* Seuraavan viikon tapahtumat merkitty tähdellä
Etna Lindy (Aalto)
Partial multiplicities of the eigenvalues of the Sylvester resultant matrix
* Monday 27 April 2026, 14:15, M3 (M234)
Resultant matrices are polynomial matrices associated to a system of polynomials such that the coordinates of the roots of the system are eigenvalues of the matrix. In this talk, we will consider the bivariate case with two polynomials possibly sharing a multiple root. It is known that the algebraic multiplicity of the eigenvalue is determined by the multiplicities of the roots at that coordinate. In our work, we refine the connection between the multiplicities further; the partial multiplicities of the eigenvalues can be determined from the shape of the dual vector spaces of the ideal. The challenging part that has not been treated in the literature earlier concerns the possible roots at infinity, to which we give a complete treatment via Möbius transformations.
In this talk, we will consider the bivariate case with two polynomials possibly sharing a multiple root.
It is known that the algebraic multiplicity of the eigenvalue corresponds to the multiplicity of the root.
In our work, we refine the connection between the multiplicities further; the partial multiplicities of the eigenvalues can be determined from the shape of the dual vector space of the ideal. The challenging part that has not been treated in the literature earlier concerns the possible roots at infinity, to which we give a complete treatment via Möbius transformations.
AGC Seminar
MSc Ian Välimaa (Aalto)
Mid-term review: Consistent clustering in tensors block models
* Monday 27 April 2026, 15:15, Y405
Aalto Stochastics & Statistics Seminar / Leskelä
Asadollah Aghajani
Hardy Inequalities and Liouville Theorems for Elliptic PDEs (minicourse)
Monday 04 May 2026, 10:15, M3 (M234)
Seminar on analysis and geometry
BSc Kerkko Konola
Latent efficient price recovery in ETFs: A simulation study (MSc presentation)
Tuesday 05 May 2026, 10:15, M3 (M234)
Recovering the latent efficient price from limit order book data is a fundamental challenge in econometrics, since the price that price discovery aims to reveal is never directly observed. This thesis studies whether statistical methods can reliably recover the latent price, and under what conditions one approach outperforms another. The analysis is carried out in a Monte Carlo simulation framework in which the true efficient price is known by construction, allowing a direct comparison of estimation accuracy.
The data generating process incorporates the empirically relevant features of market microstructure. A driftless Brownian motion drives the latent price, order flow follows a persistent AR(1) process with linear price impact, and microstructure noise is state-dependent and heteroskedastic. Two estimators are compared across three microstructure regimes: a misspecified linear Kalman filter and a nonlinear XGBoost model. The Kalman filter performs better when distortions are mild, reacting to directional price changes roughly 0.3 seconds faster, whereas XGBoost achieves up to 48% lower mean squared error in the high-noise regime by capturing nonlinear order flow patterns the filter cannot represent.
The framework is then extended to a multi-ETF setting in which three funds with different liquidity profiles track the same underlying index. Cross-asset information improves XGBoost uniformly across all ETFs, while the Kalman filter responds asymmetrically, improving for the less liquid ETFs but deteriorating for the most liquid one. The two estimators converge to near-identical accuracy once cross-asset information is available.
Taken together, the results suggest that efficient price recoverability is regime- and specification-dependent, with implications for estimator selection and the design of cross-ETF statistical arbitrage strategies.
Aalto Stochastics & Statistics Seminar
Mikail Muftuoglu (Aalto University)
TBA (Master thesis presentation)
Tuesday 05 May 2026, 10:15, M3 (M234)
Mathematical physics seminar
Asadollah Aghajani
Hardy Inequalities and Liouville Theorems for Elliptic PDEs (minicourse)
Wednesday 06 May 2026, 14:15, M3 (M234)
Seminar on analysis and geometry
Daniel Slivinskiy (U. Helsinki/Aalto)
TBA
Thursday 07 May 2026, 14:15, M3 (M234)
ANTA Seminar / Hollanti et al.
Matematiikan kandiseminaari (Bachelor thesis seminar in Math.)
Friday 08 May 2026, 09:00, TBA
Further information
Ohjelma: https://mycourses.aalto.fi/course/view.php?id=34597#module-908887
Asadollah Aghajani
Hardy Inequalities and Liouville Theorems for Elliptic PDEs (minicourse)
Friday 08 May 2026, 14:15, M3 (M234)
Seminar on analysis and geometry
Asadollah Aghajani
Hardy Inequalities and Liouville Theorems for Elliptic PDEs (minicourse)
Monday 11 May 2026, 10:15, M3 (M234)
Seminar on analysis and geometry
Zofia Grochulska
TBA
Wednesday 13 May 2026, 10:15, M3 (M234)
Seminar on analysis and geometry / Korte
Asadollah Aghajani
Hardy Inequalities and Liouville Theorems for Elliptic PDEs (minicourse)
Wednesday 13 May 2026, 14:15, M3 (M234)
Seminar on analysis and geometry
Asadollah Aghajani
Hardy Inequalities and Liouville Theorems for Elliptic PDEs (minicourse)
Monday 18 May 2026, 10:15, M3 (M234)
Seminar on analysis and geometry
Michael Yang
TBA (master's thesis presentation)
Monday 18 May 2026, 14:15, M3 (M234)
TBA
AGC seminar
Tuomas Kelomäki
TBA
Monday 25 May 2026, 14:15, M3 (M234)
TBA
AGC seminar
Prof. Iván Blanco Chacón (U. Alcalá)
Summer School on Heegner Points and the Gross-Zagier Formula
Monday 01 June 2026, 10:00, U5 (U147)
Further information
The summer school will take place June 1-5, click 'further info' above for more information and schedule. Registration is mandatory but free of charge. Please register as soon as possible. Pre-requisites: a course on algebraic number theory and some basics on elliptic curves. Organizers: Iván Blanco, Matilde Costa, Antti Haavikko, and the ANTA group.
ANTA Group & U. Alcála
Matematiikan kandiseminaari (Bachelor thesis seminar in Math.)
Monday 15 June 2026, 09:00, TBA
Further information
Ohjelma: https://mycourses.aalto.fi/course/view.php?id=34597#module-908887
Prof. Timothy Trudgian (UNSW Canberra)
TBA
Thursday 09 July 2026, 15:15, M3 (M234)
ANTA Seminar / Hollanti et al.
Prof. Guillermo Mantilla-Soler (U. Nacional de Colombia)
TBA
Tuesday 25 August 2026, 15:15, M3 (M234)
ANTA Seminar / Hollanti et al.
Show the events of the past year
Sivusta vastaa: webmaster-math [at] list [dot] aalto [dot] fi