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International Workshop in Financial Time Series and Econometrics

source:Statistics School of SWUFE Release date:2016-07-23 Views:328

May 31 and June 1, 2016

 

Meeting Schedule

Time

Content

Remark

May 31

10:00-10:30

Opening ceremony

 

10:30-1100

group photoTea Break

 

 

Chair: Jian Jun Guo (SWUFE)

 

11:00-12:00

N.H. Chan (Chinese University of Hong Kong, HK)

Place Academic Meeting Room ( B212 in Tonbo Building )

 

Chair: KaiZhi Yu (SWUFE)

 

14:00-15:00

Man Wang(Donghua University)

Z.J. Gan (SWUFE)

Place Academic Meeting Room ( B212 in Tongbo Building )

15:00-15:50

M. Taniguchi (Waseda University, Japan)

Place Academic Meeting Room ( B212 in Tongbo Building )

15:50-16:10

Tea Break

Place Academic Meeting Room ( B212 in Tongbo Building )

16:10-17:00

Ching Kang Ing (Institute of Statistical Science, Academia Sinica)

Place Academic Meeting Room ( B212 in Tongbo Building )

17:00-18:00

Yan Liu (Ocean University of China)

Place Academic Meeting Room ( B212 in Tongbo Building )

 

 

 

June 1

 

Chair: Wan Bo Lu (SWUFE)

 

9:30-10:30

M. Taniguchi (Waseda University, Japan)

Place Academic Meeting Room ( B212 in Tongbo Building )

10:30-11:00

Tea Break

Place Academic Meeting Room ( B212 in Tongbo Building )

11:00-12:00

T.L. Lai (Stanford University, USA)

Place Academic Meeting Room ( B212 in Tongbo Building )

 

Chair: Kun Chen (SWUFE)

 

14:00-14:50

C.K. Ing (Academia Sinica)

Place Academic Meeting Room ( B212 in Tongbo Building )

14:50-15:10

Tea Break

Place Academic Meeting Room ( B212 in Tongbo Building )

15:10-16:00

Weiwei Liu (Lanzhou University)

Jing He (SWUFE)

Place Academic Meeting Room ( B212 in Tongbo Building )

16:00-17:00

T.L. Lai (Stanford University, USA)

Place Academic Meeting Room ( B212 in Tongbo Building )

17:00-18:00

T.L. Lai (Stanford University, USA)

Place Academic Meeting Room ( B212 in Tongbo Building )

 

 

SpeakerLai, Tze Leung (Stanford University)

Resume

Tze Leung Lai is Professor of Statistics and, by courtesy, of Health Research and Policy in the School of Medicine and of the Institute for Computational & Mathematical Engineering (ICME) in the School of Engineering. He is Director of the Financial and Risk Modeling Institute, Codirector of the Biostatistics Core of the Stanford Cancer Institute, and Codirector of the Center for Innovative Study Design at the Stanford School of Medicine. He has held regular and visiting faculty appointments at Columbia University, UC Berkeley, and Nankai University, and holds advisory positions with the University of Hong Kong, Peking University, and Tsinghua University. He is the recipient of COPSS President Award.

 

SpeakerTaniguchi, Masanobu (Waseda University)

Resume

Masanobu Taniguchi received the B.S. degree in mathematics and the M.S. and Dr. degrees in mathematical science from Osaka University, Japan, in 1974, 1976 and 1981, respectively. He joined the Department of Mathematics, Hiroshima University, and the Department of Mathematical Science, Osaka University, in 1983 and 1990, respectively. He was a Visiting Professor at the University of Bristol ,UK, in 2000. He is currently a Professor in the Department of Applied Mathematics, Waseda University, Japan. His research interests include time series analysis, mathematical statistics, multivariate analysis, information geometry, signal processing, econometric theory and financial engineering. His main contributions in time series analysis are collected in his book : “Asymptotic Theory of Statistical Inference for Time Series” ( New York : Springer-Verlag, 2000). He received the Ogawa Prize (Japan) in 1989, the Econometric Theory Award (USA) in 2000, the Japan Statistical Society Prize in 2004, and Analysis Award in 2013 (Mathematical Society of Japan). He is a Fellow of the Institute of Mathematical Statistics (USA, 1987 - ), and acted the Editor of the Journal of the Japan Statistical Society (2006 - 2009). From 2011, he is a Research Importance Professor at the Research Institute for Science & Engineering, Waseda University, Japan.

 

SpeakerIng, Ching-Kang (Institute of Statistical Science, Academia Sinica and National Taiwan University)

Resume

Ing, Ching-Kang received Dr. degrees in statistics from National Tsing Hua University, Taiwan, in 1996. He joined the Department of Statistics, National Taipei University and Department of Economics in National Taiwan University, Institute of Statistical Science in Academia Sinica, in 1999 and in 2003, respectively. He was a Visiting Professor at the Stanford University in 2005 and in 2006. He is currently a Professor in the Department of Economics, National Taiwan University and Institute of Statistical Science, Academia Sinica, Taiwan. His research interests include model selection, time series analysis, asymptotic theory and approximation theory. He received the Outstanding Research Award from Ministry of Science and Technology of Taiwan in 2008, 2013--2016, Academia Sinica Investigator Award, in 2011—2015.

 

SpeakerChan, Ngai Hang (Chinese University of Hong Kong)

Resume

Professor Chan received his B.Sc. in Mathematics at the Chinese University of Hong Kong and his Ph.D. in Statistics at the University of Maryland, USA.He first started his career as an Halvaty Research Assistant Professor at Indiana University from 1985-1990.Starting in 1990, he moved to Carnegie Mellon University first as an Associate Professor and later became a Professor in Statistics from 1990-2000.Starting in 2000, he joined the Chinese University of Hong Kong as a Chair Professor in Statistics and was the first Director in the Risk Management Program and later became the Chairman of Statistics between 2001-2013.From 2013, he was appointed as the Choh-Min Lee Chair Professor in Statistics at CUHK. Professor Chan is a world renowned researcher in statistics and econometrics. His research interest covers time series, econometrics, risk management and statistical finance. He has received many honors, including but not limited to an Elected Fellow of the Institute of Mathematical Statistics and the American Statistical Association. He is a Chang –Jiang Chair Professor of Statistics of the Ministry of Education and Renmin University of China and the recipient of 100-men Professor of Statistics of SWUFE.
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