Title: Networks in social systems Abstract: The spread of memes and misinformation on social media, political redistricting, interactions in animal populations, and the dynamics of voters during elections are among the many things that people study in the field of complex systems. All of these phenomena involve the interactions of individual parts, which come together […]

Title: No-arbitrage pricing in a market for position on a multilane freeway, with an application to lane changing Abstract: We introduce a trading mechanism allowing cars to change position in a multilane congested freeway by doing peer-to-peer transactions. For the car initiating the operation, or incoming car, the goal can be to increase speed, to […]

Title: Quantitative Investment and Modern Portfolio Theory Abstract: Investment strategies come in many flavors. Quantitative strategies incorporate or fully direct investment based on mathematical models. One of the cornerstones of investment is portfolio management, and modern portfolio theory can serve as a basis for quantitative portfolio management. In this talk, we will discuss quantitative investing […]

Title: Using Topology to Measure Shape in Data Abstract: Data of various kinds is being collected at an enormous rate, and in many different forms. Often, the data are equipped with a notion of distance that reflects similarity in some sense. Using this similarity measure, certain topological features--e.g. the number of connected components, loops, and […]

Title: Spectral gap in random regular graphs and hypergraphs Abstract: Random graphs and hypergraphs have been used for decades to model large-scale networks, from biological, to electrical, and to social. Various random graphs (and their not-so-random properties) have been connected to algorithms solving problems from community detection to matrix completion, coding theory, and various other […]