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. 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.
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.
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.
Speaker: Prof. Kerry Back, Rice University
Title: Optimal Transport and Risk Aversion in Kyle’s Model of Informed Trading
Date & Time: Oct 08, 2021 (Friday) 20:30 am – 21:45 pm (HKT)
Venue: Online via zoom (Registration Link)
Registration is compulsory
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
Speaker: Prof. Steven Kou, Boston University
Title: Bitcoin Mining and Electricity Consumption
Date & Time: July 16, 2021 (Friday) 20:30 – 21:45 pm (HKT)
Venue: Online via zoom (Registration Link)
Meeting ID: 919 2244 2067
Passcode: 308525
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
Speaker: Prof. Xunyu Zhou, Columbia University
Title: Curse of Optimality, and How We Break It
Date & Time: 15 June 2021 (Tuesday) 10:00am – 11:15am (HKT)
Venue: Online via zoom ( Zoom Link)
Meeting ID: 992 5333 4758
Passcode: 482109
Enquiry: Stephanie Tam 3943 9561 or steptam@cuhk.edu.hk.
