Workshop on Quantitative Finance Organized by the Research Institute of Quantitative Finance

Events

Schedule

  • 9:20 - 9.30 Opening
  • 9:30 - 10:10 Dr Hongbiao Zhao, Shanghai University of Finance and Economics
    Title: Short noise Co-jumps: perfect simulation and option pricing
  • 10:10 - 10:50 Dr. Shu Zhang, Fujitsu, R&D Center
    Title: Learning Multiway Relations via Tensor Decomposition with Neural Networks
  • 10:50 - 11:05 Coffee break
  • 11:05 - 11:45 Dr Qiufeng Wang, XJTLU
    Title: Language model in handwriting recognition
  • 11:45 - 12:30 Lunch break
  • 12:30 - 13:10 Dr Yong Wang, Everbright Securities
    Title: New Trends in FinTech
  • 13:10 - 13:50 Dr Ahmet Goncu, XJTLU
    Title: Prediction of the stock market index
  • 13:50 - 14:30 Dr Yi Hong, XJTLU
    Title: Understanding Common Risk Factors in Variance Swap Rates and Market Return Prediction
  • 14:30 - 15:10 Wang Zizhu, Graduate of XJTLU
    Title: Natural language data parsing
  • 15:10 - 15:30 Coffee break
  • 15:30 - 16:10 Juan Du
    Title: Empirical analysis of overnight returns in Chinese commodity futures market
  • 16:10 - 16:50 Ruonan Hua, XJTLU
    Title: A new measure to evaluate performance of hedge funds in China

Organizer

Research Institute of Quantitative Finance

Venue

Central Building CB1106