AQFC2015

SEEM Seminar Series: 2015-2016 for Semester 2

Date & Venue

Title

Speaker

Thursday, January 14, 2016

11:00am - 12:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

Dynamic Pricing and Inventory Management under Network Externalities Mr. Renyu (Philip) Zhang, Washington University

Friday, January 15, 2016

4:30pm - 5:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

 Time Inconsistency and Self Control

Professor Xunyu Zhou, University of Oxford

Friday, January 22, 2016

4:30pm - 5:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

 Processing Consistency in Non-Bayesian Inference Professor Xuedong He, Department of Systems Engineering and Engineering Management, CUHK

Wednesday, February 3, 2016

11:00am-12:00pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

 

 
Professor Matthew E. H. Petering
Friday, February 5, 2016

16:30pm-17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

 
Professor Philippe Toint, Department of Mathematics, The
University of Namur

Thursday, February 18, 2016

16:30pm-17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

Do Consumers Benefit from Dynamic Pricing?  Guillermo Gallego (Department of Industrial Engineering and Logistic Management, Hong Kong University of Science and Technology)
Friday, February 19, 2016

16:30pm-17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

Existence of Nash equilibrium for Chance Constrained Games
Pr. Abdel Lisser
Université Paris Sud
Friday, March 4, 2016

16:30pm-17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

 
James V Burke, University of Washington, Seattle
Friday, March 11, 2016

16:30pm-17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

Opinions matter: a general approach to user profile modeling for contextual suggestion 

Professor Hui Fang

University Delaware

Thursday, April 7, 2016

16:30pm-17:30pm

Room 1009,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

Reformulation of the arbitrage-free pricing method under the multi-curve environment Prof.Masaaki Kijima, Tokyo Metropolitan University
Thursday, April 14, 2016

16:30pm-17:30pm

Lady Shaw Building(LSB) C 3

The Chinese University of Hong Kong.

Machine Learning in Finance
Chuan-Hsiang Han 韓傳祥(Department of Quantitative Finance, National Tsing-Hua University, Taiwan)
 

Friday, April 22, 2016

16:30pm -17:30pm

Room 1009,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

 
Prof.Guozhu Dong, Wright State University, Ohio, USA

Friday, April 28, 2016

11:00am -12:00pm

Room 1009,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

The Worst Case Complexity of Direct Search and beyond Prof. Zaikun Zhang, Hong Kong PolyU

Friday, April 29, 2016

16:30pm -17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

Portfolio selection in Heston's stochastic volatility model using a contingent claim Yongmin Zhang, Nottingham Business School China

Wednesday, May 11, 2016

16:30pm -17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

First Passage Times of Two-Dimensional Brownian Motion
Steven KOU, National University of Singapore 
 

Friday, May 13, 2016

11:00am -12:00pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

Speed optimization for green maritime transportation  Harilaos N. Psaraftis Technical University of Denmark

Thursday, May 19, 2016

16:30pm-17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

Variational approximations for exponential random graph models 
Lingjiong Zhu (Florida State University)
 
Friday, May 27, 2016

16:30pm-17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

New Results on Tensor Computation: Completion, Decomposition, and Invariance Properties
Prof.Shuzhong Zhang
Department of Industrial and Systems Engineering
University of Minnesota

Tuesday, June 21, 2016

14:30pm-15:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

Large Dimensional Factor Modeling Based on High-Frequency Observations  Markus Pelger, Stanford University 
Wednesday, June 22, 2016

16:30pm-17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

Risk aversion in monetary risk measures 
Ruodu Wang, University of Waterloo
 
Thursday, June 30, 2016

16:30pm-17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),

(Engineering Building Complex Phase 2)

The Chinese University of Hong Kong.

High frequency trading and learning Xuezhong (Tony) He, Professor of Finance, University of Technology Sydney

Monday, July 25, 2016

16:30pm- 17:30pm

Room 513,

William M.W. Mong Engineering Building (ERB),
 
(Engineering Building Complex Phase 2)
 
The Chinese University of Hong Kong.
 
New formulations and relaxations for mixed-binary quadratic optimization Prof. Abdel LISSER from University of Paris - Sud

Wednesday, July 27, 2016

11:00am- 12:00pm

Room 1009,

William M.W. Mong Engineering Building (ERB),
 
(Engineering Building Complex Phase 2)
 
The Chinese University of Hong Kong.
 
Modeling and Solving Zone-based Dynamic Facility Layout Problem with Input Output Points  Prof. Sadan Kulturel of Pennsylvania State University

Friday, July 29, 2016

11:00am- 12:00pm

Room 513,

William M.W. Mong Engineering Building (ERB),
 
(Engineering Building Complex Phase 2)
 
The Chinese University of Hong Kong.
 
Can technology support green driving? Dr. Samantha Jamson, Institute for Transport Studies, University of Leeds