The Mathematical Finance Group in Oxford has long been a leader in research on financial mathematics. In recent years a number of research areas have become key focal points within the Group, notably behavioural finance and financial big data, robust pricing and machine learning. In particular, research has focused on financial stability, an area that became critical after the Financial Crisis in 2008. 

Tue, 02 Feb 2016

12:00 - 13:15
L4

Cutkosky rules and Outer Space

Dirk Kreimer (Berlin)
(HU Berlin)
Abstract

Amplitudes in quantum field theory have discontinuities when regarded as
functions of
the scattering kinematics. Such discontinuities can be determined from
Cutkosky rules.
We present a structural analysis of such rules for massive quantum field
theory which combines
algebraic geometry with the combinatorics of Karen Vogtmann's Outer Space.
This is joint work with Spencer Bloch (arXiv:1512.01705).

Martin Bridson

When one wants to describe the symmetries of any object or system, in mathematics or everyday life, the right language to use is group theory. How might one go about understanding the universe of all groups and what kinds of novel geometry might emerge as we explore this universe?

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When you think about the founders of computing you may think Alan Turing, you may even think Charles Babbage. But you should definitely think about Ada Lovelace. Ada Lovelace is not only the link between Babbage and Turing, but a woman of fierce originality and intellectual interests whose ideas went beyond Babbage’s ideas of computers as manipulating numbers, and focused on their creative possibilities and their limits, the very issues with which we are wrestling today.

Thu, 25 Feb 2016
12:00
L6

Concentration Compactness for the Critical Maxwell-Klein-Gordon Equation

Jonas Lührmann
(ETH Zurich)
Abstract
The Maxwell-Klein-Gordon equation models the interaction of an electromagnetic field with a charged particle field. We discuss a proof of global regularity, scattering and a priori bounds for solutions to the energy critical Maxwell-Klein-Gordon equation relative to the Coulomb gauge for essentially arbitrary smooth data of finite energy. The proof is based upon a novel "twisted" Bahouri-Gérard type profile decomposition and a concentration compactness/rigidity argument by Kenig-Merle, following the method developed by Krieger-Schlag in the context of critical wave maps. This is joint work with Joachim Krieger.
Thu, 04 Feb 2016
12:00
L6

Regularity of level sets and flow lines

Herbert Koch
(Universitat Bonn)
Abstract
Level sets of solutions to elliptic and parabolic problems are often much more regular than the equation suggests. I will discuss partial analyticity and consequences for level sets, the regularity of solutions to elliptic PDEs in some limit cases, and the regularity of flow lines for bounded stationary solutions to the Euler equation. This is joint work with Nikolai Nadirashvili.
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