Sponsors:Institute for Financial Studies, Shandong University
School of Mathematics, Shandong University
Date: November 17-18, 2019
Venue: B-1238 Zhixin Building
Title:DecomposingCorrelated Random Walks on Common and Counter Movements
Speaker: Chengxue (Peking University)
Title:基于报纸搜索的经济不确定指数——方法与应用
Speaker: Guo Dongmei (Central University of Finance and Economics)
Title:Optimalinvestment problems for market models with delay and reversal
Speaker: Han Yuecai (Jilin University)
Title: Mean-varianceportfolio selection with random coefficients--closed-loop equilibrium strategy
Speaker: Wang Tianxiao (Sichuan University)
Title:Asymptoticmoment estimation for stochastic Lotka-Volterra model driven by G-Brownianmotion
Speaker: Zhang Defei (Honghe University)
Title:The NeumannBoundary Problem for Elliptic Partial Differential Equations with NonlinearDivergence Terms
Speaker: Zhang Jing (Fudan University)
Title:RobustConsumption Portfolio Optimization with Stochastic Differential Utility
Speaker: Zhang Qi (Fudan University)