金融工程研究中心学术报告:Several topics in FinTech

Speaker:Prof Min DAI, National University of Singapore

Date:2019/12/18, Wednesday, 2:00-4:00

Venue:览秀楼105

Abstract: I will talk about some topics that we are working on in the field of FinTech, including T+0 trading with neural network, crowd wisdom and prediction markets, calibrating equilibrium mean-variance strategy with reinforcement learning. This talk is based on some of my recent works jointly with Yuchao Dong, Yanwei Jia, Steven Kou, Yaquan Zhang, etc.

报告人简介: Dai Min教授现任新加坡国立大学数量金融中心主任。在金融衍生产品定价与对冲、动态投资策略、缺乏流动性的投资组合设计等领域做了很多深入的工作。文章发表在Journal of Economic TheoryManagement ScienceMathematical FinanceReview of Financial Studies等国际一流期刊。目前担任SIAM Journal on Financial MathematicsJournal of Economic Dynamics & Control等期刊编委。

 

 

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