RMI collaborated with Peking University’s (PKU) HSBC Business School, Key Laboratory of Mathematical Economics and Quantitative Finance and The HSBC Financial Research Institute at Peking University to host the Fourth PKU-NUS Annual International Conference on Quantitative Finance and Economics on 11 and 12 May 2019. The conference was held at PKU’s HSBC Business School, in Shenzhen, China with over 100 participants, including members from the industry, academia and students, in attendance.
The conference featured a two-day scientific program, which followed the format of an academic conference. The first day of the conference began with the opening remarks from A/P Ren Ting, Associate Dean of PKU HSBC Business School, Prof. Sun Yeneng, Acting Director of NUS RMI, and Prof. Yang Jingping, Associate Director of Key Laboratory of Mathematical Economics and Quantitative Finance, PKU. Prof. Thomas J. Sargent, Nobel Laureate, Professor of Economics at New York University, and Director of Sargent Institute of Quantitative Finance, Peking University, was invited to give a keynote lecture on “Risk, Uncertainty, Value, and Public Policy”. He talked about “uncertainty” and explained how the concept “entropy” is used to measure uncertainty. He further mentioned how uncertainty can affect public policies. This was followed by three sessions, which were split into two simultaneous tracks. In these three sessions, there were a total of 30 presentations of research papers on topics such as computational finance, financial modelling, mathematical economics, and microeconomics and portfolio selection.
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