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Goldsmiths, University of London:
Research in Algorithmics, Quantum Informatics, and Financial Technology We pursue wide-ranging investigations on a variety of different mathematical and theoretical aspects of information processing, including in particular (a) research in algorithmics and combinatorics, (b) research in quantum information, quantum computing, and quantum foundations, and (c) research in financial technology, financial economics and financial mathematics
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Golnaz Badkobeh
Lecturer in Computer Science
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Raju Chinthalapati
Reader in Financial Technology
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Matty Hoban
Lecturer in Computer Science
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Lane Hughston
Professor of Mathematics
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Matty is funded by an FQXi large grant. The project aims to develop new causal discovery techniques for quantum systems. Causal discovery algorithms have been developed within a framework of causal networks (based on probabilistic reasoning with directed acyclic graphs) where the network represents observed data and causes between them. The goal is to find the causal relationships between observed data given the statistics of this data.
Golnaz is funded by a grant from the London Mathematical Society.
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Recent activity
June 2021
Lane Hughston presented a paper at the SIAM Financial Mathematics and Engineering Conference, on "Pricing with Variance Gamma Information", based on work with S. Sánchez-Betancourt.
Goldsmiths PhD student George Bouzinais presented a paper at the SIAM Financial Mathematics and Engineering Conference, on "Optimal Hedging in Incomplete Markets", based on work with Lane Hughston.
Lane Hughston's paper "Quantum Measurement of Space-Time Events" with D. Brody (University of Surrey) has been published in Journal of Physics A: Mathematical and Theoretical. The open access published version of the paper can be found at
https://research.gold.ac.uk/id/eprint/29989/13/Brody%20Hughston%202021%20J.%20Phys.%2054_235304.pdf
Lane Hughston's paper "Lévy-Ito Models in Finance", with G. Bouzianis (Goldsmiths), S. Jaimungal (University of Toronto) and L. Sánchez-Betancourt (University of Oxford), has been published in Probability Surveys. The open access published version of the paper can be found at
https://research.gold.ac.uk/id/eprint/29975/8/Hughston_21-PS1.pdf
Goldsmiths PhD student George Bouzinais presented a paper at the SIAM Financial Mathematics and Engineering Conference, on "Optimal Hedging in Incomplete Markets", based on work with Lane Hughston.
Lane Hughston's paper "Quantum Measurement of Space-Time Events" with D. Brody (University of Surrey) has been published in Journal of Physics A: Mathematical and Theoretical. The open access published version of the paper can be found at
https://research.gold.ac.uk/id/eprint/29989/13/Brody%20Hughston%202021%20J.%20Phys.%2054_235304.pdf
Lane Hughston's paper "Lévy-Ito Models in Finance", with G. Bouzianis (Goldsmiths), S. Jaimungal (University of Toronto) and L. Sánchez-Betancourt (University of Oxford), has been published in Probability Surveys. The open access published version of the paper can be found at
https://research.gold.ac.uk/id/eprint/29975/8/Hughston_21-PS1.pdf
April 2021
Lane Hughston's paper "Lévy-Ito Models in Finance", with G. Bouzianis (Goldsmiths), S. Jaimungal (University of Toronto) and L. Sánchez-Betancourt (University of Oxford), has been accepted for publication in Probability Surveys. The paper can be found at https://arxiv.org/abs/1907.08499
Lane Hughston's paper "Quantum Measurement of Space-Time Events" with D. Brody (University of Surrey) has been accepted for publication in Journal of Physics A: Mathematical and Theoretical. The paper can be found at https://arxiv.org/abs/2011.11541
Lane Hughston's paper "Quantum Measurement of Space-Time Events" with D. Brody (University of Surrey) has been accepted for publication in Journal of Physics A: Mathematical and Theoretical. The paper can be found at https://arxiv.org/abs/2011.11541
February 2021
Matty Hoban's paper "Correlations for computation and computation for correlations" with experimentalists from the University of Stuttgart has been published in npj Quantum Information. The open access published paper can be found here
December 2020
Matty Hoban's paper "Certified Quantum Random Numbers from Untrusted Light" with experimentalists from the University of Oxford and Russian Quantum Center and theorists from the University of Oxford and the Free University of Berlin has been published in Physical Review X. The open access published paper can be found here - There was also a nice popular science article in Physics World describing the work here
Lane's paper with PhD student George Bouzianis on optimal hedging has been published and can be found at G Bouzianis & L P Hughston (2020) Optimal Hedging in Incomplete Markets, Applied Mathematical Finance, 27 (4), 265-287. See: https://doi.org/10.1080/1350486X.2020.1819831
Lane's paper with PhD student George Bouzianis on optimal hedging has been published and can be found at G Bouzianis & L P Hughston (2020) Optimal Hedging in Incomplete Markets, Applied Mathematical Finance, 27 (4), 265-287. See: https://doi.org/10.1080/1350486X.2020.1819831
November 2020
Lane gave a plenary talk at the annual Research in Options conference (RIO 2020) on "Pricing with Variance Gamma Information" (based on work in collaboration with L. Sánchez-Betancourt, Oxford)
With Dorje Brody at the University of Surrey, Lane Hughston posted a new preprint "Quantum Measurements of Space-Time Events", which can be accessed on the arXiv here
With Maxime Crochemore at King's College London, Golnaz Badkobeh posted a new preprint called "Left Lyndon Tree Construction", which can be accessed on the arXiv here
With Dorje Brody at the University of Surrey, Lane Hughston posted a new preprint "Quantum Measurements of Space-Time Events", which can be accessed on the arXiv here
With Maxime Crochemore at King's College London, Golnaz Badkobeh posted a new preprint called "Left Lyndon Tree Construction", which can be accessed on the arXiv here
July 2020
Matty Hoban's paper "Bipartite Postquantum Steering in Generalized Scenarios" with (A. B. Sainz, P. Skrzypczyk and L. Aolita) was published in Physical Review Letters. The reference is: A. B. Sainz, M. J. Hoban, P. Skrzypczyk & A. Aolita (2020) Bipartite Postquantum Steering in Generalized Scenarios, Phys. Rev. Lett. 125, 050404. It can be found here
June 2020
Matty Hoban's paper "Complexity of Compatible Measurements" with (P. Skrzypczyk, A. B. Sainz and N. Linden) was published in Physical Review Research. The reference is: P. Skrzypczyk, M. J. Hoban, A. B. Sainz & N. Linden (2020) Complexity of Compatible Measurements, Phys. Rev. Research 2, 023292
With Goldsmiths PhD student G. Bouzianis, Lane Hughston posted a new preprint "Optimal Hedging in Incomplete Markets", which can be accessed on the arXiv here
With Goldsmiths PhD student G. Bouzianis, Lane Hughston posted a new preprint "Optimal Hedging in Incomplete Markets", which can be accessed on the arXiv here
May 2020
With Bülent Demirel, Weikai Weng, Christopher Thalacker and Stefanie Barz at the University of Stuttgart, Matty Hoban posted a new preprint "Correlations for Computation and Computation for Correlations", which can be accessed on the arXiv here
Matty Hoban's paper "The Complexity of Compatible Measurements" with (P. Skrzypczyk, A. B. Sainz and N. Linden) was accepted for publication in Physical Review Research. The arXiv version can be found here
Matty Hoban's paper "Self-Testing and Certification using Trusted Quantum Inputs" (with I. Šupić, L. Domingo Colomer and A. Acín) has been published in New Journal of Physics. The open access published paper can be found here
Matty Hoban was invited to the Program Committee of Q-Turn: Changing Paradigms in Quantum Science
Golnaz Badkobeh is on the Program Committee for SPIRE 2020: 27th International Symposium on String Processing and Information Retrieval
Golnaz Badkobeh was awarded a small grant from the London Mathematical Society
Matty Hoban's paper "The Complexity of Compatible Measurements" with (P. Skrzypczyk, A. B. Sainz and N. Linden) was accepted for publication in Physical Review Research. The arXiv version can be found here
Matty Hoban's paper "Self-Testing and Certification using Trusted Quantum Inputs" (with I. Šupić, L. Domingo Colomer and A. Acín) has been published in New Journal of Physics. The open access published paper can be found here
Matty Hoban was invited to the Program Committee of Q-Turn: Changing Paradigms in Quantum Science
Golnaz Badkobeh is on the Program Committee for SPIRE 2020: 27th International Symposium on String Processing and Information Retrieval
Golnaz Badkobeh was awarded a small grant from the London Mathematical Society
April 2020
With David Schmid, Haoxing Du, Maryam Mudassar, Ghi Coulter-de Wit and Denis Rosset at Perimeter Institute for Theoretical Physics, Matty Hoban posted a new preprint "Postquantum Common-Cause Channels: the Resource Theory of Local Operations and Shared Entanglement", which can be accessed on the arXiv here
Matty Hoban's paper "Self-Testing and Certification using Trusted Quantum Inputs" (with I. Šupić, L. Domingo Colomer and A. Acín) has been accepted for publication in New Journal of Physics. The accepted version can be found here
Matty Hoban gave an online seminar on "Post-Quantum Correlations and EPR-Steering" to the Quantum Information group in the Department of Mathematics at the University of York, based on the preprint here
Matty Hoban's paper "Self-Testing and Certification using Trusted Quantum Inputs" (with I. Šupić, L. Domingo Colomer and A. Acín) has been accepted for publication in New Journal of Physics. The accepted version can be found here
Matty Hoban gave an online seminar on "Post-Quantum Correlations and EPR-Steering" to the Quantum Information group in the Department of Mathematics at the University of York, based on the preprint here
March 2020
With Leandro Sánchez-Betancourt at the University of Oxford, Lane Hughston posted a new preprint called "Pricing with Variance Gamma Information", which can be accessed on the arXiv here
Golnaz Badkobeh's paper "Avoiding Conjugacy Classes on the 5-Letter Alphabet" (with P. Ochem) has been published in RAIRO - Theoretical Informatics and Applications, and can be found here
Lane Hughston's paper "Theory of Cryptocurrency Interest Rates" (with D. C. Brody and B. Meister) was published in SIAM Journal of Financial Mathematics. The reference is: D. C. Brody, L. P. Hughston & B. K. Meister (2020) Theory of Crytocurrency Interest Rates, SIAM J. Financial Mathematics, Vol. 11, No. 1, 148-168
Matty Hoban is a Program Committee member of Quantum Physics and Logic 2020 (QPL 2020), to be held virtually (originally in Paris)
Golnaz Badkobeh's paper "Avoiding Conjugacy Classes on the 5-Letter Alphabet" (with P. Ochem) has been published in RAIRO - Theoretical Informatics and Applications, and can be found here
Lane Hughston's paper "Theory of Cryptocurrency Interest Rates" (with D. C. Brody and B. Meister) was published in SIAM Journal of Financial Mathematics. The reference is: D. C. Brody, L. P. Hughston & B. K. Meister (2020) Theory of Crytocurrency Interest Rates, SIAM J. Financial Mathematics, Vol. 11, No. 1, 148-168
Matty Hoban is a Program Committee member of Quantum Physics and Logic 2020 (QPL 2020), to be held virtually (originally in Paris)
January 2020
With Alexandru Gheorghiu at Caltech, Matty Hoban posted a new preprint "Estimating the Entropy of Shallow Circuit Outputs is Hard", which can be accessed on the arXiv here
Golnaz Badkobeh's paper "Tight Upper and Lower Bounds on Suffix Tree Breadth" (with P. Gawrychowski, J. Kärkkäinen, S. Puglisi and B. Zhukova) has been accepted for publication in Theoretical Computer Science
Golnaz Badkobeh is a Program Committee member for the 18th Symposium on Experimental Algorithms (SEA 2020), to be held in Catania, Italy
Golnaz Badkobeh's paper "Tight Upper and Lower Bounds on Suffix Tree Breadth" (with P. Gawrychowski, J. Kärkkäinen, S. Puglisi and B. Zhukova) has been accepted for publication in Theoretical Computer Science
Golnaz Badkobeh is a Program Committee member for the 18th Symposium on Experimental Algorithms (SEA 2020), to be held in Catania, Italy
December 2019
Matty Hoban visited the Free University in Berlin to collaborate with members of the quantum many-body theory, quantum information theory, and quantum optics group
Matty Hoban's paper "Certified Randomness From Steering Using Sequential Measurements" (with B. Coyle and E. Kashefi) has been published in the journal Cryptography, and can be found here
Lane Hughston gave a plenary lecture on "Lévy-Ito Models in Finance" at the annual Research in Options (RIO 2019) conference at IMPA (Instituto de Matemática Pura e Aplicada), Rio de Janeiro. The talk was based on work carried out in collaboration with G. Bouzianis (Goldsmiths), S. Jaimungal (Toronto) and L. Sánchez-Betancourt (Oxford)
Lane Hughston's paper "Theory of Cryptocurrency Interest Rates" (with D. C. Brody and B. K. Meister) has been accepted for publication in SIAM Journal for Financial Mathematics
Raju Chinthalapati joined Goldsmiths as Reader in Financial Technology
Matty Hoban's paper "Certified Randomness From Steering Using Sequential Measurements" (with B. Coyle and E. Kashefi) has been published in the journal Cryptography, and can be found here
Lane Hughston gave a plenary lecture on "Lévy-Ito Models in Finance" at the annual Research in Options (RIO 2019) conference at IMPA (Instituto de Matemática Pura e Aplicada), Rio de Janeiro. The talk was based on work carried out in collaboration with G. Bouzianis (Goldsmiths), S. Jaimungal (Toronto) and L. Sánchez-Betancourt (Oxford)
Lane Hughston's paper "Theory of Cryptocurrency Interest Rates" (with D. C. Brody and B. K. Meister) has been accepted for publication in SIAM Journal for Financial Mathematics
Raju Chinthalapati joined Goldsmiths as Reader in Financial Technology
November 2019
Matty Hoban gave a talk on "Quantum and Post-Quantum Phenomena in Networks" in the OASIS Seminar Series at the Department of Computer Science, University of Oxford
With collaborators at the University of Geneva (I. Šupić) and ICFO - Institute of Photonic Sciences (L. D. Colomer and A. Acín), Matty Hoban posted a new preprint "Self-Testing and Certification using Trusted Quantum Inputs", which can be accessed on the arXiv here
Lane Hughston gave a talk on "Lévy-Ito Models in Finance" in the Probability and Statistics Seminar series at the Department of Mathematics, University of Manchester. The talk was based on work with George Bouzianis (Goldsmiths), Sebastian Jaimungal (University of Toronto) and Leandro Sánchez-Betancourt (University of Oxford)
With collaborators at the University of Geneva (I. Šupić) and ICFO - Institute of Photonic Sciences (L. D. Colomer and A. Acín), Matty Hoban posted a new preprint "Self-Testing and Certification using Trusted Quantum Inputs", which can be accessed on the arXiv here
Lane Hughston gave a talk on "Lévy-Ito Models in Finance" in the Probability and Statistics Seminar series at the Department of Mathematics, University of Manchester. The talk was based on work with George Bouzianis (Goldsmiths), Sebastian Jaimungal (University of Toronto) and Leandro Sánchez-Betancourt (University of Oxford)
October 2019
Matty Hoban visited the new International Centre for Theory of Quantum Technologies at the University of Gdańsk to collaborate with Ana Belén Sainz, leader of the Foundational Underpinnings of Quantum Technologies group
Matty Hoban gave a research at lunchtime (REAL TIME) talk in the Department of Computing at Goldsmiths on the topic of "Quantum Computational Supremacy"
Matty Hoban gave a research at lunchtime (REAL TIME) talk in the Department of Computing at Goldsmiths on the topic of "Quantum Computational Supremacy"
September 2019
Along with collaborators, Matty Hoban received the 2018 Ehrenfest Award for their paper called "Almost Quantum Correlations". Details and award citation can be found here
We had a visit from Professor G. A. J. Sparling of the University of Pittsburgh on Thursday 12 September, who gave a seminar entitled "On the Chronometric Theory of Brody-Hughston and Mumford's Theory of Modular Forms"
Lane Hughston gave a talk at the Twistors and Loop Quantum Gravity meeting at CIRM (Centre International de Rencontres Mathématique) at Luminy-Marseille, on "Hypertwistors and Higher-Dimensional Space-Times" (co-author: D. C. Brody, University of Surrey)
We had a visit from Professor G. A. J. Sparling of the University of Pittsburgh on Thursday 12 September, who gave a seminar entitled "On the Chronometric Theory of Brody-Hughston and Mumford's Theory of Modular Forms"
Lane Hughston gave a talk at the Twistors and Loop Quantum Gravity meeting at CIRM (Centre International de Rencontres Mathématique) at Luminy-Marseille, on "Hypertwistors and Higher-Dimensional Space-Times" (co-author: D. C. Brody, University of Surrey)
August 2019
With collaborators at the University of Bristol (P. Skrzypczyk and N. Linden) and the University of Gdańsk (Ana Belén Sainz), Matty Hoban posted a new preprint "The Complexity of Compatible Measurements", which can be accessed on the arXiv here
The Department of Computing hosted Professor Yukio Muromachi (Tokyo Metropolitan University) as a visitor to Goldsmiths for ten days to collaborate with Lane Hughston in work on problems in interest rate theory
The Department of Computing hosted Professor Yukio Muromachi (Tokyo Metropolitan University) as a visitor to Goldsmiths for ten days to collaborate with Lane Hughston in work on problems in interest rate theory
July 2019 |
Golnaz Badkobeh with collaborators H. Bannai, M. Crochemore, I. Tomohiro, S. Inenaga and S. Sugimoto had a paper accepted to the Prague Stringology Conference. The paper is entitled "k-Abelian pattern matching: Revisited, corrected, and extended".
Matty Hoban was an invited speaker at the Quantum Causal Structures 2019 workshop in Oxford
With Goldsmiths PhD student G. Bouzianis and collaborators from the University of Oxford (L. Sánchez-Betancourt) and the University of Toronto (S. Jaimungal), Lane Hughston posted a new preprint "Lévy-Ito Models in Finance", which can be accessed on the arXiv here
Along with collaborators from Perimeter Institute, University of Gdańsk, University of Bristol, and Federal University of Rio de Janeiro, Matty Hoban posted a new preprint "Bipartite Post-Quantum Steering in Generalised Scenarios ", which can be accessed on arXiv here
Matty Hoban was an invited speaker at the Quantum Causal Structures 2019 workshop in Oxford
With Goldsmiths PhD student G. Bouzianis and collaborators from the University of Oxford (L. Sánchez-Betancourt) and the University of Toronto (S. Jaimungal), Lane Hughston posted a new preprint "Lévy-Ito Models in Finance", which can be accessed on the arXiv here
Along with collaborators from Perimeter Institute, University of Gdańsk, University of Bristol, and Federal University of Rio de Janeiro, Matty Hoban posted a new preprint "Bipartite Post-Quantum Steering in Generalised Scenarios ", which can be accessed on arXiv here
May 2019
With collaborators at the University of Oxford (J. Barrett, N. de Beaudrap) and UCL (C. M. Lee), Matty Hoban had a paper called "The Computational Landscape of General Physical Theories" published in Nature Partner Journal Quantum Information, which can be accessed here (open access)
Along with collaborators from the University of Oxford, the Free University of Berlin, Imperial College London and the University of Bath, Matty Hoban posted a new preprint "Certified Quantum Randomness from Untrusted Light", which can be accessed on arXiv here
Along with collaborators from the University of Oxford, the Free University of Berlin, Imperial College London and the University of Bath, Matty Hoban posted a new preprint "Certified Quantum Randomness from Untrusted Light", which can be accessed on arXiv here
April 2019
With collaborators from the University of Surrey (D. C. Brody) and University of Swansea (B. K. Meister), Lane Hughston posted a new preprint "Theory of Cryptocurrency Interest Rates", which can be accessed on arXiv here
March 2019
Along with collaborators from King's College London (H. Alamro), Algeria (C. S. Iliopoulos, D. Belazzougui) and University of Helsinki (S. J. Puglisi), Golnaz Badkobeh had a paper "Computing the Anti-period(s) of a String" accepted for a presentation at the 30th Annual Symposium on Combinatorial Pattern Matching, held in Pisa, Italy
Work entitled "Constructing Antidictionaries in Output-Sensitive Space" by Golnaz Badkobeh and collaborators at King's College London, the University of Palermo and CWI in Amsterdam was presented at the Data Compression Conference (DCC 2019)
Matty Hoban was interviewed for a New Scientist article on quantum computing and its non-classical power. The article (behind a paywall) is here
Matty Hoban gave an invited presentation on Quantum Computing to the Maxwell Society of King's College London at Cumberland Lodge in Great Windsor Park
Matty Hoban was invited to the Programme Committee for Quantum Physics and Logic 2019, which was held at Chapman University, USA
Work entitled "Constructing Antidictionaries in Output-Sensitive Space" by Golnaz Badkobeh and collaborators at King's College London, the University of Palermo and CWI in Amsterdam was presented at the Data Compression Conference (DCC 2019)
Matty Hoban was interviewed for a New Scientist article on quantum computing and its non-classical power. The article (behind a paywall) is here
Matty Hoban gave an invited presentation on Quantum Computing to the Maxwell Society of King's College London at Cumberland Lodge in Great Windsor Park
Matty Hoban was invited to the Programme Committee for Quantum Physics and Logic 2019, which was held at Chapman University, USA
