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NEWSLETTER
ISSUE 32 | Aug 2017
EVENT BRIEFINGS

RMI Hosts the Second PKU-NUS Annual International Conference on Quantitative Finance and Economics

RMI collaborated with the HSBC Business School and Key Laboratory of Mathematical Economics and Quantitative Finance, both from Peking University, to host the Second Annual PKU-NUS International Conference on Quantitative Finance and Economics. The conference took place on 20 & 21 May 2017 at RMI’s Suzhou office, located in the NUS Suzhou Research Institute (NUSRI).

Following the format of an academic conference, the two-day conference featured paper presentations on topics such as financial modelling, algorithmic trading, computational finance, governance, liquidity and credit risk, macroeconomics and monetary economics. Speakers came from various international universities such as City University of Hong Kong, NUS, Peking University, University of Manchester, University of Oxford, University of Science and Technology of China, Xiamen University and Zhongnan University of Economics and Law.

This conference has further established RMI’s presence in the Chinese academia and fostered RMI’s collaboration with Peking University’s HSBC Business School, its partner university for the Master of Science in Financial Engineering (MFE) Double Degree Program.

RMI Organises the Second Paris-Asia Conference in Quantitative Finance

The second Paris-Asia Conference in Quantitative Finance was held on 23 – 24 May and 26 – 27 May 2017 over two parts, attracting a total of over 300 attendees. This was the second international conference hosted by NUS RMI in Suzhou in the month of May.

Part I of the conference, held from 23 to 24 May 2017, focused on quantitative finance topics. The conference was co-organised by the Mathematical Finance teams at LaMME - Université d’Evry, ENSIIE and CEREMADE - Université Paris Dauphine in France, and both Centre for Quantitative Finance (CQF) and RMI at NUS, in partnership with NUSRI and the Risk Management & Quantitative Finance Centre, which is also based in NUSRI. The conference followed the format of a mathematical conference and featured 26 back-to-back paper presentations. Speakers came from various countries like China, France, Italy, UK and US, among others to participate in this conference.

From 26 to 27 May 2017, Part II of the conference discussed a mix of topics ranging from quantitative finance to economics. Besides the organizers of Part I, NUS Institute of Real Estate Studies (IRES) and its NUSRI-based IRES Global Logistic Properties Research Center, as well as Centre for Financial Engineering at Soochow University, also joined forces. In addition to submitted paper presentations, this part of conference featured 10 plenary talks. The plenary speakers included Prof. Nizar Touzi of Ecole Polytechnique, Prof. Ulrich Horst of Humbolt University at Berlin, Prof. Jin Ma of University of Southern California, Prof. Huyên Pham of Paris Diderot University, Prof. Wolfgang Runggaldier of University of Padova, Prof. Jianqing Fan of Princeton University, Prof. Li Gan of Texas A&M University, Prof. Xunyu Zhou of Columbia University, Prof. Monique Jeanblanc of Université d’Evry, and Dr. David Li from Prudential Financial Inc. Along with the plenary talks, this part also featured 39 paper presentations over three simultaneous tracks. This conference has further enhanced existing connections and fostered new collaborations between researchers from teams in Paris, the Asian region, and other countries in the fields of financial mathematics, quantitative finance, stochastic control, and risk management. The event also leveraged on the two research grants awarded by the National Natural Science Foundation of China to Prof. Steven Kou and Prof. Min Dai, Director, and Deputy Director of RMI through RMI’s Suzhou office.

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Published quarterly by Risk Management Institute, NUS
Editor: Shivani Nakhare (rminsr@nus.edu.sg)