报告题目:Several topics in FinTech
报告时间:2019年12月13日(星期五)下午14:00-16:00
报告地点:西安交大财经校区教学楼8楼国际交流厅
报告摘要:
I will talk about some topics that we are working on in the field of FinTech, including stable coins, an economic theory of Bitcoin mining, T+0 trading with neural network, prediction markets, robo-advising, calibrating equilibrium mean-variance strategy with reinforcement learning. This talk is based on some of my recent works jointly with Yizhou Cao, Yuchao Dong, Yanwei Jia, Hanqing Jin, Steven Kou, Lewei Li, Yuhong Xu, Chen Yang, Yaquan Zhang, etc.
报告人简介:
戴民教授,新加坡国立大学数量金融中心主任,新加坡国立大学数量金融硕士项目主任。Journal of Economic Dynamics and Control,Asia-Pacific Journal of Operational Research,SIAM Journal on Financial Mathematics,Mathematics and Financial Economics副主编,Digital Finance合作编辑。主要研究领域包括:金融衍生品定价、不完全市场下的投资组合设计、金融科技。
经金学院
2019年12月9日