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  Issue 16 | Archive August 2013

New Staff

Dr. Miao Weimin joined RMI as a Research Fellow on 22 May. Born in Nanjing, Jiangsu Province, China, he completed his Ph.D. studies in applied mathematics at the National University of Singapore in May 2013. Prior to his PhD, Weimin received his M.S. (Operations Research) from the University of Chinese Academy of Sciences in 2007 and B.S. (Statistics) from Peking University in 2004. His doctoral thesis focuses on developing statistically and computationally efficient optimization methodologies for solving high-dimensional data problems, especially low-rank matrix completion. His past research also lies in optimization under uncertainty and optimization of risk measures. Currently, Weimin is interested in covariance matrix estimation and is also eager to gain more insights into credit risk management. His hobbies include weiqi, badminton and travel.

Mr. Prashanth Seshadri joined RMI’s Credit Research Initiative as a research analyst on 22 July. Prashanth received his Bachelor's Degree in Technology in Mechanical Engineering from the National Institute of Technology, Trichy, India in 2008. He then worked as a software developer in Dassault Systemes on their aerospace, defence and automotive design software modules and in Honeywell Technology as a Senior Engineer developing automation tools for their turbochargers’ design application. Starting from 2012, he has been a student in the Masters of Financial Engineering program at the NUS RMI. His interests lie in quantitative techniques applied to risk management. In addition, he closely follows the macro economic and political climate of emerging markets in Asia. Prashanth comes from Chennai, India. He is an avid follower of football and enjoys running in his free time.

Visitors

Prof. Wu Liuren, Professor of Economics and Finance at the Baruch College, City Unversity of New York visited RMI from 1 to 17 July 2013. He was co-chair of the RMI’s Seventh Annual Risk Management Conference’s Scientific Program together with Prof. Andrew Lim, and also lectured in this year’s NUS-Santander Doctorate Workshop. He holds a Master of Philosophy in international economics and finance from New York University, a doctorate from the Chinese Academy of Sciences, and master and bachelor degrees from the Beijing Institute of Technology, China. His research interests include option pricing, credit risk, term structure modelling, market microstructure, international finance, asset pricing and asset allocation. Prof. Wu has collaborated with many professionals of various backgrounds and has numerous publications in journals such as Journal of Financial Econometric, Review of Finance, Finance and Stochastic, Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and European Finance Review.

Dr. Elizabeth Gutierrez is an assistant professor at the School of Accounting in Florida International University. She is currently working on a research project on the effect of IFRS implementation on the accuracy with which prediction models assess a firms’ likelihood of default. She obtained her Ph.D. in Accounting from University of California, Los Angeles, her Bachelor’s Degree of Science in Management Control Engineering, and in Accounting, from Universidad de Chile. She visited RMI from 3 to 20 July 2013.

Dr. Zhang Weiqi is a junior-professor of Finance in Westfälischen Wilhelms-Universität Münster. She visited RMI from 13 July to 9 August. Dr. Zhang obtained her Ph.D. in Finance from National University of Singapore and her research areas include empirical asset pricing, investments, seasoned equity offerings and volatility.

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Published quarterly by Risk Management Institute, NUS
Editor: Ivy Wang (rmiwy@nus.edu.sg)