Past Events

NUS-UTokyo Workshop on Quantitative Finance September 25-26, 2014 Tokyo, Japan

Jointly organized by




A collaboration between the Center for Advanced Research in Finance at the University of Tokyo and Centre for Quantitative Finance at the National University of Singapore, the NUS-UTokyo Workshop on Quantitative Finance would be a series of events to be held in either country on an alternate basis. The second workshop will be held in Tokyo.

Members of the organizing committee include

Tomio ARAI (The University of Tokyo, Japan)
Min DAI (National University of Singapore, Singapore)
Steven KOU (National University of Singapore, Singapore)
Seisho SATO (The University of Tokyo, Japan)
Akihiko TAKAHASHI  (The University of Tokyo, Japan)


Conference room, 2F of Economics Research Annex (Kojima Hall), The University of Tokyo, Hongo Campus

Invited Speakers

Jiro AKAHORI Department of Mathematical Sciences, Ritsumeikan University
Takuji ARAI Department of Economics, Keio University
Dan CRISAN Professor of Mathematics, Imperial College London
Min DAI National University of Singapore
Sandeep JUNEJA School of Technology and Computer Science, Tata Institute of Fundamental Research
Valery KHOLODNYI Risk Management, Principal Quantitative Analyst, Verbund Trading GmbH
Steven KOU National University of Singapore
Shigeo KUSUOKA Graduate School of Mathematical Sciences, The University of Tokyo
Yue Kuen KWOK Department of Mathematics, Hong Kong University of Science and Technology
David SCHMEIDLER School of Mathematical Sciences, Tel Aviv University
Nakahiro YOSHIDA Graduate School of Mathematical Sciences, The University of Tokyo
Chao ZHOU National University of Singapore

Contributed Talks

All participants who wish to give a short talk must submit an abstract.

The workshop topics include, but are not limited to:

Behavioral finance
Computational and simulation methods in finance and risk management
Credit risk, jump risk, and liquidity risk
Energy and weather derivatives
Financial time series and econometrics
Fix income products
Portfolio selection
Risk management
Risk measures
Trading strategies
Volatility models

The abstract must be written in ENGLISH and must contain the following:

title and authors;
physical address;
email address;
identification of presenter, if not the first author;
a short abstract (not more than 300 words).

Abstracts must be submitted in 2 files, Word version plus a PDF version. The Word version would enable the Organizer flexibility in editing for program layout. The files may be submitted in one of the following ways:
[Submissions have been closed. Online system is no longer available and email submissions will no longer be accepted.]

31 July 2014 – closing date for abstract submission.
8 August 2014 – author to be notified of outcome.

We regret that late submissions will not be accepted. [Submissions have closed.]
The editorial team reserves the right to edit general information and format of (accepted) abstracts for standardization.


We would like to encourage interested participants to register online for the workshop.
For our NUS-UTokyo workshop, we will be bringing together both leading experts and junior researchers to share on quantitative finance.

Registration is free.

Last day for online registration is 18 September 2014.
Registration after 18 September 2014 will be carried out on-site only.


The following hotels are located just outside the campus, which may be convenient for those who wish to stay near the university.
There are no corporate or special rates for workshop participants but they usually offer attractive rates for online reservations.

Address and contact information of these hotels:
Hotel Forest Hongo
6-16-4 Hongo, Bunkyo-ku, Tokyo, 113-0033 JAPAN
TEL: 81-3-3813-4408 / FAX: 81-3-3813-4409
URL: http://www.forest-hongo.com/en/index.html

Tokyo Garden Palace Hotel
1-7-5 Yushima, Bunkyo-ku, Tokyo 113-0034 JAPAN
TEL: 81-3-3813-6211 / FAX: 81-3-3818-6060
URL: http://www.hotelgp-tokyo.com/english/sty01_e.html


Hotel Metropolitan Ikebukuro
1-6-1 Nishi-Ikebukuro, Toshima-ku, Tokyo, 171-8505 JAPAN
TEL: 81-3-3980-1111 / FAX: 81-3-3980-5600
URL: http://www.metropolitan.jp/e/

Sunshine City Prince Hotel
3-1-5 Higashi-Ikebukuro, Tosimak-ku, Tokyo, 170-8440 JAPAN
TEL: 81-3- 3988-1111 / FAX: 81-3-3980-5600
URL: http://www.princehotels.com/en/sunshine/

Akihabara Washington Hotel
1-8-3 Sakuma cho, Kanda, Chiyoda-ku, Tokyo, 101-0025 JAPAN
TEL: 81 3 3255-3311 / FAX: 81 3 3255-7343
URL: http://akihabara.washington-hotels.jp/


This is an overview of the program and the schedule is subject to revision (if necessary). Detailed program sheet will be included in the program booklet (to be given out during the workshop).

  • Invited Talks [Conference room, 2nd floor in the building “Economics Research Annex (Kojima hall)”]
  • Contributed Talks (Parallel Sessions) [Seminar room #1, Seminar room #2, 1st floor in the building “Economics Research Annex (Kojima hall)”]

Please click here to download the program booklet (as of 18 Sep).

Visitor Information

The talks will be held at Economics Research Annex (Kojima Hall), the University of Tokyo (Hongo campus).

Transportation (PDF for print)

► Getting to the Hongo campus by Subway line

Hongo-sanchome Station (Subway Marunouchi line): 8 minutes’ walk
Hongo-sanchome Station (Subway Oedo line): 6 minutes’ walk
Yushima Station (Subway Chiyoda line): 8 minutes’ walk

► From Narita International Airport

44 minutes by the Keisei Skyliner to Ueno Station (2,470 JPY), 15 minutes by taxi from Ueno Station to the campus (About 2,000 JPY).

85 – 110 minutes by limousine bus to Tokyo Station (3,100 JPY), 20 minutes by taxi from Tokyo Station to the campus (About 2,500 JPY).

limousine bus:

► From Haneda Airport

22 minutes by monorail and JR to Tokyo Station (650 JPY), 20 minutes from Tokyo Station to the campus (About 2,500 JPY).