Past students

Thesis: Stochastic Modelling of New Phenomena in Financial Markets

Awarded: PhD (2019)

Principal supervisor: Professor Erik Schlogl

Where are they now? Mesias is a senior lecturer at University of Stellenbosch in South Africa

Profile: LinkedIn, Mesia’s story

Thesis: Financial Markets with Multidimensional Uncertainty

Awarded: PhD (2019)

Principal supervisor: Professor Xue-Zhong (Tony) He

Where are they now? Nihad is a co-founder of PhThree and an economic advisor for Block8 and a Postdoctoral Research Fellow at Macquarie University/Digital Finance Co-operative Research Centre

Profile: Google Scholar, LinkedIn

Thesis: Pricing Swaptions and Credit Default Swaptions in the Quadratic Gaussian Factor Model

Awarded: PhD (2007)

Principal supervisor: Professor Erik Schlogl

Where are they now? Samson is a AVP at Barclays Risk Analytics, London, UK

Profile: LinkedIn

Thesis: Discrete Time Models for Interest Rate Options and Volatility Properties for Interest Rates and Interest Rate Futures

Awarded: PhD (1997)

Principal supervisor: Professor Carl Chiarella

Where are they now? Ram is an Associate Professor in Finance, Australian School of Business, University of New South Wales, Australia

Thesis: Price Discovery and Information Asymmetry in Equity and Commodity Futures Options Markets

Awarded: PhD (2020)

Principal supervisor: Professor David Michayluk

Where are they now? Marc is Investment Banking Vice President at Allunga Advisory, Sydney, Australia

Profile: Google Scholar, LinkedIn

Thesis: Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Awarded: PhD (2007)

Principal supervisor: Professor Eckhard Platen

Where are they now? Nicola died tragically in a traffic accident on his way to work at the University of Technology Sydney on 28 August 2007, aged 32. He has been honoured and remembered through the Bruti-Liberati Visiting Fellowship at the Quantitative Finance Research Centre at the University of Technology Sydney

Thesis: Bank Regulation and Financial Stability

Awarded: PhD (2019)

Principal supervisor: Professor Harry Scheule

Where are they now? Christina is now working for the Australian Prudential Regulation Authority in Sydney, Australia. She also works as a casual lecturer at UTS

Profile: LinkedIn

Thesis: A Theoretical and Empirical Analysis of Value and Growth Stocks Across European Markets: An Integrated Approach

Awarded: PhD (2008)

Principal supervisor: Professor Ron Bird

Where are they now? Lorenzo is a Senior Lecturer in the Finance Department at the University of Technology Sydney, Australia

Profile: LinkedIn

Thesis: The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets

Awarded: PhD (2014)

Principal supervisor: Professor Susan Thorp

Where are they now? Edgardo is a Professor and Head of Research at Colegio de Estudios Superiores de Administración in Bogota, Columbia

Profile: Google Scholar, LinkedIn

Thesis: RAROC-Based Contingent Claim Valuation

Awarded: PhD (2015)

Principal supervisor: Professor Erik Schlögl

Thesis: A Consistent Approach to Modelling the Interest Rate Market Anomalies Post the Global Financial Crisis

Awarded: PhD (2014)

Principal supervisor: Professor Erik Schlögl

Where are they now? Yang is working in IBOR Transition at Westpac Banking Group in Sydney, Australia

Profile: LinkedIn

Thesis: Pricing and Hedging of Long-Dated Commodity Derivatives

Awarded: PhD (2017)

Principal supervisor: Dr Christina Nikitopoulos Sklibosios

Thesis: Liquidity and Efficiency During Unusual Market Conditions: An Analysis of Short Selling Restrictions and Expiration-Day Procedures on the London Stock Exchange

Awarded: PhD (2010)

Principal supervisor: Professor David Michayluk

Where are they now? Matthew is founder and CEO of Clifton Capital Partners and Chief Scientist at Hunter Labs in Newcastle, Australia

Thesis: Efficiency and Currency Risk in the Australian Foreign Exchange Market

Awarded: PhD (1993)

Principal supervisor: Professor Tom Valentine

Where are they now? Joanne is a Senior Economist (Temporary) at Queensland Urban Utilities and consultant economist in Brisbane, Australia

Profile: LinkedIn

Thesis: Machine Learning Techniques for Pricing, Hedging and Statistical Arbitrage in Finance

Awarded: PhD (2023)

Principal supervisor: Dr Christina Nikitopoulos Sklibosios

Thesis: Decoding the Game: A Quantitative Analysis of Market Manipulation and Machine-Human Interactions

Awarded: PhD (2024)

Principal supervisor: Associate Professor Christina Nikitopoulos Sklibosios and Professor Xue-Zhong (Tony) He

Thesis: Investor Biases in Financial Markets

Awarded: PhD (2021)

Principal supervisor: Professor Talis Putnins

Where are they now? Anirudh is an Assistant Professor of Finance at Indian Institute of Management Bangalore, Bengaluru, Karnataka, India

Profile: Google Scholar, LinkedIn

Thesis: Option Pricing Properties and Techniques Using Binomial and Multinomial Lattices

Awarded: PhD (1995)

Principal supervisor: Professor Carl Chiarella

Where are they now? Gary is now retired

Thesis: Machines in Markets: The Impacts of Technology on Stock Valuation and Trading

Awarded: PhD (2023)

Principal supervisor: Professor Talis Putnins, Dr Vinay Patel and Professor David Michayluk

Where are they now? Bao is working as a Market Surveillance Associate at 26 Degrees in Sydney, Australia

Profile: LinkedIn

Thesis: Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange

Awarded: PhD (2017)

Principal supervisor: Professor David Michayluk

Thesis: Valuation, Creation and Discretion: Value Analysis and Investment Decision Making for Real Assets

Awarded: Masters (1997)

Where are they now? Simon is currently the Chief Executive at Infrastructure New South Wales in Sydney, Australia

Profile: LinkedIn

Thesis: Commodity Derivative Pricing Under the Benchmark Approach

Awarded: PhD (2013)

Principal supervisor: Professor Eckhard Platen

Where are they now? Ke is an Associate Professor of Finance, Institute of Financial Studies, Southwestern University of Finance and Economics (SWUFE), Chengdu, Sichuan Province, China

Profile: SWUFE profile

Thesis: An Analysis of Monocentric and Hedonic Real Estate Price Determination Paradigms with Special Reference to Campbelltown, New South Wales

Awarded: Masters (1994)

Principal supervisor: Dr Patrick Wilson

Thesis: Theory and Application of Model Risk Quantification

Awarded: PhD (2019)

Principal supervisor: Professor Erik Schlögl

Thesis: Less-Expensive Pricing and Hedging of Extreme-Maturity Interest Rate Derivatives and Equity Index Options Under the Real-World Measure

Awarded: PhD (2018)

Principal supervisor: Professor Eckhard Platen

Where are they now? Kevin is an Associate Professor at Bond University, Gold Coast, Australia

Profile: Bond University

Thesis: Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia

Awarded: PhD (2013)

Principal supervisor: Professor David Michayluk

Where are they now? Leonardo is Lecturer in Finance at the University of Technology Sydney and Director of FootGolf Australia Incorporated in Sydney, Australia

Profile: LinkedIn

Thesis: Does Social Media Sentiment Trump News?

Principal supervisor: Dr Vitali Alexeev, Professor Ron Bird, Dr Danny Yeung and Dr Christina Nikitopoulos Sklibosios

Awarded: PhD (2020)

Where are they now? Bao is working for Ardea Investment Management as a quantitative research analyst. She is working with Dr Laura Ryan, one of the UTS Finance Department's adjunct professors

Profile: Google Scholar, LinkedIn, Baoqing Gan

Thesis: Modelling Macroeconomic and Financial Adjustment Processes: The System Dynamics Approach

Principal supervisor: Professor Carl Chiarella

Awarded: PhD (2002)

Thesis: Short Rate Modelling: A Data Driven Approach

Awarded: PhD (2023)

Principal supervisor: Professor Erik Schlögl

Thesis: Financial Decision-Making Using Data

Awarded: PhD (2019)

Principal supervisor: Professor David Michayluk

Profile: LinkedIn

Thesis: Dynamics of Heterogeneous Expectations and Learning in Financial Markets

Awarded: PhD (2001)

Principal supervisor: Professor Carl Chiarella

Where are they now? Tony is a Professor of Finance at the Xi'an Jiaotong-Liverpool University, Suzhou, China

Profile: Google Scholar, LinkedIn

Thesis: Factor Failures: The Limitations and Pitfalls of Factor Models in Empirical Asset Pricing

Awarded: PhD (2024)

Principal supervisor: Dr Vitali Alexeev, Dr Gerhard Hambusch and Professor David Michayluk

Profile: Linkedin

Thesis: A Model of Realised Equity Returns

Awarded: PhD (1998)

Principal supervisor: Professor Carl Chiarella

Thesis: The Battle of the Models: Modern Takes on Traditional & Machine Learning Techniques in Empirical Finance

Awarded: PhD (2023)

Principal supervisor: Dr Vitali Alexeev

Where are they now? Clint is a Quantitative Researcher at Robeco in Rotterdam, Netherlands

Profile: Linkedin

Thesis: Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios

Awarded: PhD (2009)

Principal supervisor: Professor Carl Chiarella

Where are they now? Nicole is the Manager BSRM Analytics and Modelling at the Commonwealth Bank of Australia, Sydney, Australia

Profile: Linkedin

Thesis: Strict Local Martingales in Continuous Financial Market Models

Awarded: PhD (2009)

Principal supervisor: Professor Eckhard Platen

Where are they now? Hardy is a Senior Lecturer at the Finance Discipline Group, University of Technology Sydney, Australia

Profile: Google Scholar, LinkedIn, UTS profile

Thesis: Modelling the Pricing Process of Stocks Subject to Takeover Bids

Awarded: PhD (2000)

Principal supervisor: Professor Colm Kearney

Where are they now? Elaine is an Adjunct Associate Professor with the Department of Banking and Finance at Monash University, Melbourne, Australia after retiring from a full-time position in 2018

Profile: Google Scholar, LinkedIn

Thesis: High Frequency Trading in Financial Markets: Information, Speed and Learning

Awarded: PhD (2020)

Principal supervisor: Professor Xue-Zhong (Tony) He

Where are they now? Junqing is an Assistant Professor in Finance at Sun Yat-sen Univeristy, Guangzhou, China,

Profile: Google Scholar, LinkedIn

Thesis: Measuring Misconduct in Financial Markets

Awarded: PhD (2021)

Principal supervisor: Professor Talis Putnins

Where are they now? Jonathan now a lecturer at the University of Western Australia

Profile: LinkedIn

Thesis: Essays in Electricity Market Design and Semi-Structural Price Modelling

Awarded: PhD (2024)

Principal supervisor: Associate Professor Christina Nikitopoulos Sklibosios, Professor Erik Schlogl and Dr. Julius Susanto

Profile: LinkedIn

Thesis: Trading Optimisation in Financial Systems

Awarded: PhD (2008)

Principal supervisor: Professor Tony Hall

Thesis: The Role of Liquidity in Financial Intermediation

Awarded: PhD (2018)

Principal supervisor: Professor Harald Scheule

Where are they now? Muhammad is an Associate Professor of Finance at the University of Dhaka in Bangladesh

Profile: Google Scholar, LinkedIn, University of Dhaka profile

Thesis: Expectational Dynamics in Finance and Economics

Awarded: Masters (2000)

Principal supervisor: Professor Carl Chiarella

Thesis: Essays on Modern Market Structure

Awarded: PhD (2020)

Principal supervisor: Professor Talis Putnins

Where are they now: Marta is a Lecturer at the University of Adelaide, Adelaide, Australia

Profile: Google Scholar, LinkedIn

Thesis: Characterisation of Markovian HJM Models and Applications to Derivative Pricing

Awarded: PhD (2001)

Principal supervisor: Professor Carl Chiarella

Where are they now? Oh Kang is a Senior Lecturer in finance at the University of Sydney, Australia

Profile: Google Scholar, LinkedIn

Thesis: The Microstructure of Trading Processes on the Singapore Exchange

Awarded: PhD (2013)

Principal supervisor: Professor Terry Walter

Thesis: Asset Price Dynamics with Heterogeneous Beliefs and Time Delays

Awarded: PhD (2014)

Principal supervisor: Professor Xue-Zhong (Tony) He

Where are they now? Kai is a Senior Lecturer in the Department of Applied Finance at Macquarie University, Sydney, Australia

Profile: Google Scholar, Macquarie University profile

Thesis: Essays in Market Microstructure and Investor Trading

Awarded: PhD (2015)

Principal supervisor: Professor Tony Hall

Where are they now? Danny is a Research Manager at Vinva Investment Management in Sydney, Australia

Profile: Google Scholar, LinkedIn

Thesis: Selection Effects of Lender and Borrower Choices on Risk Measurement, Management and Prudential Regulation

Awarded: PhD (2020)

Principal supervisor: Professor Harald Scheule

Where are they now? Mai is a Senior Risk Modeller at Westpac Bank in Sydney, Australia

Profile: Google Scholar, LinkedIn

Thesis: Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market

Awarded: PhD (2016)

Principal supervisor: Professor David Michayluk

Thesis: Financial Barriers, Regulations and Innovations in Mortgage Markets

Awarded: PhD (2023)

Principal supervisor: Professor Harald Scheule

Profile: Linkedin

Thesis: Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility

Awarded: PhD (2011)

Principal supervisor: Professor Carl Chiarella

Where are they now? Quantitative Modelling, E.ON Energy Trading SE, Germany

Thesis: True Spreads and Optimal Tick Size on the Australian Stock Exchange

Awarded: PhD (2003)

Principal supervisor: Professor Tony Hall

Where are they now? James is a Mathematician/Software Designer with Kellerberrin Software

Thesis: Market Microstructure Inefficiencies in Automated Exchanges

Awarded: PhD (2010)

Principal supervisor: Professor Tony Hall

Where are they now? Lou is a Data Scientist and Quant at Boronia Capital Pty Ltd, Sydney, Australia

Profile: LinkedIn

Thesis: Integrated Modelling of Credit and Equity Market Risk

Awarded: PhD (2010)

Where are they now? Troy is a Senior Quantitative Analyst at the Commonwealth Bank of Australia, Sydney, Australia

Profile: LinkedIn

Thesis: Financial Exclusion and Australian Domestic General Insurance: The Impact of Financial Services Reform

Awarded: PhD (2012)

Where are they now? Hugh passed away on the 22nd March 2021 after suffering a major stroke on the 5th November 2020. Hugh will be missed by his friends and colleagues at UTS.

Thesis: The Impact of High Variable Renewable Energy Penetration in Australia’s National Electricity Market

Awarded: PhD (2023)

Principal supervisor: Christina Nikitopoulos Sklibosios

Profile: Linkedin, Google Scholar

Thesis: A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions

Awarded: PhD (2005)

Principal supervisor: Professor Carl Chiarella

Where are they now? Christina is an Associate Professor with the Finance Discipline Group at the University of Technology Sydney, Australia

Profile: Google Scholar, UTS profile

Thesis: Innovations in Financial Markets and their Impacts on Market Quality

Awarded: PhD (2021)

Principal supervisor: Professor Talis Putnins

Thesis: Information and Noise in Stock Markets: Evidence on the Determinants and Effects Using New Empirical Measures

Awarded: PhD (2019)

Principal supervisor: Professor Talis Putnins

Where are they now? Huong is working as a lecturer at the University of Da Nang, Vietnam

Profile: Google Scholar, LinkedIn

Thesis: Exchange Rate Forecasts and Stochastic Trend Breaks

Awarded: PhD (2008)

Principal supervisor: Professor Tony Hall

Thesis: Markov Chain Monte Carlo Applications in the Estimation of Asset Pricing Models

Awarded: PhD (2003)

Thesis: The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice

Awarded: PhD (2016)

Principal supervisor: Professor Xue-Zhong (Tony) He

Where are they now? Wei-Ting is an Investment Analyst at Aware Super in Sydney, Australia

Profile: LinkedIn

Thesis: Price Discovery in US and Australian Stock and Options Markets

Awarded: PhD (2015)

Principal supervisor: Professor David Michayluk

Where are they now? Vinay is an Senior Lecturer in finance at the University of Technology Sydney, Australia

Profile: Google Scholar, UTS profile

Thesis: Bankruptcy Probability: A Theoretical and Emprical Examination

Awarded: PhD (2003)

Principal supervisor: Dr Max Stevenson

Thesis: Portfolio Credit Risk Modelling and CDO Pricing - Analytics and Implied Trees from CDO Tranches

Awarded: PhD (2010)

Principal supervisor: Professor Erik Schlögl

Where are they now? Tao is a Senior Quantitative Analyst at Alpha Vista Financial Services, Melbourne, Australia

Profile: LinkedIn

Thesis: Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs

Awarded: PhD (2010)

Principal supervisor: Professor Xue-Zhong (Tony) He

Where are they now? Lei is a Senior Lecturer at the Department of Applied Finance, Macquarie University, Sydney, Australia

Profile: Google Scholar, Macquarie University profile

Thesis: Corporate Credit Rating Announcements: Information Content of Rating Announcements Models: Evidence from the Australian Financial Markets

Awarded: Masters (2012)

Principal supervisor: Professor Ron Bird

Where are they now? Investment Associate at Leopard Capital LP

Thesis: Essays on Price Discovery and Volatility Spillovers in the Foreign Exchange Market

Awarded: PhD (2018)

Principal supervisor: Associate Professor Jianxin Wang

Where are they now? Fei is working at the Nanjing Aeronautics and Astronautics University, China

Thesis: Three Essays in Corporate Diversification

Awarded: PhD (2013)

Where are they now? Jenny is a Principal Analyst at Independent Pricing and Regulatory Tribunal, Sydney, Australia

Profile: LinkedIn

Thesis: Solving Selected Problems on American Option Pricing with the Method of Lines

Awarded: PhD (2019)

Principal supervisor: Dr Christina Nikitopoulos Sklibosios

Where are they now? Blessing is Research Scientist at CSIRO's Data61 in Sydney, Australia

Profile: Google Scholar, LinkedIn

Thesis: Stock Message Board Recommendations and Share Trading Activity

Awarded: PhD (2013)

Principal supervisor: Professor Ron Bird

Where are they now? Kiran is Gomphrena Executive Officer (GEO) and Founder at Purple Love - The Makhmali (Gomphrena) Flower Field, Sydney, Australia

Profile: LinkedIn

Thesis: Downside Risk and Volatility Dynamics in Financial Markets

Awarded: PhD (2022)

Principal supervisor: Associate Professor Jianxin Wang

Where are they now? Alice is now working as an Investment Analyst at Resonant, Sydney, Australia

Profile: Linkedin

Thesis: Volatility Structure of Interest Rate Markets Under an Arbitrage-Free Framework

Awarded: PhD (2005)

Principal supervisor: Professor Carl Chiarella

Where are they now? Thuy Duong is a Senior Lecturer, Australian School of Business, University of New South Wales, Sydney, Australia

Profile: Google Scholar, UNSW profile

Thesis: An Empirical Investigation from a Financial Planning Perspective of the Factors that Influence the Financial Risk Tolerance of Individuals

Awarded: PhD (2008)

Principal supervisor: Professor David Michayluk

Where are they now? Gerhard is an Associate Professor in the Finance Discipline Group at the University of Technology Sydney, Australia

Profile: UTS profile

Thesis: The Value of Dividends: A Theoretical and Empirical Analysis of Australian Ex-dividend Price Behaviour

Awarded: Masters (2000)

Principal supervisor: Dr Graham Partington

Thesis: Repeated Dividend Increases: A Collection of Four Essays

Awarded: PhD (2015)

Principal supervisor: Professor David Michayluk

Where are they now? Scott is a Senior Lecturer in the Finance Discipline Group at the University of Technology Sydney, Australia

Profile: UTS profile

Thesis: An Assessment of Systemic and Gridlock Risks in the Australian Payments System

Awarded: Masters (2003)

Where are they now? The People's Bank of China

Thesis: Benchmark Models and Pricing Applications in Finance

Awarded: PhD (2005)

Principal supervisor: Professor Eckhard Platen

Where are they now? Jason is currently Chief Statistician, Bureau of Meteorology, Brisbane, Australia

Profile: Google Scholar, LinkedIn

Thesis: Investigations into Aspects of the Australian National Electricity Market Central Dispatch Algorithm Design: Scheduling, Pricing and Dispatch Linear Program

Awarded: Masters (2001)

Thesis: Essays on Price Discovery and Volatility Dynamics in Emerging Market Currencies

Awarded: PhD (2019)

Principal supervisor: Associate Professor Jianxin Wang

Where are they now? Ran is a Investment Analyst at First Sentier Investors, Sydney, Australia

Profile: LinkedIn

Thesis: Dual-Class Share Structures Versus Staggered Boards

Awarded: PhD (2023)

Principal supervisor: Dr Hardy Hulley

Profile: LinkedIn

Thesis: Regression and Convex Switching System Methods for Stochastic Control Problems with Applications to Multiple-Exercise Options

Awarded: PhD (2015)

Principal supervisor: Professor Carl Chiarella

Where are they now? Nicholas is a LNG Trading Analyst at BP in Singapore

Profile: LinkedIn

Thesis: The Impact of Institutional Ownership: A Study of the Australian Equity Market

Awarded: PhD (2012)

Principal supervisor: Professor Ron Bird

Where are they now? Danny is a Lecturer in the Finance Discipline Group at the University of Technology Sydney, Australia

Profile: UTS profile

Thesis: Pricing American Options Using Fourier Analysis

Awarded: PhD (2004)

Principal supervisor: Professor Carl Chiarella

Where are they now? Andrew is Vice President, Quantitative Strategy, Commodities and Global Markets, Macquarie Group in Sydney, Australia

Profile: LinkedIn

Thesis: The Evaluation of Early Exercise Exotic Options

Awarded: PhD (2010)

Principal supervisor: Professor Carl Chiarella

Where are they now? Jonathan is an Associate Professor in the School of Risk and Actuarial Studies, Business School, University of New South Wales, Sydney, Australia

Profile: Google Scholar, LinkedIn

Thesis: Asset Pricing Under Ambiguity and Heterogeneity

Awarded: PhD (2015)

Principal supervisor: Professor Xue-Zhong (Tony) He

Thesis: Corporate Governance Effects on Risk Management and Shareholder Wealth: The Case of Mergers and Acquisitions

Awarded: PhD (2019)

Principal supervisors: Professor Dave Michayluk and Dr Marco Navone

Where are they now? Yang is a Senior Analyst at Westpac Group, Sydney, Australia

Profile: LinkedIn

Thesis: Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective

Awarded: PhD (2016)

Principal supervisor: Professor Carl Chiarella and Dr Corrado Di Guilmi

Where are they now? Tianhao is an Assistant Professor of Financial Mathematics at BNU-HKBU United International College, Zhuhai, Guangdong, China

Profile: LinkedIn