All Seminars
| Title: Relative Arbitrage Opportunities in Stochastic Games and its Numerical Scheme |
|---|
| Seminar: Computational Math |
| Speaker: Nicole Yang of Morgan Stanley |
| Contact: Lars Ruthotto, lruthotto@emory.edu |
| Date: 2022-04-28 at 10:00AM |
| Venue: Virtual (RSVP by email to lruthotto@emory.edu) |
| Download Flyer |
| Abstract: The Relative arbitrage portfolio outperforms a market portfolio over a given time horizon with probability one. When an investor competes with both market and peers, does relative arbitrage opportunity exist? What is the best performance one can achieve? What is the impact on the market when a large group of investors competes in a similar way? We construct a framework of multi-agent optimization for relative arbitrage problems to answer these questions. Under a dynamical system with interacting investors, the objective is characterized by the smallest non-negative continuous solution of the Cauchy problem for the associated partial differential equation. We solve the optimal strategies by deriving the Nash equilibrium in finite player and mean field games. However, solving this numerically presents many challenges due to the non-uniqueness and the curse of dimensionality. We provide a deep learning approach to tackle minimal solutions in the high-dimensional PDEs based on the associated obstacle problem and Deep Galerkin Method. We show that the minimal deep learning based solution is a good approximation in the volatility-stabilized models when compared to the grid-based numerical solution. We lay out a few future research topics related to deep learning, mean field type problems, and inverse problems. |
| Title: Half Covering, Half Coloring |
|---|
| Defense: Dissertation |
| Speaker: Alexander Clifton of Emory University |
| Contact: Alexander Clifton, alexander.james.clifton@emory.edu |
| Date: 2022-04-22 at 10:30AM |
| Venue: MSC W307C |
| Download Flyer |
| Abstract: We will discuss two types of problems in extremal combinatorics. First, we discuss problems about covering sets of points using affine hyperplanes. We consider a higher multiplicity generalization of a result of Alon and F\"{u}redi about the minimum number of hyperplanes needed to cover all but one vertex of an $n$-cube. We then discuss related covering problems for triangular grids. Next, we answer a question in arithmetic Ramsey theory. For a fixed set $D$, of positive integers, let $\Delta(D,k;2)$ be the smallest $N$ such that any $2$-coloring of $\{1,2,\cdots,N\}$ contains a monochromatic sequence $a_1 |
| Title: Directed Reading Program presentations II |
|---|
| Type: N/A |
| Speaker: Several Undergraduates of Emory University |
| Contact: Chris Keyes, christopher.keyes@emory.edu |
| Date: 2022-04-21 at 2:30PM |
| Venue: Psychology and Interdisciplinary Sciences Building: PAIS 280 (tentative) |
| Download Flyer |
| Abstract: Join us to celebrate the conclusion of the Spring 2022 Directed Reading Program! Students will give short presentations on what they learned, covering a wide range of topics in pure and applied mathematics. \\ \textbf{Speakers and topics for part II}: \begin{enumerate} \item Michael Liu, \emph{Percolation theory} (Mentor: Alexander C.) \item Catherine Baker, \emph{Numerical analysis} (Mentor: Riti) \item Judy Hao, \emph{Partial differential equations} (Mentor: Ben) \item Cecilia Garcia and Siwei Xu, \emph{Computational algebra} (Mentor: Alex D.) \end{enumerate} |
| Title: Directed Reading Program presentations I |
|---|
| Type: N/A |
| Speaker: Several Undergraduates of Emory University |
| Contact: Chris Keyes, christopher.keyes@emory.edu |
| Date: 2022-04-19 at 4:00PM |
| Venue: MSC W303 |
| Download Flyer |
| Abstract: Join us to celebrate the conclusion of the Spring 2022 Directed Reading Program! Students will give short presentations on what they learned, covering a wide range of topics in pure and applied mathematics. \\ \textbf{Speakers and topics for part I}: \begin{enumerate} \item Hayden Truong, \emph{Commutative algebra} (Mentor: Ariella) \item Meg Ruder, \emph{Number theory} (Mentor: Shilpi) \item Ezra Arovas, \emph{Sports analytics} (Mentor: Chris) \item Zoe Ji, \emph{Math for computer graphics} (Mentor: Abbey) \end{enumerate} |
| Title: Ranking Instagram Preferences: Get to know your friends better through experimental mathematics |
|---|
| Defense: Honors Thesis |
| Speaker: Urshila Choubal of Emory University |
| Contact: Urshila Choubal, urshila.vikram.choubal@emory.edu |
| Date: 2022-04-07 at 10:00AM |
| Venue: MSC E406 |
| Download Flyer |
| Abstract: Ranking methods offer remarkable potential in creating and revamping recommendation systems. The task of suggesting relevant and attractive content to users is directly benefited by improving ranking techniques. With graph ranking as the mathematical foundation on which recommendation systems are built, vertex prestige is a critical problem to be addressed. Several models exist that rank vertices in a graph. However, we explore the following methods: HITS, Dominant Eigenvector, and PageRank. We aim to emulate a recommendation system by first gathering primary data from Instagram by tracking the activity of nine participants on the app. With the help of the three ranking methods, we intend to provide our recommendation to the participants based on having accessed their past preferences. |
| Title: Residue on affine Grasmannians |
|---|
| Seminar: Algebra |
| Speaker: Philippe Gille of CNRS, Université Lyon 1 |
| Contact: David Zureick-Brown, dzureic@emory.edu |
| Date: 2022-04-05 at 4:00PM |
| Venue: MSC W303 |
| Download Flyer |
| Abstract: This is a report on joint work with Mathieu Florence. For an affine algebraic group $G/k$, we will explain how a non integral point of $G( k((t)) )$ gives rise to a homomorphism $H \to G$ where $H$ is either the additive group or the multiplicative group. |
| Title: Forbidden subgraphs and spherical two distance sets |
|---|
| Seminar: Discrete Math |
| Speaker: Zilin Jiang of Arizona State University |
| Contact: Liana Yepremyan, liana.yepremyan@EMORY.EDU |
| Date: 2022-04-01 at 4:00PM |
| Venue: MSC W303 |
| Download Flyer |
| Abstract: Given a real number \(\lambda\), what can we say about the family G(\(\lambda\)) of graphs with eigenvalues bounded from below by -\(\lambda\)The Cauchy interlacing theorem implies that that the family G(\(\lambda\)) is closed under taking (induced) subgraphs. Similar to Wagner’s theorem, which describes the family of planar graphs by finite forbidden minors, it is natural to ask for which \(\lambda\) the family G(\(\lambda\)) has a finite forbidden subgraph characterization. In this talk, I will illustrate the key ideas in answering this question, and I will demonstrate a peculiar connection to spherical two distance sets — a set of unit vectors in a Euclidean space the pairwise inner products of which assume only two values. Joint work with Alexandr Polyanskii, Jonathan Tidor, Yuan Yao, Shengtong Zhang and Yufei Zhao. |
| Title: The Georgia Algebraic Geometry Symposium |
|---|
| Seminar: Algebra |
| Speaker: {} of |
| Contact: David Zureick-Brown, david.zureick-brown@emory.edu |
| Date: 2022-04-01 at 5:00PM |
| Venue: MSC E208 |
| Download Flyer |
| Abstract: The Georgia Algebraic Geometry Symposium is a conference series, jointly organized by the University of Georgia, Emory University and Georgia Tech. \\ The conference will begin Friday late afternoon and end Sunday early afternoon. \\ See {https://www.math.emory.edu/$\sim$ dzb/conferences/GAGS2022/} for more information. \\ Speakers: \\ Evangelia Gazaki (University of Virginia) \\ Roman Fedorov (University of Pittsburgh)\\ Angela Gibney (University of Pennsylvania)\\ Philippe Gille (Institut Camille Jordan)\\ Diego Izquierdo (École Polytechnique)\\ Martin Olsson (University of California, Berkeley)\\ Karl Schwede (University of Utah)\\ Brooke Ullery (Emory University)\\ |
| Title: Multiphase fluid dynamics at leadership-class scale: Models, numerics, and algorithms |
|---|
| Seminar: Computational Math |
| Speaker: Spencer Bryngelson of Georgia Institute of Technology |
| Contact: Yuanzhe Xi, yuanzhe.xi@emory.edu |
| Date: 2022-03-31 at 10:00AM |
| Venue: MSC W201 |
| Download Flyer |
| Abstract: Computational fluid dynamics (CFD) simulations utilize the lions share of HPC resources the world over. Still, the CFD community has a fragmented and generally closed-source software stack. This paradigm must change if the community hopes to keep pace with the rapid evolution of HPC resources,. In this talk I will present our efforts in this direction. State-of-the-art computational models for simulating multiphase flows will be presented with application to problems in biomedicine, defense, and energy. Algorithms for near-optimal performance on the latest HPC resources will be interrogated. I will also discuss our effort towards painless embedding of the ever more common data-driven models in scalable simulation codes. All software discussed in this talk is freely and openly available on our Github pages with permissive licensing: https://github.com/comp-physics and https://github.com/mflowcode |
| Title: Categorifying quadratic zeta functions |
|---|
| Seminar: Algebra |
| Speaker: Andrew Kobin of Emory University |
| Contact: David Zureick-Brown, dzureic@emory.edu |
| Date: 2022-03-29 at 4:00PM |
| Venue: MSC W303 |
| Download Flyer |
| Abstract: Zeta functions show up everywhere in math these days. While some work in the past has brought homotopical methods into the theory of zeta functions, there is in fact a lesser-known zeta function that is native to homotopy theory. Namely, every suitably finite decomposition space (aka 2-Segal space) admits an abstract zeta function as an element of its incidence algebra. In this talk, I will show how many 'classical' zeta functions from number theory and algebraic geometry can be realized in this homotopical framework, and briefly advertise an upcoming preprint (joint with Jon Aycock) that categorifies the Dedekind zeta function of a quadratic number field. |