AQFC2015

2022-2023 Semester 1

Date & Venue

Title

Speaker
Friday, Dec 16, 4:30 pm – 5:30 pm On Reliable Quantification and Mitigation of Extremal Risks Prof. Henry Lam, Department of Industrial Engineering and Operations Research, Columbia University
Friday, Dec 16, 9:30 am – 10:30 am Prof. Boxiao (Beryl) Chen, College of Business Administration, University of Illinois Chicago
Thursday, Dec 8, 4:30 pm – 5:30 pm Lyapunov Stability of the Subgradient Method with Constant Step Size Mr. Lexiao Lai, Columbia University
Friday Dec 2, 4:30 pm – 5:30 pm Optimal compensation design for coupled passenger-parcel transportation Prof. Min Xu, Department of Industrial and Systems Engineering, The Hong Kong Polytechnic University
Friday, Nov 25, 4:30 pm – 5:30 pm (HKT) A Unified Analysis for Assortment Planning with Marginal Distributions Prof. Selin Damla Ahipasaoglu, School of Mathematical Sciences, University of Southampton, UK
Friday, November 11, 2022, 16:30 HK time, ERB 513 The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance Prof. Chao Ying, Department of Finance, the Chinese University of Hong Kong
Friday, October 28, 2022, 16:30 HK time, ERB 513 Prof. Jintao Ke, Department of Civil Engineering, The University of Hong Kong
Friday, October 7, 2022, 16:30 HK time, ERB 513 Robust Duality in Intertemporal Utility Maximizations Dr. Kyunghyun Park, Department of Statistics, The Chinese University of Hong Kong

Friday, Sep 30, 12:30 pm - 1:30 pm HK time.

Zoom link:

https://cuhk.zoom.us/j/92346427338?pwd=dGZrVnlHZHZ3bU85TVc2MUZvN0U4Zz09

Meeting ID: 923 4642 7338

Passcode: 298476

 Scheduling with Cadence Constraints Prof. Anand Subramanian, Department of Computer Systems, Universidade Federal da Paraíba, Brazil
Friday, September 23, 2022, 16:30 HK time, ERB 513 Urban rail transit operations with use of reinforcement learning Prof. Andy H. F. Chow, Advanced Design and Systems Engineering, City University of Hong Kong
Friday, September 16, 2022, 16:30 HK time, ERB 513 Markov Decision Processes with Ex-Post Max-Min Fairness, and Generalizations Prof. Wang Chi Cheung, Department of Industrial System Engineering and Management, NUS, Singapore

Friday, September 9, 2022, 16:30 HK time, ERB LT

 Creating Alpha with Machine Learning -- Some Examples Mr. Gautier Marti, Abu Dhabi Investment Authority (ADIA)