IPSW - TWFME 2018 研讨会日程 Program (Update 5.12)


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)

  

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)57May 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)58May 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

  

  

201858

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

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

  

  

  

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

  

  

  




201859- 511

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

  

  

  

# 59日上午8:30 - 11:305th 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

  

  

  

  


2018512

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)