Universal approximation of path space functionals
Abstract
We introduce so-called functional input neural networks defined on infinite dimensional weighted spaces, where we use an additive family as hidden layer maps and a non-linear activation function applied to each hidden layer. Relying on approximation theory based on Stone-Weierstrass and Nachbin type theorems on weighted spaces, we can prove global universal approximation results for (differentiable and) continuous functions going beyond approximation on compact sets. This applies in particular to approximation of (non-anticipative) path space functionals via functional input neural networks but also via linear maps of the signature of the respective paths. We apply these results in the context of stochastic portfolio theory to generate path dependent portfolios that are trained to outperform the market portfolio. The talk is based on joint works with Philipp Schmocker and Josef Teichmann.
Edwards-Wilkinson fluctuations for the Anisotropic KPZ in the weak coupling regime
Abstract
In this talk, we present recent results on an anisotropic variant of the Kardar-Parisi-Zhang equation, the Anisotropic KPZ equation (AKPZ), in the critical spatial dimension d=2. This is a singular SPDE which is conjectured to capture the behaviour of the fluctuations of a large family of random surface growth phenomena but whose analysis falls outside of the scope not only of classical stochastic calculus but also of the theory of Regularity Structures and paracontrolled calculus. We first consider a regularised version of the AKPZ equation which preserves the invariant measure and prove the conjecture made in [Cannizzaro, Erhard, Toninelli, "The AKPZ equation at stationarity: logarithmic superdiffusivity"], i.e. we show that, at large scales, the correlation length grows like t1/2 (log t)1/4 up to lower order correction. Second, we prove that in the so-called weak coupling regime, i.e. the equation regularised at scale N and the coefficient of the nonlinearity tuned down by a factor (log N)-1/2, the AKPZ equation converges to a linear stochastic heat equation with renormalised coefficients. Time allowing, we will comment on how some of the techniques introduced can be applied to other SPDEs and physical systems at and above criticality.
OMI: Artificial Intelligence and Financial Markets workshop - 20th & 21st October 2022
Schedule, titles, abstracts, and bios can be found here.
14:00
A tale of 2-groups: Dp(USp(2N)) theories
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Abstract
After a brief introduction, I elucidate a technique, dubbed "bootstrap'', which generates an infinite family of D_p(G) theories, where for a given arbitrary group G and a parameter b, each theory in the same family has the same number of mass parameters, same number of marginal deformations, same 1-form symmetry, and same 2-group structure. This technique is utilized to establish the presence or absence of the 2-group symmetries in several classes of D_p(G) theories. I, then, argue that we found the presence of 2-group symmetries in a class of Argyres-Douglas theories, called D_p(USp(2N)), which can be realized by Z_2-twisted compactification of the 6d N=(2,0) of the D-type on a sphere with an irregular twisted puncture and a regular twisted full puncture. I will also discuss the 3d mirror theories of general D_p(USp(2N)) theories that serve as an important tool to study their flavor symmetry and Higgs branch.
14:00
1-form symmetry versus large N QCD
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Abstract
It has long been appreciated that in QCD-like theories without fundamental matter, confinement can be given a sharp characterization in terms of symmetry. More recently, such symmetries have been identified as 1-form symmetries, which fit into the broader category of generalized global symmetries. In this talk I will discuss obstructions to the existence of a 1-form symmetry in large N QCD, where confinement is a sharp notion. I give general arguments for this disconnect between 1-form symmetries and confinement, and use 2d scalar QCD on the lattice as an explicit example.
14:00
Gravitational Regge bounds
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Abstract
I will review the basic assumptions and spell out the arguments that lead to the bound on the Regge growth of gravitational scattering amplitudes. I will discuss the Regge bounds both at fixed transfer momentum and smeared over it. Our basic conclusion is that gravitational scattering amplitudes admit dispersion relations with two subtractions. For a sub-class of smeared amplitudes, black hole formation reduces the number of subtractions to one. Finally, I will discuss bounds on local growth derived using dispersion relations. This talk is based on https://arxiv.org/abs/2202.08280.
17:00
The million-dollar shuffle: symmetry and complexity - Colva Roney-Dougal
In 1936, Alan Turing proved the startling result that not all mathematical problems can be solved algorithmically. For those which can be, we still do not always know when there's a clever technique which could give us the answer quickly. In particular, the famous "P = NP" question asks whether, for problems where the correct solution has a proof which can easily be checked, in fact there's a quick way to find the answer.
Many difficult problems become easier if they have symmetries: finding the shortest route to deliver many parcels would be easy if all the houses were neatly arranged in a circle. This lecture will explore the interactions between symmetry and complexity.
Colva Roney-Dougal is Professor of Pure Mathematics at the University of St Andrews and Director of the Centre for Interdisciplinary Research in Computational Algebra.
Please email @email to register.
The lecture will be available on our Oxford Mathematics YouTube Channel on 12 October at 5 pm.
The Oxford Mathematics Public Lectures are generously supported by XTX Markets.