CUHK DISTINGUISHED LECTURES IN QUANTITATIVE FINANCE ON 01 DEC 2022
Speaker: Prof. Jaksa Cvitanic, California Institute of Technology
Title: Principal-agent problems in financial markets
Date & Time: Dec 01, 2022 (Thursday) 12:00-1:00 pm (HKT) / Nov 30, 2022 (Wednesday) 8:00-9:00 pm (PST)
Venue: Online via zoom (Zoom Link)
Meeting ID: 992 2139 1061
Passcode: 343536
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
CUHK DISTINGUISHED LECTURES IN QUANTITATIVE FINANCE ON 28 MAY 2022
Speaker: Prof. Thaleia Zariphopoulou, The University of Texas at Austin
Title: Human-machine interaction models and stochastic optimization
Date & Time: May 28, 2022 (Saturday) 9:00 – 10:15 am (HKT) / May 27, 2022 (Friday) 8:00 – 9:15 pm (CDT)
Venue: Online via zoom (Zoom Link)
Meeting ID: 991 4953 4273
Passcode: 749860
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
CUHK DISTINGUISHED LECTURES IN QUANTITATIVE FINANCE ON 23 APR 2022
Speaker: Prof. Xin Guo, University of California, Berkeley
Title: Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach
Date & Time: Apr 23, 2022 (Saturday) 10:00 – 11:15 am (HKT) / Apr 22, 2022 (Friday) 7:00 – 8:15 pm (PST)
Venue: Online via zoom (Zoom Link)
Meeting ID: 973 2418 4128
Passcode: 614888
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
CUHK DISTINGUISHED LECTURES IN QUANTITATIVE FINANCE ON 01 APR 2022
Speaker: Prof. Raymond Kan, University of Toronto
Title: In-sample and Out-of-sample Sharpe Ratios of Multi-factor Asset Pricing Models
Date & Time: Apr 01, 2022 (Friday) 8:30 – 9:30 pm (HKT)
Venue: Online via zoom (Zoom Link)
Meeting ID: 942 0291 3265
Passcode: 712335
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
CUHK DISTINGUISHED LECTURES IN QUANTITATIVE FINANCE ON 26 FEB 2022
Speaker: Prof. Agostino Capponi, Columbia University
Discussant: Prof. Andreas Park, University of Toronto
Title: The Evolution of Blockchain: from Lit to Dark
Date & Time: Feb 26, 2022 (Saturday) 9:00 – 10:30 am (HKT) / Feb 25, 2022 (Friday) 8:00 – 9:30pm (NYT)
Venue: Online via zoom (Zoom Link)
Meeting ID: 969 2688 7078
Passcode: 667591
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
CUHK DISTINGUISHED LECTURES IN QUANTITATIVE FINANCE ON 14 JAN 2022
Speaker: Prof. Paul Glasserman, Columbia University
Title: W-shaped Implied Volatility Curves and The Gaussian Mixture Model
Date & Time: Jan 14, 2022 (Friday) 9:00 – 10:15 pm (HKT)
Venue: Online via zoom (Zoom Link)
Meeting ID: 989 6455 9063
Passcode: 353229
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
CUHK DISTINGUISHED LECTURES IN QUANTITATIVE FINANCE ON 26 NOV 2021
Speaker: Prof. H. Mete Soner, Princeton University
Title: Stochastic Optimal Control in High-dimensions
Date & Time: Nov 26, 2021 (Friday) 9:00 – 10:15 pm (HKT)
Venue: Online via zoom (Zoom Link)
Meeting ID: 966 4946 1592
Passcode: 053557
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
CUHK DISTINGUISHED LECTURES IN QUANTITATIVE FINANCE ON 20 NOV 2021
Speaker: Prof. Kay Giesecke, Infima Technologies and Stanford University
Title: Deep Learning for MBS Prepayments
Date & Time: Nov 20, 2021 (Saturday) 9:30 – 10:45 am (HKT)
Venue: Online via zoom (Zoom Link)
Meeting ID: 993 4176 3918
Passcode: 306530
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
CUHK DISTINGUISHED LECTURES IN QUANTITATIVE FINANCE ON 29 OCT 2021
Speaker: Prof. Xuezhong(Tony) He, University of Technology Sydney
Title: The Microstructure of Endogenous Liquidity Provision
Date & Time: Oct 29, 2021 (Friday) 3:00 – 4:00 pm (HKT)
Venue: Online via zoom (Zoom Link)
Meeting ID: 961 5691 5444
Passcode: 580897
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.