w88 casino News Network (provided by the w88 casino of Statistics)Recently, the first national graduate industrial and financial big data modeling and computing invitationThe finals of the competition were held at Shanghai University of Finance and Economics. Xie Dongwei and Qi Daifeng, undergraduate students from the w88 casino of Statistics in 2016, attended the competition as team representatives and won the only special prize in the country.
This competition is divided into two stages: preliminary and final, with joint proposals from schools and enterprises.After the competition topic was announced, the team completed problem analysis, mathematical modeling, data collection, parameter estimation, and writing a modeling paper within seven days. On December 2, 2019, after being reviewed by the preliminary expert group, the team successfully advanced to the finals (294 advanced to 40), and immediately began to refine and adjust the models and parameters proposed in the preliminary round, improve the details of the paper, and produce presentation PPT.
On the morning of December 8, the team gave a defense presentation titled "Solution, Backtesting and Arbitrage of the Extended Volatility Model". The on-site judging panel is composed of well-known experts, scholars and industry elites from Fudan University, Shandong University, Shanghai University of Finance and Economics, Southwestern University of Finance and Economics, Suzhou University, Mathworks and other units. The team gave reasonable answers to the judges’ questions. After comprehensive consideration by the judges and experts of the standardization, innovation and defense performance of the participating papers, our team won the only special prize in the competition.
Attachment: Introduction to the competition and information about participating students
The first National Graduate Industrial and Financial Big Data Modeling and Computing Invitational Competition is jointly organized by the w88 casino of Mathematics of Shanghai University of Finance and Economics, the Higher Education Committee of the Chinese Mathematical Society, and the Eight-w88 casino Financial Mathematics Collaboration Group of Chinese Universities. A total of 294 teams from 94 universities across the country participated in the competition. The competition is open to graduate students majoring in mathematics, statistics, finance, data science, etc., and allows senior undergraduates and graduate students to form joint teams to participate. Three 2016 undergraduate students from the w88 casino of Statistics and graduate students from the w88 casino of Finance jointly participated in the competition (instructor: Xu Guangli).
Xie Dongwei: 2016 undergraduate student in the w88 casino of Statistics (captain, final respondent)
Qi Daifeng: 2016 undergraduate student in the w88 casino of Statistics (final respondent)
Lansen: Undergraduate student from the w88 casino of Statistics in 2016
Xiong Yahui: PhD candidate at the w88 casino of Finance
