Chi Seng Pun
Scholar

Chi Seng Pun

Google Scholar ID: 8jyDIgkAAAAJ
School of Physical and Mathematical Sciences, Nanyang Technological University
StatisticsFinancial MathematicsMachine LearningDeep LearningFinTech
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Citations & Impact
All-time
Citations
1,198
 
H-index
19
 
i10-index
28
 
Publications
20
 
Co-authors
17
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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
Resume (English only)
Co-authors
17 total
Hoi Ying Wong
Hoi Ying Wong
Chinese University of Hong Kong
Kelin Xia
Kelin Xia
Associate Professor, School of Physical & Mathematical Sciences, Nanyang Technological University
Bingyan Han
Bingyan Han
Hong Kong University of Science and Technology (Guangzhou)
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