This Week in Mathematics


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Entries for this week: 4

Tuesday October 21, 2025

Geometry and Topology [url]
TBA
- Mujtaba Ali, FSU
Time: 3:05 Room: 231
More Information
Abstract/Desc: TBA

Thursday October 23, 2025

Financial Math
Deep Learning of Alpha Term Structures from the Order Book
- Petter Kolm, NYU Courant Institute of Mathematical Sciences
Time: 3.05 Room: 105
Abstract/Desc: In recent years, deep learning (DL) models have experienced notable success in predicting high-frequency returns in equities by leveraging extensive order book data and directly extracting features from it. This marks a notable departure from current industry practice, where features are often manually crafted. In this talk, I discuss two of our articles on this topic, addressing several practical open questions in this area, such as determining the most suitable network architecture and input selection for forecasting returns at multiple horizons (e.g. alpha term structures), optimizing the width and depth of neural network components to enhance performance, defining the appropriate historical data window size, and evaluating the benefits of incorporating time as a feature in the models. We evaluate the effectiveness of four DL models in forecasting high-frequency alpha term structures across various settings: a simple LSTM, a multi-head LSTM, an LSTM Seq2Seq without attention, and an LSTM Seq2Seq with attention. We find that surpassing the performance of a simple LSTM in the return forecasting task is surprisingly challenging.

Algebra seminar
Weighted blow-up in nature: wall crossings for Log-Hilbert stacks of points on curves
- Veronica Arena, Cambridge
Time: 3:05pm Room: Zoom
Abstract/Desc: Weighted blow-ups are a birational transformation that naturally appears in moduli spaces. One instance where this happens, is when studying the logarithmic Hilbert scheme of points on a curve $C$ equipped with a log structure. Today we will give a quick introduction to both weighted blow-ups and logarithmic Hilbert schemes of points on curves. Then we will focus our attention on the examples of two and three points on $(P^1|0)$ and will describe the wall crossings between the classical Hilbert scheme of points and the logarithmic ones via weighted blow-ups.

Friday October 24, 2025

Mathematics Colloquium [url]
Information Scrambling, Circuit Complexity, and Thermodynamics: From Black Holes to Cryptography
- Eduardo Mucciolo , UCF
Time: 3:05 Room: Lov 101
Abstract/Desc: In this colloquium, I will present some recent ideas and results concerning quantum computing, information scrambling, and how we can use thermodynamic concepts to formulate complexity in classical and quantum computing. I will argue that classical and quantum circuits can scramble information as fast and as thorough as black hole, which is considered Nature’s ultimate scrambler. I will also show how the thermodynamics of mixing applied to reversible circuits can leads to an important application in cryptography.

Problems? Email webmaster@math.fsu.edu.

Department of Mathematics

This Week in Mathematics