- 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, now working as a 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, now working as an Artificial Intelligence risk manager at Ernst & Young
- Hai Zhang (PhD), "Option Pricing in Non-Competitive Markets", Completed in 2017, now working as a Manager of Model Validation at Scotiabank
- Yegor Sorokin (PhD), "Pricing and Hedging Options in Discrete Time with Liquidity Risk", Completed in 2014, now working as a Manager of Capital Markets Risk Management at CIBC
- Doobae Jun (PDF), Completed in 2012, now working as an 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 Suppor 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
