Science Mathematics and Statistics

Past students: Pre-2014

    • Adam Gray (2014), with Chris Tisdell, "Some topics in fractional differential equations".
    • Peter Nguyen (2014), with Adelle Coster, "Modelling neural populations through evolving probability distributions: a mean field approach".
    • Jeremy Nugent (2014), with Gary Froyland and Cecilia Gonzalez-Tokman, "Markov chain models for metastable dynamical systems".
    • Chanduni Wijesinghe (2014), with Adelle Coster, "Cardiac Limit Cycles: Sensitivity and Control of Cell Characteristics".
    • Kent Yang (2014), with Guoyin Li, "Global optimization with polynomials: Theory, algorithms, applications".
    • Erika Degens (2013), with Thanh Tran, "Spherical splines".
    • Alec Gilbert (2013), with Gary Froyland, "Continuous-time dynamical systems: the infinitesimal generator approach and applications".
    • Timothy Siu (2013), with John Roberts, "(Piecewise) linear dynamics restricted to lattices".
    • Elias Istanbouli (2012) with John Roberts, "Discrete dynamical systems with non-constant parameters".
    • Ellese Cotterill (2011, University Medal) with Adelle Coster, "Molecular diffusion on membrane manifolds".
    • Isaac Donnelly (2011) with Bruce Henry, "Selfish routing and the price of anarchy on complex systems".
    • Ian Ting (2011) with Mark Holzer, "Transport in atmosphere and ocean".
    • Wei Wu (2011) with Rob Womersley, "Hedging an option portfolio using conditional value at risk".
    • Daniel Cramsie (2010) with Bruce Henry, "Random Walks on Fractal Lattices".
    • Andrew Duong (2010) with Vaithilingam Jeyakumar, "Portfolio optimization under uncertainty: A robust approach".
    • Hugh Macfarlane (2010) with Rob Womersley, "Covariance matrices for portfolio optimisation utilising random matrix theory for eigenvalue filtering". 
    • Suzanna Rona (2009) with Bruce Henry, "Turing pattern formation with chemotaxis".
    • Sittisede Polwiang (2008) with Adelle Coster, "Synchronization of cardiac sinoatrial node cells: coupled biological oscillators".
    • Michelle Dunbar (2007) with Vaithilingam Jeyakumar, "Optimisation approaches to simultaneous classification and feature selection".
    • Amy Kwon (2007) with Bruce Henry, "Mathematical modelling of Amyloid beta plaque deposits in Alzheimer's Disease".
    • Ognjen Stancevic (2007) with Gary Froyland, "Transfer operator methods in continuous time dynamical systems".
    • Douglas Chew (2006) with Bruce Henry, "Multifractal Analysis of Biomedical Datasets".
    • Gina Choutis (2006) with Gary Froyland, "Stochastic Price Modelling for Mine Optimisation".
    • Ambros Gleixner (2006) with Gary Froyland, "Integer programming formulations, various solution techniques, and application to the open pit mine production scheduling problem".
    • Tomasia Kulik (2006) with Peter Blennerhassett, "General non-linear mathematical theory of fluid flow through a porous medium".
    • Scott Rowe (2006) with Jason Middleton, "The Canberra easterly and deeply penetrating sea-breezes".
    • Tony Siu (2006) with Rob Womersley, "Application of Quasi Monte-Carlo Methods to Financial Price and Hedging".
    • Lit-Hau Tan (2006) with Chris Tisdell, "Investigations Into Dynamic Equations on Time Scales".
    • Danny Wong (2006) with Rob Womersley and John Evans (Actuarial Studies), "Quantifying Operational Risk in the Aust. Banking Environment".
    • John Ormerod (2003) with Vaithilingam Jeyakumar, investigated semidefinite programming approaches to data mining problems.
    • Adam Mammoliti (2014), with Thomas Britz, "The Erdős-Ko-Rado Theorem, generalisations and beyond".
    • Roberto Riedig (2014), with Norman Wildberger, "Simple Lie algebras, Dynkin diagrams, and fun games on graphs".
    • Matthew Kwan (2014, University Medal) with Catherine Greenhill, "Stein's method".
    • Peter Ayre (2013) with Fedor Sukochev, "Double operator integrals and operator Lipschitz estimates".
    • Nicholas Bouzanis (2013) with Denis Potapov, "Double operator integrals and operator monotone functions".
    • Jason Ng (2013) with Peter Brown, "Reciprocity".
    • Steve Siu (2013) with Daniel Chan, "K-theory and the Adams operators".
    • Georgia Tsambos (2013) with Gary Froyland, "Asymptotic properties of piecewise expanding transformations".
    • Kirsten Vo-Phuoc (2013) with Michael Cowling, "Gauge theories and their mathematical formulations".
    • Elizabeth Alford (2012) with Thomas Britz, "Extending shortest-path algorithms".
    • Joel Beeren (2012, University Medal) with David Harvey, "Elliptic curves and factorisation".
    • Matthew Brassil (2012) with Daniel Chan, "Geometric invariant theory".
    • Dean Garden (2012) with David Harvey, "Rationality of the zeta function of a hypersurface over a finite field".
    • Richard Tierney (2012) with Michael Cowling, "Rigidity of coset-preserving maps on nilpotent Lie groups".
    • Anthony Christie (2011) with Daniel Chan, "Classification of simple plane curve singularities and their Auslander-Reiten quivers".
    • Randell Heyman (2011) with Michael Cowling, "Modular forms and the sum of four squares".
    • Corey Lewis (2011) with Catherine Greenhill, "Models of the web graph".
    • Anthony Morris (2011, University Medal) with Tony Dooley, "The ergodic approach to Szemeredi's theorem and beyond".
    • Jessica Egan (2010) with Ian Doust, "Semigroups of composition operators".
    • Nicholas Fewster-Young (2010) with Chris Tisdell, "Topological theory and its applications".
    • Guy Flint (2010) with Fedor Sukochev, "Extensions of the Dixmier approximation theorem to algebras of unbounded operators".
    • Daniel Gow (2010) with Teresa Bates, "C*-algebras associated to directed graphs and labelled graphs".
    • Stephen Sanchez (2010) with Ian Doust, "Central sections of high-dimensional bodies".
    • Simon Sillitoe (2010) with Norman Wildberger, "Hypergroups and graphs associated to finite hyperbolic planes".
    • Daniel Smyth (2010) with Daniel Chan, "Finitely generated powerful pro-p groups".
    • Chin Pin Wong (2010, University Medal) with Fedor Sukochev, "Comparing Sums of Random Variables - the Operator K Approach".
    • Oliver Nunn (2009) with Tony Dooley, "Entropy balance methods for heat equations with a stochastic heat supply".
    • Stephen Ozvatic (2009) with Daniel Chan, "Factorisation theory in a non-commutative algebra".
    • Etienne Chan (2008) with Marek Rutkowski, "Predictable representation properties".
    • Michael Leeming (2008) with Astrid an Huef, "Upper multiplicities in C*(p4gm).
    • Libo Li (2008) with Marek Rutkowski, "Girsanov-type theorems and their applications".
    • Charles Qin (2008, University Medal) with Ben Goldys and Bernard Wong, "Probabilistic approach to gradient estimate for backward Kolmogorov equations".
    • Louise Wilkinson (2008) with Tony Dooley, "Ergodic theory of Bratteli-Vershik systems".
    • Boris Lerner (2007) with Daniel Chan, "The Brauer-Manin obstruction to the Hasse principle".
    • Koushik Panda (2007, University Medal) with Daniel Chan, "Twisted Rings of Differential Operators on the Projective Line and the Beilinson-Bernstein Theorem".
    • Beren Sanders (2007, University Medal) with Ian Doust, "The Busemann-Petty Problem in Convex Geometry".
    • Mandy Seet (2007) with James Franklin and Peter Brown, "Elliptic Curve Cryptography: Improving the Pollard-Rho Algorithm".
    • Cris Koch (2006) with Catherine Greenhill, "Term rewriting approaches to polycyclic group collection".
    • Maike Massierer (2006) with James Franklin and Richard Buckland, "Provably secure cryptographic hash functions'".
    • Hoi-man Kiang (2005) with Jie Du, "Kazhdan-Lusztig left cells in the symmetric group".
    • Ka-shu Wong (2004) with Catherine Greenhill, "The complexity of counting".
    • Erika Davies (2003) studied non-standard analysis with David Tacon.
    • Ronny Lan (2003) did his thesis in operator theory with Ian Doust.
    • Rupert McCallum's thesis (2003) "Free groups in SL(n,Q)" was written under the supervision of Michael Cowling.
    • Antony Orton (2003) worked with Daniel Chan on a project called "Algebraic geometry and the generalization of Bezout's theorem".
    • Petrina So (2003) completed an Honours year at UNSW after finishing a mathematics degree in Auckland. Petrina's thesis was on the safety of RSA cryptography, written under the supervision of Dennis Trenerry.
    • Kevin Sun (2003) received a University Medal for his thesis which linked combinatorics and group representation theory. His thesis was supervised by Tony Dooley.
    • Aram Asatryan (2014), with Spiro Penev, "Cures for curing - A study of loss given default".
    • Alexander Kwok (2014), with Peter Straka, "Performance evaluation and dynamic method for probability of default modelling".
    • Albert Lam (2014), with Zdravko Botev, "Multilevel Monte Carlo applications to options pricing".
    • Tony Vo (2014), with Feng Chen and Peter Straka, "A geomdemographic study of customer default and churn rates on residential mortgages using census data".
    • Trevor Rose (2014) with Spiridon Penev, "Support vector machine and maximum likelihood approaches to F-measure optimisation".
    • Aaron Blackwell (2013) with William Dunsmuir, "Multiple independent time series with random effects".
    • Victor Chan (2013) with Ben Goldys and Donna Salopek, "Indifference pricing of derivatives using power utility".
    • Alvin Huang (2013) with Zdravko Botev, "Rare-event probability estimation via empirical likelihood maximization".
    • Pengxi Chen (2012) with William Dunsmuir and Feng Chen, "PIT residual diagnostics for count time series models".
    • But-Elle Hatooka (2012) with Spiridon Penev, "Higher order coherent risk measures and their role in risk-averse optimization".
    • Francis Hui (2011) with Gery Geenens, "A discourse on conditional independence in two-way contingency tables".
    • Iao Fong Leong (2011) with Yanan Fan, "Optimal selection of summary statistics for approximate Bayesian computation".
    • Eric Lu (2011) with Feng Chen, "Conditional intensity models for the occurrence of earthquakes".
    • Aaron Byrnes (2010) with Gareth Peters, "Estimation and modelling of heavy-tailed operational risk exposures with insurance mitigation".
    • Joseph Chammas (2010) with William Dunsmuir, "Approximate MLE methods for the discrete time stochastic volatility model".
    • Chris McKendry (2010) with William Dunsmuir, "GLARMA likelihood estimation for multiple time series including random effects".
    • Gary Ngo (2010) with Feng Chen, "Filtering applications in stochastic finance: approximate particle filters using Markov Chain Monte Carlo methods".
    • Gordana Popovic (2010) with Scott Sisson, "The application of the posterior coverage property to the selection of the scale parameter in approximate Bayesian computation".
    • Avraham Ruderman (2010) with Scott Sisson, "A two sample test based on a k-nearest-neighbour estimate of the Kullback-Leibler divergence with an application to summary statistic selection".
    • Alison Vo-Phuoc (2010) with Feng Chen, "Modelling ASX transaction data using conditional intensity models".
    • Damien Wee (2010) with Marek Rutkowski, "Valuation of defaultable game options in discrete markets".
    • Chen Yang (2010) with Gareth Peters, "On exploring dependence structures for operational risk models".
    • Joey Lau (2009) with Yanan Fan, "Finessing trans-dimensional proposals in reversible jump MCMC".
    • Leah Shepherd (2008) with David Warton, "Spatial point processes for species distribution modelling".
    • Anthony Armstrong (2007) with Marek Rutkowski, "Valuation Of Credit Default Index Swaptions".
    • Raymond Gutierrez (2007) with Donna Salopek, "Conditions of arbitrage on a range of call options".
    • Xin Lei (2007) was awarded the University Medal. He worked with Spiridon Penev on estimation and testing for Archimedean copulas.
    • Cuong Viet Tran (2007) with Ben Goldys, "Measuring Leverage Effect in Financial Markets".
    • Honglin Jiang (2006) with Scott Sisson, "The ABC of Tuberculosis Transmission".
    • Daniel Lin (2006) with Scott Sisson, "Estimating the spread of tuberculosis through simulation-based indirect inference".
    • Imanuel Costigan (2005) did his thesis with Marek Rutkowski on The Valuation of Convertible Bonds with Credit Risk.
    • Arianna Cowling (2005) worked with Inge Koch on Feature Significance for Flow Cytometry Data. She now works at the Reserve Bank.
    • Smith Huang (2005) worked with Inge Koch on Dimension Reduction and Multidimensional Scaling. He worked for Allianz and is currently at Partners in Performance.
    • Danny Lo (2005) did his thesis with William Dunsmuir on Unknown Change-Point Detection in the Volatility of Financial Time Series. He was awarded the University Medal.
    • Brad Morris (2005) worked with William Dunsmuir on Application and Comparison of Models for High Frequency Price Data.
    • Nancy Guo (2004) worked with Ben Goldys on 'Statistical Analysis of Implied Volatility Surface: an Australian Perspective'.
    • Michael Roper (2004) wrote on 'Perturbation Analysis of the CEV-CIR Stochastic Volatility Model', supervised by Ben Goldys.
    • Tina Chen (2003) worked with Sally Galbraith on 'Inquisition of Missing Covariates Impact on Survival Analysis: PML Case Study'
    • Sanja Lucjic (2003) worked with Peter Cooke on 'Analysis of Sales Data for Woolworths - Regression and Time Series Modelling Approaches'.
    • Nathan Pearce (2003) wrote his thesis 'Exploring Local Dependence in Data' under the supervision of Inge Koch.