AQFC2015

Seminar Series 2010-2011 Semester 2

Date & Venue

Title

Speaker

Aug 26th, 2011 (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  

Equilibrium of Time-Inconsistent Stochastic Linear--Quadratic Control

Prof. Hanqing Jin

Aug 26th, 2011 (Friday)

3:30 p.m. - 4:30 p.m.

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

Ergodic BSDEs and Applications

Prof. Ying Hu

July 20th, 2011 (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  

 

Stochastic Maximum Weight Forest Problem

Prof. Abdel Lisser

July 18th, 2011 (Monday)

2:30 p.m. - 3:30 p.m.

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

 

A Linear Programming Embedded Probabilistic Tabu Search for the Unequal-Area Facility Layout Problem with Flexible Bays

Prof. Sadan Kulturel-Konak

Jun 30th, 2011 (Thursday)

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

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

 

Improving Network Performance in Mobile Ad Hoc Networks Using Intelligent Agents

Prof. Abdullah Konak

July 29th, 2011 (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  

 

The Event Calculus on High Frequency Finance

Prof. Edward Tsang

July 8th, 2011 (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  

 

An Empirical Study of the Bullwhip Effect in China

Prof. Shitao Yang

Jun 1st, 2011 (Wednesday)

11:30 a.m. - 12:30 p.m.

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

 

Default Clustering and Valuation of Collateralized Debt Obligations

Prof. Xianhua Peng

May 30th, 2011 (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  

 

Classical, Forward, and Marginal Indifference Pricing

Prof. Tim Siu-Tang Leung

May 27th, 2011 (Friday)

2:30 p.m. - 3:30 p.m.

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

 

Service Science Progress and Directions

Dr. Jim Spohrer

May 26th, 2011 (Thursday)

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 General Attraction Model and an Efficient Formulation for the Network Revenue Management Problem

Prof. Guillermo Gallego

Apr. 15th, 2011 (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  

 

Location, Location, Location: Asset Pricing Models with Spatial Interaction

Prof. Steven Kou

April 8th, 2011 (Friday)

2:30 p.m. - 3:30 p.m.

Room LT3,  Lady Shaw Building,

The Chinese University of Hong Kong  

 

Computing by Symmetry

Prof. Bob Li

March 4th, 2011 (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  

 

Optimal Policy for an Inventory System under Convex Variable Ordering Cost

Dr Miao Song

Feb. 21st, 2011 (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  

 

Deloitte Analytics: Understand Analytics - From the inside out

Mr. Chris Cheung

Feb. 18th, 2011 (Friday)

11:30 a.m. - 12:30 p.m.

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

 

Coordinated Pricing and Inventory Management: Survey and New Progress

Prof. Xin CHEN

Feb. 11th, 2011 (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  

 

Modeling transshipment decisions in retail networks

Prof. Thomas Archibald

Mar. 11th, 2011 (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  

 

Probability of Default

Dr. Hua Xiang

Feb. 9th, 2011 (Wednesday)

1:30 p.m. - 2:30 p.m.

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

 

Optimal Consumption and Investment with Differential Long-term and Short-term Tax Rates

Mr. Yifei Zhong

Jan 26th, 2011 (Wednesday)

1:30 p.m.-2:30 p.m.

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

 

Joint Optimization of Pricing Strategies and Inventory Control with Continuous Stochastic Demand

Mr. Yongqiang Wang

Jan. 26th, 2011 (Wednesday)

4:45 p.m.-5:45 p.m.

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

 

Optimal Keyword Bids in Search-Based Advertising with Stochastic Ad Positions

Prof. Mahmut Parlar

Jan 20th, 2011 (Thursday)

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

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

 

Dynamic Programming or Direct Comparison

Prof. Xi-Ren Cao