HOME Recent Events RMI in the News ALUMNI
  Issue 5 | Archive  

November 2010

New Staff

Dr. Niu Wei-fang joined as a Research Fellow. Previously, he was an Adjunct Assistant Professor with the Department of Finance at the National Tsing Hua University, Feng Chia University and with the Graduate Institute of Finance at the National Chiao Tung University. Dr. Niu’s research interests include asset allocation and index investment, quantitative trading strategies, derivative valuation and financial econometrics.

Ms. Bharti Bhargava joined the Credit Rating Market Monitoring Team as a Research Analyst. She graduated with a Master of Social Sciences (Applied Economics) from NUS.

The Credit Rating Data Collection Team has a new Research Analyst Ms. Yu Wenjing, a fresh graduate from NUS’s Master of Science (Statistics) program. Another addition to the team is Mr. Chen Huanjia, previously a Software Analyst and Software Manager with Singtel Mobile Pte Ltd. He obtained a Bachelor of Engineering (Computer Engineering) degree from Nanyang Technological University and is currently studying RMI’s Master of Science in Financial Engineering program.

Meanwhile, the Credit Rating Data Validation Team has recruited a new Research Analyst, Mr. Siddhartha Pandit, who is also pursuing RMI’s Master of Science in Financial Engineering degree. Before this, he had worked as a Software Engineer, Business Analyst and Research Associate in India after graduating with a Bachelor of Engineering (Electrical Engineering) from Delhi College of Engineering.

Long-term Visitors

Prof. Van Son Lai is visited RMI from 15 September to 16 December 2010. He is a Professor of Finance and Co-Director of the Laboratory of Financial Engineering at the Business School of Laval University, Canada. He obtained his Ph.D. in Finance from the University of Georgia, USA and a Master's Degree in Water Resources Engineering from the University of British Columbia, Canada. He is also a CFA charterholder from the CFA Institute and a registered P.Eng. in the Province of British Columbia. An established teacher and researcher in banking, financial engineering, and risk management, he has extensively published in mainstream banking, economics, and finance journals and coauthored the bestselling textbook Stochastic Simulation and Applications in Finance with Matlab Programs, Wiley, 2008.

Prof. Tsay Ruey Shiong, a H.G.B Alexander Professor of Econometrics and Statistics at the Booth School of Business from University of Chicago, visited RMI from 11 October to 5 November. He earned his PhD from the University of Wisconsin-Madison in 1982 and was with Carnegie Mellon University before joining Chicago in 1989. His research interest is in financial econometrics, forecasting, time-series analysis and Bayesian inference with Markov chain Monte Carlo methods. He served as co-editor of the Journal of Business and Economic Statistics from 1995 to 1997. He is currently a department editor of the Journal of Forecasting and co-editor of the Probability and Statistics Book Series of Wiley. Professor Tsay published widely in leading econometric and statistical journals, and his book Analysis of Financial Time Series (3rd edition, 2010, Wiley) is well received. He is an elected member of Academia Sinica, Taiwan, and a fellow of the American Statistical Association and the Institute of Mathematical Statistics. He also serves on advisory committee of several research institutes.

Prof. Fan Jianqing is visited RMI from 4 to 29 November. Prof. Fan is Frederick L. Moore'18 Professor of Finance and Director of Committee of Statistical Studies at Princeton University, and the past president of the Institute of Mathematical Statistics (2006-2009), and president of International Chinese Statistical Association. He is the Co-editor of Econometrical Journal published by Royal Economics Society and an associate editor of The Journal of American Statistical Association, and was the co-editor (-in-chief) of The Annals of Statistics (2004-2006) and an editor of Probability Theory and Related Fields (2003-2005). After receiving his Ph.D. in Statistics from the University of California at Berkeley, he has been appointed as assistant, associate, and full professor at the University of North Carolina at Chapel Hill (1989-2003), and as professor at the University of California at Los Angeles (1997-2000), Professor of Statistics and Chairman at the Chinese University of Hong Kong (2000-2003), and as professor at the Princeton University(2003-). He has coauthored two highly-regarded books on "Local Polynomial Modeling" (1996) and "Nonlinear time series: Parametric and Nonparametric Methods" (2003) and authored or coauthored over 150 articles. He has been consistently ranked as a top 10 highly-cited mathematical scientist. His published work on statistics, financial econometrics, and computational biology has been recognized by The 2000 COPSS Presidents' Award, invited speaker at The 2006 International Congress for Mathematicians, The Humboldt Research Award for life-time achievement in 2006, The Morngside Gold Medal of Applied Mathematics in 2007, honoring triennially an outstanding applied mathematician of Chinese decent, Guggenheim Fellow in 2009, and the election to the follow of American Associations for Advancement of Science, Institute of Mathematical Statistics, and American Statistical Association.

Back To Newsletter

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