TT Intelligent Finance – I

Heping Pan, PhD, Professor of Finance: He did a Bachelor and a Master in Wuhan University, and a PhDin Twente University, the Netherlands. Heworked as a Research Fellow in Bonn University, Germany; Senior Investigator in the CSSIP, Adelaide, Australia; Distinguished Professor inWuhan University, SWUFE, UESTC, CTBU and Chengdu University, China. He wasthe original proponent of Intelligent Finance,chaired 5 International Conferences on Intelligent Finance, published 180+refereed publications, and supervised 20+ PhD candidates. His major contributions in Intelligent Finance includes a basic theory of Intelligent Finance (2004-2011), an Intelligent Portfolio Theory –the general theory and specializations in trading and arbitrage in futures markets, as well as a set of computaitonal intelligence models for predicting financial markets such as stock indexes and foreign exchanges.

Heping Pan, PhD, Professor of Finance: He did a Bachelor and a Master in Wuhan University, and a PhD in Twente University, the Netherlands. He worked as a Research Fellow in Bonn University, Germany; Senior Investigator in the CSSIP, Adelaide, Australia; Distinguished Professor in Wuhan University, SWUFE, UESTC, CTBU and Chengdu University, China. He was the original proponent of Intelligent Finance,chaired 5 International Conferences on Intelligent Finance, published 180+ refereed publications, and supervised 20+ PhD candidates. His major contributions in Intelligent Finance includes a basic theory of Intelligent Finance (2004-2011), an Intelligent Portfolio Theory –the general theory and specializations in trading and arbitrage in futures markets, as well as a set of computaitonal intelligence models for predicting financial markets such as stock indexes and foreign exchanges.

 

Xingyang Liu, MSc of Finance: He did a Bachelor in Physics and a Master of Finance, Chongqing Technology and Business University (CTBU), China. His Master thesis under supervision of Professor Heping Pan is on a futures arbitrage strategy using Kalman filtering together using a number of stationarity and correlation tests for selecting futures pairs that are appropriate for arbitrage. He now works in a bank in Chongqing and still continues to develop his futures arbitrage strategies.

Yishen Xu received the Bachelor Degree in Mechanical Engineering (Elite)and Second Bachelor Degree in Economics with honor from Tsinghua University, Beijing, China, in 2018, and received the Master Degree in Finance from Tsinghua University, Beijing, China, in 2020. His research interests include financia lnews analysis, stock return prediction and algorithm trading. He participated in the publication of the IEEE ROBIO 2017 conference paper: SPC robot: A novel pipe-climbing robot with spiral extending of coupled differential.

Sun Jifeng is a first-year postgraduate student at Tsinghua University, and his tutor is Professor Lin Jianwu. His research interests are quantitative investment, graph neural network, deep learning.

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Zeitfenster der Veranstaltung (1)

Room 2
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12:15pm - 02:45pm