Events - Mini Workshop
Updated as of 20 June 2016
Date: 23 Jun 2016 (Thu)
Time: 13:30 - 18:00
Venue: Cheung On Tak Lecture Theater (LT-E), HKUST (Directions)
Speakers
|
Name |
Institution |
|
Jianqing Fan |
Princeton University
(Visiting Professor of HKUST Jockey Club Institute for Advanced Study) |
|
Kai Li |
The Hong Kong University of Science and Technology |
|
Zhibin Lei |
Hong Kong Applied Science and Technology Research Institute |
|
George Tauchen |
Duke University |
|
Hoi Ying Wong |
The
Chinese University of Hong Kong |
|
Xiaowei Zhang |
The Hong Kong University of Science and Technology |
* Listed in alphabetical order of last name
|
Time |
Event |
|
1:30-1:45 |
Opening Remarks
Henry Tye (The Hong Kong University of Science and Technology;
Director of HKUST Jockey Club Institute for Advanced Study) |
|
1:45-2:30 |
Plenary Talk I (Host: Yingying Li, HKUST)
"Rank Tests at Jump Events"
George Tauchen (Duke University) |
|
Invited Session I (Chair: Ning Cai,
HKUST) |
|
2:30-3:00 |
"Simulation-based Value-at-Risk for High-dimensional Nonlinear Portfolios"
Hoi Ying Wong (The Chinese University of Hong Kong) |
|
3:00-3:30 |
"Affine Jump-Diffusions: Stochastic Stability and Limit Theorems"
Xiaowei Zhang (The Hong Kong University of Science and Technology) |
|
3:30-4:00 |
Group Photo / Coffee Break (Click
here for Group Photo) |
|
4:00-4:45 |
Plenary Talk II (Host: Xinghua Zheng, HKUST)
"Novel Factor Models for Validating Market Risk Factors and Forecasting Bond Risk Premia"
Jianqing Fan (Princeton University; Visiting Professor of HKUST Jockey Club Institute for Advanced Study) |
|
Invited Session II (Chair: Xianhua Peng, HKUST) |
|
4:45-5:15 |
"Financial Intermediation and Capital Reallocation"
Kai Li (The Hong Kong University of Science and Technology) |
|
5:15-5:45 |
"Open Quant Cloud Platform"
Zhibin Lei (Hong Kong Applied Science and Technology Research Institute) |
|
6:00 |
Dinner (By invitation only) |
|
|
|
Remarks
The event is free and open to all. Seating is on a first come, first served basis.
|
