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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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ANNOUNCEMENT FOR THE GRADUATION THESIS SEMESTER 1, 2022-2023

The Department of Mathematics would like to announce the important dates and the following list of the gradation theses in Semester 1, AY 2022-2023. IMPORTANT DATES: 19/9/2022: Submit the thesis topic 17/10/2022: Submit the proposal 22/10/2022: Proposal defense 10/02/2023: Submit the final thesis report 04/3/2023: Thesis defense LIST GRADUATION THESIS […]

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Thesis defense Announcement-S1, 2021-22

Thesis defenses Announcement for Semester 1, 2021-22 COMMITTEE 1: Dr. Nguyễn Minh Quân      2. Dr. Nguyễn Phương Anh      3. Assoc. Dr. Trần Vũ Khanh Venue: A2. 512 and MS Teams. Time: 8:00, March 05, 2022 No. Student ID Fullname Topics Advisor   1 MAMAIU17006 Trần Chí Thịnh A […]

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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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