My former students

Graduate Students

• Han Vo, Financial Analyst at LifeScan Global Corporation (graduated in 2023)

Thesis: Inventory control in market making problem

• Raymond Ou, Actuarial Analyst at Deloitte (graduated in 2022)

Thesis: Option Pricing under the GARCH Framework

• Kenji Hewitt, Quantitative Analyst at TD bank (graduated in 2021)

Thesis: Performance Review of Popular Classification Models

• Fahimeh Saei Manesh, Senior Associate at PwC Canada (graduated in 2021)

Thesis: Portfolio Selection with Convolutional Neural Network

• Shaofang Xu, Senior Manager, Internal Ratings Management at Scotiabank (graduated in 2020)

Thesis: Credit Risk Rating Model Development via Machine Learning

• Veson Lee, Senior Consultant in Financial Risk Management at KPMG Canada (graduated in 2019)

Thesis: Estimating Volatility Using a LSTM Hybrid Neural Network

• Bill Tang, Lead Consultant at Xactly (graduated in 2021)

Thesis: Bull Put Option Vertical Spread Trading Using Neural Networks

• Sidda Ravindra De Silva, Tech Lead and Software Engineer at Paytm Labs (graduated in 2020)

Thesis: Adaptive Network-Based Fuzzy Inference Systems (ANFIS) For Explainable Yield Curve Modelling

Undergraduate Students

• Sadia Biloo, Quantitative Associate at RBC Capital markets (graduated in 2019)

Thesis: Interest Rate Hedging Strategies

• Paul Desroches, Manager, Counterparty Credit Risk Exposure Monitoring at RBC Capital Markets (graduated in 2020)

Thesis: Classification Trees in Credit Risk Modelling

• Anny-Aysel Ineza, Senior Enterprise Marketing Data Analyst at Hootsuite (graduated in 2019)

Thesis: Portfolio Optimization under Systemic Risk