Speaker: Prof Ciamac C. Moallemi (Columbia University)
Title: The Economics of Automated Market Making and Decentralized Exchanges
Date & Time: Nov 17, 2023 (Fri), 9:00-10:00 pm (Hong Kong Time)
8:00 – 9:00 am (New York Time)
Zoom ID: 930 9279 5991
Passcode: 696208
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
Speaker: Dr Jiequn Han, Flatiron Institute, Simons Foundation
Title: Solving Multi-Agent Games Using Deep BSDE Methods and Fictitious Play
Date & Time: Nov 10, 2023 (Fri), 8:30 – 9:30 pm (Hong Kong Time),
7:30am – 8:30am (New York time)
Zoom ID: 959 4176 5062
Passcode: 835784
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
Speaker: Prof. Agostino Capponi (Columbia University)
Title: Contemporary Practices of Machine Learning and Data Science in Financial Markets
Date & Time: August 3 2023 (Thursday) 4pm – 5pm (Hong Kong Time)
Venue: Cheng Yu Tung Building CYT214, The Chinese University of Hong Kong
Zoom ID: 993 7407 9619
Passcode: 177554
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
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.
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.
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.
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.
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.
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.
