ZHOU Chao
BiographyI am an Associate Professor in the Department of Mathematics and Risk Management Institute (joint appointment), NUS. I got my PhD in Applied Mathematics from CMAP, Ecole Polytechnique. My thesis subject is Model Uncertainty in Finance and Second Order Backward Stochastic Differential Equations. InterestsSecond order backward stochastic differential equations (2BSDEs)Stochastic control in finance and insuranceValuation […]
CHEN Ying
BIO Dr. Ying Chen is a financial statistician and data scientist. She develops statistical modelling and machine learning methods customized for nonstationary, high frequency and large dimensional complex data such as cryptocurrency, limit order book, and renewable energy. She also works on business intelligence, forecasting, text mining and sentiment analysis, and network analysis. Dr. Chen […]
QIAN Wenlan
BIO Wenlan Qian is Associate Professor and Dean’s Chair in the Department of Finance at the NUS Business School, and Deputy Director of Research at the Institute of Real Estate Studies at the National University of Singapore. She is fellow of the Asian Bureau of Finance and Economics Research, Luohan Academcy at Alibaba Group, and […]
XIA Yingcun
Recent research interests Measure of nonlinear dependence; Dimension reduction; Financial time series; Environment statistics Selected publications Saart, P. W. and Xia, Y. (2020) Functional Time Series Approach to Analysing Asset Returns Co-movements. Journal of Econometrics (to appear) Kong, E., Wang, L. Xia, Y. and Liu, J. (2020) A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data. Statistica Sinica. […]
KE Bin
BIO Dr. Ke is a Professor of Accounting and Provost’s Chair at the NUS Business School since 2015. He is a holder of the prestigious “Chang Jiang Scholar” (“长江学者”) title awarded by China’s Ministry of Education and the Li Ka Shing Foundation (http://www.lksf.org/eng/project/education/ckh_award/main01.shtml). He was the President of the Chinese Accounting Professors Association of North […]
CHEN Kan
Education Qualifications PhD in Physics, Ohio State University, Columbus, Ohio, USA, September 1988 BSc in Physics, University of Science and Technology of China, Hefei, Anhui, China, August 1983 Academic Experience Professor (practice track), Risk Management Institute and Department of Mathematics, November 2019 to Present Deputy Director (industry), Risk Management Institute, November 2019 to Present Associate […]
DAI Min
