学术报告

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学术报告

22 2018-11

Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching

报告题目：RiskSensitivePortfolioOptimizationwithDefaultContagionandRegime-Switching报告人：薄立军中国科学技术大学教授时间：2018.11.24(周六)15:30-17:00地点：金融工程研究中心105学术报告厅摘要：Westudyanopenproblemofrisk-sensitiveportfolioallocationinaregime-switchingcreditmarketwithdefaultcontagion.ThestatespaceoftheMarkovianregime-switchingprocessisassumedtobeacountablyinfiniteset.Tocharacterizethevaluefunctionoftherisksensitivestochasticcontrolproblem,weinvestigatethecorrespondingrecursiveinfinite-dimensionalnonlineardynamicalprogrammingequ
08 2018-11

Rebalancing of Leveraged ETFs under Market Frictions

Title: Rebalancingof Leveraged ETFs under M
08 2018-11

Optimal dividends with random profitability

Title: Optimal dividendswith random prof
05 2018-11

Risk measures with applications in optimal investment portfolio selections for safety-first investors

报告题目：Risk measures with applications in optimali
04 2018-11

Learning physics by data for the motion of a sphere falling in a non-Newtonian fluid

Title: Learning physics by data forthe mot
27 2018-10

Ensemble learning enhanced VWAP execution

报告题目：Ensemblelearning enhanced VWAP execution 报告
23 2018-10

以大数据资料探讨长尾产品销售起飞的关键影响因素-以金融产品等为例

演讲人：蔡惠婷台湾成功大学副教授主题：以大数据资料探讨长尾产品销售起飞的关键
09 2018-10

Computing CDS implied volatility from Deep Out-of-the-money American Put Options

报告题目：Computing CDS implied vo
27 2018-09

Lifecycle Models and Risk Management

Title: Lifecycle Models and Risk Management
25 2018-09

Non-Concave Portfolio Optimization with Portfolio Constraints

Title: Non-ConcavePortfolio Optimization wit
25 2018-09

Crowd Wisdom and Prediction Markets

Title: CrowdWisdom and Prediction Markets S
17 2018-08

苏州大学金融工程研究中心研究生学术交流报告-系列2

苏州大学金融工程研究中心研究生学术交流报告-系列2 &nbs
03 2018-08

Spine decompositions and limit results for models with branching structure

报告题目：Spinedecompositions and limit results for mo
03 2018-08

Potential Theory of Subordinate Brownian Motions

报告题目：Potential Theory of Subordinate BrownianMoti

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