Concepedia

Chi Seng Pun

CS

29

Publications

900

Citations

17

H-Index

2013

Active since

Affiliations

Nanyang Technological University(Current)

Chinese University of Hong Kong

Chi Seng Pun is an author at Nanyang Technological University specializing in finance, business, and engineering.

Top concepts

FinanceEngineeringBusinessManagementPortfolio OptimizationPortfolio ManagementStatisticsAsset PricingPortfolio SelectionMathematical Programming

Publications per year

2013–2025

29

Publications

29

Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities

Jean‐Pierre Fouque, Chi Seng Pun, Hoi Ying Wong · SIAM Journal on Control and Optimization · 2016 · 98 citations

Mathematical Programming, Economics, Portfolio Optimization +14

Persistent-homology-based machine learning: a survey and a comparative study

Chi Seng Pun, Si Xian Lee, Kelin Xia · Artificial Intelligence Review · 2022 · 97 citations

Artificial Intelligence, Engineering, Machine Learning +9

Robust investment–reinsurance optimization with multiscale stochastic volatility

Chi Seng Pun, Hoi Ying Wong · Insurance Mathematics and Economics · 2015 · 68 citations · Full text

Multivariate Stochastic Volatility, Portfolio Optimization, Asset Pricing +4

Efficient social distancing during the COVID-19 pandemic: Integrating economic and public health considerations

Kexin Chen, Chi Seng Pun, Hoi Ying Wong · European Journal of Operational Research · 2021 · 58 citations · Full text

Preventive Medicine, Health Economics, Health Communication +10

Robust time-inconsistent stochastic control problems

Chi Seng Pun · Automatica · 2018 · 53 citations · Full text

Robust Control, Mathematical Control Theory, Process Control +3

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