Past students

Graduate Students in Computational Mathematics Class of 2016-2017

Student Supervisor Title of Research Report
Chan, Helsa Justin Wan  Numerical Study of a Partial Differential Equation Approach to Deep Neural Networks
Cho, Chanheum (Sean) Jesse Hoey Exploring Emotion Embedding and the Dimensional Model of Emotion's Predictive Power in Sentiment
Liu, Xiaoyu (Summer) Arne Storjohann A Heuristic Algorithm for Integer Hermite Normal Form
Manevannan, Varuna Tom Coleman A Technique for Choosing an Effective Hedging Portfolio with Few Instruments
Mohiuddin, Khadeejah Justin Wan Automated Segmentation of Cellular Images using an Effective Region Force
Sinha, Purushottam Kirsten Morris H-infinity Optimal Actuator Location for Generalized Plants with Full Information
St. Jules, Michael Steven Vavasis Experiments With Scalable Gradient-based Hyperparameter Optimization for Deep Neural Networks
Wong, Kathleen Tom Coleman Efficient Gradient Computation of Exotic Options using Automatic Differentiation
Xu, Zehao Marius Hofert & Wayne Oldford Size Proportional Venn Diagrams in Two and Three Dimensions: Vennplot (...) in R

Graduate Students in Computational Mathematics Class of 2015-2016

Student Supervisor Title of Research Report
Brantiff, Nathan Justin Wan / Serge D'Alessio The Level Set Method for Simulating Gravity Currents
He, Yeshan (Sunny) Ken Seng Tan

Cyber Risk Insurance Pricing Based on Optimized Insured Strategy

Liao, Zhenyu (Allister) Henry Wolkowicz Branch and Bound via ADMM for the Quadratic Assignment Problem
Yan, Su Tom Coleman A Graduated Smoothing Method for the Portfolio Allocation Problem with Transaction Costs
Ye, Xinghang Guge Henry Wolkowicz

Low Rank Matrix Completion through Semi-definite Programming with Facial Reduction

Yuan, Zhongheng (Leo) Tom Coleman The Structured Automatic Differentiation Approach
Yu, Olina Tom Coleman Efficient Computation of Hessian Matrices in a Monte Carlo Setting using Automatic Differentiation  

Graduate Students in Computational Mathematics Class of 2014-2015

Student Supervisor Title of Research Report
Brunsting, Shawn Hans DeSterck Location Tagging in Text
Chen, Leiguang Ken Seng Tan Farmer Level Yeild Prediction Based On Credibility Theory
Dimock, Ian Justin Wan Cellular Image Segmentation using N-agent Cooperative Game Theory
Long, Yun Ken Seng Tani Empirical Studies of Corn Yield Distribution Modeling
Ganjidoost, Eshan Tom Coleman On Preconditioning the Linearized Conjugate Gradient method for Sparse Nonlinear Optimization (Without computing the Hessian matrix)
Barrett, Lawrence Arne Storjohann A BLAS based implementation of nonsingular rational system solving

Graduate Students in Computational Mathematics Class of 2013-2014

Student Supervisor Title of Research Report
Chen, Yuehuan (Betty) Justin Wan "Unsupervised brightfield image segmentation with RPCA and spectral clustering" (PDF)
Chow, Chi-Yin (Johnny) Yuying Li "Robustness of data-driven CVaR optimization using smoothing technique" (PDF)
Fan, Xiaoxia (Fiona) Thomas Coleman "Product Selection Using Optimization" (PDF)
Fattori, Michael Justin Wan / Gladimir Baranoski "Optimization using Function Values Only" (PDF)
Fong, Simon Robert Tom Coleman "Randomized Algorithms for Computing the Rank Profile of a Matrix over a Finite Field" (PDF)
Krueger, Colin Alex Arne Storjohann "Randomized Algorithms for Computing the Rank Profile of a Matrix over a Finite Field" (PDF)
Kovaleva, Elena Christiane Lemieux "Genetic Algorithm for searching parameters of Sobol sequence" (PDF)
Lin, Jessey Justin Wan "Wide Stencil for the Monge Ampère Equation" (PDF)
Murdoch, Amanda Wayne Oldford "Tracking Eye Movement When Observing Statistical Graphics" (PDF)
Panju, Maysum Ali Ghodsi "Statistical Extraction and Visualization of Topics in the Qur’an Corpus" (PDF)
Shan, Chunhao Peter Forsyth / George Labahn "Commodity Options Pricing by the Fourier Space Time-stepping Method" (PDF)
Tan, Peipei Justin Wan "Numerical Method for Bertrand Mean Field Games Using Multigrid" (PDF)
Velakur Sambamoorthy, Karthik Michael Waite "Direct Numerical Simulation of Breaking of Standing Internal Waves" (PDF)
Yang, Ge (Grace) Ali Ghodsi / Sivabal Sivaloganathan "Estimating Risks of Developing Second Cancers" (PDF)
Zhang, Yichen (Steven) Tom Coleman "Transaction Cost Function Minimization Using Simulated Annealing and Smoothing" (PDF)
Zhao, Yan Mu Zhu "Content Boosted Matrix Completion" (PDF)

Graduate Students in Computational Mathematics Class of 2012-2013

Student Supervisor Title of Research Report
Asare, Ama Peter Forsyth/ George Labahn "The Direct Control and Penalty Methods for Amercian Put Options" (PDF)
Lippa, Julian Peter Forsyth/ George Labahn "A Fourier Space Time-stepping Approach Applied to Problems in Finance" (PDF)
Li, Wanqi Tom Coleman "Massively Parallel Jacobian Computation" (PDF)
Liu, Xichen Yuying Li "Stable Local Volatility Function Model Calibration Using RBF Kernel and Regularization" (PDF)
Wu, Chunxiao Justin Wan "Multigrid Methods for Obstacle Problems" (PDF)
Yao, Xin Yuying Li "Data-driven Kernels for Support Vector Machines" (PDF)
Xu, Haifeng Hans De Sterck "Fast Multi-Level Co-Clustering"

Graduate Students in Computational Mathematics Class of 2011-2012

Student Supervisor Title of Research Report
Kang, Soo Min Justin Wan "Automated Segmentation of Brightfield Images using the Bhattacharyya Measure" (PDF)
Leung, Nat Justin Wan "Minimal Curvature Variation Flow in Image Inpainting" (PDF)
Li, Zeyu Yuying Li "Optimal Trade Executioin under Constant Volatility and Realized GARCH Volatility Model" (PDF)
Ma, Ming Peter Forsyth/ George Labahn "Option pricing using TR-BDF2 time stepping method" (PDF)
Smith, Jennifer Kevin Hare "The Sieve Re-Imagined: Integer Factorization Methods" (PDF)
Hang, Su Peter Forsyth/ Justin Wan "A Fourier Space Time-stepping Approach Applied to Problems in Finance" (PDF)
Wang, Zhe (Gigi) Peter Forsyth/ George Labahn "Determining the Optimal Control When Numerically Solving Hamilton-Jacobi-Bellman PDSs in Finance" (PDF)
Webster, Kenneth Hans DeSterck Matrix-Matrix Multiplications on GPUs for Accelerating a Parallel Fluid Dynamics Code" (PDF)
Zhao, Yuwei Justin Wan "A Numerical Study of Instability arising from the Benard Problem" (PDF)

Graduate Students in Computational Mathematics Class of 2010-2011

Student Supervisor Title of Research Report
Babbin, Josh Peter Forsyth/ George Labahn "Numerical Comparisons of Iterative Methods for Pricing American Options under Regime Switching" (PDF)
Bhatt, Yash Marek Stastna "Modelling of Shallow Water Equations and the Weather Research and Forecasting (WRF) Model" (PDF)
Hariri, Maia Justin Wan "Reconstruction of Incomplete Cell Paths through 3-dimensional segmentation" (PDF)
McNeilly, Nicholas Christiane Lemieux "Searching Parameters for the Polynomial Arithmetic Analogue of Hickernell Sequences" (PDF)
Sabourin, Trevor Ali Ghodsi "Predicting Results of Biological Experiments Using Matrix Completion Algorithms" (PDF)
Soin, Ashmeen Justin Wan "Multigrid Method for Elliptic Monge-Ampere Equations" (PDF)
Setiawan, Johann Hans De Sterck "Single Stage Matrix Vector Multiplication via Hadoop Map-Reduce" (PDF)
Wang, Fei Mark Giesbrecht/ Ilias Kotsireas "Orthogonal Designs via Computational Algebra" (PDF)
Wang, Xiaohui Mu Zhu "The Application of Deep Kernel Machines to Various Types of Data" (PDF)
Xiong, Xin Tom Coleman "On the Use of Directed Cutsets to Reveal Structure for Efficient Automatic Differentiation of Multivariate Nonlinear Functions" (PDF)

Graduate Students in Computational Mathematics Class of 2009-2010

Student Supervisor Title of Research Report
Bernardi, Sabrina Miguel Anjos "A Three-Stage Mathematical-Programming Method for the Multi-Floor Facility Layout Problem"
Cui, Xuezhi Henry Wolkowicz "Computing the Nearest Correlation Matrix using Difference Map Algorithm"
De Maeseneire, Jeroen Christiane Lemieux "Estimating forward price curve in energy markets with MCMC method"
Li, Weibei Nick Wormald "The Prize-Collecting Steiner Tree Problem and Underground Mine Planning"
Murdoch, Nicholas John Lin "Wavelets for Atmospheric Gas Analysis"
Saraph, Durgesh Peter Forsyth/ George Labahn "Wrap-around Error in Fourier Space Time-Stepping"
Serre, Lynne Christiane Lemieux "A Matlab Program for Testing Quasi-Monte Carlo Constructions"
Sin, Kavin Lilia Krivodonova "Numerical Methods for Derivative Pricing with Applications to Barrier Options"
Valeriote, Jonathan Arne Storjohann "Deterministic Solution of Rational Linear Systems of Polynomials over Abstract Fields"
Sun, Xiaolu Justin Wan "Multimodal Image Registration Using GPU Parallel Computing Technology"

Graduate Students in Computational Mathematics Class of 2008-2009

Student Supervisor Title of Research Report
Aquan-Assee, Jonathan Peter Forsyth/ George Labahn "Boundary Conditions for Mean-Reverting Square Root Process"
Bradbury, Laura Justin Wan "Segmentation of Bright-field Cell Images"
Bright, Curtis Arne Storjohann "Vector Rational Number Reconstruction"
Chao (Inglis), Tiffany Hans De Sterck "Multi-level Space-time Aggregation for Cell Segmentation"
Fu, Lujie Wayne Oldford "Implementation of Scagnostics 3D"
Martin, Tara Lilia Krivodonova "Superconvergence of discontinuous Galerkin solutions to one-dimensional Euler equations"
Pu, Yanpei Yuying Li "Analysis of CVaR Optimized Portfolios to the estimated errors in the mean returns"
Winlaw, Manda Hans De Sterck "Aggregation Algorithms for K-cycle Multigrid for Markov chains"
Zgheib, Sara Christiane Lemieux "Estimating the Effective Dimension of High-Dimensional Finance Problem using Sobol "Sensitivity Indices"

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