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 Full CV
Ph.D. (Physics) National University of Singapore, 1994
M.S. (Physics) University of Tokyo, 1988
B. Eng (Mechanical Engineering) University of Tokyo, 1986
Academic Positions Held
Current Appointment:
Assistant Professor, Singapore Management University (2000 – Present)
Previous Appointments:
Visiting Scholar, Johnson Graduate School of Management, Cornell University (2002 – Present)
Other Positions
Laboratory Head (Applied Physics), DSO National Laboratories (1997 – 2000)
Laboratory Head (Computer Systems), DSO National Laboratories (1996 – 99)
Research Engineer, Defense Science Organisation (DSO) National Laboratories (1989 – 96)
Honors & Awards
Singapore Management University Research Grant (2001 – 02)
US Patent No. 5930746: Parsing and translating natural language sentences automatically (1996)
Distinguished Member of Technical Staff, DSO National Laboratories (1999)
Principal Member of Technical Staff, DSO National Laboratories (1998)
Defence Technology (Team) Award, Ministry of Defence, Singapore Government, (1997)
Grand Champion, CrayQuest Competition (1997)
Monbusho Scholarship, Singapore and Japanese Governments (1981 – 88)
Courses Taught in SMU
Technology & World Change
Financial Instruments, Institutions and Markets
Financial Econometrics: Market Microstructure
Research Areas
Market Microstructure
Asset Pricing
Fixed Income Securities
Current Projects
Price impact and liquidity
Risk aversion and investment
Information dynamics, returns and volatility
Selected Book, Journal & Other Publications
C. Ting (2006) “Which Daily Price is Less Noisy?” Financial Management , to appear.
A. Tay and C. Ting (2006) “ Intra-Day Stock Prices, Volume, and Duration: A Nonparametric Conditional Density Analysis, ” Empirical Economics, 30 827-842 (2006) http://dx.doi.org/10.1007/s00181-005-0004-y.
K.G. Lim, C. Ting, and M. Warachka (2005) “The Implied Jump Risk of LIBOR Rates,” Journal of Banking and Finance 29, 2503-2522.
L. Y. Chew, C. Ting, and C. H. Lai (2005) “ Chaos Resonance: Two-State Model with Chaos-Induced Escape over Potential Barrier ,” Physical Review E 72.
L. Y. Chew, C. Ting, and C. H. Lai (2004) “ Chaos-Induced Escape over a Potential Barrier ,” Physical Review E 70.
L. Y. Chew and C. Ting (2004) “ Analysis on the Origin o Directed Current from a Class of Microscopic Chaotic Fluctuations ,” Physical Review E 69
L.Y. Chew and C. Ting (2002) “Microscopic Chaos and Gaussian Diffusion Processes,” Physica A 307, 275-296.
E. Teo and C. Ting (1997) “Monopoles, Vortices and Kinks in the Framework of Non-Commutative Geometry,” Physical Review D56, 2291-2302.
C. Ting and C. H. Lai (1993) “Spinning Braid Group Representation and the Fractional Quantum Hall Effect,” Nuclear Physics B396, 429-464. |
