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NTU: Research Category: Financial Engineering and Risk Management

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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 HoongAcoustic source localization Microphone array signal processing Speech enhancement Learning analytics Machine learning algorithms for NLP applications
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 AnDynamic voluntary disclosure, Derivatives, Delegated asset management, Pension plans
Prof Chang XinCorporate Finance, Corporate Innovation, Corporate Social Responsibilities, Green Finance
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.
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
Asst Prof Dawoon KimCorporate Finance and Corporate Governance
Assoc Prof Georgios Christopoulos*********Update*: Please go tohttps://deonlabblog.wordpress.com/ 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.