CCFEA 10 Years Anniversary Workshop

CCFEA's 10th Anniversary

This Workshop welcomed back Professor Michael Dempster, who laid the foundation of CCFEA. We also welcomed back ex-colleague Professor Dietmar Maringer, who helped to develop CCFEA to its current form. Much of CCFEA's current research is shaped by Professor Richard Olsen, who also gave a talk at the Workshop.

Over the last ten years, CCFEA has graduated several hundred Master and PhD students. CCFEA is like a big family. Many of our ex-students are keeping in touch with each other at the CCFEA Alumni. Many of our ex-students are playing key roles in finance and economics. In this Workshop, three of our Alumni, Dr Serafin Martinez, Dr Evi Pliota and Dr Amadeo Alentorn presented their work.

Keynote Speakers

• Professor Michael Dempster:
  CCFEA was built from the Institute for Studies in Finance (ISF), an interdisciplinary research centre which Professor Michael Dempster built during his time at the University of Essex. He is Managing Director of Cambridge Systems Associates Limited and Professor Emeritus, Centre for Financial Research, University of Cambridge.
• Professor Richard Olsen:
  Professor Richard Olsen is a Visiting Professor at CCFEA. He was a co-author of Introduction to High Frequency Finance (Academic Press, 2001). He is CEO of Olsen Ltd, a systematic asset management company based in Zurich, and co-founder of OANDA, an Internet market maker of foreign exchange.

Programme (abstracts and presentations)

9:00-9:45	Reception
9:45-10:00	Opening by Edward Tsang, Director, CCFEA
10:00-10:40	Professor Michael Dempster (Centre for Financial Research, University of Cambridge & Cambridge Systems Associates Limited) on Asset Liability Management For Individual Households
10:50-11:10	Coffee Break
11:10-11:50	Dr Steve Phelps (CCFEA) on Network Motifs for Microeconomic Analysis
12:00-12:40	Dr Serafin Martinez (Mexican Central Bank) on Systemic Risk Measurement, Challenges an Opportunities
12:50-14:00	Lunch
14:00-14:40	Professor Dietmar Maringer (University of Basel) on The Art and Science of Heuristic Optimization
14:50-15:30	Dr Amadeo Alentorn (Old Mutual Asset Managers) on Challenges and Opportunities in Quantitative Equity Investing
15:40-16:00	Coffee Break
16:00-16:40	Dr Evi Pliota (HSBC) on IRC: Wholesale Credit and Market Risk -- Regulatory and Risk Analytics
16:50-17:30	Professor Richard Olsen (Olsen Ltd and CCFEA) on Computational Finance: A Road map for the next 10 years
17:45-18:00	Closing by Sheri Markose, Ex-Director (2002-2009), CCFEA

Gallery

Organizing Committee

• Workshop Chair: Edward Tsang
• Programme Chair: Wing Lon Ng
• Administration: Lynda Triolo
• Advisor: Sheri Markose