Wed, 29 Oct 2014
17:00
L2

Big Data's Big Deal

Viktor Mayer-Schonberger
Abstract
 
Big Data promises to change all sectors of our economy, and deeply affect our society. But beyond the current hype, what are Big Data's salient qualities, and do they warrant the high hopes? How will Big Data shape businesses, especially the financial services industry? What do we need to harness Big Data? And where are Big Data's limits? These are some of the questions that will be addressed in this talk
 
This lecture celebrates the opening of the Oxford-Nie Financial Big Data Laboratory made possible through the generous support of Financial Data Technologies Ltd. The lecture will be preceded by a brief opening ceremony presided over by Professor Andrew Hamilton, Vice-Chancellor, University of Oxford and followed by a drinks reception.
 

Viktor Mayer-Schönberger is Professor of Internet Governance and Regulation at the University of Oxford's Internet Institute. He is also a faculty affiliate of Harvard's Belfer Center for Science and International Affairs. Together with Kenneth Cukier he is the co-author of the international bestseller Big Data.

 

 

 

 

Wed, 29 Oct 2014
14:00
L2

The Structure of Counterexamples to Vaught's Conjecture

Robin Knight
(Oxford)
Abstract

Counterexamples to Vaught's Conjecture regarding the number of countable
models of a theory in a logical language, may felicitously be studied by investigating a tree
of types of different arities and belonging to different languages. This
tree emerges from a category of topological spaces, and may be studied as such, without
reference to the original logic. The tree has an intuitive character of absoluteness
and of self-similarity. We present theorems expressing these ideas, some old and some new.

Mon, 24 Nov 2014

15:30 - 16:30
L2

Bifurcations in mathematical models of self-organization

Pierre Degond
(Imperial College London)
Abstract

We consider self-organizing systems, i.e. systems consisting of a large number of interacting entities which spontaneously coordinate and achieve a collective dynamics. Sush systems are ubiquitous in nature (flocks of birds, herds of sheep, crowds, ...). Their mathematical modeling poses a number of fascinating questions such as finding the conditions for the emergence of collective motion. In this talk, we will consider a simplified model first proposed by Vicsek and co-authors and consisting of self-propelled particles interacting through local alignment.
We will rigorously study the multiplicity and stability of its equilibria through kinetic theory methods. We will illustrate our findings by numerical simulations.

Thu, 16 Oct 2014

16:00 - 17:30
L2

Theta in FX Volatility Modelling and Risk Management

David Shelton
((Merrill Lynch))
Abstract

From a theoretical point of view, theta is a relatively simple quantity: the rate of change in value of a financial derivative with respect to time. In a Black-Scholes world, the theta of a delta hedged option can be viewed as `rent’ paid in exchange for gamma. This relationship is fundamental to the risk-management of a derivatives portfolio. However, in the real world, the situation becomes significantly more complicated. In practice the model is continually being recalibrated, and whereas in the Black-Scholes world volatility is not a risk factor, in the real world it is stochastic and carries an associated risk premium. With the heightened interest in automation and electronic trading, we increasingly need to attempt to capture trading, marking and risk management practice algorithmically, and this requires careful consideration of the relationship between the risk neutral and historical measures. In particular these effects need to be incorporated in order to make sense of theta and the time evolution of a derivatives portfolio in the historical measure. 

Fri, 28 Nov 2014
14:00
L2

An optimal control approach for modelling Neutrophil cell migration

Dr Anotida Madzvamuse
(University of Sussex)
Abstract

Cell migration is of vital importance in many biological studies, hence robust cell tracking algorithms are needed for inference of dynamic features from (static) in vivo and in vitro experimental imaging data of cells migrating. In recent years much attention has been focused on the modelling of cell motility from physical principles and the development of state-of-the art numerical methods for the simulation of the model equations. Despite this, the vast majority of cell tracking algorithms proposed to date focus solely on the imaging data itself and do not attempt to incorporate any physical knowledge on cell migration into the tracking procedure. In this study, we present a mathematical approach for cell tracking, in which we formulate the cell tracking problem as an inverse problem for fitting a mathematical model for cell motility to experimental imaging data. The novelty of this approach is that the physics underlying the model for cell migration is encoded in the tracking algorithm. To illustrate this we focus on an example of Zebrafish (Danio rerio's larvae} Neutrophil migration and contrast an ad-hoc approach to cell tracking based on interpolation with the model fitting approach we propose in this talk.

Sat, 05 Jul 2014 00:00 -
Tue, 08 Jul 2014 00:00
L2

Symmetries and Correspondences in Number Theory, Geometry, Algebra and Quantum Computing: Intra-disciplinary Trends (organised by Kobi Kremnitzer et al)

Various
Abstract

July 5

9:30-10:30

Robert Langlands (IAS, Princeton)

Problems in the theory of automorphic forms: 45 years later 

11:00-12:00

Christopher Deninger (Univ. Münster)

Zeta functions and foliations     

 13:30-14:30          

Christophe Soulé (IHES, Bures-sur-Yvette)

 A singular arithmetic Riemann-Roch theorem           

 

14:40-15:40

Minhyong Kim (Univ. Oxford)

 Non-abelian reciprocity laws and Diophantine geometry

 16:10-17:10  

Constantin Teleman (Berkeley/Oxford)           

Categorical representations and Langlands duality 

 

July 6

 9:30-10:30

Ted Chinburg (Univ. Pennsylvania, Philadelphia)

 Higher Chern classes in Iwasawa theory

11:00-12:00          

Yuri Tschinkel (Courant Institute, New York)

Introduction to almost abelian anabelian geometry

13:30-14:30

Ralf Meyer (Univ. Göttingen)

Groupoids and higher groupoids

14:40-15:40

Dennis Gaitsgory (Harvard Univ., Boston)

Picard-Lefschetz oscillators for Drinfeld-Lafforgue compactifications

16:10-17:10

François Loeser (Univ. Paris 6-7)

Motivic integration and representation theory

 

July 7

9:00-10:00

Matthew Morrow (Univ. Bonn)                                                  

On the deformation theory of algebraic cycles

10:30-11:30

Fedor Bogomolov (Courant Institute, New York/Univ. Nottingham)

On the section conjecture in anabelian geometry                 

13:15-14:15                                                                      

Kevin Buzzard (ICL, London)

p-adic Langlands correspondences

14:45-15:45                                                                      

Masatoshi Suzuki (Tokyo Institute of Technology)

Translation invariant subspaces and GRH for zeta functions

16:00-17:00

Edward Frenkel (Univ. California Berkeley)

"Love and Math", the Langlands programme - Public presentation

     

July 8

9:15-10:15

Mikhail Kapranov (Kavli IMPU, Tokyo)

Lie algebras and E_n-algebras associated to secondary polytopes                                 

10:45-11:45          

Sergey Oblezin (Univ. Nottingham)

Whittaker functions, mirror symmetry and the Langlands correspondence

13:30-14:30                                                                      

Edward Frenkel (Univ. California Berkeley)

The Langlands programme and quantum dualities

14:40-15:40                                                                                              

Dominic Joyce (Univ. Oxford)

Derived symplectic geometry and categorification

16:10-17:10  

Urs Schreiber (Univ. Nijmegen, The Netherlands)

Correspondences of cohesive linear homotopy types and quantization

Wed, 26 Feb 2014
14:30
L2

Point versus set topology: constructing examples by splitting points

Mike Reed
(Munich)
Abstract

The main result is to give a separable, Cech-complete, 0-dimensional Moore space that is not Scott-domain representable. This result answered questions in the literature; it is known that each complete mertrisable space is Scott-domain representable. The talk will give a history of the techniques involved.

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