彭积明教授系列讲座二:Systemic Risk Control and Mitigation in Financial Networks

讲座名称: 彭积明教授系列讲座二:Systemic Risk Control and Mitigation in Financial Networks
讲座时间 2018-06-25
讲座地点 西安交通大学财经校区教学楼八楼国际交流厅
讲座人 彭积明
讲座内容

报告题目:Systemic Risk Control and Mitigation in Financial Networks
(金融网络中系统性风险的控制与缓解 )
报告时间:2018年6月25日(星期一)下午14:30-16:00           
报告地点:西安交通大学财经校区教学楼八楼国际交流厅
报告摘要: Since the crisis in 2007–2008, the control and mitigation of systemic risk in financial networks has become one of the most important research areas in economics and finance. In this talk, we give a basic introduction to various models and policies in systemic risk mitigation. These include the rescue consortium by Rogers and Veraat, the bail-ins and bail-outs model by Bernard et al., the mixed integer linear optimization model for optimal bailout policy with a fixed budget. If times allows, we will also discuss how to apply popular strategies such as merging and acquisition to mitigate the systemic risk in financial networks.

讲座人介绍

 Biography:  Jiming Peng is an associate professor in the department of industrial engineering, University of Houston.  Prior to this, he had worked in McMaster University in Canada and University of Illinois at Urbana-Champaign. His recent research interest lies mainly in optimization modeling, theoretical analysis and algorithm design with applications to healthcare, big data and finance.  He has published a research monograph by Princeton University Press and over sixty papers in flagship journals in operations research such as management science and operations research, as well as highly ranked CS/IEEE conference proceedings.  His research has been recognized by numerous awards from academic communities and highlighted by NSF.

简历: 彭积明是休斯顿大学工业工程系的副教授。在此之前,他曾在加拿大McMaster大学和伊利诺伊大学香槟分校工作。他的最近研究兴趣主要在优化建模,理论分析和算法设计,以及在医疗保健,大数据和金融工程的应用。他已发表了一本学术专著(普林斯顿大学出版社) 和六十多篇研究论文,其中包括Management Science 和 Operations Research等国际顶尖期刊。他的研究工作受到学术界的多次奖励和美国自然科学基金会的突出报道。

讲座视频 暂无视频

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