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.
Organisations
People |
ORCID iD |
| David Van Dyk (Principal Investigator) |
Publications
Chiu H
(2023)
A model-free approach to continuous-time finance
in Mathematical Finance
Emilio Ferrucci
A transfer principle for branched rough paths
in Annales de l'Institut Henri Poincaré - Probabilités et Statistiques
Chiu H
(2022)
Causal functional calculus
in Transactions of the London Mathematical Society
E Bou Dagher
(2024)
Coercive inequalities on step-two Carnot groups
Barki A
(2023)
Exponential inequalities in probability spaces revisited
Esther Bou Dagher
(2022)
Interpolation inequalities on the sphere: rigidity, branches of solutions, and symmetry breaking
in arXiv e-prints
Daniele Dona
(2024)
Involutions in finite simple groups as products of conjugates
in Communications in Algebra
Dona D
(2024)
Involutions in finite simple groups as products of conjugates
in Communications in Algebra
Cass T
(2024)
On the Wiener chaos expansion of the signature of a Gaussian process
in Probability Theory and Related Fields
| Description | Functional Calculus for Pathwise Hedging |
| Amount | £80,257 (GBP) |
| Funding ID | EP/W007215/1 |
| Organisation | Engineering and Physical Sciences Research Council (EPSRC) |
| Sector | Public |
| Country | United Kingdom |
| Start | 08/2022 |
| End | 08/2023 |
| 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 | 09/2022 |
| 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 | 05/2023 |
| End | 06/2023 |
| Description | Collaboration with Dr Hiroyuki Miyoshi |
| Organisation | University of Tokyo |
| Country | Japan |
| Sector | Academic/University |
| PI Contribution | During the conferences I attended while supported by the grant, a research idea was extensively discussed with Dr Hiroyuki Miyoshi from the university of Tokyo and we hope to further work on it in the following months. |
| Collaborator Contribution | During the conferences I attended while supported by the grant, a research idea was extensively discussed with Dr Hiroyuki Miyoshi from the university of Tokyo and we hope to further work on it in the following months. |
| Impact | No outcome yet |
| Start Year | 2023 |
| Description | Collaboration with Dr Melissa Lee |
| Organisation | Monash University |
| Country | Australia |
| Sector | Academic/University |
| PI Contribution | We are currently writing two research papers. |
| Collaborator Contribution | We are currently writing two research papers in the field of group theory. |
| Impact | I went to visit Monash University from 19 Feb- 7March 2024. During this visit we wrote a paper, which is available on the ArXiV on the following link: https://arxiv.org/abs/2403.04157 My visit was partially funded by Monash University, the Cecilia Tanner fund and this EPSRC award. |
| Start Year | 2022 |
| Description | Collaboration with Dr. Aneta Siemiginowska |
| Organisation | Harvard University |
| Department | Harvard-Smithsonian Center for Astrophysics |
| Country | United States |
| Sector | Academic/University |
| PI Contribution | Multi-disciplinary research. Statistical contributions to solve intricate astrophysical problems. |
| Collaborator Contribution | Multi-disciplinary research. Expertise in astrophysics and astrostatistics to solve intricate astrophysical problems. |
| Impact | We are currently in the process of writing a paper for publication in a scientific journal. The collaboration led to several secondments to Harvard-Smithsonian Center for Astrophysics. One of these secondments was during the time of this award, from October to December 2023 (for around two months). |
| Start Year | 2023 |
| Description | Collaboration with Dr. Vinay Kashyap |
| Organisation | Harvard University |
| Department | Harvard-Smithsonian Center for Astrophysics |
| Country | United States |
| Sector | Academic/University |
| PI Contribution | Multi-disciplinary research. Statistical contributions to solve intricate astrophysical problems. |
| Collaborator Contribution | Multi-disciplinary research. Expertise in astrophysics and astrostatistics to solve intricate astrophysical problems. |
| Impact | We are currently in the process of writing a paper for publication in a scientific journal. The collaboration led to several secondments to Harvard-Smithsonian Center for Astrophysics. One of these secondments was during the time of this award, from October to December 2023 (for around two months). |
| Start Year | 2022 |
| Description | Collaboration with Prof Mark Blyth |
| Organisation | University of East Anglia |
| Country | United Kingdom |
| Sector | Academic/University |
| PI Contribution | I visited the university of Norwich and had very interesting discussions with Prof. Mark Blyth. This resulted among others in improving my understanding of an aspect of the problem I was then considering and the outcome was incorporated in the article "A. Katsiavria \& D.T. Papageorgiou, Stability analysis of viscous multi-layer shear flows with interfacial slip, IMA journal for Applied Mathematics" which is accepted for publication. |
| Collaborator Contribution | He helped me understand better an aspect of my model |
| Impact | The discussions resulted in the improvement of a section in the aforementioned paper. |
| Start Year | 2023 |
| Description | Collaboration with Prof. Roberto Trotta |
| Organisation | International School for Advanced Studies |
| Country | Italy |
| Sector | Academic/University |
| PI Contribution | Multi-disciplinary research. Statistical contributions to solve intricate astrophysical problems, and development of novel statistical methodology inspired by problems in astrophysics. |
| Collaborator Contribution | Multi-disciplinary research. Expertise in astrophysics and astrostatistics to solve intricate astrophysical problems. |
| Impact | We are currently in the process of publishing one paper in the Monthly Notices of the Royal Astronomical Society, and we are working on two additional papers that should be ready for submission for publication this year. The collaboration is multi-disciplinary. Prof. Trotta at SISSA is a trained astrophysicists, and Prof. van Dyk and I at Imperial College are trained statisticians. The collaboration has led to several secondments at SISSA. One of the secondments was during the time of this award, in October 2023 (for three weeks). |
| Start Year | 2020 |
| 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 | Analysis Workshop, University of Warsaw |
| 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 | 2024 |
| Description | ArbeitsGemeinschaft Seminar, Max Planck Institute for Mathematics in the Sciences, Leipzig |
| 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 | 2024 |
| 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 | Co-organised Workshop on Model-free Mathematical Finance at Imperial College London |
| Form Of Engagement Activity | Participation in an activity, workshop or similar |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Professional Practitioners |
| Results and Impact | Organised a one day workshop (with 8 invited international speakers) |
| Year(s) Of Engagement Activity | 2023 |
| URL | https://www.imperial.ac.uk/events/162218/workshop-on-model-free-mathematical-finance-2/ |
| Description | Invited speaker at the BIRS workshop: "Astrostatistics in Canada and Beyond" |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Other audiences |
| Results and Impact | The intended purpose of the workshop was to bring together statisticians and astrophysicists to learn the technical languages of the two fields and identify how to work together to tackle intricate challenges in astrophysics involving big data. |
| Year(s) Of Engagement Activity | 2023 |
| URL | https://www.birs.ca/events/2023/5-day-workshops/23w5094 |
| Description | King's College London Analysis seminar |
| 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 | 2023 |
| 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 | Mokaplan Inria Research Team Seminar, INRIA-CNRS-Université Paris-Dauphine |
| 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 | 2024 |
| Description | Online Asymptotic Geometric Analysis Seminar, Georgia Institute of Technology |
| 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 | 2023 |
| Description | Presentation in APS-DFD conference, Washington DC |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Other audiences |
| Results and Impact | Conference presentation. It resulted in interesting discussions afterwards. |
| Year(s) Of Engagement Activity | 2023 |
| Description | Presentation in BAMC conference, Newcastle |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | National |
| Primary Audience | Other audiences |
| Results and Impact | Presentation of my most recent results obtained under the grand. Scheduled for next month. |
| Year(s) Of Engagement Activity | 2024 |
| Description | Presentation in ICIAM conference, Tokyo |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Other audiences |
| Results and Impact | Talk at conference. It resulted in an invitation for a seminar at East Anglia University and the beginning of a collaboration with Dr Miyoshi. |
| Year(s) Of Engagement Activity | 2023 |
| Description | Presentation in retreat for women in applied mathematics, Edinburgh |
| Form Of Engagement Activity | Participation in an activity, workshop or similar |
| Part Of Official Scheme? | No |
| Geographic Reach | National |
| Primary Audience | Other audiences |
| Results and Impact | I gave a talk and participated in research discussions as well as career oriented discussions. Now I have a clearer image of my career plans and I have volunteered to contribute by organising community-building events during the workshop next year. |
| Year(s) Of Engagement Activity | 2024 |
| 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 | Rough Path, SPDEs and related topics seminar, Berlin |
| 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 the work "The BPHZ Theorem for Regularity Structures via the Spectral Gap Inequality" |
| Year(s) Of Engagement Activity | 2023 |
| Description | Seminar talk in University of East Anglia |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | Local |
| Primary Audience | Other audiences |
| Results and Impact | A talk on my work at the seminar series of East Anglia University. 20-30 people attended |
| Year(s) Of Engagement Activity | 2023 |
| Description | Seminar, University of Surrey |
| Form Of Engagement Activity | A formal working group, expert panel or dialogue |
| Part Of Official Scheme? | No |
| Geographic Reach | Regional |
| Primary Audience | Professional Practitioners |
| Results and Impact | Departmental seminar resulting in discussion |
| Year(s) Of Engagement Activity | 2023 |
| Description | Stochastic Analysis Seminar, University of York |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | Local |
| Primary Audience | Professional Practitioners |
| Results and Impact | Presented results from the work "The BPHZ Theorem for Regularity Structures via the Spectral Gap Inequality" |
| Year(s) Of Engagement Activity | 2023 |
| Description | Summer School in Stochastic Analysis at EPFL |
| 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 the work "The BPHZ Theorem for Regularity Structures via the Spectral Gap Inequality" |
| Year(s) Of Engagement Activity | 2023 |
| 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 | Talk at ICIAM 2023 Tokyo |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Professional Practitioners |
| Results and Impact | Presentation of research |
| Year(s) Of Engagement Activity | 2023 |
| URL | https://iciam2023.org/ |
| Description | Talk at JAFEE-ISM Int'l Symposium on Quantitative Finance |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Professional Practitioners |
| Results and Impact | Presentation of research |
| Year(s) Of Engagement Activity | 2023 |
| URL | http://www.jafee.gr.jp/01rally/jafee_30th.html |
| Description | Talk at Physics of Open Systems and Beyond, Hokkaido, Japan |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Professional Practitioners |
| Results and Impact | Conference talk, Hokkaido Japan |
| Year(s) Of Engagement Activity | 2023 |
| URL | https://sites.google.com/view/pos-byd |
| Description | Talk at Recent Advances on Quantitative Finance, Hong Kong |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Professional Practitioners |
| Results and Impact | Present research |
| Year(s) Of Engagement Activity | 2023 |
| URL | https://www.polyu.edu.hk/ama/news-and-events/events/2023/8/recent-advances-on-quantitative-finance/ |
| Description | Talk at SIAM (FM23) |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Professional Practitioners |
| Results and Impact | Presentation of research |
| Year(s) Of Engagement Activity | 2023 |
| URL | https://siam.org/conferences/cm/conference/fm23 |
| 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 |
| Description | Workshop on Stability of Functional Inequalities, 2023 Thematic Period on PDEs: Diffusion, Geometry, Probability and Free Boundaries, ICMAT-UAM, Madrid |
| 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 | 2023 |