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Chi Seng Pun
Associate Professor
Nanyang Technological University (NTU)
Singapore
Has grant
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Research Interests
Actuarial Science
Asset Management
Quantitative Finance
Stochastic Programming
Machine Learning
Uncertain Systems
Continuous-time Systems
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Recent Grants
Grant: Close
New Directions in Constrained Sparse Learning Problems: Theory and Applications
Open Date: 2021-11-01
Close Date: 2024-11-01
Grant: Close
Robust Impulse Control with Ambiguity Aversion and Applications
Open Date: 2018-01-01
Close Date: 2021-01-01
Grant: Close
Sparse Learning: Direct Estimation with Self-Calibrated Regularization
Open Date: 2017-09-01
Close Date: 2019-09-01
Grant: Close
Portfolio Selection with Advanced Statistical Techniques
Open Date: 2016-06-01
Close Date: 2020-06-01
Articles15
Collaborators1
Zhenzhen Yan
Nanyang Technological University (NTU)

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