Nanyang Technology University

Financial Engineering & Risk Management 

This category covers:

  • Computer Science
  • Finance
  • Mathematics
  • Statistics

Related Link:
Centre for Research in Financial Services

 NameResearch Interests
Asst Prof Andy Khong Wai HoongAdaptive filters Acoustic source localization Acoustic system identification Seismic signal processing Speech dereverberation
Assoc Prof Chang XinCorproate Finance, Valuation
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 ZhanhuiTheoretical and empirical asset pricing, in connection with corporate finance and macroeconomics
Asst 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
Asst Prof Georgios Christopoulos*Update*: Please go to https://sites.google.com/site/labdeon/home for my lab webpage -------- Broadly, I am interested in exploring the mechanisms that describe and/or affect behavioral and neuronal responses while humans make decisions, especially in social settings. This is of course a very general question that encompasses very diverse topics such as: - Individual decision making (deciding on the absence of social information. Risk is one of my main interests) - Social decision making and strategic interactions (deciding while other agents are socially visible and present: allocation of resources; competition and cooperation, learning) - Organizational Neuroscience (organizations are the ecology of the modern human; I am interested in how the structure of organizations influences biology and vice versa) Coming to Singapore and NBS I found an environment with outstanding expertise in Cultural Psychology; my aim is to integrate this expertise with my interests. Methods Special emphasis should be given to the methods. I try to integrate different approaches aiming in exploring mechanisms while moving away from simple descriptive approaches, which while interesting are not anymore adequate to help us understand and predict behavior. To that aim I use: - Behavioral experiments and game-theoretic inspired approaches modeling social interactions and decision making. - Psychophysics - Computational Modeling - Biological and genetic measures (eye-tracking, skin conductance etc) - Functional Magnetic Resonance Imaging to encode brain responses 1. Christopoulos G, Kokkinaki F, Harvey N., Sevdalis N, (Accepted) Paying for no reason? (Mis-)perceptions of product attributes in separate versus joint product evaluation. Journal of Economic Psychology 2. Christopoulos GI, Tobler pn. Bossaerts, P, Dolan RK, Schultz W (2009) Neural correlates of value, risk and risk aversion contributing to decision making under risk. Journal of Neuroscience, Oct 7, 2009, 29(40):12574-12583. 3. Tobler PN, Christopoulos GI, O'Doherty JP, Dolan RJ, Schultz W.(2009) Risk-dependent reward value signal in human prefrontal cortex. PNAS U S A. Apr 28;106(17):7185-90. 4. Tobler PN, Christopoulos GI, O'Doherty JP, Dolan RJ, Schultz W. (2008) Neuronal distortions of reward probability without choice. Journal of Neuroscience. Nov 5;28(45):11703-11.
Assoc Prof Huang WeihongDr. Huang has wide research interests ranging from microeconomics, industrial organization, financial economics, public economics to nonlinear economic dynamics. Recently, Dr Huang has devoted much time and effort to reexamine the economic behaviors from the perspective of ancient Chinese philosophy. In recent years, he has devoted his most effort in incorporating ancient philosophical wisdom to the analysis of the economic behaviors.
Asst Prof Justin DauwelsHis research interests are in Bayesian statistics, iterative signal processing, and computational neuroscience. Some of the projects include: - Mathematical modeling of the start and ending of epileptic seizures - Diagnosis of Alzheimer's disease from EEG signals - Machine learning techniques for guiding neurosurgery - Detection of mental states from EEG signals - Tracking and predicting traffic in dynamic urban networks - Data-driven dynamical models of human behavior - Tracking and control of synthetic cell tissue - Copula-based modeling of extreme events - Copula-based graphical models
Prof Kang Jun-KooDr. Kang's research interests include corporate finance and international finance, particularly cross-border mergers and acquisitions, corporate governance, capital raising, international portfolio allocation, and banking.
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