ADS seminarOrganizer:数学物理团队Speaker:Alba Grassi (Geneva U/ Cern)Time:Thur., 16:00, Mar. 27, 2025Online:Zoom Meeting ID: 86208661287Passcode: 630307Title:On the large charge/matrix model dualityAbstract:Strongly coupled regimes of quantum field theory remain notoriously difficult to access with standard analytic tools. However, certain aspects of these theories become more manageable w...
Statistical SeminarOrganizer:吴宇楠Speaker:杨松山(中国人民大学)Time:Fri., 14:00-15:00, Oct. 31, 2025Venue:C548, Shuangqing Complex BuildingTitle: Cost-aware Portfolios in a Large Universe of AssetsAbstract:This paper proposes a finite-horizon mean-variance portfolio estimator, where the rebalancing decisions are made based on current information on asset returns and transaction costs. The...