Talks and Media

Non Specialist


The Royal Society of Chemistry publishes 37-page article on free speech
Free Speech Nation, GB News, 13 November 2022
Link
J Armstrong
The Geometry of Risk
Cumberland Lodge, 2 April 2023
Powerpoint

Decolonizing Mathematics
National Association of Scholars, 13 February 2023
Website

An analysis of Athena Swan as a policy-scoring scheme
University of Lancaster, 8 February 2023
Slides
Video

Free Speech Nation, S1.E79
GB News, 13 November 2022
Link
J Armstrong
Making Money from Fractals
A talk aimed at students interested in a masters in Financial Mathematics
Powerpoint
J Armstrong
Making Money from Pascals Triangle
A talk for students interested in taking an undergraduate degree in Mathematics
Powerpoint
J Armstrong
Rosencrantz and Guildenstern are Dead
An introduction to the film given as part of Shakespeare 400 discussing the role of chance
Powerpoint
J Armstrong
The geometry of Space-Time
Intercapillary Spaces. July 2012
Powerpoint

Specialist


Ito Stochastic Differentials on Manifolds
King's College London, Geometry Seminar
Link

Rough Paths and Gamma Hedging
ETH Zurich, 24 November 2022
Link

Classifying Markets up to Isomorphism
Bachelier Finance Society - World Congress, 16 June 2022

Investment Choice in Collective Funds
"CDC: International Insights" Roundtable, PPI, 16 June 2022
slides
J Armstrong
Classifying Markets up to Isomorphism
Stochastic Finance Seminar, Warwick University, Oct 2019
pdf
J Armstrong, D Brigo
Expected shortfall is ineffective against tail-risk seekers
9AMaMeF, June 2019
pdf
J Armstrong
Symmetries of Markets
London Mathematical Finance Seminar, Imperial College London, Feb 2019
pdf
J Armstrong
Almost Complex Structures and the Kahler condition
LSGNT, London, Oct 2018
pdf
J Armstrong, D Brigo
Optimizing S-shaped utility and risk management: ineffectiveness of VaR and ES constraints
Quant Summit, London, Mar 2018
pdf
J Armstrong, D Brigo
Coordinate Free Stochastic Geometry with Jets
Collegio Carlo Alberto, Turin 2017
pdf
J Armstrong, D Brigo
Optimizing S-shaped utility and risk management: ineffectiveness of VaR and ES constraints
Risk Minds, Amsterdam, Dec 2017
pdf
J Armstrong, D Brigo
Ito Stochastic Differential Equations as 2-Jets
GSI 2017, Nov 2017
pdf
J Armstrong, D Brigo
Stochastic differential equations as jets and an application to filtering
Stochastic Analysis Seminar, Imperial, Nov 2016
pdf
J Armstrong, D Brigo
Geometric Projection of Stochastic Differential Equations
Stochastic Analysis, Rough Paths, Geometry. Imperial, Jan 2016
pdf
J Armstrong, D Brigo
Coordinate Free Stochastic Geometry with Jets
Probability, Stochastic modelling and Financial mathematics seminar. Leeds 2015
pdf
J Armstrong, D Brigo
Geometry of Stochastic Differential Equations
INdAM Workshop "New perspectives in differential geometry", Rome 2013
Powerpoint
S Amari, J Armstrong
Pontrjagin Forms of Hessian Manifolds
Geometric Science of Information 2015, Ecole Polytechnique, Paris 2013
pdf
YouTube
J Armstrong, D Brigo
Ito projection and the optimal Gaussian filter
London-Paris Bachelier Workshop on Mathematical Finance, King's College London, 2015
pdf
J Armstrong, D Brigo
Ito projection and the optimal Gaussian filter
Computational information geometry for image and signal processing, ICMS Edinburgh 2015
pdf
J Armstrong, T Pennanen
Indifference pricing of index options with transaction costs
17th British-French-German Conference on Optimization, Imperial 2015
pdf
J Armstrong, D Brigo
Stochastic Filtering by Projection: The Example of the Quadratic Sensor
Geometric Science of Information 2013. Ecole des Mines, Paris 2013
pdf
J Armstrong, D Brigo
Stochastic Filtering through SPDE projection on Mixtures Manifolds
AHOI Workshop on Ambit Stochastics and Applications. Imperial 2013
pdf
J Armstrong
Twistor Lines on Cubic Surfaces
UCL geometry seminar 2013
pdf