L6

Martingale optimal transport is a variant of the classical optimal transport problem where a martingale constraint is imposed on the coupling. In a recent paper, Beiglböck, Nutz and Touzi show that in dimension one there is no duality gap and that the dual problem admits an optimizer. A key step towards this achievement is the characterization of the polar sets of the family of all martingale couplings. Here we aim to extend this characterization to arbitrary finite dimension through a deeper study of the convex order

 

I spent a number of years trading government bonds and interest-rate derivatives for Barclays Capital. This included the period of the financial crisis, and I was a colleague of some of the Barclays traders charged with fraud related to LIBOR rate manipulation. I will present a some examples of common trading scenarios, and some of the ethical issues these might raise for quants.
 

We consider the differentiability of definable functions in tame expansions
of algebraically closed valued fields.
As the Frobenius inverse shows such a function may be nowhere
differentiable.
We prove differentiability almost everywhere in valued fields of
characteristic 0
that are C-minimal, definably complete and such that, in the valuation
group,
definable functions are strongly eventually linear.
This is joint work with Pablo Cubides-Kovacsics.

For mapping class groups of surfaces it is well-understood that their homology stability is closely related to the fact that they give rise to an infinite loop space. Indeed, they define an operad whose algebras group complete to infinite loop spaces.

In recent work with Basterra, Bobkova, Ponto and Yaekel we define operads with homology stability (OHS) more generally and prove that they are infinite loop space operads in the above sense. The strong homology stability results of Galatius and Randal-Williams for moduli spaces of manifolds can be used to construct examples of OHSs. As a consequence the map to K-theory defined by the action of the diffeomorphisms on the middle dimensional homology can be shown to be a map of infinite loop spaces.

Given two $k$-graphs $H$ and $F$, a perfect $F$-packing in $H$ is a collection of vertex-disjoint copies of $F$ in $H$ which together cover all the vertices in $H$. In the case when $F$ is a single edge, a perfect $F$-packing is simply a perfect matching. For a given fixed $F$, it is generally the case that the decision problem whether an $n$-vertex $k$-graph $H$ contains a perfect $F$-packing is NP-complete.

In this talk we describe a general tool which can be used to determine classes of (hyper)graphs for which the corresponding decision problem for perfect $F$-packings is polynomial time solvable. We then give applications of this tool. For example, we give a minimum $\ell$-degree condition for which it is polynomial time solvable to determine whether a $k$-graph satisfying this condition has a perfect matching (partially resolving a conjecture of Keevash, Knox and Mycroft). We also answer a question of Yuster concerning perfect $F$-packings in graphs.

This is joint work with Jie Han (Sao Paulo).
 

Groups which are "attached" to theories of fields, appearing in models of the theory  
as the automorphism groups of intermediate fields fixing an elementary submodel are called geometrically represented. 
We will discuss the concept ``geometric representation" in the case of pseudo finite fields.  Then will show that any group which is geometrically represented in a complete theory of a pseudo-finite field must be abelian. 
This result also generalizes to bounded PAC fields. This is joint work with Zoe Chatzidakis.