L6

The Calogero-Painlevé systems were introduced in 2001 by K. Takasaki as a natural generalization of the classical Painlevé equations to the case of the several Painlevé “particles” coupled via the Calogero type interactions. In 2014, I. Rumanov discovered a remarkable fact that a particular case of the Calogero– Painlevé II equation describes the Tracy-Widom distribution function for the general $\beta$-ensembles with the even values of parameter $\beta$. in 2017 work of M. Bertola, M. Cafasso , and V. Rubtsov, it was proven that all Calogero-Painlevé systems are Lax integrable, and hence their solutions admit a Riemann-Hilbert representation. This important observation has opened the door to rigorous asymptotic analysis of the Calogero-Painlevé equations which in turn yields the possibility of rigorous evaluation of the asymptotic behavior of the Tracy-Widom distributions for the values of $\beta$ beyond the classical $\beta =1, 2, 4$. In the talk these recent developments will be outlined with a special focus on the Calogero-Painlevé system corresponding to $\beta = 6$. This is a joint work with Andrei Prokhorov.

We apply machine learning models to forecast intraday realized volatility (RV), by exploiting commonality in intraday volatility via pooling stock data together, and by incorporating a proxy for the market volatility. Neural networks dominate linear regressions and tree-based models in terms of performance, due to their ability to uncover and model complex latent interactions among variables. Our findings remain robust when we apply trained models to new stocks that have not been included in the training set, thus providing new empirical evidence for a universal volatility mechanism among stocks. Finally, we propose a new approach to forecasting one-day-ahead RVs using past intraday RVs as predictors, and highlight interesting time-of-day effects that aid the forecasting mechanism. The results demonstrate that the proposed methodology yields superior out-of-sample forecasts over a strong set of traditional baselines that only rely on past daily RVs.

Optimal mass transport is a versatile tool that can be used to prove various geometric and functional inequalities. In this talk we focus on the class of Sobolev inequalities.

In the first part of the talk I present the main idea of this method, based on the work of Cordero-Erausquin, Nazaret and Villani (2004).

The second part of the talk is devoted to the joint work with Ch. Gutierrez and A. Kristály about Sobolev inequalities with weights. 

Asymptotic dimension was introduced by Gromov as an invariant of finitely generated groups. It can be shown that if two metric spaces are quasi-isometric then they have the same asymptotic dimension. In 1998, the asymptotic dimension achieved particular prominence in geometric group theory after a paper of Guoliang Yu, which proved the Novikov conjecture for groups with finite asymptotic dimension. Unfortunately, not all finitely generated groups have finite asymptotic dimension. 

In this talk, we will introduce some basic tools to compute the asymptotic dimension of groups. We will also find upper bounds for the asymptotic dimension of a few well-known classes of finitely generated groups, such as hyperbolic groups, and if time permits, we will see why one-relator groups have asymptotic dimension at most two.

A common pastime of geometric group theorists is to try and derive algebraic information about a group from the geometric properties of its Cayley graphs. One of the most classical demonstrations of this can be seen in the work of Maschke (1896) in characterising those finite groups with planar Cayley graphs. Since then, much work has been done on this topic. In this talk, I will attempt to survey some results in this area, and show that the class group with planar Cayley graphs is QI-rigid.

The virtual Haken theorem is one of the most influential recent results in 3-manifold theory. The statement dates back to Waldhausen, who conjectured that every aspherical closed 3-manifold has a finite cover containing an essential embedded closed surface. The proof is usually attributed to Agol, although his virtual special theorem is only the last piece of the puzzle. This talk is dedicated to the unsung heroes of virtual Haken, the mathematicians whose invaluable work helped turning this conjecture into a theorem. We will trace the history of a mathematical thread that connects Thurston-Perelman's geometrisation to Agol's final contribution, surveying Kahn-Markovic's surface subgroup theorem, Bergeron-Wise's cubulation of 3-manifold groups, Haglund-Wise's special cube complexes, Wise's work on quasi-convex hierarchies and Agol-Groves-Manning's weak separation theorem.

We will look at the vanishing of group cohomology from the perspective of Kazhdan’s property (T). We will investigate an analogue of this property for any degree, introduced by U. Bader and P. W. Nowak in 2020 and describe a method of proving these properties with computers.

We will give an introduction to hyperbolic cusps and their Dehn fillings. In particular, we will give a brief survey of quantitive results in the field. To motivate this work, we will sketch how these techniques are used for studying the classical question of characteristic slopes on knots.