People

Group Coordinator: Chen, Renbao

Deng, Yongheng

Real estate capital and financial markets, mortgage and mortgage-backed securities, structured finance, securitization and derivatives, credit risk analysis, empirical asset Pricing, survival models with unobserved heterogeneity, household behavior and housing policy.

Duan, Jin-Chuan

Financial engineering and risk management, financial econometrics, banking and insurance.

Duong, Xuan Troung

Empirical finance and mutual funds.

Gai, Prasanna

Systematic risk and financial crises, global capital markets and the international financial architecture, monetary policy and informational and financial frictions in macroeconomics.

Goenka, Aditya

Economic theory, economic fluctuations, economic growth, credit markets and monetary economics.

Hameed, Allaudeen

Asset pricing, international finance, return-based trading strategies.

Ho, Teck Hua

B2B contract design, strategic IQ and trust building.

Ernjic, Emir

Empirical corporate finance, IPO underpricing, mergers and acquisitions, cross listing and investments.

Kang, Wenjin

Empirical asset pricing and liquidity risk on financial market.

Kou, Steven

Financial Engineering, stochastic models in medicine and applied probability.

Lam, Swee Sum

Privatization and initial public offerings, policy risk and capital markets, organizational change, corporate governance and reforms, asset pricing and investment risk.

Lim, Kian Guan

Financial engineering and risk management, financial asset pricing and control and estimation.

Naqvi, Hassan

Banking, corporate finance and international finance.

Qian, Meijun

Mutual fund governance, performance evaluation, and law and finance in emerging markets.

Qian, Wenlan

Theoretical and empirical asset pricing, and real estate economics and finance.

Ramesh, M

Comparative political economy of people's republic of China, Republic of India and Korea.

Randhawa, Dipinder

Finance & development, financial liberalization and the origins of finance & financial instablility, international finance integration, assessing banking efficiency and role of institution in mediating development.

Rose, Andrew K

International trade patterns, contagion in currency crises, exchange rate determination, banking and exchange crises in developing countries and exchange rate regimes.

Yamada, Takeshi

Empirical research in financial markets and corporate finance and Japanese financial market.

Yeo, Wee Yong

Marketing microstructure and REITs.

Zhang, Weina

Pricing and risk management of fixed income securities, international financial markets investment (esp emerging markets), optimal asset allocation and portfolio selection, real option pricing.

Focus Group B: Financial Mathematics and Engineering

Group Coordinator: Sim, Melvyn

Baaquie, Belal E

Babovic, Vladan

Real options and their utilisation for management of investment risks in large scale infrastructural projects.

Chan, Hock Peng

Change-point detection, sequential testing.

Chen, Oliver

Credit risk modeling, interest rate modeling, through methods from physics.

Dai, Min

Financial mathematics, applied partial differential equations, numerical analysis and scientific computation.

Deng, Mu

Credit risk modeling, stochastic analysis and asset pricing.

He, Xuefei

Option pricing, stochastic volatility models and monte carlo simulation

Hinz, Juri

Asset pricing theory, arising from applications to energy related commodities, services and permissions.

Lim, Andrew

Stochastic control, optimization, applications in finance and operations research.

Liu, Dasheng

Portfolio optimization, credit risk modeling and particle swarm optimization algorithm design.

Natarajan, Karthik  

Operations research and optimization under uncertainty.

Niederreiter, Harald

Numerical analysis, pseudorandom numbers, quasi monte-carlo methods, cryptology, finite fields, applied algebra, algorithms, number theory and coding theory.

Sim, Melvyn

Model predictive control risk measures and finance, robust optimization stochastic optimization and supply chain management.

Sun, Defeng

Numerical optimization, variational analysis, complementarity system, stochastic optimal control with constraints, computational finance and numerical linear algebra.

Sun, Jie

Operations research, optimization and risk management.

Sun, Yeneng

Analysis, probability theory and their applications in mathematical economics.

Tan, Hwee Huat

Geometric modelling, wavelet theory and applications.

Wu, Zhengxiao

Mathematical modeling, Bayesian statistics, statistical filtering theory, nonparametric statistics, statistical computing, Hidden Markov Chains, stochastic processes with applications in engineering, biology and finance, probability theory.

Xia, Jianming

Mathematical finance and mathematical economics

Focus Group C: Financial Econometrics and Statistics

Group Coordinator: Chen, Ying 

Bai, Zhidong

Large dimensional random matrices, urn models, clinical trials.

Chen, Ying

Adaptive (local parametric) estimation, application of heavy-tailed distribution in financial analysis, dimension reduction such as Independent Component Analysis (ICA) and high-frequency date analysis.

Fong, Wai-Mun

Financial econometrics and empirical finance.

Han, Heejoon

Time series analysis, financial econometrics and volatility models.

Leng, Chenlei

Nonparametrics, survival analysis, statistical learning.

Li, Nan

Asset pricing, financial econometrics, intangible capital and risk.

Lim, Tiong Wee

Application of math/probability to finance: option pricing problems and term structure models for interest rates.

Premaratne, Gamini

Financial econometrics, time Series, hypothesis testing and applied econometrics with special emphasis on GARCH models.

Srinivasan, Anand

Banking, default and bankruptcy, executive stock options.

Tang, Cheng Yong

Statistical inference in financial econometrics, multiple system survey for US census, analysis of missing data, nonparametric inference, empirical likelihood and computing intensive statistical methods.

Tsui, Albert

Demography, economics of aging and time series models.

Xia, Yingcun

Semiparametrics, nonlinear time series, epidemiology.

Xu, Jinfeng

Survival analysis, model selection, semiparametric inference, statistical genetics and econometrics.

Yatracos, Yannis

Parametric and nonparametric estimation methods, projection pursuit exploratory data analysis and estimation with artifical data augmentation.

Yu, Jun

Financial econometrics, mathematical finance and econometric theory.