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Students and Research Fellows

Lidan Liao

Lidan Liao

Visiting Scholar

Supervisor: Dr. Wei Xu

Research Interests: Operation research and optimization methods

 

Shengzhong Chen

Shengzhong Chen

Postdoctoral Fellow

Supervisor: Dr. Foivos Xanthos

 Mohammad Hassan Khatami

Mohammad Hassan Khatam

Postdoctoral Fellow

Supervisor: Dr. Alexey Rubtsov

Research Interests: Machine Learning, Systemic Risk, Portfolio Construction

Salim Rezvani

Salim Rezvani

Postdoctoral Fellow

Supervisor: Dr. Wei Xu

Research Interests: Machine Learning, Anomaly Detection, Applied Mathematics, Fuzzy Logic

Alexander Khrulev

Alexander Khrulev

Research Assistant

Supervisor: Dr. Alexey Rubtsov

Research Interests: Finance, Machine Learning, Computer Science 

Ash Dehghan Kooshkghazi

Ash Dehghan Kooshkghazi

PhD candidate (Mathematical Modelling and Methods)

Supervisors: Dr. Wei Xu, Dr. Pawel Pralat

Research Interests: Big network and machine learning in finance

Luka Milic

Luka Milic

PhD candidate (Mathematical Modelling and Methods)

Supervisors: Dr. Wei Xu, Dr. Alexey Rubtsov

Research Interests: Climate change and portfolio optimization

Ray Westcott

Ray Westcott

PhD candidate (Mathematical Modelling and Methods)
Supervisor: Dr. Alexey Rubtsov
Research interests:  Stochastic control/Portfolio construction

Alejandro Hernandez

Alejandro Hernandez

MSc student (Applied Mathematics)

Supervisor: Dr. Alexey Rubtsov

Research Interests: Machine Learning

Kanapathyshan Krishna Sundaram

Kanapathyshan Krishna Sundaram

MSc student (Applied Mathematics)

Supervisor: Dr. Alexey Rubtsov

Research Interest: Machine Learning    

Han Vo

Han Vo

MSc student (Applied Mathematics)

Supervisor: Dr. Alexey Rubtsov

Research Interest: Cryptocurrencies

Matthew Antoniuk

Matthew Antoniuk

BSc student (Financial Mathematics)

Supervisor: Dr. Wei Xu

Research Interest: Hedging strategies for structural products

Armen Bzdikian

Armen Bzdikian

BSc student (Financial Mathematics)

Supervisor: Dr. Wei Xu

Research Interest: Hedging strategies for structural products

Omer Ghazali

Omer Ghazali

BComm student (Economics & Management Science)

Supervisor: Dr. Alexey Rubtsov

Research Interest: Derivative Pricing

Winnee Zhan

Winnee Zhan

BSc student (Financial Mathematics)

Supervisor: Dr. Alexey Rubtsov

Research Interest: Portfolio Optimization

Alumni

Financial Math Group students at convocation

Our professors have a history of supervisory success. Many of our alumni land exciting internships and careers in banks, investment firms, insurance companies, governmental organizations and other financial institutions — including TD, CIBC Mellon, RBC, Questrade, WSIB and many more.

“The [mathematics] program deepened my love for the subject and challenged me out of my comfort zone.”

Phoebe Wu, Oracle Business Analyst, Ontario Ministry of Government and Consumer Services, BSc ‘14

“The most enjoyable aspect was the good relationship I had with my supervisors. I benefited from weekly discussions and they provided many critical and useful suggestions when I encountered difficulties during my research.”

Xianzhang Wen, Senior Analyst, TD Canada Trust, MSc ‘11