Cautious Reinforcement Learning with Logical Constraints.
Hasanbeig, M Abate, A Kroening, D AAMAS 483-491 (2020)

Ben Green and collaborators discover that the well-known "birthday paradox" has its equivalent in the divisors of a typical integer.

"The well-known "birthday paradox'' states that if you have 23 or more people in a room - something difficult to achieve nowadays without a very large room - then the chances are better than 50:50 that some pair of them will share a birthday. If we could have a party of 70 or more people, the chance of this happening rises to 99.9 percent.

Reconfigurable T‐junction DNA origami
Young, K Najafi, B Sant, W Contera, S Louis, A Doye, J Turberfield, A Bath, J Angewandte Chemie International Edition volume 59 issue 37 15942-15946 (15 Jul 2020)
B cell zone reticular cell microenvironments shape CXCL13 gradient formation
Cosgrove, J Novkovic, M Albrecht, S Pikor, N Zhou, Z Onder, L Morbe, U Cupovic, J Miller, H Alden, K Thuery, A O'Toole, P Pinter, R Jarrett, S Taylor, E Venetz, D Heller, M Uguccioni, M Legler, D Lacey, C Coatesworth, A Polak, W Cupedo, T Manoury, B Thelen, M Stein, J Wolf, M Leake, M Timmis, J Ludewig, B Coles, M Nature Communications volume 11 (22 Jul 2020)
Unbiased Markov chain Monte Carlo for intractable target distributions
Middleton, L Deligiannidis, G Doucet, A Jacob, P Electronic Journal of Statistics volume 14 issue 2 2842-2891 (07 Aug 2020)
MAT Livestream www.maths.ox.ac.uk/r/matlive
The MAT livestream is a weekly online event talking about maths problems and discussing problem-solving strategies.
Graph-theoretic simplification of quantum circuits with the ZX-calculus
Duncan, R Kissinger, A Perdrix, S van de Wetering, J Quantum volume 4 279-279 (04 Jun 2020)

In modern Cryptography, the security of every cryptosystem is required to be formally proven. Most of the time, such formal proof is by contradiction: it shows that there cannot exist an adversary that breaks a specific cryptosystem, because otherwise the adversary would be able to solve a hard mathematical problem, i.e. a problem that needs an unfeasible amount of time (dozens of years) to be concretely solved, even with huge computational resources.

Thu, 25 Jun 2020

16:00 - 18:00
Virtual

Optimal execution with rough path signatures

Imanol Pérez Arribas
(Mathematical Institute University of Oxford)
Abstract

We present a method for obtaining approximate solutions to the problem of optimal execution, based on a signature method. The framework is general, only requiring that the price process is a geometric rough path and the price impact function is a continuous function of the trading speed. Following an approximation of the optimisation problem, we are able to calculate an optimal solution for the trading speed in the space of linear functions on a truncation of the signature of the price process. We provide strong numerical evidence illustrating the accuracy and flexibility of the approach. Our numerical investigation both examines cases where exact solutions are known, demonstrating that the method accurately approximates these solutions, and models where exact solutions are not known. In the latter case, we obtain favourable comparisons with standard execution strategies.

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