Colloquium/Seminar

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Event(s) on September 2008


  • Tuesday, 16th September, 2008

    Title: Depression, family factors and high-risk behaviors among Chinese adolescents in Hong Kong
    Speaker: Miss CHUI, Hang Wai , Department of Psychiatry,, The University of Hong Kong, HKSAR, China
    Time/Place: 11:30  -  12:30
    FSC1217, Fong Shu Chuen Library, HSH Campus
    Abstract: Many high-risk behaviors first develop during adolescence. While the role of family in the development of these behaviors is well-acknowledged, the specific family factors involved remain to be clarified. Generalized linear model indicated that family conflict, parental divorce/separation, low parental monitoring, and depression were associated with greater number of high-risk behaviors. Logisitics regressions show that heterogeneity among the behaviors was also noted with different behaviors being associated with different family factors, therefore, they might require different strategies for prevention and intervention.


  • Tuesday, 23rd September, 2008

    Title: Augmented Tikhonov Regularization
    Speaker: Dr. Jin, Bangti , Depatment of Mathematics & The Institute of Mathematics Sciences, The Chinese University of Hong Kong, HKSAR, China
    Time/Place: 11:30  -  12:30
    FSC1217, Fong Shu Chuen Library, HSH Campus
    Abstract: In this talk, we will introduce a novel regularization functional of Tikhonov type for finite-dimensional linear inverse problems, which determines the noise level and the regularization parameter automatically along with the inverse solution. The functional is derived by drawing ideas from Bayesian statistical analysis. The existence of a minimizer to the functional is shown, and properties of the minimizers are investigated. An alternating iterative algorithm is suggested for its numerical realization, and its monotone convergence is established. Numerical results demonstrating the accuracy and efficiency of the new method will be presented and compared with existing regularization parameter choice rules. This is a joint work with Professor Jun Zou.


  • Monday, 29th September, 2008

    Title: The implied market price of weather risk
    Speaker: Prof. Wolfgang Karl Härdle, Institut für Statistik und Ökonometrie, Humboldt-Universität, Germany
    Time/Place: 11:30  -  12:30
    FSC1217 Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University
    Abstract: Weather influences our daily lives and choices and has an enormous impact on cooperate revenues and earnings. Weather derivatives differ from most derivatives in that the underlying weather cannot be traded and their market is relatively illiquid. This paper implements a pricing methodology for weather derivatives that can increase the precision of measuring weather risk, which is an important issue for financial institutions and energy companies. We applied continuous autoregressive models (CAR) to model the temperature in Berlin and with that to get explicite nature of non-arbitrage prices for temperature derivatives. A clear seasonal variation in the regression residuals of the temperature is observed and the volatility term structure of cumulative average temperature futures presents a Samuelson effect. We infer the implied market price of temperature risk for Berlin futures traded at the Chicago Mercantile Exchange (CME). Keywords: Weather derivatives, weather risk, weather forecasting, seasonality, continuous autoregressive model, stochastic variance