Session: WE-A-SW
Computational Finance

Chair

Xiang Ma

Time

11:30 - 13:30 on Wednesday, 18th of July 2018

Venue

Swift

11:30

A Bayesian Approach to Backtest Overfitting

Jiri Witzany (University of Economics in Prague, Faculty of Finance and Accounting)
12:00

A Fast Optimal Control Algorithm for Multi-Period Portfolio Optimization

Marc Weibel (Eniso Partners AG)
12:30

A Recursive Dual Method for Stochastic Control and Its Applications in Finance

Nan Chen (The Chinese University of Hong Kong), Xiang Ma (The Chinese University of Hong Kong)
13:00

Predicting Influential Recommendation Revisions

Jose Faias (Catolica Lisbon SBE)