A Theory of FinTech
Steven Kou (Boston University)3:30pm
Thursday, November 21st, 2019
03:30 PM - 04:30 PM
Storrs Campus Monteith 214Abstract: In this talk I will give a brief overview of current academic research on Fintech by using tools from mathematics and statistics. The topics to be discussed include: (1) Designing stable coins: how to design stable cryptocurrency by using option pricing theory. (2) P2P equity financing: how to design contracts suitable for a P2P equity financing platform with information asymmetry. (3) Econometrics with privacy preservation: how to do econometrics based on the encrypted data while still preserving privacy. (4) The wisdom of the crowd and prediction markets: how to use the collective opinion of a group to make predictions. All the above 4 topics are based on my recent papers.
Bio: Steven Kou is a Questrom Professor in Management and Professor of Finance at Boston University. Previously, he taught at National University of Singapore (from 2013 to 2018), Columbia University (from 1998 to 2014), University of Michigan (1996-1998), and Rutgers University (1995-1996). He teaches courses on FinTech and quantitative finance. Currently he is a co-area-editor for Operations Research and a co-editor for Digital Finance, and has served on editorial boards of many journals, such as Management Science, Mathematics of Operations Research, and Mathematical Finance. He is a fellow of the Institute of Mathematical Statistics and won the Erlang Prize from INFORMS in 2002. Some of his research results have been incorporated into standard MBA textbooks and have implemented in commercial software packages and terminals, e.g. in Bloomberg Terminals.
Contact Information: Kyu-Hwan LeeMore
Logic Colloquium: Martin Pleitz (Muenster)1:30pm
Friday, November 22nd, 2019
01:30 PM - 03:00 PM
Storrs Campus tbaJoin us for a talk by Martin Pleitz (Westfälische Wilhelms-Universität, Münster, Germany).
"A Dynamic Solution to the Liar Paradox"
The Liar paradox arises when we combine the assumption that a sentence can refer to itself with our naïve notion of truth and apply our unrevised logic. Most current approaches to the Liar paradox focus on revising our notion of truth and logic because nowadays almost everyone is convinced that there are self-referential sentences. I will argue against this conviction. My argument starts from observations about the metaphysics of expressions: A meaningful expression is based in a syntactic expression which in turn is based in a non-semiotic object, and these are pairwise distinct. As all objects of this three-fold ontology exist only relative to contexts, we can import ideas from tense logic about how existence and reference can interact in a contextualist metaphysics. Semantico-metaphysical reasoning then shows that in this dynamic setting, an object can be referred to only after it has started to exist. Hence the self-reference needed in the Liar paradox cannot occur, after all. As this solution is contextualist, it evades the expressibility problems of other proposals.
Contact Information: https://logic.uconn.edu/about/More
Commutative Cluster Algebra Seminar
- Nov 25 PDE and Differential Geometry Seminar Title 2:30pm
- Nov 26 Clustering Seminar2:00pm