Nonlinearity and It’s application in Portfolio Selection

Speaker: 惠永昌(Xi'an Jiao Tong University)

Time: Nov 15, 2017, 15:00-16:00

Location: Conference Room 415, Wisdom Valley 3#

Maximum likelihood estimation of Levy processes in finance

Speaker:

Time: Jul 11, 2017, 16:30-08:00

Location:

Maximum likelihood estimation of Levy processes in finance

Speaker:

Time: Jul 11, 2017, 16:10-17:10

Location:

Optimal Model Averaging Estimation for Generalized Linear Models

Speaker: ZHANG Xinyu

Time: Jun 14, 2017, 11:05-12:05

Location: Conference Room 415, Wisdom Valley 3#

Generalized Sequential Auctions

Speaker: Liang Zou University of Amsterdam

Time: Jun 12, 2017, 10:00-11:00

Location: Conference Room 415, Wisdom Valley 3#

Optimal Insurance under Mean-variance Premium Principles

Speaker: CHI Yichun

Time: May 18, 2017, 15:00-16:00

Location: Conference Room 706, Service Center of Scientific Research and Teaching

An Adaptive Simulation Approach for Pricing Financial Options

Speaker: Deng Shijie

Time: Jun 8, 2016, 14:30-15:30

Location: Conference Room 706, Service Center of Scientific Research and Teaching

Forecasting Financial Extremes: A Network Degree Measure of Super-Exponential Growth

Speaker: Dr. Yan Wanfeng

Time: Dec 17, 2015, 16:10-15:10

Location:

A new estimator for integrated volatility with microstructure noise and jumps

Speaker: Chen Haiqiang

Time: Oct 16, 2015, 10:10-11:10

Location: Conference Room 703, Service Center of Scientific Research and Teaching