PhD/PDF supervision

  • Mehrdad Moghimi (PhD), in progress
  • Kaiyan Lin (PhD), in progress
  • Richard Le (PhD), in progress
  • Mingfu Wang (PhD), in progress, co-supervision
  • Bing Hu (PhD), in progress, co-supervision
  • Hai Zhang (PhD), Completed in 2017, now a manager of Model Validation at Scotiabank
  • Yegor Sorokin (PhD), Completed in 2014, now a manager of Capital Markets Risk Management at CIBC
  • Doobae Jun (PDF), Completed in 2012, now 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