The Tail-null-space-property and the Stability of the Tail-minimization Approach in Compressed Sensing with or without Frames

Speaker: LI Shidong (San Francisco State University)

Time: Dec 28, 2019, 10:00-10:45

Location: Conference Room 415, Hui Yuan 3#

FinTech: from blockchain to machine learning, and beyond

Speaker: Xin Guo (University of California)

Time: Dec 14, 2019, 09:00-11:00

Location: Conference Room 415, Hui Yuan 3#

Some optimization problems for the risk models with or without dependence structure

Speaker: Zhibin Liang (Nanjing Normal University)

Time: Sep 18, 2019, 14:00-15:00

Location: Conference Room 415, Hui Yuan 3#

The Rise of Peer-to-Peer Insurance and Its Mathematical Modeling

Speaker: Runhuan Feng (University of Illinois at Urbana-Champaign)

Time: Sep 18, 2019, 11:00-12:00

Location: Conference Room 415, Hui Yuan 3#

Portfolio selection under Partial Information and relative performance concerns

Speaker: Chao Zhou (NUS)

Time: Aug 22, 2019, 16:00-17:00

Location: Conference Room 415, Hui Yuan 3#

Variable Volatility and Financial Failure

Speaker: Lingjiong Zhu (Florida State University)

Time: Jun 11, 2019, 09:30-11:00

Location: Conference Room 415, Hui Yuan 3#

Mean-Variance Portfolio Selection for Partially-Observed Point Processes

Speaker: Yong Zeng (University of Missouri at Kansas City)

Time: Jun 5, 2019, 10:00-12:00

Location: Conference Room 415, Hui Yuan 3#

Mathematics behind volatility index and trading on volatility

Speaker: Yue Kuen KWOK (The Hong Kong University of Science and Technology)

Time: Dec 20, 2018, 14:30-15:50

Location: Room 201, Lychee Hills 2#

Implied Stochastic Volatility Models

Speaker: Chen Xu Li (Peking University)

Time: Dec 13, 2018, 16:30-17:30

Location: Conference Room 518, Hui Yuan 3#

Some optimization problems based on risk measures in actuarial science

Speaker: Jun Cai (University of Waterloo)

Time: Nov 21, 2018, 10:00-11:00

Location: Conference Room 415, Hui Yuan 3#

Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs

Speaker: Zhou YANG (South China Normal University)

Time: Oct 24, 2018, 10:00-11:00

Location: Conference Room 415, Hui Yuan 3#

Investment Decisions and Falling Cost of Data Analytics

Speaker: Chao ZHOU (NUS)

Time: Jul 20, 2018, 16:00-17:00

Location: Conference Room 415, Huiyuan 3#

Family Involvement in Finance

Speaker: Zhenyu Wu (University of Manitoba)

Time: Jun 19, 2018, 16:00-17:00

Location: Conference Room 518, Wisdom Valley 3#

Hyperbolic Normal Stochastic Volatility Model

Speaker: Jaehyuk Choi (Peking University HSBC Business School)

Time: May 25, 2018, 14:00-15:00

Location: Conference Room 415, Wisdom Valley 3#