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Dr Quoc Le Gia

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, UNSW, Sydney,1998. 
Science
School of Mathematics & Statistics

Quoc Thong Le Gia is an Associate Professor in the School of Mathematics and Statistics, UNSW, 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
qlegia@unsw.edu.au
Location
School of Mathematics and Statistics University of New South Wales Sydney NSW 2052 The Red Centre Room 2084

  • 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 on spheres and surfaces
  • Numerical methods for stochastic partial differential equations
  • Partial differential equations with random coefficients
  • Machine learning/ Data science

External

My Research Supervision

  • Haoxuan Wu, (co-supervisor), UNSW, May 2020.

 

Past Ph.D. students

  • Michael Clarke, (joint-supervisor), UNSW, June 2018 - .
  • Yoann Buratti, (co-supervisor), UNSW, July 2018 -- Oct 2022.
  • Yoshihito Kazashi, (joint-supervisor), UNSW, Jan 2015 -- Mar 2018.
  • Andrew Chernih, (co-supervisor), UNSW, Jan 2010 -- Mar 2013.

My Teaching

Undergraduate courses

MATH2301: Mathematical Computing

MATH3371/5371: Numerical linear algebra

Master students

  • Yixan Cao, Numerical Methods for Cox-Ingersoll-Ross Models, UNSW, Feb-2022 -- Aug-2022.
  • Yiqi Zhao, Solving Black-Scholes equations by neural networks, UNSW, Feb-2022 -- Aug-2022.
  • Yuyang Li, Numerical methods for option pricing, UNSW, Feb--Aug 2020.
  • Yijia Ma, Numerical methods for Asian options, UNSW, Feb--Aug 2020.
  • Pengyun Zhang, Numerical methods for the multi-asset Black-Scholes equation. UNSW, Jun-Dec 2019.
  • Fan Li, Pricing options with finite difference methods, UNSW, Feb--Aug 2019.
  • Yujia Liu, Numerical solutions of the Black-Scholes-Merton equation, UNSW, Feb--Aug 2019.
  • Xiongwen Ke, Learning with imbalanced data, UNSW, Mar-June 2018 (joint advisor).

 

Honours students

  • Daniel Ma, UNSW, Dynamic pricing with neural networks, Feb-2023 -- Nov-2023.
  • Anthony Tran, Machine Learning Techniques in Option Pricing, UNSW, Jun-2022 -- May 2023.
  • Ting Li, Portfolio Optimisation with Neural Networks, UNSW, Feb-2022 -- Nov 2022.
  • Brock Sherlock, Oncolytic virus treatment of human breast cancer cells: modeling therapy efficacy, UNSW, Feb-2021 -- Nov-2021 (joint advisor).
  • Callum Scott, Solving partial differential equations using neural networks, UNSW, Feb-2021 -- Nov-2021.
  • Michelle Qiu, Machine learning techniques for imbalanced data with an application in finance, UNSW, Feb-2021 -- Nov-2021.
  • Chris Lee, Machine learning techniques applied to COVID-19 literature clustering, UNSW, Feb-2020 -- Nov-2020
  • James Hortle, Alzheimer's disease detection via machine learning, UNSW, July 2016--July 2017.