The Micro-Internship Programme offers Oxford students the chance to gain hands-on experience by observing and supporting real projects across a wide range of sectors, from academia and heritage to law, publishing, tech, and beyond.. These short placements last up to five days, run in Weeks 9 and 10 of Hilary term, and may be in person, remote, or hybrid. Apply by 1 February.
Decoupling generalised configuration spaces on surfaces
Basualdo Bonatto, L
Transactions of the American Mathematical Society
The week will celebrate locally led initiatives and events across departments, colleges, societies, sports teams and more. This year’s theme is “The top 5 things to do for the environment as a [...]".
Interested in leading or co-hosting an event, or sharing an idea? Follow the link to join the Green Action Week Teams channel to access resources and connect with other event leads.
Persistent homology of time-dependent functional networks constructed from coupled time series
Stolz, B
Harrington, H
Porter, M
(02 May 2016)
The Topological "Shape" of Brexit
Stolz, B
Harrington, H
Porter, M
(15 Sep 2016)
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)
Neural networks for learning macroscopic chemotactic sensitivity from microscopic models
Erban, R
SIAM Journal on Life Sciences
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.