Speakers
Keynote Speaker I
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Prof. Jerome Yen
University of Macau, Macau
Prof. Yen
currently a Distinguished Professor in the
Faculty of Science and Technology (FST) at the
University of Macau (UM). He obtained his Ph.D.
in Systems Engineering and MIS from the
University of Arizona. He used to hold
appointments in the Department of Finance and
Department of Mathematics at HKUST as adjunct
professor as an honorary professor in the Dept
of EEE at HKU. Prof. Yen is a well-established
researcher and practitioner in the finance and
banking community. He has published more than
seventy journal papers in respectable journals
and five books in China Financial Markets, Algo
Trading and High Frequency Trading, as well as
Pricing of Structured Products and Options
Trading. His research has now focused on using
hardware accelerators, like FPGA, GPU, and
RSIC-V, to design platforms to improve the
efficiency and accuracy of the financial
computation.
Prof. Yen was the Deputy Chief Risk Officer at
Cathay Financial Holdings (CFH) from 2005 to
2007 and Director of the Internet Finance
Division of Hong Kong Applied Science and
Technology Research Institute (ASTRI). He also
provided advisory/consulting services to leading
financial institutions, for example, Societe
Generale, Hang Seng Bank, AIA, Bank of East Asia
(BEA), Essences Securities in China, Great-wall
Invesco, SinoPac, and China Construction Bank
(CCB) in risk management, exotic options and
structured products pricing, as well as building
platform to support quick development of mutual
funds.