研讨会日程一览Program at a glance
May 7 (Mon) | May 8 (Tue) | May 9, May 10, May 11 (Wed) (Thu) (Fir) | May 12 (Sat) | |
8:30 | 现场报到Registration | 分组讨论 Group Study *红瓦楼 (RTB) | 总结汇报 Presentation & 闭幕式 Closing Ceremony #创业中心报告厅 (IC) | |
9:00 | 开幕式 Opening Ceremony & 金融问题专题 Financial Problems ^行政楼报告厅 (CH) | |||
9:30 | ||||
10:00 | ||||
10:30 | ||||
11:00 | ||||
11:30 | ||||
12:00 | 会议报到 Registration *红瓦楼 (RTB) | 午餐 Lunch | 午餐 Lunch | 午餐 Lunch |
12:30 | ||||
13:00 | ||||
13:30 | 金融问题专题 Financial Problems ^行政楼报告厅 (CH) | |||
14:00 | 分组讨论 Group Study *红瓦楼 (RTB) |
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14:30 | ||||
15:00 | ||||
15:30 | 分组讨论 Group Study *红瓦楼 (RTB) | |||
16:00 | ||||
16:30 | ||||
17:00 | 小组报告 Group Presentation *红瓦楼 (RTB) 726 | |||
17:30 | 晚餐Dinner | 晚宴Banquet | 晚餐Dinner |
研讨会地点:^行政楼报告厅 Conference Hall on 1st Floor, Administrative Building (CH)
* 红瓦楼 Red Tile Building (RTB)
#创业中心报告厅 Conference Hall on 1st Floor, Innovation Center (IC)
报到Registration
1)5月7日 May 7 (Monday), 12:00 – 22:00
a)上海财经大学红瓦楼大堂Lobby of Red Tile Building, SUFE
b)上海财大豪生大酒店大堂Lobby of Howard Johnson Cai Da Plaza
2)5月8日 May 8 (Tuesday), 8:00 – 8:30
上海财经大学行政楼一楼报告厅 Conference Hall on 1st Floor, Administrative Building, SUFE
研讨会日程
Program
2018年5月8日
May 8, 2018
Tuesday
l开幕式与金融问题专题Opening Ceremony and Financial Problems Presentation
上海财经大学国定路校区行政楼一楼报告厅
Conference Hall on 1st Floor, Administrative Building, Guoding Road Campus, SUFE
9:00 – 9:30 开幕式致辞Opening Speeches | |
主持:徐定华教授Chair: Prof. Dinghua XU | |
w | 彭实戈教授,中国科学院院士、山东大学 Prof. Shige PENG (Academician of the Chinese Academy of Sciences, Shandong University) |
w | 黄华雄教授,Fields研究所常务副所长 Prof. Huaxiong HUANG (Deputy Director of the Fields Institute) |
w | 程晋教授,上海财经大学数学学院院长 Prof. Jin CHENG (Dean of School of Mathematics, SUFE) |
9:30 – 11:40 金融问题专题Financial Problems Presentation | |
主持:黄华雄教授Chair: Prof. Huaxiong HUANG | |
9:30 - 10:00 1st Problem | Prof. Marc Chataigner (Consultant at HSBC Paris) |
The FX Swap Option Smile Prediction Problem, and The Swaption Smile Deformation Learning Problem | |
10:00 - 10:10 | 茶歇 Coffee Break |
10:10 - 10:40 2nd Problem | 许正(华院数据) Zheng XU (UniDT Technology) |
交易欺诈行为识别Recognize Fraudulent Trading Behavior | |
10:40 - 11:10 6th Problem | Geoffrey Lynch (Senior Quantitative Analyst at OANDA) |
FX Volatility Prediction and Insights from Tick Data and Market Events | |
11:10 - 11:40 3rd Problem | 卓金武(MathWorks 中国区部门经理) Jinwu ZHUO (Department Manager of MathWorks China Office) |
Build a Trading Algorithm via Machine Learning | |
13:30 – 15:20 金融问题专题Financial Problems Presentation | |
主持:黄华雄教授Chair: Prof. Huaxiong HUANG | |
13:30 - 14:00 4th Problem | 曹硕(博士,深圳证券交易所) Shuo CAO (Ph.D., Shenzhen Stock Exchange) |
公募基金的信息群落特征及其变化趋势研究 Research on information community characteristics and change trend of public offering fund | |
14:00 - 14:30 5th Problem | 张廷利 & 郭昭曼(郑州商品交易所) Tingli ZHANG & Zhaoman GUO (Zhengzhou Commodity Exchange) |
挖掘日间持仓增减一致性行为的客户实控关系 与郑州期货交易所白糖期权建模 Customer relationship control for mining day to date position and increasing consistency, and Option Modeling for white sugar American Options on Zhengzhou futures exchange | |
14:30 - 15:00 | 分组Group Assignment |
15:00 - 15:20 | 茶歇 Coffee Break |
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l分组讨论 Group Study
上海财经大学国定路校区红瓦楼
Red Tile Building, Guoding Road Campus, SUFE
15:30 – 17:30 分组讨论Group Study | |||
分组Groups/Problems | 主持Chair | 研讨室Room | |
1st Group | HSBC | Marc Chataigner | 826 |
2nd Group | 华院数据 UniDT Technology | 徐清Qing XU | 723 |
3rd Group | MathWorks | 卓金武Jinwu ZHUO | 606 |
4th Group | 深圳证券交易所 Shenzhen Stock Exchange | 曹硕Shuo CAO | 106 |
5th Group | 郑州商品交易所 Zhengzhou Commodity Exchange | 郭昭曼Zhaoman GUO | 232 |
6th Group | OANDA | Geoffrey Lynch | 726 |
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2018年5月9日 - 5月11日
May 9 - May 11, 2018
Wednesday, Thursday, Friday
l分组讨论 Group Study
上海财经大学国定路校区红瓦楼
Red Tile Building, Guoding Road Campus, SUFE
8:30 – 11:30 & 14:00 – 17:00 分组讨论Group Study | |||
分组Groups/Problems | 主持Chair | 研讨室Room | |
1st Group | HSBC | Marc Chataigner | 826 |
2nd Group | 华院数据 UniDT Technology | 徐清Qing XU | 723 |
3rd Group | MathWorks | 卓金武Jinwu ZHUO | 606 |
4th Group | 深圳证券交易所 Shenzhen Stock Exchange | 曹硕Shuo CAO | 106 |
5th Group | 郑州商品交易所 Zhengzhou Commodity Exchange | 郭昭曼Zhaoman GUO | 232# #626 on May 9, 8:30 a.m. |
6th Group | OANDA | Geoffrey Lynch | 726 |
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# 5月9日上午8:30 - 11:30,5th Group临时改在 研讨室626。
Change to Room 626 on the morning of May 9 temporarily, for 5th Group.
l小组报告 Group Presentation
上海财经大学国定路校区红瓦楼研讨室726
Room 726, Red Tile Building, Guoding Road Campus, SUFE
17:00 – 17:30 小组报告Group Presentation | |
| 每个小组报告5分钟 5 minutes for each group |
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2018年5月12日
May 12, 2018
Saturday
l总结汇报与闭幕式 Presentation and Closing Ceremony
上海财经大学武川路校区创业中心一楼报告厅
Conference Hall on 1st Floor, Innovation Center, Wuchuan Road Campus, SUFE
8:30 – 11:10 总结汇报Concluding Presentation | |||
主持:黄华雄教授Chair: Prof. Huaxiong HUANG | |||
| 每个小组报告25分钟 25 minutes for each group | ||
8:30 - 8:55 | 6th Group | OANDA | |
8:55 - 9:20 | 1st Group | HSBC Paris | |
9:20 - 9:45 | 2nd Group | 华院数据 UniDT Technology | |
9:45 - 10:10 | 5th Group | 郑州商品交易所 Zhengzhou Commodity Exchange | |
10:10 - 10:20 | 茶歇 Coffee Break | ||
10:20 - 10:45 | 3rd Group | MathWorks | |
10:45 - 11:10 | 4th Group | 深圳证券交易所 Shenzhen Stock Exchange | |
11:10 – 11:40 会议总结与证书授予Closing Remarks & Certificates Awarding | |
主席Chairmen | 彭实戈教授,中国科学院院士 Prof. Shige PENG (Academician of the Chinese Academy of Sciences) |
| 黄华雄教授,Fields研究所常务副所长 Prof. Huaxiong HUANG (Deputy Director of the Fields Institute) |
| 程晋教授,上海财经大学数学学院院长 Prof. Jin CHENG (Dean of School of Mathematics, SUFE) |