PUN Chi Seng, Patrick

PUN Chi Seng, Patrick is an Associate Professor at Nanyang Technological University, School of Physical and Mathematical Sciences, Department of Mathematics. He serves as Assistant Chair (MSc programs) and Director of the Masters in Fintech Programme. His research interests include Financial mathematics, Robust stochastic control, High-dimensional statistics, and Derivatives pricing. He holds a PhD from the Chinese University of Hong Kong.

Chi Seng Pun is a researcher in Statistics, Financial Mathematics, Machine Learning, Deep Learning, and FinTech. His work focuses on integrating statistical methods with financial applications, particularly in portfolio optimization, risk management, and systemic risk measurement. He explores robust control problems, time-inconsistent stochastic control, and machine learning-enhanced financial modeling. His research also addresses challenges in high-dimensional data, ambiguous correlations, and stochastic volatility. Pun's publications include studies on variance swaps, non-zero-sum reinsurance games, and systemic risk measures using supervised learning. His work bridges theoretical finance with practical applications in financial technology and data-driven decision-making.