The 10th Asian Quantitative Finance Seminar (AQFS) - Call for Paper

The 10th Asian Quantitative Finance Seminar (10th AQFS) is scheduled on 26th June 2021 (Saturday) from 9:30 am to 12:00 pm (Hong Kong Time Zone, GMT +8). It will be hosted by the Department of Industrial Engineering & Decision Analytics, Hong Kong University of Science and Technology. The seminar will include an invited talk and 2 or 3 contributed talks, each of which consists of 20 minutes presentation (by the speaker) plus 10 minutes discussion (by the discussant). The seminar is calling for the submission of papers for the contributed talks.

Submission Requirement

If you are interested in contributing a talk for the seminar series, please email

weijiang@ust.hk with the following format:

(1) subject line “The 10th AQF Seminar”

(2) the title page containing the authors’ details

(3) a blinded manuscript with no author details as another separate file.

All submissions will be reviewed by the scientific committee of the seminar series. Only unpublished, complete manuscripts will be considered. The deadline for submission is 16th June, 11:59 pm (Hong Kong Time Zone, GMT +8).

Invited Talk: “Optimal Time-Consistent Debt Policies” by Prof. Andrey Malenko.

Abstract: We study time-consistent debt policies in a trade-off model of debt in which the firm can freely issue new debt and repurchase existing debt. A debt policy is time-consistent if in any state equityholders prefer to follow it rather than to deviate from it but lose credibility in sustaining debt discipline in the future. In a class of policies, the optimal time- consistent debt policy consists of an interest coverage ratio (ICR) target and two regions for the ICR: the stable and the distress regions. In the stable region, the firm actively manages liabilities to the ICR target by issuing/repurchasing debt. A sufficiently large negative shock to cash flows pushes the firm into the distress region, where it abandons the target and waits until either cash flows recover or further negative shocks trigger bankruptcy. Credit spreads are sensitive to cash flow shocks in the distress region but not in the stable region. The optimal policy captures realistic features of debt dynamics, such as active debt management in both directions, interior optimal debt maturity, and dynamics of “fallen angels.”

Speaker: Prof. Andrey Malenko is an Associate Professor of Finance at the University of Michigan’s Ross School of Business. His research is in the area of corporate investment and financing, corporate governance, mergers and acquisitions, as well as auction theory and economics of information. His work has been published in leading academic journals, such as

American Economic Review, Review of Economic Studies, Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. He is the recipient of the 2020 Brattle Prize for a distinguished paper in corporate finance in the Journal of Finance. He is a Research Fellow of Centre for Economic Policy and Research, and an Associate Editor at the Journal of Finance, Management Science, Review of Finance, and Review of Corporate Financial Studies. Before joining Michigan Ross, he was on the faculty of MIT Sloan School Management and Boston College’s Carroll School of Management. Professor Malenko received a Ph.D. in Finance in 2011 from Stanford Graduate School of Business, and Master and Bachelor’s degrees from New Economic School and NRU – Higher School of Economics in Moscow, Russia. He currently teaches MBA and Ph.D. courses in Corporate Financial Policy and Finance Theory.

Scientific Committee

Jiro Akahori (Ritsumeikan U); Nan Chen (CUHK); Zengjing Chen (Shandong U); Min Dai (NUS); Samuel Drapeau (Shanghai Jiaotong U); Masaaki Fukasawa (Osaka U); Xin Guo (UC Berkeley); Ying Hu (Univ Rennes); Hanqing Jin (Oxford); Wanmo Kang (KAIST); Steven Kou (Boston U); Yue Kuen Kwok (HKUST); Qi Wu (CityU of Hong Kong); Zhongfei Li (SYSU); Zongxia Liang (Tsinghua U); Jin Ma (USC); Huyen Pham (Paris 7); Shanjian Tang (Fudan U); Jie Xiong (SUSTech); Zuoquan Xu (HKPolyU); Kazutoshi Yamazaki (Kansai U); Jingping Yang (Peking U); Jiongmin Yong (UCF); and Xunyu Zhou (Columbia U).

The 9th Asian Quantitative Finance Seminar (AQFS)

The 9th Asian Quantitative Finance Seminar

Hosted By

School of Mathematical Sciences, Tongji University

Time

20:30-22:30 , May 22, 2021, Saturday (Beijing Time Zone, GMT +8)

Zoom

Meeting ID: 873 790 90787 Password:123456

or join through

https://us02web.zoom.us/j/87379090787?pwd=TzRDY2lPTHVHbS96Ym9EckVDaC92Zz09#success

20:30-21:30

Invited Talk

Title: The Seven-League Scheme: Deep learning for large time step Monte Carlo simulation of SDEs

Speaker: Prof. Cornelis W. Oosterlee

Abstract: We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), on the basis on using large time steps. The SDE discretization is based on a polynomial chaos expansion method, and accurately determined stochastic collocation (SC) points. By an artificial neural network these SC points are learned. We then perform Monte Carlo simulations with large time steps. Error analysis confirms that this data-driven scheme results in accurate SDE solutions in the sense of strong convergence, provided the learning methodology is robust and accurate. With a variant method called the compression-decompression collocation

and interpolation technique (CDC), we reduce the number of neural network functions that have to be learned, so that computational speed is enhanced. Numerical results show high quality strong convergence error results, when using large time steps, and the novel scheme outperforms some classical numerical SDE discretizations. Some applications, in financial option valuation, are presented. This is a joint work with Dr. Shuaiqiang Liu and Dr. Lech A. Grzelak.

Bio: Prof. Cornelis W. Oosterlee is a professor at Utrecht University in the Mathematical Institute, since 1/2/2021. Prior to this appointment, he was a professor at Delft University of Technology and also at CWI – Centrum Wiskunde & Informatica. His research focus is on developing and analysing novel, robust and efficient algorithms, with a particular interest in Computational Finance. He has written two textbooks, the most recent one is “Mathematical Modeling and Computation in Finance” with Lech A. Grzelak, and approximately 150 research articles

21:30 –21:50

Contributed Talk

Title: Optimal investment timing for carbon emission reduction technology with a jump-diffusion process

Speaker: Huang,Wenlin, School of Mathematical Sciences, Tongji University

Abstract: This study adopts a real option framework to examine the optimal investment timing for carbon emission reduction technology, wherein the cost of the technology investment involves a jump-diffusion process, and carbon emissions are limited by a carbon tax policy. This research paper establishes a model that can be applied to a two-dimensional free boundary problem, where the free boundary is the optimal threshold to investment. In addition, the value function is related to a Hamilton-Jacobi-Bellman (HJB) equation in variational form in the viscosity sense. After that, using a homogeneity technique, the dimension of the problem can be reduced. By applying a technique of iteration of basic functions, a semi closed-form solution of the problem is developed. Finally, the properties and approximation of the free boundary, and numerical results are presented.

21:50-22:00

Discussion

Discuss on ”Optimal investment timing for carbon emission reduction technology with a jump-diffusion process”

Prof. Yuhong Xu, Center for Financial Engineering, Soochow University

22:00-22:20

Contributed Talk

Title: Optimal pairs trading rules based on mean-reverting process

Speaker: Jie Wang, School of Finance, Nankai University

Abstract: In statistical arbitrage, pairs trading is usually considered a risk-neutral strategy. The traditional k\sigma rule were mostly used in previous literature, which utilizes up-to-date information about volatility, but does not provide insights on future dynamics and transaction cost. In this paper, we derive the optimal trading rules for pairs trading where the logarithm of price spread follows an Ornstein-Uhlenbeck process. A fixed rate of trading costs is charged with each transaction. The solution is based on maximization of expected return per unit time. Furthermore, we prove that the traditional k\sigma rule used in pairs trading literature is one of the special cases of our general optimal rules. Numerical examples are reported to demonstrate the results that: (1) our trading rules have a better performance than the traditional k\sigma rule when transaction costs are considered; (2) the increase of trading costs have a significant impact on our trading rules, which may reduce the frequency of pairs trading.

22:20-22:30

Discussion

Discuss on ”Optimal pairs trading rules based on mean-reverting process”

Prof. Guiyuan Ma, School of Economics and Finance, Xi’an Jiaotong University

The 9th Asian Quantitative Finance Seminar (AQFS) - Call for Paper

The 9th Asian Quantitative Finance Seminar (9th AQFS) is scheduled on 22th May 2021 (Saturday) from 8:30 pm to 11:30 pm (Beijing Time Zone, GMT +8). It will be hosted by School of Mathematical Sciences, Tongji University. The seminar will include a one-hour invited talk and 2 or 3 contributed talks, each of which consists of 20 minutes presentation (by the speaker) plus 10 minutes discussion (by the discussant). The seminar is calling for submission of papers for the contributed talks.

Submission Requirement

If you are interested in contributing a talk for the seminar series, please email to aqfstongji@gmail.com with the following format:

subject line “The 9th AQF Seminar”
the title page containing the authors details
a blinded manuscript with no author details as another separate

All submissions will be reviewed by the scientific committee of the seminar series. Only unpublished, complete manuscripts will be considered. The deadline for submission is 9th May, 11:59pm (Beijing Time Zone, GMT +8).

Scientific Committee

Jiro Akahori (Ritsumeikan U); Nan Chen (CUHK); Zengjing Chen (Shandong U); Min Dai (NUS); Samuel Drapeau (Shanghai Jiaotong U); Masaaki Fukasawa (Osaka U); Xin Guo (UC Berkeley); Ying Hu (Univ Rennes); Hanqing Jin (Oxford); Wanmo Kang (KAIST); Steven Kou (Boston U); YueKuen Kwok (HKUST); Qi Wu (CityU of Hong Kong); Zhongfei Li (SYSU); Zongxia Liang (Tsinghua U); Jin Ma (USC); Huyen Pham (Paris 7); Shanjian Tang (Fudan U); Jie Xiong (SUSTech); Zuoquan Xu (HKPolyU); Kazutoshi Yamazaki (Kansai U); Jingping Yang (Peking U); Jiongmin Yong (UCF); and Xunyu Zhou (Columbia U).

The 8th Asian Quantitative Finance Seminar (AQFS) - Call for Paper

The 8th Asian Quantitative Finance Seminar (8th AQFS) is scheduled on 24th April 2021 (Saturday) from 9:30am to 12:00pm (Beijing Time Zone, GMT +8). It will be hosted by the City University of Hong Kong. The seminar will include two or three contributed talks, each of which consists of 20 minutes presentation (by the speaker) plus 10 minutes discussion (by the discussant). The seminar is calling for submission of papers for the contributed talks.

Submission Requirement

If you are interested in contributing a talk for the seminar series, please email to aqfs.cityu.hk@gmail.com with the following format:

subject line “The 8^th AQF Seminar”
the title page containing the authors details
a blinded manuscript with no author details as another separate

All submissions will be reviewed by the scientific committee of the seminar series. Only unpublished, complete manuscripts will be considered. The deadline for submission is 14th April 2021, 11:59pm (Beijing Time Zone, GMT +8).

Scientific Committee

Jiro Akahori (Ritsumeikan U); Nan Chen (CUHK); Zengjing Chen (Shandong U); Min Dai (NUS); Samuel Drapeau (Shanghai Jiaotong U); Masaaki Fukasawa (Osaka U); Xin Guo (UC Berkeley); Ying Hu (Univ Rennes); Hanqing Jin (Oxford); Wanmo Kang (KAIST); Steven Kou (Boston U); Yue- Kuen Kwok (HKUST); Zhongfei Li (SYSU); Jin Liang (Tongji U); Zongxia Liang (Tsinghua U); Jin Ma (USC); Huyen Pham (Paris 7); Shanjian Tang (Fudan U); Xianhua Peng (Peking U); Qi Wu (CityU of Hong Kong); Jie Xiong (SUSTech); Zuoquan Xu (HKPolyU); Kazutoshi Yamazaki (Kansai U); Jingping Yang (Peking U); Jiongmin Yong (UCF); and Xunyu Zhou (Columbia U).

The 7th Asian Quantitative Finance Seminar (AQFS) - Call for Paper

The 7th Asian Quantitative Finance Seminar (7th AQFS) is scheduled on 13th March 2021 (Saturday) from 10:00am to 12:00pm (Beijing Time Zone, GMT +8). It will be hosted by the HSBC Business School of Peking University. The seminar will include two or three contributed talks, each of which consists of 20 minutes presentation (by the speaker) plus 10 minutes discussion (by the discussant). The seminar is calling for submission of papers for the contributed talks.

Submission Requirement

If you are interested in contributing a talk for the seminar series, please email to aqfs@phbs.pku.edu.cn with the following format:

(1) subject line “The 7^th AQF Seminar”

(2) the title page containing the authors details

(3) a blinded manuscript with no author details as another separate file.

All submissions will be reviewed by the scientific committee of the seminar series. Only unpublished, complete manuscripts will be considered. The deadline for submission is 1st March, 11:59pm (Beijing Time Zone, GMT +8).

Scientific Committee

Jiro Akahori (Ritsumeikan U); Nan Chen (CUHK); Zengjing Chen (Shandong U); Min Dai (NUS); Samuel Drapeau (Shanghai Jiaotong U); Masaaki Fukasawa (Osaka U); Xin Guo (UC Berkeley); Ying Hu (Univ Rennes); Hanqing Jin (Oxford); Wanmo Kang (KAIST); Steven Kou (Boston U); Yue-Kuen Kwok (HKUST); Zhongfei Li (SYSU); Zongxia Liang (Tsinghua U); Jin Ma (USC); Huyen Pham (Paris 7); Shanjian Tang (Fudan U); Xianhua Peng (Peking U); Qi Wu (CityU of Hong Kong); Jie Xiong (SUSTech); Zuoquan Xu (HKPolyU); Kazutoshi Yamazaki (Kansai U); Jingping Yang (Peking U); Jiongmin Yong (UCF); and Xunyu Zhou (Columbia U).

The 6th Asian Quantitative Finance Seminar (AQFS)

Join our Zoom Webinar Session @NUS

https://nus-sg.zoom.us/webinar/register/WN_NgbNo_h9RhKNZSUV8k_Wow

Time: 0930hr – 1200hr, 23 Jan 2021 (Saturday) (Singapore Time Zone, GMT +8)

Programme

0930hr – 1030hr
(Invited Talk)Chaired by Min Dai, NUS

Title: Monte-Carlo methods for high-dimensional problems in quantitative finance

Prof Mete Soner, Princeton University

Abstract: Stochastic optimal control has been an effective tool for many problems in quantitative finance and financial economics. Although, they provide the much needed quantitative modeling for such problems, until recently they have been numerically intractable in high-dimensional settings. However, several recent studies report impressive numerical results: Becker, Cheridito, and Jentzen study the optimal stopping problem providing tight error bounds and an efficient algorithm up to 100 dimensional problems. Buehler, Gonon, Teichmann, and Wood on the other hand, consider the problem of hedging and again report results for high-dimensional problems. All these papers use a Monte-Carlo type algorithm combined with deep neural networks proposed by Han, E and Jentzen and further studied by Bachouch, Huré, Langrené, and Pham. In this talk I will outline this approach and discuss its properties. Numerical results, while validating the power of the method in high dimensions, it also show the dependence of the dimension and the size of the training data. This is joint work with Max Reppen of Boston University.

1030hr – 1050hr
(Contributed Talk)Chaired by Marko Weber, NUS

Presentation on “Retirement decision and optimal consumption-investment under addictive habit persistence”

Fengyi Yuan, Tsinghua University

1050hr – 1100hr

Discussion on “Retirement decision and optimal consumption-investment under addictive habit persistence”

Xudong Zeng, Shanghai University of Finance and Economics

1100hr – 1120hr
(Contributed Talk)Chaired by Xianhua Peng, Peking University HSBC Business School (PHBS)

Presentation on “Decomposition of Optimal Dynamic Portfolio Choice with Wealth–Dependent Utilities in Incomplete Markets”

Yiwen Tim Shen, Columbia University

1120hr – 1130hr

Discussion on “Decomposition of Optimal Dynamic Portfolio Choice with Wealth–Dependent Utilities in Incomplete Markets”

Yang Liu, Tsinghua University

The 6th Asian Quantitative Finance Seminar (AQFS) - Call for Paper

The 6^th AQFS: Call for Papers

The 6^th Asian Quantitative Finance Seminar (6^th AQFS) is scheduled on 23^rd January 2021 (Saturday) from 09:30am to 12:00pm (Singapore Time Zone, GMT +8).

There will be a one-hour invited talk by Professor Mete Soner (Princeton University) and two or three contributed talks, each of which consists of 20 minutes presentation (by the speaker) plus 10 minutes discussion (by the discussant).

Submission Requirements:

If you are interested in contributing a talk for the seminar series, please email to askcqf@nus.edu.sg with the following format:

(1) subject line “AQF Seminar Series”

(2) the title page containing the Authors details

(3) a blinded manuscript with no author details as another separate file.

All submissions will be reviewed by the scientific committee of the seminar series. Only unpublished, complete manuscripts will be considered.

The deadline for submission is 12th January, 11:59pm (Singapore Time Zone, GMT +8).

Scientific Committee

Jiro Akahori (Ritsumeikan U); Nan Chen (CUHK); Zengjing Chen (Shandong U); Min Dai (NUS); Samuel Drapeau (Shanghai Jiaotong U); Masaaki Fukasawa (Osaka U); Xin Guo (UC Berkeley); Ying Hu (Univ Rennes); Hanqing Jin (Oxford); Wanmo Kang (KAIST); Steven Kou (Boston U); Yue-Kuen Kwok (HKUST); Qi Wu (CityU of Hong Kong); Zhongfei Li (SYSU); Zongxia Liang (Tsinghua U); Jin Ma (USC); Huyen Pham (Paris 7); Shanjian Tang (Fudan U); Jie Xiong (SUSTech); Zuoquan Xu (HKPolyU); Kazutoshi Yamazaki (Kansai U); Jingping Yang (Peking U); Jiongmin Yong (UCF); and Xunyu Zhou (Columbia U).

The 5th Asian Quantitative Finance Seminar (AQFS)

The 5th Asian Quantitative Finance Seminar – AQFS

Host:
Digital Business Institute, Questrom School of Business, Boston University

Date & Time:
Tuesday, Dec 15, 2020 from 9:00am-11:30am (Boston, EST Time Zone, GMT -5)

Deadline for paper submission: Nov 30, 2020, 11:00pm, Boston time.

Notification of acceptance: Dec 7, 2020.

Please email two pdf files of your full paper (with and without the names of authors) to
Prof. Steven Kou, kou@bu.edu

Program

9:00 – 9:20: Margin Constraints, Default Aversion, and Optimal Hedging in Bitcoin Futures Markets
by Bin Zou (University of Connecticut)
9:20 – 9:30: Discussant: Chao Shi (Shanghai University of Finance & Economics)
9:30 – 9:35: Floor Discussion

9:35 – 9:55: Optimizing Distortion Riskmetrics with Distributional Uncertainty
by Qiuqi Wang (University of Waterloo)
9:55 – 10:05: Discussant: Bin Zou (University of Connecticut)
10.05 – 10:10: Floor Discussion

10:10 – 10:30: Mean-Variance Stackelberg Games between One Insurer and Two Reinsurers
by Luyang Yu (Central University of Finance and Economics)
10:30 – 10:40: Discussant: Qiuqi Wang (University of Waterloo)
10.40 – 10:45: Floor Discussion

10:45 – 10:50: Closing Remarks

The 4th Asian Quantitative Finance Seminar (AQFS)

The 4th Asian Quantitative Finance Seminar (AQFS)

18:00-21:00, Friday, November 20, 2020 (JP Time zone, GMT +9).

Call for papers

Center for Mathematical Modeling and Data Science, Osaka University

Preamble

The fourth event of the monthly online seminar series on quantitative finance will be hosted by Center for Mathematical Modeling and Data Science, Osaka University, via Zoom on Friday, November 20, 2020 from 18:00-21:00 (JP Time Zone). Continuing the format of the previous meetings, this event will consist of four or five talks, each of which includes a 20 minute presentation (by the speaker) plus a 10-minute discussion (by a discussant).

Submission Requirements

If you are interested in contributing a talk for the seminar series, please send your manuscript to fukasawa@sigmath.es.osaka-u.ac.jp based on the following requirements:

subject line “AQF Seminar Series”
the title page containing the Authors details
a blinded manuscript with no author details as another separate file

All submissions will be reviewed by scientific committee of the seminar series. Only unpublished complete manuscripts will be considered.

Submission deadline: 11:00pm, 31 October, 2020 (JP Time Zone, GMT +9).

Scientific Committee

Jiro Akahori (Ritsumeikan U); Nan Chen (CUHK); Zengjing Chen (Shandong U); Min Dai (NUS); Masaaki Fukasawa (Osaka U); Xin Guo (UC Berkeley); Ying Hu (Univ Rennes); Hanqing Jin (Oxford); Wanmo Kang (KAIST); Steven Kou (Boston U); Yue-Kuen Kwok (HKUST); Duan Li (CityU of Hong Kong); Zhongfei Li (SYSU); Zongxia Liang (Tsinghua U); Jin Ma (USC); Huyen Pham (Paris 7); Shanjian Tang (Fudan U); Jie Xiong (SUSTech); Zuoquan Xu (HKPU) ; Kazutoshi Yamazaki (Kansai U); Jingping Yang (Peking U); Jiongmin Yong (UCF); and Xunyu Zhou (Columbia U).

The 3rd Asian Quantitative Finance Seminar (AQFS)

The 3rd Asian Quantitative Finance Seminar (AQFS)

9:00am-12:00pm, Saturday, Oct. 17, 2020 (HK Time Zone, GMT +8).

Call for papers

The PolyU-SDU Joint Research Center on Financial Mathematics and the CAS AMSS-POLYU Joint Laboratory of Applied Mathematics, The Hong Kong Polytechnic University

Preamble

The third event of the monthly online seminar series on quantitative finance will be hosted by The PolyU-SDU Joint Research Center on Financial Mathematics and the CAS AMSS-POLYU Joint Laboratory of Applied Mathematics, The Hong Kong Polytechnic University, via Zoom on 17th October 2020 (Saturday) from 9:00am to 12:00pm (HK Time Zone, GMT +8). Continuing the format of the previous meetings, this event will consist of four or five talks, each of which includes a 20 minute presentation (by the speaker) plus a 10-minute discussion (by a discussant).

Submission Requirements

If you are interested in contributing a talk for the seminar series, please send your manuscript to maxu@polyu.edu.hk based on the following requirements:

subject line “AQF Seminar Series”
the title page containing the Authors details
a blinded manuscript with no author details as another separate file

All submissions will be reviewed by scientific committee of the seminar series. Only unpublished complete manuscripts will be considered.

Submission deadline: 11:00pm, 5th October, 2020 (HK Time Zone, GMT +8).

Scientific Committee

Jiro Akahori (Ritsumeikan U); Nan Chen (CUHK); Zengjing Chen (Shandong U); Min Dai (NUS); Masaaki Fukasawa (Osaka U); Xin Guo (UC Berkeley); Ying Hu (Univ Rennes); Hanqing Jin (Oxford); Wanmo Kang (KAIST); Steven Kou (Boston U); Yue-Kuen Kwok (HKUST); Duan Li (CityU of Hong Kong); Zhongfei Li (SYSU); Zongxia Liang (Tsinghua U); Jin Ma (USC); Huyen Pham (Paris 7); Shanjian Tang (Fudan U); Jie Xiong (SUSTech); Jingping Yang (Peking U); Jiongmin Yong (UCF); and Xunyu Zhou (Columbia U).

The 2nd Asian Quantitative Finance Seminar (AQFS)

Online AQFS Series: 12 Sep 2020, CUHK

The second Asian Quantitative Finance Seminar (AQFS) Online will be hosted by the Centre for Financial Engineering, The Chinese University of Hong Kong on 12 Sep 2020 (Saturday) from 9:00pm to 12:00pm, HK time zone GMT+8, via Zoom.

Continuing the format of the first meeting, this event will consist of four or five talks, each of which includes a 20 minute presentation (by the speaker) plus a 10-minute discussion (by a discussant).

Submission requirements
If you are interested in contributing a talk for the seminar series, please send your manuscript to steptam@cuhk.edu.hk, based on the following requirements:
(1) subject line “AQF Seminar Series”
(2) the title page containing the Authors details
(3) a blinded manuscript with no author details as another separate file.

All submissions will be reviewed by scientific committee of the seminar series. Only unpublished complete manuscripts will be considered. Submission deadline: Aug 31 2020.

Scientific Committee
Jiro Akahori (Ritsumeikan U); Nan Chen (CUHK); Zengjing Chen (Shandong U); Min Dai (NUS); Masaaki Fukasawa (Osaka U); Xin Guo (UC Berkeley); Ying Hu (Univ Rennes); Hanqing Jin (Oxford); Wanmo Kang (KAIST); Steven Kou (Boston U); Yue-Kuen Kwok (HKUST); Duan Li (CityU of Hong Kong); Zhongfei Li (SYSU); Zongxia Liang (Tsinghua U); Jin Ma (USC); Huyen Pham (Paris 7); Shanjian Tang (Fudan U); Jie Xiong (SUSTech); Kazutoshi Yamazaki (Kansai U); Jingping Yang (Peking U); Jiongmin Yong (UCF); and Xunyu Zhou (Columbia U).

Past Event:
The first AQFS seminar was hosted by Centre for Quantitative Finance, NUS on 6 Aug 2020 from 19:30pm-22:00pm. See the record of the first seminar. Access Password: c&a7%add

The 1st Asian Quantitative Finance Seminar (AQFS)