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PhD Roll of Honour

Since the Department of Mathematics was established in 1995 we have been fortunate to have had a number of MPhil and PhD graduates. Below is a list of all graduates, along with their supervisor(s), thesis title, and date of award.

Dr Bento Natura

Supervisors: Professor László Végh

Thesis title: Exact Linear Programming: Circuits, Curvature, and Diameter

Date of award: September 2022


 Dr Eng Keat Hng

Supervisors: Professor Julia Böttcher and Professor Peter Allen

Thesis title: Embedding problems in graphs and hypergraphs

Date of award: April 2022


Dr Attila Dankovics

Supervisors: Professor Jozef Skokan and Professor Julia Böttcher

Thesis title: Extremal problems in graph theory and a hypergraph packing problem

Date of award: January 2022


Dr Edin Husić

Supervisors: Professor László Végh and Professor Gregory Sorkin

Thesis title: Nash welfare, valuated matroids, and gross substitutes

Date of award: December 2021


Dr Yang Guo

Supervisors: Professor Mihail Zervos and Dr Christoph Czichowsky

Thesis title: A class of two-dimensional strong Markov processes and a continuous-time principal-agent problem with costly renegotiation

Date of award: June 2021


Supervisors: Professor Johannes Ruf and Dr Arne Lokka

Thesis title: Statistical Hedging with Neural Networks

Date of award: May 2021


Stanislav Kučera (MPhil)

Supervisors: Professor Jan van den Heuvel

Thesis title: Two problems in graph theory

Date of award: December 2020


Supervisors: Professor Konrad Swanepoel and Professor Jozef Skokan

Thesis title: On some problems in combinatorial geometry

Date of award: October 2020


Dr Jan Corsten

Supervisors: Professor Julia Böttcher and Professor Jozef Skokan

Thesis title: Extremal graph colouring and tiling problems

Date of award: July 2020


Dr Denis Schelling

Supervisors: Dr Christoph Czichowsky and Dr Albina Danilova

Thesis title: Rough volatility and portfolio optimisation under small transaction costs

Date of award: December 2019


Dr Aaron Lin

Supervisor: Professor Konrad Swanepoel

Thesis title: Structure theorems and extremal problems in incidence geometry

Date of award: December 2019


Dr Nicola Wittur

Supervisors: Professor Olivier Gossner and

Thesis title: Optimal use of communication resources with Markovian payoff function

Date of award: March 2019 


Dr Michael Kusnetsov

Supervisor: Professor Luitgard Veraart

Thesis title: Clearing models for systemic risk assessment in interbank networks

Date of award: October 2018


Dr Jose Pasos

Supervisor: Professor Michalis Zervos

Thesis title: Mean-variance optimal portfolios for Lévy processes and a singular Stochastic control model for capacity

Date of award: August 2018


Supervisor: Professor Michalis Zervos

Thesis title: Reflected diffusions and piecewise diffusion approximations of Levy processes    

Date of award: January 2018


Supervisor: Professor Jan van den Heuvel

Thesis title: Chromatic and structural properties of Sparse graph classes            

Date of award: October 2017


Supervisors: Professor Jozef Skokan and Dr Peter Allen

Thesis title: Extremal and probabilistic results for regular graphs         

Date of award: October 2017


Dr Barnaby Roberts

Supervisors: Dr Peter Allen and Professor Jozef Skokan

Thesis title: Structure and randomness in external combinatorics           

Date of award: September 2017


Dr Matthew Jenssen

Supervisors: Professor Jozef Skokan and Dr Julia Böttcher

Thesis title: Continuous optimisation in extremal combinatorics

Date of award: July 2017 


Dr Junwei Xu

Supervisors: Dr Arne Lokka and Professor Michalis Zervos

Thesis title: Topics in Optimal Liquidation and Contract Theory                                

Date of award: July 2017 


Dr Pongphat Taptagaporn

Supervisor: Dr Tugkan Batu

Thesis title: Algorithmic learning from financial predictions                     

Date of award: April 2017 


Dr Tom Bates

Supervisor: Professor Michalis Zervos

Thesis title: Topics in stochastic control with applications to algorithmic trading   

Date of award: February 2017


Supervisor: Professor Bernhard von Stengel

Thesis title: Matchings and covers of multipartite hypergraphs   

Date of award: July 2016


Dr Steffen Issleib

Supervisor: Professor Graham Brightwell

Thesis title: Equity and Power in a Cooperative Trial-and-Error Game

Date of award: July 2016


Marta Casetti (MPhil)

Supervisor: Professor Bernhard von Stengel

Thesis title: Complexity of the Gale String Problem for Equilibrium Computation in Games

Date of award: January 2016


Dr Mathieu Dubois

Supervisor: Dr Luitgard Veraart

Thesis title: Topics in Portfolio Optimisation and Systemic Risk

Date of award: December 2015


Dr Chlump Chatkupt

Supervisors: Professor Bernhard von Stengel and Professor Luc Bovens (Department of Philosophy)

Thesis title: Least-Squares Regret and Partially Strategic Players

Date of award: December 2015


Supervisors: Dr Pavel Gapeev and Dr Albina Danilova

Thesis title: Stochastic Modelling and Equilibrium in Mathematical Finance and Statistical Sequential Analysis

Date of award: July 2015


Dr Pucheng Shi

Supervisors: Dr Albina Danilova and Professor Mihail Zervos

Thesis title: Study of New Models for Insider Trading and Impulse Control

Date of award: June 2015


Supervisors: Professor Jan van den Heuvel and Professor Jozef Skokan

Thesis title: Graph Powers, Partitioning and Other Extremal Problems

Date of award: November 2013


Supervisors: Professor Jan van den Heuvel and Professor Jozef Skokan

Thesis title: Topics in Graph Colouring and Graph Structures

Date of award: September 2013


Supervisors: Professor Mihail Zervos and Dr Pavel Gapeev

Thesis title: Optimal Stopping Problems in Mathematical Finance

Date of award: July 2013


Supervisors: Professor Bernhard von Stengel and Professor Steve Alpern

Thesis title: Hide-and-Seek and Other Search Games

Date of award: June 2013


Supervisor: Professor Jan van den Heuvel

Thesis title: Connectivity Problems of Some Transformation Graphs

Date of award: May 2013


Dr Derek Wan

Supervisor: Professor Graham Brightwell

Thesis title: Supermarket Model with Memory

Date of award: March 2013


Dr Julian Merschen

Supervisor: Professor Bernhard von Stengel

Thesis title: Nash Equilibria, Gale Strings, and Signed Perfect Matchings

Date of award: March 2012


Dr Polly Lon

Supervisor: Professor Mihail Zervos

Thesis title: Two Explicitly Solvable Problems with Discretionary Stopping

Date of award: March 2012


Supervisor: Professor Mihail Zervos

Thesis title: Models for Investment Capacity

Date of award: March 2012


Supervisor: Professor Martin Anthony

Thesis title: Probabilistic Learning and Optimization Applied to Quantitative Finance

Date of award: September 2011


Dr Ovidiu Precup

Supervisor: Professor Mihail Zervos

Thesis title: New Methods for Measuring Correlation and Modelling Asset Price Dynamics

Date of award: August 2011


Dr Dimitris Melas

Supervisor: Professor Mihail Zervos

Thesis title: Optimal Investment Decisions in Static and Dynamic Environments

Date of award: July 2011


Dr Marianne Fairthorne

Supervisor: Professor Graham Brightwell

Thesis title: The Supermarket Model with System-Size Dependent Parameters

Date of award: June 2011


Supervisor: Professor Martin Anthony

Thesis title: Binary Similarity Measures and Their Applications in Machine Learning

Date of award: May 2011


Dr Fares Al-Azemi

Supervisor: Professor Mihail Zervos

Thesis title: A Pair of Explicitly Solvable Impulse Control Problems

Date of award: March 2011


Dr Wan Huang

Supervisor: Professor Bernhard von Stengel

Thesis title: Equilibrium Computation for Extensive Games

Date of award: January 2011


Dr Xibo Zu

Supervisors: Dr Robert Simon and Professor Adam Ostaszewski

Thesis title: A Stochastic Ramsey Theorem

Date of award: December 2010


Dr Anne Balthasar

Supervisor: Professor Bernhard von Stengel

Thesis title: Geometry and Equilibria in Bimatrix Games

Date of award: January 2010


Supervisors: Professor Graham Brightwell and Professor Jan van den Heuvel

Thesis title: Partitions of Combinatorial Structures

Date of award: May 2009


Dr Ioanna Katrantzi

Supervisor: Professor Steve Alpern

Thesis title: Equilibria of Decentralized Matching Games

Date of award: November 2008


Dr Peter Allen

Supervisor: Professor Graham Brightwell

Thesis title: Finding Combinatorial Structures

Date of award: August 2008


Supervisor: Professor Jan van den Heuvel

Thesis title: Mixing Graph Colourings

Date of award: June 2008


Dr Snezana Pejic

Supervisor: Professor Jan van den Heuvel

Thesis title: Algebraic Graph Theory in the Analysis of Frequency Assignment Problems

Date of award: April 2008


Supervisor: Professor Bernhard von Stengel

Thesis title: Finding Nash equilibria of Bimatrix games

Date of award: June 2006


Supervisor: Professor Graham Brightwell

Thesis title: Random structures for Partially Ordered Sets

Date of award: May 2006


Dr Arndt von Schemde

Supervisor: Professor Bernhard von Stengel

Thesis title: A Geometric-Combinatorial Approach to Index and Stability in Bimatrix Games

Date of award: December 2004


Dr Philipp Reinfeld

Supervisor: Professor Norman Biggs

Thesis title: Algebraic Methods for Chromatic Polynomials

Date of award: February 2003


George Croft (MPhil)

Supervisor: Professor Norman Biggs

Thesis title: Dynamic Models of Exchange Rates

Date of award: December 2001


Supervisor: Professor Steve Alpern

Thesis title: Problems in Rendezvous Search

Date of award: July 1996


Dr George Russell

Supervisor: Professor Norman Biggs

Thesis title: Spectral Properties Of Graphs Derived From Groups

Date of award: 1995


Dr Sarah Goodall

Supervisor: Professor Graham Brightwell

Thesis title: Problems In Combinatorics: Paths in Graphs, Partial Orders of Fixed Width

Date of award: 1995