09:00am - 09:20am | Registration | |
09:20am - 09:30am | Opening Remarks | |
09:30am - 10:10am | A theory of model sophistication and operational risk (PDF) | Suleyman Basak London Business School and CEPR, UK |
10:10am - 10:40am | Coffee Break | |
10:40am - 11:20am | Crypto volatility forecasting: ML vs GARCH | Wolfgang Karl Härdle Humboldt-Universität zu Berlin, Germany |
11:20am - 12:00pm | Econometrics with privacy preservation | Ning Cai The Hong Kong University of Science and Technology, Hong Kong |
12:00pm - 01:30pm | Lunch Reception at RMI | |
01:30pm - 02:10pm | Follow the money: Bayesian Markets to aggregate expert opinions when the majority can be wrong (PDF) | Aurélien Baillon Erasmus University Rotterdam, The Netherlands |
02:10pm - 02:50pm | Who benefits from robo-advising? Evidence from machine learning (PDF) | Alberto GP Rossi University of Maryland, USA |
02:50pm - 03:30pm | Crowd wisdom and prediction markets (PDF) | Yanwei Jia National University of Singapore, Singapore |
06:30pm - 08:30pm | Conference Dinner Venue: The Scholar Chinese Restaurant, NUSS |
09:15am - 09:30am | Registration | |
09:30am - 10:10am | From Bregman, Wasserstein, to GANs, and beyond | Xin Guo University of California, Berkeley, USA |
10:10am - 10:40am | Coffee Break | |
10:40am - 11:20am | Pitfalls of bitcoin's proof-of-work: R&D arms race and mining centralization (PDF) | Agostino Capponi Columbia University, USA |
11:20am - 12:00pm | From hotelling to Nakamoto: the economic meaning of bitcoin mining | Wei Jiang National University of Singapore, Singapore |
12:00pm - 01:30pm | Lunch Reception at RMI | |
01:30pm - 02:10pm | Some machine learning schemes for high dimensional nonlinear PDEs (PDF) | Huyen Pham Université Paris Diderot, France |
02:10pm - 02:50pm | A general Monte Carlo algorithm with monotonicity for stochastic control problems | Xianhua Peng Peking University HSBC Business School, China |
02:50pm - 03:10pm | Coffee Break | |
03:10pm - 03:50pm | Optimize market making problem with reinforcement learning | Ge Zhang National University of Singapore, Singapore |
09:15am - 09:30am | Registration | |
09:30am - 10:10am | A two-layer solution scheme for Bayesian reinforcement learning (PDF) | Duan Li City University of Hong Kong, Hong Kong |
10:10am - 10:40am | Coffee Break | |
10:40am - 11:20am | Information relaxation, duality of stochastic dynamic programs, and Boltzmann exploration in reinforcement learning | Nan Chen The Chinese University of Hong Kong, Hong Kong |
11:20am - 12:00pm | Continuous-time mean-variance portfolio selection: a reinforcement learning framework (PDF) | Haoran Wang Columbia University, USA |
12:00pm - 01:30pm | Lunch Reception at RMI |
09:15am - 09:30am | Registration | |
09:30am - 10:10am | Financial literacy in online peer-to-peer lending | Jussi Keppo National University of Singapore, Singapore |
10:10am - 10:40am | Coffee Break | |
10:40am - 11:20am | Peer-to-peer equity financing: preference-free and menuless screening contracts | Sang Hu The Chinese University of Hong Kong, Shenzhen, China |
11:20am - 12:00pm | Neural learning of online consumer credit risk | Qi Wu City University of Hong Kong, Hong Kong |
12:00pm - 01:30pm | Lunch Reception at RMI | |
01:30pm - 02:10pm | Designing stable coins | Chen Yang The Chinese University of Hong Kong, Hong Kong |
02:10pm - 02:50pm | Sparse sliced inverse regression via lasso | Qian Lin Tsinghua University, China |
02:50pm - 03:10pm | Coffee Break | |
03:10pm - 03:50pm | How does the introduction of hidden orders affect limit order markets? | Yuanyuan Chen Nanjing University, China |