AQFC2015

SEEM Seminar Series: 2023-2024 for Semester 2

Date & Venue

Title

Speaker

Thursday, January 4, 2024, 16:30 HK time, ERB 906 Mathematics of transfer learning and transfer risk: from medical to financial data analysis Prof. Xin Guo, UC Berkeley
Wenesday, January 10, 2024, 11:00 HK time, Rm 801, 8/F, Ho Sin Hang Engineering Building Modeling for COVID-19 College Reopening Decisions (And Spinoff New Directions) Professor Shane G. Henderson, Charles W. Lake, Jr. Chair in Productivity, School of Operations Research and Information Engineering, Cornell University
Friday, January 12, 2024, 16:30 HK time, ERB 513 Optimal Contract Design under Multiple Moral Hazard - Ex Ante, Ex Post Cash Diversion, and Price Deviation Prof. Mingliu Chen, University of Texas at Dallas
Wednesday, January 17, 2024, 14:00 HK time, ERB 513 Nonprogressive Diffusion on Social Networks: Approximation and Applications Yunduan Lin, UC Berkeley
Friday, January 19, 2024, 16:30 HK time, ERB 513 On stability of functionals in quantitative risk management Prof. Henryk Zaehle, Saarland University
Wednesday, January 24, 2024, 16:30 HK time, ERB 513  Learning to Simulate: Generative Metamodeling via Quantile Regression Prof. Jeff Hong, Fudan University
Thursday, January 25, 2024, 16:30 HK time, ERB 513  Asynchronous optimization and learning with delay-free step-sizes Dr. Xuyang Wu
Friday, January 26, 2024, 16:30 HK time, ERB 513 An efficient sieving based secant method for sparse optimization problems with least-squares constraints Prof. Yancheng Yuan, Hong Kong Polytechnic University
Friday, February 2, 2024, 14:00 HK time, TY Wong Hall, 5/F, Ho Sin Hang Engineering Building A General Framework for Optimal Data-Driven Optimization Professor Daniel Kuhn, Professor of Operations Research, College of Management of Technology, EPFL
Friday, February 23, 2024, 16:30 HK time, ERB 513 The Distribution Builder - A tool for financial decision making in the FinTech era Prof. Stephan Sturm, Worcester Polytechnic Institute
Friday, March 1, 2024, 16:30 HK time, ERB 513 Equilibrium transport with time-inconsistent costs: An application to matching problems in the job market Prof. Bingyan Han, The Hong Kong University of Science and Technology (Guangzhou)
Thursday, March 7, 2024, 16:30 HK time, Yasumoto International Academic Park (YIA), LT7 Singular Stochastic Control Professor John Michael Harrison, Adams Distinguished Professor of Management, Emeritus, Graduate School of Business, Stanford University
Friday, March 15, 2024, 15:00 HK time, LT3, Cheng Yu Tung Building, CUHK Prediction Games and Market Mechanisms Prof. John R. BIRGE,
Hobart W. Williams Distinguished Service Professor of Operations Management, The University of Chicago Booth School of Business
Wednesday, March 20, 2024, 13:30 HK time, Science Centre LG23 Diversified Learning: Bayesian Control with Multiple Biased Information Sources Prof. Jussi Keppo, National University of Singapore, NUS Business School
22 March 2024 (Friday), 2:00 pm, Room 201, Cheng Yu Tung Building, CUHK VC Theory for Inventory Policies Prof. Linwei XIN, Associate Professor of Operations Management, The University of Chicago Booth School of Business, United States
22 March 2024 (Friday), 5:00pm-6:00pm, Online Systemic Risk in Markets with Multiple Central Counterparties Prof. Luitgard Veraart
Friday, April 5, 4:30 pm – 5:30 pm, ERB 513 Optimal Trading with Speed-Dependent Transaction Cost Rates: A Nonparametric Model Prof. Shuaijie Qian, The Hong Kong University of Science and Technology
Friday, April 12, 4:30 pm – 5:30 pm, ERB 513 Letting the Samples Speak: A new approach for importance sampling for tail events Prof. Karthyek Murthy, Singapore University of Technology and Design
Monday, April 22, 4:30 pm – 5:30 pm, ERB 513 Robust Matrix Recovery through Nonconvex Optimization: Challenges and Promises Mr. Jianhao Ma, University of Michigan
Wenesday, April 24, 4:30 pm – 5:30 pm, ERB 513 A Framework of State-dependent Utility Optimization with General Benchmarks Prof. Yang Liu, The Chinese University of Hong Kong, Shenzhen (CUHKSZ)