| Asst Prof Cheong Siew Ann
Assistant Professor
Division of Physics & Applied Physics
School of Physical & Mathematical Sciences
College of Science
Email: CHEONGSA@ntu.edu.sg
Phone: (+65)65138084
Office: SPMS-PAP-04-03 |
| Education |
- PhD Cornell University 2006
- MS Cornell University 2002
- MSc National University of Singapore 2000
- BSc(Hons) National University of Singapore 1997
- BSc National University of Singapore 1996
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| Biography |
| Asst Prof CHEONG Siew Ann joined the Division of Physics and Applied Physics, School of Physical and Mathematical Sciences in August 2007. He received his B.Sc.(Hons) in physics from the National University of Singapore, M.Sc.'s from the National University of Singapore and Cornell University, and his Ph.D. from Cornell University. Prior to joining Nanyang Technological University, he was a postdoctoral associate at the Cornell Theory Center. He is a member of the American Physical Society and the Society for Industrial and Applied Mathematics. |
| Research Interests |
| Asst 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. |
| Research Grant |
- Academic Research Fund Tier 1 (2010-)
- Academic Research Fund Tier 2 (2013-)
- NTU Internal Funding - New Initiative Funding (2011-)
- Start Up Grant (2007-) [by MOE]
- Start Up Grant (2008-)
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| Current Projects |
- Developing and Applying Stochastic Boundary Conditions to Molecular Dynamics Simulations
- Pricing Financial Instruments by Combining Time Series Segmentation with Sentiment Analysis of Market News
- Renormalization-Group Computer Integration of Large Multiscale Dynamical Systems
- Self-Consistent Stochastic Boundary Conditions in the Computer Simulation of Infinitely Large Systems
- Youth Delinquency and Violence in Singapore: A Data-Driven Simulation Study
| Selected Publications | - J. C. Wong,
H. Lian,
S. A. Cheong. (2009). Macroeconomic phase transitions detected from the Dow Jones Industrial Average time series. Physica A-Statistical Mechanics and Its Applications, 388(21), 4635-4645.
- S.-A. Cheong,
C. L. Henley. (2009). Correlation density matrix: an unbiased analysis of exact diagonalizations. Physical Review B, 79(21), 212402.
- S.-A. Cheong and C. L. Henley. (2006). Many-body density matrices On a two-dimensional square lattice: Noninteracting and strongly interacting spinless fermions. Physical Review B, 74(16), 165121.
- S.-A. Cheong and C. L. Henley. (2004). Operator-based truncation scheme based on the many-body fermion density matrix. Physical Review B, 69(7), 075112.
- S.-A. Cheong and C. L. Henley. (2004). Many-body density matrices for free fermions. Physical Review B, 69(7), 075111.
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