An International Conference on Digital Finance
The 3rd
Yushan Conference
together with
December 08
2023
The 17th NYCU International Finance Conference
ABOUT
Digital Finance
digital assets | blockchains |tokenomics
The 3rd Yushan Conference is an international conference on digital finance, aimed at bringing together professionals from academia and industry to facilitate dialogue and collaboration. Join us to learn about the latest advancements in digital finance and network with leading experts in the field.
It is in alignment with Taiwan's Ministry of Education Yushan Scholar Fellow Program, dedicated to enhancing research cooperation and fostering global research integration.
Keynote Speakers
Cathy Woan-Shu CHEN
Professor of Statistics
Feng Chia University, Taiwan
Cathy W.S. Chen is a distinguished professor at Feng Chia University. She has made significant contributions to Bayesian methods, economic statistics, and forecasting. She is a fellow of the American Statistical Association, the Royal Statistical Society, and the International Society for Bayesian Analysis (ISBA). Since 2021, she has been serving as the co-editor of Computational Statistics.
Codruța Mare
Professor of Statistics and Econometrics
Babeș-Bolyai University, Romania
Codruța Mare is a Prof. of Statistics and Econometrics at Babes-Bolyai University, Romania. She's a Grant Award Coordinator and MC member for Romania in the Cost Action CA 19130 FinAI – Fintech and AI in Finance. Her research includes Econometrics, Spatial Econometrics, and data analysis for public and private sectors.
Szu-Hao HUANG
Professor of Information Management and Finance
National Yang Ming Chiao Tung University, Taiwan
Szu-Hao Huang received a B.E. and Ph.D. in computer science from National Tsing Hua University, Taiwan, in 2001 and 2009. He's an Associate Professor at National Yang Ming Chiao Tung University, specializing in AI, deep learning, recommender systems, computer vision, and FinTech.
Yushan Scholar
Wolfgang Karl Härdle
Professor of Statistics
Humboldt University of Berlin, Germany
National Yang Ming Chiao Tung University, Taiwan
Wolfgang Karl Härdle, Ladislaus von Bortkiewicz Professor at Humboldt-Universität zu Berlin, leads Sino-German Grad School IRTG1792 on "High dimensional non stationary time series analysis" and co-directs the Blockchain Research Centre (BRC) with University of Zurich. BRC is joint with IDA Inst Digital Asset Bucharest. Expertise spans machine learning, data analytics, and cryptocurrency.
Schedule
9:00
M-b10
12:00
Opening remarks by honorary guest
Lunch break
9:30
NYCU Conference keynote I: Sheng-Syan CHEN
13:15
M-b10
NYCU Conference keynote II:
Wolfgang Karl Härdle
10:15
Tea break
14:15
M-116
Keynote II: Cathy W. S. CHEN
Tail risk forecasting of realized volatility CAViaR models
10:30
M-116
Keynote I: Codruta Mare
Spatial Econometrics of Crypto Currency Addresses
14:45
Nicole Königstein
Beyond Traditional Data: A Multi-Faceted View of Cryptocurrency Markets
11:00
15:05
Francis LIU
Jenher JENG
Tokenomics of Personalized Knowledge Bases
Crypto-backed P2P Lending
11:20
15:25
Hoi Ying WONG
Meng-Jou LU
Deep impulsive control: Application to central bank intervention of interest rates
Spectral Risk Measures for Digital Assets
11:40
Matus Horváth
What is the risk of investing in crypto indices?
15:45
Tea break
16:00
Keynote III: Szu-Hao HUANG
Recent Advances in Reinforcement Learning for Algorithmic Trading
16:30
Jörg Osterrieder
16:50
Yushuen WANG
Contrastive Learning and Reward Smoothing for Deep Portfolio Management
17:10
Chi-Yang TSOU
17:30
Closure and HBD to Ying CHEN
18:00
Dinner
Data, Markups, and Asset Prices
Share Buy-Back Executions - A Free Lunch
Committee
