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Pasin Marupanthorn
                     

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Ph.D. Actuarial Mathematics,

Heriot-Watt University

Quantitative Researcher

Lecturer in Financial and Actuarial Mathematics

Please visit my new personal site!!

Research Topics

  • Financial Mathematics

         -  Portfolio Optimizaiton

         -  Sustainable Finance

         -  Derivertive Pricing

         -  Algorithmic Trading

         -  High Frequency Trading

         -  Statistical Arbritage

         -  Stochastic Processes in Finance

         -  Quantitative Risk Management

  • Actuarial Mathematics

         -  Decentralized Insurance

         -  Sustainable Insurance

         -  Retirement Investment

         -  Stochastic Processes in Insurance

  • Statistical Machine Learning

        -   Monte Carlo Simulation

        -   Stochastic Optimization

        -   Distribution Learning

        -   Clustering

        -   Kernel Learning

        -   Generative Models

        -   Eigenvalue Problems

  • Econometrics

         -   Copula

         -   Multivariate Time Series Models

         -   Cointegration 

         -   Foreign Exchange 

         -   Climate Economics

         -   BCG Economy

         

  • Management Mathematics

         -  Combinatorial Optimization

         -  Mixed Integer Programming

         -  Integer Programming

         -  Supply Chain Optimization

         -  Heuristic Algorithm

  • Software Engineering

        -  R Shiny Application

        -  Platform Management

        -  API

        - R Package Developing

 

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