Title: Statistics in the data-centric era Invited Speaker: Professor Minh-Ngoc Tran, Business School, University of Sydney, Australia. Time: 2PM, Wednesday July 19, 2023. Location: Room A2. 501, International University, VNU-HCM. Abstract: Statistics has demonstrated it is escalating significance in the data-centric era, manifesting itself as both a specialized academic discipline and […]
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Applied Math student received PhD scholarship from the University of Manchester
Mr. Nguyen Hung Quang Khai, an alumnus of Applied Mathematics (Financial Engineering and Risk Management) graduating in November 2022, has just received a full scholarship for a 3.5-year PhD program in Financial Mathematics of The University of Manchester, UK. It is one of the top universities in the world, ranked […]
Applied Mathematics student achieved an honor award from VNU-HCM
Miss Nguyễn Ngọc Phụng, an excellent undergraduate student of the Applied Mathematics program (specialized in Financial Engineering and Risk Management), is one of the seven outstanding students of Vietnam National University-Ho Chi Minh city (VNU-HCM) received the honor award and the medal from the President of VNU-HCM, Prof. Vũ Hải […]
Econometrics and Applied Statistics Seminar by Professor Michael Wolf, University of Zurich
Seminar title: Large dynamic covariance matrices: Enhancements based on intraday data Invited Speaker: Professor Michael Wolf, University of Zurich, Switzerland. Time and date: 2:00 PM, Wednesday, 14 September 2022. Location: Room A1.204, International University, Vietnam National University-HCM, Quarter 6, Linh Trung Ward, Thu Duc City, Ho Chi Minh City. Abstract: […]
IU Applied Math students received PhD/MSc scholarships from US universities
The Department of Mathematics is pleased to announce that the three following students majoring in Applied Mathematics (Financial Engineering and Risk Management) have received Ph.D. or MSc scholarships from US universities in Fall 2022. Ms. Kha Kim Bảo Hân has been awarded the Teaching Assistantship for her Ph.D. program in […]
Webinar: Differential Game Models Of Optimal Debt Management by Prof. Khai Nguyen, NCSU
Title: Differential Game Models Of Optimal Debt Management Speaker: Dr. Nguyễn Tiến Khải, Associate Professor, Department of Mathematics, North Carolina State University Time: 9 AM, Sunday – 12 June 2022. Via Zoom. Meeting ID: 215 811 8519. Passcode: 879771 Abstract: I will present recent results on the game-theoretical formulation of […]
Applied Mathematics and Financial Econometrics Seminar by Prof. Minh-Ngoc Tran, University of Sydney
Title: Recurrent Conditional Heteroskedasticity Speaker: Professor Minh-Ngoc Tran, Business School, University of Sydney, Australia. Time: 9 AM, Sunday, January 23, 2022. Via Zoom. Meeting ID: 215 811 8519. Passcode: 879771 Abstract: We propose a new class of financial volatility models, called the Recurrent Conditional Heteroskedastic (RECH) models, to improve both […]
ECONOMETRICS WEBINAR: COMPARISON OF ARMA/GARCH MODEL WITH ANN/GARCH AND ANN/ANN
The Department of Mathematics is very pleased to invite students to attend the following webinar: COMPARISON OF ARMA/GARCH MODEL WITH ANN/GARCH AND ANN/ANN IN PREDICTING THE CLOSED PRICE IN VIETNAMESE STOCK MARKET Speaker: Dr. Ta Quoc Bao, International University, Vietnam National University-HCMC. Time: 1 PM-4 PM, Saturday, December 19 and […]
ECONOMTETRICS WEBINAR: ESTIMATING AND TESTING FOR ASSET PRICING MODELS
The Department of Mathematics is very pleased to invite Applied Mathematics students and lecturers to attend the following Webinar: ESTIMATING AND TESTING FOR ASSET PRICING MODELS: A COMPARISON OF GMM AND OLS METHODS Speaker: Dr. Ta Quoc Bao, International University, Vietnam National University-HCMC. Time: 1 PM-4 PM, Saturday, November 13, […]
Seminar Announcement: Why Financial Mathematics?
The Department of Mathematics and the IU Fintech Club invites all students to attend the Seminar Talk “Why Financial Mathematics?”. The main purposes of this meeting are to share open conversations, advice on study, and career options in Applied Mathematics, in particular, in Financial Engineering and Risk Management (FERM), […]