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

Program Schedule (Program rundown and abstracts) (Click here for selected snapshots)

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.

 


IAS Home     Copyright © 2016 HKUST Jockey Club Institute for Advanced Study. All rights reserved. Designed by PTC