Popular automated market makers (AMMs) use constant function markets (CFMs) to clear the demand and supply in the pool of liquidity. A key drawback in the implementation of CFMs is that liquidity providers (LPs) are currently providing liquidity at a loss, on average. In this paper, we propose two new designs for decentralised trading venues, the arithmetic liquidity pool (ALP) and the geometric liquidity pool (GLP). In both pools, LPs choose impact functions that determine how liquidity taking orders impact the marginal exchange rate of the pool, and set the price of liquidity in the form of quotes around the marginal rate. The impact functions and the quotes determine the dynamics of the marginal rate and the price of liquidity. We show that CFMs are a subset of ALP; specifically, given a trading function of a CFM, there are impact functions and  quotes in the ALP that replicate the marginal rate dynamics and the execution costs in the CFM. For the ALP and GLP, we propose an optimal liquidity provision strategy where the price of liquidity maximises the LP's expected profit and the strategy depends on the LP's (i) tolerance to inventory risk and (ii) views on the demand for liquidity. Our strategies admit closed-form solutions and are computationally efficient.  We show that the price of liquidity in CFMs is suboptimal in the ALP. Also, we give conditions on the impact functions and the liquidity provision strategy to prevent arbitrages from rountrip trades. Finally, we use transaction data from Binance and Uniswap v3 to show that liquidity provision is not a loss-leading activity in the ALP.

Pseudo metrics between persistence modules can be defined starting from Noise Systems [1].  Such metrics are used to compare the modules directly or to extract stable vectorisations. While the stability property directly follows from the axioms of Noise Systems, finding algorithms or closed formulas to compute the distances or associated vectorizations  is often a difficult problem, especially in the multi-parameter setting. In this seminar I will show how extra properties of Noise Systems can be used to define algorithms. In particular I will describe how to compute stable vectorisations with respect to Wasserstein distances [2]. Lastly I will discuss ongoing work (with D. Lundin and R. Corbet) for the computation of a geometric distance (the Volume Noise distance) and associated invariants on interval modules.

[1] M. Scolamiero, W. Chachólski, A. Lundman, R. Ramanujam, S. Oberg. Multidimensional Persistence and Noise, (2016) Foundations of Computational Mathematics, Vol 17, Issue 6, pages 1367-1406. doi:10.1007/s10208-016-9323-y.

[2] J. Agerberg, A. Guidolin, I. Ren and M. Scolamiero. Algebraic Wasserstein distances and stable homological invariants of data. (2023) arXiv: 2301.06484.

I will discuss various aspects of multi-parameter persistence related to representation theory and decompositions into indecomposable summands, based on joint work with Magnus Botnan, Steffen Oppermann, Johan Steen, Luis Scoccola, and Benedikt Fluhr.

A classification of indecomposables is infeasible; the category of two-parameter persistence modules has wild representation type. We show [1] that this is still the case if the structure maps in one parameter direction are epimorphisms, a property that is commonly satisfied by degree 0 persistent homology and related to filtered hierarchical clustering. Furthermore, we show [2] that indecomposable persistence modules are dense in the interleaving distance, and that being nearly-indecomposable is a generic property of persistence modules. On the other hand, the two-parameter persistence modules arising from interleaved sets (relative interleaved set cohomology) have a very well-behaved structure [3] that is encoded as a complete invariant in the extended persistence diagram. This perspective reveals some important but largely overlooked insights about persistent homology; in particular, it highlights a strong reason for working at the level of chain complexes, in a derived category [4].

[1] Ulrich Bauer, Magnus B. Botnan, Steffen Oppermann, and Johan Steen, Cotorsion torsion triples and the representation theory of filtered hierarchical clustering, Adv. Math. 369 (2020), 107171, 51. MR4091895

[2] Ulrich Bauer and Luis Scoccola, Generic multi-parameter persistence modules are nearly indecomposable, 2022.

[3] Ulrich Bauer, Magnus Bakke Botnan, and Benedikt Fluhr, Structure and interleavings of relative interlevel set cohomology, 2022.

[4] Ulrich Bauer and Benedikt Fluhr, Relative interlevel set cohomology categorifies extended persistence diagrams, 2022.

Topological data analysis (TDA) is an emerging field of research, which considers the application of topology to data analysis. Recently, these methods have been successfully applied to research problems in the field of geographical information science (GIS). This includes the problems of Point of Interest (PoI), street network and weather analysis. In this talk I will describe how TDA can be used to provide solutions to these problems plus how these solutions compare to those traditionally used by GIS practitioners. I will also describe some of the challenges of performing interdisciplinary research when applying TDA methods to different types of data.

The preferential attachment model is a natural and popular random graph model for a growing network that contains very well-connected ``hubs''. Despite intense interest in the higher-order connectivity of these networks, their Betti numbers at higher dimensions have been largely unexplored.

In this talk, after a brief survey on random topology, we study the clique complexes of preferential attachment graphs, and we prove the asymptotics of the expected Betti numbers. If time allows, we will briefly discuss their homotopy connectedness as well. This is joint work with Gennady Samorodnitsky, Christina Lee Yu and Rongyi He, and it is based on the preprint https://arxiv.org/abs/2305.11259

In topological data analysis, persistence barcodes record the
persistence of homological generators in a one-parameter filtration
built on the data at hand. In contrast, computing the pointwise Euler
characteristic (EC) of the filtration merely records the alternating sum
of the dimensions of each homology vector space.

In this talk, we will show that despite losing the classical
"signal/noise" dichotomy, EC tools are powerful descriptors, especially
when combined with new integral transforms mixing EC techniques with
Lebesgue integration. Our motivation is fourfold: their applicability to
multi-parameter filtrations and time-varying data, their remarkable
performance in supervised and unsupervised tasks at a low computational
cost, their satisfactory properties as integral transforms (e.g.,
regularity and invertibility properties) and the expectation results on
the EC in random settings. Along the way, we will give an insight into
the information these descriptors record.

This talk is based on the work [https://arxiv.org/abs/2111.07829] and
the joint work with Olympio Hacquard [https://arxiv.org/abs/2303.14040].

Various constructions relevant to practical problems such as clustering and graph classification give rise to multiparameter persistence modules (MPPM), that is, linear representations of non-totally ordered sets. Much of the mathematical interest in multiparameter persistence comes from the fact that there exists no tractable classification of MPPM up to isomorphism, meaning that there is a lot of room for devising invariants of MPPM that strike a good balance between discriminating power and complexity of their computation. However, there is no consensus on what type of information we want these invariants to provide us with, and, in particular, there seems to be no good notion of “global” or “high persistence” features of MPPM.

With the goal of substantiating these claims, as well as making them more precise, I will start with an overview of some of the known invariants of MPPM, including joint works with Bauer and Oudot. I will then describe recent work of Bjerkevik, which contains relevant open questions and which will help us make sense of the notion of global feature in multiparameter persistence.

The affine and periodic Temperley–Lieb algebras are families of infinite-dimensional algebras with a diagrammatic presentation. They have been studied in the last 30 years, mostly for their physical applications in statistical mechanics, where the diagrammatic presentation encodes the connectivity property of the models. Most of the relevant representations for physics are finite-dimensional. In this work, we define finite-dimensional quotients of these algebras, which we name uncoiled algebras in reference to the diagrammatic interpretation of the quotient, and construct a family of Wenzl–Jones idempotents, each of which projects onto one of the one-dimensional modules these algebras admit. We also prove that the uncoiled algebras are sandwich cellular and sketch some of the applications of the objects we defined. This is joint work with Alexi Morin-Duchesne.

Cluster algebras and their quantum counterparts were invented in the early 2000s in an attempt to construct elements of dual canonical bases. This turned out to be a harder goal than first realised. In this talk I will aim to give an introduction and overview of the theory and display the wide range of interesting maths which has gone into making steps in this area. I will try to assume as little possible prior knowledge and instead focus on interesting questions which remain open in this area.