Presenter: Tung Whye Loon

Whye Loon has been in the field of data science since obtaining his doctorate in 2004. He was a recipient of the Singapore Millennium Foundation (SMF) Postdoctoral Research Scholarship in 2004 and the Lee Kuan Yew Postdoctoral Fellowship in 2006, which supported his post-doctoral research at Nanyang Technological University (NTU). His research interests include artificial/computational intelligence, machine learning algorithms, and data mining and analytics. Since 2006, he has developed an intense research interest in the field of computational finance, and to equip himself with the relevant financial knowledge, he has completed a Master of Science degree in Financial Engineering at the Risk Management Institute (RMI), National University of Singapore (NUS). He has worked on the modeling and forecasting of dynamic financial time-series data. The techniques developed have been applied to the construction of autonomous trading systems for the buying and selling of equities using the moving average and relative strength index technical trading rules, pricing of options on currency futures, financial volatility modeling and forecasting and the trading of straddle options, as well as the dynamic construction of efficient portfolios that seeks to maximize short term investment returns while minimizing the risk. In addition, reinforcement learning has been used for the optimization of trading rule parameters. Whye Loon is currently a Data Scientist at Nielsen Singapore, and he is also an Associate Faculty at the Singapore Institute of Management University (UniSIM), delivering two full courses in data analytics. For more details on Whye Loon's professional background, please refer to his LinkedIn profile page at


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