Dynamic Acceptability Indices and Risk Measures
Systemic Risk
Description
Tao Chen
Title: Dynamic Acceptability Indices and Risk Measures
Mr. Tao Chen will investigate the dynamical consistency properties of dynamic acceptability index and dynamic risk measures with process as input.
Yu-Sin Chang
Title: Systemic Risk
Ms. Yu-Sin will summarize some papers regarding systemic risk but in details.
Event Topic
Mathematical Finance, Stochastic Analysis, and Machine Learning