Fri, 26 Apr 2024
15:30
Large Lecture Theatre, Department of Statistics, University of Oxford

Inaugural Green Lecture: Tackling the hidden costs of computational science: GREENER principles for environmentally sustainable research

Dr Loïc Lannelongue, Heart and Lung Research Institute, University of Cambridge and the Cambridge-Baker Systems Genomics Initiative
(Department of Statistics, University of Oxford)
Further Information

PLEASE REGISTER FOR THE EVENT HERE: https://www.stats.ox.ac.uk/events/inaugural-green-lecture-dr-loic-lanne…

Dr Loïc Lannelongue is a Research Associate in Biomedical Data Science in the Heart and Lung Research Institute at the University of Cambridge, UK, and the Cambridge-Baker Systems Genomics Initiative. He leads the Green Algorithms project, an initiative promoting more environmentally sustainable computational science. His research interests also include radiogenomics, i.e. combining medical imaging and genetic information with machine learning to better understand and treat cardiovascular diseases. He obtained an MSc from ENSAE, the French National School of Statistics, and an MSc in Statistical Science from the University of Oxford, before doing his PhD in Health Data Science at the University of Cambridge. He is a Software Sustainability Institute Fellow, a Post-doctoral Associate at Jesus College, Cambridge, and an Associate Fellow of the Higher Education Academy.

Abstract

From genetic studies and astrophysics simulations to statistical modelling and AI, scientific computing has enabled amazing discoveries and there is no doubt it will continue to do so. However, the corresponding environmental impact is a growing concern in light of the urgency of the climate crisis, so what can we all do about it? Tackling this issue and making it easier for scientists to engage with sustainable computing is what motivated the Green Algorithms project. Through the prism of the GREENER principles for environmentally sustainable science, we will discuss what we learned along the way, how to estimate the impact of our work and what levers scientists and institutions have to make their research more sustainable. We will also debate what hurdles exist and what is still needed moving forward.

 

Fri, 10 May 2024

12:00 - 13:00
Quillen Room

The orbit method for the Witt algebra

Tuan Pham
(University of Edinburgh)
Abstract

The orbit method is a fundamental tool to study a finite dimensional solvable Lie algebra g. It relates the annihilators of simple U(g)-module to the coadjoint orbits of the adjoint group on g^* . In my talk, I will extend this story to the Witt algebra – a simple (non-solvable) infinite dimensional Lie algebra which is important in physics and representation theory. I will construct an induced module from an element of W^* and show that its annihilator is a primitive ideal. I will also construct an algebra homomorphism that allows one to relate the orbit method for W to that of a finite dimensional solvable algebra.

Mon, 03 Jun 2024
16:00
L2

Upper bounds on large deviations of Dirichlet L-functions in the Q-aspect

Nathan Creighton
(University of Oxford)
Abstract

Congruent numbers are natural numbers which are the area of right angled triangles with all rational sides. This talk will investigate conjectures for the density of congruent numbers up to some value $X$. One can phrase the question of whether a natural number is congruent in terms of whether an elliptic curve has non−zero rank. A theorem of Coates and Wiles connects this to whether the $L$-function associated to this elliptic curve vanishes at $1$. We will mention the conjecture of Keating on the asymptotic density based on random matrix considerations, and prove Tunnell’s Theorem, which connects the question of whether a natural number is a congruent number to counting integral points on varieties. Finally, I will hint at some future work I hope to do on non-vanishing of the $L$-functions.

Tue, 28 Jan 2025
13:00
L5

Symmetric impurities and constraints on their screening

Christian Copetti
(Oxford )
Abstract

"The question of whether an impurity can be screened by bulk degrees of freedom is central to the study of defects and to (variations of) the Kondo problem. In this talk I discuss how symmetry, generalized or not, can give serious constraints on the possible scenarios at long distances. These can be quantified in the UV where the defect is weakly coupled. I will give some examples of interesting symmetric defect RG flows in (1+1) and (2+1)d.

Based on https://arxiv.org/pdf/2412.18652 and work in progress."

Wed, 29 May 2024

16:00 - 17:00
L6

The Case for Knot Homologies

Maartje Wisse
(University College London)
Abstract

This talk will introduce Khovanov and Knot Floer Homology as tools for studying knots. I will then cover some applications to problems in knot theory including distinguishing embedded surfaces and how they can be used in the context of ribbon concordances. No prior knowledge of either will be necessary and lots of pictures are included.

Wed, 05 Jun 2024

16:00 - 17:00
L6

Weighted \(\ell^2\) Betti numbers

Ana Isaković
(University of Cambridge)
Abstract

In 2006, Jan Dymara introduced the concept of weighted \(\ell^2\) Betti numbers as a method of computing regular \(\ell^2\) Betti numbers of buildings. This notion of dimension is measured by using Hecke algebras associated to the relevant Coxeter groups. I will briefly introduce buildings and then give a comparison between the regular \(\ell^2\) Betti numbers and the weighted ones.

Wed, 24 Apr 2024
16:00
L6

Harmonic maps and virtual properties of mapping class groups

Ognjen Tošić
(University of Oxford)
Abstract

It is a standard result that mapping class groups of high genus do not surject the integers. This is easily shown by computing the abelianization of the mapping class group using a presentation. Once we pass to finite index subgroups, this becomes a conjecture of Ivanov. More generally, we can ask which groups admit epimorphisms from finite index subgroups of the mapping class group. In this talk, I will present a geometric approach to this question, using harmonic maps, and explain some recent results.

Mon, 17 Jun 2024
15:30
L3

The Brownian loop measure on Riemann surfaces and applications to length spectra

Professor Yilin Wang
(IHES)
Abstract
Lawler and Werner introduced the Brownian loop measure on the Riemann sphere in studying Schramm-Loewner evolution. It is a sigma-finite measure on Brownian-type loops, which satisfies conformal invariance and restriction property. We study its generalization on a Riemannian surface $(X,g)$. In particular, we express its total mass in every free homotopy class of closed loops on $X$ as a simple function of the length of the geodesic in the homotopy class for the constant curvature metric conformal to $g$. This identity provides a new tool for studying Riemann surfaces' length spectrum. One of the applications is a surprising identity between the length spectra of a compact surface and that of the same surface with an arbitrary number of cusps. This is a joint work with Yuhao Xue (IHES). 


 

Thu, 06 Jun 2024
18:00
33 Canada Square, Canary Wharf, E14 5LB

Frontiers in Quantitative Finance: Professor Steve Heston: Model-free Hedging of Option Variance and Skewness

Professor Steven Heston
(University of Maryland)
Further Information

Please register via our TicketSource page.

Abstract

Frontiers in Quantitative Finance is brought to you by the Oxford Mathematical and Computational Finance Group and sponsored by CitiGroup and Mosaic SmartData.

Abstract
This paper parsimoniously generalizes the VIX variance index by constructing model-free factor portfolios that replicate skewness and higher moments. It then develops an infinite series to replicate option payoffs in terms of the stock, bond, and factor returns. The truncated series offers new formulas that generalize the Black-Scholes formula to hedge variance and skewness risk.


About the speaker
Steve Heston is Professor of Finance at the University of Maryland. He is known for his pioneering work on the pricing of options with stochastic volatility.
Steve graduated with a double major in Mathematics and Economics from the University of Maryland, College Park in 1983, an MBA in 1985 followed by a PhD in Finance in 1990. He has held previous faculty positions at Yale, Columbia, Washington University, and the University of Auckland in New Zealand and worked in the private sector with Goldman Sachs in Fixed Income Arbitrage and in Asset Management Quantitative Equities.

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