2015 SYSU Workshop on Financial Engineering and Risk Management
Co-hosted by the Sun Yat-sen Business School and Center for Financial Engineering and Risk Management, the 2015 SYSU Workshop on Financial Engineering and Risk Management was held at SYSBS on July 25-26. Scholars, students and other professionals who excel in finance, management, accounting, statistics, mathematics, operational research and information software took part in the workshop with the theme of statistics in finance.
The 2015 workshop consists of two sessions: the first day was for basic principles of statistical methods in finance while the second for academic reports.
On July 25, Prof. Yingying Li (Hong Kong University of Science and Technology) presented a course titled with “Statistical Methods in Finance”, in which Prof. Li went through the basic knowledge and the practical application of statistical methods. All the participants highly commended Prof. Yingying Li for her brilliant lecture.
Prof. Yingying Li receiving souvenir to student representative
The second day was featured by a group of keynote speeches. Firstly, during the morning session, Prof. Yongmiao Hong (Cornell University) delivered the speech named “Optimal Choice of the Window Length in a Rolling Regression Model”; Secondly, Prof. Duan Li spoke on the subject of “Mixture Model Based Learning Approach in Robust Portfolio Management” and Prof. Zudi Lu (University of Southampton) presented a report titled with “Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables”. In the afternoon, Prof. Yazhen Wang (University of Wisconsin–Madison) shared her insights on “Unified Statistical Inference for Low-Frequency and High-Frequency Financial Data”; Prof. Xinghua Zheng (HKUST) lectured on the topic of “Solving the High-dimensional Markowitz Optimization Problem: When Sparse Regression Meets Random Matrix Theory”; Prof. Shushang Zhu (SYSBS) demonstrated his unique view on “Nonparametric Value-at-Risk Based Portfolio Optimization: A Block Coordinate Descent Method”; Dr. Jinming Xie (CUHK) highlighted “Empirical Pricing Kernel: An Oscillating Pattern and Its Implications” in the lecture. At the end, the Workshop conveners, Prof. Zhongfei Li and Prof. Duan Li, extended their heartfelt gratitude to all the guests.
It is the third time for SYSBS to host this serial Workshop since 2013. Along with the rapid increase of the number of highlighted speakers, the Workshop has much more impact on further communication and collaboration for a large number of experts and scholars.
Group photo
