Dynamic Acceptability Indices
Systemic Risk
Description
Tao Chen
Title: Dynamic Acceptability Indices
Mr. Tao Chen will discuss a possible one way to extend MINMAXVAR to dynamic case through g-expectation.
Yu-Sin Chang
Title: Systemic Risk
Ms. Yu-Sin Chang will share an idea to construct a mathematical model of monitoring systemic risk.
Event Topic
Mathematical Finance, Stochastic Analysis, and Machine Learning