Department of Applied Mathematics

Activities

Activities per year 1993 2018 2021 2022 2024

• 59 Editorial work for journals
• 9 Organizer / committee member
• 9 Invited talk
• 2 Office holder / member of committee
• 4 More
  • 1 Consultancy
  • 1 Review of books, other publications, or software
  • 1 Office holder / member of board
  • 1 Office holder / member of council

Activities per year

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• 12th World Congress of Bachelier Finance Society

  Dai, M. (Invited speaker)

  8 Jul 2024 → 12 Jul 2024

  Activity: Talk or presentation › Invited talk

• Stochastic LQ control with regime switching and random coefficients

  Xu, Z. (Invited speaker)

  Jun 2023

  Activity: Talk or presentation › Invited talk

• 16th Risk Management Annual Conference

  Dai, M. (Invited speaker)

  31 Jul 2023 → 1 Aug 2023

  Activity: Talk or presentation › Invited talk

• Control and Optimization Pisa 2023

  Dai, M. (Invited speaker)

  8 May 2023 → 10 May 2023

  Activity: Talk or presentation › Invited talk

• State-dependent temperature control for Langevin diffusions

  Xu, Z. (Invited speaker)

  7 Mar 2022

  Activity: Talk or presentation › Invited talk

• The 7th National Annual Conference of Probability

  Xu, Z. (Invited speaker)

  27 Aug 2022 → 30 Aug 2022

  Activity: Talk or presentation › Invited talk

• Dynamic optimal reinsurance and dividend-payout in finite time horizon

  Xu, Z. (Invited speaker)

  14 Jul 2022

  Activity: Talk or presentation › Invited talk

• Workshop on stochastic analysis model and control methods in quantitative finance

  Dai, M. (Invited speaker)

  20 May 2022 → 22 May 2022

  Activity: Talk or presentation › Invited talk

• 機制轉換模型下帶約束的線性二次控制問題及金融應用

  Xu, Z. (Invited speaker)

  5 Jun 2022

  Activity: Talk or presentation › Invited talk