题 目: 金融危机的数学思考
报告人: 丁克诠教授
时 间:09月12日10: 00-11:30
地 点:G01报告厅
丁克诠教授简介:
Professor & Director of Quantitative Analysis, American Institute of Actuarial Science
美国精算学院 教授 定量分析主任
EXPERIENCE
Founder & Science100 Professor, Science100 Laboratories 2002-2005
Ø Trained and synthesized multidisciplinary teams of scientists. Published in internationally renowned journals. Attracted national strategic research grants. Taught course & lead seminars in Math, CS, Financial Engineering, Actuarial Science and Math. Molecular Biology. Supervised nearly 30 Masters and Ph D students. Some Science100 scholars were elected to Chinese Academy of Sciences & Chinese Academy of Engineering.
Founder & Distinguished Chaired Professor, CAST 2001-2004
Ø CAST was accredited for its Masters(56) and Ph D(13) programs in 2002. It specializes in multidisciplinary education and research. Custom designed curriculums, targeting HR demand from high-tech industries. Supervised more than 20 Masters & Ph D students. Graduates enjoy good jobs upon graduation, in finance, insurance,biomedical engineering & high-tech industries.
Founding Director, The Natl. Certification and Examination Center for Actuaries 2004-
Ø Nominated by China Insurance Regulatory Commission. The center covers the N.E. part of China.
Co-Founder, Shanghai Zhangjiang Hi-Technology Park (ZJ) 1998-
Ø Started from visiting farmers in the poor village that had no paved road. It has been a challenging but effective collaboration. Now it has grown into a multibillion-dollar enterprise. Local authority claims that ZJ has created more than half million high-tech jobs in the greater Shanghai area.
Assistant Professor of Mathematics (with Tenure Track), at UIUC 1995-2000
Ø Taught and conducted research in math & CS. Supervised 4 Masters & Ph D students.
Postdoctoral Fellow, IAS, Princeton & Discrete Mathematics and Computer Science Center (DIMACS), Rutgers University (joint appointment) 1993-1995
Ø Conducted research connecting discrete math, continuous math and computer science. Supported by AT&T, NSF, Sloan Foundation, Bellcore & Princeton University.
SCHOLARSHIP and HONOR
Ø Researcher, Connections between Discrete Math. and Algebraic Geometry; Math. Molecular Biology (MMB) and Cancer Study; Stochastics in Actuarial Science and Financial Engineering
Ø Editor, J. of Math. Research and Exposition, 2002-; ISRN Discrete Math., 2010-
Ø Group Leader, Math. Aspects of Cancer, CAS-Max Planck Inst. of Comput. Biology, 2006-
Ø Chair, MMB/Energy Landscaping , in The 7th Beckmann Frontiers of Science Symposium, at CAS - U.S. National Academy of Sciences, Irvine, California, 2004.
Ø Visiting Professor, Distinguished Lecture Series in Math., Peking University, 2000.
Ø Co-organizer, Amer. Math. Society Meetings, Las Vegas,1998 & Louisville, 1996; Conference of Young Mathematicians in N. America, UC-Berkley, 1997
Ø One Invited Mathematician, Centennial Celebration for Einstein’s 1905 Papers, Princeton
Ø One Hour Address at Annual Conference of Chinese Mathematical Society, Wuhan , 2004
Ø Science100 Grant Award, 2,000,000 Yuan for research, Chinese Academy of Sciences, 2001.
SOME INVITED SPEECHES
Ø Global Perspective of High Technology, Inauguration, DLUT at Panjin, China, 2013
Ø Frontiers of Mathematical Sciences, Southern Univ. of Science & Tech., Shenzhen, China 2011
Ø Introduction to Mathematical Molecular Biology (MMB), UIUC, 2009
Ø Nonlinear Process of Somatic Evolution, Bioinformatics Lab, Harvard University, 2005
Ø Chromosome Dynamics and Cancer Initiation, CAS- Max Planck Institute of Computational .Biology, Inauguration, Shanghai , China, 2005
Ø Stochastic Process of Somatic Evolution and Cancer, Harvard Medical School , 2004
Ø Reference Price in Real Estate Pricing, Workshop on Insurance Mathematics, Ruin Theory & Monte Carlo Methods, Hong Kong University, 2004
Ø Inversions and Classical Lie Groups, Columbia University, 2002
Ø Geometry of Chess Configurations, Princeton University, 1993
Ø Invisible Permutations and Rook Placements, International Conference of Algebraic Combinatorics, Montreal, Canada , 1992
EDUCATION
UNIVERSITY OF WISCONSIN-MADISON, Ph.D. Mathematics & Computer Science, 1993.
Ø Thesis initiated a new approach towards the Hilbert 15th Problem (1900). Built bridges between discrete and continuous mathematics. Computed topological invariants of high-dimensional “surfaces” with singularities. Published in Discrete Mathematics, etc.
Dalian University of Technology, China. MS, Computational Mathematics, 1984
Ø Thesis lead to a resolution for an open problem of optimal partitions of digit-grouped random permutations. Published in Journal of Math. Research & Expositions, etc.
SELECTED PUBLICATIONS
1. Graph grammars of RNA secondary structure classes with pseudoknots (w/ S. Gao), Computer Engineering and Applications, 44:2 (2008)
2. A graphical criterion of planarity for RNA secondary structures with pseudoknots in Rivas–Eddy class (w/ S. Gao), Theoretical Computer Science, 395:1 (2008)
3. Options pricing model based on asymmetric jump diffusion process, (w/ C. Li ) Economics Research Guide, 18(2008)
4. Inversions of classical Weyl groups (w/ S. Wu ), Comm. Contemporary Math., 9:1 (2007)
5. The models for fund gaps on China fundamental pension insurance and its applications (w/ J. Gao), Systems Engineering, 15:1 (2006)
6. Classification of partition varieties B\M, Comm. Contemporary Math., 3:4 (2001)
7. Rook placements & cellular decomposition of partition varieties, Disc. Math. 170 (1997)
8. Rook placements and generalized partition varieties, Disc. Math. 176 (1997)
9. On Garsia-Remmel problem of rook equivalence, (w/ P. Terwilliger), Disc. Math. 149 (1996)
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