Random walk models in the life sciences: including births, deaths and
local interactions
Plank, M Simpson, M Baker, R (17 Nov 2024) http://arxiv.org/abs/2411.10972v1

The Mills Brothers were four brothers from Piqua, Ohio who were hugely successful in the pre and post Second World War years. They were also the first black artists to have their own show on national network radio in the USA.

This song (they performed the original) has their distinctive crooner vocals and then their trademark guitar sound and vocal harmonies as it speeds up. And eternal lyrics. Enjoy.

Tue, 18 Feb 2025
15:00
L6

Dynamical alternating groups and the McDuff property

David Kerr
Abstract

In operator algebra theory central sequences have long played a significant role in addressing problems in and around amenability, having been used both as a mechanism for producing various examples beyond the amenable horizon and as a point of leverage for teasing out the finer structure of amenable operator algebras themselves. One of the key themes on the von Neumann algebra side has been the McDuff property for II_1 factors, which asks for the existence of noncommuting central sequences and is equivalent, by a theorem of McDuff, to tensorial absorption of the unique hyperfinite II_1 factor. We will show that, for a topologically free minimal action of a countable amenable group on the Cantor set, the von Neumann algebra of the associated dynamical alternating group is McDuff. This yields the first examples of simple finitely generated nonamenable groups for which the von Neumann algebra is McDuff. This is joint work with Spyros Petrakos.

Four participants at It All Adds Up working on maths problems
It All Adds Up: three separate one-day conferences for female and non-binary pupils interested in maths, with workshops and talks to inspire students.
Four participants at It All Adds Up working on maths problems
It All Adds Up: three separate one-day conferences for female and non-binary pupils interested in maths, with workshops and talks to inspire students.
The Mean-Field Ensemble Kalman Filter: Near-Gaussian Setting
Carrillo, J Hoffmann, F Stuart, A Vaes, U SIAM Journal on Numerical Analysis volume 62 issue 6 2549-2587 (31 Dec 2024)
Thu, 05 Dec 2024
17:00

Model-theoretic havens for extremal and additive combinatorics

Mervyn Tong
(Leeds University)
Abstract

Model-theoretic dividing lines have long been a source of tameness for various areas of mathematics, with combinatorics jumping on the bandwagon over the last decade or so. Szemerédi’s regularity lemma saw improvements in the realm of NIP, which were further refined in the subrealms of stability and distality. We show how relations satisfying the distal regularity lemma enjoy improved bounds for Zarankiewicz’s problem. We then pivot to arithmetic regularity lemmas as pioneered by Green, for which NIP and stability also imply improvements. Unsettled by the absence of distality in this picture, we discuss the role of distality in additive combinatorics, appealing to our result connecting distality with arithmetic tameness.

Thu, 28 Nov 2024
16:00
L4

Regurgitative Training in Finance: Generative Models for Portfolios

Adil Rengim Cetingoz
(Centre d'Economie de la Sorbonne)
Further Information

Please join us for refreshments outside the lecture room from 15:30.

Abstract
Simulation methods have always been instrumental in finance, but data-driven methods with minimal model specification, commonly referred to as generative models, have attracted increasing attention, especially after the success of deep learning in a broad range of fields. However, the adoption of these models in practice has not kept pace with the growing interest, probably due to the unique complexities and challenges of financial markets. This paper aims to contribute to a deeper understanding of the development, use and evaluation of generative models, particularly in portfolio and risk management. To this end, we begin by presenting theoretical results on the importance of initial sample size, and point out the potential pitfalls of generating far more data than originally available. We then highlight the inseparable nature of model development and the desired use case by touching on a very interesting paradox: that generic generative models inherently care less about what is important for constructing portfolios (at least the interesting ones, i.e. long-short). Based on these findings, we propose a pipeline for the generation of multivariate returns that meets conventional evaluation standards on a large universe of US equities while providing interesting insights into the stylized facts observed in asset returns and how a few statistical factors are responsible for their existence. Recognizing the need for more delicate evaluation methods, we suggest, through an example of mean-reversion strategies, a method designed to identify bad models for a given application based on regurgitative training, retraining the model using the data it has itself generated.
 

 
Thu, 28 Nov 2024
17:00
L4

The Index of Constant Mean Curvature Surfaces in Three-Manifolds

Luca Seemungal
(University of Leeds)
Abstract
Constant mean curvature (CMC) surfaces are special geometric variational objects, closely related to minimal surfaces. The key properties of a CMC surface are its area, mean curvature, genus, and index. The index of a CMC surface measures its stability: the index counts how many ways one can perturb the surface to decrease the area while keeping the enclosed volume constant. In this talk we discuss relationships between these key properties. In particular we present recent joint work with Ben Sharp, where we bound the index of CMC surfaces linearly from above by genus and the correct scale-invariant quantity involving mean curvature and area.

 
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