Wednesday |
|
9:00 |
Traub J T |
Introduction to Finance Session |
9:10 |
Tezuka S |
Quasi-Monte Carlo Methods in Practice |
|
|
|
10:05 |
Wang Xiaolu |
|
10:30 |
Break |
|
11:00 |
Kwok Y K |
Pricing of Multivariate Path Dependent Options |
11:25 |
Cheng W Y |
|
11:50 |
Lazarev A |
|
12:15 |
Lunch |
|
13:45 |
Ermakov S M |
On the Quasi-random Sequences in the Random Processes Modeling Algorisms |
14:10 |
Dimov |
|
14:35 |
Yam C Y |
Quasi-Monte Carlo methods on Bootstrap Simulation |
15:00 |
Wei G |
|
15:25 |
Break |
|
15:55 |
Leung Y W |
Orthogonal Genetic Algorithm with Quantization for Global Numerical Optimization |
16:20 |
Tang L H |
Scaling of Directed Line and Surface in a Disordered Medium |
16:45 |
Liang Y Z |
The Computation of Exact D-optimal Design for the Kinetic Model of a Reversible Chemical Reaction
|
17:10 |
Tong C S |
Chinese Character Recognition Using an Information-Maximization Neural Nnetwork |
17:35 |
End |
|