Faculty Of Science

 

TOH Kim Chuan
Professor
Department: Mathematics 
Ph.D in Applied Mathematics, Cornell University
 
Research Areas and Areas of Expertise:
Algorithms, Applications of convex, Semidefinite programming
Iterative methods for large linear systems of equations
Email:mattohkc@nus.edu.sg

 

 

CHAN Hock Peng
Professor
Department: Statistics and Applied Probability
Ph.D., Statistics, Stanford University
 
Research Areas and Areas of Expertise:
Sequential analysis, Change-point detection, Monte Carlo methods
Email:stachp@nus.edu.sg

 

 

DAI Min
Professor
Department: Mathematics 
Ph.D. in Mathematics, Fudan University
 
Research Areas and Areas of Expertise:
Financial Mathematics, Portfolio Selection, Derivative Pricing
Applied and Numerical Partial Differential Equations, Stochastic Control
Email:matdm@nus.edu.sg

 

 

Ajay JASRA
Associate Professor
Department: Statistics and Applied Probability
Ph.D., Statistics, Imperial College London
 
Research Areas and Areas of Expertise:
Bayesian Statistics, Computational finance, Markov chain theory, Monte Carlo methods
Email:staja@nus.edu.sg

 

 

Steven KOU
Professor
Department: Mathematics
Ph.D. in Statistics. May 1995, Columbia University.
 
Research Areas and Areas of Expertise:
Quantitative Finance, Applied Probability
Email: matsteve@nus.edu.sg

 

 

David NOTT
Associate Professor
Department: Statistics and Applied Probability
PhD in Mathematics from University of Queensland
 
Research Areas and Areas of Expertise:
Bayesian model selection, Bayesian nonparametrics, hierarchical models
Markov chain Monte Carlo, Spatio-temporal modelling
Email: standj@nus.edu.sg

 

 

SUN Defeng
Professor
Department: Mathematics
PhD, Institute of Applied Mathematics, Chinese Academy of Sciences, China
 
Research Areas and Areas of Expertise:
Matrix Optimization (MatOpt): Basic Theory, Algorithms, Applications, Financial Optimization
Variational Analysis, Complementarity System, Matrix Analysis, Computations, Correlation stress test
Email: matsundf@nus.edu.sg

 

 

ZHOU Chao
Assistant Professor
Department: Mathematics
PhD, Applied Mathematics, CMAP, Ecole Polytechnique
 
Research Areas and Areas of Expertise:
Stochastic Processes, Applied Probability, Stochastics and Dynamics
Utility Maximization, Quantitative Finance
Email: matzc@nus.edu.sg

 

 

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