Overview

The Sixth Asian Quantitative Finance Conference (AQFC) will be held at Sun Yat-Sen University (SYSU) from November 17-19, 2018. The AQFC is an original and advanced conference for presenting new research related to quantitative finance and promoting its research in Asia. The conference continues to bring together researchers and practitioners in Asia and around the world. For 5 years, the AQFC has been a place for paper presentations, poster sessions and contributed talks. Regarding the information of the previous conferences, below is for your kind reference:

1. National University of Singapore, Singapore, January 9-11, 2013

2. Shandong University, Weihai, June 19-21, 2014

3. Chinese University of Hong Kong, Hong Kong, July 6-8, 2015

4. Osaka University, Japan, February 21-23,2016

5. Korea Advanced Institute of Science and Technology, Korea, April 24-26, 2017

Call for Paper

There will be plenary talks as well as contributed talks. All researchers and practitioners including graduate students are encouraged to apply for contributed talks. Authors are invited to submit original and unpublished contributions, and the abstract should be uploaded no later than the abstract submission deadline. Contributions within (but not limited to) the following tracks are welcome:

● Big Data and Internet Finance (or E-finance)

●Asset Allocation

Ÿ●Asset Pricing

Ÿ●Behavioral Finance

Ÿ●Commodities Markets and Modeling

Ÿ●Computational Finance

Ÿ●Financial Technology

Ÿ●Liquidity Risk

Ÿ●Market Microstructure and High Frequency Trading

Ÿ●Quantitative Methods in Risk Management

●Stochastic Control, BSDE, Nonlinear Expectation, and Their Applications in Finance

Ÿ●Systemic Risk and Regulation

Ÿ●Insurance and Risk Management

Conference Chair

Zhongfei Li (Sun Yat-Sen University)

Committee

Steering Committee

Chair:

Min Dai (National University of Singapore)

Members:

Nan Chen (Chinese University of Hong Kong)

Kenseng Tan (University of Waterloo)

Tony (Xuezhong) He (University of Technology Sydney)

Steven Kou (National University of Singapore)

Yue-Kuen Kwok (Hong Kong University of Science & Technology)

Duan Li (City University of Hong Kong)

Shige Peng (Shandong University)

Hailiang Yang (University of Hong Kong)

Xunyu Zhou (Columbia University)

Program Committee

Chair:

Wei Zhang (Tianjin University)

Members:

Guojin Chen (Xiamen University)

Wei Huang (University of International Business and Economics)

Jianping Li (University of Chinese Academy of Sciences)

Chaoqun Ma (Hunan University)

Xiong Xiong (Tianjin University)

Xiaoguang Yang (University of Chinese Academy of Sciences)

Lean Yu (Beijing University of Chemical Technology)

Shunming Zhang (Renmin University of China)

Weiguo Zhang (South China University of Technology)

Yong Zhou (East China Normal University; Academy of Mathematics and Systems Science, Chinese Academy of Sciences)

Organization Committee

Chair:

Yan Zeng (Sun Yat-Sen University)

Members:

Bin Chen (Sun Yat-Sen University)

Zheng Chen (Sun Yat-Sen University)

Qianwen Guo (Sun Yat-Sen University)

Jingjun Liu (Sun Yat-Sen University)

Yanchu Liu (Sun Yat-Sen University)

Fengping Tian (Sun Yat-Sen University)

Lijian Wei (Sun Yat-Sen University)

Huimin Zhao (Sun Yat-Sen University)

Tianhao Zhi (Sun Yat-Sen University)

Shushang Zhu (Sun Yat-Sen University)

Sponsors

This conference is sponsored by

(1) Innovative Research Group of the National Natural Science Foundation (No. 71721001)

(2) Sun Yat-Sen Business School

(3) Sun Yat-Sen University

Organized by

(1) Innovative Research Group of the National Natural Science Foundation

(2) Center for Financial Engineering and Risk Management

(3) Sun Yat-Sen Business School, SYSU

Paper Submission

Original papers should be submitted directly on the conference website at (http://en.hudongxuetang.com/m/XBEKB) no later than 10 September 2018. Please note that abstracts should be no longer than approx. 300 words and that one presentation lasts for about 30mins (Q&A included). For those whose paper is accepted, an acceptance letter will be issued.

Important Dates and Deadlines

14-July-2018

Open for submission of full papers

10-Sep-2018

Deadline for submitting full papers

25-Sep-2018

Notification of accepted papers

25-Sep-2018

Closing date for early bird registration

1-Nov-2018

Closing date for conference registration

Registration

(1) Please visit and submit your registration via http://en.hudongxuetang.com/m/XBEKB.

(2) Or scan below Weixin (WeChat) QR code:

Note:If you register this conference, you have the option to register “2018 Workshop on Financial Engineering and Risk Management of Sun Yat-sen University—Internet Finance & Insurance and Risk Management” for freevia below website:

http://cn.hudongxuetang.com/m/AGUEI

Payment

Attendees need to pay registration fee as follows:

Payment Methods:

（1）For CNY residence accounts, please pay via banking system, with below beneficiary account details:

Beneficiary Name (户名): 中山大学

Account Number (银行账号): 3602864809100002723

Beneficiary Bank (开户行): 中国工商银行广州中山大学支行

CNAPS Code (Optional): 102581004113

Sender to Receiver Information / Narrative (汇款附言): AQFC2018 Name of Participant, i.e. AQFC2018 张三 or AQFC2018 James White (with a space between conference abbreviation and name of participant).

（2）For Non-residence account / oversea account, CNH (Cross Border RMB) remittance to below account:

Beneficiary (Account Name): SUN YAT-SEN UNIVERSITY

Beneficiary Bank: Industrial & Commercial Bank of China, Guangdong Branch, Sub-Branch of Sun Yat-Sen University

Bank Address: No.135, Xin Gang Xi Road, Guangzhou, 510275, P.R. China

Beneficiary Account Number: 3602864809100002723

Swift Code: ICBKCNBJGDG

CNAPS Code (Optional): 102581004113

Sender to Receiver Information / Narrative (Field 72): AQFC2018 Name of Participant, i.e. AQFC2018 James White (with a space between conference abbreviation and name of participant).

Note: Remittance should be received in full amount by Beneficiary (the University). All transaction fees should be borne by sender’s account. Electronic invoice will be issued and delivered to respective e-mail address before November 19, 2018. Paper invoice will be offered on site on demand.

Tentative Schedule

Day 1: November 17, 2018-Saturday

Day 2: November 18, 2018-Sunday

Day 3: November 19, 2018-Monday

Visitors’ information

The AQFC2018 will be held at Sun Yat-Sen University, Guangzhou, China.

Address: No.135 Xingangxi Road, Haizhu Dist. Guangzhou, Guangdong, China.

Tel: +86-20-84110055

Email: zengy36@mail.sysu.edu.cn

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Visa Application

Should you need a visa for China, please visit the official website of the Chinese Embassy in your kind country and apply for a suitable type of visa from the Chinese Embassy or Consulate General of China near your city.

For invited speakers and other participants: Should you need an official invitation letter, please send an inquiry email with your personal information, information of your institution and address to zengy36@mail.sysu.edu.cn.We are more than happy to provide a signed invitation letter.

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Sun Yat-sen University Campus Map

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Accommodation

The organizing committee has signed an agreement with the following hotels. If you would like to book these hotels, please inform the reception that you will participate in the “The Sixth Asian Quantitative Finance Conference”. We will arrange shuttle transfers to and from the venue and hotel for participants staying at the Rosedale Hotel and Navy Hua Hai Hotel

Note: The accommodation should be booked and paid by the participants themselves

(1) Rosedale Hotel (Guangzhou)

Address：348 Jiangnan Avenue Middle, Guangzhou, China

(Taxi, about 5.2 kilometers for around CNY 18.00)

Telephone：+86 13902200293

Reference price：¥400(VIP agreement price)

(2) Navy Hua Hai Hotel (Guangzhou)

Address：Navy Hua Hai Building A.232 Jiangnan Avenue, Guangzhou, China

(Taxi, about 4.7 kilometers for around CNY 16.00)

Telephone：+86-20-84414213

Reference price：¥370 for King Room; ¥330 for Standard Room(VIP agreement price)

Note：a. There are other hotels around the school, self-reservation if needed.

b. Due to the limited number of reserved rooms in the conference agreement hotel (Rosedale Hotel and Navy Hua Hai Hotel), please make a reservation before September 25, 2018.)

(3) SYSU Hotel & Conference Centre (Sun Yat-Sen Kaifeng Hotel)

Address：Located in the Sun Yat-sen University

(About 100 meters from the north gate)

Telephone：+86-20-89222888

Reference price：¥450

(4) Rong GuangHotel (Wing Kwong Hall)

Address：Located in the Sun Yat-sen University

(About 200 meters from the north gate)

Telephone：+86-20-84112138

Reference price：¥330

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Travel information

Arrival at Sun Yat-sen University

(1) Guangzhou Baiyun International Airport:

a) Metro Line 3 transit to Line 8, Sun Yat-sen University Station (Zhongshan Da Xue in Mandarin pronunciation);

b) Taxi, about 40 kilometers for around CNY140.00, highway fee not included.

Note: Terminal Two (T2) is for SkyTeam airlines, while Terminal One (T1) is for Star Alliance and other airlines except SkyTeam. The distance between T1 and T2 is about 3km. Passengers can take metro, shuttle bus, or taxi to reach the campus upon arrival. For those taking Metro, please be advised that Airport South Metro Station is near T1, whereas Airport North Metro Station is near T2.

(2) Guangzhou South Railway Station

a) Metro Line 2 transit to Line 8, Sun Yat-sen University Station (Zhongshan Da Xue in Mandarin pronunciation);

b) Taxi, about 23 kilometers for around CNY80.00.

(3) Guangzhou East Railway Station

a) Metro Line 3 transit to Line 8, Sun Yat-sen University Station (Zhongshan Da Xue in Mandarin pronunciation);

b) Taxi, about 10 kilometers for around CNY30.00.

(4) Guangzhou Railway Station

a) Metro Line 2 transit to Line 8, Sun Yat-sen University Station (Zhongshan Da Xue in Mandarin pronunciation);

b) Taxi, about 10 kilometers for around CNY30.00.

Arrival at Rosedale Hotel (Guangzhou)

(1) Guangzhou Baiyun International Airport:

a) Metro Line 3(North Lengthen) transit to Line 2, Changgang Station;

b) Taxi, about 39.3 kilometers for around CNY120.00, highway fee not included.

(2) Guangzhou South Railway Station

a) Metro Line 2, Changgang Station

b) Taxi, about 18.5 kilometers for around CNY60.00.

(3) Guangzhou East Railway Station

a) Metro Line 1 transit to Line 2, Changgang Station;

b) Taxi, about 10.3 kilometers for around CNY45.00.

(4) Guangzhou Railway Station

a) Metro Line 2, Changgang Station

b) Taxi, about 7.9 kilometers for around CNY37.00.

The Navy Hua Hai Hotel (Guangzhou) is 450 meters north of the Rosedale Hotel

Contact Point

If you have any questions, please do not hesitate to contact us via

zengy36@mail.sysu.edu.cn