Pasin Marupanthorn
Pasin Marupanthorn

Quantitative Researcher · Co-Founder, Groundup Academy · PhD · CQF

About Me

My background is in Applied Mathematics, with a keen interest in challenging problems in Finance, Insurance, and Risk Management. I am currently an energetic Quantitative Researcher, University Lecturer, and Co-Founder of Groundup Academy. I warmly welcome collaborative work with energetic colleagues who share similar interests. If you are interested in collaborating on research, workshops, seminars, lectures, or teaming up for enjoyable challenges, please feel free to contact me.

My main projects for 2026 to 2031 are listed below:

  • Emission Trading System and Carbon Credit
  • Sustainability in Pension Fund
  • Statistical Arbitrage
  • Insurance-linked Investment
  • Stochastic Model in Financial and Insurance Technology
  • Statistical Machine Learning and XAI
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Interests
  • Financial Mathematics
  • Actuarial Mathematics
  • Quantitative Risk Management
  • Stochastic Process
  • Statistical Machine Learning
  • Monte Carlo Simulation
Education
  • PhD Actuarial Mathematics

    Heriot-Watt University

  • Certificate in Quantitative Finance

    Fitch Learning

  • MSc Financial Engineering

    WorldQuant University

  • MSc Mathematical Modelling

    University of Birmingham

  • MSc Mathematics

    Thammasat University

  • BSc Applied Mathematics

    Thammasat University

Communication
DateTypeAnnouncementMore
ResearchI'm delighted to share that our paper, “State Conditional Boosting for Prospective Early Warning of CFPB Reported Relief Workload,” has been published in Operations Research Forum. The research develops an explainable prospective early-warning framework for prioritising company–product cells with increasing CFPB-reported relief workload.Read the research summary
ResearchI'm delighted to share that our paper, “Policy-state gated regime dynamics in European emission allowance futures,” has been published in Discover Sustainability. The study introduces a policy-state-gated regime model for interpreting low- and high-volatility conditions in European carbon-allowance futures.Read the research summary
TalkTradingI'm pleased to announce that I will present “Statistical Arbitrage in Derivative Market” at CAF Seminar 2026, hosted at the Stock Exchange of Thailand on 21 November 2026. The session will connect statistical-arbitrage methods with systematic trading in derivative markets.View talk details
TalkI'm honoured to deliver the keynote lecture “Quantitative Finance in the Age of Digital Innovation” at the DIFT 2026-2 Conference on 10 October 2026. The lecture will introduce how quantitative finance, data-driven research, and systematic methods connect with digital innovation and financial technology.View keynote details
TalkTradingI recently delivered “Quant Career: Financial Engineer,” a free Groundup Academy session introducing the responsibilities, technical skills, and financial-modelling knowledge required for careers in equity and commodity derivatives.View session summary
Featured Publications
Recent Publications
Recent & Upcoming Talks
Featured Courses
Professional Leadership & Impact
  • Vice President,
  • Director,
  • Co-Founder / Quantitative Researcher / Trader, L2 Technology
  • Co-Founder / Researcher / Lecturer, Groundup Academy
  • WorldQuant BRAIN Gold Level,

Current site portfolio: 19 publications and working papers · 46 talks and workshops · 10 courses · 11 research themes

Work With Me

I welcome collaborations with researchers, universities, financial institutions, insurers, technology teams, and professional communities.

  • Research collaboration in quantitative finance, insurance, carbon markets, statistical arbitrage, and statistical machine learning
  • Invited talks and workshops for academic and professional audiences
  • Industry research and training in quantitative investment, derivatives, risk analytics, and AI
  • Student supervision for aligned doctoral, master’s, and undergraduate projects

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