第七届R语言会议(广州会场)
由数学与计算科学学院、华南统计科学研究中心与统计之都联合主办的第七届R语言会议(广州会场)将于11月15日在我校网络中心讲学厅召开。
R语言是在统计和数据挖掘学界广泛应用的编程语言,随着数据量爆炸性的增长,数据分析科学的重要性日益增强,R语言的重要性也逐步扩大。聚集数据行业专家,让R语言用户得到充分交流,是R语言会议的宗旨。自2008年起,R语言会议已经在北京、上海等地成功举办了六届。本次会议首次在广州举办,将极大地促进珠三角地区数据科学从业人员的交流互动。
本次会议的会务信息将在统计之都主站、会议主页(http://china-r.org/)、微博(@统计之都)等平台发布,欢迎大家关注以获取最新消息。
题目一:The Science of Money
时 间: 2014年11月14日(周五)16:00-17:00
报告内容:
We will discuss three aspects of the application of scientific methods to finance: (1) Investment (2) Derivatives (3) Risk Management. Although more advanced tools, such as stochastic differential equations, Monte Carlo simulation, psychology, statistical inference, optimization, and functional analysis may be needed to study these topics, only high school mathematics will be used in the talk. We aim at giving some concrete examples in these topics, to inspire interests among the general public. In particular, we will focus on three examples: (1) Optimal portfolio choices, e.g. Kelly and Merton criteria. (2) The binomial model for option pricing. (3) Axioms for risk measures.
题目二:新加坡国立大家,新加坡国立大学金融工程项目简介
时 间: 2014年11月14日(周五)17:00-17:30
报告内容:Q&A session during which we will answer questions and introduce National University of Singapore and National University of Singapore program in financial engineering
地点: 逸夫楼203
报告人:Steven Kou,Director of Risk Management Institute and Provost’s Chair Professor of Mathematics, National University of Singapore
专家简介:http://ww1.math.nus.edu.sg/onepageCV.aspx?id=matsteve
