Institute for Mathematical Sciences Event Archive
Online registration form Online financial assistance application form Application for financial support is closed. Enquiries |
|
Special Lecture Series and Graduate Student Poster Presentation
( 11 - 18 Jun 2012 )
Venue: IMS Auditorium
Organizing Committee · Visitors and Participants · Overview · Activities · Venue · Enquiries
09:45am - 10:00am |
Registration |
10:00am - 11:00am |
Dynamic default predictions - spot and forward intensity approaches I
Jin-Chuan Duan, National University of Singapore |
11:00am - 11:30am |
--- Coffee Break --- |
11:30am - 12:30pm |
Dynamic default predictions - spot and forward intensity approaches II
Jin-Chuan Duan, National University of Singapore |
12:30pm - 02:00pm |
--- Lunch --- |
02:00pm - 03:00pm |
Distance-to-default - concept and implementation I Jin-Chuan Duan, National University of Singapore |
03:00pm - 03:30pm |
--- Coffee Break --- |
03:30pm - 04:30pm |
Distance-to-default - concept and implementation II Jin-Chuan Duan, National University of Singapore |
Tuesday,
12 Jun 2012 |
|
09:45am - 10:00am |
Registration |
10:00am - 11:00am |
The econometric analysis of mixed frequency data with macro/finance applications I Eric Ghysels, University of North Carolina, USA |
11:00am - 11:30am |
--- Coffee Break --- |
11:30am - 12:30pm |
The econometric analysis of mixed frequency data with macro/finance applications II Eric Ghysels, University of North Carolina, USA |
12:30pm - 02:00pm |
--- Lunch --- |
02:00pm - 03:00pm |
The econometric analysis of mixed frequency data with macro/finance applications III Eric Ghysels, University of North Carolina, USA |
03:00pm - 03:30pm |
--- Coffee Break --- |
03:30pm - 04:30pm |
The econometric analysis of mixed frequency data with macro/finance applications IV Eric Ghysels, University of North Carolina, USA |
Wednesday,
13 Jun 2012 |
|
|
Free Discussion |
Thursday,
14 Jun 2012 |
|
09:45am - 10:00am |
Registration |
10:00am - 11:00am |
Statistics of risk allocation in markets, individuals and neurons I Wolfgang Härdle, Humboldt-Universität zu Berlin, Germany |
11:00am - 11:30am |
--- Coffee Break --- |
11:30am - 12:30pm |
Statistics of risk allocation in markets, individuals and neurons II Wolfgang Härdle, Humboldt-Universität zu Berlin, Germany |
12:30pm - 02:00pm |
--- Lunch --- |
02:00pm - 03:00pm |
Statistics of risk allocation in markets, individuals and neurons III Wolfgang Härdle, Humboldt-Universität zu Berlin, Germany |
03:00pm - 03:30pm |
--- Coffee Break --- |
03:30pm - 04:30pm |
Statistics of risk allocation in markets, individuals and neurons IV Wolfgang Härdle, Humboldt-Universität zu Berlin, Germany |
Friday,
15 Jun 2012 |
|
09:45am - 10:00am |
Registration |
10:00am - 11:00am |
Algorithmic trading - mathematics, technology, finance and regulation I Sam Wong, CASH Dynamic Opportunities Investment Limited, Hong Kong |
11:00am - 11:30am |
--- Coffee Break --- |
11:30am - 12:30pm |
Algorithmic trading - mathematics, technology, finance and regulation II Sam Wong, CASH Dynamic Opportunities Investment Limited, Hong Kong |
12:30pm - 02:00pm |
--- Lunch --- |
02:00pm - 03:00pm |
Algorithmic trading - mathematics, technology, finance and regulation III Sam Wong, CASH Dynamic Opportunities Investment Limited, Hong Kong |
03:00pm - 03:30pm |
--- Coffee Break --- |
03:30pm - 04:30pm |
Algorithmic trading - mathematics, technology, finance and regulation IV Sam Wong, CASH Dynamic Opportunities Investment Limited, Hong Kong |
Monday,
18 Jun 2012 |
|
09:45am - 10:00am |
Registration |
10:00am - 11:00am |
Stochastic models and statistical analysis for financial data I Yazhen Wang, University of Wisconsin-Madison, USA |
11:00am - 11:30am |
--- Coffee Break --- |
11:30am - 12:30pm |
Stochastic models and statistical analysis for financial data II Yazhen Wang, University of Wisconsin-Madison, USA |
12:30pm - 02:00pm |
--- Lunch --- |
02:00pm - 03:00pm |
Stochastic models and statistical analysis for financial data III Yazhen Wang, University of Wisconsin-Madison, USA |
03:00pm - 03:30pm |
--- Coffee Break --- |
03:30pm - 04:30pm |
Stochastic models and statistical analysis for financial data IV Yazhen Wang, University of Wisconsin-Madison, USA |
Organizing Committee · Visitors and Participants · Overview · Activities · Venue · Enquiries
