Fourth PKU-NUS Annual International Conference on Quantitative Finance and Economics
Date:
11 & 12 MAY 2019
Venue: Peking University HSBC Business School, Shenzhen, China
Fourth 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.
Program
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
- Macroeconomics
- Mathematical Economics
- Microeconomics
- Monetary economics
Speakers
Keynote Speaker
- Prof. Thomas J. Sargent
Nobel Laureate
Professor of Economics, New York University
Director of Sargent Institute of Quantitative Economics and Finance, Peking University
Plenary Speakers
- Prof. Chew Soo Hong
Provost's Chair Professor of Economics, National University of Singapore
Fellow, Econometric Society - Prof. Hong Yongmiao
Ernest S. Liu Professor of Economics and International Studies at Cornell University
Fellow, The World Academy of Sciences
Fellow, Econometric Society
Prof. Thomas J. Sargent
Prof. Thomas J. Sargent
Nobel Laureate
Professor of Economics, New York University
Director of Sargent Institute of Quantitative Economics and Finance, Peking University
Prof. Thomas J. Sargent is a Professor of Economics at New York University and the Director of Sargent Institute of Quantitative Economics and Finance at Peking University HSBC Business School. He was awarded the 2011 Nobel Prize in Economics, shared with Princeton University’s Christopher Sims, “for their empirical research on cause and effect in the macroeconomy.” He received his bachelor’s degree from the University of California at Berkeley, winning the medal as the university’s most distinguished scholar in the Class of 1964, and obtained his Ph.D. at Harvard University in 1968. He has been Professor of Economics at the University of Minnesota, the David Rockefeller Professor at the University of Chicago, and the Donald Lucas Professor of Economics at Stanford University. He has been a Senior Fellow at the Hoover Institution since 1987. He is a Fellow of the National Academy of Sciences, the American Academy of Arts and Sciences, and the Econometric Society. He has been President of the American Economic Association, the Econometric Society, and the Society for Economic Dynamics. In his Nobel speech in Stockholm he described himself as someone who aspires to use statistics and economic theory to understand how governments and markets can improve peoples’ lives.
Prof. Chew Soo Hong
Prof. Chew Soo Hong
Provost's Chair Professor of Economics, National University of Singapore
Fellow, Econometric Society
Chew Soo Hong is a Professor at the National University of Singapore (NUS) and the Southwestern University of Finance and Economics. He received his Ph.D. in interdisciplinary studies from the University of British Columbia and has previously taught at the Hong Kong University of Science and Technology (HKUST), University of California, Irvine, Johns Hopkins University and University of Arizona. He is among the pioneers in axiomatic non-expected utility models and is a fellow of the Econometric Society which awarded him the Leonard J. Savage thesis prize. He has previously directed HKUST's Center for Experimental Business Research and is co-director of NUS' Lab for Behavioral x Biological Economics and the Social Sciences which aims to bring together genomics, neuroscience, decision theory, and behavioral and experimental economics to seek a deeper understanding of decision making at the neural and molecular levels. Chew has published in well-regarded journals in economics such as Econometrica, Review of Economic Studies, Journal of the European Economic Association, and Journal of Economic Theory as well as more biology-oriented ones including Proceedings of the National Academy of Science, Proceedings of the Royal Society B: Biological Sciences, Neuron, and Neuroimage.
Prof. Hong Yongmiao
Prof. Hong Yongmiao
Ernest S. Liu Professor of Economics and International Studies at Cornell University
Fellow, The World Academy of Sciences
Fellow, Econometric Society
Professor Hong is currently the Ernest S. Liu Professor of Economics and International Studies in the Department of Economics at Cornell University. He is also a Professor of Statistics and a field member in the Department of Statistical Science and a field member in the Center of Applied Mathematics at Cornell University.
Professor Hong is a Fellow of The World Academy of Sciences (TWAS) for the Advancement of Science in Developing Countries and a Fellow of the Econometric Society. He served as the President of Chinese Economists Society in North America in 2009-2010.
Professor Hong's research interests include econometric theory, time series econometrics, financial econometrics, and Chinese economy. He publishes refereed articles in mainstream economic, financial and statistical journals such as Annals of Statistics, Biometrika, Econometric Theory, Econometrica, International Economic Review, Journal of American Statistical Association, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Political Economy, Journal of Royal Statistical Society (Series B), Quarterly Journal of Economics, Review of Economic Studies, Review of Economics and Statistics, and Review of Financial Studies. His most recent book is Probability and Statistics for Economists (World Scientific Publishing Company, 2017).
Paper Submission
Submissions may be made via the conference website. If you have any queries, please contact Ms Melissa Lim. The submission deadline is 31 March 2019. The authors will be notified of the review committee's decision by 10 April 2019.
Organising Committee
- Yi-Chun CHEN (National University of Singapore, Singapore)
- Xue CHENG (Peking University, China)
- Chenxu LI (Peking University, China)
- Ting REN (Peking University HSBC Business School, China)
- Jiao SHI (Peking University HSBC Business School, China)
Scientific Committee
- Chia-Shang J. CHU (Peking University HSBC Business School, China)
- Wen HAI (Peking University HSBC Business School, China)
- Liutang GONG (Peking University, China)
- Thomas J. SARGENT (Peking University HSBC Business School, China)
- Yeneng SUN (National University of Singapore, Singapore)
- Jingping YANG (Peking University, China)
In Partnership with
Registration
For registration, kindly refer to PHBS website.
For any enquiries on the registration, please contact Ms April Cheng.
Accommodation
| Kylin Villa Shenzhen | |
|---|---|
| Address | No.4599 Qinyuan Road, Xili Lake, Nanshan District(深圳市南山区西丽湖侧沁园路4599号),Guangdong, Shenzhen, China |
| Tel: | 0086-755-6128 0288 |
| Website | http://www.kylinvilla.cn/ |
| Vienna Hotel | |
|---|---|
| Address | No. 385 Pingshan 1st Road, Pingshan Village, Xili Town, Nanshan District(深圳南山区西丽镇平山村平山一路),Guangdong, Shenzhen, China |
| Tel: | 0086-755-2672 3888 |
| Website | http://www.wyn88.com/resv/hotel_5180551.html |
For other enquiries, please contact Ms Melissa Lim at rmimljy@nus.edu.sg , +65 6601 4980