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Workshop on Financial Engineering and Risk Management

On the occasion of 10-year anniversary of the undergraduate program of Applied Mathematics specialized in Financial Engineering and Risk Management, the Department of Mathematics organizes a workshop on Financial Engineering and Risk Management, and discuss on the career in FERM. Time: 1:30 PM December 23, 2023. Venue: A2.104 Invited Speakers: […]

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Applied Statistics Seminar by Prof. Minh-Ngoc Tran, University of Sydney

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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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: […]

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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 […]

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