## Postgraduate Seminars

### Autumn 2015

These seminars (unless otherwise stated) will take place on **Thursdays at 5pm in Room 106 in Gordon House (29 Gordon Square) **on an (almost) weekly basis** - **see the **link to the map for Gordon House** for further details. Talks are being given by 2nd and 3rd year Mathematics PhD students for PhD students. They are generally followed by tea and biscuits in the Mathematics Department Staff Room (Room 606, 25 Gordon Street) - see how to find us for further details.

### 1st October 2015

_{Rafael Prieto Curiel}

**Title: A brief journey through
Fractional Calculus**

Abstract: Differentiating a function is usually regarded as a discrete operator: we use the first derivative of a function to determine the slope of a line that is tangent to it, and we differentiate it twice if we want to know its curvature. We can even "differentiate negative times" a function -integrate it- and thanks to that we measure the area under the curve. But, why stop there? Is calculus bounded to discrete operations, or is there a way to define the half-derivative of a function? Is there even an interpretation or application to half-differentiating a function? Fractional Calculus is a concept, as modern as the traditional version of Calculus, referred to by Leibniz as “a paradox from which one day useful consequences will be drawn”. In this seminar a brief introduction to Fractional Calculus will be presented, with some examples and applications

### 8th October 2015

_{Hui Gong}

**Title: Algorithmic Trading of Co-Integrated Assets**_{ }

Abstract: This model will be applied as a part of Algo trading strategy
for Equities team in Credit Suisse. I will brief introduce the
workflow about HOLT Machine Directed Web-tool, which includes three parts.

1. Find out the co-integrated assets in the 'universal'.

2. Determine the optimal weights for each asset, i.e. the optimal
investment strategy for an agent who maximizes expected utility of wealth
by dynamically trading in these assets.

3. Build the recommendation System based on the forecasting.

I will focus on the second part and show the closed form solution.

### 15th October 2015

_{Artiom Fiodorov}

**Title: TBC**

### 22nd October 2015

_{Pietro Servini}

**Title: TBC**

### 29th October 2015

_{Belgin Seymenoglu}

**Title: TBC**

### 5th November 2015

^{Sebastian Bahamonde Beltran and Chunxin
Yuan}

**Title: TBC**

### 12th November 2015

^{James Cann}

**Title: TBC**

### 19th November 2015

^{Chris Sutton}

**Title: TBC**

### 26th November 2015

^{(Justin) Hoi Kong}

**Title: TBC**

### 3rd December 2015

###### TBC

**Title: TBC**

### 10th December 2015

###### TBC

**Title: TBC**

### 17th December 2015

###### TBC

**Title: TBC**