通过简单介绍一些时下较热的量化投资策略，引出背后需要的数学知识、数学 思想及对量化投资的一些反思

This talk will focus on the global robust output regulation problem for a class of nonlinear systems with unknown control direction and uncertain exosystem. We will first introduce the output regulation problem for nonlinear systems, and present some result on the global robust output regulation problem for a class of nonlinear systems in output feedback form with parameter uncertainties. Then we will further discuss the problem for multi-agent nonlinear systems with milder assumptions on the system parameters via adaptive and robust control approach.

This talk discusses the universal fuzzy controller problem for continuous-time multi-input-multi-output general nonlinear systems based on a class of generalized dynamic fuzzy dynamic models. It is shown that this class of generalized dynamic fuzzy models can be used to approximate general nonlinear systems. By using their approximation capability, universal fuzzy controllers for general nonlinear systems are then provided. Finally, some remaining challenges in model based fuzzy control systems are also revealed.

题目：Financial Intermediation Chains in an OTC Market报告人：沈吉 博士 北京大学光华管理学院报告时间：11月6日(星期五)下午3：30-4:30地点：必赢76net线路数学系（致远楼）102室沈吉博士毕业于伦敦政治经济学院（LSE）金融系，北京大学光华管理学院金融学助理教授。曾就读复旦大学物理系并获学士学位、北京大学光华管理学院应用经济学系并获硕士学位、耶鲁大学经济系并获硕士学位。他的研究兴趣主要集中于有市场摩擦的金融市场...

学术报告报告人：梁治安教授(上海财经大学)题目： An approximation method to nonlinear multi-objective programs时间：2015年11月03日(星期二)下午4:00—5：00地点：数学系致远楼102欢迎各位参加

This series of lectures is divided into three parts. In the first part, we will give precise definitions of crystal and canonical (=global crystal) bases of quantum universal enveloping algebras, and introduce their basic properties in algebraic point of view. In the second part, we will explain how to reformulate the above terminologies in geometrical language. In our geometric construction, certain varieties associated quivers, so-called “quiver varieties” are used. In geometric point of view, crystal bases are identified with the sets of irreducible Lagrangian subvarieties of quiver varieties, and canonical bases are identified with certain simple perverse sheaves on quiver varieties. In the third part, we restrict ourselves in type A. In this case, a quiver variety can be identified with a subvariety of a “flag variety”.

The cohomology ring of a complex Grassmannian has an additive basis of Schubert cohomology classes. The well-known Littlewood-Richardson rule gives a manifestly positive formula of the structure constants in the cup product of Schubert classes, which count the intersection number of the corresponding Schubert varieties in general position. In this talk, we will discuss how special the general position could be, provided that one given Schubert variety is a divisor. This is my joint work with DongSeon Hwang, Hwayoung Lee and Jae-Hyouk Lee.

In this talk, I present my recent works on some geometric PDEs on manifolds, including Donaldson's equation on Hermitian manifolds for which I give an affirmative answer to an open problem, Ricci-harmonic flow for which I study the long time existence in terms of scalar curvature and Weyl tensor, and heat type flow on vector fields for which a joint work with Kefeng Liu proves the convergence and discusses its applications to the long standing conjectures of Hopf and Yau.