北大经院工作坊第1232场
Optimal Privacy with Coarse Labels in Screening Markets
风险、保险与不确定性经济学工作坊
主讲人：Niklas Häusle（Juniorprofessor of Insurance at the University of Leipzig）
主持人：
（北大经院）贾若
（人大财金）陈泽
（清华经管）冯润桓
参与老师：
（北大经院）郑伟
（人大财金）魏丽、许荣、何林
时间：2026年3月10日（周二）10：00-11：30
线上形式：腾讯会议
会议号：951 679 443
线下地点：北京大学经济学院302会议室
主讲人简介：
Niklas Häusle is Juniorprofessor of Insurance at the University of Leipzig and a member of the Institute for Insurance Studies Leipzig (IfVW). Dr. Häusle studied at leading universities in Germany, Switzerland, and the United States, and completed his Ph.D. in Finance at the University of St. Gallen in 2023. His research focuses on the intersection of technology and insurance. His work has been recognized with several awards, including the HSG Impact Award and the Hans-Kessler Prize, and has been published in leading academic journals.
摘要：
We study the implications of fundamental information frictions for optimal information design in settings with screening. We introduce a regulator who observes imperfect information about a buyer's private valuation for quality based on a group-level characteristic, and can commit to provide a (possibly garbled) signal of these characteristics to a monopoly seller. In a setting with binary types and groups, we fully characterize optimal signals and derive their welfare properties. In contrast to much of the recent literature studying information design in markets, we find that aggregate surplus is often not maximized at full information; partial disclosure is optimal when group-level statistics suffer from sufficiently large Type I errors. In this way, our results provide a robust rationale for privacy protection that applies even when consumers and producers are treated symmetrically. Our main analysis focuses on information design in the classic setting of Mussa and Rosen (1978), but we show that the same economics apply in a broad array of classic information economics settings and to settings with many types. Our results can be interpreted through the lens of restrictions imposed on the observables on which monopolists may discriminate to aid their screening.
北京大学金融工程实验室
“金工首席谈量化”专题讲座
第40讲：Open Claw多平台部署与投研应用
主讲人：安宁宁（广发证券金融工程首席）
主持老师：（北大经院）黎新平
时间：2026年3月11日（周三）19:00-20:30
地点：北京大学经济学院107会议室
主要内容：
本次讲座邀请广发证券安宁宁对金融智能体在量化投研中的应用进行介绍及讨论。当前"小龙虾"Open Claw席卷全球，并引发应用Open Claw或者类Open Claw框架进行量化投研智能体系搭建的探索与尝试。在这次讲座中，安宁宁将介绍Open Claw在多平台部署的基本流程和方法，讨论其在具体投研任务上的应用，并就相关智能体平台对量化行业及量化投研范式所带来的影响和变革分享其观点和前瞻性看法。
主讲人简介：
安宁宁，现任广发证券发展研究中心金融工程首席分析师，从业16年，先后任职于平安证券、鹏华基金，曾带领团队连续多年获得新财富最佳分析师前三，研究领域主要包括资产配置、量化权益组合管理、CTA交易策略、机器学习及人工智能算法在量化投资中的应用等。
供稿：科研与博士后办公室
美编：初夏
责编：度量、雨禾、雨田、闻铎
