International Conference on
Applied Statistics and Financial Mathematics
(ASFM2010)
The Hong Kong Polytechnic University
16 - 18 December 2010
invited speakers
Stream 1: Industrial Statistics
Organizer: Jeff Wu, William Li, Xingqiu Zhao
Invited Speakers:
- Stefano BARONE, Chalmers University of Technology and University of Palermo
- Derek BINGHAM, Simon Fraser University
- Dae-Heung JANG, Pukyong National University
- Youngil KIM, ChungAng University
- William LI, University of Minnesota
- Dennis LIN, The Pennsylvania State University
- Christopher NACHTSHEIM, University of Minnesota
- Shane REESE, Brigham Young University
- Thomas SANTNER, Ohio State University
- Jun SHAO, University of Wisconsin
- Kwok L. TSUI, Georgia Institute of Technology
- Fugee TSUNG, The Hong Kong University of Science and Technology
- Runchu ZHANG, Nankai University and Northeast Normal University
- Ji ZHU, University of Michigan
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Stream 2: Biostatistics
Organizer: Jianguo Sun, Xingqiu Zhao
Invited Speakers:
- N. BALAKRISHNAN, McMaster University
- Luc DUCHATEAU, Ghent University
- Jason FINE, University of North Carolina - Chapel Hill
- Nancy FLOURNOY, University of Missouri - Columbia
- Leonard B. HEARNE, University of Missouri - Columbia
- X. Joan HU, Simon Fraser University
- Nicholas P. JEWELL, University of California - Berkely
- Mi-Ok KIM, Cincinnati Children's Hospital Medical Center and University of Cincinnati College of Medicine
- Chun-Ling LIU, The Hong Kong Polytechnic University
- Jianguo SUN, University of Missouri - Columbia
- Yanqing SUN, University of North Carolina - Charlotte
- Guo-Liang TIAN, The University of Hong Kong
- Christ J. WILD, University of Auckland
- Guosheng YIN, The University of Hong Kong
- Xingqiu ZHAO, The Hong Kong Polytechnic University & Zhongnan University of Economics and Law
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Stream 3: Financial Statistics
Organizer: Heung Wong, Cedric Yiu
Invited Speakers:
-
Ngai-Hang CHAN, The Chinese University of Hong KongTim CHAU, Census and Statistics Department, Hong Kong, China
- Bing-Yi JING, The Hong Kong University of Science and Technology
- Lu LIN, Shandong University
- Shiqing LING, The Hong Kong University of Science and Technology
- Mike K.P. SO, The Hong Kong University of Science and Technology
- Yiu-Kuen TSE, Singapore Management University
- Philip YU, The University of Hong Kong
- Jinwen ZHAO, Dongbei University of Finance and Economics
Joint Parallel Session with International Research Forum
1. Economic Modelling
Co-ordinator: Denis TALAY, INRIA Centre de Sophia Antipolis
Invited Speakers:
- Olivier GUEANT, MFG R&D
- Hyeng Keun KOO, Ajou University
- Srdjan STOJANOVIC, University of Cincinnati & Suzhou University
- Denis TALAY, INRIA Centre de Sophia Antipolis
- Charles TAPIERO, Polytechnic Institute of New York University
- Pierre VALLOIS, University of Nancy
- Dong Chul WON, Ajou University
2. Credit Risk
Co-ordinator: Monique JEANBLANC, Evry University
Invited Speakers:
- Dong-Hyun AHN, Young-Min CHOI, Young-Sik KIM & Won-Suk LIU, Seoul National University
- Nan CHEN, The Chinese University of Hong Kong
- Wai-Ki CHING, The University of Hong Kong
- Monique JEANBLANC, Evry University
- Henry LEUNG, The University of Sydney
- Shiyin LI & Xiaoliu NIE, Xiamen University
- Nicolas PRIVAULT, City University of Hong Kong
- Timothy Robin TENG, Ateneo de Manila University
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Stream 4: Probability Theory with Applications
Organizer: Zhiming Ma, Phillip Yam
Invited Speakers:
-
Xue ChenG, Peking University
- Sung-Nok Chiu, Hong Kong Baptist University
- John Moriarty, University of Manchester
- Jonathan Tsai, The University of Hong Kong
Joint Parallel Session with International Research Forum
1. Behavioral Finance (II)
Co-ordinators:
Chenghu MA, Fudan University
Thaleia ZARIPHOPOULOU, The University of Texas at Austin & University of Oxford
Invited Speakers:
- Yat-fai LAM, CT Risk Solutions Limited
- Chenghu MA, Fudan University
- Phil MAYMIN, Polytechnic Institute of New York University
- Gregg S. FISHER, Gerstein Fisher
- Wing-keung WONG, Hong Kong Baptist University
- Thaleia ZARIPHOPOULOU, The University of Texas at Austin / University of Oxford
- Xunyu ZHOU, University of Oxford
2a. Systemic Risk Management (I)
Co-ordinator: Elisabeth PATE-CORNELL, Stanford University
Invited Speakers:
- Yacov Y. HAIMES, University of Virginia
- Suhuan LIAO, Limin WANG & Wenchao LUANG, University of Science and Technology Beijing
- Ali MOSLEH, University of Maryland
- Elisabeth PATÉ-CORNELL, Stanford University
2b. Systemic Risk Management (II)
Co-ordinator: George PAPANICOLAOU, Stanford University
Invited Speakers:
- Rama CONT, Columbia University
- Stephen FIGLEWSKI & Justin BIRRU, New York University
- George PAPANICOLAOU, Stanford University
- Ronnie SIRCAR, Princeton University
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Stream 5: Actuarial Science/Insurance Mathematics
Organizer: Elias Shiu, Ping-kei Leung, Hailiang Yang
Invited Speakers:
-
Benjamin Avanzi, University of New South Wales
- Ping Chen, The University of Melbourne
- Ka-Chun Cheung, The University of Hong Kong
- Pak-Wing Fong, Hong Kong Monetary Authority
- Xuemiao Hao, University of Manitoba
- Joseph Kim, University of Waterloo
- Yue-Kuen Kwok, The Hong Kong University of Science and Technology
- Xiaoming Liu, The University of Western Ontario
- Hal Pedersen, University of Manitoba
- Sachi Purcal, Macquarie University
- Jaeyoung SUNG, Ajou University
- Qihe Tang, The University of Iowa
- Serena Tiong
- Bernard Wong, University of New South Wales
- Kam-Chuen Yuen, The University of Hong Kong
- Jinxia Zhu, University of New South Wales
Joint Parallel Session with International Research Forum
(Insurance - Finance Convergence and Contradictions)
Co-ordinator: Charles TAPIERO, Polytechnic Institute of New York University
Invited Speakers:
- John LIU, The Hong Kong Polytechnic University
- Gyoocheol SHIM & Jaeyoung SUNG, Ajou University
- Charles TAPIERO, Polytechnic Institute of New York University
- Machnes YAFFA, Bar Ilan University
- Hailiang YANG, The University of Hong Kong
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Stream 6: Financial Mathematics and Risk Management
Organizer: Shige Peng, Cedric Yiu, James Huang, Xun Li
Invited Speakers:
-
Nan Chen, The Chinese University of Hong Kong
- Hanqing Jin, University of Oxford
- Leong-Kwan LI, The Hong Kong Polytechnic University
- Juan Li, Shandong University
- Zhen Liu, Missouri University of Science & Technology
- Yufeng Shi, Shandong University
- Michael Taksar, University of Missouri College of Arts & Science
- Lixin Wu, The Hong Kong University of Science and Technology
- Zhen Wu, Shandong University
- Weiqiang YANG, Shandong University
- Jiongmin Yong, University of Central Florida
Joint Parallel Session with International Research Forum
1. Stochastic control and Simulation in Finance
Co-ordinator: Agnes SULEM, Inria Paris-Rocquencourt
Invited Speakers:
- Aurélien ALFONSI, Paris Est University
- Vlad BALLY, Université Paris Est Marne la Vallée
- Pape NDIAYE, Raise Partner
- Olivier PIRONNEAU, Université Paris VI
- Agnes SULEM, INRIA Paris - Rocquencourt
- Antonino ZANETTE, University of Udine, Italy and Inria Paris - Rocquencourt
2. Quantitative Finance in China
Co-ordinator: Shige PENG, Shandong University
Invited Speakers:
- Zengjing CHEN, Shandong University
- Shige PENG, Shandong University
- Shanjian TANG, Fudan University
- Gang WEI, Shandong University
- Lan WU, Peking University
- Weidong ZHAO, Shandong University
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