Chi Seng Pun - Concepedia

Author

Chi Seng Pun

Nanyang Technological University ORCID

Also Known As

C S PUN, Chi Seng Pun, Pun, Chi Seng

103

Publications

Citations

H-Index

Concepts

All Affiliations

Nanyang Technological University Chinese University of Hong Kong

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	10	10	412
2	Engineering	10	11	296
3	Management	10	10	296
4	Medicine	2	2	71
5	Public Health	1	1	58

Chi Seng Pun

Publications

900

Citations

H-Index

Page 1

	Year	Citations
Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities Jean‐Pierre Fouque, Chi Seng Pun, Hoi Ying Wong SIAM Journal on Control and Optimization Mathematical ProgrammingEconomicsPortfolio OptimizationMultivariate Stochastic VolatilityAsset Pricing	2016	98
Persistent-homology-based machine learning: a survey and a comparative study Chi Seng Pun, Si Xian Lee, Kelin Xia Artificial Intelligence Review Artificial IntelligenceEngineeringMachine LearningData ScienceData Mining	2022	97
Robust investment–reinsurance optimization with multiscale stochastic volatility Chi Seng Pun, Hoi Ying Wong Insurance Mathematics and Economics Multivariate Stochastic VolatilityPortfolio OptimizationAsset PricingBusinessRobust Investment–reinsurance Optimization	2015	68
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 Preventive MedicineHealth EconomicsHealth CommunicationGlobal HealthGlobal Health Crisis	2021	58
Robust time-inconsistent stochastic control problems Chi Seng Pun Automatica Robust ControlMathematical Control TheoryProcess ControlBusinessSystems Engineering	2018	53
A linear programming model for selection of sparse high-dimensional multiperiod portfolios Chi Seng Pun, Hoi Ying Wong European Journal of Operational Research Mathematical ProgrammingPortfolio OptimizationEngineeringPortfolio SelectionManagement	2018	51
Robust non-zero-sum stochastic differential reinsurance game Chi Seng Pun, Hoi Ying Wong Insurance Mathematics and Economics Mathematical ProgrammingDifferential GameStochastic GameGame TheoryBusiness	2016	49
Variance swap with mean reversion, multifactor stochastic volatility and jumps Chi Seng Pun, Shing Fung Chung, Hoi Ying Wong European Journal of Operational Research Volatility ModelingMultivariate Stochastic VolatilityAsset PricingStochastic CalculusBusiness	2015	47
Big Data Challenges of High‐Dimensional Continuous‐Time Mean‐Variance Portfolio Selection and a Remedy Mei Choi Chiu, Chi Seng Pun, Hoi Ying Wong Risk Analysis	2017	44
Machine-Learning-enhanced systemic risk measure: A Two-Step supervised learning approach Ruicheng Liu, Chi Seng Pun Journal of Banking & Finance EngineeringMachine LearningPredictive AnalyticsRisk ManagementManagement	2022	29

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