Scholar
Chi Seng Pun
Google Scholar ID: 8jyDIgkAAAAJ
School of Physical and Mathematical Sciences, Nanyang Technological University
Statistics
Financial Mathematics
Machine Learning
Deep Learning
FinTech
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Citations & Impact
All-time
Citations
1,198
H-index
19
i10-index
28
Publications
20
Co-authors
17
list available
Publications
3 items
End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility
2026
Cited
0
Quantum Algorithms for the Pathwise Lasso
arXiv.org · 2023
Cited
1
Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach
2023
Cited
0
Co-authors
9 total
Hoi Ying Wong
Chinese University of Hong Kong
Kelin Xia
Associate Professor, School of Physical & Mathematical Sciences, Nanyang Technological University
Bingyan Han
Hong Kong University of Science and Technology (Guangzhou)
Tushar Vaidya
Research Fellow, Nanyang Technological University
Zhenzhen Yan
Nanyang Technological University
Tianyu Wang
Columbia University
Patrick Rebentrost
Department of Computer Science, School of Computing, NUS, and Centre for Quantum Technologies (CQT)
Joao F. Doriguello
Alfréd Rényi Institute of Mathematics
