[ Abstract ]
In this talk I will explain that the number of minimal models yields a constructible function on the base of any family of varieties of general type. From this it follows that the number of minimal models of a variety of general type can be bounded in terms of its volume. I will also show that in any dimension minimal models of general type and bounded volume form a bounded family. This is based on a joint work with D. Martinelli and S. Schreieder.

[ Abstract ]
The classification of foliated surfaces by Brunella, McQuillan and Mendes carries many similarities with Enriques-Kodaira classification of surfaces but also many important differences. I will discuss an alternative classification scheme where the role of differential forms along the leaves is replaced by differential forms along the leaves with values in fractional powers of the conormal bundle of the foliation. In this alternative setup one obtains a classification of foliated surfaces closer to the usual Enriques-Kodaira classification. If time permits, I will show how to apply this alternative classification to describe the Zariski closure of the set foliations which admit rational first integral of bounded genus in families of foliated surfaces. Joint work with Jorge Vitorio Pereira.

[ Abstract ]
I present some of the challenges associated with preparing high-frequency trades and quotes databases for statistics purposes. In a first part, I investigate TRTH tick-by-tick data on three exchanges (Paris, London and Frankfurt) and on a five-year span. I analyse the performances of a procedure of reconstruction of orders flows. This turns out to be a　forensic tool assessing the quality of the database: significant technical changes affecting the exchanges are　tracked through the data. Moreover, the choices made when reconstructing order flows may have consequences on the quantitative models that are calibrated afterwards on such data. I also provide a refined look at the Lee–Ready procedure and its optimal lags. Findings are in line with both financial reasoning and the analysis of an illustrative Poisson model. In a second part, I investigate Nikkei-packaged Tokyo-traded ETF data. The application the order flow reconstruction procedure underlines the differences between the TRTH and Nikkei data. In a brief last part, we will discuss the time resolution of these databases and the potential problems arising when modelling a limit order book with simple point processes.

[ Abstract ]
We show that the presence of a non-contractible Hamiltonian one-periodic trajectory in a closed symplectic manifold yields the existence of infinitely many non-contractible periodic trajectories, provided that the symplectic form is aspherical and the fundamental group is virtually abelian. Moreover, we also show that a similar statement holds for closed monotone or negative monotone symplectic manifolds having virtually abelian fundamental groups. These results are certain generalizations of works by Ginzburg and Gurel who proved a similar statement holds for atoroidal or toroidally monotone closed symplectic manifolds. The proof is based on the machinery of filtered Floer--Novikov homology for non-contractible periodic trajectories.

[ Abstract ]
Shadowing property has been one of the key notions in topological hyperbolic dynamics, which is also common since C^0-generic homeomorphisms on a smooth closed manifold satisfy the property for instance. In this talk, the shadowing property in relation to other chaotic or non-chaotic properties of dynamical systems (entropy, sensitivity, equicontinuity, etc.) is discussed. Also, we introduce an idea of localizing and quantifying the shadowing property following the recent work of Morales, and present some of its consequences. The idea is shown to be effective for the description of local properties of dynamical systems.

[ Abstract ]
Oka's J\^oku-Ik\^o says that holomorphic functions on a complex submanifold of a polydisk extend holomorphically to the whole polydisk. By making use of Oka's J\^oku-Ik\^o we give a titled proof with introducing an argument that represents one of the three cases.
The proof is a modification of the cube dimension induction, used in the proof of Oka's Syzygy for coherent sheaves.

[ Abstract ]
Talk 1:The continuous time GARCH (COGARCH) model of Kluppelberg, Lindner and Maller (2004) is a natural extension of the discrete time GARCH(1,1) model which preserves important features of the GARCH model in the discrete-time setting. For example, the COGARCH model is driven by a single source of noise as in the discrete time GARCH model, which is a Levy process in the COGARCH case, and both models can produced heavy tailed marginal returns even when the driving noise is light-tailed. However, calibrating the COGARCH model to data is a challenge, especially when observations of the COGARCH process are obtained at irregularly spaced time points. The method of moments has had some success in the case with regularly spaced data, yet it is not clear how to make it work in the more interesting case with irregularly spaced data. As a well-known method of estimation, the maximum likelihood method has not been developed for the COGARCH model, even in the quite simple case with the driving Levy process being compound Poisson, though a quasi-maximum likelihood (QML)method has been proposed. The challenge with the maximum likelihood method in this context is mainly due to the lack of a tractable form for the likelihood. In this talk, we propose a Monte Carlo method to approximate the likelihood of the compound Poisson driven COGARCH model. We evaluate the performance of the resulting maximum likelihood (ML) estimator using simulated data, and illustrate its application with high frequency exchange rate data. (Joint work with Damien Wee and William Dunsmuir).

Talk 2:There is ample evidence that in applications of self-exciting point process (SEPP) models, the intensity of background events is often far from constant. If a constant background is imposed, that assumption can reduce significantly the quality of statistical analysis, in problems as diverse as modelling the after-shocks of earthquakes and the study of ultra-high frequency financial data. Parametric models can be
used to alleviate this problem, but they run the risk of distorting inference by misspecifying the nature of the background intensity function. On the other hand, a purely nonparametric approach to analysis
leads to problems of identifiability; when a nonparametric approach is taken, not every aspect of the model can be identified from data recorded along a single observed sample path. In this paper we suggest overcoming this difficulty by using an approach based on the principle of parsimony, or Occam's razor. In particular, we suggest taking the point-process intensity to be either a constant or to have maximum differential entropy. Although seldom used for nonparametric function estimation in other settings, this approach is appropriate in the context of SEPP models. (Joint work with the late Peter Hall.)

[ Abstract ]
In this talk, we compute an A_∞-Koszul dual of path algebras with relations over the directed A_n-type quivers via the Fukaya categories of exact Riemann surfaces.

The Koszul duality is originally a duality between certain quadratic algebras called Koszul algebras. In this talk, we are interested in the case when A is not a quadratic algebra, i.e. the case when A is defined as a quotient algebra of tensor algebra devided by higher degree relations.

The definition of Koszul duals for such algebras, A_∞-Koszul duals, are given by some people, for example, D. M. Lu, J. H. Palmieri, Q. S. Wu, J. J. Zhang. However, the computation for a concrete examples is hard. In this talk, we use the Fukaya categories of exact Riemann surfaces to compute A_∞-Koszul duals. Then, we understand the Koszul duality as a duality between higher products and relations.

[ Abstract ]
We consider a semiparametric joint model that consists of item response and survival components, where these two components are linked through latent variables. We estimate the model parameters through a profile likelihood and the EM algorithm. We propose a method to derive an asymptotic variance of the estimators in this model.

[ Abstract ]
Using Ahlfors’ theory of covering surfaces, we establish a Cartan’s type Second Main Theorem in the complex projective plane with 1–truncated counting functions for entire holomorphic curves which cluster on an algebraic curve.

[ Abstract ]
The yuimaGUI package provides a user-friendly interface for yuima. It greatly simplifies tasks such as estimation and simulation of stochastic processes and it also includes additional tools. Some of them:
　data retrieval: stock prices and economic indicators
　time series clustering
　change point analysis
　lead-lag estimation
After a general overview of the whole interface, the yuimaGUI will be shown in real-time. All the settings and the inner workings will be discussed in detail. During this second part, you are kindly invited to ask questions whenever you feel that some problem may arise.

[ Abstract ]
Let $X$ be a smooth connected algebraic curve over an algebraically closed field, let $S$ be a finite closed subset in $X$, and let $F_0$ be a lisse $\ell$-torsion sheaf on $X-S$. We study the deformation of $F_0$. The universal deformation space is a formal scheme. Its generic fiber has a rigid analytic space structure. By studying this rigid analytic space, we prove a conjecture of Katz which says that if a lisse $\overline{Q}_\ell$-sheaf $F$ is irreducible and physically rigid, then it is cohomologically rigid in the sense that $\chi(X,j_*End(F))=2$, where $j:X-S\to X$ is the open immersion.

[ Abstract ]
Donaldson introduced "anti-canonically balanced metrics" on Fano manifolds, which is a finite dimensional analogue of Kähler-Einstein metrics. It is proved that anti-canonically balanced metrics are critical points of the quantized Ding functional.

We first study the slope at infinity of the quantized Ding functional along Bergman geodesic rays. Then, we introduce a new algebro-geometric stability of Fano manifolds based on the slope formula, and show that the existence of anti-canonically balanced metrics implies our stability. The relationship between the stability and others is also discussed.

This talk is based on a joint work with R. Takahashi (Tohoku Univ).

[ Abstract ]
In condensed matter physics, a correspondence between two topological invariants defined for a gapped Hamiltonian is well-known. One is defined for such a Hamiltonian on a lattice (bulk invariant), and the other is defined for its restriction onto a subsemigroup (edge invariant). The edge invariant is related to the wave functions localized near the edge. This correspondence is known as the bulk-edge correspondence. In this talk, we consider a variant of this correspondence. We consider a periodic Hamiltonian on a three dimensional lattice (bulk) and its restrictions onto two subsemigroups (edges) and their intersection (corner). We will show that, if our Hamiltonian is "gapped" in some sense, we can define a topological invariant for the bulk and edges. We will also define another topological invariant related to the wave functions localized near the corner. We will explain that there is a correspondence between these two topological invariants by using the six-term exact sequence associated to the quarter-plane Toeplitz extension obtained by E. Park.

[ Abstract ]
Morimoto showed that some lens spaces have no genus one fibered knot,
and Baker completely determined such lens spaces.
In this talk, we introduce our results for the corresponding problem
formulated in terms of homology cobordisms.
The Chebotarev density theorem and binary quadratic forms play a key
role in the proof.

[ Abstract ]
The celebrated Rogers-Ramanujan partition theorem (RRPT) claims that
the number of partitions of n whose parts are ¥pm1 modulo 5
is equinumerous to the number of partitions of n whose successive
differences are
at least 2. Schur found a mod 6 analog of RRPT in 1926.
We will report a generalization for odd $p¥geq 3$ via representation
theory of quantum groups.
At p=3, it is Schur's theorem. The statement for p=5 was conjectured by
Andrews in 1970s
in a course of his 3 parameter generalization of RRPT and proved in 1994
by Andrews-Bessenrodt-Olsson with an aid of computer.
This is a joint work with Masaki Watanabe (arXiv:1609.01905).