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        "datetime_modified":"20260109T111208",
        "datetime_start":"20260114T153000",
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        "date_start":"2026-01-14",
        "date_end":"2026-01-14",
        "time_start":"15:30:00",
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        "time_zone":"America\/Detroit",
        "event_title":"Algebraic Geometry Seminar: Stability and Moduli on Kuznetsov Components of Cubic 5-Folds",
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        "combined_title":"Algebraic Geometry Seminar: Stability and Moduli on Kuznetsov Components of Cubic 5-Folds: Peize Liu (University of Warwick)",
        "event_subtitle":"Peize Liu (University of Warwick)",
        "event_type":"Workshop \/ Seminar",
        "event_type_id":"21",
        "description":"Bridgeland stability is notoriously hard to construct on varieties of dimension > 2. One promising workaround is to focus on the Kuznetsov component of Fano varieties \u2014 a residual piece of the derived category that often captures the essential geometric information. In this talk, I will explain the construction of stability conditions on Kuznetsov components using the machinery of quadric fibrations introduced by Bayer\u2013Lahoz\u2013Macr\u00ec\u2013Stellari. I will illustrate how this technique applies to cubic 5-folds as a new higher-dimensional example. In the second part, I will then describe properties of the associated moduli spaces. In particular, they admit immersions into hyper-K\u00e4hler varieties with Lagrangian image, generalizing a geometric construction of Illiev\u2013Manivel.",
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                "group_name":"Algebraic Geometry Seminar - Department of Mathematics",
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    {
        "datetime_modified":"20260108T203801",
        "datetime_start":"20260114T160000",
        "datetime_end":"20260114T170000",
        "has_end_time":1,
        "date_start":"2026-01-14",
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        "time_start":"16:00:00",
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        "time_zone":"America\/Detroit",
        "event_title":"Macroscopic market making",
        "occurrence_title":"",
        "combined_title":"Macroscopic market making: Shijia Jin, Monash",
        "event_subtitle":"Shijia Jin, Monash",
        "event_type":"Workshop \/ Seminar",
        "event_type_id":"21",
        "description":"Trade execution and market making are two central problems in algorithmic trading that have largely been studied in separate literatures. In this talk, I present a unified approach that addresses both problems simultaneously in three steps.\r\n\r\nWe introduce a macroscopic market making model \u00e0 la Avellaneda-Stoikov, using continuous processes for orders instead of discrete point processes. Since the impact of a single market maker on price is typically negligible, we then develop the corresponding game formulation. Finally, we can connect traders with market makers.\r\n  \r\nSubsequently, we present our mathematical contributions. The goal is to derive the global well\u2011posedness of the optimal control\/Nash equilibrium. The discussion addresses topics in game theory, non\u2011smooth analysis, FBSDEs, and Riccati equations.\r\n\r\nReferences:\r\nIvan Guo, Shijia Jin, and Kihun Nam, Macroscopic Market Making. Forthcoming in Finance & Stochastics. Preprint: arXiv:2307.14129.\r\nIvan Guo and Shijia Jin, Macroscopic Market Making Games. Forthcoming in Mathematical Finance. DOI: 10.1111\/mafi.70010.\r\nIvan Guo and Shijia Jin, Optimal Execution and Macroscopic Market Making. Working paper. Preprint: arXiv:2504.06717.",
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