Team - NUS Mathematics

Scientific Computing, Rare Events, Multiscale Modeling and Computation

Systemic Risk, General Equilibrium, Market Frictions, Stochastic Control, Incomplete Markets

Model Uncertainty in Finance, Martingale Optimal Transport, Stochastic Optimal Control, Reinforcement Learning, Credit Risk

Applied Microeconomic Theory, Applied Mechanism Design, Platform Economy

Classification Problem, Augmented Lagrangian Method, Alternating Direction Methods of Multipliers, Large-Scale Optimization Problem

Mathematical Logic, Recursion Theory, Reverse Mathematics, Higher Recursion Theory, Ramsey’s Theorem on Trees

(No Pay Leave)

Stochastic analysis and financial mathematics

RF/RA

Macro-Finance, Applied Econometrics, Demographic Economics, Financial Forecasting

Capital Structure, Structure Credit Risk Model, Corporate Finance, Convertible Bonds, Callable Bonds

Risk Management, Fintech, NLP, High-Dimensional statistics, Hypothesis Testing

AI & Machine Learning, Cloud Computing

Digital Currencies

Spatial-temporal Econometrics, Robust Reinforcement Learning, Machine Learning in Finance, Nowcasting, Portfolio Optimization

eXplainable AI, Data Science and Forecasting, Quantum Finance

Dynamic Treatment Model, Deep Kernel Learning, Biostatistics, Precision Medicine

Natural Language Processing, Deep Learning, Financial Forecasting

Machine Learning in Finance, Quantum Computing, Cloud Computing

Mean Field Game, Mean Field Control, Stochastic Control, Gaussian Process, Cryptocurrency

Portfolio Optimization, Deep Reinforcement Learning, Stochastic Control, Natural Language Processing, Gaussian Processes

Stochastic Control, Portfolio Optimization, Volatility Models Calibration, Inverse Problem, Option Pricing

Portfolio Optimization, Stochastic Modelling, Stochastic Control, Reinforcement Learning, Game Theory

Portfolio Allocation, Mean Field Games, Systematic Market Making, Gaussian Process, Deep Reinforcement Learning

Stochastic Control, Mean Field Games and their Application, Machine Learning in Finance, Transformers

Stochastic Control, Topological Data Analysis, Complex Geometry, Machine Learning

Stochastic Control, Reinforcement Learning, Model uncertainty, Robustness, Portfolio optimization

Stochastic Control, Portfolio Optimization, Option Pricing, Deep learning, Reinforcement Learning

Corporate Finance, Asset Pricing, Mathematical Economics, Stochastic Control, Stochastic Analysis