The profinite rigidity of torsion-free lamplighter groups
Nikolov, N
Wykowski, J
(22 Dec 2025)
doi:10.48550/arxiv.2512.19295
Python Battery Mathematical Modelling (PyBaMM)
Sulzer, V
Marquis, S
Timms, R
Robinson, M
Chapman, S
doi:10.1149/osf.io/67ckj
Persistent homology of time-dependent functional networks constructed from coupled time series
Stolz, B
Harrington, H
Porter, M
(02 May 2016)
doi:10.48550/arxiv.1605.00562
The Topological "Shape" of Brexit
Stolz, B
Harrington, H
Porter, M
(15 Sep 2016)
doi:10.48550/arxiv.1610.00752
Topological Data Analysis of Task-Based fMRI Data from Experiments on Schizophrenia
Stolz, B
Emerson, T
Nahkuri, S
Porter, M
Harrington, H
(22 Sep 2018)
doi:10.48550/arxiv.1809.08504
Neural networks for learning macroscopic chemotactic sensitivity from microscopic models
Erban, R
SIAM Journal on Life Sciences
volume 1
issue 1
121-141
(30 Mar 2026)
doi:10.1137/25m1799064
Thu, 05 Feb 2026
16:00 -
17:00
L5
Linking Path-Dependent and Stochastic Volatility Models
Cephas Svosve
((Mathematical Institute University of Oxford))
Abstract
We explore a link between stochastic volatility (SV) and path-dependent volatility (PDV) models. Using assumed density filtering, we map a given SV model into a corresponding PDV representation. The resulting specification is lightweight, improves in-sample fit, and delivers robust out-of-sample forecasts. We also introduce a calibration procedure for both SV and PDV models that produces standard errors for parameter estimates and supports joint calibration of SPX/VIX smile.
Sufficient Condition for Universal Quantum Computation Using Bosonic Circuits
Calcluth, C
Reichel, N
Ferraro, A
Ferrini, G
PRX Quantum
volume 5
issue 2
(17 May 2024)
doi:10.1103/prxquantum.5.020337
Efficient simulatability of continuous-variable circuits with large Wigner negativity
García-Álvarez, L
Calcluth, C
Ferraro, A
Ferrini, G
Physical Review Research
volume 2
issue 4
(04 Dec 2020)
doi:10.1103/physrevresearch.2.043322