BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Ashoka University - ECPv6.18.2//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Ashoka University
X-ORIGINAL-URL:https://www.ashoka.edu.in
X-WR-CALDESC:Events for Ashoka University
REFRESH-INTERVAL;VALUE=DURATION:PT1H
X-Robots-Tag:noindex
X-PUBLISHED-TTL:PT1H
BEGIN:VTIMEZONE
TZID:Asia/Kolkata
BEGIN:STANDARD
TZOFFSETFROM:+0530
TZOFFSETTO:+0530
TZNAME:IST
DTSTART:20200101T000000
END:STANDARD
END:VTIMEZONE
BEGIN:VTIMEZONE
TZID:UTC
BEGIN:STANDARD
TZOFFSETFROM:+0000
TZOFFSETTO:+0000
TZNAME:UTC
DTSTART:20200101T000000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Asia/Kolkata:20210203T183000
DTEND;TZID=Asia/Kolkata:20210909T193000
DTSTAMP:20210820T070845Z
CREATED:20210807T060833Z
LAST-MODIFIED:20210820T070845Z
UID:17314-1612377000-1631215800@www.ashoka.edu.in
SUMMARY:Biology Colloquium | Antony Merlin Jose
DESCRIPTION:  \nHeredity relies on genome sequence and on regulators assembled at the start of each generation. The diverse regulatory molecules and their arrangements can be parsed into entities\, their sensors\, and the sensed properties to analyze the heritable information in regulatory networks. I will share details of this new framework for heredity\, experiments using the nematode C. elegans that necessitate this view\, and early thoughts on analyzing the heritable regulatory network driving the lac operon. \n 
URL:https://www.ashoka.edu.in/event/biology-colloquium-antony-merlin-jose/
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=UTC:20210305T100000
DTEND;TZID=UTC:20210305T110000
DTSTAMP:20211006T060406Z
CREATED:20211006T060249Z
LAST-MODIFIED:20211006T060406Z
UID:20073-1614938400-1614942000@www.ashoka.edu.in
SUMMARY:From Quadratic Hawkes Processes to Super Heston Rough Volatility
DESCRIPTION:Abstract: Using microscopic price models based on Hawkes processes\, it has been shown that under some no-arbitrage conditions\, the high degree of endogeneity of markets together with the phenomenon of metaorders splitting generates rough Heston-type volatility at the macroscopic scale. One additional important feature of financial dynamics\, at the heart of several influential works in econophysics\, is the so-called feedback or Zumbach effect. This essentially means that past trends in returns convey significant information on future volatility. A natural way to reproduce this property in microstructure modeling is to use quadratic versions of Hawkes processes. We show that after suitable rescaling\, the long-term limits of these processes are refined versions of rough Heston models where the volatility coefficient is enhanced compared to the square root characterizing Heston-type dynamics. Furthermore\, the Zumbach effect remains explicit in these limiting rough volatility models.
URL:https://www.ashoka.edu.in/event/from-quadratic-hawkes-processes-to-super-heston-rough-volatility/
CATEGORIES:Online Event
END:VEVENT
END:VCALENDAR