EDT conference - invitation

EDT conference - invitation

It is with great pleasure that we invite our Alumni, PhD students and students of International Business (IB) program to a series of three lectures by distinguished scientists:

1) Monday, June 3rd 2019, 13:00h
Prof. Chen Ying, National University of Singapore, Faculty of Science, Singapore 
 
Topic: SENTIMENT ASSET PRICING WITH DNN SUPERVISED LEARNING
Prof. Chen Ying is a financial statistician and data scientist. She develops statistical modelling and machine learning methods to analyse nonstationary, high frequency and large dimensional complex data such as cryptocurrency, limit order book, and renewable energy. She also works on business intelligence, forecasting, text mining and sentiment analysis, and network analysis. Chen is Associate Professor in Department of Mathematics, National University of Singapore. She also holds Joint Appointment in Department of Statistics and Applied Probability (1 January 2019 to 31 December 2021), and Courtesy Appointment in Department of Economics (April 1, 2018 to March 31, 2021) at the National University of Singapore. She is also Faculty member in NUS Graduate School for Integrative Sciences and Engineering since July 2016. Chen is Associate Editor of Statistica Sinica (August 1, 2017 to July 31, 2020), Statistics and Its Interface, Computational Statistics and the Journal Operations Research and Decisions. Chen is ISI Elected Member since March 2016. She is Scientific Secretary and member of Executive Committee of the International Association for Statistical Computing (IASC) from July 2017 to June 2019 and Board of Director ordinary member of the Asian Regional Section (ARS) of IASC. She is regular member of the Advisory Board of Institute of Statistical Mathematics, Japan from 1 April 2018 to 31 March 2020.


2) Tuesday, June 4th 2019, 10:00h

Prof. Wolfgang Karl  Härdle, Humboldt-Universität zu Berlin, Institute for Statistics und Econometrics School of Business and Economics, Berlin, Germany
 
Topic: THE FUTURE OF CRYPTO CURRENCIES
Prof. Wolfgang K. Härdle, is an icon of financial econometrics, being ranked among the top three German statisticians. He has been director of the Ladislaus von Bortkiewicz Chair of Statistics at the Department of Economics and Business Administration at the Humboldt-Universität zu Berlin since 1992. He is Coordinator of the "Collaborative Research Center 649: Economic Risk". Since October 2013 he has also headed the newly established International Research Training Group, a joint project with Xiamen University in China. His research interests are smoothing methods, discrete choice models, statistical modelling of financial markets and computer-aided statistics. His more recent work deals with the modelling of implied volatilities and the statistical analysis of financial risk.


3) Tuesday, June 4th 2019, 11:00h

Prof. Cathy Yi-Hsuan Chen, University of Glasgow, Adam Smith Business School, UK
 

Topic: CRIX THE CRYPTO INDEX
Prof. Cathy Yi-Hsuan Chen is professor at Adam Smith Business School in University of Glasgow since March 2019. Previously she held a professorship in the School of Business & Economics in Humboldt-Universität zu Berlin, and the Mercator Fellow of International Research Training Group 1792 – High Dimensional Non-Stationary Time Series. She is an associate editor of Digital Finance and also Computational Statistics. She is currently heading a special issue on "Machine learning in Finance” in Digital Finance. 
Her research interests include (1) textual analysis in Finance; (2) information distillation from social media; (3) financial technologies and cryptocurrencies; (4) systemic risk in banking industry.  She has published her research in Journal of Econometrics, Journal of Business Economics and Statistics, Journal of Banking & Finance, Journal of Empirical Finance and Quantitative Finance.  She had organized the data science conferences such as "A Cambridge-INET and Humboldt-IRTG conference: Text, Herding and Sentiment” 2017.09.12-13, and  29th (EC)2 Conference on "Big Data Econometrics with Applications” in 13-14.12.2018, Roma, Italy.  Her research on systemic risk have been invited by European central bank and German central bank for a seminar talk.

Kalendar

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