Find Academic Supervisors

Richard J. CookView profile

Professor

• Statistical Methods for Public Health
• Life History Analysis
• Longitudinal Data Analysis
• +7 more

Richard J. Cook is a University Professor and Mathematics Faculty Research Chair in the Department of Statistics and Actuarial Science at the University of Waterloo. He holds cross-appointments at the School of Public Health and Health Systems at the University of Waterloo and the Faculty of Health Sciences at McMaster University. Previously, he held a Tier I Canada Research Chair in Statistical Methods for Health Research from 2005 to 2019. His educational background includes: BSc in Statistics from McMaster University MMath in Mathematics from University of Waterloo PhD in Statistics from University of Waterloo Professor Cook's research focuses on developing and applying statistical methods for public health research. His primary areas of interest include the analysis of life history data, longitudinal data analysis, methods for incomplete data, clinical trial design, and multivariate analysis. His work provides critical methodological frameworks for understanding disease progression and evaluating interventions in complex health settings. He has made significant contributions to the development of multistate models for disease processes and methods for handling interval-censored data. His extensive publication record demonstrates consistent focus on methodological innovations addressing real-world health research challenges. Recent work emphasizes estimand specification in clinical trials, transportability of research findings, and causal inference methods. His research bridges theoretical statistics with practical applications in autoimmune diseases, transfusion medicine, and public health. Professor Cook has received significant professional recognition: Tier I Canada Research Chair in Statistical Methods for Health Research (2005-2019) Mathematics Faculty Research Chair at University of Waterloo His students have earned prestigious awards including multiple Pierre-Robillard Awards, ISCB Student Conference Awards, and ENAR Distinguished Student Paper Awards, with notable achievements like Dr. Shu (Joy) Jiang being named in the Forbes Top 30 Under 30 North America (2023) for Healthcare. Professor Cook has advised numerous graduate students throughout his career, with many going on to successful academic and industry positions. His research has been supported by various grants, and he collaborates extensively with researchers in rheumatology, transfusion medicine, and public health through affiliations with the Centre for Prognosis Studies in Rheumatic Diseases, the International Psoriasis and Arthritis Research Team, and the McMaster Centre for Transfusion Research. He leads a vibrant research team that includes research associates, post-doctoral fellows, and graduate students working on cutting-edge statistical methodology. His research group maintains strong connections with multiple institutions and research centers focused on health outcomes and disease progression.

Chee-Wooi TenView profile

Professor

• Power systems engineering
• Power grid cybersecurity
• Cyber-informed security engineering
• +4 more

Chee-Wooi Ten is a tenured Professor in the Department of Electrical and Computer Engineering at Michigan Technological University, where he has served since 2010 and achieved tenure in 2016. He concurrently holds an Affiliated Professor appointment in Applied Computing and directs both the PSERC Site and ICC CPS Center. His institutional roles emphasize cyber-physical security integration within power infrastructure. His educational background includes: PhD in Electrical Engineering from University College Dublin (2009) MSc in Electrical Engineering from Iowa State University (2001) BSc in Electrical Engineering from Iowa State University (1999) Ten's research pioneers cyber-informed security engineering strategies for bulk power systems, focusing on quantifying rare events through system risk models and data science. His work bridges power grid interactions with robotics and transportation systems to advance decarbonization and electrification. Key methodologies include validating cyber-physical security frameworks against steady-state and dynamic grid approaches, with emphasis on attack/defense combinatorics and smart home technologies. This transdisciplinary approach supports the fourth industrial revolution's resilience requirements. His publication trends reveal strong focus on risk-aggregated substation testbeds using generative adversarial networks, cyber insurance models for power systems, and cascading failure analysis from switching attacks. Recent works increasingly integrate machine learning with physics-based modeling to address cybersecurity threats in inverter-based resource integration and distribution emergency operations. Ten has secured over $6.5M in active funding including: $2M DOE grant (MTU portion $105,000) for CyDERMS Center on DERs/Microgrids cybersecurity $704,409 CyManII award for secure digitalization in smart manufacturing $1.05M DOE ARPA-E grant for decarbonized freight transportation modeling NSF CyberCorps Scholarship for Service program ($3.38M) His grants consistently address risk management through data-driven and physics-based modeling, with industry partnerships through PSERC and utility collaborations. As ICC CPS Center Director, he leads research on cyber-physical security testbeds and coordinates the PSERC Summer Transformation School. His team develops validation frameworks for NERC CIP compliance while addressing practical pain points in OT cybersecurity for grid operators.

Hau-Tieng WuView profile

Professor

• Biomedical Signal Processing
• Applied Mathematics
• Machine Learning
• +5 more

Hau-Tieng Wu is a Professor in the Department of Mathematics at the Courant Institute of Mathematical Sciences, New York University. Originally from Kaohsiung, Taiwan, he holds an MD from National Yang-Ming University (2003) and a PhD in Mathematics from Princeton University (2011). His research focuses on developing mathematical foundations for biomedical signal analysis, particularly in high-frequency and heterogeneous physiological signals such as ECG, EEG, and PPG. He leads the MISTA Lab, which bridges theoretical advancements with clinical applications in areas like sleep dynamics, surgical monitoring, and wearable device data analysis. Key academic roles include tenured positions at Duke University (2017–2023) and the University of Toronto (2014–2017). Notable awards include the Sloan Research Fellowship (2015) and PIMS Early Career Award (2017). His lab actively collaborates with physicians and engineers to advance interpretable medical AI systems. Research interests span nonlinear time-frequency analysis, manifold learning, and spatiotemporal data processing. Over 100+ journal publications and 10 conference proceedings highlight contributions to signal processing theory and clinical applications. The lab is recruiting PhD students/postdocs with backgrounds in applied math, statistics, or biomedical engineering.

Rudi ZagstView profile

Professor

• Financial Engineering
• Risk Management
• Asset Management
• +3 more

Prof. Dr. Rudi Zagst is a Professor of Mathematical Finance at the Technical University of Munich (TUM), where he serves as Head of the Department of Mathematical Finance within the TUM School of Computation, Information and Technology. He has held this position since 2001 and is actively involved in teaching, research, and academic leadership. In 2003, he was appointed as a second member of the Faculty of Economics, and since 2004, he has served as Deputy Chairman of the joint elite degree program 'Finance & Information Management' of the University of Augsburg and TUM. Prof. Zagst earned his doctorate in business mathematics from the University of Ulm, where he later completed his habilitation in 2000. His academic journey began with a professional career at HypoVereinsbank AG, where he served as Head of Product Development in Institutional Investment Management before becoming Managing Director of RiskLab GmbH in 1997. His research focuses primarily on financial engineering, risk management, and asset management, with particular emphasis on portfolio optimization, mathematical finance, and quantitative risk management. His work bridges theoretical finance with practical applications, often incorporating advanced mathematical techniques to solve complex financial problems. Recent publications demonstrate his continued interest in GARCH models, portfolio optimization under various constraints, and the application of machine learning techniques to financial problems. Analysis of his recent publications (2024-2025) reveals a strong focus on portfolio optimization under complex market conditions, particularly using GARCH models to capture volatility dynamics. His work increasingly incorporates machine learning techniques (as seen in the credit spread analysis paper) while maintaining rigorous mathematical foundations. Many papers explore the intersection of theoretical finance with practical investment strategies, reflecting his commitment to bridging academic research with real-world financial applications. Professor of the Year 2007 (awarded by Unicum Profession magazine) Prof. Zagst has supervised numerous bachelor's, master's, and doctoral theses through TUM's Finance and Actuarial Science research group. His collaborative work with industry partners through the TUM CAIR Labs and RiskFactory demonstrates strong connections between academic research and practical financial applications. He has received research funding through various industry partnerships with major financial institutions including Allianz, Munich Re, and ERGO Group AG. Prof. Zagst leads the Research Group Finance and Actuarial Science at TUM, which includes Professors Matthias Scherer, Aleksey Min, and Christoph Knochenhauer. The group maintains strong industry connections through the TUM CAIR Labs initiative, collaborating with over 25 financial institutions including Allianz, Munich Re, Deloitte, PwC, and KPMG. Their RiskFactory laboratory serves as a bridge between academic research and practical financial risk management applications in the industry.

George YinView profile

Professor

• Stochastic Optimization
• Stochastic Control
• Stochastic Systems Theory
• +4 more

George Yin is a Professor in the Department of Mathematics at the University of Connecticut (since 2020). Previously, he held the position of Distinguished Professor at Wayne State University (2017–2020) and has been a faculty member there since 1988. He earned his Ph.D. in Applied Mathematics from Brown University in 1987, along with M.S. degrees in Applied Mathematics and Electrical Engineering, and a B.S. in Mathematics from the University of Delaware (1983). His research focuses on stochastic optimization, control theory, stochastic systems, and numerical methods, with applications to biology, finance, and engineering. He has held editorial roles at journals such as SIAM Journal on Control and Optimization and has received prestigious awards including SIAM Fellow (2015), IEEE Fellow (2002), and IFAC Fellow (2014–2017). Key funding includes continuous NSF support since 1989, grants from the Air Force Office of Scientific Research, and others. His work spans theoretical advancements in stochastic systems and practical applications in energy systems, control engineering, and data science. He has advised numerous students and maintains active collaborations internationally. Labs/Teams: Goldenson Center for Actuarial Research, Quantitative Learning Center. Grants: NSF, AFOSR, ARO, NSA, and multiple institutional grants.

Xuan LiangView profile

Lecturer

• Spatial Modelling
• Panel Data
• Nonparametric Statistics
• +3 more

Xuan Liang is a Lecturer in Statistics at the Research School of Finance, Actuarial Studies and Statistics (RSFAS), Australian National University. With a PhD from Peking University and postdoctoral experience at Monash University, his research focuses on spatial statistics, nonparametric modeling, and environmental data analysis. Education: PhD in Statistics (Peking University, 2017), BSc in Statistics (Zhejiang University, 2012) His work addresses methodological challenges in spatial panel data analysis, network modeling, and air pollution quantification. He has developed novel techniques for meteorological confounder adjustment in air quality assessments and contributed to distributed data analysis methods. Recent research trends include: Advancing quasi-score matching for spatial econometric models Improving subbagging algorithms for big data Creating robust distributed data aggregation frameworks Refining spatial autoregressive panel data methodologies Scientific contributions include: ANU Vice-Chancellor’s Citation for Outstanding Contribution to Student Learning (Early Career), 2022 CBE Teaching Commendation for Outstanding Teaching, 2020 Co-development of the ggmatplot R package for matrix visualization Co-inventor of Chinese patent 201811183512.0 for air quality assessment He teaches advanced courses in time series analysis, regression modeling, and mathematical statistics at ANU, while maintaining active research collaborations in econometrics and environmental statistics.

Daniel J. LizotteView profile

Associate Professor

• Machine Learning
• Biostatistics
• Health
• +4 more

Dan Lizotte is an Associate Professor jointly appointed to the Department of Computer Science in the Faculty of Science and the Department of Epidemiology and Biostatistics in the Schulich School of Medicine & Dentistry at Western University. Additional affiliations include the Schulich Interfaculty Program in Public Health and a cross-appointment to the Department of Statistics and Actuarial Sciences. Based in Middlesex College, London, Ontario, his contact email is dlizotte@uwo.ca. His research centers on machine learning and biostatistics for health decision support, with emphasis on sequential decision-making in chronic disease management where evolving patient health status and preferences inform adaptive interventions. Core contributions involve adapting reinforcement learning frameworks to model dynamic health decisions in public health and primary care settings, addressing methodological challenges in personalized medicine and risk prediction. Analysis of his publication record reveals consistent focus on healthcare applications of machine learning, particularly in chronic disease risk modeling using electronic medical records, intersectionality frameworks in public health AI, and Bayesian methods for dose personalization. His work bridges reinforcement learning with clinical decision support systems, advancing dynamic treatment regimes and statistical methodologies for evolving patient data. No scientific awards were mentioned in the provided text. The text does not specify any advisees, grant funding, or educational background details. Lizotte leads a research laboratory focused on machine learning applications in health, as evidenced by the dedicated lab site referenced in his contact information. His team likely explores intersections of statistical methodology, AI ethics, and clinical implementation for personalized health interventions.

Grace Y. YiView profile

Professor

• Statistical Methodology
• Missing Data Analysis
• Measurement Error Models
• +6 more

Grace Y. Yi is a Professor and Tier I Canada Research Chair in Data Science at the University of Western Ontario, holding a joint appointment in the Departments of Statistical & Actuarial Sciences and Computer Science. She previously served at the University of Waterloo (2000-2019) and earned degrees from Sichuan University (B.Sc., M.Sc. in Mathematics), York University (M.Sc. in Statistics), and the University of Toronto (Ph.D. in Statistics). Her research focuses on statistical methodology for missing/mismeasured data, biostatistics, causal inference, and machine learning. She has authored influential monographs and co-edited major handbooks in her field. Recognized for leadership, she served as SSC President (2021-2022) and holds editorial roles at top journals. Awards include the SSC Gold Medal (2025), CRM-SSC Prize (2010), and Fellowships from the Institute of Mathematical Statistics and American Statistical Association. Her doctoral thesis (2000) under Don Fraser explored asymptotic distributions. She has supervised 23 Ph.D. students, three of whom won the Pierre Robillard Award. She mentors actively and advocates for statistical education globally, including founding the ICSA Canada Chapter. Her work bridges statistical theory and modern machine learning challenges like label noise and domain adaptation.

Alfred ChongView profile

Associate Professor

• Actuarial Science
• Financial Mathematics
• Quantitative Risk Management
• +5 more

Dr. Alfred Chong is an Associate Professor in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University (HWU). Previously, he served as an Assistant Professor at the University of Illinois at Urbana-Champaign (UIUC) and co-founded the Illinois Risk Lab. His research focuses on Actuarial Science, Financial Mathematics, and Quantitative Risk Management, addressing emerging risks like cyber, pandemic, and climate risks, leveraging machine learning, optimization, and stochastic control. He holds a PhD from The University of Hong Kong and King's College London, and is an Associate of the Society of Actuaries. Chong actively contributes to academic governance, including roles in the EPSRC Mathematical Sciences Early Career Forum and the Maxwell Institute's Data and Decisions research theme. Education: PhD in Actuarial Science, University of Hong Kong & King's College London Research Interests: Chong explores risk sharing mechanisms, forward preferences in insurance, and mitigation strategies for large-scale risks. His work integrates data analytics and machine learning to solve decision-making challenges, such as cybersecurity risk assessment, pandemic resource allocation, and climate risk modeling. Recent projects include incident-specific cyber insurance design and delegated investment strategies for retirement savings. Awards: Michael V. Colla Prize for Mathematics Related to Medicine (2022) Best of 2020 in the Annual Meeting of the Casualty Actuarial Society (2021) Advising & Grants: Chong supervises PhD students in holistic risk management, forward preferences, and reinforcement learning applications. He has secured grants supporting interdisciplinary research in risk modeling and insurance innovation. Labs & Teams: Co-founder of the Illinois Risk Lab (UIUC), now leading research at HWU's Actuarial Mathematics & Statistics department. Engaged with the International Centre for Mathematical Sciences for knowledge exchange initiatives.

Ali GhodsiView profile

Professor

• Machine Learning
• Deep Learning
• Natural Language Processing
• +3 more

Ali Ghodsi is a Professor at the University of Waterloo and Director of the Data Science Lab, with affiliations at the Vector Institute. His research spans machine learning, deep learning, and artificial intelligence, with applications in natural language processing, bioinformatics, and computer vision. His group develops theoretical frameworks and algorithms for analyzing large-scale datasets, focusing on neural network architectures, knowledge distillation, and model efficiency. Current projects include deep learning for identity control, computational antibody design, and generative AI/large language models. Ghodsi has authored influential tutorials on diffusion models, graph neural networks, and large language models. Notable research contributions include computational methods for de novo peptide sequencing from mass spectrometry data, green simulation-assisted reinforcement learning, and efficient natural language processing models. His lab maintains collaborations with industry partners including Google, Amazon, and Roche.

Samuel W.K. WongView profile

Associate Professor

• Data Science Methodology
• Protein Structure Analysis
• Reliability Engineering
• +4 more

Samuel W.K. Wong is an Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. He holds a Ph.D. in Statistics from Harvard University (2013) under Prof. Samuel Kou. His research focuses on statistical methodology for complex data science challenges in protein structure modeling, dynamic systems inference, and reliability engineering of wood-based products. He has held academic positions at the University of Florida (2013–2018) and has been at Waterloo since 2018. His research interests include Bayesian computation, statistical inference for dynamic systems, and spatial-temporal data analysis. Notable contributions include the development of manifold-constrained Gaussian processes (MAGI package) and sequential Monte Carlo methods for protein folding studies. He has advised over 15 graduate students and researchers, many of whom are now in academic or industry roles worldwide. Wong has received teaching distinctions at Harvard and holds awards including the Nash Medal (2008) for academic excellence. His work bridges computational statistics with applications in bioinformatics, structural engineering, and environmental science. He has published extensively in top-tier journals like Journal of Computational and Graphical Statistics and Biometrics , and collaborates with wood scientists to improve real-time lumber quality assessment using laser imaging data. His teaching portfolio includes courses on probability theory, statistical inference, and spatial data analysis at both undergraduate and graduate levels. Beyond academia, he maintains an active passion for classical piano performance, having performed recitals combining music with his statistical research interests.

Yingli QinView profile

Associate Professor

• High-Dimensional Statistics
• Random Matrix Theory
• Statistical Theory and Applications
• +3 more

Yingli Qin is an Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, part of the Faculty of Mathematics. His research focuses on high-dimensional statistics and random matrix theory, with applications to covariance matrix analysis and hypothesis testing. He holds a PhD in Statistics from Iowa State University, alongside MA and BSc degrees in Mathematics and Statistics from Iowa State University and Northeast Normal University, China. Education : PhD in Statistics, Iowa State University, USA MA in Statistics, Iowa State University, USA BSc in Applied Mathematics, Northeast Normal University, China Research Interests : Qin’s work emphasizes high-dimensional statistical methodologies, including covariance matrix estimation, spectral distribution analysis, and the application of random matrix theory to address challenges in large-scale data. His contributions include developing bias-reduced estimators and testing frameworks for high-dimensional datasets. Publications : Qin has published extensively in top-tier journals such as the Annals of Statistics , Journal of Multivariate Analysis , and Biometrika , with a focus on advancing statistical theory for high-dimensional settings. Teaching : He teaches advanced courses including Multivariate Analysis (Stat 923), Estimation and Hypothesis Testing (Stat 850/450), and Mathematical Statistics (Stat 330).

• Multi-criteria decision analysis
• Operations research
• Fuzzy sets and fuzzy numbers
• +7 more

Matteo Brunelli is Associate Professor of “Mathematical Methods of Economics and Actuarial and Financial Sciences” at the University of Trento , Department of Industrial Engineering, and Adjunct Professor (docent) at Lappeenranta University of Technology , Finland. He is nationally habilitated as Full Professor in Italy and has held long-term visiting positions at Berkeley, Turku, Auckland, JAIST and Binghamton. Education: Ph.D. (Doctor of Science) in Information Technologies, Åbo Akademi University, Finland, 2011 – graded Eximia cum laude approbatur M.Sc. in Economics, University of Trento, 2007 – grade 110/110 cum laude B.Sc. in Economics, University of Trento, 2005 Research focus: Brunelli’s work sits at the intersection of multi-criteria decision analysis , operations research and computational optimisation . He develops axiomatic foundations and algorithms for pairwise comparison matrices , consistency indices , the best-worst method and fuzzy preference relations , and applies them to energy planning, sustainable inventory, maintenance scheduling, 3-D printer selection, and blockchain governance. His 2023-2025 articles reveal intensified interest in uncertainty modelling (Dempster-Shafer theory), bi-objective optimisation of inventory and maintenance, and group decision protocols that integrate probabilistic or active-learning components, demonstrating both methodological depth and practical relevance. Scientific awards & grants: Academy of Finland Postdoctoral Researcher grant (€254 670, 2014-2017) Claudio Dematté Research Grant (€19 000, 2008) Teacher of the Year Award, Aalto University (2013 – both Spring & Autumn semesters) Bernard Roy Award 2021 for outstanding contribution to Multiple Criteria Decision Aiding (under-40 category) Supervision & funding: While specific doctoral students are not listed, Brunelli currently supervises graduate theses at Trento and has continuously held competitive national grants. His Academy of Finland project “Consistency of valued preference relations for decision analytics methods” financed three years of full-time research and international collaboration. Editorial & community roles: He serves on the editorial boards of International Journal of General Systems and Mathematical and Computational Applications , and acts as area editor for Journal of Multi-Criteria Decision Analysis , positioning him among the key gatekeepers of the MCDA community.

Ankush AgarwalView profile

Associate Professor

• Mathematical finance
• Data science in finance
• Financial statistics
• +3 more

Ankush Agarwal is an Associate Professor in the Department of Statistical and Actuarial Sciences at the University of Western Ontario. His research focuses on mathematical finance, financial statistics, and Monte Carlo methods, with applications to risk management and derivatives pricing. He supervises PhD students in quantitative finance and has taught courses on Monte Carlo methods and advanced financial modeling at Western University. Education: PhD in Mathematics from Tata Institute of Fundamental Research (2015) Research interests span regime-switching models, longevity risk hedging, stochastic differential equations, and rare event simulation. His work combines theoretical probability with computational techniques for financial applications. Recent publications include studies on McKean-Vlasov SDEs, implied Sharpe ratio estimation, and optimal portfolio strategies under stochastic volatility. These works demonstrate his expertise in stochastic processes and financial engineering. Supervision: Current PhD advisees include Ying Liao, Buchun Wang, and Shuya Zhang at the University of Glasgow. Former advisees include Yongjie Wang and Yihan Zou.

• Computational Statistics
• Causal Inference
• Machine Learning
• +3 more

Niels Richard Hansen is a Professor at the Department of Mathematical Sciences , University of Copenhagen, leading research at the intersection of Artificial Intelligence and Statistics . He co-founded the Copenhagen Causality Lab and focuses on automating causal explanation discovery from data using Bayesian networks, stochastic processes, predictive models, and machine learning. His work emphasizes creating interpretable and robust AI systems capable of generalizing across domains. His research has produced over 56 publications spanning causal inference , graphical modeling , stochastic processes , and machine learning . Recent work includes: Predictive and causal learning (2018 keynote) High-dimensional regression solutions (2016 lecture) Interdisciplinary applications in actuarial science , environmental statistics , and neuroscience He actively contributes to scientific communication through media appearances and public explanations of statistical concepts, including analyses of: Gaussian correlation inequality proofs Daylight saving time and blood clots Mathematical approaches to lotteries Climate change vs lunar effects