Talks

  • 2024-10-20 to 2024-10-23, INFORMS Annual Meetings, Seattle, WA, USA

  • 2024-10-17, Stanford University, Palo Alto, CA, USA

  • 2024-08-19 to 2024-08-21, The First INFORMS Conference on Financial Engineering and FinTech, Hong Kong, China

  • 2024-08-12 to 2024-08-16, Bernoulli-IMS 11th World Congress in Probability and Statistics, Bochum, Germany

  • 2024-06-25, 2024 Annual Meeting of the Commodity and Energy Markets Association (CEMA), Boston, USA

  • 2024-06-01, 2024 Hong Kong Conference for Fintech, AI and Big Data in Business, Hong Kong, China

  • 2024-05-09, Third Workshop on Energy, Climate, and ESG, University of Edinburgh Business School, Edinburgh, UK

  • 2024-05-07, Imperial College, London, UK

  • 2024-05-04, Annual Chicago conference on Market Microstructure, Quantitative Trading, High Frequency and Large Data, Chicago, IN, USA

  • 2024-04-23, Beijing International Center for Mathematical Research Workshop on Mathematical Finance and Insurance, Beijing, China

  • 2024-04-15, Workshop on Stochastic Control, Machine Learning, and Quantitative Finance, Shanghai Jiaotong University, Shanghai, China

  • 2024-03-26, International Centre for Pension Management, Toronto, Canada

  • 2024-02-01, London School of Economics and Political Science (LSE) Joint Risk and Stochastics and Financial Mathematics Seminar, London, UK

  • 2024-01-29, Oxford-Man Institute of Quantitative Finance, Oxford, UK

  • 2024-01-26, Institut de Science Financière et d'Assurances, Université Lyon 1, Lyon, France

  • 2024-01-19, 15th Annual Hedge Fund Research Conference, Paris, France

  • 2024-01-18, CMAP - CREST Quantitative Sustainable Economics and Finance seminar, Paris, France

  • 2024-01-05: AEA Annual Meeting, San Antonio, TX, USA

  • 2023-12-15, Peking University School of Mathematical Sciences, Beijing

  • 2023-11-17, Chinese Academy of Sciences, AMSS, Beijing

  • 2023-10-15 to 2023-10-18, INFORMS Annual Meetings, Phoenix

    • I am organizing a session on “Information and Market Microstructure”

  • 2023-08-20 to 2023-08-25, 10th International Congress on Industrial and Applied Mathematics (ICIAM), Tokyo

  • 2023-07-29, China Finance Review International & China International Risk Forum Joint Conference

  • 2023-07-11 to 2023-07-13, Inaugural China Joint Statistical and Data Science Meeting, Beijing

    • I am organizing a session on “FinTech”

  • 2023-06-30 to 2023-07-02, Asian Meeting of the Econometric Society, Beijing

  • 2023-06-07, SIAM Conference on Financial Mathematics and Engineering (FM23), Philadephia

  • 2022-05-20, Seventh PKU-NUS Annual International Conference on Quantitative Finance and Economics

  • 2023-04-27, Beihang University

  • 2023-04-25, China Europe International Business School

  • 2023-04-17, Oxford Statistics and Machine Learning in Finance Seminar, Online

  • 2022-04-07, University of Washington Seminar Course on Financial Math

  • 2023-03-17, PKU National Engineering Lab for Big Data Analysis and Applications, Beijing

  • 2023-02-09, Energy Finance Italia 8, Milan

  • 2022-11-20, CSIAM Annual Conference, Guangzhou

  • 2022-11-13, CSIAM Financial Math Annual Conference

  • 2022-11-11, HKUST-Guangzhou FinTech Thrust

  • 2022-11-02, 2022 IFZ FinTech Colloquium

  • 2022-10-16, INFORMS Annual Meetings, Indianapolis

    • I am co-organizing a session on “Portfolio Risk and ESG”

  • 2022-10-07, UC Berkeley IEOR

  • 2022-09-29, Soochow University Center for Financial Engineering

  • 2022-09-16, Collective Intelligence Launch Event [Recording, my talk starts around 1:08:30]

  • 2022-07-05, China International Conference in Finance (Shanghai)

  • 2022-06-28, Asian Finance (AsianFA) Annual Conference (Hong Kong)

  • 2022-06-15, Bachelier Finance Society World Congress (Hong Kong)

  • 2022-05-12, BlackRock Research Brown Bag Series

  • 2022-04-05, University of Washington Seminar Course on Financial Math

  • 2022-03-03, Cardiff University OR/Statistics Seminar

  • 2022-02-08, International Association for Quantitative Finance (IAQF) / Thalesians joint webinar [Slides and Recording]

  • 2022-01-09, AFA Annual Meetings (Boston), [Recording]

  • 2022-01-08, CSIAM Activity Group of Financial Technology and Algorithm, Inaugural Conference, Zhuhai, China

  • 2021-12-17, Chinese University of Hong Kong

  • 2021-10-21, PKU Center for Statistical Science

  • 2021-10-14, PKU Laboratory for Mathematical Economics and Quantitative Finance

  • 2021-10-09, China Society for Industrial and Applied Mathematics (CSIAM) Annual Conference

  • 2021-09-29, Peking University

  • 2020: University of Hong Kong (Finance)

  • 2019: NYU (Finance and Risk Engineering)

  • 2019: Peking University (Math)

  • 2018: AEA Annual Meeting in Philadelphia

  • 2018: MIT LFE (Conference on Evolution and Financial Markets)

  • 2018: Peking University (Math)

  • 2018: Nankai University (CS)

  • 2017: Yahoo Research