2003杭州国际金融统计高级研讨班日程安排(I)

来源:数学科学研究中心

2003年12月11日至13日

12月11日上午                                                      地点:数学中心五楼演讲厅

9:00-9:30                         开幕式
9:40-10:40                 Sam Wong教授专题演讲
10:50-11:50                Sam Wong教授专题演讲

12月11日下午                                                      地点:数学中心五楼演讲厅

14:00-15:00                Sam Wong教授专题演讲
15:20-16:20                Sam Wong教授专题演讲


12月12日上午                                                 地点:数学中心五楼演讲厅

9:00-10:00                 Sam Wong教授专题演讲
10:20-11:20                Sam Wong教授专题演讲

12月12日下午                                                 地点:数学中心五楼演讲厅

14:00-15:00                Sam Wong教授专题演讲
15:20-16:20                Sam Wong教授专题演讲


12月13日上午                                                 地点:数学中心五楼演讲厅

9:00-10:00                 Sam Wong教授专题演讲
10:20-11:20                Sam Wong教授专题演讲

12月13日下午                                                 地点:数学中心五楼演讲厅

14:00-15:00                Sam Wong教授专题演讲
15:20-16:20                Sam Wong教授专题演讲


演讲内容:
Professor Samuel Po-Shing Wong就以下专题作系列演讲:
1. Asset returns and financial time series.
2. Portfolio theory and statistical issues in portfolio selection.
3. Regression methods: linear, nonlinear and nonparametric; neural
networks and machine learning/data mining techniques;
applications to finance like yield curve smoothing, calibration
of interest rate models, capital asset pricing model and its variants.
4. Principal components and financial applications.


主讲教授简介(一)


WONG Po-Shing(黄宝诚) is Assistant Professor of Finance, Statistics and Information Systems at Hong Kong University of Science and Technology. He received his B.S. in mathematics in 1986 and M.Phil. in statistics in 1991 from the University of Hong Kong. He then continued his graduate study at Stanford University, where he received his PhD in 1996. He was Assistant Professor of Statistics at the University of California at Davis from 1996 to 1997 before returning to Hong Kong to assume his current position. From 1990 to 1994 he worked at the SAS Institute as part-time consultant for projects ranging from telecommunication demand forecasts to evaluation of financial strategies. His research interests
include financial time series, forecasting, neural networks, statistical computing, machine learning and its financial applications. He is currently writing a book "Statistical Methods and Models of
Financial Markets" with LAI Tze Leung (to be published by Springer-Verlag).