Research

We host a weekly research seminar, currently on Wednesdays at 3:30pm-4:30pm.

Alberto Pallotta (London Trading Group) – 07/02/2018 at 3:30 pm - 4:30 pm in WG48

Cointegration Based Trading Strategies

Most financial price series are not stationary. However, we can create a portfolio of two or more price series so that the market value of this portfolio is stationary making it easier to trade.
In this talk I will demonstrate how to achieve this using time series analysis instruments and show real life examples.


Jeff Evans (Middlesex University) – 31/01/2018 at 3:30 pm - 4:30 pm in C110

Statistics in Public Policy Discussions: Is there a crisis?

I discuss what I call the “overt crisis of statistics”, the apparent disenchantment of large sections of the public with “expert” statistical methods.
I also consider the “covert” crisis of statistics, the struggle between proponents of freely available public information and those aiming to profit from the appropriation and sequestering of information for private ends.


Abhishek Deshpande (Imperial College London) – 24/01/2018 at 3:30 pm - 4:30 pm in W152

Switches in Biological and Physical Computation

Abstract

Switches are ubiquitous in both physical and biological circuits and play a pivotal role in their exquisite behaviour. We will discuss chemical “switches” in two separate scenarios: chemical reaction networks, and synthetic biology.


Rustam Ibragimov (Imperial College London) – 17/01/2018 at 3:30 pm - 4:30 pm in V101

Heavy-tailedness in economics and finance

The talk will present several new approaches to deal with the problems of heavy-tailedness and non-linear dependence in forming predictive regressions for Economics and Financial Markets. The approaches are based on new methods of robust inference using conservativeness of t-statistics. In the methods, estimates of parameters of interest are computed for groups of data and the inference is based on t-statistics in resulting group estimates. This results in valid robust inference under a wide range of heterogeneity and dependence assumptions under the only conditions of asymptotic normality of group estimates.

Abstract

Recent works in the literature have shown that heavy-tailedness – the property of financial and economic markets that governs large downfalls and large fluctuations in them – is of key importance for robustness of many key models and standard inference approaches in economics, finance, risk management and insurance.

The talk will present several new approaches to deal with the above problems. The approaches are based on new methods of robust inference using conservativeness of t-statistics. In the methods, estimates of parameters of interest are computed for groups of data and the inference is based on t-statistics in resulting group estimates. This results in valid robust inference under a wide range of heterogeneity and dependence assumptions under the only conditions of asymptotic normality of group estimates. Numerical results and empirical applications confirm advantages of the new approaches over existing ones and their wide applicability in the study of market (in-)efficiency, volatility clustering, predictive regressions and other areas.


Dr. Christopher Townsend – 10/01/2018 at 3:30 pm - 4:30 pm in W152

Cryptocurrency, Blockchain and the Financial Markets

The seminar will give an overview of how blockchain based crypto-currencies such as Bitcoin work and describe some of the financial landscape in which they operate.


Dr. Ben Fairbairn (Birkbeck) – 06/12/2017 at 3:30 pm - 4:30 pm in WG48

Invertible Generating Graphs

Let G be a group. Recall that the generating graph of G is defined as follows: the vertices are the non-trivial elements of G with two vertices x and y being adjoined by an edge if and only if the pair x and y generate G. This much-studied object encodes many of the quantities studied for measuring how easily generating pairs can be found. In this talk we discuss a variant of the generating graph recently introduced by the speaker.


Dr. Nick Sharples (Middlesex) – 22/11/2017 at 3:30 pm - 4:30 pm in WG48

Non-uniqueness of differential equations

Differential equations are an important tool in modelling many phenomena in the real world. However, these mathematical abstractions may exhibit behaviours that are not physically reasonable, such has admitting multiple solutions for a given initial condition, raising questions their validity as models.

In this gentle talk I will discuss the issues of non-uniqueness of Ordinary and Partial Differential Equations in several frameworks, and some recent work to establish uniqueness for differential equations with sufficiently regular coefficients.


Dr. Jonathan Elmer (Middlesex) – 08/11/2017 at 3:30 pm - 4:30 pm in WG50

Modular coinvariants

The algebra of coinvariants of a finite group G acting on V is the quotient of the algebra of invariants k[V]^G by the ideal of k[V] generated by positive degree invariants. Unlike the algebra of invariants itself, it is fairly computable. The algebra of coinvariants sometimes contains information about the structure of the invariants. Like many things in invariant theory and representation theory, more is known in the non-modular case (where |G| is not divisible by the characteristic of K) than in the modular case. I will report on some recent work with Mufit Sezer which aims to understand more about coinvariants in the modular case.


Prof. Oleg Smolyanov (Lomonosov Moscow State University) – 01/11/2017 at 3:30 pm - 4:30 pm in C217

Feynman path integrals and quantum anomalies.


Invariant Theory: Recent Progress and Applications – 16/06/2017 at 12:00 pm - 6:00 pm in The Quad

A one day meeting in invariant theory: recent progress and applications will take place on Friday 16th June at Middlesex University, Hendon. The meeting aims to bring together researchers in invariant theory and researchers in other areas of algebra and geometry in which invariant theory can be applied. The following have agreed to speak:

  • Emilie Dufresne (Nottingham)
  • Jonathan Elmer (Middlesex)
  • R. J. Shank (Kent)

There is a limited amount of funding available to cover travel and accommodation expenses for PhD students. For further information, send me an email on j.elmer at mdx dot ac dot uk. The meeting is supported by an LMS scheme 1 (celebrating new appointments) grant.

There is no registration fee, but places are limited. To book your place, please use the form below.

 


 

Older seminars

DateSpeakerInstitutionTitleLink to abstract 
2016-04-20Dr. Paul NorthropUCLCross-validatory extreme value threshold selection and uncertainty with application to offshore engineering
2016-04-13Dr. Chris TownsendRoyal Bank of CanadaCategory theory - some really useful `abstract nonsense’
2016-03-16Dr. Germain Van-BeverOpen UniversityHilbertian Fourth Order Blind Identification
2016-03-09Dr. Alex FinkQueen MaryMatrix Schubert ideals and Gaussian graphical models
2016-02-24Dr. Jonathan ElmerMiddlesexSymmetric powers and invariants of finite groups
2016-02-03Dr. Roman BelavkinMiddlesexAsymmetric Topology of Information
2016-01-27Dr. Eris ChinellatoMiddlesexMachine learning and circular statistics techniques
for spatio-temporal analysis of human activities
2016-01-20Dr. Murad BanajiMiddlesexSome combinatorial and algebraic questions
inspired by dynamical
systems with network
structure
2016-01-13Dr. Matthew JonesMiddlesexCompact Composition Operators on the Hardy Spaces
2015-12-16Dr. Barnaby MartinMiddlesexMinimal generating sets for direct powers of finite algebras
2015-12-09Dr. Nick SharplesMiddlesexIrregular differential equations: well-posedness and fractal geometry