Students and Research Fellows
Lidan Liao
Visiting Scholar
Supervisor: Dr. Wei Xu
Research Interests: Operation research and optimization methods
Shengzhong Chen
Postdoctoral Fellow
Supervisor: Dr. Foivos Xanthos
Mohammad Hassan Khatam
Postdoctoral Fellow
Supervisor: Dr. Alexey Rubtsov
Research Interests: Machine Learning, Systemic Risk, Portfolio Construction
Salim Rezvani
Postdoctoral Fellow
Supervisor: Dr. Wei Xu
Research Interests: Machine Learning, Anomaly Detection, Applied Mathematics, Fuzzy Logic
Alexander Khrulev
Research Assistant
Supervisor: Dr. Alexey Rubtsov
Research Interests: Finance, Machine Learning, Computer Science
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
PhD candidate (Mathematical Modelling and Methods)
Supervisors: Dr. Wei Xu, Dr. Alexey Rubtsov
Research Interests: Climate change and portfolio optimization
Ray Westcott
PhD candidate (Mathematical Modelling and Methods)
Supervisor: Dr. Alexey Rubtsov
Research interests: Stochastic control/Portfolio construction
Alejandro Hernandez
MSc student (Applied Mathematics)
Supervisor: Dr. Alexey Rubtsov
Research Interests: Machine Learning
Kanapathyshan Krishna Sundaram
MSc student (Applied Mathematics)
Supervisor: Dr. Alexey Rubtsov
Research Interest: Machine Learning
Han Vo
MSc student (Applied Mathematics)
Supervisor: Dr. Alexey Rubtsov
Research Interest: Cryptocurrencies
Matthew Antoniuk
BSc student (Financial Mathematics)
Supervisor: Dr. Wei Xu
Research Interest: Hedging strategies for structural products
Armen Bzdikian
BSc student (Financial Mathematics)
Supervisor: Dr. Wei Xu
Research Interest: Hedging strategies for structural products
Omer Ghazali
BComm student (Economics & Management Science)
Supervisor: Dr. Alexey Rubtsov
Research Interest: Derivative Pricing
Winnee Zhan
BSc student (Financial Mathematics)
Supervisor: Dr. Alexey Rubtsov
Research Interest: Portfolio Optimization
Alumni
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.”
“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.”