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Seminar on Hedge Funds and Math- Dr. Seunghwan Lee

posted Mar 23, 2015, 6:49 PM by Hyemin Shin

-Title: Statistical Arbitrage and Hedge Funds

- Speaker: Dr. Seunghwan Lee
               (Managing Director, Head of Singapore Research WorldQuant USA)

- Abstract: Discussion on Statistical Arbitrage strategies. Quantitative models that generate profit from prediction of the market and their future development is a real challenging problem that needs advanced mathematics, computer science, and other fields. It creates new area of science.

This is a special seminar for math people interested in hedge funds and financial engineering. In particular, graduate students interested in career in finance industry are encouraged to attend and meet the speaker, who is a pure math Ph.D. playing a leading role in the industry.  

- Place: Math Science bldg. Room 404

-Date: 4:00-5:00 p.m. on Friday, March 27, 2015

Contact: Professor Jae Choon Cha <>