Prof Dr SUN Defeng

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Sun Defeng

Co-Principal Investigator  

Defeng SUN is professor at department of Mathematics, National University of Singapore. He received his PhD in Operations Research and Control Theory from the Institute of Applied Mathematics, Chinese Academy of Sciences, China in 1995. He completed his post-doctoral training at the University of New South Wales, Australia. His research interests are mainly on optimisation, a subject of studying best decision-making with limited resources, with side interest in financial risk management. 

He has published extensively in top optimisation journals and has written a number of codes on correlation matrix calibrations that are widely used by practitioners from the financial industry. He also worked for Risk Management Institute as Deputy Director, Research (August 2009-August 2014) and its acting program director to Masters of Financial Engineering (March –June, 2014). He served as editor-in-chief to Asia-Pacific Journal of Operational Research from October 2010 to December 2013 and currently serves as associate editor to Mathematical Programming Series A and Series B, SIAM Journal on Optimization and Journal of China Operations Research Society.


Professor of Mathematics at National University of Singapore (NUS)

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