- Research Excellence Framework (REF)
2014 results
- London School of Geometry and Number Theory (LSGNT)
*EPSRC award offers new PhD opportunities in pure mathematics* - PhD Open Afternoon, Wednesday 2 December 2015 - Registration
- Helen Wilson and Adam Townsend publish a paper on 'The Physics of Chocolate Fountains'

## 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: Probability theory as extension of logic**

Abstract: In many problems we don't have enough information at hand to permit deductive reasoning. In this talk, I will introduce the idea of plausibility reasoning which focuses on processing incomplete information optimally. I will discuss how any system of plausibility reasoning that satisfies certain commonsense requirements is isomorphic to probability theory. I will examine the requirements carefully and then relate such interpretation of probability to other well-established approaches. Finally, I will look at a wide variety of applications, which include: Thermodynamics (I will show why heat travels from hot to cold objects), Statistics and also... everyday situations!

### 22nd October 2015

###### Pietro Servini

**Title: The
Modern Daedalus**

Abstract:

Daedalus
was the master craftsman of Greek mythology, building Ariadne’s dancing ground,
the labyrinth in which King Minos imprisoned the Minotaur (son of his wife’s
affair with a bull) and, most famously, the wings with which he and his son,
Icarus, escaped the cell King Minos had imprisoned them in. In this talk, we
focus on flight and, in the context of the stupendous advances that have been
made in the century since the Wright brothers’ first powered heavier-than-air
flight, we ask ourselves where the next advances can be made and what the
modern Daedalus might be working on.

### 29th October 2015

###### Belgin Seymenoglu

**Title: Invariant manifolds of a model from Population Genetics**

Abstract:

In 1976, Nagylaki and Crow proposed a
continuous-time model for the population frequencies, which focuses on one
gene with two variants (or alleles). Much of my time has been
spent plotting phase plane diagrams for this model,
but whatever values I put in for the parameters, I always
find a stubborn special curve in my diagram. This curve is called an
invariant manifold, and I have now proven that the manifold does indeed
exist in the model, at least for a special case. You can also look forward
to a gallery of my colourful phase plane plots which will show
that the invariant manifold need not be unique, smooth or convex.

### 5th November 2015

###### Sebastian Bahamonde Beltran

**Title: Teleparallel quintessence with a nonminimal
coupling to a boundary term**

Abstract:

In this talk, I am going to briefly introduce
the teleparallel equivalent to General Relavitiy and I will talk about a new
model in this framework where we
consider a scalar field nonminimally coupled to both the torsion $T$ and a
boundary term given by the divergence of the torsion vector. This is inspired
by the relation $R=-T+B$ between the Ricci scalar of general relativity and the
torsion of teleparallel gravity. Then, I
will analyse the cosmology of such models using dynamical systems techniques on
the case when we have only a pure coupling to the boundary term.

### 12th November 2015

###### James Cann

**Title: Dirichlet’s divisor problem**

Abstract:

Moonlighting
agony uncle Professor Dirichlet answers your personal problems, …but
who does Prof. D turn to in times of trouble? In a letter of 1858 to his
contemporary Kronecker, Dirichlet claimed that he had `homed in significantly'
on the value of a particular sum which had been causing him issues. However, in
true Fermat-style, he gave no further indication to support his claim. This
troublesome sum is associated to the divisor function d(m) - the number of
natural numbers which divide m. Understanding the asymptotic behaviour of
interesting arithmetic functions such as the divisor function is one of the
main goals of multiplicative number theory. In this talk we’ll get our hands
dirty with some good old-fashioned counting, then get a feel for how some of
the `greats of mathematics’ have used elegant and subtle techniques from analysis
to make headway where Dirichlet could not.

### 19th November 2015

###### Chris Sutton

**Title: Syzygies and Manifolds**

Abstract:

Abstract algebra has had many applications
throughout its long and varied history, its contributions to topology being a
major example. In this talk I will introduce the algebraic notions of
resolutions and syzygies before showing how they can be used to analyse certain
topological spaces, namely the chain complexes of highly connected universal
covers of manifolds with finite fundamental group.

### 26th November 2015

###### Hoi (Justin) Kong

**Title: Ambiguity Aversion to Order Flow**

Abstract:

Electronic Trading Algorithms heavily depend on
stochastic models. A model is a framework used for decision making and is
exposed to model uncertainty. In this talk, we provide a general overview
of model uncertainty (also referred to ambiguity aversion, or Knightian
uncertainty) and show how model uncertainty is incorporated in trading
algorithms. As a particular example, we show how an agent, who acknowledges
that her model of Order Flow is misspecfied, changes her execution strategy to
account for model ambiguity when liquidating a large number of shares.

### 3rd December 2015

###### Thomas Boiveau

**Title: TBC**

Abstract:

TBC

### 10th December 2015

###### TBC

**Title: TBC**

Abstract:

TBC

### 17th December 2015

###### TBC

**Title: TBC**

Abstract:

TBC