According to current international regulation, financial institutions are obliged to calculate the risk in their trading book on the basis of expected shortfall (ES), a risk measure which aims to capture risk from rare, low-probability events more effectively than earlier measures. Read more →
The climate system involves a complex interplay between the ocean and atmosphere. Studies of this interplay typically rely on model simulations in comparison with time series data for some feature of oceanic and/or atmospheric circulation on a regional or larger scale. Read more →
A leading model in earthquake forecasting is the epidemic-type aftershock sequence model, which takes the times and locations of future aftershocks to depend on previous earthquakes, with more recent earthquakes exerting more influence than older events. Read more →
The London Mathematical Laboratory (LML) invites applications to its 2019 Summer School. This will be held at the Abdus Salam International Centre for Theoretical Physics (ICTP) in Trieste, Italy from Monday 8th July to Friday 2nd August 2019.
Postgraduate students will spend four weeks researching a project under the supervision of LML Fellows and colleagues from the ICTP and the International School for Advanced Studies (SISSA). Project descriptions can be found here. Read more →
LML is delighted to announce that Yonatan Berman joins the Ergodicity Economics research programme as a Postdoctoral Fellow. Yonatan joins us from Paris School of Economics and has a PhD from Tel Aviv University. Read more →
Since the 1950s, assessments of the quality and effectiveness of scientific research have increasingly rested on quantitative measures based on publication citations. Read more →
Criminologists try to predict crime with a number of methods, such as “hot-spotting” – making maps of locations where crimes tend to occur – and epidemiological techniques based on the assumption that the local risk of crime rises temporarily after a crime occurs. Read more →
Monte Carlo experiments use computation and repeated random sampling to obtain numerical estimates for various natural or mathematical processes. Read more →
The recent study of large data sets has revealed the key network structures behind many biological, social, and technological processes. Read more →
In 1975, Yoshiki Kuramoto introduced a simple model to describe the collective dynamics of a set of interacting oscillators. In the model, each oscillator has a natural frequency, and is coupled equally to all other oscillators. Read more →
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