- Ahmed Amanullah (PhD), "Machine Learning for Risk-Sensitive Portfolio Optimization" (In progress)
- Mehrdad Moghimi (PhD), "Risk-Sensitive Distributional Reinforcement Learning: Interpretations, Algorithms, Analysis, and Applications" (In progress)
- Kaiyan Lin (PhD), "Conditional Generative Adversarial Approach to Bankruptcy Prediction Using Textual Information"
- Richard Le (PhD), "Markov Chains, Clustering, and Reinforcement Learning: Applications in Credit Risk Assessment and Systemic Risk Reduction" (Completed in 2023; Quantitative Analyst, 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, Ernst & Young)
- Hai Zhang (PhD), "Option Pricing in Non-Competitive Markets" (Completed in 2017; Manager of Model Validation, Scotiabank)
- Yegor Sorokin (PhD), "Pricing and Hedging Options in Discrete Time with Liquidity Risk" (Completed in 2014; Manager of Capital Markets Risk Management, CIBC)
- Doobae Jun (PDF), "Pricing Chained Options with Curved Barriers" (Completed in 2012; Professor, Gyeongsang National University)
Selected Master's Supervision
- Erick Antonio Martinez Sevilla, "Stochastic Frameworks for Climate Risk in Asset Pricing: A Survey" (In progress)
- Sebeom Oh, "Estimation of Hidden Jump Risks in Housing Market"
- Zhao Lian, "Data Driven Hybrid and Ensemble Classifiers for Credit Risk Evaluation"
- Dingling Mao, "Robo-Advisors and Evolutionary Algorithms in the Financial Industry"
- Roberto Gallardo Del Angel, "Financial Time Series Forecasting Using Support Vector Machines and Artificial Neural Networks"
- Hongye Weng, "Agent-Inspired Trading Using a Deep Q-Network"
