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Chi Seng Pun

Associate Professor

Nanyang Technological University (NTU)

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Singapore

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Research Interests

Actuarial Science

40%

Asset Management

50%

Quantitative Finance

40%

Stochastic Programming

40%

Machine Learning

20%

Uncertain Systems

20%

Continuous-time Systems

20%

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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)

SINGAPORE