Wed, 05 Oct 2022
17:00
Lecture Theatre 1, Mathematical Institute, Radcliffe Observatory Quarter, Woodstock Road, OX2 6GG

The million-dollar shuffle: symmetry and complexity - Colva Roney-Dougal

Colva Roney-Dougal
(University of St Andrews)
Further Information

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.

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14:00
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Kostiantyn Tolmachov
(Edinburgh University)
Abstract

Khovanov-Rozansky homology is a link invariant that categorifies the HOMFLY-PT polynomial. I will describe a geometric model for this invariant, living in the monodromic Hecke category. I will also explain how it allows to identify objects representing graded pieces of Khovanov-Rozansky homology, using a remarkable family of character sheaves. Based on joint works with Roman Bezrukavnikov.

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Fri, 25 Nov 2022

12:00 - 13:00
N3.12

Knutson's Conjecture on the Representation Ring

Diego Martin Duro
(University of Warwick)
Abstract

Donald Knutson proposed the conjecture, later disproven and refined by Savitskii, that for every irreducible character of a finite group, there existed a virtual character such their tensor product was the regular character. In this talk, we disprove both this conjecture and its refinement. We then introduce the Knutson Index as a measure of the failure of Knutson's Conjecture and discuss its algebraic properties.

Thu, 03 Nov 2022

16:00 - 17:00
L3

Decentralised Finance and Automated Market Making: Optimal Execution and Liquidity Provision

Fayçal Drissi
Abstract

Automated Market Makers (AMMs) are a new prototype of 
trading venues which are revolutionising the way market participants 
interact. At present, the majority of AMMs are Constant Function 
Market Makers (CFMMs) where a deterministic trading function 
determines how markets are cleared. A distinctive characteristic of 
CFMMs is that execution costs for liquidity takers, and revenue for 
liquidity providers, are given by closed-form functions of price, 
liquidity, and transaction size. This gives rise to a new class of 
trading problems. We focus on Constant Product Market Makers with 
Concentrated Liquidity and show how to optimally take and make 
liquidity. We use Uniswap v3 data to study price and liquidity 
dynamics and to motivate the models.

For liquidity taking, we describe how to optimally trade a large 
position in an asset and how to execute statistical arbitrages based 
on market signals. For liquidity provision, we show how the wealth 
decomposes into a fee and an asset component. Finally, we perform 
consecutive runs of in-sample estimation of model parameters and 
out-of-sample trading to showcase the performance of the strategies.

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