Past Seminars
8 March 2024
3pm
When AI meets Web3 for Sustainable Digital Economy
How to provide both trust and incentive when data, model and computational resources come from different entities? Web3 offers a solution. In this talk, Prof ZHU Feida will give an overview for the potential integration between AI and Web3, with the challenges and core technical components. Register here.
Past Seminars (year 2023 and before)
| Date | Time | Seminars |
| 21 Feb 2023 | 4.15pm – 5.00pm |
NUS Quantitative Finance Seminar (21 Feb 2023) |
| 14 Oct 2022 | 4.15pm – 5.30pm | |
| 15 Sep 2022 | 3.30pm – 4.30pm |
NUS Quantitative Finance Seminar Series & Mean Field Game/Control Seminar Series (15 Sep 2022) |
| 9 Sep 2022 | 9am – 10am | |
| 12 Aug 2022 | 3pm – 4pm | |
| 9 Jun 2022 | 2pm – 3pm | |
| 2 Jun 2022 | 3pm – 4pm | |
| 26 May 2022 | 9am – 10am | |
| 24 Nov 2021 | 8pm – 9pm | |
| 10 Nov 2021 | 8pm – 9pm | |
| 6 Oct 2021 | 8pm – 9pm | |
| 21 Sep 2021 | 4pm – 5pm | |
| 17 Sep 2021 | 4pm – 5pm | |
| 8 Sep 2021 | 8pm – 9pm | |
| 27 Aug 2021 | 9pm – 10pm | |
| 26 Jun 2021 | 9:30am – 12pm (Hong Kong Time Zone, GMT +8) |
10th Asian Quantitative Finance Seminar (10th AQFS) Call For Paper, please send your manuscript to weijiang@ust.hk |
| 22 May 2021 | 8:30pm – 11:30pm (Beijing Time Zone, GMT +8) |
9th Asian Quantitative Finance Seminar (9th AQFS)
|
| 22 May 2021 | 8:30pm – 11:30pm (Beijing Time Zone, GMT +8) |
9th Asian Quantitative Finance Seminar (9th AQFS) Call For Paper, please send your manuscript to aqfstongji@gmail.com |
| 14 May 2021 |
4pm – 5pm |
NUS Quantitative Finance Joint Seminar Series (14 May 2021) |
| 24 Apr 2021 | 9:30am – 12pm (Beijing Time Zone, GMT +8) |
8th Asian Quantitative Finance Seminar (8th AQFS) Call For Paper, please send your manuscript to aqfs.cityu.hk@gmail.com |
| 22 Apr 2021 |
4pm – 5pm |
NUS Quantitative Finance Joint Seminar Series (22 Apr 2021) |
| 26 Mar 2021 |
4pm – 5pm |
NUS Quantitative Finance Joint Seminar Series (26 Mar 2021) |
| 18 Mar 2021 | 8pm – 9pm | NUS Quantitative Finance Joint Seminar Series (18 Mar 2021) |
| 13 Mar 2021 | 10am – 12pm |
7th Asian Quantitative Finance Seminar (7th AQFS) Call For Paper, please send your manuscript to aqfs@phbs.edu.cn |
| 26 Feb 2021 |
9am – 10am | NUS Quantitative Finance Joint Seminar Series (26 Feb 2021) |
| 25 Feb 2021 |
8pm – 9pm | NUS Quantitative Finance Joint Seminar Series (25 Feb 2021) |
| 29 Jan 2021 |
8pm – 9pm | NUS Quantitative Finance Joint Seminar Series (29 Jan 2021) |
| 23 Jan 2021 |
9:30am – 12pm | 6th Asian Quantitative Finance Seminar (6th AQFS) |
| 23 Jan 2021 | 9:30am – 12pm |
6th Asian Quantitative Finance Seminar (6th AQFS) Call For Paper, please send your manuscript to askcqf@nus.edu.sg |
| 15 Jan 2021 |
8pm – 9pm | NUS Quantitative Finance Joint Seminar Series (15 Jan 2021) |
| 15 Dec 2020 | 9am – 11:30am (Boston, EST Time Zone, GMT -5) |
5th Asian Quantitative Finance Seminar (5th AQFS) Call For Paper, please send your manuscript to kou@bu.edu Submit by 30 Nov 2020 |
| 11 Dec 2020 | 9am – 11am | NUS Quantitative Finance Joint Seminar Series (11 Dec 2020) |
| 7 Dec 2020 | 11am – 12pm | Industry Seminar Ms Xiaobo Liu |
| 20 Nov 2020 | 6pm – 9pm | 4th Asian Quantitative Finance Seminar (4th AQFS) Call For Paper, please send your manuscript to fukasawa@sigmath.es.osaka-u.ac.jp Submit by 31 Oct 2020 |
| 19 Nov 2020 | 10am – 12pm | NUS Quantitative Finance Joint Seminar Series (19 Nov 2020) |
| 22 Oct 2020 | 8pm – 10pm | NUS Quantitative Finance Seminar Series (22nd Oct 2020) |
| 17 Oct 2020 | 9am – 12pm | 3rd Asian Quantitative Finance Seminar (3rd AQFS) Call For Paper, please send your manuscript to maxu@polyu.edu.hk Submit by 5 Oct 2020 |
| 18 Sep 2020 | 8pm – 10pm | NUS Quantitative Finance Seminar Series (18 Sep 2020) |
| 12 Sep 2020 | 9am – 12pm | 2nd Asian Quantitative Finance Seminar (2nd AQFS) Call For Paper, please send your manuscript to steptam@cuhk.edu.hk Submit by 31st August 2020 |
| 5 Sep 2020 | 2.30pm – 4pm | Industry Seminar Dr Li Hao, Dr Wang Yu and Dr Javid Ashraff |
| 6 Aug 2020 | 7pm – 10pm | 1st Asian Quantitative Finance Seminar (1st AQFS) Prof Xue Dong He, Dr Jin Liang, Dr Xiang Yu, Mr Alessandro Doldi |
| 30 Apr 2019 | 2pm – 3pm | Super-replication in fully incomplete markets Prof Ariel Neufeld |
| 11 Apr 2019 | 3pm – 4pm | Corporate Profile-Banking Sharing Session with Ambition Ms Arya Zhao |
| 12 Mar 2019 | 3pm – 4pm | Financial Derivatives Optimisation Technology Mr David Bachelier and Mr Majdi Rabia |
| 11 Oct 2018 | 3pm – 4pm | Sentimental Markets: How Information Flow Drives Patterns in Asset Pricing Dr Richard Peterson |
| 02 Oct 2018 | 3pm – 4pm | Option pricing with market impact and liquidity costs Prof Gregoire Loeper |
| 14 Sep 2018 | 3pm – 4pm | Industry Seminar on Business Data Network (BDN) Bowen Shen |
| 02 Feb 2018 | 2.00pm – 3.30pm | Industry Presentation on Risk Management And Science Research Institute Yao Xi |
| 10 Jan 2018 | 10.30am – 12.00pm | Pedagogical Lecture on Who Are I: Intrapersonal Conflicts and Self Control Prof Zhou Xunyu Columbia University, United States |
| 09 Jan 2018 | 10.30am – 12.00pm | Research seminar on Investment and Behaviors Prof Zhou Xunyu Columbia University, United States |
| 24 Aug 2017 | 3.00pm – 4.00pm | Presentation on the Master Programme Prof Gregoire Loeper Monash University, Australia |
| 10 Apr 2017 | 3.00pm – 5.00pm | Presentation of the Master 2 Random Modelling (M2MO) Prof Chassagneux and Prof Pham University Paris Diderot (Paris 7), France |
| 01 Mar 2017 | 10.30am – 12.00pm | Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience Prof Ulrich Horst Head, Department of Mathematics; Humboldt-University Berlin |
| 14 Apr 2016 | 10.30am – 12.00pm | Introduction to Forward Investment Performance Approach (Part II) Thaleia Zariphopoulou The University of Texas at Austin, United States |
| 13 Apr 2016 | 2.00pm – 3.00pm | Stochastic Modeling and Optimization Methods in Investments Thaleia Zariphopoulou The University of Texas at Austin, United States |
| 11 Apr 2016 | 10.30am – 12.00pm | Introduction to Forward Investment Performance Approach (Part I) Thaleia Zariphopoulou The University of Texas at Austin, United States |
| 30 Mar 2016 | 4.00pm – 5.30pm | Internship Programme 2016 with Great Eastern Steve Cheng & Jack Tan Great Eastern |
| 02 Mar 2016 | 4.30pm-5.30pm | Internship Opportunities with MUREX RANA Rakesh MUREX, Singapore |
| 25 Jan 2016 | 11.00am – 12.00pm | Quantitative Research in JPMorgan Xiaolan Zhang JPMorgan, China |
| 20 Jan 2016 | 6.00pm – 10.00pm | FinMechanics Recruitment Talk & Test Anindya Sarkar FinMechanics, Singapore |
| 14 Oct 2015 | 3.00pm – 4.00pm | Internship Opportunities with MUREX Rana Rakesh MUREX, Singapore |
| 14 Jul 2015 | 12.30pm – 2.00pm | Market Risk Management for Last Two Decades and New Challenges Brian Lo Wing Tai DBS Bank, Singapore |
| 16 Apr 2015 | 3.00pm – 4.30pm | Robust Monte Carlo, Model Risk, and Counterparty RiskPaul GlassermanColumbia University, United States |
| 14 Apr 2015 | 3.00pm – 4.30pm | Financial Networks Paul Glasserman Columbia University, United States |
| 13 Apr 2015 | 4.00pm – 5.00pm | Contingent Capital, Tail Risk, and Debt-Induced Collapse Paul Glasserman Columbia University, United States |
| 08 Oct 2014 | 4.00pm – 5.30pm | Quantitative Research Opportunities in JPMorgan Shen Ning JPMorgan, Singapore |
| 11 Sep 2014 |
4.00pm – 5.30pm | Diffusion Scaling of a Limit-order Book Model Steven E. Shreve Carnegie Mellon University, United States |
| 10 Sep 2014 | 2.00pm – 4.00pm | Transaction Costs Steven E. Shreve Carnegie Mellon University, United States |
| 09 Sep 2014 | 10.00am – 12.00pm | Optimization in a Frictionless Market Steven E. Shreve Carnegie Mellon University, United States |
| 02 Sep 2014 | 5.00pm – 6.00pm | Mathematical Problems in High Frequency Market Making of Chinese Futures Markets Gong Donggeng Shanghai MQT Investments LLC, China |
| 16 Apr 2014 | 3.00pm – 4.00pm | Functional Principal Component Analysis for Derivatives of High-Dimensional Curves Maria Grith Humboldt-Universität zu Berlin, Germany |
| 29 Jan 2014 | 4.30pm – 5.30pm | Analytic pricing of discretely sampled generalized variance swaps and options Zheng Wendong The Hong Kong University of Science & Technology, Hong Kong |
| 17 Jan 2014 | 4.00pm – 5.00pm | Fear of Loss, Inframodularity, and Transfers Marco Scarsini Singapore University of Technology and Design, Singapore |
| 04 Dec 2013 | 11.00am – 12.00pm | Recent Developments in Credit Portfolio Modelling Ludger Overbeck University of Giessen, Germany |
| 22 Nov 2013 | 9.00am – 11.30am | Mini-course on Dynamic Pricing and Revenue Management (Part 2) Guillermo Gallego Columbia University, United States |
| 20 Nov 2013 | 3.00pm – 5.30pm | Mini-course on Dynamic Pricing and Revenue Management (Part 1) Guillermo Gallego Columbia University, United States |
| 18 Nov 2013 | 4.00pm – 5.00pm | Assortment and Pricing Optimization Guillermo Gallego Columbia University, United States |
| 02 Sep 2013 | 4.00pm – 5.00pm | Quantitative Measure of Model Risk Wu Lan Peking University,China |
| 04 Jul 2013 | 4.00pm – 5.30pm | Regulatory Boundaries for the Banking System Darrell Duffie Stanford University , United States |
| 13 Jun 2013 | 6.30pm – 7.30pm | What Really Happened in 2008, and Why? Philip Protter Columbia University, United States |
| 14 Mar 2013 | 4.00pm – 5.00pm | An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options Masaaki Kijima Tokyo Metropolitan University, Japan |
| 23 Jan 2013 | 2.00pm – 3.00pm | Price and Risk H. Mete Soner ETH Zürich, Switzerland |
| 18 Jan 2013 | 4.00pm – 5.00pm | When to Cross the Spread: Curve Following with Singular Control Ulrich Horst Humboldt-Universität zu Berlin, Germany |
| 12 Dec 2012 | 3.00pm – 4.00pm | Analysis and forecasting of electricity price risks with quantile factor models Sjur Westgaard Norwegian University of Science and Technology, Norway |
| 09 Jul 2012 | 3.00pm – 4.00pm | Credit Portfolios, Credibility Theory, and Dynamic Empirical Bayes Lai Tze Leung Stanford University, United States |
| 15 Jun 2012 | 3.00pm – 4.00pm | A Theory for The Optimal Government Debt Control Abel Cadenillas University of Alberta, Canada |