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Research Categories

Faculty This site

Financial Engineering & Risk Management

Name	Research Interests
Asst Prof Andy Khong Wai Hoong	Adaptive filters Acoustic source localization Acoustic system identification Seismic signal processing Speech dereverberation
Dr 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.
Asst Prof Chang Xin	Corproate Finance, Valuation
Assoc Prof Charlie Charoenwong	Dr. 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 Cheong Siew Ann	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.
Assoc Prof Fock Siew Tong	Prof Fock's research interests are in entrepreneurship, banking business especially in corporate banking and private banking, and intergeneration transitional issues of large family businesses in Asia Pacific. His research findings have been published i top refeered journals such as Family Business Review, the Copenhagen Journal of Asian Studies, Pacific Basin Financial Markets and Policies, Journal of Small Business and Entrepreneurship and International Journal of Business and Information. He has wriiten a new book on Dynamics of Family Business: The Chinese Way which has been published by Cengage Learning in August 2008. His research findings have been presented at leading international conferences such as the Babson-Kauffman Foundation Conference on Entrepreneurship. He is also on the editorial board of thee Journal of Small Business and Entrepreneurship.
Assoc Prof Govinda Bol Shrestha	Power System Planning and Operation; Power Markets; Optimization and Uncertainty Techniques; Alternate Energy and Distributed Systems FACTS
Assoc Prof Huang Weihong	Dr. 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.
Prof Kang Jun-Koo	Dr. 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.
Assoc Prof Keshab Man Shrestha	Financial Econometrics, Asset Pricing and Corporate Finance
Asst Prof Kim Young Han	Media attention and stock price Corporate governance and government regulation
Asst Prof Lam Siu Lee	Econometrics; Management, strategy and modelling for supply chains, shipping, ports and other related areas; Development of integrated intelligent systems/ decision support systems; Port competition and cooperation; Supply chain management; Maritime and port policy; Trade and maritime developments, especially for Asia.
Asst Prof Lee Kin Wai	Dr. Lee Kin Wai's areas of expertise are corporate governance, financial accounting issues and business valuation.
Asst Prof Leon Chuen Hwa	Dr. Leon current research interests are in the areas of asset pricing, financial modeling, investment, portfolio and risk management.
Asst Prof Li Ka Ki Jackie	Stochastic loss reserving, risk margins, copulas, MCMC simulation, and other property/casualty insurance issues
Assoc Prof Lim Meng Hiot	Computational intelligence, reconfigurable hardware systems, computational finance, evolutionary learning, memetic computing
Assoc Prof Liu Wei-Lin	1. Corporate Finance 2. Capital Markets
Assoc Prof Low Buen Sin	International financial markets, Derivative Securities, and Investment.
Asst Prof Pang Zhen	He is interested in developing methods for the multivariate, dependent and non-linear data. His current research emphasises on the correlated multivariate binary data analysis from developmental toxicity studies, bootstrapping data with multi-levels of variations, robust methods, survey methodology and generalized linear mixed models.
Assoc Prof (Adj) Poh Eng Kee	Assoc Prof (Adj.) Dr Poh Eng Kee specializes in guidance, navigation, control and signal processing. His areas of research focus on advanced navigation and control design for unmanned aerial vehicles and autonomous underwater vehicle, satellite formation control and communication, GPS receiver design and algorithms.
Assoc Prof Quek Hiok Chai	His main interests includes the research and study of brain-inspired functional and computational models of memory structures that underlie the human reasoning process. In addition, advanced brain-inspired reasoning and cognition frameworks such as focus of attention, affect modeling, skill learning from novice to expert are actively investigated using the neurocognitive informatic approach. Fuzzy, Fuzzy neural, Neural, GA, GA-Neural, Rough set that maps formal fuzzy logical structures onto neural systems to perform fuzzy set derivation and Rule identification/reduction are investigated. The development of architectures that supports on-line and off-line learning fuzzy intelligent rule based systems is examined. The research issues cover fuzzy clustering, learning, modeling, fuzzy rule model, etc. These basic techniques are used to craft the brain-inspired memory learning systems. These memory learning structures are the building blocks of the functional neuro-cognitive brain and they can be broadly classified into huppocampal global semantic memories and neocortical like semantic association memories. In addition, research into CMAC and in-house developed MCMACs and Fuzzy MCMACs are actively pursued. They form a class of cerebellar like association memories that have excellent memory resolution and recall. The application areas are extensive as they rely heavily on the basic research into brain-inspired learning memory structures and brain-inspired cognitive architectures for emotion, cognition and perception modeling. The exciting application areas include computational finance ? arbitration, portfolio, trend analysis, bond and commodity trading; biomedical engineering ? diabetes modeling and control, ICU ventilator control; Affect modeling for edutainment, forensic tools, marketing research tools; Medical decision support tools ? thermograph analysis, pediatric leukemia and ovarian cancer analysis; Intelligent transportation analysis tools ? trend analysis and incident monitoring; as well as student affect modeling in Intelligent Tutoring System.
Assoc Prof Shu Jian Jun	Associate Professor Jian-Jun SHU's areas of expertise are Thermo-Fluid Mechanics, Applied Mathematics and Biophysics. His current research works focus on Nano/Micro Fluids, DNA/Protein Modelling and Mathematical Strategame Theory.
Asst Prof Suman Banerjee	My research examines the implications of market microstructure for corporate behavior. For both research areas the implications of the evolution of asset prices are important, but the microstructure implications have been largely missing from the existing corporate finance literature. Such an omission is unimportant if corporate finance models work well in the sense of explaining the observed behavior of firms, but this is not the case. The proliferation of anomalies and the changing cast of factors needed to explain even partial firm behaviors like dividend payments, all suggest that success is not yet within our grasp. I found that the existing corporate finance literature ignores the central fact that market microstructure focuses on: prices of assets that they issue to raise investible funds evolve in markets. Markets have two important functions- liquidity and price discovery - and these functions are important for asset pricing, and hence, for the corporations that issue the assets. My research link these to concepts to our more basic constructs of firm behavior, and I will suggest that corporate finance models need to be recast in broader terms to incorporate the transactions costs of liquidity and the risks of price discovery. I found that information is not symmetric nor is equilibrium revealing. The symmetric information-based corporate finance models do not work because they assume that the underlying problems of liquidity and price discovery have been completely solved.
Dr Tan Kok Hui	Research Area: Private Equity with focus on PE in China
Assoc Prof Tiong Lee Kong, Robert	Areas of research interests: 1. catastrophe risk assessment and management 2. alternative risk transfer mechanisms and financing 3. catastrophe micro-insurance 4. sustainable development and systems, 5. impact of climate change, carbon finance and carbon emission reductions 6. integrated risk analysis
Assoc Prof Uditha Balasooriya	Prof Balasooriya's areas of expertise are reliability analysis, actuarial modelling, statistical methods and outliers in data analysis. His current research works focus on actuarial and financial modeling and statistical methods.
Assoc Prof Vladimir Vladimirovich Kulish	Prof. Kulish's main research interest is in the area of mathematical modeling of energy-informational transport processes and transport phenomena in biological systems.
Assoc Prof Wu Yuan	Prof Wu's research interests are in Actuarial Science, Data Mining, Application of Statistics to Business and Finance, and Traffic Accidents Analysis.
Asst Prof Zhang Lei	Prof Lei Zhang's area of expertise is in empirical corporate finance. His current research works focus on mergers and acquisitions, capital structure, IPOs and financial intermediaries.
Dr Zhao Yong	Computational energy sciences: Computational fluid dynamics using continuum, particle and atomistic models & Multi-scale/multi-physics simulation for energy systems. Parallel and distributed computing.

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