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【金融系学术讲座】讲座题目:Quantitative Investment and Artificial Intelligence
日期: 2019-04-11


Prof. Lin is a finance professor of Graduate School at Shenzhen, Tsinghua University. He is responsible for several courses for MF and MBA program, such as Behavioral Finance, Quantitative Investment Analysis, Financial Risk Management, Internet Finance and Supply Chain Finance.

Prof. Lin worked in Wall Street for more than a decade. He worked for Magnitar Capital LLC as Director of Global Quantitative Investment Trading, which is one of Top 50 hedge funds in USA. Before working for hedge funds, he worked for several top investment banks, such as Morgan Stanley and Goldman Sachs, as Vice president of Equity Strategist. Prof. Lin is a member of board of risk management of International Association Financial Engineering (IAFE). He organized several international conferences in Financial Engineering on behalf of Graduate School at Shenzhen, Tsinghua. He won outstanding paper award of IEEE and worked as reviewer for several academic journals and chief editor of Journal of China Stocks and Futures. He is also authors for several books, such as Quantitative Investment Analysis, Credit Card and Personal Finance.


As an important part of Financial Engineering, Quantitative Investment attracts more or more attention from academic area to explore and research its fundamentals, while it is widely applied in investment practices. First, this speech will introduce history and frontier of quant investment globally and domestically. Then it will cover its theoretical foundation, investment characteristics, strategy classification and principle of strategy development. Finally, it will discuss applications of artificial intelligence in quantitative investment.