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Recent Advances on Quantitative Finance

Conference / Workshop

Colloquium_a1146_1200x600
  • Date

    27 - 30 Aug 2023

  • Organiser

    The Hong Kong Polytechnic University and National University of Singapore

  • Time

    08:00 - 18:00

  • Venue

    Either Hong Kong (priority) or Singapore subject to the Hong Kong mandatory quarantine requirement  

Summary

Recent Advances on Quantitative Finance

The scope and content of the meeting:

The meeting aims to feature the latest developments in the field of quantitative finance. We expect that the meeting will enhance interaction and cooperation among researchers worldwide working in this field and provide an ideal platform for local students and researchers to access cutting-edge research. We will focus on, but are not limited to, the following three topics:
  • stochastic control in quantitative finance,
  • dynamic game and mean-field game in quantitative finance, and
  • machine learning and reinforcement learning in quantitative finance.

 

Local organizing committee:

Min Dai (Chair): The Hong Kong Polytechnic University and National University of Singapore, mindai@polyu.edu.hk

Nan Chen: The Chinese University of Hong Kong, nchen@se.cuhk.edu.hk

Xuedong He: The Chinese University of Hong Kong, xdhe@se.cuhk.edu.hk

Zuoquan Xu: The Hong Kong Polytechnic University, maxu@polyu.edu.hk

Chao Zhou: National University of Singapore, matzc@nus.edu.sg

 

The estimated number of participants: 80

 

Dates: Aug 27-30, 2023

 

Venue: either Hong Kong (priority) or Singapore subject to the Hong Kong mandatory quarantine requirement

 

Confirmed speakers

Besides the three co-organizers, the following speakers have been confirmed and most of them will attend the mini-symposium we propose for ICIAM 2023.

 

  • Paolo Guasoni (Dublin)
  • Xin Guo (Berkeley)
  • Wolfgang Karl Hardle (Humboldt University)
  • Ulrich Horst (Humboldt University)
  • Steven Kou (Boston)
  • Johannes Muhle-Karbe (Imperial College)
  • Huyên Pham (Université Paris Cité, Paris Diderot, Paris 7)
  • Dylan Possamai (ETH)
  • Julien Prat (École Polytechnique)
  • Martin Schweizer (ETH)
  • Mete Soner (Princeton)
  • Nizar Touzi (École Polytechnique)
  • Thaleia Zariphopoulou (University of Texas at Austin)
  • Xunyu Zhou (Columbia)

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