Upcoming Doctoral Dissertations

"This dissertation studies dynamic financial risk from both forecasting and portfolio management perspectives, aiming to improve how risk is modeled, predicted, and controlled over time. Conventional volatility models often rely on rigid parametric structures or offer limited interpretability, while classical portfolio approaches such as mean–variance (MV) optimization are sensitive to estimation error and become time-inconsistent in multi-period settings." Read more

"The growth of retail investor participation in the options market has raised important questions about the impact of investor behavior on market outcomes. In this dissertation, we investigate the impact of retail investor attention on option returns using two novel causality tests. To do this, we first design a valid measure of investor attention using web analytics and validate it using several metrics." Read more

"Thin-film lithium niobate (TFLN) has emerged as a versatile platform for quantum optics because of its
scalability, high nonlinear conversion efficiency, wide transparency window, room-temperature operation,
and compact, lightweight structure. In the quantum regime, it offers low propagation loss that helps preserve
fragile quantum states, precise engineering of photon profiles, high tunability of quantum states, and efficient
generation of entangled photon pairs through spontaneous parametric down-conversion (SPDC)." Read more

"Stored products, such as grains and processed foods, are a staple in global diets and one of the most traded commodities but are susceptible to infestation by various pests, most notably insects. The early detection of insects throughout the supply chain is crucial to mitigate against qualitative and quantitative losses, ensure food safety, and prevent introducing invasive species to new environments resulting in further economic and ecological impact." Read more

"Engineering and controlling electron charge, spin, and light interactions at the nanoscale is a central challenge for next-generation spintronics and bioelectronics. Low-dimensional materials offer a unique platform for accessing and manipulating these interactions due to their reduced dimensionality, enhanced surface sensitivity, and tunable electronic structures." Read more

"Optical coherence tomography (OCT) provides unique imaging scale and speed that allow for dynamic and
functional studies of biology on the tissue and cell levels. This dissertation centers on OCT-based technical
development for studying the embryo transport process inside the oviduct (or fallopian tube) and also for
achieving photothermal imaging and bioprinting." Read more

"Large language models (LLMs) have demonstrated remarkable capabilities in text comprehension, reasoning, and interactive tasks. However, the errors they produce, including fabricated content, unsubstantiated claims and hallucination, pose significant threats to information integrity in high-stakes domains such as scientific communication, knowledge verification, and financial decision-making" Read more

"Graph Neural Networks (GNNs) have emerged as the de facto model for representation learning on structured
data and have demonstrated strong performance across a wide range of applications. However, while these
models excel in closed-world settings—where data is static, and distributions are fixed—they face significant
challenges when deployed in unpredictable, open-world environments." Read more

"In asset pricing, a gap persists between traditional linear models and the increasing use of nonlinear machine
learning (ML) methods. While nonlinear models often outperform their linear counterparts, the economic
sources of the nonlinearities they capture remain largely unexplored." Read more

"Large-scale production of 1,3,5-triamino-2,4,6-trinitrobenzene (TATB) generates concentrated spent sulfuric
acid containing toxic polychlorinated polynitrobenzenes (PCPNBs). Conventional NaOH neutralization is
costly and mainly removes acidity, while the transformation behavior of PCPNBs during treatment remains
unknown." Read more

"Managing blood glucose (BG) levels is essential for metabolic health. In free-living settings, BG is impacted by many interacting factors such as diet, physical activity, insulin, and gut microbiome. These factors vary across individuals and change over time, requiring frequent and complex decision making." Read more

"Advances in bioprinting enable complex tissue fabrication, yet controlling multi-material deposition of low-viscosity hydrogels remains challenging. To address this, this dissertation presents a novel platform integrating support bath printing with real-time in-situ viscosity measurement." Read more

"Currently, Energetic materials (EMs) have been wildly used and cause extensive pollution. Since their chemical nature is resistant to oxidation degradation, reductive degradation pathway is mostly selected by current study. Moreover, increasing accumulation of waste magnesium from metal factories poses environmental challenges." Read more

"The increasing generation of health data presents significant opportunities for advancing healthcare research. However, leveraging this potential presents challenges for both researchers, who require access to quality data for model development, and clinicians, who rely on timely insights to guide interventions and improve patient care." Read more

"The precise measurement and prediction of thermal radiative properties are central to advancing technologies that rely on light–matter interaction, including solar energy conversion, photonics, and thermal management. These properties - absorption, reflection, transmission, and scattering become increasingly sensitive to the topology of geometry, porosity, and surface morphology at the micro and nanoscale." Read more

"Electricity has become an essential part of everyday life in the United States, influencing comfort, well-being, and daily routines nationwide. Yet the benefits and burdens of the electricity system are not shared equitably. Some households face higher costs, greater pollution exposure, and difficulty meeting basic energy needs, while others are better positioned to benefit from technological change." Read more

"Rescue robots are critical in emergency situations, operating where human intervention is unsafe or
difficult. Despite significant research in this field on perception, localization and mapping, two gaps hinder
their development for casualty care and extraction: 1) an intelligence gap in ensuring safe and effective
casualty manipulation, and 2) a lack of hardware specialized for handling medical equipment and assisting
in emergency procedures." Read more

"The rapid growth of distributed energy resources is reshaping urban energy systems, yet most planning and deployment strategies remain focused on individual buildings. This building-centric perspective overlooks a defining property of distributed systems, where value arises from coordination across buildings rather than isolated performance." Read more

"The first part of the thesis develops a new framework for multi-class classification based on the theory of coherent risk measures for systemic risk. In this framework, the loss functions for each class are evaluated using coherent contextual risk measures, and a systemic risk measure determines the overall classification risk." Read more

"Continuum robots are slender, flexible robotic systems that can safely navigate confined and delicate environments, making them promising for applications such as minimally invasive surgery, inspection, and manipulation in constrained spaces." Read more

"Market equilibrium is a fundamental concept in mathematical economics and finance. It corresponds to a market state in which aggregate demand for assets or goods equals aggregate supply. The first theoretical analysis of market equilibrium dates back at least to Walras’ Elements of Pure Economics (1874)" Read more

"This thesis studies the stochastic arrangement increasing (SAI) property of random vectors and develops new theoretical and statistical tools for its analysis. The SAI property is an important dependence notion in insurance, reliability, and risk management, where it is closely related to the structural form of optimal decisions in stochastic optimization problems" Read more