Quantitative Finance

(01 Jun 2026–26 Jun 2026)

Organizing Committee

  

Members

  • Ying Chen (National University of Singapore )
  • Min Dai (The Hong Kong Polytechnic University)
  • Chao Zhou  (Qube Research & Technologies)
 

Contact Information

For scientific enquiries, please contact members of the organizing committee at NUS.

Overview

The program will feature two weeklong workshops: one dedicated to cutting-edge research in stochastic control, exploring dynamic decision-making in complex financial systems, systemic risk, and market frictions; and another focused on the transformative impact of machine learning in finance, showcasing innovative approaches to pricing, hedging, forecasting, and portfolio optimization. By bridging classical methods with modern data-driven techniques, this program aims to spark new ideas, foster collaboration, and position Singapore as a hub for research at the forefront of quantitative finance and fintech innovation.

Activities

DateAbstract
WorkshopsN/A
Specialized Courses and TutorialsN/A
Poster SessionsN/A

Venue

June 1 to 19 @ IMS Executive Seminar Room
June 22 to 26 @ IMS Seminar Room

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