Eighth PKU-NUS Annual International Conference on Quantitative Finance and Economics
Eighth PKU-NUS Annual International Conference on Quantitative Finance and Economics
This international conference aims to provide a platform for researchers and practitioners from academia and industry to enhance their quantitative finance techniques, explore the latest investment strategies and manage the fundamental regulatory changes in the financial sector.
Programme
The scientific programme will follow the format of an academic conference. It consists of submitted papers on the theme of quantitative finance and economics which are reviewed and selected by an international panel of experts. Topics of interest include:
- Actuarial science
- Algorithmic trading
- Computational finance
- Financial modelling
- Governance
- Liquidity and credit risk
- Portfolio selection
- Fintech
- Macroeconomics
- Mathematical Economics
- Mean field game theory
- Microeconomics
- Monetary economics
Keynote Speakers
Kay Giesecke
Professor of Management Science & Engineering
Stanford University
Kay Giesecke
Professor of Management Science & Engineering
Stanford University
Kay Giesecke is Professor of Management Science & Engineering at Stanford University.
He is the Founder and Director of Stanford's Advanced Financial Technologies Laboratory, the Director of the Mathematical and Computational Finance Program and a member of the Institute for Computational and Mathematical Engineering. He has been on the Stanford faculty since 2005, and has held visiting positions at Cornell, UCLA, and the International Monetary Fund. He serves on the Governing Board and Scientific Advisory Board of the Consortium for Data Analytics in Risk and the Council of the Bachelier Finance Society. He is the founder and organizer of Stanford’s annual AI in Fintech Forum, which regularly draws over 300 delegates. Kay is Editor of Management Science (Finance Area) and Associate Editor for Operations Research, Mathematical Finance, Journal of Financial Econometrics, SIAM Journal on Financial Mathematics and several other leading journals.
Kay is a financial technologist whose research agenda is driven by significant applied problems in areas such as investment management, risk analytics, lending, and regulation, where data streams are increasingly large-scale and dynamical, and where computational demands are critical. He develops and analyzes statistical machine learning methods to make explainable data-driven decisions in these and other areas as well as efficient numerical algorithms to address the computational issues arising in this context. The methods and tools support, for example, sound and transparent investment, trading, lending and servicing decisions, measuring and controlling risk, surveilling financial markets, and assessing the impact of climate change on markets and institutions.
Ciamac C. Moallemi
William Von Mueffling Professor of Business
Columbia Business School
Ciamac C. Moallemi
William von Mueffling Professor of Business
Columbia Business School
Ciamac C. Moallemi is William von Mueffling Professor of Business in the Decision, Risk, and Operations Division and the director of the Briger Family Digital Finance Lab at the Graduate School of Business at Columbia University, where he has been since 2007. A high school dropout, he received S.B. degrees in Electrical Engineering & Computer Science and in Mathematics from the Massachusetts Institute of Technology (1996). He studied at the University of Cambridge, where he earned a Master of Advanced Study degree in Mathematics (Part III of the Mathematical Tripos), with distinction (1997). He received a Ph.D. in Electrical Engineering from Stanford University (2007). Prior to his doctoral studies, he developed quantitative methods in a number of entrepreneurial ventures: as a partner in a $200 million fixed-income arbitrage hedge fund and as the director of scientific computing at an early-stage drug discovery start-up. He holds editorial positions at the journals Operations Research and Management Science. He is a past recipient of the British Marshall Scholarship (1996), the Benchmark Stanford Graduate Fellowship (2003), first place in the INFORMS Junior Faculty Paper Competition (2011), and the Best Simulation Publication Award of the INFORMS Simulation Society (2014). Aside from his academic work, he regularly consults for fintech companies. His research interests are in the development of mathematical and computational tools for optimal decision making under uncertainty, with a focus on applications areas including market microstructure, quantitative and algorithmic trading, and blockchain technology.
Neng Wang
Dean's Distinguished Chair Professor of Finance and Senior Associate Dean, Cheung Kong Graduate School of Business
Visiting Professor, NUS Risk Management Institute
Neng Wang
Dean's Distinguished Chair Professor of Finance and Senior Associate Dean, Cheung Kong Graduate School of Business
Visiting Professor, NUS Risk Management Institute
Neng Wang is Chong Khoon Lin Professor of Real Estate and Finance at Columbia Business School. He is also a Research Associate (Senior Research Fellow) at the National Bureau of Economic Research (NBER) and a Senior Research Fellow at Asian Bureau of Financial and Economics Research (ABFER). He has widely published in leading economics, finance, and business journals, and won various academic research awards. His research interests include corporate finance, contract theory, financial institutions, asset pricing, asset allocation, sovereign debt and international finance, risk management, entrepreneurial finance, household finance, wealth distribution, macroeconomics, private equity, hedge funds, investor protection, real estate finance, FinTech, and the Chinese economy. He received B.S. in Physical Chemistry from Nanjing University, China in 1992, M.S. in Chemistry from California Institute of Technology (Caltech) in 1995, M.A. in International Relations from the University of California, San Diego (UCSD) in 1997, and Ph.D. in Finance from the Graduate School of Business at Stanford University in 2002. He was born in 1973 in Anhui, China.
Paper Submission (Closed)
Submissions may be made via the conference website. If you have any queries, please contact rmisec@nus.edu.sg. The submission deadline is 15 March 2024. The authors will be notified of the review committee's decision by early April due to the high volume of submissions.
Organising Committee
- Xue CHENG (Peking University, China)
- Jaehyuk CHOI (Peking University HSBC Business School, China)
- Zhengqing GUI (Wuhan University, China; National University of Singapore, Singapore)
- Chenxu LI (Peking University, China)
- Chang LIU (National University of Singapore, Singapore)
- Xianhua PENG (Peking University HSBC Business School, China)
- Ruixun ZHANG (Peking University, China)
Scientific Committee
- Yi-Chun CHEN (National University of Singapore, Singapore)
- Min DAI (Hong Kong Polytechnic University, Hong Kong)
- Liutang GONG (Peking University, China)
- Yeneng SUN (National University of Singapore, Singapore)
- Pengfei WANG (Peking University HSBC Business School, China)
- Jingping YANG (Peking University, China)
In Partnership with
Supported By
Registration
This conference is in-person only. Admission is free but all participants must be registered for the conference
For all enquiries, please contact rmisec@nus.edu.sg.