Undergraduate Research Project (UROPS)
Nikhilesh Balaji (2025 -2025)
"Leveraging Quant GANs for Predictive Time Series Generation of High-Volatility Stocks"
Lee Wei Xuan (2025 - 2025)
"Pricing of out-of-the-money Barrier Options Using Importance Sampling"
Honours Project / Final Year Project
Hyeonah Cho (2023 -2023) (joint supervision with Li Wei)
"Generation Of Robust Financial Scenarios With GANs"
Jake Khoo (2023 - 2024)
"Pairs Trading in the Singapore Stock Market: A Time-Series Approach with Profit Optimization"
Prabhav Kumar (2023 -2024)
"Pricing Catastrophe Bonds"
Bryan Poh (2023 - 2024)
"Robust Bounds for Option Prices via Martingale Optimal Transport and its Numerics"
Tevinder Singh (2024 -2024 ) (joint supervision with Li Wei)
"Asset Allocation: From Markowitz to Deep Reinforcement Learning"
Daiying Yin (2020 -2021) (joint supervision with Ariel Neufeld at NTU)
"Robust Statistical Arbitrage"
Aijia Zhang (2023 -2024)
"Robust Q-learning with Wasserstein Uncertainty on Continuous Space"
Master's by Research
Luthfi Bafana (2023 - 2024):
"Detection of robust statistical arbitrage strategies in financial crises with deep neural networks"
Qihang Bian (2022 - 2023)
"Data-driven Model Evaluation and Robust Hedging"
Cecile Decker (2022 - 2023)
"A study of Markov decision processes in finite spaces & practical application on fishing quotas"