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작성일 2018-04-17 18:27:01
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SEED Seminar

 
We cordially invite you to attend the SEED seminars, jointly organized by researchers from National University of Singapore, Zuse Institute Berlin, The Institute of Statistical Mathematics, Academia Sinica, University College London, and Seoul National University.

SEED stands for Statistics maschinElEarning Datascience. Motivated by the availability of big complex data and the fast development of new techniques in machine learning and data science, SEED aims to provide an online research platform for seminars focusing on important and timely interdisciplinary research topics on Statistics, Machine learning, Data Science, Mathematics, Operation Research, Computer Science, and Engineering. The online seminar series are co-hosted and organised by several research institutes in different countries. The mission is to exchange research ideas, educate young researchers, and promote international research and education collaborations. For more information, please visit the SEED website https://seed.stat.nus.edu.sg/index.php

We are glad to announce that the 6th NUS-USPC Workshop on Machine Learning and FinTech (18-19 April 2018)  will be online accessible* via the SEED platform. The workshop is organised by NUS Centre for Quantitative Finance, NUS Risk Management Institute, Sorbonne Paris Cité University, LPSM and Université Paris Diderot.

Virtual seminar room: webconf.vc.dfn.de/optimization<http://webconf.vc.dfn.de/optimization>
Room Passcode:  seed

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6th NUS-USPC Workshop on Machine Learning and Fin Tech
 
Wed, 18 April 2018

Singapore Time (UTC +8)

Activity

09:40 – 10:25

Jean-François CHASSAGNEUX
University Paris Diderot, France
A Probabilistic Numerical Method for MFG

10:55 - 11:40

Steven KOU*
National University of Singapore, Singapore
Designing Stable Coins

11:40 – 12:25

Claudio FONTANA
University Paris Diderot, France
The Value of Informational Arbitrage

14:00 – 14:45

Ilija ILIEVSKI*
National University of Singapore, Singapore
Interpretable Forecasting of Financial Time Series with Deep Learning

14:45 – 15:30

Simon TRIMBORN*
National University of Singapore, Singapore
Sparse-Group Network AutoRegressive Model for the Bitcoin Blockchain

16:00 – 16:45

Hao LEI*
National University of Singapore, Singapore
Unsupervised Probabilistic Topic Modelling

16:45 – 17:30

Min DAI*
National University of Singapore, Singapore
Robo-Advising: A Dynamic Mean-Variance Approach


Thu, 19 April 2018

Singapore Time (UTC +8)

Activity

09:30 – 10:30

Nicolas LANGRENE
CSIRO, Australia
Huyên PHAM*
University Paris Diderot, France
Deep Learning Algorithms for Stochastic Control Problems

11:00 – 11:45

Michael KUPPER
University of Konstanz, Germany
Computation of Optimal Transport and Related Hedging Problems via Penalization and Neural Networks

11:45 – 12:30

Christa CUCHIERO
University of Vienna, Austria
Calibration Of Financial Models With Neural Networks

14:00 – 15:00

Ivan GUO
Monash University, Australia
Gregoire LOEPER
Monash University, Australia
Machine Learning in Stochastic Optimal Transport and Volatility Calibration
 
*confirmed talks accessible online via SEED
 
파일 seed seminar..docx [15.2KB]