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Terence Lyons
Terence John Lyons FLSW is a British mathematician, specialising in stochastic analysis. Lyons, previously the Wallis Professor of Mathematics, is a fellow of St Anne's College, Oxford and a Faculty Fellow at The Alan Turing Institute. He was the director of the Oxford-Man Institute from 2011 to 2015 and the president of the London Mathematical Society from 2013 to 2015. His mathematical contributions have been to probability, harmonic analysis, the numerical analysis of stochastic differential equations, and quantitative finance. In particular he developed what is now known as the theory of rough paths. Together with Patrick Kidger he proved a universal approximation theorem for neural networks of arbitrary depth. Education Lyons obtained his B.A. at Trinity College, Cambridge and his D.Phil at the University of Oxford. Career Lyons has held positions at UCLA, Imperial College London, the University of Edinburgh and since 2000 has been Wallis Professor of Mathematics at the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Fellowship Of The Royal Society Of Edinburgh
Fellowship of the Royal Society of Edinburgh (FRSE) is an award granted to individuals that the Royal Society of Edinburgh, Scotland's national academy of science and Literature, letters, judged to be "eminently distinguished in their subject". This society received a royal charter in 1783, allowing for its expansion. Elections Around 50 new fellows are elected each year in March. there are around 1,650 Fellows, including 71 Honorary Fellows and 76 Corresponding Fellows. Fellows are entitled to use the post-nominal letters FRSE, Honorary Fellows HonFRSE, and Corresponding Fellows CorrFRSE. Disciplines The Fellowship is split into four broad sectors, covering the full range of physical and life sciences, arts, humanities, social sciences, education, professions, industry, business and public life. A: Life sciences * A1: Biomedical and cognitive sciences * A2: Clinical sciences * A3: Organismal and environmental biology * A4: Cell and molecular biology B: Physical, enginee ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
London Mathematical Society
The London Mathematical Society (LMS) is one of the United Kingdom's Learned society, learned societies for mathematics (the others being the Royal Statistical Society (RSS), the Institute of Mathematics and its Applications (IMA), the Edinburgh Mathematical Society and the Operational Research Society (ORS). History The Society was established on 16 January 1865, the first president being Augustus De Morgan. The earliest meetings were held in University College London, University College, but the Society soon moved into Burlington House, Piccadilly. The initial activities of the Society included talks and publication of a journal. The LMS was used as a model for the establishment of the American Mathematical Society in 1888. Mary Cartwright was the first woman to be President of the LMS (in 1961–62). The Society was granted a royal charter in 1965, a century after its foundation. In 1998 the Society moved from rooms in Burlington House into De Morgan House (named after t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Aberystwyth University
Aberystwyth University () is a Public university, public Research university, research university in Aberystwyth, Wales. Aberystwyth was a founding member institution of the former federal University of Wales. The university has over 8,000 students studying across three academic faculties and 17 departments. Founded in 1872 as University College Wales, Aberystwyth, it became a founder member of the University of Wales in 1894, and changed its name to the University College of Wales, Aberystwyth. In the mid-1990s, the university again changed its name to become the University of Wales, Aberystwyth. On 1 September 2007, the University of Wales ceased to be a federal university and Aberystwyth University became independent again. The annual income of the institution for 2022–2023 was £130.8 million of which £22.2 million was from research grants and contracts, with an expenditure of £127.8 million. History In the middle of the 19th century, eminent Welsh p ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Toulouse
The University of Toulouse (, ) is a community of universities and establishments ( ComUE) based in Toulouse, France. Originally it was established in 1229, making it one of the earliest universities to emerge in Europe. Suppressed during the French Revolution in 1793, it was refounded in 1896 as part of the reorganization of higher education. It was finally abolished in 1969, giving birth to the three current universities: Toulouse 1 Capitole University, University of Toulouse-Jean Jaurès and Toulouse III - Paul Sabatier University. The ComUE in the Toulouse region was known as Federal University of Toulouse Midi-Pyrénées. On January 1, 2023, the university was renamed as the University of Toulouse. The three universities, along with other institutions, participated in the reconstruction of the University of Toulouse – a joint structure of 107,000 students including 4,500 doctoral students, 17,000 staffs and 145 research laboratories. The mission was entrusted to Pat ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Institute Of Mathematical Statistics
The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts of the world. Beginning in 2005, the institute started offering joint membership with the Bernoulli Society for Mathematical Statistics and Probability as well as with the International Statistical Institute. The Institute was founded in 1935 with Harry C. Carver and Henry L. Rietz as its two most important supporters. The institute publishes a variety of journals, and holds several international conference every year. Publications The Institute publishes five journals: *'' Annals of Statistics'' *'' Annals of Applied Statistics'' *'' Annals of Probability'' *'' Annals of Applied Probability'' *''Statistical Science'' In addition, it co-sponsors: * '' Electronic Communications in Probability'' * '' Electronic Journal of Probability'' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pólya Prize (LMS)
The Pólya Prize is a prize in mathematics, awarded by the London Mathematical Society. Second only to the triennial De Morgan Medal in prestige among the society's awards, it is awarded in the years that are not divisible by three – those in which the De Morgan Medal is not awarded. First given in 1987, the prize is named after Hungarian mathematician George Pólya, who was a member of the society for over 60 years. The prize is awarded "in recognition of outstanding creativity in, imaginative exposition of, or distinguished contribution to, mathematics within the United Kingdom". It cannot be given to anyone who has previously received the De Morgan Medal. List of winners * 1987 John Horton Conway * 1988 C. T. C. Wall * 1990 Graeme B. Segal * 1991 Ian G. Macdonald * 1993 David Rees * 1994 David Williams * 1996 David Edmunds * 1997 John Hammersley * 1999 Simon Donaldson * 2000 Terence Lyons * 2002 Nigel Hitchin * 2003 Angus Macintyre * 2005 Michael Berry * 2006 Peter ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Doctor Of Philosophy
A Doctor of Philosophy (PhD, DPhil; or ) is a terminal degree that usually denotes the highest level of academic achievement in a given discipline and is awarded following a course of Postgraduate education, graduate study and original research. The name of the degree is most often abbreviated PhD (or, at times, as Ph.D. in North American English, North America), pronounced as three separate letters ( ). The University of Oxford uses the alternative abbreviation "DPhil". PhDs are awarded for programs across the whole breadth of academic fields. Since it is an earned research degree, those studying for a PhD are required to produce original research that expands the boundaries of knowledge, normally in the form of a Thesis, dissertation, and, in some cases, defend their work before a panel of other experts in the field. In many fields, the completion of a PhD is typically required for employment as a university professor, researcher, or scientist. Definition In the context o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bachelor Of Arts
A Bachelor of Arts (abbreviated B.A., BA, A.B. or AB; from the Latin ', ', or ') is the holder of a bachelor's degree awarded for an undergraduate program in the liberal arts, or, in some cases, other disciplines. A Bachelor of Arts degree course is generally completed in three or four years, depending on the country and institution. * Degree attainment typically takes five or more years in Argentina, Brazil, Chile, and Peru. * Degree attainment typically takes four years in Afghanistan, Armenia, Azerbaijan, Bangladesh, Brunei, Bulgaria, Canada (except Quebec), China, Egypt, Finland, Georgia, Ghana, Greece, Hong Kong, Indonesia, India, Iran, Iraq, Ireland, Jamaica, Japan, Kazakhstan, Kenya, Kuwait, Latvia, Lebanon, Lithuania, Malaysia, Mexico, Mongolia, Myanmar, Nepal, the Netherlands, Nigeria, Pakistan, the Philippines, Qatar, Russia, Saudi Arabia, Scotland, Serbia, Singapore, South Africa, South Korea, Spain, Sri Lanka, Taiwan, Thailand, Turkey, Ukraine, the United S ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Universal Approximation Theorem
In the mathematical theory of artificial neural networks, universal approximation theorems are theorems of the following form: Given a family of neural networks, for each function f from a certain function space, there exists a sequence of neural networks \phi_1, \phi_2, \dots from the family, such that \phi_n \to f according to some criterion. That is, the family of neural networks is dense in the function space. The most popular version states that feedforward networks with non-polynomial activation functions are dense in the space of continuous functions between two Euclidean spaces, with respect to the compact convergence topology. Universal approximation theorems are existence theorems: They simply state that there ''exists'' such a sequence \phi_1, \phi_2, \dots \to f, and do not provide any way to actually find such a sequence. They also do not guarantee any method, such as backpropagation, might actually find such a sequence. Any method for searching the space of neural ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Rough Path
In stochastic analysis, a rough path is a generalization of the classical notion of a smooth path. It extends calculus and differential equation theory to handle irregular signals—paths that are too rough for traditional analysis, such as a Wiener process. This makes it possible to define and solve controlled differential equations of the form \mathrmy_t = f(y_t),\mathrmx_t, \quad y_0 = a even when the driving path x_t lacks classical differentiability. The theory was introduced in the 1990s by Terry Lyons. Rough path theory captures how nonlinear systems interact with highly oscillatory or noisy input. It builds on the integration theory of L. C. Young, the geometric algebra of Kuo-Tsai Chen, and the Lipschitz function theory of Hassler Whitney, while remaining compatible with key ideas in stochastic calculus. The theory also extends Itô's theory of stochastic differential equations far beyond the semimartingale setting. Its definitions and uniform estimates form a ro ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quantitative Finance
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio management on the other. Mathematical finance overlaps heavily with the fields of computational finance and financial engineering. The latter focuses on applications and modeling, often with the help of stochastic asset models, while the former focuses, in addition to analysis, on building tools of implementation for the models. Also related is quantitative investing, which relies on statistical and numerical models (and lately machine learning) as opposed to traditional fundamental analysis when managing portfolios. French mathematician Louis Bachelier's doctoral thesis, defended in 1900, is considered the first scholarly work on math ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Differential Equations
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to mathematical model, model various behaviours of stochastic models such as stock prices,Musiela, M., and Rutkowski, M. (2004), Martingale Methods in Financial Modelling, 2nd Edition, Springer Verlag, Berlin. random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the distributional derivative of a Brownian motion or more generally a semimartingale. However, other types of random behaviour are possible, such as jump processes like Lévy processes or semimartingales with jumps. Stochastic differential equations are in general neither differential equations nor random differential equations. Random differe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
