Supervision & research group

People & ideas.

Doctoral research, undergraduate discovery and the people who make both possible.

Interested in working together?

Prospective students
6doctoral researchers
4completed PhDs
48undergraduate project records
12research staff records

Alumni placements below reflect the roles recorded around completion and may not represent current positions. A person may appear in more than one project or appointment.

Current doctoral researchers 6 records

PhD / 10

Wu Wanqi

Risk-Sensitive Stochastic Controls

08/2025 - Present; Funded by NPGS

PhD / 9

Zhang Jiahui

Sparse Learning with Differential Privacy

08/2024 - Present; Funded by NTU RSS

Project details, publications & outcomes
  • J. Zhang & C.S. Pun. 2026. Differentially Private Lasso: An ISTA Framework with Finite-Iteration Guarantees. Major revision with Statistics & Computing.

PhD / 8

Low Jin Siang

Computational Finance with Machine Learning

01/2024 - Present; Funded by NTU RSS

PhD / 7

Tang Jingxiang

Functional Data Science and Learning Algorithms

08/2022 - Present; Funded by A*STAR QEP 2.0 RSS & SPMS-GTS

Project details, publications & outcomes

PhD / 6

Zhu Dechuan

High-Dimensional Statistics with Constraints

08/2022 - Present; Funded by SPMS-GTS & MOE AcRF Tier 2 PO

Project details, publications & outcomes
  • C.S. Pun & D. Zhu. 2026. Constrained Dantzig-type Estimation for High-dimensional Statistical Problems with Equality Constraints. Working paper.
  • C.S. Pun & D. Zhu. 2022+. Backtesting Portfolios Made Easy: An Extensive Empirical Study with Market Frictions.
  • Preliminary results of Pun & Zhu (2023+) were presented at The 6th International Conference on Econometrics and Statistics (EcoSta 2023) at Tokyo, Japan

PhD / 5

Riasat Ali Istiaque

Generative Models in Finance

08/2021 - Present; Funded by SPMS-GTS & MOE AcRF Tier 2 PO

Project details, publications & outcomes

Doctoral alumni 4 records

PhD / 4

Nixie Sapphira Lesmana

07/2019 - 07/2023, Defended in 01/2024, Conferred in 02/2024; Funded by NPGS

Thesis, publications & next placement

PhD / 2

Ye Zi

08/2016 - 08/2021, Defended in 12/2022, Conferred in 12/2022; Funded by NTU RSS

Thesis, publications & next placement

PhD / 3

Lei Qian

07/2018 - 12/2021, Defended in 06/2022, Conferred in 07/2022; Funded by MOE AcRF Tier 2 RSS

Thesis, publications & next placement

PhD / 1

Chen Yichao

08/2016 - 12/2020, Defended in 05/2021, Conferred in 07/2021; Funded by NTU RSS

Thesis, publications & next placement

Research fellows & assistants 12 records

RF / 2

Tushar Vaidya

Quantum Finance

08/2022 - 07/2024, 04/2025 - 05/2025

Project details, publications & outcomes

RA / 9

Low Jin Siang

Reinforcement Learning in Finance

07/2022 - 01/2024

Project details, publications & outcomes
  • Next Placement: Pursuing Ph.D. in Mathematics at NTU Singapore (under my supervision)

RA / 8

Tang Jingxiang

Risk-sensitive Reinforcement Learning

11/2021 - 07/2022

Project details, publications & outcomes
  • Next Placement: Pursuing Ph.D. in Mathematics at NTU Singapore (under my supervision)

RA / 7

Zhu Dechuan

Empirical Finance and Constrained Estimation

07/2021 - 07/2022

Project details, publications & outcomes

RA / 6

Riasat Ali Istiaque

Computational Finance

12/2020 - 07/2021

Project details, publications & outcomes
  • Next Placement: Pursuing Ph.D. in Mathematics at NTU Singapore (under my supervision)

RA / 3

Brandon Yong Yung Sin

Topological Data Mining, Deep Learning

11/2018 - 11/2020

Project details, publications & outcomes

RF / 1

Rachana Gupta

Impulse Controls and Stochastic Volatility Asymptotics

06/2018 - 01/2020

Project details, publications & outcomes
  • Next Placement: Assistant Professor at Amity University, Mohali Chandigarh
  • R. Gupta & C.S. Pun. 2020+. Asymptotic Impulse Control of Interest Rates in a Slowly Varying Stochastic Environment.

Undergraduate research 48 records

FYP / 32

Wu Wanqi

Constrained Dantzig-type Estimator (CDE) with k-Support Norm

08/2024 - 05/2025

FYP / 31

Muhammad Firaz Khan Bin Mohmed Jherkan

High-dimensional Precision Matrix Estimation with CDE

08/2024 - 05/2025

FYP / 30

Pham Minh Quan

Functional Kolmogorov-Arnold Networks

08/2024 - 05/2025

URECA / 5

Horstann Ho Rui Yao

GANs for Time Series and Their Applications in Finance

08/2023 - 06/2024

URECA / 4

Lim Li Xiang

On the Second-order Backward Stochastic Volterra Integral Equations

08/2023 - 06/2024

FYP / 28

Song Yuli

GANs in Time Series

08/2023 - 05/2024, co-supervised with Riasat Ali ISTIAQUE

Project details, publications & outcomes

FYP / 27

Jeanette Poh Wen Jun

Multivariate Forecasting on Financial Time Series with Transformer Model

08/2022 - 05/2023

FYP / 26

Cheng Zhengxing

Optimal Mean-Variance Portfolio Selection with Mean-Field Reinforcement Learning

08/2022 - 05/2023

FYP(follows URECA / 3) / 25

Marcus Foo Jun Rong

Reinforcement Learning to Decision Making under Risk with Probability Distortion

08/2022 - 05/2023, co-supervised with Nixie Sapphira LESMANA

Project details, publications & outcomes

FYP / 24

Zhou Hanxiao

High-dimensional Data Analysis with Constraints

08/2021 - 05/2022

FYP / 23

Guan Zihang

Learning Optimal Portfolios with Intrinsic Rewards

08/2021 - 05/2022, co-supervised with Nixie Sapphira LESMANA

FYP / 22

Zhang Shizhuo

Profit-Maximizing Sequential Task Allocation with DRL

08/2021 - 05/2022, co-supervised with Nixie Sapphira LESMANA

URECA / 2

Panwar Samay

Alternative Asset Prices Prediction with Deep Recurrent Neural Networks

08/2020 - 06/2021

FYP / 20

Tang Jingxiang

Impacts of Market Impact Costs on Mean-Variance Portfolio Selection

08/2020 - 05/2021

FYP / 19

Chan Zi Hao

Shapley Values with Coalition Structures

08/2020 - 05/2021, co-supervised with LEI Qian

FYP / 18

Yue Ming Long

Reinforcement Learning in Online Principal-Agent Problems

08/2020 - 05/2021, co-supervised with Nixie Sapphira LESMANA

FYP / 17

Li Zhaodonghui

A Self-Calibrated Linear Programming Optimal Estimator in High Dimensions

08/2020 - 05/2021

URECA / 1

Zheng Shunan

Principal-Agent Problems with Model Uncertainty

10/2019 - 06/2020

FYP / 16

Tang Zimo

Applications of Robust Impulse Control in Optimal Inventory Management

08/2019 - 05/2020

FYP / 15

Liu Bingyan

Optimal Option Portfolio Selection with Simulation Techniques

08/2019 - 05/2020

FYP / 13

Zhu Jianfei

Penalized quantile regression for ΔCoVaR

01/2019 - 11/2019

FYP / 12

Tan Guan Hoe

Scenario-wise Distributionally Robust Optimization for CVaR

01/2019 - 11/2019, co-supervised with YAN Zhenzhen

FYP / 11

Song Wan Jing

Time-inconsistent Stochastic Linear-Quadratic Control in Continuous Time

08/2018 - 05/2019

FYP / 10

Wong Jing Lun

Portfolio Construction with Optimal Denoising Matrix in L1 Minimization Approach

08/2017 - 05/2018

FYP / 9

Tay Wei Jie Jeremiah

Large-Scale Portfolio Construction with Regularized Regression-Based Methods

08/2017 - 05/2018

FYP / 8

Sun Jingya

Optimal Investment-Reinsurance Strategy on Dynamic Mean Variance Problem with Stochastic Volatility

08/2017 - 05/2018

FYP / 6

Teo Kang Sheng

Structured Product Pricing using Monte-Carlo Simulations

08/2016 - 05/2017

FYP / 5

Soo Wei Shan Doreen

Co-integrated Assets: Identification and Trading

08/2016 - 05/2017

FYP / 4

Leong Wai Leong

Forecasting Multi-dim. Financial Time Series with Multi-Output LS-SVR

08/2016 - 05/2017

FYP / 3

Goh Chian Yi

Empirical Study on Dynamic Trading Strategies with Autoregressive Assets

08/2016 - 05/2017

FYP / 2

Lim Sze Chi

Stock Classification using Support Vector Machines

08/2016 - 05/2017

FYP / 1

Lim Min

Stock Prediction using Artificial Neural Networks

08/2016 - 05/2017

FYP(co-sup) / 5

Tang Yi Qwan

Sentic API Testing for Engagement Measurement

08/2023 - 05/2024, main-supervised by Erik CAMBRIA

FYP(co-sup) / 4

Chua Ming Hui

On Analysing Urban Mobility Data for Smart Cities

08/2022 - 05/2023, main-supervised by LONG Cheng

FYP(co-sup) / 3

Do Xuan Long

Chart2Text

08/2022 - 05/2023, main-supervised by Shafiq Rayhan JOTY

FYP(co-sup) / 2

Yeo Yun Siang Geremie

Data Science related open-ended project

08/2022 - 05/2023, main-supervised by Anwitaman DATTA

FYP(co-sup) / 1

Hoang Nghia Tuyen

Open-domain Question Answering System

08/2021 - 05/2022, main-supervised by Shafiq Rayhan JOTY

SIS / 5

Joshua Shing Jun Le

Virality Analytics

05/2023 - 08/2023

CNY / 1

Rosamund Ang Pei Yin

Callable Structured Product Pricing under Binomial Trees

01/2020 - 05/2020

SIS / 4

Zhang Shizhuo

Deep Reinforcement Learning and its Application in Game Bots

08/2019 - 11/2019

SIS / 3

Tang Qing Xia Farren

Simulation Techniques in Financial Risk Management

01/2017 - 05/2017

SIS / 2

Tay Hui Yi

Data Mining for Marketing

08/2016 - 11/2016

SIS / 1

Lim Jun Jie

Algorithmic Trading

08/2016 - 11/2016

Curiosity is a good starting point. Explore the research themes and bring a specific question or problem you would like to investigate.

Working with me