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

 

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

 

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

 

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

 

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

 

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