Recent Advances on Quantitative Finance

Recent Advances on Quantitative Finance

The scope and content of the meeting:

The meeting aims to feature the latest developments in the field of quantitative finance. We expect that the meeting will enhance interaction and cooperation among researchers worldwide working in this field and provide an ideal platform for local students and researchers to access cutting-edge research. We will focus on, but are not limited to, the following three topics:

• stochastic control in quantitative finance,
• dynamic game and mean-field game in quantitative finance, and
• machine learning and reinforcement learning in quantitative finance.

 

Sponsors:

• Department of Applied Mathematics & Research Centre for Quantitative Finance, The Hong Kong Polytechnic University

• Centre for Financial Engineering, The Chinese University of Hong Kong

• National University of Singapore, Centre for Quantitative Finance
  

 

Organizers:

Department of Applied Mathematics & Research Centre for Quantitative Finance, The Hong Kong Polytechnic University

Centre for Financial Engineering, The Chinese University of Hong Kong

National University of Singapore, Centre for Quantitative Finance

Local organizing committee:

Min Dai (Chair): The Hong Kong Polytechnic University, mindai@polyu.edu.hk

Kexin Chen: The Hong Kong Polytechnic University, kexinchen@polyu.edu.hk

Nan Chen: The Chinese University of Hong Kong, nchen@se.cuhk.edu.hk

Guanxing Fu: The Hong Kong Polytechnic University, guanxfu@polyu.edu.hk

Xuedong He: The Chinese University of Hong Kong, xdhe@se.cuhk.edu.hk

Jianhui Huang: The Hong Kong Polytechnic University, majhuang@polyu.edu.hk

Zhaoli Jiang: The Hong Kong Polytechnic University, zhaojiang@polyu.edu.hk

Xun Li: The Hong Kong Polytechnic University, malixun@polyu.edu.hk

Zuoquan Xu: The Hong Kong Polytechnic University, maxu@polyu.edu.hk

Chen Yang: The Chinese University of Hong Kong, cyang@se.cuhk.edu.hk

Xiang Yu: The Hong Kong Polytechnic University, xiangyu@polyu.edu.hk

Chao Zhou: National University of Singapore, matzc@nus.edu.sg

 

The estimated number of participants: 80

 

Dates: Aug 27-30, 2023

 

Venue: The Hong Kong Polytechnic University, Hong Kong.

 

Plenary speakers

• Zengjing Chen (Shandong)
• Paolo Guasoni (Dublin)
• Xin Guo (Berkeley)
• Wolfgang Karl Härdle (Humboldt)
• Ulrich Horst (Humboldt)
• Steven Kou (Boston)
• Johannes Muhle-Karbe (Imperial College)
• Huyên Pham (Paris 7)
• Julien Prat (École Polytechnique)
• Martin Schweizer (ETH)
• Mete Soner (Princeton)
• Nizar Touzi (École Polytechnique)
• Hao Xing (Boston)
• Thaleia Zariphopoulou (UT Austin)
• Xunyu Zhou (Columbia)

 

Schedule

The schedule can download here.

 

Call for papers

The submission for the conference has closed. Should you have any inquires about the conference please email to raqf.ama@polyu.edu.hk

We are glad to announce that Digital Finance will issue a special issue on Quantitative Methods in Financial Technology. Speakers and participants of the conference are in particular encouraged to submit their work.

 

Photo Album

Please view the photo by this Link

 

Hotel

The conference venue will be located in the campus of The Hong Kong Polytechnic University. There are many hotels from budget hotels to five-star luxury hotels available in walking distance to the campus. We have got a special discount rate from the following hotel for conference attendees.

	Booking Link (Valid till 12 August 2023)	Airport -> Hotel	Hotel -> PolyU
Harbour Plaza Metropolis	Link	Map	Map

 

Registration

Go to register

 

Conference Poster