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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
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Online Primal Dual Algorithms for Generalized Online Bipartite Matching Problems
Speaker: Qiankun Zhang(The University of Hong Kongy) Time: 12:00-13:00 (Time in Beijing) 16:00-17:00 (Time in Auckland) July 6, 2021 (Tuesday) Venue: VooV meeting ID: 695 375 031 Abstract: Online bipartite matching, first defined by Karp, Vazirani, and Vazirani (STOC 1990) three decades ago, has received significant attention in recent years due to its many applications […]
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Improving Maximum k-Plex Solver via Second-Order Reduction and Graph Color Bounding
Speaker: Shan Hu (University of Electronic and Science Technology of China) Time: 10:00-12:00 (Time in Beijing) 14:00-16:00 (Time in Auckland) June 25, 2021 (Friday) VooVmeeting: Link: https://meeting.tencent.com/s/Epf69wfHFBWm ID: 171 763 214 Venue: Main Building Abstract: In a graph, a k-plex is a vertex set in which every vertex is not adjacent to at most k […]
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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 […]
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ON GENERALIZED COLORING NUMBERS
Speaker: Zdenek Dvorák(Charles University) Time: 14:00 – 15:00 (Time in Beijing) June 24, 2021 (Thursday) Venue: Zoom meeting ID: 878 5040 3141 Password: 121323 Link: https://zoom.com.cn/j/87850403141 Abstract: Weak and strong coloring numbers are a generalization of the notion of graph degeneracy to longer distances. We survey some interesting results and applications of these concepts. Download […]
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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 […]
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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
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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 […]
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PPSZ on unique-kSAT
Speaker: Jian Ma (University of Electronic and Science Technology of China) Time: 10:00-12:00 (Time in Beijing) 14:00-16:00 (Time in Auckland) June 11, 2021 (Friday) VooVmeeting: Link: https://meeting.tencent.com/s/jSsMAf9XBBZ7 ID: 166 684 100 Venue: Main Building Abstract: The CNF satisfiability problem is defined as follows: given a CNF formula , decide if there exists truth-value assignment to […]
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A Fast Algorithm for SAT in Terms of Formula Length
Speaker: Junqiang Peng (University of Electronic and Science Technology of China) Time: 10:00-12:00 (Time in Beijing) 14:00-16:00 (Time in Auckland) June 4, 2021 (Friday) VooVmeeting: Link: https://meeting.tencent.com/s/2p05iZpS1RvT ID: 973 577 922 Password: 1949 Venue: Main Building Abstract: The CNF satisfiability problem is defined as follows: given a CNF formula , decide if there exists a […]