Speaker: Ranjan Bhaduri

Title: Some Musings of a Mathematician about the Hedge Fund Space

Please join us for a informal seminar by UH Manoa alum and Chief Research Officer at Sigma Analysis & Management Ltd, Dr. Ranjan Bhaduri. He will give us some insights into the mathematics of the hedge fund world.

Bring a lunch or snack for this exciting discussion!

Abstract: The hedge fund space has grown into a multi-trillion dollar business, and there are several quantitative and systematic hedge funds in existence. Many mathematical techniques are invoked in the hedge fund industry. This talk gives some insights about some of the mathematics utilized in the hedge fund world and in portfolio construction of multi-manager portfolios. In addition, it gives some nuggets of wisdom to students (both undergraduate and graduate) looking to have success in the business and finance world.

Speaker: Sita Benedict, UH-Manoa

Title: The modulus of curve families in R^n and its properties (Part 2 of 2)

Abstract: This talk will be an introduction to what is the modulus of a curve family, introduced in 1950 by Ahlfors and Beurling and generalized to its current form by Fuglede in 1957. We will define the modulus for curve families in R^n, but the definition makes sense in a general metric measure space. Although the definition is a bit cumbersome, the modulus has some very nice and useful properties, which lead naturally to the definition of quasiconformal mappings and also Newtonian spaces. These are, respectively, generalizations of conformal mappings and Sobelev spaces. We will prove these nice properties of the modulus and also calculate the modulus of certain families of curves.

See Thomas for details

See organizers Rufus, Alan or Robin for details.

Title: Wave driven inundation for reef fringed atolls

Speaker: Prof. Janet M. Becker, Department of Geology and Geophysics

Abstract: As sea level rises, the threat of wave driven inundation for low lying atolls is anticipated to increase. Wave driven inundation results from three dynamically distinct components: sea and swell energy, breaking wave setup, and low frequency (infragravity) energy. Here, results from field experiments in Ipan, Guam and Majuro and Roi-Namur, RMI are presented that demonstrate the importance of low frequency energy on fringing reefs. The observations are described in terms of linear and nonlinear dynamics. Projections of wave driven inundation that include all components for Roi-Namur under future sea level scenarios are presented.

Speaker: John “Curlee” Robertson, University of Hawaii

Title: Analytical Techniques in Measurable Group Theory

Abstract: Measurable Group Theory is a relatively new tool created to recover information about countable groups. We will introduce what it means to be “measure equivalent”, give some examples (and some non-examples), and talk about how this helps us view our groups from the angle of unitary operators on a Hilbert space. More specifically, for two measure equivalent groups a unitary representation of one induces a unitary representation of the other in a “geometry preserving” way. I’ll give a few short proofs and draw some nice pictures. Needless to say, this should be accessible to all.

See organizers Rufus, Alan or Robin for details.

Title: A brief overview of topological data analysis

See organizers Rufus, Alan or Robin for details.