2024 IFS SUMMER PROGRAM
Topic：Long-Range Dependence and Asset Return Anomaly
Speaker: Shijie Deng, Associate Professor in the H. Milton Stewart School of Industrial and Systems Engineering, the Georgia Institute of Technology
Time: 3:30 PM -5:00 PM, Wednesday, July 31, 2024
Location: Conference Room 202, Institute of Financial Studies (Guanghua Campus), Southwestern University of Finance and Economics, Chengdu, China
About the speaker：
Shijie Deng is an Associate Professor in the H. Milton Stewart School of Industrial and Systems Engineering at the Georgia Institute of Technology. He holds a Ph.D. in Industrial Engineering and Operations Research from the University of California at Berkeley. He is an expert in financial modeling in energy markets, statistical learning and data analytics with pricing and risk management applications, electricity transmission pricing, carbon emission trading, and real options valuation of distributed energy resources. He was invited as plenary speaker at several international conferences and workshops to speak on topics of financial engineering and applications in energy industry. He received the CAREER Award from the National Science Foundation in 2002. He has consulted with several private and public companies on energy derivative pricing and risk management issues in the financial and energy industries. He also serves on the Scientific Advisory Board of a hedge fund.
Contact us:
Institute of Financial Studies
Tel: 028-87099046 028-87099047
Email: guoxy@swufe.edu.cn
