Dr Quoc Le Gia
Associate Professor
- PhD in Mathematics, (Texas A&M University, 2003)
- MS in Mathematics, (Texas A&M University, 2000)
- BSc in Mathematics and Computer Science, UNSW, Sydney,1998.
Science
School of Mathematics & Statistics
Quoc Thong Le Gia is an Associate Professor in the School of Mathematics and Statistics, UNSW, Sydney. His research interests include Numerical Analysis, Approximation Theory; Partial Differential Equations; and Stochastic Processes.
Please e-mail me if you are interested in working with me
Phone
9385 7049
E-mail
Location
School of Mathematics and Statistics
University of New South Wales
Sydney NSW 2052
The Red Centre
Room 2084
- Publications
- Media
- Grants
- Awards
- Research Activities
- Engagement
- Teaching and Supervision
- ARC Discovery Project DP220101811, "Novel mathematics and efficient computational techniques for human vision", $412K (2022-2024).
- ARC Discovery Project DP180100506, "Uncertainty on spheres and shells: mathematics and methods for applications", $387K (2018-2020).
L. F. Guseman Prize in Mathematics, Texas A\&M University, April, 2003.
Research Interests
- Approximation of functions on the unit sphere
- Numerical methods for partial differential equations on spheres and surfaces
- Numerical methods for stochastic partial differential equations
- Partial differential equations with random coefficients
- Machine learning/ Data science
External
- Associate Editor for Frontiers in Applied Mathematics and Statistics
- Secretary for ANZIAM's Computational Mathematics Group
- Co-chair of Mathematics of Computation and Optimisation, a Special Interest Group of the AustMS
My Research Supervision
- Haoxuan Wu, (co-supervisor), UNSW, May 2020.
Past Ph.D. students
- Michael Clarke, (joint-supervisor), UNSW, June 2018 - .
- Yoann Buratti, (co-supervisor), UNSW, July 2018 -- Oct 2022.
- Yoshihito Kazashi, (joint-supervisor), UNSW, Jan 2015 -- Mar 2018.
- Andrew Chernih, (co-supervisor), UNSW, Jan 2010 -- Mar 2013.
My Teaching
Undergraduate courses
MATH2301: Mathematical Computing
MATH3371/5371: Numerical linear algebra
Master students
- Yixan Cao, Numerical Methods for Cox-Ingersoll-Ross Models, UNSW, Feb-2022 -- Aug-2022.
- Yiqi Zhao, Solving Black-Scholes equations by neural networks, UNSW, Feb-2022 -- Aug-2022.
- Yuyang Li, Numerical methods for option pricing, UNSW, Feb--Aug 2020.
- Yijia Ma, Numerical methods for Asian options, UNSW, Feb--Aug 2020.
- Pengyun Zhang, Numerical methods for the multi-asset Black-Scholes equation. UNSW, Jun-Dec 2019.
- Fan Li, Pricing options with finite difference methods, UNSW, Feb--Aug 2019.
- Yujia Liu, Numerical solutions of the Black-Scholes-Merton equation, UNSW, Feb--Aug 2019.
- Xiongwen Ke, Learning with imbalanced data, UNSW, Mar-June 2018 (joint advisor).
Honours students
- Daniel Ma, UNSW, Dynamic pricing with neural networks, Feb-2023 -- Nov-2023.
- Anthony Tran, Machine Learning Techniques in Option Pricing, UNSW, Jun-2022 -- May 2023.
- Ting Li, Portfolio Optimisation with Neural Networks, UNSW, Feb-2022 -- Nov 2022.
- Brock Sherlock, Oncolytic virus treatment of human breast cancer cells: modeling therapy efficacy, UNSW, Feb-2021 -- Nov-2021 (joint advisor).
- Callum Scott, Solving partial differential equations using neural networks, UNSW, Feb-2021 -- Nov-2021.
- Michelle Qiu, Machine learning techniques for imbalanced data with an application in finance, UNSW, Feb-2021 -- Nov-2021.
- Chris Lee, Machine learning techniques applied to COVID-19 literature clustering, UNSW, Feb-2020 -- Nov-2020
- James Hortle, Alzheimer's disease detection via machine learning, UNSW, July 2016--July 2017.