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Description An ICTP meeting in person

Dynamical Systems give a mathematical framework to study and to interpret the temporal and spatial evolution of processes of different nature from physics to finance. To understand the diversity of such processes, dynamical systems theory resorts to all branches of mathematics, from geometry to probability, from number theory to differential equations.

Our conference aims to touch upon several topics in Dynamics, illustrating the connections and presenting new ideas, with special emphasis given to the following subjects:
  • Small divisors and KAM theory
  • Hamiltonian dynamics
  • Probabilistic aspects of dynamical systems
  • Teichmueller dynamics
  • Information theory and time series
  • Applications of dynamical systems to finance

Call for Contributed Abstracts: All applicants are encouraged to submit an abstract for a poster presentation. Abstract templates are available below for download.

Speakers:

M. BENINI, Universita’ di Parma
P. BERGER, CNRS/Sorbonne University
G. BORMETTI, Univesita’ di Bologna
J. CHAIKA, University of Utah
A. CHÉRITAT, University of Toulouse
D. COATES, University of São Paulo
R. DOUADY, CNRS/Sorbonne University
H. ELIASSON, CNRS/Sorbonne University
G. FORNI, University of Maryland
K. FRACZEK, Nicolaus Copernicus University
K. KHANIN, University of Toronto
D. H. KIM, Dongguk University
G. LIVIERI, London School of Economics
C. MATHEUS, CNRS/Ecole Polytechnique
P. MAZZARISI, Universita’ di Siena
F. PENE, University of Brest
A. SKRIPCHENKO, Moscow School Economics
H. TAKAHASI, Keio University
M. TANZI, NYU
G. TIOZZO, University of Toronto
M. YAMPOLSKY, University of Toronto


Grants: A limited number of grants are available to support the attendance of selected participants, with priority given to participants from developing countries. There is no registration fee.

Material

Conference on Dynamics and Finance: from KAM Tori to ETFs | (smr 3883)
Go to day
  • Monday, 9 October 2023
    • 09:00 - 09:45
      • 09:00 Registration formalities 45' 
        Upon arrival, Visitors not staying in the ICTP Guest Houses, are kindly requested to complete registration formalities at the Leonardo Building (Lobby). The Registration Desk will be open from 9.00 to 9.45.
    • 09:45 - 12:30
      • 09:45 Opening remarks 15'
        Material: Video
      • 10:00 Billiards in polygons are stable 1h0'
        Speaker: Giovanni FORNI (University of Maryland)
      • 11:00 Break 30'
      • 11:30 Random-like properties of chaotic forcing 1h0'
        Speaker: Matteo TANZI (NYU)
        Material: Abstract Video
    • 14:00 - 17:30
      • 14:00 Continued fraction algorithm for rational numbers of certain parity types 1h0'
        Speaker: Dong Han KIM (Dongguk University)
        Material: Abstract Video
      • 15:00 Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis 1h0'
        Speaker: Giulia LIVIERI (London School of Economics)
        Material: Abstract Video
      • 16:00 Break 30'
      • 16:30 On intrinsic ergodicity of heterochaos baker maps and exponential mixing for the Dyck system 1h0'
        Speaker: Hiroki TAKAHASI (Keio University)
        Material: Abstract Video
    • 17:30 - 19:00
      Material: Booklet with poster abstracts
      • 17:30 Get-together drink and poster 1h30' 
        All participants are cordially invited to a Get-together drink.
  • Tuesday, 10 October 2023
    • 09:30 - 13:00
      • 09:30 Almost reducibility of quasi-periodic co-cycles 1h0'
        Speaker: Hakan ELIASSON (CNRS/Sorbonne University)
        Material: Video
      • 10:30 Quantitative recurrence for T,T^{-1}-transformations 1h0'
        Speaker: Francoise Marie PENE (University of Brest)
        Material: Abstract Video
      • 11:30 Break 30'
      • 12:00 Recent progress on the horocycle flow on strata of translation surfaces 1h0'
        Speaker: Jon CHAIKA (University of Utah)
        Material: Abstract Video
    • 14:30 - 17:00
      • 14:30 Arnoux - Rauzy Interval Exchange Transformations: yesterday, today, tomorrow 1h0'
        Speaker: Alexandra SKRIPCHENKO (Moscow School Economics)
        Material: Abstract Slides Video
      • 15:30 Break 30'
      • 16:00 Market efficiency and Shannon entropy: Applications to stock markets and ETFs 1h0'
        Speaker: Piero MAZZARISI (Universita’ di Siena)
        Material: Abstract Video
    • 19:00 - 21:00
      • 19:00 Social dinner 2h0' 
        All participants are cordially invited to a Social Dinner.
  • Wednesday, 11 October 2023
    • 09:30 - 13:00
      • 09:30 Elliptic dynamics on certain relative character varieties 1h0'
        Speaker: Carlos Matheus SILVA SANTOS (CNRS/Ecole Polytechnique)
        Material: Abstract Video
      • 10:30 Persistent non-statistical behaviour in one dimension 1h0'
        Speaker: Douglas COATES (University São Paulo, Brazil)
        Material: Abstract Video
      • 11:30 Group Photo 5'
      • 11:35 Break 25'
      • 12:00 Spectral properties of Schrödinger operators with quasi-periodic potential and Aubry-Mather theory 1h0'
        Speaker: Konstantin KHANIN (University of Toronto)
        Material: Abstract Video
  • Thursday, 12 October 2023
    • 09:30 - 13:00
      • 09:30 The Marmi-Moussa-Yoccoz conjecture on the size of Siegel disks 1h0'
        Speaker: Arnaud CHERITAT (University of Toulouse)
        Material: Video
      • 10:30 Renormalization, linearization of maps of the annulus, and smoothness of Arnold tongues 1h0'
        Speaker: Michael YAMPOLSKY (University of Toronto)
        Material: Video
      • 11:30 Break 30'
      • 12:00 The Poisson boundary of hyperbolic groups without moment conditions 1h0'
        Speaker: Giulio TIOZZO (University of Toronto)
        Material: Abstract Slides Video
    • 14:30 - 17:00
      • 14:30 Portfolio construction using nonlinear polymodels 1h0'
        Speaker: Raphael Laurent Daniel DOUADY (CNRS/Sorbonne University)
        Material: Abstract Slides Video
      • 15:30 Break 30'
      • 16:00 Deviation Spectrum of Ergodic Integrals for Locally Hamiltonian Flows on Surfaces 1h0'
        Speaker: Krzysztof FRACZEK (Nicolaus Copernicus University)
        Material: Abstract Slides Video
    • 17:30 - 19:30
      • 17:30 Yoccoz event 2h0'
  • Friday, 13 October 2023
    • 09:30 - 13:00
      • 09:30 Bifurcations in families of meromorphic maps 1h0'
        Speaker: Anna BENINI (Universita’ di Parma)
        Material: Abstract Slides Video
      • 10:30 Macro-economic prediction in a time-varying parameter framework 1h0'
        Speaker: Giacomo BORMETTI (Univesita’ di Bologna)
        Material: Abstract Video
      • 11:30 Break 30'
      • 12:00 Analytic pseudo-rotations 1h0'
        Speaker: Pierre Charles Patrick BERGER (CNRS/Sorbonne University)
        Material: Abstract Video
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