Dynamic Acceptability Indices
Systemic Risk
Description
Tao Chen
Title: Dynamic Acceptability Indices
Mr. Tao Chen will continue discussing dynamic acceptability indices via backward stochastic difference equations.
Yu-Sin Chang
Title: Systemic Risk
Ms. Yu-Sin Chang will present and discuss modeling results.
Xin Tong
Title: Kelly Criterion
Ms. Xin Tong will continue the topic of Kelly criterion
Event Topic
Mathematical Finance, Stochastic Analysis, and Machine Learning