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The David Crighton Lecture Professor Frank Kelly CBE FRS Thursday 12 May 2016 at 6.15 P.M
The David Crighton Lecture Professor Frank Kelly CBE FRS Thursday 12 May 2016 at 6.15 p.m. followed by a reception at The Royal Society, Carlton House Terrace, London, SW1Y 5AG Registration will open at 5.45 p.m. Mathematics and Financial Markets Abstract: A substantial proportion of mathematics graduates, at both first degree and doctoral level, enter the financial services sector. This is hardly surprising given the importance of the sector to the economy, and the role of mathematical modelling in the valuation of instruments and the assessment of risk. What is striking is that, with some notable exceptions, few mathematicians have been actively engaged in the design of financial markets. This is undoubtedly a serious challenge with parallels from other large-scale complex networks: to design a distributed system, linking self-interested and intelligent agents, so that the outcome is effective and efficient. How would an ideal market operate, to allow liquidity between long-term investors to be provided by short- term traders? In the second part of the talk I outline some preliminary work, joint with Elena Yudovina, on this question. I describe a simplified and analytically tractable model of a limit order book where the dynamics are driven by stochastic fluctuations between supply and demand. The model has a natural interpretation for a highly traded market on short time scales where there is a separation between the time scale of trading, represented in the model, and a longer time scale on which fundamentals change. There has been considerable discussion recently of the effects of competition between multiple high- frequency traders, and of proposals aimed to slow down markets. -
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November, 2019 1 Petia M. Vlahovska Department of Engineering
November, 2019 Petia M. Vlahovska Department of Engineering Sciences and Applied Mathematics McCormick School of Engineering and Applied Science Northwestern University 2145 Sheridan Road Evanston, IL 60208, USA email: [email protected] web: http://people.esam.northwestern.edu/~vlahovska Tel. /office/ +1 (847) 491-8782 Research Interests: fluid-structure interaction in Stokes flow, interfacial flows, electrohydrodynamics, active fluids, soft matter, rheology, mechanics of biomembranes. 1 Education 8/03 Ph.D. Chemical Engineering, Yale University. Thesis: “Dynamics of a surfactant-covered drop and the non-Newtonian rheology of emulsions” Advisors: Prof. Michael Loewenberg and Prof. Jerzy Blawzdziewicz 2001 M.Phil. Mechanical Engineering, Yale University 1999 M.S. Chemical Engineering, Yale University 6/96 M.Sc. Post-graduate program in “Separation processes in the industry and environmental protection” Laboratory of Chemical Physics and Engineering (renamed to Department of Chemical Engineering), University of Sofia “St. Kliment Ohridski”, Bulgaria Thesis: “Modeling the drying of solvent coatings on continuous webs” Advisors: Dr. Richard Aust and Prof. Franz Durst (LSTM, University of Erlangen, Germany), Prof. Krassimir Danov (University of Sofia, Bulgaria) 6/94 M.Sc. Chemistry, University of Sofia “St. Kliment Ohridski” (Bulgaria) Concentration: chemical physics and theoretical chemistry Thesis: “Diffusion-controlled adsorption kinetics in micellar surfactant solutions” Advisor: Prof. Krassimir Danov 2 Professional appointments -
Curriculum Vitae: Marc Andre Hesse 2202 W
CURRICULUM VITAE:MARC ANDRE HESSE 2202 W North Loop Blvd. Phone: (512) 471-0768 Apt. # 240 Fax: (512) 232-1913 Austin, TX 78756 email: [email protected] U.S.A. [email protected] web: http://www.jsg.utexas.edu/hesse PROFESSIONAL APPOINTMENTS 2016 – current Associate professor of Geological Sciences, University of Texas at Austin 2009 – 2016 Assistant professor of Geological Sciences, University of Texas at Austin 2008 – 2009 Postdoctoral scholar in Geological Sciences, Brown University 2006 & 2007 Reservoir simulation research team, Chevron Energy Technology Company 1999 Summer intern, Hawaii Scientific Drilling Project PROFESSIONAL PREPARATION 2009 Postdoc Geological Sciences Brown University Advisors: Y. Liang & E. M. Parmentier Topic: Multiscale modeling of the physics and chemistry of melting and melt migration. 2008 Ph.D. Petroleum Engineering Stanford University Advisors: H. Tchelepi & F. M. Orr Jr. Thesis: Mathematical modeling and multiscale simulation of CO2 storage in saline aquifers. 2003 M.Phil. Fluid Flow University of Cambridge Advisor: J. Lie Thesis: Numerical simulation of axis-symmetric rising bubbles. 2002 M.S. Oceanography M.I.T. - W.H.O.I. Joint Program Advisors: T. Grove & N. Shimizu Thesis: Absarokites from Western Mexico: Constraints on mantle wedge conditions. 2000 Hon. BSc Geology University of Edinburgh Advisor: G. Graham Thesis: Metamorphic rocks of the southern Tayvallich peninsula. 1998 Vordiplom Geologie Technische Universitat¨ Munchen¨ HONOURS AND AWARDS 2015 Outstanding Research Award Jackson School of Geosciences SSD Appreciation Award UT Services for Students with Disabilities 2014 US Junior Oberwolfach Fellowship National Science Foundation 2013 Editors Citation for Excellence in Refereeing Geophysical Research Letters Junior Scientist Prize Society of Industrial and Applied Mathematics Activity Group on Geosciences G. -
The Low Countries. Jaargang 11
The Low Countries. Jaargang 11 bron The Low Countries. Jaargang 11. Stichting Ons Erfdeel, Rekkem 2003 Zie voor verantwoording: http://www.dbnl.org/tekst/_low001200301_01/colofon.php © 2011 dbnl i.s.m. 10 Always the Same H2O Queen Wilhelmina of the Netherlands hovers above the water, with a little help from her subjects, during the floods in Gelderland, 1926. Photo courtesy of Spaarnestad Fotoarchief. Luigem (West Flanders), 28 September 1918. Photo by Antony / © SOFAM Belgium 2003. The Low Countries. Jaargang 11 11 Foreword ριστον μν δωρ - Water is best. (Pindar) Water. There's too much of it, or too little. It's too salty, or too sweet. It wells up from the ground, carves itself a way through the land, and then it's called a river or a stream. It descends from the heavens in a variety of forms - as dew or hail, to mention just the extremes. And then, of course, there is the all-encompassing water which we call the sea, and which reminds us of the beginning of all things. The English once labelled the Netherlands across the North Sea ‘this indigested vomit of the sea’. But the Dutch went to work on that vomit, systematically and stubbornly: ‘... their tireless hands manufactured this land, / drained it and trained it and planed it and planned’ (James Brockway). As God's subcontractors they gradually became experts in living apart together. Look carefully at the first photo. The water has struck again. We're talking 1926. Gelderland. The small, stocky woman visiting the stricken province is Queen Wilhelmina. Without turning a hair she allows herself to be carried over the waters. -
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NEWSLETTER No
NEWSLETTER No. 464 December 2016 ATHENA PRIZE The London Mathematical Society Women in Diversity Conference on 31 October 2016. The Mathematics Committee was presented with medal was presented by Dr Julie Maxton, the inaugural Royal Society Athena Prize (see Executive Director, Royal Society. See page 3 for November LMS Newsletter) at the Royal Society images of the medal. Dr Julie Maxton, Executive Director, Royal Society; Professor John Greenlees, LMS Vice President; Dr Cathy Hobbs; Professor Gwyneth Stallard; Dr Eugenie Hunsicker, Chair, Women in Mathematics Committee SOCIETY MEETINGS AND EVENTS • 16–17 December: Prospects in Mathematics • 5 May 2017: Mary Cartwright Lecture, London Meeting, York page 16 • 1 June 2017: Northern Regional Meeting, York • 20 December: SW & South Wales Regional • 30 June 2017: Graduate Student Meeting, Bath page 15 Meeting, London • 18–22 April 2017: LMS Invited Lectures, Newcastle page 24 • 30 June 2017: Society Meeting, London NEWSLETTER ONLINE: newsletter.lms.ac.uk @LondMathSoc LMS NEWSLETTER http://newsletter.lms.ac.uk Contents No. 464 December 2016 7 18 Calendar of Events 39 British Combinatorial Conference.........21 British Postgraduate Model LMS Items Theory Conference...............................20 Athena Prize............................................1 2 Young Theorists’ Forum..........................21 Caring Supplementary Grants................5 Cecil King Travel Scholarship News 2017 – call for nominations................25 Chern Medal 2018...................................4 Council Diary............................................6 -
The Dundee Directory
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Industrial Railways July 2019
The R.C.T.S. is a Charitable Incorporated Organisation registered with The Charities Commission Registered No. 1169995. THE RAILWAY CORRESPONDENCE AND TRAVEL SOCIETY PHOTOGRAPHIC LIST LIST 7 - INDUSTRIAL RAILWAYS JULY 2019 The R.C.T.S. is a Charitable Incorporated Organisation registered with The Charities Commission Registered No. 1169995. www.rcts.org.uk VAT REGISTERED No. 197 3433 35 R.C.T.S. PHOTOGRAPHS – ORDERING INFORMATION The Society has a collection of images dating from pre-war up to the present day. The images, which are mainly the work of late members, are arranged in in fourteen lists shown below. The full set of lists covers upwards of 46,900 images. They are : List 1A Steam locomotives (BR & Miscellaneous Companies) List 1B Steam locomotives (GWR & Constituent Companies) List 1C Steam locomotives (LMS & Constituent Companies) List 1D Steam locomotives (LNER & Constituent Companies) List 1E Steam locomotives (SR & Constituent Companies) List 2 Diesel locomotives, DMUs & Gas Turbine Locomotives List 3 Electric Locomotives, EMUs, Trams & Trolleybuses List 4 Coaching stock List 5 Rolling stock (other than coaches) List 6 Buildings & Infrastructure (including signalling) List 7 Industrial Railways List 8 Overseas Railways & Trams List 9 Miscellaneous Subjects (including Railway Coats of Arms) List 10 Reserve List (Including unidentified images) LISTS Lists may be downloaded from the website http://www.rcts.org.uk/features/archive/. PRICING AND ORDERING INFORMATION Prints and images are now produced by ZenFolio via the website. Refer to the website (http://www.rcts.org.uk/features/archive/) for current prices and information. NOTES ON THE LISTS 1. Colour photographs are identified by a ‘C’ after the reference number. -
David Crighton Medal – Professor Frank Kelly CBE, FRS
LMS-IMA David Crighton Medal – Professor Frank Kelly CBE, FRS. Short Frank Kelly is awarded the David Crighton Medal of the LMS and IMA for services both to mathematics and to the mathematical community. Medium Frank Kelly is awarded the David Crighton Medal of the London Mathematical Society and the Institute of Mathematics and its Applications for services both to mathematics and to the mathematical community. Kelly’s work on the fundamental properties of communication networks has had direct application to the design of telephone networks and internet protocols. The importance and impact of his work more broadly is reflected in the large number of citations his papers receive, together with the award of international prizes. He is the Head of a Cambridge college, and has chaired groups working to improve children’s experience of mathematics. He has been Chief Scientific Advisor to the Government (Department of Transport) and chaired the Council for the Mathematical Sciences at an important time for the mathematics community. He was elected a Fellow of the Royal Society in 1989 and awarded a CBE in 2013. Long Frank Kelly is awarded the David Crighton Medal of the London Mathematical Society and the Institute of Mathematics and its Applications for services both to mathematics and to the mathematical community. He is a professor at the University of Cambridge and has been Director of the Statistical Laboratory there. He is currently Master of Christ’s College, Cambridge. Kelly has made fundamental contributions to the theory of random processes, networks, control and optimization. One of his main contributions was to show that fairly simple-minded local processes could, when combined in enormous systems, act in such a way as to optimize control and fairness. -
The Psychologist Vol 28 No 4 April 2015
the psychologist vol 28 no 4 april 2015 www.thepsychologist.org.uk What has neuroscience ever done for us? Jonathan Roiser considers the case of mental health letters 254 the exciting side of boredom 278 news 264 seeing through the double blind 288 careers 318 the power of personality 296 reviews 326 looking back: Baddeley on memory 334 Contact The British Psychological Society the psychologist... 48 Princess Road East Leicester LE1 7DR ...features 0116 254 9568 www.bps.org.uk The Psychologist www.thepsychologist.org.uk www.psychapp.co.uk [email protected] What has neuroscience ever done for us? 284 tinyurl.com/thepsychomag Jonathan Roiser (winner of the Society’s Spearman Medal 2013) considers the case of @psychmag mental health Advertising The exciting side of boredom 278 Reach 50,000 psychologists. Our journalist Ella Rhodes speaks to Display Aaron Hinchcliffe psychologists who think boredom has had 020 7880 7661 a bad press [email protected] Recruitment (in print and online at www.psychapp.co.uk) 284 Seeing through the double blind 288 Giorgio Romano 020 7880 7556 A randomised control trial is quality science, [email protected] right? Not necessarily. Lewis Killin and Sergio Della Sala explain (see also ‘interview’) March 2014 issue 52,574 dispatched The power of personality 296 John D. Mayer argues that ‘personal Printed by intelligence’ shapes our lives Warners Midlands plc on 100 per cent recycled New voices: Calling time on Alzheimer’s 300 paper. Please re-use or recycle. Could circadian rhythms be the key? ISSN 0952-8229 Brianne Kent with the latest in our series for first-time authors Cover The Trumpeting Brain ...debates created by Alexander Leemans 278 www.providi-lab.org letters 254 White matter fibre tract pathways making writing readable; legal highs; dyscalculia; shown with different colours and repatriation; autism; and more widths to emphasise the local degree of uncertainty along their trajectories. -
Lease of Premises to William Aylward 1851. HG / 2 / 297B Handwritten Note
Lease of premises to William Aylward 1851. HG / 2 / 297b Handwritten note, " Whitecliff – Brading". This Indenture made the twentieth day of December in the Year of our Lord one thousand, eight hundred and fifty one Between Sir Graham Eden Hamond of Norton Lodge in the parish of Freshwater in the Isle of Wight, Baronet, of the one part and William Aylward of the parish of cattle Wymmering in the County of Southampton, Brickmaker, of the other part, Witnesseth that in consideration of the Rent and Covenants hereinafter reserved and contained, the said Sir Graham Eden Hamond doth hereby demise and lease unto the said William Aylward, his Executors, administrators and assigns All that piece or parcel of Land situate at Whitecliff in the parish of Brading in the said Isle adjoining the seashore as the same is more particularly described by the Plan thereof drawn in the Margin of these presents on part of which said piece of Land there was formerly a Brick Kiln in the occupation of Cooper Together with full liberty to erect Kilns, Sheds and other Erections upon the said piece of land and to dig and get upon the said piece of land Brick-Earth, Loam, Sand, Chalk and Flints and to make and manufacture the same upon the said premises and not elsewhere into Bricks, Tiles and other articles for the purposes of Sale and to sell and dispose of the same when so manufactured, but not otherwise, Together also with all ways, paths, waters, profits, privileges and appurtenances to the said piece of land belonging .......