BÔ MÔN TOÁN TRÂN TRỌNG THÔNG BÁO
V/v Hội thảo chuyên đề:
“Modern Statistics in Financial Risks and Capital Risk Allocation”
Báo cáo viên: GS. Hung T. Nguyen, hiện đang công tác tại Trường New Mexico State University (USA) và Chiang Mai University (Thailand)
Thời gian: 13:30-15:00, ngày 24/04/2014 (Thứ năm)
Địa điểm: Phòng A2.609, Trường Đại học Quốc tế, Linh Trung, Thủ Đức
Đối tượng: Giảng viên, Cán bộ Viên chức và Sinh viên Trường ĐH Quốc Tế
SEMINAR ANNOUNCEMENT
Modern Statistics in Financial Risks and Capital Risk Allocation
Speaker: Dr. Hung T. Nguyen, New Mexico State University (USA)
and Chiang Mai University (Thailand)
Date: Thursday, April 24th, 2014
Time: 13:30 – 15:30
Venue: A2.609, IU main campus
| Abstract: We present several related modern statistics surrounding the basic concept
of financial risks, as well as an example of risk management using
coalitional game theory:
(a) These are quantile-based risk measures, quantile (robust) regression,
copulas for risk dependence, heavy-tailed distribution
(b) We illustrate a new approach to capital risk allocation using game
theory. |
| Hung T. Nguyen, Dr New Mexico State University, USA Chiang Mai University, Thailand Dr Hung received his Ph.D in Mathematics from University of Lille (France) in 1975. He is a member of The Institute of Mathematical Statistics and the North American Fuzzy Information Processing Society. He is also an Associate Editor of the following Journals: Soft Computing Research Journal (Springer-Verlag), International Journal of Approximate Reasoning (North Holland), International Journal of Fuzzy and Intelligent Systems (John Wiley) and International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (World Scientific) International Journal of Fuzzy Sets and Systems (North Holland). His Research Interests: + Mathematical Statistics: Statistics of stochastic processes, spatial statistics, statistics of non-regular models, bootstrap re-sampling method. + Probability Theory: Foundations of random sets, Theory of conditionals. + Fuzzy Logic for Intelligent Systems: Mathematical basis for modeling of linguistic information, control of complex systems, data fusion and logics for computational intelligence. |