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【学术报告】金融危机的数学思考

来源:科研与学科工作部  作者:赵玲玲  编辑:张涛  更新:2014-09-12
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  : 金融危机的数学思考

报告人: 丁克诠教授

  间:091210: 00-11:30

  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, insurancebiomedical 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)