Team – Finamatrix

Finamatrix performs 1M daily optimizations, 2000+ blockchain TPS, and has 600,000+ blockchain members. Risk-Cybernetics™ was developed by Singaporean Dr. Lanz Chan, Ph.D., the company’s founder in 2006, former Professor, JPMorgan/UBS banker, elected-President (2002/03) of NUS-GSS, NUS research scholar, fund manager, day trader, quant, economist, and data scientist. Finamatrix was named the Best A.I. Tech Firm in 2018 and provides customized technical services.

A lean, low-cost but robust team and business continuity plan to eliminate key-man risk. Risk-Tech that is transferable over generations for sustainability.

Dr. Lanz Chan, Ph.D. (Cybernetics)
Founder, CEO & Data Scientist (Linkedin)

Creator of FIX Risk-Cybernetics Protocol, Genetic-Algorithm Neural-Network (GANN), Atomic Portfolio Selection (APS), MVSK Utility Optimization technologies.
20+ years of experience spanning from the army, JP Morgan, Franklin Templeton, UBS.
Previously English & Mandarin business language teacher with various business colleges.
Previously regulated MAS fund manager with Singapore family office.
National University of Singapore (NUS) research scholar and ex-President (2002/03) of the NUS-GSS.
Adjunct Professor with various universities and consulted for Galaxy Asset Management (Hong Kong).
Managed $300M in FX derivatives and jointly distributed CSI300 futures fund with PingAn Group.
Selected presentations: 6th Annual Funds Forum China, Beijing, 21 Sep 2011; PingAn Futures Investment Conference, Shanghai, 26 Jun 2012; ICBC Shenzhen Futian Investor Meeting, 7 Jul 2012; China Merchants Futures/CTA Funds Conference, Shenzhen, 17 Aug 2013.
Completed UBS Diploma in Wealth Management, Harvard Business School Executive Education; graduated from the National University of Singapore (Real Estate, Financial Economics), and Macau UST (Cybernetics).

Selected Academic Conferences:

Sing TF, Liow KH, Chan WJ (2001) Mean Reversion of Singapore Property Stock Prices Towards Their Fundamental Values. Paper at 6th Asian Real Estate Society Conference, 31 Jul— 3 Aug, Tokyo, Japan.
Liow KH, Chan WJ (2004) Covariance, Coskewness, and Cokurtosis in Global Real Estate Securities. Paper presented at 5th Maastricht-Cambridge Real Estate Finance and Investment Symposium, Maastricht, The Netherlands.

TEAM MEMBERS

X. Rae, M.Sc. (Computing)
Technologist (Linkedin)

Shiann R., B.Sc. (Accounting)
Strategic Investor (Linkedin)

Naniia Jin, B.Comm.
Fund Digitalist (Linkedin)

Alan Lim, MBA
Advisor (Linkedin)

Lyon Liu, M.Sc. (Fin.Eng)
Technical Advisor (Linkedin)

Sherlock Ye, M.Sc. (App.Fin)
Technical Advisor (Linkedin)

M.Y. Wong, M.Sc. (Data Analytics)
Technical Advisor (Linkedin)

Dr. Kunji Li, Ph.D.
Advisor (Linkedin)

James Gonzalez
Advisor (Linkedin)

Jason Cassidy
Advisor (Linkedin)

Wilfred Chai, Ph.D. (Comp.Sci)
Advisor (Linkedin)