The 2024 careers conference for Oxford University DPhils and Research Staff, Careers Beyond Academia: Options and Pathways for Researchers, will take place from Monday 18 March - Thursday 21 March, online and in person at the Careers Service.
Nominations open 1st March
The MPLS Divisional Teaching Award Scheme celebrates success, and recognises innovation and leadership in teaching. Awards are available to all those who teach, including graduate students, postdoctoral researchers and learning support staff. There are between 5-10 individual awards, each with a prize of £1,000. Nominations open on 1st March and may be made by academics, staff and students. You can nominate yourself or another person.
Some fast algorithms for curves in surfaces.
Lackenby, M
CoRR
volume abs/2401.16056
(2024)
On multiple solutions of the Grad–Shafranov equation
Ham, C
Farrell, P
Nuclear Fusion
volume 64
issue 3
(02 Feb 2024)
Thu, 07 Mar 2024
15:00 -
16:00
L4
Tensorially absorbing inclusions
Pawel Sarkowicz
Abstract
We introduce the notion of a tensorially absorbing inclusion of C*-algebras, i.e., when a unital inclusion absorbs a strongly self-absorbing C*-algebra. This is a strong condition that ensures certain properties of both algebras (and their intermediate subalgebras) in a very strong sense. We discuss such inclusions, their non-triviality, and how often these inclusions appear.
The Alzheimer's Disease Prediction Of Longitudinal Evolution (TADPOLE) Challenge: Results after 1 Year Follow-up
Marinescu, R
Oxtoby, N
Young, A
Bron, E
Toga, A
Weiner, M
Barkhof, F
Fox, N
Eshaghi, A
Toni, T
Salaterski, M
Lunina, V
Ansart, M
Durrleman, S
Lu, P
Iddi, S
Li, D
Thompson, W
Donohue, M
Nahon, A
Levy, Y
Halbersberg, D
Cohen, M
Liao, H
Li, T
Yu, K
Zhu, H
Tamez-Peña, J
Ismail, A
Wood, T
Bravo, H
Nguyen, M
Sun, N
Feng, J
Yeo, B
Chen, G
Qi, K
Chen, S
Qiu, D
Buciuman, I
Kelner, A
Pop, R
Rimocea, D
Ghazi, M
Nielsen, M
Ourselin, S
Sørensen, L
Venkatraghavan, V
Liu, K
Rabe, C
Manser, P
Hill, S
Howlett, J
Huang, Z
Kiddle, S
Mukherjee, S
Rouanet, A
Taschler, B
Tom, B
White, S
Faux, N
Sedai, S
de Velasco Oriol, J
Clemente, E
Estrada, K
Aksman, L
Altmann, A
Stonnington, C
Wang, Y
Wu, J
Devadas, V
Fourrier, C
Raket, L
Sotiras, A
Erus, G
Doshi, J
Davatzikos, C
Vogel, J
Doyle, A
Tam, A
Diaz-Papkovich, A
Jammeh, E
Koval, I
Moore, P
Lyons, T
Gallacher, J
Tohka, J
Ciszek, R
Jedynak, B
Pandya, K
Bilgel, M
Engels, W
Cole, J
Golland, P
Klein, S
Alexander, D
MELBA journal
volume 1
issue December 2021
1-60
(31 Dec 2021)
On the correspondence between symmetries of two-dimensional autonomous dynamical systems and their phase plane realisations
Baker, R
Ohlsson, F
Borgqvist, J
Physica D : Non-linear phenomena
Thu, 30 May 2024
16:00
16:00
L4
Hawkes-based microstructure of rough volatility model with sharp rise
Rouyi Zhang
(HU Berlin)
Further Information
Please join us for refreshments outside the lecture room from 1530.
Abstract
We consider the microstructure of a stochastic volatility model incorporating both market and limit orders. In our model, the volatility is driven by self-exciting arrivals of market orders as well as self-exciting arrivals of limit orders, which are modeled by Hawkes processes. The impact of market order on future order arrivals is captured by a Hawkes kernel with power law decay, and is hence persistent. The impact of limit orders on future order arrivals is temporary, yet possibly long-lived. After suitable scaling the volatility process converges to a fractional Heston model driven by an additional Poisson random measure. The random measure generates occasional spikes in the volatility process. The spikes resemble the clustering of small jumps in the volatility process that has been frequently observed in the financial economics literature. Our results are based on novel uniqueness results for stochastic Volterra equations driven by a Poisson random measure and non-linear fractional Volterra equations.