• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Data Collection and Machine Learning with Privacy Preservation
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Nonparametric Standard Errors for High Frequency Data: The Continuous Time Observed Asymptotic Variance (C-AVAR)
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Multi-Asset Market Making
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Bridging the Gap Between Financial Engineering and Finance Communities: Opportunities and Challenges Led by the Big Data
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Insurance Risk Classification via a Mixture of Experts Model with Random Effects
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Decarbonization of large financial markets
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——The Statistical Limit of Arbitrage
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——The Climate related financial risks and risk analysis methods
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Algorithmic Pricing and Liquidity in Securities Markets
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Less is More
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Proving You Can Pick Stocks Without Revealing How
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Generative Adversarial Networks (GANs): Some Analytical Perspective
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——The Cash-Cap Model: a Two-State Model of Firm Dynamics
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Deep Learning for Mortgage-Backed Securities Markets
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Deep Learning Statistical Arbitrage
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Weak equilibriums for time-inconsistent stopping control problems, with applications to investment-withdrawal decision model
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——High-Dimensional Challenges for Computational Finance
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——债券市场概况及债券评级
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Socioeconomic pathways of carbon emission and credit risk
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告—— Evolutionary Portfolio Theory
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——FinTech Econometrics: Privacy Preservation and the Wisdom of the Crowd
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Special Session on Financial Mathematics
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Designing Data-Driven AI Models for Financial Math
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Two Game Theoretic Approaches to Single- and Multi-Agent Reinforcement Learning
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Machine Learning Approach to Mean Reversion Trading
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——The Neyman-Pearson lemma for convex expectations
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——The Adoption of Blockchain Based Decentralized Exchanges
• <大阳城2138数量经济与数理金融教育部重点实验室>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
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Extreme value statistics in semi-supervised models
• <大阳城2138数量经济与数理金融教育部重点实验室>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
• <大阳城2138数量经济与数理金融教育部重点实验室>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)
• <大阳城2138数量经济与数理金融教育部重点实验室>学术报告——Asymptotic expansion for the transition densities of stochastic differential equations driven by the gamma processes
• <大阳城2138数量经济与数理金融教育部重点实验室>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