Alumni

Name Year Thesis title or topic Employment destination
J. Parwada 2004 Institutional influences on managed fund investment flows University lectureship
L. Cao 2005 Organisation and service-oriented analysis and design University lectureship
N. Almeida 2005 The role of financial intermediaries in strategic trading Finance industry
S. Smiles 2005 Are East Asian markets different? Finance industry
T. Dwyer 2005 Two-and-a-half dimensional visualisation of related networks Post-doctoral fellowship
W. Yang 2005 Modelling transaction durations, price process and market impact costs using irregularly spaced frequent data University lectureship
A. Blazejewski 2006 Computational models for stock market order submissions IT – major bank
A. Siow 2006 Essays in market integrity Market surveillance
A. Tan 2006 Three essays on market microstructure and security design in the futures market University lectureship
F. Dabous 2006 A pattern-based approach for the architectural design of e-business applications IT – market surveillance
J. Fabre 2006 Essays on commonality in liquidity Investment banking
T. Oetomo 2006 The price impact of institutional trades in equity and futures markets Investment banking
A. Lepone 2007 The price behaviour surrounding market and limit order execution University lectureship
C. Whitelaw 2007 Systemic features for text classification IT – Google
H. Zheng 2007 Three essays on private information in securities markets: Return for trade size, trader identity and limit order placement University lectureship
J. Wang 2007 Diversification philosophy and boosting technique for trade execution strategy Investment banking
L. Lin 2007 In-depth optimisation of stock market data mining technologies Employment In Canada
M. Edwards 2007 Potential of weather derivatives as a risk management tool for Australian wheat farmers Government
M. Herke-Couchman 2007 SFL, corpus and the consumer: An exploration of theoretical and technological potential University lectureship
M. Wu 2007 Audit pricing: An application of spatial oligopolistic competition theory University lectureship
P. Sun 2007 Outlier detection in high dimensional, spatial and sequential data sets Analyst program
T. Yu 2007 Incorporating prior domain knowledge into inductive machine learning: Its implementation in contemporary capital markets University research fellow
V. Mollica 2007 Block transaction and market transparency in equities markets Finance industry
W. Chen 2007 An integrated investment decision-support framework analysing and synthesising multi-dimensional market dynamics Business analyst
A. Aspris 2008 Three essays on the microstructure of financial options markets University lectureship
A. Jun 2008 Essays on the value of Australian dividends and imputation tax credit University lectureship
A. Looi 2008 Investment manager trading behaviour and performance Finance industry
A. Mangkorntong 2008 A domain-driven approach for detecting event patterns in e-markets: A case study in financial market surveillance IT – Microsoft
B. Arunasalam 2008 Support-free approaches for pattern mining Software developer – CRC
G. Truong 2008 The cost of capital and imputation tax credits: An Australian study Company valuation
J. Ni 2008 Evolutionary optimisation of trading strategies Researcher – MAMS
K. Cheng 2008 Direct interaction with large displays through monocular computer vision Researcher – NICTA
K. Lo 2008 Price and order flow dynamics in a limit order market: Empirical and simulation method Investment banking
K. Tang 2008 An empirical analysis of anonymous trading in equity markets Finance research manager
L. Bayley 2008 Aspects of accounting quality Investment banking
L. Bortoli 2008 Three essays on the impact of automation in futures markets Investment banking
M. Lim 2008 Measuring and optimising algorithmic trading performance Investment banking
M. Zappavigna 2008 Eliciting tacit knowledge with a grammar-targeted interview method University research fellow
R. Cook 2008 Security market design and execution cost Investment banking
A. Das 2009 Essays in hedge funds: Performance University lectureship
B. Arnold 2009 Impact of ratings transitions on total return Research manager – APRA
C. Lai 2009 The examination of accounting distortion University lectureship
D. Yoo 2009 Novel kernel models for sequential data University lectureship
G. Al-Naymat 2009 New methods for sequential and time series data mining Post-doctoral fellowship
J. Cummings 2009 Three essays on price formation and liquidity in financial futures markets Banking regulator – APRA
J. Svec 2009 Risk management in the Australian electricity market University lectureship
L. Wong 2009 The pricing or mispricing of earnings quality University lectureship
N. Zamani 2009 Investigating the role of trading in the dynamics of price formation in financial markets Finance industry – software engineer
S. Wu 2009 Trade data services (Master’s degree) Financial trader – Optiver
T. Zhu 2009 Audit quality information risk and information asymmetry between traders University lectureship
Y. Li 2009 Examination of audit quality University lectureship
D. Channen 2010 A comparison of human and computationally generated document features IT industry
J. Kruk 2010 Execution costs in money and futures markets Equity analyst
J. Wong 2010 Behaviour of institutional investors around bankruptcy announcements Singapore Stock Exchange
S. Ji 2010 Institutional execution costs, prices, liquidity and order flow Research centre manager
W. Long 2010 Agent-based approach to table recognition and interpretation Homemaker
Y. Ou 2010 Discovering microstructure behaviour patterns for stock market surveillance Research fellow at QCIS
M. Karbouris 2010 Information leakage and fragmented equity markets Director in finance industry
H. Dieu Dang 2010 Credit spreads rating transitions and financial distress University lectureship
B. Liu 2011 Nesting one-against-one algorithms for multi-class classification problems University lectureship (China)
D. Li 2011 Empirical studies in law and finance of public and private firms University lectureship
H. Malloch 2011 The valuation of options on traded accounts: Continuous and discrete time models University lectureship
M. Clifton 2011 Liquidity during unusual trading periods: Evidence from the London Stock Exchange Hedge fund
M. Whitehead 2011 Market microstructure in relation to mergers and acquisitions announcements Analyst – finance industry
S. Jones 2011 Interoperability of trading systems IT consultant
Z. Zheng 2011 Negative sequential pattern mining University research fellow – Advanced Analytics Institute
C. Luo 2012 Outlier detection in larger high-dimensional data and its application in stock market surveillance Government – computer scientist
F. Sensenbrenner 2012 Three essays on informed trading Finance industry (US)
H. Kim 2012 Time and the prediction of financial distresss University lectureship
H. Lai 2012 Information systems design for the Hong Kong SFC University lectureship
J. Li 2012 Execution ability of brokers under different market structures University lectureship
J. Yang 2012 Liquidity and price discovery in derivatives markets University lectureship
M. Lu 2012 Corporate governance and accounting quality University lectureship
S. Lecce 2012 The impact of short selling in financial markets Investment banker
S. Uddin 2012 Social networks enabled coordination performance model for patient hospitalisation University lectureship
S. Wong 2012 On the interaction between informed agents and other participants in securities markets Financial consultant
T. de Vries 2012 Outlier detection and record linkage optimisation for large-scale and high-dimensional data Systems developer
T. Loh 2012 An empirical analysis of the limit order book and the order flow in the Singapore Exchange equities market Market surveillance analyst
W. Liu 2012 New methods for learning from imbalanced and adversarial data University research fellow
Y. Xiao 2012 SVM-based instance learning in complex data University lectureship
I. Palit 2012 Strategic behavior in limit order markets University lectureship
M. Zhu 2012 Return predictability and its implication on portfolio selection University lectureship
A. Kwan 2013 An analysis of dark market fragmentation in U.S. equities markets University lectureship
E. Di Marco 2013 Market quality in the competitive European equities markets Financial Analyst
J. Lee 2013 The microstructure of trading processes on the Singapore Exchange Financial Analyst
J. Wylie 2013 The demand for market fragmentation alternatives Financial Analyst
K. Chan 2013 The impacts of recent market design changes on information asymmetry, market liquidity in the HK market. Developer at NASDAQ in Sydney
K. Chen 2013 Common-sense knowledge enhanced financial decision support: conceptual modelling, framework design and prototype development Financial Analyst
M. Snape 2013 High frequency trading on the London Stock Exchange Financial Analyst
Y. Zhang 2013 Data mining with time changing features Finance Industry
K. Alampieski 2013 Information asymmetry and HFT in financial markets Management Consultant
H. Nguyen  2013 Models of graph visualizations Software Engineer
C. Chau  2013 Market structure, liquidity and integrity University lectureship
Y. Liu  2013 Order placement strategies Financial Consultant
W. Wei  2013 Comparing time varying price impacts of stock trades across Asian exchanges Investment Analyst
P. He  2013 The impact of market conditions and structure on market quality Government Regulator
M.Kim 2013 Column-based database with rule based system for finance application Dept of Defence
F. Zhan  2014 Exchange trading rules, surveillance, and insider trading University lectureship
J. Ding  2014 Essays on post-retirement financial planning and pension policy modelling in Australia Financial Consultant
K. Durrani  2014 Papers in banking Regulation for Credit Risk and Stress-Testing University lectureship
L. Machain  2014 Limit orders cancellations and the impact on spreads Financial Consultant
Y. Dou  2014 Dynamic Asset Allocation and return predictability Financial Analyst
R. Heslehurst  2014 Faith to Bloomsbury Freelancer
Z. Chen  2014 Emulation Funds Post-Doctoral Fellow
A. Vadilyev * 2015 External financing constraints University lectureship
A. Sacco * 2015 High frequency trading Financial Analyst
C. Schmidt * 2015 Mutual fund investment styles Post-Doctoral Fellow
S. Foley * 2015 The impact of market structure change on market quality University lectureship
T. O'Keefe * 2015 Opinion mining in text Data Scientist
P. Edney * 2015 Risk regulation and failure, liquidity risk in deposit taking institutions Financial Consultant
J. Nothman * 2015 Grounding event references in an news archive/td> Post-Doctoral Fellow
A. Akra * 2015 Modelling the four party billing payment scheme: The case of BPAY Market Analyst
A. Flint * 2015 Market quality in derivative markets Government
R. Rahman * 2015 Market integrity across markets -
P. Rosati * 2015 Essays on information asymmetry and company disclosure University

 

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