16 May 2014, Singapore
Registration has closed.
Submission of contributed talks has closed.
This is the second joint workshop of the Centre for Quantitative Finance at the National University of Singapore and the Financial and Risk Modeling Institute at Stanford University.
Whereas the topic of the previous joint workshop (December 17-18, 2012) was risk and regulation, this workshop will focus on statistical issues in risk management, financial analytics, quantitative strategies, algorithmic trading, and advances in statistical methods motivated by financial applications.
Group photo:
Invited Speakers
- Robert ANDERSON (University of California, USA)
- Hock Peng CHAN (National University of Singapore, Singapore)
- Ying CHEN (National University of Singapore, Singapore)
- Cheng-Der FUH (National Central University, Taiwan)
- Maria GRITH (Humboldt-Universität zu Berlin, Germany)
- Steven KOU (National University of Singapore, Singapore)
- Tze Leung LAI (Stanford University, USA)
- Tiong Wee LIM (National University of Singapore, Singapore)
- Raja VELU (Syracuse University, USA)
Programme
Programme & Abstracts
Venue
- Block S17 Level 4, Seminar Room 1
National University of Singapore (Kent Ridge campus)
Organizing Committee:
- Min DAI (National University of Singapore, Singapore)
- Steven KOU (National University of Singapore, Singapore)
- Tze Leung LAI (Stanford University, USA)