Category: Chengdu A&L Seminars

  • 机器学习与量化投资

    Speaker: Jian Li(Tsinghua University) Time: 09:30-10:30 (Time in Beijing) 13:30-14:30 (Time in Auckland) July 2, 2021 (Friday) Venue: B1-501, Main Building Abstract: 当代机器学习,尤其是深度学习的突破性进展已经给多个行业带来了巨大变革。将当代机器学习的工具与思想应用到量化投资领域是一个吸引人的课题,并得到了业界和学术界的广泛关注。量化投资是否可以归结为一个预测价格涨跌的监督学习问题?是否将传统的线性预测模型替换为最新得深度学习模型,我们就实现了机器学习与量化投资的结合?当代机器学习的工具到底能在哪些环节提高量化投资的能力与效率?在本次交流中我将以机器学习研究者的视角和大家对以上的问题进行交流,并分享我们团队近几年的思考和实践。 Speaker Bio: 李建,清华大学交叉信息研究院长聘副教授,博士生导师。他在中山大学取得的学士学位和复旦大学取得的硕士学位,马里兰大学博士毕业。他的研究兴趣主要包括算法设计与分析,机器学习,数据库,金融科技。他已经在主流国际会议和杂志上发表了70余篇论文等,并获得了VLDB 2009 和 ESA 2010 的最佳论文奖,ICDT201最佳新人奖,清华221基础研究青年人才支持计划,教育部新世纪人才支持计划,国家自然科学基金优秀青年基金。他主持并参与了多项科研项目,包括自然科学基金青年基金,面上项目,中以国际合作项目,青年973计划等。 Download poster

  • Reconstruction Under Outliers for Fourier-sparse functions

    Speaker: Xue Chen(George Mason University) Time: 11:00 – 12:00 (Time in Beijing) 15:00 – 16:00 (Time in Auckland) June 28, 2021 (Monday) Venue: B1-501, Main Building Abstract: We consider the problem of learning an unknown f with a sparse Fourier spectrum in the presence of outlier noise. In particular, the algorithm has access to a noisy oracle […]

  • Automata-Theoretical Decision Procedures For Path Feasibility of String Manipulating Programs

    Speaker: Zhilin Wu(Chinese Academy of Sciences) Time: 9:00 (Time in Beijing) 13:00 (Time in Auckland) June 17, 2021 (Thursday) Venue: Baixue Tang,UESTC Library Abstract: The design and implementation of decision procedures for checking path feasibility in string-manipulating programs is an important problem, with such applications as symbolic execution of programs manipulating strings and automated detection […]

  • Zero Knowledge Proofs: From Crypto to Fintech

    Speaker: Yi Deng(Chinese Academy of Sciences) Time: 10:00 (Time in Beijing) 14:00 (Time in Auckland) June 17, 2021 (Thursday) Venue: Baixue Tang, UESTC Library Abstract: 这一报告里我们将综述零知识证明的发展历史,从原始的理论研究到目前飞速发展金融科技中的重要应用。这一发展历史充分体现了密码学和计算机科学之间的相互促进,我们将着重解释其背后的一些主要思想。 Speaker Bio: 邓燚,中国科学院信息工程研究所研究员。2008年获中国科学院软件所信息安全国家重点实验室博士学位。曾先后在英国伦敦大学学院和新加坡南洋理工大学从事博士后研究工作。主要从事密码学研究,特别是有关零知识证明和密码协议的通信与计算复杂性的问题。曾在一些密码学和计算机科学领域旗舰会议–如 FOCS, Eurocrypt, Asiacrypt,PKC上发表多篇论文。2011年获中国密码学会首届优秀青年奖,2014年获中国密码学会首届创新奖一等奖,2019年获中国电子学会自然科学奖一等奖。 Download poster

  • New Algorithms for Constrained Clustering Problems

    Speaker: Qilong Feng(Central South University) Time: 11:00 (Time in Beijing) 15:00 (Time in Auckland) June 17, 2021 (Thursday) Venue: Baixue Tang, UESTC Library Abstract: Designing approximation algorithms for the clustering problem remains an active area of research. However, these algorithms can significantly deteriorate their performance in real-world applications. The major reason is that real-world applications […]

  • Some efficient algorithms for the k-vertex cover problem

    Speaker: Yijia Chen(Shanghai Jiao Tong University) Time: 11:00-12:00 (Time in Beijing) 15:00-16:00 (Time in Auckland) May 20, 2021 (Thursday) Venue: B1-501, Main Building Abstract: Let be a fixed constant. The -vertex cover problem asks, for an input graph , whether contains vertices which intersect every edge in . The problem has been studied extensively both […]

  • Mathematical Principles of Information Sciences, II: Mathematical Theory of Intuitive Reasoning

    Speaker: Angsheng Li(Beihang University) Time: 14:00-15:00 (Time in Beijing) 18:00-19:00 (Time in Auckland) April 9, 2021 (Friday) Venue: B1-501, Main Building Abstract: Started at Hilbert’s 1900 program of axiomatizing mathematics, in 1930s, mathematicians including Gödel proposed the definition of “proof” and established the subject of mathematical logic, and more importantly, Turing 1936 proposed a mathematical […]

  • Mathematical Principles of Information Sciences, I: The Laws of Information

    Speaker: Angsheng Li(Beihang University) Time: 11:00-12:00(Time in Beijing) 15:00-16:00(Time in Auckland) April 8, 2021 (Thursday) Venue: Coffee Beanery (宾诺咖啡) Abstract: Shannon 1945 and 1948 started the mathematical studies of cryptography and of communication, respectively. In 1945,Shannon proposed an information theoretical protocol for data security, leading to the mathematical theory of data security. In 1948, Shannon […]

  • Computation, Randomness and Dimensionality

    Speaker: George Barmpalias (Chinese Academy of Sciences) Time: 11:00AM(Time in Beijing) 4:00PM(Time in Auckland) March 11, 2021 (Thursday) Address: Online meeting VooVmeeting: ID: 222 489 953 Password: 202103 Link: https://meeting.tencent.com/s/OgG2rzHAiky1 Abstract: Randomness is a precious resource in computation and modeling, where access to a random source with specific properties is needed. Transforming one type of […]

  • A simple deterministic pseudopolynomial time algorithms for subset sum

    Speaker: Chao Xu(The Voleon Group) Time: 11:00AM(Time in Beijing) 4:00PM(Time in Auckland) January 6, 2021 (Wednesday) VooVmeeting ID:360572001 Password: 1936 Link: https://meeting.tencent.com/s/Hu6RyhQq2MPc Abstract: Given a set of n positive integers and a target integer t, the subset sum problem asks if there exists a subset with elements sum to t. Bellman (1956) found a dynamic […]