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.


 

Sufficient Condition for Universal Quantum Computation Using Bosonic Circuits
 Calcluth, C Reichel, N Ferraro, A Ferrini, G PRX Quantum volume 5 issue 2 (17 May 2024)
Efficient simulatability of continuous-variable circuits with large Wigner negativity
 García-Álvarez, L Calcluth, C Ferraro, A Ferrini, G Physical Review Research volume 2 issue 4 (04 Dec 2020)
Vacuum provides quantum advantage to otherwise simulatable architectures
 Calcluth, C Ferraro, A Ferrini, G Physical Review A volume 107 issue 6 (15 Jun 2023)
Classical Simulation of Circuits with Realistic Odd-Dimensional Gottesman-Kitaev-Preskill States.
 Calcluth, C Hahn, O Bermejo-Vega, J Ferraro, A Ferrini, G Physical review letters volume 135 issue 1 010601 (Jul 2025)
Efficient simulation of Gottesman-Kitaev-Preskill states with Gaussian circuits
 Calcluth, C Ferraro, A Ferrini, G Quantum: the open journal for quantum science volume 6 867-867 (01 Dec 2022)
Thu, 04 Jun 2026

14:00 - 15:00
Lecture Room 3

TBA

Fernando De Teran
(University of Madrid Carlos III)
Abstract

TBA

Tue, 24 Feb 2026
15:30
L4

Deformations of schemes and derived categories

Samuel Moore
(Oxford)
Abstract

How much does the derived ($\infty$-)category of a scheme remember? In this talk, I will consider this question in the context of deformation theory and make precise the close relationship between the deformation theory of a scheme and its derived category. Along the way, I will also introduce some basics of derived deformation theory and pay special attention to mixed and positive characteristic phenomena. This talk is based on my recent work https://arxiv.org/abs/2512.24347.

Online Optimisation of Machine Learning Collision Models to Accelerate Direct Molecular Simulation of Rarefied Gas Flows
 Ball, N MacArt, J Sirignano, J Journal of Computational Physics volume 549 114601 (Mar 2026)
The Brauer–Manin obstruction for nonisotrivial curves over global function fields
 Creutz, B Voloch, J Rössler, D Algebra and Number Theory volume 20 issue 1 109-117 (01 Jan 2026)
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