Events

The Teichmüller space of a surface is a rich mathematical object which can be interpreted from many different perspectives. For example, Teichmüller space can be thought of as a moduli space of hyperbolic structures, Riemann surface structures, or representations of the fundamental group into PSL(2,R) which are discrete and faithful. The aim of higher Teichmüller…

The Hull-Strominger system is a system of nonlinear PDEs describing the geometry of compactification of heterotic strings with flux to 4d Minkowski spacetime, which can be regarded as a generalization of Ricci-flat Kahler metrics coupled with Hermitian Yang-Mills equation on non-Kahler Calabi-Yau 3-folds. In this talk, we present an explicit construction of smooth solutions to…

This paper examines the investment in and the valuation of power generation projects under uncertainty. The analysis incorporates the possibility of producing from alternative types of fuels, such as renewables (wind) or fossil fuels (gas), hence alternative types of plants/technologies. The model considered in this paper cannot be reduced to a single state variable. It…

 The classical Schur-Weyl duality relates the representation theory of general linear Lie algebras and symmetric groups. Drinfeld and Jimbo independently introduced quantum groups  in their study of exactly solvable models, which leads to a quantization of the Schur duality relating quantum groups of general linear Lie algebras and Hecke algebras of symmetric groups. In this…

We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit information about future price changes. For discrete trading rounds, the HFTs' optimal trading strategies and their equilibrium price impact are described by a system of nonlinear equations; explicit solutions obtain around the continuous-time limit. Unlike in the risk-neutral case, the optimal inventories…