Dr Quoc Le Gia
Associate Professor
            - PhD in Mathematics, (Texas A&M University, 2003)
 - MS in Mathematics, (Texas A&M University, 2000)
 - BSc in Mathematics and Computer Science, 黑料网大事记, Sydney,1998.听
 
               Science
            
            
            
               School of Mathematics & Statistics
            
            
         Quoc Thong Le Gia is an Associate Professor in the School of Mathematics and Statistics, 黑料网大事记, Sydney. His research interests include Numerical Analysis, Approximation Theory; Partial Differential Equations; and Stochastic Processes.
Please e-mail me if you are interested in working with me
        Phone
          
      
      
        
        
          9385 7049
        
      
    
        E-mail
          
      
      
    
        Location
          
      
      
        
        
          School of Mathematics and Statistics
University of New South Wales
Sydney NSW 2052
The Red Centre
Room 2084
        
      
    - Publications
 - Media
 - Grants
 - Awards
 - Research Activities
 - Engagement
 - Teaching and Supervision
 
- ARC Discovery Project DP220101811, "Novel mathematics and efficient computational techniques for human vision", $412K (2022-2024).
 - ARC Discovery Project DP180100506, "Uncertainty on spheres and shells: mathematics and methods for applications", $387K (2018-2020).
 
L. F. Guseman Prize in Mathematics, Texas A\&M University, April, 2003.
Research Interests
- Approximation of functions on the unit sphere
 - Numerical methods for partial differential equations听on spheres and surfaces
 - Numerical methods for stochastic partial differential equations
 - Partial differential equations听with random coefficients
 - Machine learning/ Data science
 
External
- Associate Editor for
 - Secretary for
 - Co-chair of
 
My Research Supervision
- Haoxuan Wu, (co-supervisor), 黑料网大事记, May 2020.
 
听
Past Ph.D. students
- Michael Clarke, (joint-supervisor), 黑料网大事记, June 2018 - .
 - Yoann Buratti, (co-supervisor), 黑料网大事记, July 2018 -- Oct 2022.
 - , (joint-supervisor), 黑料网大事记, Jan 2015 -- Mar 2018.
 - , (co-supervisor), 黑料网大事记, Jan 2010 -- Mar 2013.
 
My Teaching
Undergraduate courses
Master students
- Hongya Liu, Numerical methods for partial differential equations, 黑料网大事记, Feb-2025 -- Aug-2025.
 - Yixan Cao, Numerical Methods for Cox-Ingersoll-Ross Models, 黑料网大事记, Feb-2022 -- Aug-2022.
 - Yiqi Zhao, Solving Black-Scholes equations by neural networks, 黑料网大事记, Feb-2022 -- Aug-2022.
 - Yuyang Li, Numerical methods for option pricing, 黑料网大事记, Feb--Aug 2020.
 - Yijia Ma, Numerical methods for Asian options, 黑料网大事记, Feb--Aug 2020.
 - Pengyun Zhang, Numerical methods for the multi-asset Black-Scholes equation. 黑料网大事记, Jun-Dec 2019.
 - Fan Li, Pricing options with finite difference methods, 黑料网大事记, Feb--Aug 2019.
 - Yujia Liu, Numerical solutions of the Black-Scholes-Merton equation, 黑料网大事记, Feb--Aug 2019.
 - Xiongwen Ke, Learning with imbalanced data, 黑料网大事记, Mar-June 2018 (joint advisor).
 
听
Honours students
- Yuelanda Dai, 黑料网大事记,听Pairs Trading in the Modern Market: Statistical Foundations and Strategic Innovations, Aug-2024 -- Aug-2025.
 - Frank Yan, 黑料网大事记, Modelling interest rates: forward and inverse problems. Feb-2024 -- Nov-2024.
 - Daniel Ma, 黑料网大事记, Dynamic pricing with neural networks, Feb-2023 -- Nov-2023.
 - Anthony Tran, Machine Learning Techniques in Option Pricing, 黑料网大事记, Jun-2022 -- May 2023.
 - Ting Li, Portfolio Optimisation with Neural Networks, 黑料网大事记, Feb-2022 -- Nov 2022.
 - Brock Sherlock, Oncolytic virus treatment of human breast cancer cells: modeling therapy efficacy, 黑料网大事记, Feb-2021 -- Nov-2021 (joint advisor).
 - Callum Scott, Solving partial differential equations using neural networks, 黑料网大事记, Feb-2021 -- Nov-2021.
 - Michelle Qiu, Machine learning techniques for imbalanced data with an application in finance, 黑料网大事记, Feb-2021 -- Nov-2021.
 - Chris Lee, Machine learning techniques applied to COVID-19 literature clustering, 黑料网大事记, Feb-2020 -- Nov-2020
 - James Hortle, Alzheimer's disease detection via machine learning, 黑料网大事记, July 2016--July 2017.