Research Students
Some current Business Analytics PhD students
| Research Student | Thesis Topic | Thesis Description |
|---|---|---|
| Luson (Lusheng) Shao | Supply bidding under demand uncertainty | Demand uncertainty increases the risks for both suppliers and buyer. To deal with this risk nowadays, suppliers may offer different types of supply contracts, such as supply options and buy back mechanisms. We are interested in the situations under which many suppliers compete with each other on the supply of homogeneous products to the buyer for a variety of types of supply contracts. Several questions promote us further to conduct research on the particular area: (1) Is there a equilibrium for the suppliers to bid under different cost structures for production? (2) What is the optimal contract design for the buyer? (3) What is the impact of contract types on the supply chain's performance? Our interdisciplinary research topics involve economics, marketing as well as operations management. Professor Eddie Anderson is the principle supervisor and Dr Erick Li is the associate supervisor. |
| Nuttanan (Nate) Wichitaksorn | Bayesian Analysis of Financial Time Series Models and Limited Dependent Variable Models using Symmetric and Asymmetric Distributions | Nate is currently researching on financial time series models and limited dependent variable models. The main focus lies on stochastic volatility and Tobit-type models. Both symmetric and asymmetric probability distributions adopted in his research belong to the normal scale mixtures and uniform scale mixtures families of distributions. He mainly uses Bayesian computational methods for parametric statistical inference and also explores these models using copulas. Dr Boris Choy is the principle supervisor and Associate Professor Richard Gerlach is the associate supervisor. |