We consider a well-studied optimal execution problem under little assumptions on the underlying midprice process. We do so by using signatures from rough path theory, that allows converting the original problem into a more computationally tractable problem. We include a few numerical experiments where we show that our methodology is able to retrieve the theoretical optimal execution speed for several problems studied in the literature, as well as some cases not included in the literatture. We also study some estensions of our framework to other settings.
 

Teaching ethics to the mathematicians who need it most
For the last 20 years it has become increasingly obvious, and increasingly pressing, that mathematicians should be taught some ethical awareness so as to realise the impact of their work. This extends even to those more highly trained, like graduate students and postdocs. But which mathematicians should we be teaching this to, what should we be teaching them, and how should we do it? In this talk I’ll explore the idea that all mathematicians will, at some stage, be faced with ethical challenges stemming from their work, and yet few are ever told beforehand.
 

Thomas Prince The double life of the number 24.

The number 24 appears in a somewhat surprising result in the study of polyhedra with integer lattice points. In a different setting, the number 24 is the Euler characteristic of a K3 surface: a four (real) dimensional object which plays a central role in algebraic geometry. We will hint at why both instances of 24 are in fact the same, and suggest that integral affine geometry can be used to interpolate between the realm of integral polytopes and the world of complex algebraic geometry.

Mohit Dalwadi A multiscale mathematical model of bacterial nutrient uptake

In mathematical models that include nutrient delivery to bacteria, it is prohibitively expensive to include many small bacterial regions acting as volumetric nutrient sinks. To combat this problem, such models often impose an effective uptake instead. However, it is not immediately clear how to relate properties on the bacterial scale with this effective result. For example, one may intuitively expect the effective uptake to scale with bacterial volume for weak first-order uptake, and with bacterial surface area for strong first-order uptake. I will present a general model for bacterial nutrient uptake, and upscale the system using homogenization theory to determine how the effective uptake depends on the microscale bacterial properties. This will show us when the intuitive volume and surface area scalings are each valid, as well as the correct form of the effective uptake when neither of these scalings is appropriate.
 

I will describe an extremely easy construction with formal group laws, and a 
slightly more subtle argument to show that it can be done in a coordinate-free
way with formal groups.  I will then describe connections with a range of other
phenomena in stable homotopy theory, although I still have many more 
questions than answers about these.  In particular, this should illuminate the
relationship between the Lambda algebra and the Dyer-Lashof algebra at the
prime 2, and possibly suggest better ways to think about related things at 
odd primes.  The Morava K-theory of symmetric groups is well-understood
if we quotient out by transfers, but somewhat mysterious if we do not pass
to that quotient; there are some suggestions that dilation will again be a key
ingredient in resolving this.  The ring $MU_*(\Omega^2S^3)$ is another
object for which we have quite a lot of information but it seems likely that 
important ideas are missing; dilation may also be relevant here.