معرفی
Patrick Pun is an Associate Professor in the Division of Mathematical Sciences at Nanyang Technological University (NTU), Singapore, serving as Assistant Chair (MSc Programs) and Director of the MSc in FinTech program within the School of Physical and Mathematical Sciences. His academic journey includes a Ph.D. and M.Phil. from the Chinese University of Hong Kong (CUHK) and a B.Sc. from Nankai University.
Professor Pun’s research focuses on the intersection of applied mathematics and finance, with methodologies spanning stochastic controls, nonlinear partial differential equations (PDEs), robust optimization, and machine learning. His work addresses challenges in portfolio optimization, derivatives pricing, risk management, and financial data analysis. He has also contributed to interdisciplinary areas such as nanoparticle characterization and epidemiological modeling (e.g., during the COVID-19 pandemic).
Award-winning scholar, Pun holds the 2016 Nicola Bruti Liberati Prize from the Bachelier Finance Society and the CUHK Young Scholars Thesis Award. He is an ad-hoc reviewer for leading journals including Automatica, SIAM Journal on Financial Mathematics, and Quantitative Finance. His professional roles include membership in the Academic Council of the Global Digital Economy Forum.
Pun’s teaching and academic leadership include oversight of master’s programs and curriculum development. His research outputs emphasize innovative solutions to time-inconsistent problems, high-dimensional financial data challenges, and the integration of machine learning with traditional financial models. His recent work explores transformer-based generative models, quantum algorithms for financial PDEs, and reinforcement learning applications in portfolio management.
