22 Sep 2017
Symposium
8:45am - 6:00pm
IAS Lecture Theater, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST

The symposium provides a community platform for top-notch industrial elites and academic researchers in the fields to exchange their invaluable insights and wisdom on the most updated trends pertaining quantitative finance. In particular, various platforms will be introduced (e.g., RiceQuant, JoinQuant). They represent a trend in future financial trading coupled with internet development. Most important of all, the symposium also features a trading contest, which students are strongly encouraged to participate. This event will tighten our connection with mainland industry and academia alike, with the ambition of offering students the opportunity to make contacts to boost their career opportunities.

Program

8:45-9:00

Registration

9:00-9:15

Opening Speech

By Prof. Yang WANG, Dean of Science HKUST

  9:15-9:45

The Zero-Coupon Rate Model for Derivatives Pricing
By Dr. Xiao LIN, Beijing FinanStar Consulting

  9:45-10:15

Application of Machine Learning Techniques in Investment
By Dr. Shanle WU, UBS

10:15-10:45

Framework of Smart Investment Management and Trading System
By Dr. Peter XIANG, ASTRI

10:45-11:00

Coffee Break

11:00-11:30

Introduction of The Hengqin New Area
By Mr. Chuanwei HU, Hengqin Financial Investment Ltd

11:30-12:00

Introduction of Articles of Association of China (Hengqin) International University Quantitative Finance Competition
By Dr. Jiazhang WANG, The Research Institute of Peking University in Shenzhen

12:00-2:00

Lunch

2:00-2:30

Quantitative Investment and Artificial Intelligence Applications
By Dr. Jianwu LIN, Graduate School at Shenzhen, Tsinghua University

2:30-3:00

Stock Market Spoofing
By Dr. Xianhua PENG, HKUST

3:00-3:30

High-Dimensional Portfolio Selection with Simulation
By Dr. Hoi Ying WONG, CUHK

3:30-3:45

Coffee Break

3:45-4:15

Data, Algorithm and Analysis - Introduction to Quantitative Trading with RiceQuant
By Ms. A. NIU, RiceQuant

4:15-4:45

Practical Considerations for Algorithm Trading
By Mr. Spike LEE, ASTRI

4:45-5:15

Quantitative Trading is not the Future
By Mr. Channel CHAN, Xinger Ltd.

5:15-6:00

Let's JoinQuant
By Mr. Philip XIAO, JoinQuant; Ms. Corrine LI, GF Securities

Event