The signature is a non-commutative exponential that appeared in the foundational work of K-T Chen in the 1950s. It is also a fundamental object in the theory of rough paths (Lyons, 1998). More recently, it has been proposed, and used, as part of a practical methodology to give a way of summarising multimodal, possibly irregularly sampled, time-ordered data in a way that is insensitive to its parameterisation. A key property underpinning this approach is the ability of linear functionals of the signature to approximate arbitrarily any compactly supported and continuous function on (unparameterised) path space. We present some new results on the properties of a selection of topologies on the space of unparameterised paths. We discuss various applications in this context.
This is based on joint work with William Turner.
 

We consider an investor who is dynamically informed about the future evolution of one of the independent Brownian motions driving a stock's price fluctuations. The resulting rough semimartingale dynamics allow for strong arbitrage, but with linear temporary price impact the resulting optimal investment problem with exponential utility turns out to be well posed. The dynamically revealed Brownian path segment makes the problem infinite-dimensional, but by considering its convex-analytic dual problem, we show that it still can be solved explicitly and we give some financial-economic insights into the optimal investment strategy and the properties of maximum expected utility. (This is joint work with Yan Dolinsky, Hebrew University of Jerusalem).

Minimal submanifolds are the critical points of the volume functional. If the second derivative of the volume is nonnegative, we say that such a minimal submanifold is stable.

After reviewing some basics of minimal submanifolds in a generic Riemannian manifold, I will give some motivations behind the Lawson--Simons conjecture, which claims that there are no stable minimal submanifolds in 1/4-pinched spheres. Finally, I will discuss my recent work with Giada Franz on the nonexistence of stable minimal submanifolds in conformal pinched spheres.

Cayley submanifolds in Spin(7) geometry are an analogue and generalisation of complex submanifolds in Kähler geometry. In this talk we provide a glimpse into calibrated geometry, which encompasses both of these, and how it ties into the study of manifolds of special holonomy. We then focus on the deformation theory of compact and conically singular Cayleys. Finally we explain how to remove conical singularities via a gluing construction.

Associated to any smooth projective curve C is its degree d Jacobian variety, parametrising isomorphism classes of degree d line bundles on C. Letting the curve vary as well, one is led to the universal Jacobian stack. This stack admits several compactifications over the stack of marked stable curves, depending on the choice of a stability condition. In this talk I will introduce these compactified universal Jacobians, and explain how their moduli spaces can be constructed using Geometric Invariant Theory (GIT). This talk is based on arXiv:2210.11457.