Seventh PKU-NUS Annual International Conference on Quantitative Finance and Economics
Date:
20 - 21 May 2023
Venue: Hybrid Event
Peking University HSBC Business School, Shenzhen, China
Seventh 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 Speaker
Rama Cont
Professor of Mathematics and Chair of Mathematical Finance
University of Oxford
Prof. Rama Cont
Professor of Mathematics and Chair of Mathematical Finance
University of Oxford
Rama Cont is Professor of Mathematics and Chair of Mathematical Finance at the University of Oxford and Senior Research Fellows at the Institute for New Economic Thinking.
Rama Cont’s research focuses on stochastic analysis, stochastic processes and mathematical modeling in finance, in particular the modeling of extreme market risks, liquidity risk and systemic risk and pathwise approaches in stochastic analysis. He has co-authored more than 80 research publications, including the widely cited monograph Financial Modelling with Jump Processes (2003).
He was the founding director of the Columbia Centre for Financial Engineering and founding director of the CFM-Imperial Institute of Quantitative Finance from 2014 to 2018.
Prof. Cont was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010 for his research on mathematical modeling in finance and the Royal Society Award for Excellence in Interdisciplinary Research in 2017 for his work on systemic risk modelling. He was elected Fellow of the Society for Industrial and Applied Mathematics (SIAM) in 2017 for his ‘contributions to stochastic analysis and mathematical modeling in finance.’
Darrell Duffie
Adams Distinguished Professor of Management and Professor of Finance
Graduate School of Business, Stanford University
Prof. Darrell Duffie
Adams Distinguished Professor of Management and Professor of Finance
Graduate School of Business, Stanford University
Darrell Duffie is the Adams Distinguished Professor of Management and Professor of Finance at Stanford University’s Graduate School of Business. He is also Professor (by courtesy) in the Department of Economics, Senior Fellow of the Stanford Institute for Economic Policy Institute, and Senior Fellow (by courtesy) of the Hoover Institution at Stanford University.
Duffie is a Fellow of the Econometric Society, a Research Associate of the National Bureau of Economic Research, and a Fellow of the American Academy of Arts and Sciences. He was the 2009 president of the American Finance Association. From 2008 to 2018, Duffie was a member of the board of directors of Moody’s Corporation. He currently serves as an independent member of the shareholder board of Dimensional Funds. From 2013-2017, Duffie chaired the Financial Stability Board’s Market Participants Group on Reference Rate Reform. He served as project advisor to the G30 Working Group on Digital Currencies. With Dr. Elizabeth Economy, he co-directs the Hoover Institution Working Group on China’s Digital Currency and Electronic Payment System. Duffie chairs the International Advisory Panel of Risk Management Institute, National University of Singapore, and is a Senior Fellow of the Asian Bureau of Finance and Economics Research.
Duffie’s research focus is the design and regulation of financial markets. His books include How Big Banks Fail (Princeton University Press, 2010), Measuring Corporate Default Risk (Oxford University Press, 2011), Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets, (Princeton University Press, 2012), and Fragmenting Markets, Post-Crisis Bank Regulations and Financial Market Liquidity (de Gruyter, forthcoming).
Xunyu Zhou
Liu Family Professor of Financial Engineering and Director of the Nie Center for Intelligent Asset Management
Columbia University
Prof. Xunyu Zhou
Liu Family Professor of Financial Engineering and Director of the Nie Center for Intelligent Asset Management
Columbia University
Xunyu Zhou is the Liu Family Professor of Financial Engineering and the Director of the Nie Center for Intelligent Asset Management at Columbia University. He was the Nomura Professor of Mathematical Finance at University of Oxford before joining Columbia in 2016. His research covers stochastic control, dynamic portfolio selection, asset pricing, behavioral finance, and time inconsistency. Currently his research focuses on continuous-time reinforcement learning and applications to optimization broadly and to wealth management specifically. He is a recipient of the Wolfson Research Award from The Royal Society, the Outstanding Paper Prize from SIAM, the Alexander von Humboldt Research Fellowship, and the Croucher Senior Research Fellowship. He was an invited speaker at the 2010 International Congress of Mathematicians, a Humboldt Distinguished Lecturer at Humboldt University and an Archimedes Lecturer at Columbia. He is both an IEEE Fellow and a SIAM Fellow.
Xunyu Zhou received his PhD in Operations Research and Control Theory from Fudan University in 1989.
Paper Submission
Submissions may be made via the conference website. If you have any queries, please contact Ms. Sun Kun at sunkun@phbs.pku.edu.cn, +86 0755 2603 3453 or Ms. April Cheng at chengyun@phbs.pku.edu.cn, +86 0755 2603 2270. The submission deadline is 15 March 2023. The authors will be notified of the review committee's decision by 22 March 2023.
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)
- Liutang GONG (Peking University, China)
- Yeneng SUN (National University of Singapore, Singapore)
- Neng WANG (Columbia University, USA; National University of Singapore, Singapore)
- Pengfei WANG (Peking University HSBC Business School, China)
- Jingping YANG (Peking University, China)
In Partnership with
Registration
Admission is free but all participants must be registered for the conference.
For all enquiries, please contact Ms. Sun Kun at sunkun@phbs.pku.edu.cn, +86 0755 2603 3453 or Ms. April Cheng at chengyun@phbs.pku.edu.cn, +86 0755 2603 2270.