Symposium
Symposium on Quantitative Finance
22 Sep 2017 (Fri)
8:45am - 6:00pm
IAS Lecture Theater, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST
The symposium provides a community platform for top-notch industrial elites and academic researchers in the fields to exchange their invaluable insights and wisdom on the most updated trends pertaining quantitative finance. In particular, various platforms will be introduced (e.g., RiceQuant, JoinQuant). They represent a trend in future financial trading coupled with internet development. Most important of all, the symposium also features a trading contest, which students are strongly encouraged to participate. This event will tighten our connection with mainland industry and academia alike, with the ambition of offering students the opportunity to make contacts to boost their career opportunities.
Program
| 8:45-9:00 | Registration |
| 9:00-9:15 | Opening Speech By Prof. Yang WANG, Dean of Science HKUST |
| 9:15-9:45 | The Zero-Coupon Rate Model for Derivatives Pricing By Dr. Xiao LIN, Beijing FinanStar Consulting |
| 9:45-10:15 | Application of Machine Learning Techniques in Investment By Dr. Shanle WU, UBS |
| 10:15-10:45 | Framework of Smart Investment Management and Trading System By Dr. Peter XIANG, ASTRI |
| 10:45-11:00 | Coffee Break |
| 11:00-11:30 | Introduction of The Hengqin New Area By Mr. Chuanwei HU, Hengqin Financial Investment Ltd |
| 11:30-12:00 | Introduction of Articles of Association of China (Hengqin) International University Quantitative Finance Competition By Dr. Jiazhang WANG, The Research Institute of Peking University in Shenzhen |
| 12:00-2:00 | Lunch |
| 2:00-2:30 | Quantitative Investment and Artificial Intelligence Applications By Dr. Jianwu LIN, Graduate School at Shenzhen, Tsinghua University |
| 2:30-3:00 | Stock Market Spoofing By Dr. Xianhua PENG, HKUST |
| 3:00-3:30 | High-Dimensional Portfolio Selection with Simulation By Dr. Hoi Ying WONG, CUHK |
| 3:30-3:45 | Coffee Break |
| 3:45-4:15 | Data, Algorithm and Analysis - Introduction to Quantitative Trading with RiceQuant By Ms. A. NIU, RiceQuant |
| 4:15-4:45 | Practical Considerations for Algorithm Trading By Mr. Spike LEE, ASTRI |
| 4:45-5:15 | Quantitative Trading is not the Future By Mr. Channel CHAN, Xinger Ltd. |
| 5:15-6:00 | Let's JoinQuant By Mr. Philip XIAO, JoinQuant; Ms. Corrine LI, GF Securities |
