金融工程研究中心學術報告︰Several topics in FinTech

Speaker:Prof Min DAI, National University of Singapore

Date:2019/12/18, Wednesday, 2:00-4:00

Venue:覽秀樓105

Abstract: I will talk about some topics that we are working on in the field of FinTech, including T+0 trading with neural network, crowd wisdom and prediction markets, calibrating equilibrium mean-variance strategy with reinforcement learning. This talk is based on some of my recent works jointly with Yuchao Dong, Yanwei Jia, Steven Kou, Yaquan Zhang, etc.

報告人簡介: Dai Min教授現任新加坡國立大學數量金融中心主任。在金融衍生產品定價與對沖、動態投資策略、缺乏流動性的投資組合設計等領域做了很多深入的工作。文章發表在Journal of Economic TheoryManagement ScienceMathematical FinanceReview of Financial Studies等國際一流期刊。目前擔任SIAM Journal on Financial MathematicsJournal of Economic Dynamics & Control等期刊編委。

 

 

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