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Financial Engineering & Risk Management
Asst Prof Andy Khong Wai Hoong
Adaptive filters Acoustic source localization Acoustic system identification Seismic signal processing Speech dereverberation
Assoc 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 Chen Zhanhui
Theoretical and empirical asset pricing, in connection with corporate finance and macroeconomics
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.
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
Assoc Prof Fock Siew Tong
Professor Fock's teaching and research interests are in corporate banking, private banking, bank management, entrepreneurship, dynamics of large business conglomerates and especially in global Chinese family businesses. At Nanyang Business School, he is the principal professor teaching the final year undergraduate course, Bank Financing and Credit Management and the two Executive MBA courses, Bank Financing, and Management & Growth Dynamics of Family Business. He was also Chair for the Shipping, Offshore and Finance, and Entrepreneurship Tracks in the Nanyang Executive MBA Programme which Nanyang Business School has partnered with the BI Norwegian School of Management and SPRING Singapore respectively. Thrice winner of the Best Teacher Award for the Banking and Finance Division in 2002, 2004 and 2006, Professor Fock was nominated in 2004, 2005 and 2006 by students and academic faculty for the "Teacher of the Year" Award for the Bachelor of Business Programme. In 2009, Prof Fock was the winner of the Teacher of the Year Award for the Executive MBA Programme. Professor Fock's research findings have been presented at renowned international conferences such as the Babson-Kauffman Foundation Entrepreneurship Research Conference and the International Council of Small Business World Conference. His research papers have been published in top refereed journals such as the Family Business Review, Review of Pacific Basin Financial Markets and Policies, International Journal of Business and Information, Journal of Small Business and Entrepreneurship, International Journal of Entrepreneurship and Innovation, and the Copenhagen Journal of Asian Studies. He is the author of the book, Dynamics of Family Business: The Chinese Way, which was published by Cengage Learning Asia in 2009. Presently, he is a member of the Editorial Review Board of the Journal of Small Business and Entrepreneurship. Previously, he was an advisory member of the former Productivity and Standards Board's Small & Medium Enterprises (SME) 21 Steering Committee which was responsible for positioning Singapore's SMEs in the 21st century.
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 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.
Asst Prof Justin Dauwels
His 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-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.
Asst Prof Kim Young Han
Media attention and stock price Corporate governance and government regulation
Dr Kong Yoon Kee
Contrarian strategies, asset pricing, financial risk management, derivatives software.
Asst Prof Lam Siu Lee
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; Risk management; Supply chain management; Econometrics; Maritime and port policy; Trade and maritime developments, especially for Asia.
Assoc Prof Lee Kin Wai
Dr. Lee Kin Wai's areas of expertise are corporate governance, financial accounting issues and business valuation.
Asst Prof Li Ka Ki Jackie
Stochastic loss reserving for property/casualty insurance and mortality projections.
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 Nie Xiaofeng
Dr. Nie’s research interests focus on security, risk management, and optimization in transportation, logistics, and supply chains.
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.
Asst Prof Shinichi Kamiya
Adverse selection, moral hazard and reputation
Assoc Prof Shu Jian Jun
Associate Professor Jian-Jun SHU's areas of expertise are Applied Mathematics, Thermo-Fluid Mechanics and Biophysics. His current research works focus on DNA-based computer, Mathematical Strategame Theory and Nano/Micro Fluids. My published work has inspired articles, interviews, editorials worldwide. See some selected links below: The next computer: Your genes http://www.physorg.com/news/2011-05-genes.html Efficient DNA-based computing could replace silicon http://www.popsci.com/science/article/2011-05/faster-more-efficient-dna-based-computing-could-replace-silicon Is DNA computing going to terminate Internet banking? http://arstechnica.com/science/news/2011/05/is-dna-computing-going-to-terminate-internet-banking.ars Computing with DNA http://kemo-d7.livejournal.com/1190416.html DNA计算机： 计算的未来 http://sztqb.sznews.com/html/2011-05/30/content_1593552.htm (in Chinese-中文) DNA是计算的未来 http://www.mittrchinese.com/single.php?p=61864 (in Chinese-中文) 科学家拟造DNA环保电脑 http://newspaper.jfdaily.com/xwcb/html/2011-08/31/content_646298.htm (in Chinese-中文) Computadoras del futuro estarán basadas en ADN http://www.tecnopc.org/noticias/computadoras-del-futuro-estaran-basadas-en-adn/ (in Spanish-Español) Futuros computadores pueden ser a base de ADN http://buscandoladolaverdad.blogspot.com/2011/05/futuros-computadores-pueden-ser-base-en.html (in Spanish-Español) La siguiente computadora - Tus genes http://www.neotroid.com/index.php/tecnologia/la-siguiente-computadora-tus-genes.html (in Spanish-Español) Computadoras con base en ADN http://www.zonafranca.mx/computadoras-con-base-en-adn/ (in Galician-Galego) Calculatoarele viitorului ar putea fi pe bază de ADN http://totb.ro/?p=12767 (in Romanian-România) ДНК — Будущее вычислительной области http://compblog.ilc.edu.ru/blog/science/2108.html (in Russian-Русский язык) ДНК-Компьютер идет на смену своему кремниевому собрату? http://globalscience.ru/article/read/19396/ (in Russian-Русский язык) Der nächste computer- Unsere gene! http://www.denkmaschinen.ch/2011/05/17/der-nachste-computer-unsere-gene/ (in German-Deutsch)
Asst Prof Stephen Geoffrey Dimmock
Portfolio Choice, Institutional Investors, Behavioral Finance, Endowment Funds
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.
Assoc Prof 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.
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