- Mehrdad Moghimi (PhD), "Risk-Averse Distributional Reinforcement Learning with Spectral Risk Measure" (In progress)
- Kaiyan Lin (PhD), "Conditional Generative Adversarial Approach to Bankruptcy Prediction Using Textual Information" (In progress)
- Richard Le (PhD), "Markov Chains, Clustering, and Reinforcement Learning: Applications in Credit Risk Assessment and Systemic Risk Reduction" (Completed in 2023, Quantitative Analyst at the Bank of Canada)
- Mingfu Wang (PhD), "Invisible Frontiers: Robust and Risk-Sensitive Financial Decision-Making within Hidden Regimes" (Completed in 2023, Artificial Intelligence risk manager at Ernst & Young)
- Hai Zhang (PhD), "Option Pricing in Non-Competitive Markets" (Completed in 2017, Manager of Model Validation at Scotiabank)
- Yegor Sorokin (PhD), "Pricing and Hedging Options in Discrete Time with Liquidity Risk" (Completed in 2014, Manager of Capital Markets Risk Management at CIBC)
- Doobae Jun (PDF), "Pricing Chained Options with Curved Barriers" (Completed in 2012, Associate professor at Gyeongsang National University)
Recent Masters Supervision
- Sebeom Oh, "Estimation of Hidden Jump Risks in Housing Market", 2019
- Zhao Lian, "Data Driven Hybrid and Ensemble Classifiers for Credit Risk Evaluation", 2019
- Dingling Mao, "Robo-Advisors and Evolutionary Algorithms in the Financial Industry", 2019
- Roberto Gallardo Del Angel, "Financial Time Series Forecasting Using Support Vector Machines and Artificial Neural Networks", 2018
- Hongye Weng, "Agent-Inspired Trading Using a Deep Q-Network", 2017
- Kaiyan Lin, "Price Manipulation and Weak-Sense Arbitrage Under Price Impact", 2017
- Richard Le, "Simulation Study on Portfolio Optimization Under Partial Information and Price Impact", 2017
