AQFC2015

Seminar Series 2009-2010 Semester 1

Date & Venue

Title

Speaker

December 11th, 2009 (Monday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

Robust Risk Measure in Continuous Time Finance

Prof. Shige Peng

December 4th, 2009(Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

Cafeteria/Concert Hall Queuing Problem - A Game of Arrivals

Prof. Sandeep Juneja

November 24th, 2009 (Tuesday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

A Price-dependent Demand Substitution Rule and Its Applications

Prof. Lu Ye

November 17th, 2009 (Tuesday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

Analytical Approach to Logistics Analysis

Prof. Ho-Yin Mak

November 13th, 2009 (Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

Mining discriminative graph patterns

Prof. Wei Wang

November 9th, 2009 (Monday)

4:30 p.m. - 5:30 p.m.

T.Y. Wong Hall, 5/F, Ho Sin-Hang Engineering Building, The Chinese University of Hong Kong  

 

The faith in financial modelling

Dr. Ken Yan

November 3rd, 2009 (Tuesday)

4:30 p.m. - 5:30 p.m.

ELB LT,  William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

Knowledge Discovery and Management in Life Sciences

Dr. Fazel Famili

October 30th, 2009 (Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

Fluid Models of Many-server Queues with Abandonment

Prof. Jiheng Zhang

October 23rd, 2009 (Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

A behavioral finance based tick-by-tick model for price and volume

Prof. Ka Chun Ma

October 19th, 2009 (Monday)

4:30 p.m. - 5:30 p.m.

T.Y. Wong Hall, 5/F, Ho Sin-Hang Engineering Building, The Chinese University of Hong Kong 

 

Risk, Risk control and UBS Investment Bank

Mr. Lyn Fox

Oct 2nd, 2009 (Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

Nonconvex Quadratic Programming: Return of the Boolean Quadric Polytope

Prof. Kurt Anstreicher

September 30th, 2009 (Wednesday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

Operations Research at Netherlands Railways: From planning towards operations

Dr. Dennis Huisman

September 21st, 2009 (Monday)

4:30 p.m. - 5:30 p.m.

T.Y. Wong Hall, 5/F, Ho Sin-Hang Engineering Building, The Chinese University of Hong Kong

 

The Role of Information Technology within Investment Banks

Mr. Eron Sunando

September 11th, 2009 (Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

System Log Search and Analyais -- A real-world opportunity and challenge

Dr. Weihang Jiang

Sep. 1st, 2009 (Tuesday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

A Unified Framework for Dynamic Pari-Mutuel Information Market Design

Zizhuo Wang

Aug 14th, 2009 (Friday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

Hope, Fear and Aspiration

Xuedong He

Aug. 4th , 2009 (Tuesday)

4:30 p.m. - 5:30 p.m.

Room 513 William M. Mong Engineering Building (Engineering Building II) The Chinese University of Hong Kong  

 

Design of multi-tier supply chains: Forecasting, delegation, and information

Prof. Chen Ying-Ju