This Workshop welcomed back Professor Michael Dempster, who laid the foundation of CCFEA. We also welcomed back ex-colleague Professor Dietmar Maringer, who helped to develop CCFEA to its current form. Much of CCFEA's current research is shaped by Professor Richard Olsen, who also gave a talk at the Workshop.
Over the last ten years, CCFEA has graduated several hundred Master and PhD students. CCFEA is like a big family. Many of our ex-students are keeping in touch with each other at the CCFEA Alumni. Many of our ex-students are playing key roles in finance and economics. In this Workshop, three of our Alumni, Dr Serafin Martinez, Dr Evi Pliota and Dr Amadeo Alentorn presented their work.
|9:45-10:00||Opening by Edward Tsang, Director, CCFEA|
|10:00-10:40||Professor Michael Dempster (Centre for Financial Research, University of Cambridge & Cambridge Systems Associates Limited) on Asset Liability Management For Individual Households|
|11:10-11:50||Dr Steve Phelps (CCFEA) on Network Motifs for Microeconomic Analysis|
|12:00-12:40||Dr Serafin Martinez (Mexican Central Bank) on Systemic Risk Measurement, Challenges an Opportunities|
|14:00-14:40||Professor Dietmar Maringer (University of Basel) on The Art and Science of Heuristic Optimization|
|14:50-15:30||Dr Amadeo Alentorn (Old Mutual Asset Managers) on Challenges and Opportunities in Quantitative Equity Investing|
|16:00-16:40||Dr Evi Pliota (HSBC) on IRC: Wholesale Credit and Market Risk -- Regulatory and Risk Analytics|
|16:50-17:30||Professor Richard Olsen (Olsen Ltd and CCFEA) on Computational Finance: A Road map for the next 10 years|
|17:45-18:00||Closing by Sheri Markose, Ex-Director (2002-2009), CCFEA|