Dr. Tạ Quốc Bảo

EDUCATION

• B.Sc. in Probability and Statistics,  University of Science, VNU-Hanoi, Vietnam, 1997-2001
• M.Sc. in Probability and Statistics, University of Science, VNU-Hanoi, Vietnam, 2004-2006
• Ph.D. in Applied Mathematics, Åbo Akademi University, Finland, 2009-2014

RESEARCH INTERESTS

• Stochastic Processes
• Financial Mathematics
• Insurance Mathematics
• Financial Risk Management
• Copula Theory and Applications

TEACHING

• Financial Risk Management 1
• Financial Risk Management 2
• Statistics, Probability, and Random processes
• Calculus 2

PUBLICATIONS

• Bui. T. T. My, Bao Q. Ta. A modification of Logistic Regression with imbalanced data F-measure-oriented Lasso-Logistic Regression. ScienceAsia. Accepted
• Bao Q. Ta, Nguyen H. Q. Khai: Portfolio Optimization Based on Artificial Neural Network and GARCH-EVT-Copula Models. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems. Accepted
• Bui. T. T. My, Bao Q. Ta. An interpretable decision tree ensemble model for imbalanced credit scoring datasets. Journal of Intelligent and Fuzzy Systems: Accepted
• Nguyen Huy Hoang, Bao Quoc Ta. Ruin probabilities of continuous-time risk model with dependent claim sizes and interarrival times. International. Journal of Uncertainty, Fuzziness and Knowledge-Based Systems. Vol. 28, No. Supp01, pp 69–80, 2020.
• Bao Quoc Ta, Thao Vuong. The Black-Litterman model for portfolio optimization on Vietnam stock market. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems. Vol. 28, No. Supp01, pp 99–111, 2020.
• Bao. Q. Ta. Appell Polynomials Associated with Lévy Processes and Applications. Proceedings of the Romanian Academy-Series A. Vol 21, Number 3, pp. 221–230, 2020.
• Bao. Q. Ta and C. Pham Van. A Probabilistic Proof of Euler’s formula for ζ(2n). Mathematical Reports, Vol 21(71), no 1, 61-65, 2019.
• Ta Quoc Bao, Le Nhat Tan, Le Thi Thanh An and Bui Thi Thien My. Forecasting Stock Index Based on Hybrid Artificial Neural Network Models. Science and Technology Development Journal -Economics -Law and Management, vol 3(1),52-57, 2019.
• Bao. Q. Ta, D. S. Le, M. B. Ha and X. D. Tran. On some characterizations of Schur-constant models and Applications. Econometrics for Financial Applications. Springer Series: Studies in Computational Intelligence. Vol 760, Springer 2018.
• Bao. Q. Ta and C. Pham Van. Some properties of Schur-constant distributions. Statistics and Probability Letters, Vol 124, 69-76, 2017.
• Bao. Q. Ta. Averaging Problems of Running Processes associated with Brownian motion and Applications. International Journal of Mathematics, Vol 26, no 3, 1550028, 11 pp, 2015.
  Bao. Q. Ta. Probabilistic Approach to Appell polynomials. Expositiones Mathematicae, 33, no 3, 269–294, 2015.
• P. Salminen and Bao. Q. Ta. Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit. Advances in Mathematics of Finance, 181–199, Banach Center Publications, Vol 104(2015).
• Bao. Q. Ta. Excessive Functions, Appell Polynomials and Optimal Stopping. PhD Thesis. Åbo Akademi University, ISBN 978-952-12-3045-5, 2014.
• S. Christensen, P. Salminen and Bao. Q. Ta. Optimal Stopping of strong Markov Processes. Stochastic Processes and their Applications, Vol 123, no 3, 1138-1159, 2013.
• Bao. Q. Ta. A note on the generalized Bernoulli and Euler polynomials. European Journal of Pure and Applied Mathematics, Vol 6, no 4, 405-412, 2013
• Ta. Q. Bao. On the existence, uniqueness and stability of solutions of stochastic Volterra-Ito equation. Vietnam J. Math. Vol 32, no. 4, 389-397, 2004
• Ta. Q. Bao. On the stability of solutions of stochastic differential equations with linear drift. East-West J. Math. Vol 5, no. 2, 123-136, 2003.

OTHER INFORMATION

• 2020-present: Lecturer, International University, Vietnam National University-Ho Chi Minh City, Vietnam.
• 2017-2020: Lecturer, Banking University of Ho Chi Minh City, Vietnam
• 2007-2017: Lecturer and Researcher, National University  of Civil Engineering, Hanoi, Vietnam and  Åbo Akademi University, Finland.
• 2003-2007: Lecturer, University of Science, Thai Nguyen University, Vietnam.
• 2002-2003: Researcher, Hanoi Institute of Mathematics, Vietnam Academy of Science and Technology.