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ISyE Seminar - Steven Kou

Wednesday, 27 September 2017 - 11:00am to 12:00pm
Groseclose 402

Event Details

TITLE: “A Theory of Fintech”


In this talk, I will give a brief overview of current academic research on Fintech by using tools from operations research. (1) Data privacy preservation: how to do statistical inference based on the encrypted data while still preserving privacy. (2) P2P equity financing: how to design contracts suitable for a P2P equity financing platform with information asymmetry. (3) Robotic financial advising: how to get investor’s risk aversion parameters automatically by asking simple questions, and how to get consistent answers to meet goals of investors, such as retirement planning. (4) High frequency regulation: whether the current U.S. regulation of prohibition of trade-through between exchanges is beneficial or not. (5) Economics of bitcoin: how to build a general equilibrium model for bitcoin. All the above 5 topics are based on my recent working papers.

BIO: Steven Kou is a Class ‘62 Chair Professor of Mathematics and the Director of the Risk Management Institute at the National University of Singapore. Previously, he taught at Columbia University (from 1998 to 2014), University of Michigan (1996-1998), and Rutgers University (1995-1996). He teaches courses in quantitative finance, stochastic models, and statistics. Currently he is a co-area-editor for Operations Research, and has served on editorial boards of many journals, such as Management Science, Mathematical Finance, Advances in Applied Probability, Mathematics of Operations Research. He won the Erlang Prize from INFORMS in 2002. Some of his research results have been incorporated into standard MBA textbooks and have implemented in commercial software packages and terminals, e.g. in Bloomberg Terminals.

ISyE location map

Supply Chain & Logistics Institute
H. Milton Stewart School of
Industrial & Systems Engineering
765 Ferst Drive, NW, Suite 228
Atlanta, GA 30332
Phone: 404.894.2343