Abstract:
This talk is divided into three segments:
The first segment discusses the advantages and challenges of pursuing a PhD in Mathematics in the US, along with the rationale behind my decision to transition into the finance industry after graduation in the future.
The second segment is about my final project from the last semester, which involves the application of Synchrosqueeze transform and hidden Markov models to predict market volatility.
The final segment offers recommendations on key financial mathematics literature and provides tips for preparing for quantitative researcher internship interviews, with a particular emphasis on the mathematical questions that are commonly encountered.
https://drive.google.com/drive/folders/1mgeGFLfVfxt61SnRTxQ3GcMqsuCfJ1_S?usp=share_link
2024-06-03 16:00 ~ 2024-06-03 17:00
陳柏穎博士 (Duke University)
Room 201, General Building III