- Credit risk and company credit rating
- Behavioural finance and neuroeconomics
- Innovation and company performance
- Non- and semi-parametric methods
Research InterestsMy research focuses on the following areas: Company rating, risk evaluation, bankruptcy analysis, robust event forecasting; Decision making under bounded rationality, behavioural finance, estimation of preferences and risk perception, neuroeconomics; The propagation of shocks, macroeconomic analysis in frequency domain; Non-parametric and semi-parametric statistical techniques esp. support vector machines, ensemble methods, boosting.
Research grants and projects
Risk Management Institute of the National University of Singapore Corporate distress analysis for the companies of the Asian and Pacific RegionPI, 2010