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  Issue 28 | Archive August 2016

New Faces @ RMI

New Staff

Lynn Ang joined RMI as an Executive on 27 June 2016. Lynn was previously with NUS Business School as a programme coordinator for its Executive Education. She graduated from the Royal Melbourne Institute of Technology (RMIT) with a Bachelor in Business (Marketing).

Between the months of June to August, one Research Fellow, one Research Associate and seven Research Assistants joined to work on the three new research initiatives undertaken by RMI. Guan Guohui joined as a Research Fellow and was awarded a PhD in Statistics from Tsinghua University in 2016. Ouyang Ruofei joined as a Research Associate and is currently a Computer Science PhD student at NUS, expecting to graduate in December 2016. The newly joined Research Assistants are, Shen Tao and Zhu Tingjun, who recently completed their Master’s Degrees of Science (Financial Engineering) (MFE) from NUS; Zhu Xianhao, who received his Master of Science in Quantitative Finance from NUS; Zhang Yaquan, who obtained a Bachelor’s degree in Quantitative Finance and Statistic; Yang Ruizhi, a NUS graduate with a Bachelor of Science in Applied Mathematics, and a minor in Computer Science; Hu Bing, currently a Master’s student majoring in Quantitative Finance at NUS; and Stefanus Lie who has recently completed his Bachelor Degree (Hons) in Mathematics, with second major in Statistics, from NUS.

Additionally, RMI hired two Research Fellows and a Research Associate between the months of May to August. The two research fellows are, Seyoung Park who obtained his PhD in Finance/Financial Engineering from Pohang University of Science and Technology in February 2015, and Gong Zheng who received her PhD degree in Mathematics from NUS. Yang Chen joined RMI as a Research Associate and is a currently PhD candidate at NUS Department of Mathematics.

Finally, one new Research Associate and three new Research Analysts joined various teams of the CRI under RMI. Wang Xiaoqiong joined RMI as Research Associate. She received her PhD in Engineering from NUS in 2014. The three Research Analysts are, Chen Liyuan with a Master’s degree in Statistics from NUS; Peng Wenting who obtained her MFE degree from NUS; and Krizia Ann Soriano who previously worked for an offshore business process outsourcing company based in the Philippines.

Visitors

Prof. Gunter Löffler visited RMI from 16 May to 10 June 2016. Prof. Löffler is a Professor of Finance at the University of Ulm in Germany. His current research interests are on risk management and empirical finance. Prof. Löffler is co-author of the book Credit Risk Modeling using Excel and VBA. His research is published in journals such as the Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Intermediation, and the Journal of Risk. His PhD in finance is from the University of Mannheim.

Prof. Chen Xinfu was a Visiting Research Professor from 16 May to 15 June 2016. Prof. Chen is currently a Professor in the Mathematics Department at University of Pittsburgh. His research interests include: nonlinear partial differential equations of parabolic and elliptic type; ordinary differential equations and dynamic system; free boundary problems and interfacial dynamics and singular perturbation and asymptotic expansions.

Prof. Liu Hong visited RMI from 2 June to 15 June 2016. Currently a Professor of Finance in Washington University in St. Louis, he has been Academic Director of the Master of Science in Finance Program since 2008. His research areas include optimal consumption and investment with frictions, asset pricing, and market microstructure. He has published in Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Economic Theory, and other leading academic journals.

A/P He Xuedong from the Chinese University of Hong Kong visited RMI from 1 July to 10 July 2016. He received his PhD in Mathematical Finance from the University of Oxford in 2009. His research interests include portfolio selection and asset pricing in behavioral finance and risk management. He has published papers in leading journals such as Management Science, Mathematical Finance, and Mathematics of Operations Research.

Dr. Peng Xianhua visited RMI from 1 July to 15 July 2016. Dr. Peng has been an Assistant Professor in the Department of Mathematics at Hong Kong University of Science and Technology since July 2010. He received his PhD degree in Operations Research at Columbia University in 2009. His main research interests are in financial engineering, risk management, and applied probability.

A/P Cindy Yu, an Associate Professor at the Iowa State University, visited RMI from 18 July to 16 August 2016. She received her PhD in Statistics from Cornell University in 2005. Her research interests include survey statistics, Bayesian statistics, and statistical inference of stochastic processes.

Dr. Wan Xiangwei is visiting RMI from 21 July 2016 to 20 January 2017. Dr. Wan has been an Assistant Professor at Antai College of Economics and Management, Shanghai Jiao Tong University since 2011. He received a PhD in Financial Engineering at the Chinese University of Hong Kong in 2010. His main research interests are in financial engineering and financial economics.

A/P Yuan Xuchuan is visiting RMI from 25 July to 20 September 2016. An Associate Professor at School of Economics and Management, Harbin Institute of Technology, his research interests include service operations management, economics of queues, applied game theory and econometrics, credit risk management, and economic analysis of banking regulation.

Prof. Yue Xingye is visiting RMI from 1 August to 31 August 2016. Prof. Yue is a Professor at Center for Financial Engineering, Soochow University, Suzhou, China, since July 2009. He received his PhD in Applied Mathematics at Soochow University in 1998. His research interests include computational finance, numerical methods for G-expectation, multi-scale modeling and simulation on porous media flow and composite materials.

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Editor: Shivani Nakhare (rminsr@nus.edu.sg)