FINTECH LECTURE SERIES | Stochastic Control and Games

9:30am - 4:45pm
W2, 2F, Room 201

Supporting the below United Nations Sustainable Development Goals:支持以下聯合國可持續發展目標:支持以下联合国可持续发展目标:

Lecture Schedule
  • 9:30 am - 10:30 am
    Introduction of Stochastic Controls and GamesOptimal Portfolio Choice with Comfortable Consumption
    Speaker: Prof. Jianfeng ZHANG, Department of Mathematics, University of Southern California

  • 10:45 am - 11:45 am
    Optimal Portfolio Choice with Comfortable Consumption
    Speaker: Prof. Dejian TIAN, School of Mathematics, China University of Mining and Technology

  • 2:30 pm - 3:30 pm
    Mean Field Game Theory and Its Master Equation
    Speaker: Prof. Chenchen MOU, Department of Mathematics, City University of Hong Kong

  • 3:45 pm - 4:45 pm
    Viscosity Solutions of Second Order Path-Dependent Partial Differential Equation
    Speaker: Prof. Jianjun ZHOU, College of Science, Northwest A&F University

语言
英文
适合对象
研究生
本科生
主办单位
Financial Technology Thrust, HKUST(GZ)
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