PhD Graduates from the Centre

• Binghao Wu (2026)
  Thesis title: The derivation of self-intersection local time of various stochastic processes
• Yiran Zhao (2024)
  Thesis title: Tensor-Train Methods for Sequential State and Parameter Learning in State-Space Models
• Yuqin Ke (2023)
  Thesis title: Two-step Approximate Bayesian Computation for inferring network models using copula
• Ziwen Zhong (2023)
  Thesis title: Convergence to Nash Equilibria
• Daniel Coelho (2023)
  Thesis title: High-frequency trading in Australia
• Ben Amiet (2023)
  Thesis title: Response Dynamics, Nash Equilibria and Random Games
• Shiyi Wang (2022)
  Thesis title: Volatility modelling and calibration by optimal transport
• Qi Hui Chen (2022)
  Thesis title: Implementation of Multi-curve Heath-Jarrow-Morton (HJM) model with time-deterministic volatility
• Oscar Rodríguez Trujillo (2002)
  Thesis title: Mathematical methods for scRNA-seq data analysis
• Siyuan Wu (2022)
  Thesis title: Mathematical modelling and inference of genetic regulation for cell fate determination in hematopoiesis
• Abrahim Nasrawi (2022)
  Thesis title: Self-avoiding walk models on mean-field graphs
• Seyed Soheil Hosseini (2021)
  Thesis title: Stock-correlation networks: extraction and optimisation
• Maher Boudabra (2021)
  Thesis title: On some problems related to exit times of planar Brownian motion
• Wei Ning (2021)
  Thesis title: Applications of stochastic control theory for portfolio optimization
• Boyao  Wu (2021)
  Thesis title: Statistical and econometric models for financial networks
• Samithree Rajapaksha (2020)
  Thesis title: On the simulation of arterial road networks
• Jeremy Baker (2020)
  Thesis title: The fluid limit approximation with random initial conditions for small noise processes
• Eduard Biche (2020)
  Thesis title: Local Brownian motions
• Christian Davey (2020)
  Thesis title: Bayesian adaptive independence sampling with latent variables
• Kaustav Das (2019)
  Thesis title: Closed-form approximations for option prices in stochastic volatility models via the mixing solution
• Yiru Wang (2019)
  Thesis title: Tidy tools for supporting fluent workflow in temporal data analysis
• Priyanga Dilini Talagala (2019)
  Thesis title: Anomaly detection in streaming time series data
• Thiyanga Shamini Talagala (2019)
  Thesis title: Computationally efficient forecasting methods for large-scale real-time applications
• Xiaomeng Yao (2019)
  Thesis title: High-dimensional statistical learning for nonlinear time series
• Kanchana Nadarajah (2019)
  Thesis title: Advances in the estimation of fractionally integrated models
• Hong Wang (2019)
  Thesis title: Essays on financial modeling and forecasting
• Ban Kheng Tan (2018)
  Thesis title: Factor copula models and their applications
• Jens Christian Grimm (2018)
  Thesis title: Finite-size effects in high dimensional physical systems
• Meng Shi (2018)
  Thesis title: Random walks with interacting coordinates
• Yunxuan Liu (2018)
  Thesis title: On the asymptotic analysis of random walk with dependent increments
• Rongju Zhang (2018)
  Thesis title: Probabilistic numerical methods and target-based investment strategies for dynamic portfolio optimization
• Zhichao Liu (2018)
  Thesis title: Robust Bayesian analysis
• Mohd Almie Alias (2018)
  Thesis title: Mathematical modelling of the geometric control of bone tissue growth
• Mark Bentley (2017)
  Thesis title: Credit valuation adjustments of credit default swaps by Lévy structural methods
• Salem Alyami (2017)
  Thesis title: Markov chain Monte Carlo methods for Bayesian network inference, with applications in systems biology
• A.K.M. Azad (2017)
  Thesis title: Computational modelling and characterisation of cell signalling cross-talks in acquired drug resistance
• Shuhao Sun (2017)
  Thesis title: Mathematical modelling for cancer progression and metastasis
• Rotem Aharon (2016)
  Thesis title: A stochastic differential model for cell migration and mutual cell-cell interactions
• Manjula Dilhani Algama (2016)
  Thesis title: Bayesian methods for identifying non-protein coding genomic regions contributing to diseases
• Jian David Louey Yen (2016)
  Thesis title: Energy in ecology: merging theory and data
• Zongzheng (Eric) Zhou (2016)
  Thesis title: Phase transitions of some discrete models in statistical mechanics
• Daniel McInnes (2015)
  Thesis title: Optimization of controlled Markov chains with application to dam management
• Qianqian Wu (2015)
  Thesis title: Mathematical modelling and parameter inference of genetic regulatory networks
• Jie Yen Fan (2014)
  Thesis title: Mimicking self-similar Markov martingales and extensions
• Ying Oon Tan (2013)
  Thesis title: Option pricing with a natural equivalent martingale measure for log-symmetric levy price processes
• Yu (Oscar) Tian (2013)
  Thesis title: The hybrid stochastic-local volatility model with applications in pricing FX options
• Olivia Mah (2012)
  Thesis title: Volatility in the Black-Scholes and other formulas
• Ashley Lim (2009)
  Thesis title: Some applications of semimartingale theory to limit theorems
• Binh Huu Do (2007)
  Thesis title: State space models: empirical methods and applications in finance
• Daniel Tokarev (2007)
  Thesis title: Galton-Watson processes and extinction in population systems
• Truc Le (2005)
  Thesis title: Stochastic volatility models