The Rocket Science of Finance
As the global financial industry becomes increasingly complex, tasks such as analyzing, modeling, and predicting market trends appear as challenging as rocket science. The IAS Seminar Series in Quantitative Finance and Fintech, led by Prof Yingying Li of Information Systems, Business Statistics and Operations Management, Prof Ning Cai of Industrial Engineering and Logistics Management and Prof Xianhua Peng of Mathematics at HKUST, is designed to promote communication and interdisciplinary research efforts among researchers and industry practitioners in these two fields to better study the financial markets.
Quantitative and technical models and methods play a substantial role in the research areas explored in the series. A range of topics and emerging trends in quantitative finance and fintech are discussed, such as asset pricing, portfolio selection, risk management, stochastic models in finance, statistical models and methods in finance, algorithmic trading, market microstructure, computational methods in finance, microfinance, digital currency, and blockchain.
As the kick-off event of the series, the Quantitative Finance and Fintech Mini Workshop, held in June 2016, included two plenary talks by IAS Visiting Professor Jianqing Fan from Princeton University and Prof George Tauchen from Duke University. A separate seminar was also delivered by Prof Yacine Ait-Sahalia from Princeton University in July 2016 as part of the series.