| 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 | |