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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
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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
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Thesis: Frauds in Finance: Prevalence, Determinants, and Consequences
Awarded: PhD (2024)
Principal supervisor: Professor Talis Putnins
Where are they now? Inji is a Market Intelligence Data Analyst at ASIC: Australian Securities and Investments Commission.
Profile: LinkedIn
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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
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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
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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
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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
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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
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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
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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
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Thesis: RAROC-Based Contingent Claim Valuation
Awarded: PhD (2015)
Principal supervisor: Professor Erik Schlögl
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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
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Thesis: Pricing and Hedging of Long-Dated Commodity Derivatives
Awarded: PhD (2017)
Principal supervisor: Dr Christina Nikitopoulos Sklibosios
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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
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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
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Thesis: Machine Learning Techniques for Pricing, Hedging and Statistical Arbitrage in Finance
Awarded: PhD (2023)
Principal supervisor: Dr Christina Nikitopoulos Sklibosios
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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
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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
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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
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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
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Thesis: Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange
Awarded: PhD (2017)
Principal supervisor: Professor David Michayluk
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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
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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
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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
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Thesis: Theory and Application of Model Risk Quantification
Awarded: PhD (2019)
Principal supervisor: Professor Erik Schlögl
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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
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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
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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 ManagementDr Laura Ryan, one of the UTS Finance Department's adjunct professors
Profile: Google Scholar, LinkedIn, Baoqing Gan
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Thesis: Modelling Macroeconomic and Financial Adjustment Processes: The System Dynamics Approach
Principal supervisor: Professor Carl Chiarella
Awarded: PhD (2002)
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Thesis: Short Rate Modelling: A Data Driven Approach
Awarded: PhD (2023)
Principal supervisor: Professor Erik Schlögl
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Thesis: Financial Decision-Making Using Data
Awarded: PhD (2019)
Principal supervisor: Professor David Michayluk
Profile: LinkedIn
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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
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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
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Thesis: A Model of Realised Equity Returns
Awarded: PhD (1998)
Principal supervisor: Professor Carl Chiarella
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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
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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
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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
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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
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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
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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
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Thesis: Trading Optimisation in Financial Systems
Awarded: PhD (2008)
Principal supervisor: Professor Tony Hall
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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
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Thesis: Expectational Dynamics in Finance and Economics
Awarded: Masters (2000)
Principal supervisor: Professor Carl Chiarella
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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
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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
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Thesis: The Microstructure of Trading Processes on the Singapore Exchange
Awarded: PhD (2013)
Principal supervisor: Professor Terry Walter
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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
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Thesis: Essays in Market Microstructure and Investor Trading
Awarded: PhD (2015)
Principal supervisor: Professor Tony Hall
Where are they now?
Profile: Google Scholar, LinkedIn
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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
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Thesis: Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market
Awarded: PhD (2016)
Principal supervisor: Professor David Michayluk
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Thesis: Financial Barriers, Regulations and Innovations in Mortgage Markets
Awarded: PhD (2023)
Principal supervisor: Professor Harald Scheule
Profile: Linkedin
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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
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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
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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
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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
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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.
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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
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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
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Thesis: Innovations in Financial Markets and their Impacts on Market Quality
Awarded: PhD (2021)
Principal supervisor: Professor Talis Putnins
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Thesis: Corporate Restructuring and Environmental, Social, and Governance Improvement
Awarded: PhD (2024)
Principal supervisor: Associate Professor Gerhard Van de Venter, Professor David Michayluk and Dr Scott Walker
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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
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Thesis: Exchange Rate Forecasts and Stochastic Trend Breaks
Awarded: PhD (2008)
Principal supervisor: Professor Tony Hall
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Thesis: Markov Chain Monte Carlo Applications in the Estimation of Asset Pricing Models
Awarded: PhD (2003)
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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
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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
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Thesis: Bankruptcy Probability: A Theoretical and Emprical Examination
Awarded: PhD (2003)
Principal supervisor: Dr Max Stevenson
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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
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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
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Awarded: Masters (2012)
Principal supervisor: Professor Ron Bird
Where are they now? Investment Associate at Leopard Capital LP
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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
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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
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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?
Profile: Google Scholar, LinkedIn
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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
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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
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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
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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
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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
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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
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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
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Thesis: Investigations into Aspects of the Australian National Electricity Market Central Dispatch Algorithm Design: Scheduling, Pricing and Dispatch Linear Program
Awarded: Masters (2001)
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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
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Thesis: Dual-Class Share Structures Versus Staggered Boards
Awarded: PhD (2023)
Principal supervisor: Dr Hardy Hulley
Profile: LinkedIn
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Awarded: PhD (2015)
Principal supervisor: Professor Carl Chiarella
Where are they now? Nicholas is a LNG Trading Analyst at BP in Singapore
Profile: LinkedIn
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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
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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
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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
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Thesis: Asset Pricing Under Ambiguity and Heterogeneity
Awarded: PhD (2015)
Principal supervisor: Professor Xue-Zhong (Tony) He
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Thesis: Information and Sentiment in Financial Markets
Awarded: PhD (2024)
Principal supervisor: Associate Professor Jianxin Wang, Minxian Yang, Wei Liu, Professor Kathy Walsh, and Dr Vinay Patel
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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
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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