Maths Research Associates 2021 ICL

Lead Research Organisation: Imperial College London
Department Name: Mathematics

Abstract

Abstracts are not currently available in GtR for all funded research. This is normally because the abstract was not required at the time of proposal submission, but may be because it included sensitive information such as personal details.

Publications

10 25 50
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Chiu H (2022) Causal functional calculus in Transactions of the London Mathematical Society

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Chiu H (2023) A model-free approach to continuous-time finance in Mathematical Finance

 
Description LMS Early Career Fellowships 2022-23 with support from the Heilbronn Institute for Mathematical Research (HIMR) and UKRI
Amount £8,600 (GBP)
Organisation London Mathematical Society 
Sector Academic/University
Country United Kingdom
Start 10/2022 
End 02/2023
 
Description Travel Grant to attend the Summer School on "Khintchine's Inequality: old and new"
Amount € 500 (EUR)
Organisation Henri Poincaré Institute 
Sector Academic/University
Country France
Start 06/2023 
End 06/2023
 
Description Rama Cont 
Organisation University of Oxford
Country United Kingdom 
Sector Academic/University 
PI Contribution Research
Collaborator Contribution Research
Impact One publication in Mathematical Finance One publication in the Transaction of the London Mathematical Society
Start Year 2016
 
Description 11th World Congress of Bachelier Finance Society 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Present latest research.
Outcome (publication) has been attributed to this grant.
Year(s) Of Engagement Activity 2022
URL http://www.bacheliercongress.com/2022/~bfs2020/index.html
 
Description Arbeitsgemeinschaft Angewandte Analysis Seminar, Max Planck Institute for Mathematics in the Sciences 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Presented results from my PhD thesis along with new research results attributed to this grant.
Year(s) Of Engagement Activity 2022
 
Description Beijing Webinar Talk on BPHZ 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Delivered an invited seminar talk to postgraduates and researchers on our paper "the BPHZ Theorem in Regularity Structures via the Spectral Gap Inequality" at a Zoom seminar hosted by the University of Beijing. Following the talk, engaged in some discussion of the work in hopes of supporting interest at the university of Beijing in establishing a reading group around that paper.
Year(s) Of Engagement Activity 2023
URL https://math.bit.edu.cn/xsbg/da8f6186fb5f4b5fa71298fecd1797e1.htm
 
Description London Analysis Seminar, University College London 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Professional Practitioners
Results and Impact Presented results from my PhD thesis along with new research results attributed to this grant.
Year(s) Of Engagement Activity 2022
 
Description Presentation to the Vienna Probability Seminar on BPHZ 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Delivered a seminar talk to the joint Vienna probability seminar on our paper "The BPHZ Theorem in Regularity Structures via the Spectral Gap Inequality". In addition, spent some time in further discussions about the feasibility of using the techniques of that paper to obtain sharp convergence rates for various approximations to singular SPDEs.
Year(s) Of Engagement Activity 2023
 
Description Presentation to the analysis and probability working group at the Max Planck Institute 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Delivered a presentation on our paper "the BPHZ Theorem in Regularity Structures via the Spectral Gap Inequality" the postgraduates and research staff in the analysis and probability section at the Max Planck Institute. Following that morning presentation, engaged in an afternoon/evening long technical discussion with authors of a previous related work and made plans for a future visit to further implement some of the resulting ideas.
Year(s) Of Engagement Activity 2023
URL https://www.mis.mpg.de/calendar/lectures/2023/abstract-35227.html
 
Description Talk at Algebraic and Combinatorial Perspectives in the Mathematical Sciences Seminar, Oslo (virtual) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Seminar talk with the title "A transfer principle for branched rough paths"
Year(s) Of Engagement Activity 2022
URL https://www.math.ntnu.no/acpms/view_talk.html?id=119
 
Description Talk at Analysis Seminar, Potsdam (virtual) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact A seminar talk with the title "The combinatorics and geometry of rough paths"
Year(s) Of Engagement Activity 2022
URL https://www.math.uni-potsdam.de/en/professuren/datenassimilation/aktivitaeten/details/veranstaltungs...
 
Description Women in Maths: Applying to a PhD 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Undergraduate students
Results and Impact Around 12 undergraduates and MSc students at Imperial College attended the event. The event was co-organised by Piscopia, where I am an Imperial College postdoc representative. The aim of the event was to encourage women and non-binary students to pursue a PhD in mathematics.
Year(s) Of Engagement Activity 2022
 
Description Workshop at the Instituto Argentino de Matemática "Alberto Calderón", CONICET 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Presented results from my PhD thesis along with unpublished ongoing work with Boguslaw Zegarlinski (Prof., University of Toulouse).
Year(s) Of Engagement Activity 2022