Chi Seng Pun

1.1k total citations
66 papers, 695 citations indexed

About

Chi Seng Pun is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Chi Seng Pun has authored 66 papers receiving a total of 695 indexed citations (citations by other indexed papers that have themselves been cited), including 43 papers in Finance, 35 papers in Management Science and Operations Research and 26 papers in Economics and Econometrics. Recurrent topics in Chi Seng Pun's work include Stochastic processes and financial applications (30 papers), Risk and Portfolio Optimization (28 papers) and Financial Markets and Investment Strategies (18 papers). Chi Seng Pun is often cited by papers focused on Stochastic processes and financial applications (30 papers), Risk and Portfolio Optimization (28 papers) and Financial Markets and Investment Strategies (18 papers). Chi Seng Pun collaborates with scholars based in Singapore, Hong Kong and China. Chi Seng Pun's co-authors include Hoi Ying Wong, Jean‐Pierre Fouque, Kelin Xia, Mei Choi Chiu, Chi Chung Siu, Zi Ye, Xing Yi Ling, Lei Wang, Emily Xi Tan and Yong Xiang Leong and has published in prestigious journals such as Journal of the American Chemical Society, Angewandte Chemie International Edition and PLoS ONE.

In The Last Decade

Chi Seng Pun

62 papers receiving 681 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Chi Seng Pun Singapore 15 364 310 251 159 50 66 695
Harry Zheng United Kingdom 12 307 0.8× 148 0.5× 126 0.5× 80 0.5× 107 2.1× 72 502
Shaolin Ji China 15 635 1.7× 360 1.2× 227 0.9× 211 1.3× 32 0.6× 59 783
Eric Benhamou France 12 424 1.2× 67 0.2× 94 0.4× 105 0.7× 17 0.3× 57 507
Ludger Overbeck Germany 15 621 1.7× 164 0.5× 204 0.8× 65 0.4× 24 0.5× 48 805
Thilo Meyer‐Brandis Norway 14 649 1.8× 159 0.5× 316 1.3× 125 0.8× 38 0.8× 47 841
Huyên Pham France 16 916 2.5× 310 1.0× 488 1.9× 176 1.1× 45 0.9× 30 1.2k
Damien Lamberton France 16 914 2.5× 171 0.6× 325 1.3× 165 1.0× 110 2.2× 30 1.1k
Goran Peškir Denmark 23 1.0k 2.9× 344 1.1× 389 1.5× 150 0.9× 79 1.6× 93 1.4k
Ernesto Mordecki Uruguay 13 463 1.3× 149 0.5× 152 0.6× 115 0.7× 25 0.5× 51 723
Yuri Kabanov France 18 1.2k 3.2× 417 1.3× 607 2.4× 220 1.4× 74 1.5× 50 1.4k

Countries citing papers authored by Chi Seng Pun

Since Specialization
Citations

This map shows the geographic impact of Chi Seng Pun's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Chi Seng Pun with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Chi Seng Pun more than expected).

Fields of papers citing papers by Chi Seng Pun

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Chi Seng Pun. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Chi Seng Pun. The network helps show where Chi Seng Pun may publish in the future.

Co-authorship network of co-authors of Chi Seng Pun

This figure shows the co-authorship network connecting the top 25 collaborators of Chi Seng Pun. A scholar is included among the top collaborators of Chi Seng Pun based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Chi Seng Pun. Chi Seng Pun is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Pun, Chi Seng, et al.. (2025). Quantum Algorithms for the Pathwise Lasso. Quantum. 9. 1674–1674. 1 indexed citations
2.
Tan, Emily Xi, Yong Xiang Leong, In Yee Phang, et al.. (2024). Creating 3D Nanoparticle Structural Space via Data Augmentation to Bidirectionally Predict Nanoparticle Mixture's Purity, Size, and Shape from Extinction Spectra. Angewandte Chemie. 136(14). 6 indexed citations
3.
Tan, Emily Xi, Yong Xiang Leong, In Yee Phang, et al.. (2024). Creating 3D Nanoparticle Structural Space via Data Augmentation to Bidirectionally Predict Nanoparticle Mixture's Purity, Size, and Shape from Extinction Spectra. Angewandte Chemie International Edition. 63(14). e202317978–e202317978. 4 indexed citations
4.
Pun, Chi Seng, et al.. (2023). Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A Regime-Switching Ambiguity Set. Manufacturing & Service Operations Management. 25(5). 1779–1795. 4 indexed citations
5.
Pun, Chi Seng, et al.. (2023). Nonlocality, nonlinearity, and time inconsistency in stochastic differential games. Mathematical Finance. 34(1). 190–256. 2 indexed citations
6.
Pun, Chi Seng, et al.. (2023). Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems. Journal of Differential Equations. 358. 339–385. 7 indexed citations
7.
Tan, Emily Xi, Yih Hong Lee, Yong Xiang Leong, et al.. (2022). Incorporating plasmonic featurization with machine learning to achieve accurate and bidirectional prediction of nanoparticle size and size distribution. Nanoscale Horizons. 7(6). 626–633. 21 indexed citations
8.
Pun, Chi Seng, et al.. (2022). Persistent-homology-based machine learning: a survey and a comparative study. Artificial Intelligence Review. 55(7). 5169–5213. 56 indexed citations
9.
Pun, Chi Seng, et al.. (2021). Efficient social distancing during the COVID-19 pandemic: Integrating economic and public health considerations. European Journal of Operational Research. 304(1). 84–98. 42 indexed citations
10.
Pun, Chi Seng, et al.. (2021). A Subgame Perfect Equilibrium Reinforcement Learning Approach to Time-inconsistent Problems. SSRN Electronic Journal. 1 indexed citations
11.
Pun, Chi Seng. (2021). Robust Classical-Impulse Stochastic Control Problems in an In finite Horizon. SSRN Electronic Journal. 1 indexed citations
12.
Pun, Chi Seng, et al.. (2020). Weighted-persistent-homology-based machine learning for RNA flexibility analysis. PLoS ONE. 15(8). e0237747–e0237747. 9 indexed citations
13.
14.
Pun, Chi Seng, et al.. (2019). A bootstrap-based KPSS test for functional time series. Journal of Multivariate Analysis. 174. 104535–104535. 9 indexed citations
15.
Pun, Chi Seng & Hoi Ying Wong. (2018). A linear programming model for selection of sparse high-dimensional multiperiod portfolios. European Journal of Operational Research. 273(2). 754–771. 37 indexed citations
16.
17.
Pun, Chi Seng & Hoi Ying Wong. (2016). Robust Non-Zero-Sum Stochastic Differential Investment-Reinsurance Game. SSRN Electronic Journal. 1 indexed citations
18.
Pun, Chi Seng & Hoi Ying Wong. (2015). Robust Investment-Reinsurance Optimization with Multiscale Stochastic Volatility. SSRN Electronic Journal. 1 indexed citations
19.
Pun, Chi Seng, et al.. (2015). Variance Swap with Mean Reversion, Multifactor Stochastic Volatility and Jumps. SSRN Electronic Journal. 1 indexed citations
20.
Pun, Chi Seng & Hoi Ying Wong. (2013). CEV asymptotics of American options. Journal of Mathematical Analysis and Applications. 403(2). 451–463. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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