Researcher · Educator · NTU Singapore
Patrick Pun.
Chi Seng Pun 潘志成
I study how mathematics, statistics and artificial intelligence can help us make better decisions under uncertainty.
Associate Professor
Associate Chair (Graduate Studies)
Programme Director, MSc in Financial Technology
School of Physical and Mathematical Sciences, NTU
Designing better decisions.Mathematics
Data & AI
Finance
A little about me
From rigorous theory
to meaningful applications.
I am an Associate Professor in the Division of Mathematical Sciences at Nanyang Technological University. My work connects stochastic control, statistical learning and financial mathematics, with applications extending to data science and scientific discovery.
I am particularly interested in decisions that must account for risk, ambiguity and changing preferences, and in learning from complex, high-dimensional data.
Alongside research, I serve as Associate Chair for Graduate Studies. I founded NTU’s MSc in Financial Technology in 2018 and continue to lead the programme.
Research directions
Three connected perspectives.
Decisions under
uncertainty.
Stochastic control, time inconsistency, robustness and the mathematics of dynamic decisions.
Learning from
complex data.
High-dimensional statistics, functional time series and principled machine learning.
Finance.
And beyond.
Financial technology, reinforcement learning and quantum algorithms, with connections to scientific discovery.
Selected recognition
Research with
a strong foundation.
Recognition for work at the intersection of stochastic control, high-dimensional statistics and quantitative finance.
Academic service
Associate Editor for Journal of FinTech and Mathematics; Advisory Board Member of the Global FinTech Institute.
My editorial and programme-committee service spans applied mathematics, statistics, operations research, quantitative finance and AI.
View the CVNicola Bruti Liberati Prize
Best PhD thesis in quantitative finance · Bachelier Finance Society and Politecnico di Milano
CUHK Young Scholars Thesis Award
Faculty of Science · The Chinese University of Hong Kong
Best Student Research Paper · First Place
INFORMS Finance Section
Best Teaching Assistant Award
Department of Statistics · CUHK
Research supervision
Ideas develop through people.
Meet my doctoral students, research colleagues and undergraduate researchers, and explore their projects and outcomes.
People & projectsTeaching & learning
Connecting concepts to practice.
Course outlines and resources in machine learning, quantitative finance, simulation, statistics and mathematics.
Explore the coursesGet in touch
Let’s connect.
For research discussions, academic collaboration and questions about my work.
cspun@ntu.edu.sgSchool of Physical and Mathematical Sciences
Nanyang Technological University
SPMS-MAS-05-22, 21 Nanyang Link
Singapore 637371