Dr. Ying Chen is a financial statistician and data scientist. She develops modelling, methods and algorithms customized for nonstationary, high frequency and large dimensional complex data in finance and energy. Her current research includes AI forecasting and optimization, quantum computing in finance, credit modelling and rating, citation analysis and research metrics, etc. Dr. Chen is Associate Professor in Department of Mathematics, Director of Centre for Quantitative Finance, PI of Asian Institute of Digital Finance. She is also the Program Director of the MSc in Quantitative Finance and the MQF program and holds Joint Appointment in Risk Management Institute, National University of Singapore. She is is Council Member of the International Statistical Institute for the period 2023 – 2027 and Chairperson-elect of the International Association for Statistical Computing (IASC) – the Asian Regional Section (ARS) .
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日期 | 时间 | 会场 | Session | 角色 | 讲题 |
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2025-07-12 | 13:55-14:20 | 紫光厅C Ziguang Hall C |
IS031: AI for Financial Economics IS031: AI for Financial Economics |
邀请报告 Invited Talk | Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression ApproachNeural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach |