University of Oxford

Free fermion chains are particularly simple exactly solvable models. Despite this, typically one can find closed expressions for physically important correlators only in certain asymptotic limits. For a particular class of chains, I will show that we can apply Day's formula and Gorodetsky's formula for Toeplitz determinants with rational generating function. This leads to simple closed expressions for determinantal order parameters and the characteristic polynomial of the correlation matrix. The latter result allows us to prove that the ground state of the chain has an exact matrix-product state representation.

Given a point and a loop in the plane, one can define a relative integer which counts how many times the curve winds around the point. We will discuss how this winding function, defined for almost every points in the plane, allows to define some integrals along the loop. Then, we will investigate some properties of it when the loop is Brownian.
In particular, we will explain how to recover data such as the Lévy area of the curve and its occupation measure, based on the values of the winding of uniformly distributed points on the plane.

Orbifolds are a generalisation of manifolds which allow group actions to enter the picture. The most basic examples of orbifolds are quotients of manifolds by (non-free) finite group actions.
I will give an introduction to orbifolds, recalling a number of philosophically different but mathematically equivalent definitions. For starters, I will try to convince you that "a space locally modelled on a quotient of R^n by a finite group" is misleading. I will draw many pictures of orbifolds, make the connection to complexes of groups, and explain the definition of a map of orbifolds. In the process, I hope to demystify the definition of the orbifold fundamental group, the orbifold Euler characteristic and orbifold cohomology.

In this talk, I will discuss the important Grothendieck conjecture which originated Grothendieck-Teichmuller Theory, a bridge between Topology and Number Theory. On the geometric side, there is the study of automorphisms of mapping class groups that satisfy compatibility conditions with respect to subsurface inclusions. On the other side, there is the study of the absolute Galois group of the rationals, one of the most important objects in Number Theory today.
In my talk, I will introduce these objects and discuss the recent progress that has been made in understanding such automorphisms of mapping class groups. No background in Number Theory or Galois Theory is required.

Finiteness properties of groups provide various generalisations of the properties "finitely generated" and "finitely presented." We will define different types of finiteness properties and discuss Bestvina-Brady groups as they provide examples of groups with interesting combinations of finiteness properties.

Given an arbitrary group presentation, often very little can be deduced about the underlying group. It is thus something of a miracle that many properties of one-relator groups can be simply read-off from the defining relator. In this talk, I will discuss some of the classical results in the theory of one-relator groups, as well as the key trick used in many of their proofs. Time-permitting, I'll also discuss more recent work on this subject, including some open problems.

Modelling joint dynamics of liquid vanilla options is crucial for arbitrage-free pricing of illiquid derivatives and managing risks of option trade books. This paper develops a nonparametric model for the European options book respecting underlying financial constraints and while being practically implementable. We derive a state space for prices which are free from static (or model-independent) arbitrage and study the inference problem where a model is learnt from discrete time series data of stock and option prices. We use neural networks as function approximators for the drift and diffusion of the modelled SDE system, and impose constraints on the neural nets such that no-arbitrage conditions are preserved. In particular, we give methods to calibrate neural SDE models which are guaranteed to satisfy a set of linear inequalities. We validate our approach with numerical experiments using data generated from a Heston stochastic local volatility model, and will discuss some initial results using real data.

Based on joint work with Christoph Reisinger and Sheng Wang

The Krull dimension is an ideal-theoretic invariant of an algebra. It has an important meaning in algebraic geometry: the Krull dimension of a commutative algebra is equal to the dimension of the corresponding affine variety/scheme. In my talk I'll explain how this idea can be transformed into a tool for measuring non-commutative rings. I'll illustrate this with important examples and techniques, and describe what is known for Iwasawa algebras of compact $p$-adic Lie groups.