AARMS Collaborative Research Group (CRG) 


  Group Administrator :  

      Kai Liu (University of Prince Edward Island)   


  Group Members :  

      Kai Liu (University of Prince Edward Island)   

      Alexander Alvarez (University of Prince Edward Island)   

      Shafiqul Islam (University of Prince Edward Island)  

      Shaohua Chen (Cape Breton University) 

      M Tariq Hasan (University of New Brunswick (Fredericton)) 


  Atlantic Regional Collaborators :  

      Beibei Jia (University of Prince Edward Island)

      Justin Kakeu (University of Prince Edward Island)

      Frederick Kibenge (University of Prince Edward Island)

      Antonio Bolufe-Rohler (University of Prince Edward Island)

      Guahua Yan (University of New Brunswick (Fredericton))

      Qiang Ye (Dalhousie University)

       

  National collaborators (from other Candian provinces) :  

      A.H.M. Mahbubar Rahman (Concordia University)

      Wenqing He (Western University)

      Lysa Porth (University of Guelph)

      Ken Seng Tan (University of Waterloo)

      Marcos Escobar (Western University)

      Anatoliy Swishchuk (University of Calgary)

      Sebastian Ferrando (Ryerson University)

      Pablo Olivares (Ryerson University)

       

  International collaborators :  

      Chou-Wen Wang (National Sun Yat-sen University, Taiwan)

      Haifei Liu (Nanjing University, China)

       

  Graduate students :  

      A.H.M. Mahbubar Rahman (Ph.D. Candidate, Concordia University)

      Yixuan Li (Ph.D. Candidate, University of Waterloo)

      Jing Tu (Ph.D. Candidate, University of Waterloo)

      Junshi Dong (University of Prince Edward Island)

      Taoming Wang (University of Prince Edward Island)

      Hayden Vanlderstine (University of Prince Edward Island)

 

       

  Recent and upcoming activities :  

      CRG Conference: Computational Aspects in Finance and Actuarial Sciences

       

  AARMS CRG Seminar series :  

      R. Tian (Western University), Historical-time Functional Linear Model and its Inference with Cross-sectional Dependence, Feb. 26, 2021 (Virtual).

      Y. Liu (University of Nebraska-Lincoln), Recent Declines in Life Expectancy: Implication on Longevity Risk Hedging, Feb. 19, 2021 (Virtual).

      J. Zhang, Pricing of Multivariate Financial Derivatives, Nov. 6, 2020 (Virtual).

      J. Liu, Asymptotic Iteration Method Meets Black-Scholes, Oct. 16, 2020 (Virtual).

      L. Doiron, Asset Liability Management for Pension Plans, March 13, 2020.

      K. Liu, Real-time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach, Feb. 28, 2020.

      A. Alvarez, A robust approach to construct coherent risk measures, Jan. 24, 2020.

      B. Wang, Portfolio Selection using fundamental analysis, Nov. 22, 2019.

      B. Jia, What can artificial intelligence (AI) do for salmon and the ocean?, Oct. 11, 2019.