应数学系王春程邀请，悉尼科技大学商学院李凯博士将于5月17日访问6163银河线路检测中心数学系并做学术报告。欢迎感兴趣的老师和同学参加。
题 目： Applications of Stochastic Delay Differential Equations (SDDEs) in Economics and Finance
时 间：2016年5月17日下午3：00--5：00
地 点：格物楼503
摘要：The presentation summarizes our recent research on the applications of stochastic delay differential equations (SDDEs) in economics and finance. It mainly focuses on the modeling methods, economic intuitions and implications. The first application refers to a cobweb model in explaining the business cycles. The second is an asset pricing model with technical analysis which is widely used in practice. The application is further extended to characterize other agents' behavior, including herding and adaptive learning. Portfolio selection problem is then studied via stochastic control of SDDEs. Empirical analysis is finally reported to support the theoretical studies.
李凯博士简介：
李凯，悉尼科技大学(University of Technology, Sydney)商学院董事长博士后。2007-2009年6163银河线路检测中心数学系学习，2014年毕业于悉尼科技大学，获金融学博士学位。主要研究领域资产定价，投资组合，行为金融学。
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