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Time Sunday, 26th Nov., 2000
19:00 Welcome Reception
  Lam Woo International Conference Center
20:30 End of Reception
   
   
Time Monday Morning, 27th Nov., 2000
08:30 Registration
09:20 Opening Ceremony WLB 203 Chair: F. J. Hickernell
  Prof. Herbert Tsang, Vice President, HKBU.
  Dr. Helmut Böck, Austrian Consul-General
  Prof. Kai-Tai Fang, Chair Professor of Mathematics & Director of SRCC, HKBU
09:45 Photo
  Plenary Session A WLB 203 Chair: Y. Wang
10:00 Harald Niederreiter - Recent Advances in the Theory of Nonlinear Pseudorandom Number Generators
10:55 Break
  Plenary Session B WLB 203 Chair: I. H. Sloan
11:25 Marco Avellaneda - Conquering the Greeks in MC: Efficient Calculation of the Market Sensitivities and Hedge-Ratios of Financial Assets by Direct Numerical Simulation
12:20 Lunch (Renfrew Seafood Restaurant)
Time Monday Afternoon, 27th Nov., 2000
  Random Number Generation WLB 203 Chair: P. L'Écuyer
14:00 P. Hellekalek - On the Generalized Spectral Test
14:30 P. L'Écuyer & F. Panneton - Equidistribution Criteria and Alternative Implementations for Linear Feedback Shift Register Generators
15:00 M. Matsumoto - Deviation of the Weight in m-sequences
15:30 P. L'Écuyer and R. Touzin - Multiple Recursive Generators with Multipliers of the Form a = 2d 2c
  Contributed Talk
16:00 K. Entacher - On the Spectral Test Approximation Using the LLL-Algorithm
  Monte Carlo Methods for Financial Modelling WLB 204 Chair: P. Mykland
14:00 J. Liu - Advanced Markov Chain Monte Carlo Methods for Financial Modeling
14:30 P. Mykland - The Worst Case State Price Distribution
15:00 K. K. Simonsen - Value-at-Risk for the Buy-and-Hold Strategy
15:30 C. W. S. Chen - Estimation and Diagnostics for Double-Threshold GARCH Time Series Models
  Contributed Talk
16:00 H. B. Chen - Quasi-Monte Carlo Approach for Pricing American Style Path-Dependent Options
  Technical Session 1 NAB 209 Chair: R. Mukerjee
14:00 W. K. Pang - Estimation of Three Parameter Weibull Distribution: A Gibbs Sampler Approach
14:20 P. Yu, K. F. Lam & S. M. Lo - Monte Carlo EM Estimation of Factor Models for Ranking Data
14:40 J. Zheng & Z. J. Xie - On the Monte-Carlo Simulation of Several Regression Estimators in Nonlinear Time Series
15:00 C. Liu & R. Protassov - Bayesian Estimation of the Multivariate Ordinal Regression Model
15:20 V. Waikar et al - Improving the Efficiency of the Two-Stage Estimator using Restricted Bootstrap
15:40 G. Qian & C. Field - Use MCQMC for Logistic Regression Model Selection Involving Large Number of Candidate Models
16:00 M. Y. Xie & K. T. Fang - Orthogonal Array: Uniformity and D-Optimality of Wavelet Regression Models
16:20 Break
  Plenary Session C WLB 203 Chair: H. Faure
16:50 Shu Tezuka - Quasi-Monte Carlo: Discrepancy Between Theory and Practice
17:45 End of Program