The Chinese University of Hong Kong
Department of Systems Engineering and Engineering Management
Seminar Series 2011-2012 Semester 1
|
Date & Venue
|
Title
|
Speaker
|
|
Dec. 8th, 2011 (Thursday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Optimal
Trend Following Trading Rules
|
Prof. Min Dai
|
|
Dec. 13th,
2011 (Tuesday)
11:15 a.m. -
12:15 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Stochastic Modeling and Option Pricing in Commodity
Markets
|
Mr. Lingfei LI
|
|
Nov. 11, 2011 (Friday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Sampling-based
Methods for Identifying the Initial Transient
|
Prof. Peter W. Glynn
|
|
Nov. 10th, 2011 (Thursday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Warranty
Costs Sharing in a Supply Chain
|
Prof. Fangruo Chen
|
|
Oct.
27th, 2011 (Thursday)
4:30 p.m. - 5:30 p.m.
Room 513 William M. Mong Engineering
Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Numerical Algorithms for Backward Stochastic Differential
Equations: Convergence and Simulations
|
Prof. Mingyu Xu
|
|
Oct. 19th,
2011 (Wednesday)
4:30 p.m. -
5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
How Can We Anticipate Dynamics under Various Time and
Uncertainty Assumptions? OR in Finance, Education, Biology, Medicine and
Economics.
|
Prof.
Gerhard-Wilhelm Weber
|
|
Oct. 21st,
2011 (Friday)
5:30 p.m. -
6:30 p.m.
LT6, LSB
The Chinese University
of Hong Kong
|
Behavioural financial modelling: optimal pricing of
retail financial products
|
Dr. Robert
Phelps
|
|
Oct. 26th,
2011 (Wednesday)
4:30 p.m. -
5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Advance Selling in a Supply Chain under Uncertain Supply
and Demand
|
Prof.
Christopher S. Tang
|
|
Sep 21th, 2011
(Wednesday)
4:30 p.m. -
5:30 p.m.
Room 513 William M. Mong
Engineering Building (Engineering Building II) The Chinese
University of Hong
Kong
|
Functional Differential Equation Approach to BSDEs and
Related Optimal Portfolio Problems
|
Dr. Gechun
Liang
|
Seminars in Semester 2, Year 2011-2012
Seminars in Semester 1, Year 2011-2012
Seminars in Semester 2, Year 2010-2011
Seminars in Semester 1, Year 2010-2011
Seminars in Semester 2, Year 2009-2010
Seminars in Semester 1, Year 2009-2010
Seminars in Semester 2, Year 2008-2009
Seminars
in Semester 1, Year 2008-2009
Seminars
in Semester 2, Year 2007-2008
Seminars
in Semester 1, Year 2007-2008
Seminars
in Semester 2, Year 2006-2007
Seminars
in Semester 1, Year 2006-2007
Seminars
in Semester 2, Year 2005-2006
Seminars
in Semester 1, Year 2005-2006
Updated by Qiao, Miao ( mqiao@se.cuhk.edu.hk
)
