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SOE's Dean Roberto S. Mariano and Professor Yiu Kuen Tse have just published "Econometric Forecasting and High-Frequency Data Analysis." This volume, published by World Scientific, contains papers and tutorial notes presented in a two-month long Program jointly organized by the School of Economics, Singapore Management University and the Institute for Mathematical Sciences, National University of Singapore. The chapters collected in this volume summarize some recent findings and new results in two key areas in econometrics: forecasting and analysis of high-frequency financial data. (news updated on 28 March 2008) |
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Jun Yu (Associate Professor of Economics, School of Economics) has accepted an invitation to join the Program Committee of the Second Annual Risk Management Conference. The conference will be hosted in the Risk Management Institute at National University of Singapore on June 30 - July 02, 2008. The keynote speakers include Robert Engle, Michael Armellino Professor of Finance at New York University’s Stern School of Business. Detailed information about the conference can be found at http://www.rmi.nus.edu.sg/conferences/RMC2008/index.html
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The MAS-ESS Essay Competition 2007/2008  details ___________________________________________________________________________
Jun Yu (Associate Professor of Economics, School of Economics) has accepted an invitation to join the Scientific Committee of the International Symposium on Financial Engineering and Risk Management '2008 (FERM2008). The symposium will be hosted in the Shanghai University of Finance and Economics on June 9 - 11, 2008. The keynote speakers include Andrews Lo (MIT, Finance) and Yacine Ait-Sahalia (Princeton, Finance).
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A collection of ninety-one paintings, four reprints and Simba - the lion, done by internationally acclaimed Pacita Abad (1946 - 2004), is on loan to the school until 2010 by the Pacita Abad Art Foundation. The full collection is now on display at Level 5 of the School of Economics .
http://www.economics.smu.edu.sg/news_flash/images/Pacita's_Painting_List.pdf
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Vincent Chua , Assistant Professor of Economics in the School of Economics of SMU has been conferred the PBM [Pingat Bakti Masyarakat (The Public Service Medal)] in recognition of his contributions to the Public Transport Council in Singapore. The Prime Minister's Office made this announcement in the 10 August 2007 issue of the Straits Times as part of this year's National Day celebration. Coverage of his conferment can be found in the 11 August 2007 issue of the chinese daily Lianhe Zaobao.
For information, this national decoration may be awarded to any person who has rendered commendable public service in Singapore or for his achievement in the field of arts and letters, sports, the sciences, business, the professions and the labour movement. ___________________________________________________________________________
Information Session on Second Major in Actuarial Science (SMAS) and Second Major in Business Statistics (SMBS) to be held on August 17, 2007.
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Dean Roberto S. Mariano has been appointed member of the Advisory Committee of the 2008 International Symposium on Econometric Theory and Applications (SETA 2008). The Department of Economics, Seoul National University, will host the 2008 International Symposium on Econometric Theory and Applications (SETA2008). The purpose of the Symposium is to promote econometric research in Asia and to enhance interactions among econometricians worldwide. SETA 2008 is the fourth one of its kind; the three previous ones were held in 2005 (Taiwan, http://www.sinica.edu.tw/econ/SETA2005), 2006 (China, http://www.wise.xmu.edu.cn/SETA2006), and 2007 (Hong Kong, http://www.bm.ust.hk/SETA2007/main.html). The Symposium has been successful and is now regarded as one of the major econometric activities in Asia.
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The SMU Board of Trustees has approved the promotion of Hian Teck HOON to (tenured) Full Professor of Economics in SMU as of July 1, 2007. Prof Hoon has also been appointed as the Associate Dean of School of Economics.
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(Associate Professor of Economics, School of Economics) has accepted an invitation to speak on "Indirect Inference for Dynamic Panel Models" held on July 16-19, 2007 The Conference was hosted by The Wang Yanan Institute for Studies in Economics, Xiamen University http://www.wise.xmu.edu.cn
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(Associate Professor of Economics, School of Economics) has accepted an invitation to speak on "Likelihood Methods in Finance" to be held on October 12-13, 2007. The Conference will be hosted by The Bendheim Center for Finance at Princeton University http://www.princeton.edu/~bcf/events.htm .
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Associate Professor Tan Kim Song has been appointed Director
of China Capital Market Research Center (CCMRC)
in SMU. details _____________________________________________________________________________ School of
Economics Research Team Completes Its ASEAN+3 Research
Report details
_____________________________________________________________________________ (Assistant Professor of Economics, School of Economics)
has been appointed Associate Editor of Journal
of Econometric Theory and Applications and Indian
Growth and Development Review.
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(Associate Professor of Economics, School of Economics)
has been appointed as Editorial Board Member for the journal
Technological Forecasting and Social Change. He will serve
as the Associate Editor in charge of Asia-Pacific region.
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(Associate Professor of Economics,
School of Economics) has been appointed as a member of
the Social Studies Curriculum and Pedagogy Review Committee,
formed by the Ministry of Education to conduct a comprehensive
review of the teaching and learning of Social Studies in
Singapore schools, and to chart its future development.
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and represented Singapore
Management University as full participants in the Conference
Meeting on "Exchange Rate Analysis: Its Present and Future".
The event is organized by the Research Department of the
International Monetary Fund and held in Singapore on March
7, 2007.
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(Associate Professor
of Economics, School of Economics) has
accepted an invitation to speak at the third International
Symposium on Financial Engineering and Risk Management (FERM07) to
be held on June 11-12, 2007. The Conference will be hosted
by Peking University. This year the keynote speakers include
Robert Engle, Jose Scheinkman and Neil Shephard. More
information about the FERM07 is on the website http://ferm2007.gsm.pku.edu.cn/
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(Associate Professor of Economics,
School of Economics) has been appointed
by the Ministry of Education as a consultant for a casebook "Economics
of Public Policies." The casebook aims to provide ‘A’ Level
Economics students with an understanding of how economics
concepts and principles are applied by the Singapore government
in the formulation of public policies to address and resolve
economic issues.
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,
Dean of School of Economics, is participating
in the 2006 Project LINK Fall Meeting, held at United Nations
Office in Geneva, from October 30 to November 1, 2006. Sponsored
by the United Nations, the meeting concerns the global and
regional economic outlook and key current policy issues. Attended
by over two hundred economics professionals from academe,
government planning agencies, and multinational institutions,
the meeting features panel discussions on the impact
of higher oil prices on low-income countries and management
of foreign reserves and exchange rate policy in developing
countries. He will be chairing a two-and-a-half
hour session on "Current Issues in Modeling Global Linkages
and International Macroeconomic Policy Coordination."
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and have been appointed to the
Advisory Committee and the Organizing Committee, respectively,
of the Third Symposium on Econometric Theory and Applications
(SETA) to be held in Hong Kong University of Science and
Technology on April 13-15, 2007. The theme of the 2007 SETA
is "Advances in Time Series and Panel Data Econometrics." The
First Symposium was hosted by Academia Sinica, Taipei, in
May 2005 and the Second Symposium by Xiamen University in
April 2006. SETA 2007 invites high-quality papers on time
series and panel data econometrics as well as other econometrics
research papers. Interesting empirical papers using time
series and/or panel data econometric tools are particularly
welcome. More information about the SETA 2007 is on the website
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(Associate Professor
of Economics, School of Economics)
has been appointed as a member of the Competition Roundtable,
which is established to provide a forum for the Competition
Commission of Singapore to meet and discuss competition
issues under the Commission’s
purview with a cross-section of lawyers and economists
with an interest in competition law and economics, and
representatives of key business and professional organisations
in Singapore. The Competition Roundtable will act as an
important feedback channel for the Competition Commission
of Singapore on its new initiatives and existing policies
and processes.
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(Associate
Professor of Economics, School of Economics) has
accepted an invitation to speak at the Second Electricity
Roundtable to be held on 20-21 November 2006. The
Conference will be hosted by Singapore's Energy Market
Company; the topics to be covered range from regional
developments, integrated gas and electricity markets
to privatization and retail competition. Professor
Koh will speak on the outlook and development of the
energy market in Singapore and in Southeast Asia,
and will also participate in a panel discussion on
the recent changes in the energy industry.
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was appointed to the Governing
Board of the NOL Fellowship Program in NUS, starting February
2006.
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, (Associate Professor
of Economics, School of Economics),
has been appointed as a member of the NSA Review Committee,
of the Singapore Sports Council. The NSA Review Committee
was formed to assess the organizational quality of National
Sporting Associations. The deliberations of the NSA Review
Committee would be a consideration in the prioritization
of funding to the National Sporting Associations.
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This is an introductory
textbook covering the mathematics of interest rates,
life contingencies and loss models. It is written
at a level of rigor that is required for students
majoring in actuarial science, quantitative finance,
financial engineering and quantitative risk management.
It emphasizes on an intuitive treatment of the
mathematics of finance and insurance, with special
attention on applications. Each chapter contains many
examples illustrating the applications of mathematical
analysis to financial instruments and personal financial
management.
This book may be adopted as the main
text of a one-semester course in the mathematics of
interest rates and actuarial mathematics, using selected
chapters. It can also be used as the main text of a
one-semester course in the mathematics of interest
rates and investments, using all chapters in Part I,
or as a supplementary text of a course in actuarial
mathematics, using all chapters in Part II.
For more information, please click here.
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Marking the third
anniversary of its establishment in 2002, the School
of Economics & Social Sciences has published a
new book, The Economic Prospects of Singapore. Written
to celebrate Singapore's 40 years of independence,
the book examines the challenges facing Singapore and
the strategies that Singapore must now embark upon
in order for it to successfully transit from an economy
heavily focused on trade and foreign investment to
an innovation-driven economy. The book also describes
the policies that have led to Singapore's economic
success and discusses ways in which Singapore can continue
to build upon these successes.
Edited by , Associate Dean of School of Economics,
and , Dean of School of Economics, the book was launched
on 2 August at SMU's Li Ka-shing Library.
Published by Pearson Addison-Wesley, the book is retailing in major Singapore
bookstores. |
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