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Gordon Qi Ye Li (2024), with David Warton, "Using machine learning models for imputation of missing data: a simulation study"

William Dang (2024), with Jake Oliver, "Investigating young driver speeding behaviour in school zones using naturalistic driving study data"

Christopher Riley (2024), with Feng Chen, "Applications of Neural Networks to Optimal Stopping Decisions in Financial Contexts"

Hu Hua (2024), with Sarat Moka and Zdravko Botev, "Developing a Python package for COMBSS: best subset selection via continuous optimisation"

David Rance (2024), with Libo Li, "Neural Networks With Bayesian Hyperparameter Tuning: Applications to A Range of Option Pricing Problems"

Rahul Ahluwalia (2023), with Rohitash Chandra, “Data augmentation for extreme value forecasting using deep learning”

Anastasios Diakos (2023), with Boris Beranger, “Comparative study of inferential methods for spatial extremes". 

 Albert Demskoy (2023), with Rohitash Chandra, Joshua Simmons and Nandini Ramesh, “Tropical Cyclones and Sea Surface Temperatures”.

John Economides (2023), with Scott Sisson, “Theory and Modelling for Discrete Extremes”. 

Christopher Gordon (2023), with Pavel Krivitsky and Dan Gladish, “Gaussian Process Based Optimisation of STERGM EGMME”. 

Willliam Hou (2023), with Libo Li and Ke Sun, “Exploration of Bermudan Option Pricing with Neural Networks”.

Roger Huang (2023), with Yanan Fan and Pierre Lafaye de Micheaux, “Approximate Bayesian Computation with Hamiltonian Monte Carlo”.

Steven Lim (2023), with Yanan Fan and Pierre Lafaye de Micheaux, “A Wasserstein distance-based goodness-of-fit test for a Bivariate Uniform Distribution”.

Zetian (Jacky) Lyu (2023), with Scott Sisson, “Dimension reduction in approximate Bayesian computation using sliced inverse regression”.

James Gabor (2022), with Clara Grazian, "Bayesian simulation methods for estimating long memory in ARFIMA models".

Shanshui Gu (2022), with Clara Grazian, "RNA splicing with Bayesian network and clustering analysis".

Jason Lambe (2022, University Medal), with Feng Chen, "Asymptotic properties of the maximum likelihood esitmator for the renewal Hawkes process".

Simon Roberts (2022), with Gery Geenens, "Count time series and the discrete copula probability mass function".

Haoyang Wang (2022), with Boris Beranger, "Functional peaks-over-threshold analysis of temperatures in Northwest NSW".

Bian Wenxin (2022), with David Warton.

Matthew Bellamy (2021, University Medal) (Quantitative Risk), with Libo Li, "Laglad BSDES for Credit risk modelling and their numerical implementation".

Robert Cantwell (2021, University Medal), with Gery Geenens and Pierre Lafaye de Micheaux, "Towards a self-contained theory for stochastics in the complex plane”.

Rui Tong (2021), with Zdravko Botev, "Ridge Regression Parameter Estimation: New Theoretical Results and Formulas".

Peiju Li (2020), with Scott Sisson and Xuhui Fan, "Continuous Time Relational Networks Involving Hawkes Processes". 

Vincent Minutolo (2020), with Feng Chen and Jakub Stoklosa, "Open Population Size Estimation Using Capture-Recapture Methods".

Hanwen Xuan (2020), with Feng Chen, "Dynamic Modelling of Price Movements and Trade Durations at Transaction Level". 

Carl Yang (2020), with Zdravko Botev, "The KLIMAX Method for Model Selection".

ChenXuan Yang (2020), with Gery Geenens, "Copulas for Binary Responses Given Explanatory Variables". 

Louis Ye (2020), with Clara Grazian, "Temporal Extensions on Spatial Modelling with Dirichlet Processes". 

Timothy Yu (2020), with Leung Chan, "Stochastic Volatility Option Finance". 

Andy Bao (2019), with Zdravko Botev, “Model Selection for Linear Models featuring the KLIMAX Method”.

Marcus Berkley (2019), with Zdravko Botev, “Updating of Matrix Inverses with Applications in Statistical Learning”.

Mathew Chen (2019), with Yanan Fan, “Variational Bayesian Approximations in Emission Tomography”.

Max Fisher (2019), with Scott Sisson and Boris Beranger, “On using parametric distributions as symbolic data”.

Brendan Fulton (2019), with Libo Li, “Backward Stochastic Differential Equations Go Deep to Price Contingent Claims”.

Arthur Huang (2019), with David Warton, “Estimating the extinction time of a species from the fossil record”.

Anant Mathur (2019), with Zdravko Botev, “Likelihood Optimisation for Gaussian Processes”.

Ian Powell (2019), with Jake Olivier, “Making do: methods for population attributable fractions with insufficient information”.

Ho Ching Allan Sze (2019), with Feng Chen, “Self-exciting point process modelling of contagion in firm defaults”.

Ni Tao (2019), with Zdravko Botev, “Applications of EM Algorithm”.

James Tian (2019), with Pierre Lafaye de Micheaux, “Complex Numbered Linear Regression”.

Ronald Tran (2019), with Feng Chen, “Point Process Models for Event Sequence Data Analysis”.

Lewis Wright (2019), with Scott Sisson and Boris Beranger, “Using means to approximate extreme value distributions”.

Raymond Ye (2019), with Libo Li, “Calibration methods for jump diffusion models and extension to the alpha CIR model”.

Ivan Muyun Zou (2019), with Pierre Lafaye de Micheaux and Gery Geneens, “Synthetic Dependence Tests based on Deep Learning”.

Shilong Zhu (2019), with Gery Geenens and Spiro Penev, “Orthogonal Series Estimate for the Square Root Copula Density”.

Barkev Attarian (2018), with Scott Sisson, “Applications of Quantum Computers in Statistic”.

Steven Chung (2018), with Peter Straka “Random Survival Forests: An application to a large loan data set”.

Alexander Lam (2018), with Scott Sisson and Edwin Bonilla, “Density Ratio Estimation in Variational Bayesian Machine Learning”.

Deborah Le (2018), with Peter Straka, “A regularised approach to identify significant variables and interactions in personal loan data”.

Zachary Zhaokun Li (2018), with Peter Straka, “Geometric stable (GS) laws are widely applied in modelling financial returns and inter-arrival time between extreme events”.

Guanting Liu (2018), with Libo Li, “Honest Times and Their Applications in Finance”.

Melinda Mortimer (2018), with Pierre Lafaye de Micheaux and Wei Wen, “Deep learning methods for lacune detection in MRI”.

Vishaal Nathan (2018), with Spiridon Penev, “M Locality Preserving Projections for Dimensionality Reduction”.

Sam Wu (2018), Libo Li, “Generalising the Meyer-Tanaka Formula and Skorokhod Reflection Lemma to ladlag Optional Semimartingales”.

Ellaine Bouzanis (2017), with Jake Olivier, “Meta-analysis”.Yudhistira Bunjamin (2017), with Diana Combe, “Combinatorics of designs”.

Ariana Cabrera (2017), with Yanan Fan, “Bayesian methods for quantile regression”.

Joseph Hidajat (2017), with Feng Chen “Credit risk modelling”.

Jeffrey Kwan (2017), with Feng Chen, “Renewal Hawkes process and its asymptotic properties”.

Brendon Lai (2017), with Zdravko Botev & Shane Keating, “Simulation of Gaussian processes with applications to oceanography”.

Andrew Li (2017), with Feng Chen, “Application of the EM algorithm to multivariate Hawkes processes”.

Ben Maslen (2017), with David Warton, “Prospective Power Analysis of Multivariate Data”.

Prosha Rahman (2017), with Scott Sisson, “Symbolic statistics on point processes”.

Caitlin Reulein (2017), with Scott Sisson, “Symbolic Data Analysis in Predicting Cell Migration Speeds using Elastic Net Regularisation Techniques”.

Yi-Lung Chen (2016), with Zdravko Botev, "Simulation from the posteriof of the Bayesian lasso".

Pradeesh Nallainathan (2016), with Zdravko Botev, "Maximum of random variables under a Gaussian copula".

Smarak Nayak (2016), with Peter Straka, "Inference on heavy-tailed max-renewal processes".

Daniel Shnier (2016), with Mircea Voineagu, "Topological data analysis and the neurogenomics of autism".

Patrick Wong (2016), with Libo Li, "Applications of the Wiener-Hopf factorisation for Levy processes".

Hiram Yu (2016), with Yanan Fan, "Simultaneous linear quantile regression: a Bayesian approach through g-and-k distribution".

Richard Dunn (2015), with Gery Geenens, "A nonparametric copula approach to value at risk". (Quantitative Risk Honours)

Nathan Giang (2015), with Peter Straka, "Extremes of bursty events".

Hunter Huang (2015), with Pierre Del Moral, "Snell envelope: Approximation framework and application to American options".

Kevin Lam (2015), with Zdravko Botev, "The dynamic splitting method with an application to portfolio credit risk".

Kevin Lian (2015), with Scott Sisson, "The theory and analysis of approximate Bayesian computation".

Jonny Li (2015), with Scott Sisson, "Linear regression modelling for symbolic data via an integrated likelihood approach".

Varun Nayyar (2015), with Scott Sisson, "Iterative subsampling: Contamination models for intractable likelihoods using ABCs".

Junyu Nie (2015), with William Dunsmuir, "Continuous time limits of GARCH processes and their stochastic properties".

Thomas Stindl (2015), with William Dunsmuir, "Estimation for nonlinear non-Gaussian state-space models using higher order Laplace approximation".

Thomas Whitaker (2015), with Scott Sisson, "Symbolic data analysis using composite likelihoods with an application to spatial extremes".

James Yang (2015), with Pierre Del Moral, "A mean field approach to conditional diffusions". (Quantitative Risk Honours).

Xuebin Zheng (2015), with Zdravko Botev, "Perfect simulation from the constrained and censored Bayesian linear regression models".

Vivian Zhong (2015), with Zdravko Botev, "Auxiliary variable methods in Bayesian inference".

• Justin Clarke (2023), with Yanan Fan, “Graph Structure learning for climate models with graph sparsification”.
• Jiasheng Huang (2022), with Boris Beranger; co-supervisor Robert Salomone, "Maximum domain of attraction of the sinh-arcsinh distribution".

Applied Mathematics Students

• 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".
• Kate Simms (2005), with Adelle Coster and Bruce Henry, "Stochastic Aggregation Models for Tumor Growth".
• John Ormerod (2003) with Vaithilingam Jeyakumar, investigated semidefinite programming approaches to data mining problems.

Pure Mathematics Students

• 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 �鶹��madou 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.

Statistics Students

• 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.