2
publications
17
citations
Interests / Fields
Mathematics Mathematical optimization Portfolio Economics Stochastic volatility Mathematical economics Portfolio optimization Implied volatility Reinsurance Computer science Empirical research Trading strategy Asset allocation Minimax Utility maximization problem Volatility Persistent homology Machine learning Artificial intelligence Nash equilibrium
Publication Statistics
26
Total Publications
2
SG+ML Publications
Publications authored while based in Singapore within AI/ML-related areas.
225
Total Estimated Citations
Estimated citations uses a statistical model that leverages both local statistics of the publication and global statistics of the entire academic graph (from MAG).
17
SG+ML Estimated Citations
200
Total Citations
17