In the econometrics of financial time series, it is customary to take some parametric model for the data, and then estimate the parameters from historical data. This approach suffers from several problems. Firstly, how is ...

In this paper we solve the hedge fund manager’s optimization problem in a model that allows for investors to enter and leave the fund over time depending on its performance. The manager’s payoff at the end of the year will ...

We prove that moduli spaces of meromorphic quadratic differentials with simple zeroes on compact Riemann surfaces can be identified with spaces of stability conditions on a class of CY3 triangulated categories defined using ...

We prove that moduli spaces of meromorphic quadratic differentials with simple zeroes on compact Riemann surfaces can be identified with spaces of stability conditions on a class of CY3 triangulated categories defined using ...

A symplectic manifold gives rise to a triangulated A∞-category, the derived Fukaya category, which encodes information on Lagrangian submanifolds and dynamics as probed by Floer cohomology. This survey aims to give some ...

This work constructs and compares different kinds of categorified cohomology of a locally contractible topological space X. Fix a commutative ring k of characteristic 0 and also denote by k the differential graded category ...

We give examples of closed orientable graph 3-manifolds having a fundamental group which is not a subgroup of GL(4, F) for any field F. This answers a question in the Kirby problem list from 1977 which is credited to the ...

Finding interactions between variables in large and high-dimensional datasets is often a serious computational challenge. Most approaches build up interaction sets incrementally, adding variables in a greedy fashion. The ...

This thesis presents methods for the inference of system state and the learning of model structure for a number of hidden-state time series models, within a Bayesian probabilistic framework. Motivating examples are taken ...

Helfgott proved that there exists a δ > 0 such that if S is a symmetric generating subset of SL(2, p)containing 1 then either S^3=SL(2, p)or |S^3| ≥|S|^1+ δ. It is known that δ ≥ 1/3024. Here we show that δ ≤ (log_2 (7) ...

We provide a sufficient condition for polarisations of Fano varieties to be K-stable in terms of Tian’s alpha invariant, which uses the log canonical threshold to measure singularities of divisors in the linear system ...

This thesis is devoted to the study of excitations in atomic and polariton Bose-Einstein condensates (BEC). These two specimens are prime examples for equilibrium and non equilibrium BEC. The corresponding condensate wave ...

The present thesis deals with the mathematical treatment of kinetic theory and focuses more precisely on the Boltzmann equation. We investigate several properties of the solutions to the latter equation: their positivity ...

The use of trading stops is a common practice in financial markets for a variety of reasons: it reduces the frequency of trading and thereby transaction costs; it provides a simple way to control losses on a given trade, ...

We consider an h-partite version of Dilworth's theorem with multiple partial orders. Let P be a fi nite set, and let <₁, ..., <ᵣ be partial orders on P. Let G(P, <₁, ..., <ᵣ) be the graph whose vertices are the elements ...

This work investigates the dynamics of magnetic flows on closed orientable Riemannian surfaces. These flows are determined by triples (M, g, σ), where M is the surface, g is the metric and σ is a 2-form on M . Such dynamical ...

We develop a notion of containment for independent sets in hypergraphs. For every r-uniform hypergraph G, we find a relatively small collection C of vertex subsets, such that every independent set of G is contained within ...

We show that if a closed orientable 2k-manifold K, k > 2, with Euler characteristic χ(K) ≠ -2 admits an exact Lagrangian immersion into C2k with one transverse double point and no other self intersections, then K is ...

In the recent articles [PSU13, PSU14c], a number of tensor tomography results were proved on two-dimensional manifolds. The purpose of this paper is to extend some of these methods to manifolds of any dimension. A central ...

We study the problem of variation of Frobenius eigenvalues on the cohomology of families of local systems of algebraic curves over finite fields.