学术报告
学术报告——Alpha Potential Games: A New Paradigm for N-player Games 学术报告——Managing a Favor-Trading System with Participant Entry and Exit 学术报告——General Equilibrium with Unhedgeable Fundamentals and Heterogeneous Agents 学术报告——An optimal transport approach to generative modeling for time series - From Quantitative Finance to FinTech
学术报告——A Century of Market Reversals: Resurrecting Volatility 学术报告——The Economics of Automated Market Making and Decentralized Exchanges 学术报告——Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands 学术报告——All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant. 学术报告——Do Limits to Arbitrage Explain Portfolio Gains from Asset Mispricing? 学术报告——Would Order By Order Auctions Be Competitive? 学术报告——Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book 学术报告——Ambiguity Aversion and State-of-Information-Dependent Insurance 学术报告——Distributional uncertainty with loss functions 学术报告——A theory of credit rating criteria 学术报告—— Systemic Risk in Markets with Multiple Central Counterparties 学术报告——Data Collection and Machine Learning with Privacy Preservation 学术报告——Nonparametric Standard Errors for High Frequency Data: The Continuous Time Observed Asymptotic Variance (C-AVAR) 学术报告——Multi-Asset Market Making 学术报告——Bridging the Gap Between Financial Engineering and Finance Communities: Opportunities and Challenges Led by the Big Data 学术报告——Insurance Risk Classification via a Mixture of Experts Model with Random Effects 学术报告——Decarbonization of large financial markets 学术报告——The Statistical Limit of Arbitrage 学术报告——The Climate related financial risks and risk analysis methods 学术报告——Algorithmic Pricing and Liquidity in Securities Markets 学术报告——Less is More 学术报告——Proving You Can Pick Stocks Without Revealing How 学术报告——Generative Adversarial Networks (GANs): Some Analytical Perspective 学术报告——The Cash-Cap Model: a Two-State Model of Firm Dynamics 学术报告——Deep Learning for Mortgage-Backed Securities Markets 学术报告——Deep Learning Statistical Arbitrage 学术报告——Weak equilibriums for time-inconsistent stopping control problems, with applications to investment-withdrawal decision model 学术报告——Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model 学术报告——High-Dimensional Challenges for Computational Finance 学术报告——债券市场概况及债券评级 学术报告——Socioeconomic pathways of carbon emission and credit risk 学术报告—— Evolutionary Portfolio Theory 学术报告——FinTech Econometrics: Privacy Preservation and the Wisdom of the Crowd 学术报告——Special Session on Financial Mathematics 学术报告——Designing Data-Driven AI Models for Financial Math 学术报告——Two Game Theoretic Approaches to Single- and Multi-Agent Reinforcement Learning 学术报告——Machine Learning Approach to Mean Reversion Trading 学术报告——The Neyman-Pearson lemma for convex expectations 学术报告——The Adoption of Blockchain Based Decentralized Exchanges 学术报告——Modeling self-exciting extreme returns in financial market: an AR-GARCH model with Hawkes point processes - Quantifying the Impact of Impact Investing
学术报告——Extreme value statistics in semi-supervised models 学术报告——我国利率及信用衍生品市场业务实践及未来展望 - 固定投资与金融科技
学术报告——盯市在险值及一些待解问题 (Mark to market value at risk and some unsolved problems) 学术报告——Asymptotic expansion for the transition densities of stochastic differential equations driven by the gamma processes 学术报告——Self-Exciting Contagion Process：Exact Simulation and Financial Applications - Optimal risk sharing for an insurer with multiple reinsurers
- Pricing MBS under reduced form credit risk model with regime switching
- Spectral backtests of forecast distributions with application to risk management
- Evaluation of driving risk at different speeds
- An Option Pricing Model with Probability Ambiguity
- OPTIMAL INVESTMENT PROBLEM BETWEEN TWO INSURERS WITH VALUE-ADDED SERVICE
- Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion
- 中国金融业股权网络结构
- A multi-factor regime switching model for inter-trade durations in the limit order market
- Non-Concave Utility Maximization without the Concavification Principle
- Robust Portfolio Selection for Individuals: Minimizing the Probability of Lifetime Ruin
- Computational Challenges in Mathematical Finance: High Dimensionality and Discontinuity
- The Alpha-Heston Stochastic Volatility Model
- 国内衍生品市场量化分析的应用
- Structure conditions under asymmetric information
- Truncated Lévy Subordinators and Applications in Finance and Insurance
- FinTech, Data Analysis, and Privacy Preservation
- Sharp Estimates on the Transition Densities of Subordinate Brownian Motions
- 量化建模中的数据库使用介绍
- Optimal Insurance Design under Belief Heterogeneity