Student Paper Competition

Best Student Paper Competition: Call For Papers

Submissions are invited for the Best Student Paper Competition in the 3rd Asian Quantitative Finance Conference. There will be ONE 1st place prize (HKD$5,000) and TWO 2nd place prizes (HKD$2,000).

Student Paper Abstracts are due by May 15, 2015 at 11:59pm (HK time) to Nan Chen ( Notification of acceptance into the final competition will be sent out on June 1.

Submission details:

  1. The paper must represent original research conducted primarily by the student and not have been published elsewhere. (It is OK if the paper is under review for a conference/journal.)
  2. Some assistance by other individuals (such as the student's faculty advisor) is permitted, and the paper may be co-authored with them, as long as the student is the FIRST author.
  3. The abstract should be in an extended form within 2 page (A4 size) limit to summarize the major contributions of the paper. You may use the online abstract submission link (click here) to submit the abstract. Please indicate "student paper competition" in the title.
  4. If your paper is selected among finalists, you will be invited to submit a complete version by June 15, 2015. The paper should be at most 25 pages long, using double spacing and 12pt font.
  5. All finalists need to present papers in the conference.
  6. The scores of each competitor will be determined by the overall performance of oral and written presentations.

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1st place prize:
Mr. Patrick Chan, Princeton University
Paper title: Fracking, Renewables & Mean Field Games

2nd place prizes:
Mr. Yidong Dong, Princeton University
Paper title: Finite-horizon Optimal Investment under Transaction Cost and Stochastic Volatility

Miss Liu Xin, The Chinese University of Hong Kong
Paper title: An Optimization View of Financial Systemic Risk Modeling: The Network Effect and the Market Liquidity Effect