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Past Events
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2019
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Statistical Machine Learning for Financial Prediction and Inference
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Prof. FAN Jianqing
Frederick L. Moore '18 Professor of Finance, Professor of Statistics and of Operations Research and Financial Engineering, Princeton University; IAS Senior Visiting Fellow |
| Date: |
28 Mar 2019 (Thursday) |
| Time: |
10:00 - 11:30 am |
| Venue: |
IAS Lecture
Theater, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST |
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2018
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Understanding Cryptocurrencies
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Prof Wolfgang K. Härdle
Professor of Statistics, Humboldt University of Berlin |
| Date: |
19 Oct 2018 (Friday) |
| Time: |
3:00 - 4:30 pm |
| Venue: |
IAS2042, 2/F, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST |
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Nonparametric Option-implied Volatility
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Prof Viktor Todorov
Harold H Hines Jr Professor of Risk Management and Professor of
Finance, Northwestern University |
| Date: |
8 Feb 2018
(Thursday) |
| Time: |
3:30 - 4:30
pm |
| Venue: |
IAS Lecture
Theater, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST |
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The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets
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Prof Torben Andersen
Nathan S and Mary P Sharp Professor of Finance, Northwestern University |
| Date: |
8 Feb 2018 (Thursday) |
| Time: |
2:00 - 3:00 pm |
| Venue: |
IAS Lecture
Theater, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST |
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2017
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Risk Preferences and the Macro Announcement Premium
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Prof Hengjie Ai
Associate Professor of Finance, University of Minnesota |
| Date: |
20 Nov 2017
(Monday) |
| Time: |
3:00 - 4:30
pm |
| Venue: |
IAS1038, 1/F,
Lo Ka Chung Building, Lee Shau Kee Campus, HKUST |
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Consistent Advice to Financial Advisors: Dynamic Mean-Variance Portfolio Choice
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Prof Min Dai
Professor of Mathematics, National University of Singapore |
| Date: |
8 Nov 2017 (Wednesday) |
| Time: |
4:30 - 5:30 pm |
| Venue: |
IAS4042, 4/F, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST |
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Stock Market Spoofing |
Prof Jussi Keppo
Associate Professor, National University of Singapore |
| Date: |
20 Apr 2017 (Thursday) |
| Time: |
3:00 - 4:30 pm |
| Venue: |
IAS1038, 1/F, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST |
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TENAR - Tail Event Driven Network AutoRegression of SIFIs |
Prof Wolfgang Härdle
Professor of Statistics, Humboldt University of Berlin |
| Date: |
3 Mar 2017 (Friday) |
| Time: |
3:00 - 4:00 pm |
| Venue: |
IAS4042, 4/F, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST |
Remarks:
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This event is co-sponsored by Department of Information Systems, Business Statistics and Operations Management, HKUST
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AI for FinTech: Machine Learning in Finance |
Mr Gary Kazantsev
Head of the Machine Learning Group, Bloomberg |
| Date: |
16 Nov 2016 (Wednesday) |
| Time: |
2:30 - 4:00 pm |
| Venue: |
IAS Lecture Theater, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST |
Remarks:
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1) This event is co-sponsored by HKUST Human Language Technology Center.
2) This event is part of IAS / School of Engineering Seminar Series in Artificial Intelligence.
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Term Structure of Asset Risk Premia Correlations |
Prof Kian-Guan Lim
OUB Professorial Chair and Professor of Finance, Singapore Management University |
| Date: |
30 Sep 2016 (Friday) |
| Time: |
3:00 - 4:00 pm |
Venue:
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Room 1504 (1/F near Lifts 25-26), HKUST
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Inference on Risk Prices without a Fully Specified Factor Model |
Prof Dacheng Xiu
Associate Professor of Econometrics and Statistics, University of Chicago |
| Date: |
20 Sep 2016 (Tuesday) |
| Time: |
3:00 - 4:30 pm |
Venue:
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IAS Lecture Theater, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST
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High Frequency Market Making |
Prof Yacine Ait-Sahalia
Otto A. Hack 1903 Professor of Finance and Economics, Princeton University |
| Date: |
27 Jul 2016 (Wednesday) |
| Time: |
3:00 - 4:30 pm |
Venue:
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Cheung On Tak Lecture Theater (LT-E), HKUST
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IAS Quantitative Finance and Fintech Mini
Workshop |
| Date: |
23 Jun 2016 (Thu) |
| Time: |
1:30 - 6:00 pm |
Venue:
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Cheung On Tak Lecture Theater (LT-E), HKUST
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Yesterday's Tomorrows: Past Visions of Future Financial Markets |
Prof Robert I. Webb
Paul Tudor Jones II Research Professor of McIntire School of Commerce, University of Virginia |
| Date: |
8 May 2015 (Friday) |
| Time: |
4:30 - 6:00 pm |
Venue:
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IAS4042, 4/F, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST
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EXcess Idle Time |
Prof Federico M. Bandi
Professor of Economics and Finance, Carey Business School, Johns Hopkins University |
| Date: |
16 Oct 2014 (Thursday) |
| Time: |
4:30 - 6:00 pm |
Venue:
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IAS4042, 4/F, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST
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Using Stocks or Portfolios in Tests of Factor Models
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Prof Jun Liu
University of California at San Diego
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| Date: |
15 Apr 2013 (Monday) |
| Time: |
2:00 - 3:15 pm |
| Venue: |
Room 4219 (4/F via Lifts 19), HKUST |
Remarks:
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This event
was co-organized by Department of Finance, HKUST
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The Economics of Restructured Debt |
Prof Sanjiv Das
Santa Clara University
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| Date: |
26 Mar 2013 (Tuesday) |
| Time: |
3:30 - 4:45 pm |
| Venue: |
Room 5620 (5/F via Lifts 31-32), HKUST |
Remarks:
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This event
was co-organized by Department of Finance, HKUST
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In Search of a Statistically Valid Volatility Risk Factor |
Prof Robert Anderson
University of California at Berkeley
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| Date: |
17 Jan 2013 (Thursday) |
| Time: |
3:30 - 4:45 pm |
| Venue: |
Room 2406 (2/F via Lifts 17-18), HKUST |
Remarks:
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This event
was co-organized by Department of Economics and Department of Finance, HKUST
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Cream Skimming in Financial Markets |
Prof José Scheinkman
Princeton University
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| Date: |
18 Dec 2012 (Tuesday) |
| Time: |
3:30 - 4:45 pm |
| Venue: |
Room 4619 (4/F via Lifts 31-32), HKUST |
Remarks:
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This event
was co-organized by Department of Economics and Department of
Finance, HKUST
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Capturing Option Anomalies with a Variance-Dependent Pricing Kernel |
Prof Peter Christoffersen
University of Toronto |
| Date: |
13 Dec 2012 (Thursday) |
| Time: |
3:30 - 4:45 pm |
| Venue: |
Chen Kuan Cheng Forum (LT-H), HKUST |
Remarks:
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This event
was co-organized by Department of Finance and Department of Information Systems, Business Statistics and Operations Management, HKUST
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