Short Courses

  • Development and trends in Fin Tech(金融科技發展趨勢). Securities & Futures Institute (SFI 證基會). Taichung. March 10, 2018.
  • 北京清華大學繼續教育學院參訪團. Hsinchu. Dec. 1, 2017.
  • EMBA program of (Beijing) Tsinghua University (北京清華大學 EMBA). Taipei. Nov. 9, 2017.
  • 勞動力發展署 產業人才投資方案 金融工程人才訓練班. August 25 and September 23, 2015. (Workforce Development Agency. On-the-job training: Financial Engineer Course.)
  • SFI GoProS Training Plan (證基會GoProS培訓計畫), Financial Supervisory Commission(金融監督管理委員會). Taipei. Jan. 14, 2017.
  • MBA track in finance at NTHU. NTHU Taipei campus. Dec. 25 2016 and Jan. 8, 2017.
  • Development and trends in Fin Tech(金融科技發展趨勢). Securities & Futures Institute (SFI 證基會). Taichung. Dec. 10, 2016.
  • Big Data Analytics in Fin Tech(金融科技大數據分析). Securities & Futures Institute (SFI 證基會). Taichung. Nov. 4, 2016.
  • EMBA program of (Beijing) Tsinghua University (北京清華大學 EMBA). Taipei. Nov. 3, 2016.
  • Big Data Analytics and Investment in Fin Tech(金融科技之大數據分析與投資應用). AllianceBerstein Funds (聯博投信). Oct. 17, 2016. Taipei.
  • 2016年保險業國際化菁英人才培訓班. 金融科技的風險管理 Risk Management in Financial Technology. September 23, 2016. Taipei.
  • Preparation for Lectures of Foundation of Financial Engineering. 9:00 -12:00 on 9/5 (Mon), 9/7(Wed), 9/9(Fri). Department of Mathematics, National Taiwan University.
  • 2016 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 11 - August 19, 2016.
  • MBA program at Sichuan University (四川大學 MBA). CTM, NTHU. March 27, 2016.
  • 證基會金融科技應用與實務研習班. Financial Technology Applications and Practice, Taipei. (Class I) March 10, 11 and 16, 2016. (Class II) June 1, 3 and 7, 2016. (Class III) September 5, 7 and 9, 2016. (Class IV) December 5, 7 and 9, 2016. Jan. 5, 7, and 9, 2017. April 13 and 15, 2017. June 12 and 14, 2017. Aug. 15 and 16, 2017. Oct. 24 and 25, 2017. Dec. 11 and 12, 2017. Jan. 9 and 11, 2018. April 17 and 18, 2018.
  • Topical Mathematical Modeling and Computing (I). Department of Applied Mathematics, National Chiao Tung University. March 8 - April 5, 2015. [Subject: 金融科技導論(Introduction to Financial Technology)]
  • 永豐金控風險管理處. Risk Management Division, SinoPac Holdings. Oct. 29, Dec. 17, 2015. Jan. 21, 2016. Taipei.
  • 勞動力發展署 產業人才投資方案 金融工程人才訓練班. July 25 and August 15, 2015. (Workforce Development Agency. On-the-job training: Financial Engineer Course.)
  • 2015 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 11 - August 19, 2015.
  • Topical Mathematical Modeling and Computing (I). Department of Applied Mathematics, National Chiao Tung University. March 24, 31, and April 7, 14, 21, 2015. [Subject: Stochastic Computation in Finance (金融隨機計算)]
  • 勞動力發展署 產業人才投資方案 金融工程人才訓練班. March 7, 13, 14, 21, 27, 2015. (Workforce Development Agency. On-the-job training: Financial Engineer Course.)
  • 2014 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 28 - August 8, 2014.
  • Department of Banking Information Management, Xi'an Jiaotong University. Xi'an, China. (西安交通大學,銀行信息管理學系.陝西西安) July 7-20, 2014.
  • 2013 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 8 - August 16, 2013.
  • Topical Mathematical Modeling and Computing (I). Department of Applied Mathematics, National Chiao Tung University. March 20, 27, and April 10, 17, 2013. [Subject: Volatility Index: Mathematical Theory and Financial Practice (波動率指數:數學理論與金融實務)]
  • Lectures on Financial Engineering, Department of Statistics and Finance, University of Science and Technology of China. Anhui, China.(金融工程講座. 中國科技大學, 統計與金融系. 安徽合肥) September 20-28, 2012.
  • 2012 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei, Taiwan. August 6-17, 2012.
  • NCTS Summer Courses in Probability Theory and Applications (course: Introduction to Monte Carlo Simulation with Applicatinos in Finance). NCTS, National Tsing-Hua University, Taiwan. August 1 and 3, 2012.
  • 台灣金融工程師學會認證培訓班 - 蒙地卡羅模擬, June 2, 2012. (Monte Carlo Methods in Finance. Taipei. June 2, 2012. Taiwaness Association of Financial Engineer.)
  • 台灣金融工程師學會認證培訓班 - 蒙地卡羅模擬, October 22, 2011. (Monte Carlo Methods in Finance. Taipei. October 22, 2011. Taiwaness Association of Financial Engineer.)
  • 2011 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 25 - August 19, 2011.
  • Center of Mathematical Modeling and Scientific Computing, National Chiao Tung University. November 15, 22, 29, 2010.
  • Center of Mathematical Modeling and Scientific Computing, National Chiao Tung University. December 1,8,15,22, 2009.
  • Taida Institute for Mathematical Sciences, National Taiwan University. April 18 and May 16 of 2008.
  • 財務工程期貨商品研發人才培訓班, November 23, 24, and 26, 2007. (Taipei, 期貨公會)
  • Perturbation Methods in Finance, December 2005, January 2006. (NCTS - 國家理論中心)

    Organizers

  • (with B.-S. Chen and C.-R. Hwang) Symposium on Automation: Stochastic Control, Game and Finance. Taipei. Aug. 4, 2017.
  • (with L.-H. Sun, C.-T. Wu, J.-Y. Yen) 2017 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 10 - August 18, 2017.
  • (with N.-F. Huang) International Trend Workshop on Integration of Fintech and IoT (國際金融科技整合物聯網產業趨勢研討會.) Hsinchu, NTHU. (國立清華大學 資訊電機館B1地下室演講廳). Jan. 7, 2017.
  • (with C.-T. Wu) 2016 Workshop on Financial Mathematics and Financial Practice (財務數學與金融實務研討會). Chihpen, Taitung (台東大學知本校區). Oct. 27 and 28, 2016.
  • (with S.-T. Yu and Y.-C. Chang) 2016 Forum on Financial Technology and Management (金融科技與管理論壇). NTHU. Sep. 24, 2016.
  • (with L.-H. Sun, C.-T. Wu, J.-Y. Yen) 2016 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 11 - August 19, 2016.
  • 2015 金融與科技讀書會 (2015 Finance and Technology Reading Club). December 19, 2015. NTU, Taiwan.
  • One Day Workshop on Financial Mathematics with Applications. Institute of Mathematics, Academia Sinica. July 10, 2015. (數學推動中心補助;Professor Jean-Pierre Fouque's visit at Academia Sinica)
  • 2015金融與科技論壇 (Forum on Finance and Technology). 主題:交易社群與大數據 (Social Trading & Big Data). May 30, 2015. NTHU, Taiwan.
  • NCTS One Day Course on Financial Mathematics. National Tsing-Hua University. December 17, 2014. (國家理論中心補助;Professor George Lai's visit at NCTS )
  • (with N.-R. Hsu and C.-D. Fuh) 中國統計學社社員大會暨統計學術研討會。National Chiao-Tung University, Hsinchu, Taiwan. December 6 2014.
  • Seminar on Financial Mathematics (Professor Yong-Ki Ma's visit (Kongju National University) at Academia Sinica. Period: August 4-9, 2014.)
  • (with C.T. Wu, J.-Y. Yen) 2014 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 7 - August 15, 2014.
  • (with Ken Palmer, C.T. Wu, J.-Y. Yen) 2013 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 8 - August 16, 2014.
  • Seminar on Financial Mathematics. (Dr. Minku Lee's visit at NCTS. Period: March 1-31,2013.)
  • 2012 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 9-August 17, 2012.
  • 2012 Forum on Finance and Technology with Theme Algorithmic Trading. (2012 金融與科技論壇. 主題:程式交易). National Tsing-Hua University, Taiwan. May 19, 2012.
  • Seminar on Quantitative Finance, Feb. 8, 2012. (include Prof. Sergei Kucherenko's visit during Feb. 6-10, NCTS 國家理論中心補助)
  • (with C.R. Hwang) 2011中華民國數學學研討會暨數學會年會財務金融論壇, Chung Yuan Christian University, Taiwan. December 10, 2011.
  • 2011 Summer School of Institute of Mathematics, Academia Sinica (program on Mathematical Finance), Taipei. July 11-August 19, 2011.
  • Session Organizer of The 4th NCTU International Finance Conference (Theme: Investment Analysis, Risk Management and Mathematical Finance), National Chiao-Tung University. January 7, 2011. (Conference Organizer: Professor C.F. Lee, Rutgers University)
  • NCTS & CMMSC Seminar on Probability Theory and Related Topics. Nov. 1, 2010 - present. (with Y.-C. Sheu and H. Lu. Professor Naoyuki Ichihara's visit at NCTS.)
  • Workshop & Spring School on Stochastic Calculus and Applications, Academia Sinica, Taiwan. April 9th - 17th, 2010. (with C.-R. Hwang and S. Ogawa)
  • One-Day Workshop on Stochastics and Finance. December 28, 2009. (with Y.-C. Sheu and C.-T. Wu; 國家理論中心補助)
  • CMMSC Thematic Program: TP5-Applications of Large Deviation in Financial Models (I, II). Octobor 1, 2009 - July 31, 2011. (with C.-T. Wu, National Chiao-Tung University)
  • NCTS Seminar in Financial Mathematics. March 23, 2009. (國家理論中心補助; Professor Jean-Pierre Fouque's visit at NCTS)
  • Workshop on Stochastics and Finance. April 21, 2008. (with Y.C. Sheu and C.T. Wu; 國家理論中心補助; Professor Jun Sekine's visit at NCTS.)
  • Interacting Particle System in Finance. August 15 - September 15, 2007. (國家理論中心(北區office)補助; Doug Vestal's visit at NCTS)
  • Seminars on Financial Mathemtics and Financial Statistics. September 2006 - August 2007. 「財務數學與財務統計研討會」 (數學研究推動中心補助)
  • Minicourse on Computational Finance. November 10, 17, 24 2006 (國家理論中心補助;Professor George Lai's visit at NCTS).

    My talks in 2017/2018

  • NTHU Camp for High School Teachers 2018年高中教師清華營. NTHU. Jan. 29-31, 2018.
  • 清华大学博士后创新讲坛第四届深圳产业论坛. China. Dec. 16, 2017.
  • NCTU 11th Finance Conference. Hsinchu, Taiwan. Dec. 8, 2017.
  • Cross-Strait Top Universities Symposium on Finance. NTHU. Dec. 7, 2017.
  • Department of Mathematics. National Central University. Nov. 24, 2017.
  • BIG DATA WORKSHOP, Institute of Economics, Academia Sinica. Taipei. Nov. 8, 2017.
  • Six International Conference on Futures and Other Derivatives. Ningbo, China. Nov. 3 and 4, 2017.
  • 金融科技與大數據論壇. 雲林科技大學. Oct. 27, 2017.
  • Cross Strait Tsing Hua University Forum. 兩岸清華大學學術論壇. 蘇州. Suzhou, China. Oct. 14-17, 2017.
  • (Moderator) 2017 Forum on Financial Technology and Management (金融科技與管理論壇). NTHU. Sep. 16, 2017.
  • IPhD seminar. National Tsing-Hua University. April 6, 2017.
  • (Moderator) 2017 FinTech Base Festival. Taipei. March 4, 2017.