Unlocking Data Streams

Tuesday 16th March 2021
09:50 to 10:00	Zoom Room Opens	Room 1
10:00 to 10:05	Jane Leeks Newton Gateway to Mathematics Welcome and Introduction	Room 1
10:05 to 10:35	Terry Lyons University of Oxford Chair: Jane Leeks Rough Paths – Streamed Data	Room 1
10:35 to 11:00	Hao Ni University College London; The Alan Turing Institute Chair: Jane Leeks Early Warning System for Sepsis Detection Using Signature-Based Machine Learning Models	Room 1
11:00 to 11:25	Maud Lemercier University of Warwick; The Alan Turing Institute Chair: Thomas Cass Inference from Evolving Populations: Agriculture	Room 1
11:25 to 11:45	Tea & Coffee Break	Room 1
11:45 to 12:10	Thomas . GCHQ Chair: Thomas Cass Inference from trees: Cybersecurity	Room 1
12:10 to 12:35	Ariana Huebner TRACERx ; Cris Salvi University of Oxford Chair: Thomas Cass Decision Making with Lung Cancer Trees of Genetic Mutations	Room 1
12:35 to 13:35	Lunch	Room 1
13:35 to 14:00	Patrick Kidger University of Oxford Chair: Harald Oberhauser Neural Controlled Differential Equations	Room 1
14:00 to 14:25	James Morrill University of Oxford Chair: Harald Oberhauser Log Signatures and Neural Controlled Differential Equations	Room 1
14:25 to 14:50	Peter Foster The Alan Turing Institute Chair: Harald Oberhauser Path Signature Example Notebooks	Room 1
14:50 to 15:10	Chair: Harald Oberhauser Tea & Coffee Break	Room 1
15:10 to 15:35	Blanka Horvath King's College London; JP Morgan ; Magnus Wiese University of Kaiserslautern Chair: Terry Lyons A Data-Driven Market Simulator for Small Data Environments	Room 1
15:35 to 16:00	Hans Buehler JP Morgan Chair: Terry Lyons Deep hedging: Learning Risk-Neutral Implied Volatility Dynamics	Room 1
16:00 to 16:30	Break-Out Rooms - Questions and Discussion	Room 1

Tuesday 16th March 2021

09:50 to 10:00

Zoom Room Opens

Room 1

10:00 to 10:05

Jane Leeks Newton Gateway to Mathematics
Welcome and Introduction

Room 1

10:05 to 10:35

Terry Lyons University of Oxford
Chair: Jane Leeks
Rough Paths – Streamed Data

Room 1

10:35 to 11:00

Hao Ni University College London; The Alan Turing Institute
Chair: Jane Leeks
Early Warning System for Sepsis Detection Using Signature-Based Machine Learning Models

Room 1

11:00 to 11:25

Maud Lemercier University of Warwick; The Alan Turing Institute
Chair: Thomas Cass
Inference from Evolving Populations: Agriculture

Room 1

11:25 to 11:45

Tea & Coffee Break

Room 1

11:45 to 12:10

Thomas . GCHQ
Chair: Thomas Cass
Inference from trees: Cybersecurity

Room 1

12:10 to 12:35

Ariana Huebner TRACERx ; Cris Salvi University of Oxford
Chair: Thomas Cass
Decision Making with Lung Cancer Trees of Genetic Mutations

Room 1

12:35 to 13:35

Lunch

Room 1

13:35 to 14:00

Patrick Kidger University of Oxford
Chair: Harald Oberhauser
Neural Controlled Differential Equations

Room 1

14:00 to 14:25

James Morrill University of Oxford
Chair: Harald Oberhauser
Log Signatures and Neural Controlled Differential Equations

Room 1

14:25 to 14:50

Peter Foster The Alan Turing Institute
Chair: Harald Oberhauser
Path Signature Example Notebooks

Room 1

14:50 to 15:10

Chair: Harald Oberhauser
Tea & Coffee Break

Room 1

15:10 to 15:35

Blanka Horvath King's College London; JP Morgan ; Magnus Wiese University of Kaiserslautern
Chair: Terry Lyons
A Data-Driven Market Simulator for Small Data Environments

Room 1

15:35 to 16:00

Hans Buehler JP Morgan
Chair: Terry Lyons
Deep hedging: Learning Risk-Neutral Implied Volatility Dynamics

Room 1

16:00 to 16:30

Break-Out Rooms - Questions and Discussion

Room 1

INI is a creative collaborative space which is occupied by up to fifty-five mathematical scientists at any one time (and many more when there is a workshop). Some of them may not have met before and others may not realise the relevance of other research to their own work.

INI is especially important as a forum where early-career researchers meet senior colleagues and form networks that last a lifetime.

Here you can learn about all activities past, present and future, watch live seminars and submit your own proposals for research programmes.

Within this section of the website you should find all the information required to arrange and plan your visit to the Institute. If you have any further questions, or are unable to find the information you require, please get in touch with the relevant staff member or our Reception team via our contact pages.

The Isaac Newton Institute aims to maximise the benefit of its scientific programmes to the UK mathematical science community in a variety of ways.

Whether spreading research opportunities through its network of correspondents, offering summer schools to early career researchers, or hosting public-facing lectures through events such as the Cambridge Festival, there is always a great deal of activity to catch up on.

Find out about all of these endeavours in this section of the site.

“A world famous place for research in the mathematical sciences with a reputation for efficient management and a warm welcome for visitors”

The Isaac Newton Institute is a national and international visitor research institute. It runs research programmes on selected themes in mathematics and the mathematical sciences with applications over a wide range of science and technology. It attracts leading mathematical scientists from the UK and overseas to interact in research over an extended period.

INI has a vital national role, building on many strengths that already exist in UK universities, aiming to generate a new vitality through stimulating and nurturing research throughout the country.During each scientific programme new collaborations are made and ideas and expertise are exchanged and catalysed through lectures, seminars and informal interaction, which the INI building has been designed specifically to encourage.

For INI’s knowledge exchange arm, please see the Newton Gateway to Mathematics.

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Unlocking Data Streams

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