Dr.
Room O2.610, International University, Quarter 6, Linh Trung Ward, Thu Duc District, HCMC, VN
Email: baotq@hcmiu.edu.vn
Ph.D. in Applied Mathematics, Åbo Akademi University, Finland, 2009-2014
M.Sc. in Probability and Statistics, University of Science, VNU-Hanoi, Vietnam, 2004-2006
B.Sc. in Probability and Statistics, University of Science, VNU-Hanoi, Vietnam, 1997-2001
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.
- Scientific committee member of the second international econometric conference of Vietnam-ECONVN2019.
- Reviewer for Mathematical Reviews, American Mathematical Society
- Referee for journals: Journal of Number Theory. Expositiones Mathemamaticae Journal. Journal of Mathematical Analysis and Applications. Statistics and Probability Letters. Songklanakarin Journal of Science and Technology.
- Financial Risk Management 1
- Financial Risk Management 2
- Statistics, Probability, and Random processes
- Calculus 2
Stochastic Processes, Financial Mathematics, Insurance Mathematics, Financial Risk Management, Copula Theory and Applications, Applied Statistics and Financial Econometrics, Probabilistic Approach to Number Theory.
- 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.