characterizes area-minimizing hypersurfaces in $R^{n+1}$ asymptotic to a quadratic cone as either the cone itself, or some leaf of the foliation.  This is joint work with Luca Spolaor.

In the talk, we will discuss the connection between quantitative hypoelliptic PDE methods and the long-time dynamics of stochastic differential equations (SDEs). In a recent joint work with Alex Blumenthal and Sam Punshon-Smith, we put forward a new method for obtaining quantitative lower bounds on the top Lyapunov exponent of stochastic differential equations (SDEs). Our method combines (i) an (apparently new) identity connecting the top Lyapunov exponent to a degenerate Fisher information-like functional of the stationary density of the Markov process tracking tangent directions with (ii) a  quantitative version of Hörmander's hypoelliptic regularity theory in an L1 framework which estimates this (degenerate) Fisher information from below by a W^{s,1} Sobolev norm using the associated Kolmogorov equation for the stationary density. As an initial application, we prove the positivity of the top Lyapunov exponent for a class of weakly-dissipative, weakly forced SDE and we prove that this class includes the classical Lorenz 96 model in any dimension greater than 6, provided the additive stochastic driving is applied to any consecutive pair of modes. This is the first mathematically rigorous proof of chaos (in the sense of positive Lyapunov exponents) for Lorenz 96 and, more recently, for finite dimensional truncations of the shell models GOY and SABRA (stochastically driven or otherwise), despite the overwhelming numerical evidence. If time permits, I will also discuss joint work with Kyle Liss, in which we obtain sharp, quantitative estimates on the spectral gap of the Markov semigroups. In both of these works, obtaining various kinds of quantitative hypoelliptic regularity estimates that are uniform in certain parameters plays a pivotal role.  

Cuntz introduced pure infiniteness for simple C*-algebras as a C*-algebraic analogue of type III von Neumann factors. Notable examples include the Calkin algebra B(H)/K(H), the Cuntz algebras O_n, simple Cuntz-Krieger algebras, and other C*-algebras you would encounter in the wild. The separable, nuclear ones were classified in celebrated work by Kirchberg and Phillips in the mid 90s. I will talk about these topics including the non-simple case if time permits.