2017/3/3(五) 14:20 -鍾偉和 副研究員(中研院資訊科技創新研究中心)- 高頻交易及資料導向選擇權交易策略建構
主講人：鍾偉和 副研究員(中研院資訊科技創新研究中心)
題 目 : 高頻交易及資料導向選擇權交易策略建構
時 間：2017/03/03 (五) 14:20
地 點：台達館216教室
Abstract
The combination of Information and Communications Technology (ICT) and finance industries has gained widespread attention recently. It has developed many new applications which serve the economics and society via an efficient and innovative ways. In this seminar, we will introduce an overview on Financial Technology (Fintech). This seminar will address three major parts. (1) The management of investment position is an important factor, and we will address the Kelly Criterion and discuss its effects on the long term investment outcome. (2)Trading is a core mechanism in many financial services, and we will talk about the high frequency traders, and their impact on other non-high frequency traders.(3)Options pricing has been a long term topic for research interests, and it often resorts to the investors’ probabilistic perspective toward the future prices. Here we introduce an data driven approach for options pricing, which solely based on historical data, and avoid the subject views on future prices. Overall, we hope to introduce the newly developed Fintech area to the audience.
講員資料:
Wei-Ho Chung received the B.Sc. and M.Sc. degrees in Electrical Engineering from National Taiwan University, Taipei City, Taiwan, in 2000 and 2002 respectively. From 2005 to 2009, he was with the Electrical Engineering Department at University of California, Los Angeles, where he obtained his Ph.D. degree. From 2002 to 2005, he was a system engineer at ChungHwa Telecommunications Company, where he worked on data networks. His research interests include communications, signal processing, and networks. Dr. Chung received the Taiwan Merit Scholarship from 2005 to 2009 and the Best Paper Award in IEEE WCNC 2012, and has published over 40 refereed journal articles and over 50 refereed conference papers. Dr. Chung had been a tenure-track assistant research fellow since January 2010, and promoted to associate research fellow since January 2014. He leads the Wireless Communications Lab in the Research Center for Information Technology Innovation, Academia Sinica, Taiwan.
題 目 : 高頻交易及資料導向選擇權交易策略建構
時 間：2017/03/03 (五) 14:20
地 點：台達館216教室
Abstract
The combination of Information and Communications Technology (ICT) and finance industries has gained widespread attention recently. It has developed many new applications which serve the economics and society via an efficient and innovative ways. In this seminar, we will introduce an overview on Financial Technology (Fintech). This seminar will address three major parts. (1) The management of investment position is an important factor, and we will address the Kelly Criterion and discuss its effects on the long term investment outcome. (2)Trading is a core mechanism in many financial services, and we will talk about the high frequency traders, and their impact on other non-high frequency traders.(3)Options pricing has been a long term topic for research interests, and it often resorts to the investors’ probabilistic perspective toward the future prices. Here we introduce an data driven approach for options pricing, which solely based on historical data, and avoid the subject views on future prices. Overall, we hope to introduce the newly developed Fintech area to the audience.
講員資料:
Wei-Ho Chung received the B.Sc. and M.Sc. degrees in Electrical Engineering from National Taiwan University, Taipei City, Taiwan, in 2000 and 2002 respectively. From 2005 to 2009, he was with the Electrical Engineering Department at University of California, Los Angeles, where he obtained his Ph.D. degree. From 2002 to 2005, he was a system engineer at ChungHwa Telecommunications Company, where he worked on data networks. His research interests include communications, signal processing, and networks. Dr. Chung received the Taiwan Merit Scholarship from 2005 to 2009 and the Best Paper Award in IEEE WCNC 2012, and has published over 40 refereed journal articles and over 50 refereed conference papers. Dr. Chung had been a tenure-track assistant research fellow since January 2010, and promoted to associate research fellow since January 2014. He leads the Wireless Communications Lab in the Research Center for Information Technology Innovation, Academia Sinica, Taiwan.