Research Categories

Financial Engineering & Risk Management

This category covers:

  • Computer Science
  • Finance
  • Mathematics
  • Statistics

Related Links:
Insurance Risk and Finance Research Centre (IRFRC)

NameResearch Interests
Assoc Prof Andy Khong Wai HoongAdaptive filters Acoustic source localization Acoustic system identification Seismic signal processing Speech dereverberation
Asst Prof Ariel David NeufeldHis research focuses on: -Machine Learning Algorithms in Finance and Insurance -Model Uncertainty in Financial Markets -Annuity Contract Theory -Financial & Insurance Mathematics -Stochastic Analysis & Stochastic Optimal Control
Asst Prof Byeong-Je AnAsset Pricing, Macro-Finance, Derivatives, Delegated Asset Management, Pension Plans
Assoc Prof (Adj) Cao Yong(1) Reform and development of the Chinese economy; (2) The development of China's financial market; (3) Productivity efficiency and industrial structural change.
Assoc Prof Chang XinCorporate Finance, Stock Valuation, M&As, Corporate Innovation, Corporate Social Responsibilities
Assoc Prof Charlie CharoenwongDr. Charoenwong's current research interests are in market microstructure, market efficiency, and investments. His publications appear in international refereed journals such as Journal of Banking and Finance, Financial Management, Financial Review, Journal of Futures Markets, Journal of Risk and Insurance, Review of Quantitative Finance and Accounting, and Advances in Pacific Basin Financial Markets.
Asst Prof Chen GuojunRisk management; Corporate Cash Savings and Investment; Macroeconomics and Finance; Corporate Finance Theory and Empirical Studies.
Asst Prof Chen ZhanhuiTheoretical and empirical asset pricing, in connection with corporate finance and macroeconomics
Assoc Prof Cheong Siew AnnAsst Prof CHEONG Siew Ann's areas of expertise are in computational physics, complex system dynamics, and bioinformatics. He is currently working on the development of self-consistent stochastic boundary conditions for ab initio and molecular dynamics simulations, methods to accelerate Monte Carlo simulations and high-dimensional optimization. He is also interested in developing automatic coarse-graining algorithms to perform data-driven identification of effective degrees of freedom in financial markets, very-large-scale computer simulations. He is also working on applying ideas from the Renormalization Group in statistical physics to the mining of very-large-scale databases.
Asst Prof Cheung Sai Hung-Catastrophe risk modeling, analysis, mitigation and management due to natural disasters and man-made hazards -Reliability, Risk engineering and science -Stochastic dynamics -Complexity science -Earthquake engineering, Performance-based engineering -Sustainable urban planning and development -Climate Change Impact Studies -Optimal decision making, design and control under uncertainty -Uncertainty quantification, System identification -Structural health monitoring