What is the cheapest way to superhedge a path-dependent derivative security? If liquid European calls and the underlying risky stock can be used for hedging, then the lowest superhedging price corresponds to the highest expected cost of the exotic claim. Each expected cost is associated to a probabilistic model which makes the risky stock a martingale…
The solution of large sparse linear systems is an essential building block in many science and engineering applications. It is also often the main computational bottleneck. For large problems, direct solvers (based on, e.g., LU or Cholesky factorizations) can require a significant amount of computing resources. By contrast, iterative solvers (e.g., CG and GMRES) can…
Hyperbolic polynomials are coordinate free generalization to the notion of real rooted polynomials. A special class of hyperbolic polynomials are determinantal polynomials and they bound spectrahedra, feasible sets of semidefinite programming. I shall discuss some techniques of real algebraic geometry to deal with convex semialgebraic sets such as spectrahedra, and demonstrate the applications of hyperbolic…
We study the problem of prediction of binary sequences with expert advice in the online setting, which is a classic example of online machine learning. We interpret the binary sequence as the price history of a stock, and view the predictor as an investor, which converts the problem into a stock prediction problem. In this framework, an investor, who predicts the daily…
Schubert calculus has its origins in enumerative questions asked by the geometers of the 19th century, such as “how many lines meet four fixed lines in three-space?” These problems can be recast as questions about the structure of cohomology rings of geometric spaces such as flag varieties. Borel’s isomorphism identifies the cohomology of the complete…
Many polynomials in combinatorics (and in other areas of mathematics) have nice properties such as having all of their roots being real numbers, or having all of their coefficients being nonnegative. By surveying recent advances in the Hodge theory of matroids (namely, the nonnegativity of Kazhdan-Lusztig polynomials of matroids and Dowling and Wilson's top-heavy conjecture…
We present a new combined Mean Field Control Game (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between the groups. Within each group the players coordinate their strategies. An example of such a situation is a modification of the classical trader's problem. Groups…
Of course, anybody can deform a surface in whatever way they want. However, is there a way to deform a surface of revolution into a helicoid while preserving an isometry? How many ways are there? All these questions and more will be answered on Monday, February 13. Zoom Meeting link: https://ncsu.zoom.us/j/92762214990?pwd=MnA1TnNVQUpzUlo3cTM5RmlNWVF4Zz09 Password: noodle
In Riemannian geometry, given a Riemannian manifold (M,g) one can use geodesics associated with (M,g) to determine information about the shortest distance between points, curvature, triangles on a manifold and Euler characteristic of the space of M in special cases. Thankfully, given a metric on a manifold, we can always determine geodesics on said manifold.…
- Presenter: William Anderson - Title: Fast and Scalable Computation of Reduced-Order Nonlinear Solutions for PDEs - Abstract: We develop a method for fast and scalable computation of reduced-order nonlinear solutions (RONS). RONS is a framework to build reduced-order models for time-dependent partial differential equations (PDEs), where the reduced-order solution depends nonlinearly on time-varying parameters. With…
Advisor Kevin Flores, contact for Zoom access.
Advisor is Tye Lidman.
Real symmetric matrices appear in a wide range of disciplines. One geometric problem that can be asked of two real symmetric matrices is: how are their eigenvalues arranged on the real line? Can we characterize all matrices whose eigenvalues realize a certain arrangement? In this talk, we will use principles from basic algebraic geometry and…
Pierre Gremaud, contact for Zoom access
Ricky Liu, contact for zoom access.
Lorena Bociu, contact for zoom access.
Advisor is Radmila Sazdanovic
Determining the fusion coefficients for an abstract fusion category is very difficult, and generalizes the problem of plethysm for group representations. As is the case in finite groups, restricting the class of objects we consider can help us to obtain better general results. When one has a group acting on a modular category, it is possible to…
Operator networks have emerged as promising deep learning tools for approximating the solution to partial differential equations (PDEs). These networks map input functions that describe material properties, forcing functions and boundary data to the solution of a PDE, i.e., they learn the solution operator of the PDE. In this talk, we consider a new type…
Operator networks have emerged as promising deep learning tools for approximating the solution to partial differential equations (PDEs). These networks map input functions that describe material properties, forcing functions and boundary data to the solution of a PDE, i.e., they learn the solution operator of the PDE. In this talk, we consider a new type…