Financial Math Seminars at Peking University

Jointly held by the Laboratory for Mathematical Economics and Quantitative Finance and the Center for Statistical Science.
  • 2022-12-22, Xin Guo (UC Berkeley)

  • 2022-12-08, Hao Xing (Boston University)

  • 2022-11-10, Markus Pelger (Stanford University)

  • 2022-10-27, Zongxia Liang (Tsinghua University)

  • 2022-09-29, Xiaoqun Wang (Tsinghua University)

  • 2022-09-15, Zhijun Zhang (Dingnuo Investment)

  • 2022-09-01, Ying Jiao (Universit√© Claude Bernard Lyon 1)

  • 2022-06-09, Thorsten Hens (University of Zurich), Evolutionary Portfolio Theory [Video Recording]

  • 2022-05-25, Steven Kou (Boston University), FinTech Econometrics: Privacy Preservation and the Wisdom of the Crowd [Poster]

  • 2022-05-12, Special Session with Ruimeng Hu (UC Santa Barbara), Wenping Tang (Columbia University), and Renyuan Xu (University of Southern California) [Poster]

  • 2022-04-28, Lin William Cong (Cornell University), Designing Data-Driven AI Models for Financial Math [Poster]

  • 2022-04-21, Nan Chen (Chinese University of Hong Hong), Two Game Theoretic Approaches to Single- and Multi-Agent Reinforcement Learning [Poster]

  • 2022-03-24, Tim Leung (University of Washington), Machine Learning Approach to Mean Reversion Trading [Poster]

  • 2021-12-16, Shaolin Ji (Shandong University), The Neyman-Pearson lemma for convex expectations [Poster]

  • 2021-12-02, Agostino Capponi (Columbia University), The Adoption of Blockchain Based Decentralized Exchanges [Poster]

  • 2021-11-24, Steve Yang (Steven Institute of Technology), Modeling self-exciting extreme returns in financial market: an AR-GARCH model with Hawkes point processes [Poster]

  • 2021-10-28, Peter Carr (New York University), Optionality as a Binary Operation [Poster] [Video Recording]

  • 2021-10-14, Ruixun Zhang (Peking University), Quantifying the Impact of Impact Investing [Poster]

  • 2021-09-16, Chen Zhou (Erasmus University Rotterdam), Extreme value statistics in semi-supervised models

For more information and older talks, please see here and here.