Final Year Projects & independent study

Your first research question.

Undergraduate projects that connect mathematical ideas, data and computation.

Preparing for a project.

Project allocation, eligibility and assessment requirements are governed by the School. Prospective students should check the official FYP information before contacting a supervisor.

Introduction to FYP
Please first visit the official FYP page, which contains FAQs, Assessment Scheme, and Administrative Guidelines for the FYP.

FYP Topics
Please visit here for some past FYP topics under my supervision. Every year, I will supervise 3~4 FYP students. The topics include but not limited to
  • Problems: derivatives pricing, portfolio selection, trading strategies, risk management, multi-agent problems, statistical problems
solved with the tools of either
  • Mathematical Analysis: stochastic controls, stochastic differential game, stochastic analysis, operations research, perturbation methods; or
  • Data/Statistical Analysis: simulation, high-dimensional statistics, statistical/machine learning, deep learning, reinforcement learning.

FYP Supervision Request
NTU students, who are interested in doing FYP with me, should drop me an email in the first two weeks of May with your CV, degree audit, interested topic, and FYP proposal (if any). Students do not need to email me before that as I will only handle FYP requests after the end of Semester 2 (meetings may be arranged around that). You are suggested to discuss with other professors as well before or after meeting with me.

Since the number of interested students is usually more than the number that I can accept, some of you may not be entertained and may approach other professors. The agreement on the FYP supervision should be made by the end of May. Check with me if you do not receive my email after May.

Priority will be given to the students who are
  1. with CGPA>4.5 and ought to satisfy the requirements for First Class Honors;
  2. suitable for the intended project;
  3. keen to study a mathematical project (because too many students are keen on data analysis projects).

Explore earlier work.

Browse the undergraduate supervision record for project titles, student publications and outcomes across FYP, URECA, independent study and research attachments.

Undergraduate research record