Sixth PKU-NUS Annual International Conference on Quantitative Finance and Economics
Sixth 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
- Macroeconomics
- Mathematical Economics
- Mean field game theory
- Microeconomics
- Monetary economics
Keynote Speakers
Prof. Qingmin Liu
Professor of Economics
Columbia University
Prof. Qingmin Liu
Professor of Economics
Columbia University
Qingmin Liu is a professor at the department of economics at Columbia University. He researches on game theory and microeconomic theory, and publishes at the American Economic Review, Econometrica, Journal of Political Economy, and the Review of Economic Studies. He is an associate editor of Econometrica and on the board of editors at American Economic Review. He obtained his BA from Peking University and Ph.D. from Stanford Graduate School of Business.
Xuezhong (Tony) He
Professor of Finance
Xi'an Jiaotong-Liverpool University
Prof. Qingmin Liu
Professor of Finance
Xi'an Jiaotong-Liverpool University
Tony has joined the Department of Finance as a Professor of Finance in 2022. Before joining XJTLU, Tony was a Professor of Finance at University of Technology Sydney (UTS) from 2010 to 2021. Before that, he worked at the University of Sydney and UTS as a Lecturer, Senior Lecturer, and Associate Professor. He has been a Co-Editor of Journal of Economic Dynamics and Control (an ABDC A* journal) since 2013, a Senior Editor, Department Editor, Associate Editor, and Guest Editor for several other journals.
Tony is an internationally recognized expert in asset pricing, financial market modelling, market microstructure, and financial economics and nonlinear dynamics in finance and economics in general. His international research profile is attested by his publications in the field of finance and economics, invited contributions to the prestigious Handbook of Financial Markets and Handbook of Computational Economics, numerous keynote talks in the international conferences, and a number of competitively Australian and Chinese research grants (total grant amount: AUD$2.7 million, including four Australian Research Council Discovery (ARC) Project Grants, one ARC Linkage Project, and one National Natural Science Foundation of China).
In terms of research impact, RePEc (Research Papers in Economics) Ranking puts Tony at Top 3% and 4% in Asia and China, respectively. He has published 1 book, 15 book chapters, and more than 50 journal papers). His publications have been highly cited (more than 3,000 times in Scopus and 5,000 times in Google Scholar). For details, please see his Google Scholar: https://scholar.google.com.au/citations?user=JRCIBDMAAAAJ&hl=en
Tony received his PhD in Finance in 2010 from UTS and PhD in Applied Mathematics in 1995 from Flinders University in Australia, the two fundamental disciplines that underpin his areas of teaching and research. His teaching included asset pricing, portfolio theory, investment, international finance, and derivatives.
Prof. Yacine Aït-Sahalia
Otto A. Hack 1903 Professor of Finance & Economics
Princeton University
Prof. Yacine Aït-Sahalia
Otto A. Hack 1903 Professor of Finance and Economics
Princeton University
Yacine Aït-Sahalia is the Otto Hack 1903 Professor of Finance and Economics at Princeton University. His primary area of research is financial econometrics. He has been serving as the inaugural director of the Bendheim Center for Finance at Princeton University from 1998 until 2014. Aït-Sahalia's research has concentrated on the estimation of continuous-time models in financial economics. His primary contributions include the development of nonparametric methods for estimating and testing these models, of expansions to implement maximum-likelihood estimation of arbitrary models using discrete data, and numerous advances in the estimation and testing of models using high frequency data with a focus on understanding the role and importance of jumps.
Yacine Aït-Sahalia received fellowships from the Alfred P. Sloan Foundation and the John Simon Guggenheim Memorial Foundation. He was elected a Fellow of the Econometric Society in 2002, of the Institute of Mathematical Statistics in 2004, of the American Statistical Association in 2008 and of the Society for Financial Econometrics in 2013. He is a Fellow of the Journal of Econometrics (1998).
He received awards for research excellence, including the Dennis J. Aigner Award (Journal of Econometrics, 2003), the FAME Annual Research Prize (2001), the Cornerstone Research Award (1998), the Michael J. Brennan Award (1997) and the Review of Economic Studies Tour (1993).
Paper Submission
Submissions may be made via the conference website. If you have any queries, please contact Cao Jin at lmeqf@gsm.pku.edu.cn. The submission deadline is 1 April 2022. The authors will be notified of the review committee's decision by 8 April 2022.
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)
- Pengfei WANG (Peking University HSBC Business School, China)
Scientific Committee
- Yi-Chun CHEN (National University of Singapore, Singapore)
- Chia-Shang J. CHU (Peking University HSBC Business School, China)
- Min DAI (National University of Singapore, Singapore)
- 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
Admission is free but all participants must be registered for the conference.
For all enquiries, please contact Cao Jin at lmeqf@gsm.pku.edu.cn.