学术报告报告人：胡星标教授(中国科学院数学与系统科学院）题目： 可积系统的理论，计算及应用时间：2014年6月12日(星期四)下午4：00—5：00地点：数学系致远楼102欢迎各位参加

学术报告题目: 多复变数凸映射的偏差定理报告人：刘太顺 教授 湖州师范学院时间： 2014年6月10日，9:00--12:006 月11日，14:00--17:006 月12日，9:00--12:00地点： 致远楼 107 室欢迎光临

In this talk, first I will review the connection of conformal Lie algebras with vertex algebras and their modules. Then I will present a connection of Gamma-conformal Lie algebras with quasi modules for vertex algebras.

In this talk, we give an improvement of the Chen-Ru-Yan's Second Main Theorem appeared in Science in China, 2012.

学术报告报告人： 王英伟（Yingwei Wang） Purdue University报告题目： Fast structured spectral methods 报告时间： 2014年5月20日上午10点 报告地点： 数学系致远楼102

学术报告报告人：韩青教授(University of Notre Dame, USA）题目： Boundary expansions of minimal surfaces in the hyperbolic space时间：2014年5月6日(星期二)下午4：00—5：00地点：数学系致远楼102欢迎各位参加

A 2-person game with complete solution is rather rare. Well-known examples include Nim and its variations. C. P. Welter, in 1954, and M. Sato, in 1970, independently discovered a new solvable game, which we call Sato-Welter game. In 1976, J. C. Conway, in his famous book “On Numbers and Games”, gave an exposition of the fundamental theorem of Sato-Welter game, and wrote “The full theory is surprisingly complex”. In this talk, following a logical approach, we show that this game is, in fact, a member of a large class of solvable 2-person games, which has a simple theory.

基于t-copula下信用资产组合风险度量陈荣达 浙江财经大学金融学教授时间：2014年4月25日（星期四）下午10：00-11:30地点：数学系107报告人简介：陈荣达，男，浙江财经大学金融学教授、管理学博士。浙江省高校中青年学科带头人、浙江省人文社会科学重点研究基地“应用经济学”金融学方向负责人、中国金融学年会常务理事、中国金融工程学年会常务理事、中国系统工程学会金融系统工程专业委员会委员、中国数量经济学会理事欢迎教师...

We provide a review on quantitative methods for low-medium frequency trading and high frequency trading. For low-medium frequency trading, we review the different econometric estimators to extract a trend of a time series which is widely used in momentum strategies. We distinguish between linear and nonlinear models as well as univariate and multivariate filtering. For high frequency trading, we introduce a multivariate point process describing the dynamics of the Bid and Ask price of a financial asset. The point process is similar to a Hawkes process, with additional constraints on its intensity corresponding to the natural ordering of the best Bid and Ask prices. We study this process in the special case where the fertility function is exponential so that the process is entirely described by an underlying Markov chain including the constraint variable.

学 术 报 告题目： Spectral Asymptotics for Automorphic Forms报告人： Erez M. Lapid 教授（报告人简介：Erez M. Lapid是以色列希伯来大学数学研究所教授，在自守形式方面有杰出工作，应邀在印度举办的2010年国际数学家大会上作45分钟报告）时间：2014年4月18日10：00—11：00地点：致远楼102欢迎各位参加