Programme Agenda 
Register The workshop features an exciting programme of research presentations, covering a wide range of topics from option return dynamics, belief dispersion, and volatility risk premia, to machine learning applications in asset pricing and macro-finance. Esteemed scholars from prominent institutions such as the University of Sydney, Peking University, Sun Yat-sen University, and the Shanghai University of Finance and Economics, will share their latest findings, while experienced discussants from top academic and research institutions will enrich the conversation with their critical insights.
The main idea of this conference is to provide an opportunity to collaborate and promote our research on FinTech and Quantitative Finance domestically and globally. We may also seek some support from the Research Institute of Quantitative Finance (RIQF) in the long-run.
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