Congratulations to Bixing Qiao for being invited to speak at the 12th Western Conference on Mathematical Finance last month.
This conference brings together researchers from Western U.S. who work in the areas of quantitative finance, stochastic control and games, stochastic and statistical methods in finance and insurance, climate finance, decentralized finance, machine learning and reinforcement learning, and other areas to present recent works and foster new interactions. The conference pays strong attention to promoting researchers and academics in the early stages of their career.
Bixing discussed his recent work on the Kyle-Back Strategic Insider Trading Problem. Such a problem considers optimal trading with asymmetric information and has been studied extensively in market microstructure theory for about 40 years. By using the nonzero sum game theory, Bixing proposed a new approach to this problem, which provides interesting new insights and improves the results significantly. We hope you will continue to grow in this field, Bixing!
