Rewat Khanthaporn

Rewat Khanthaporn

Doctor of Philosophy candidate

He would highly recommend the mathematical sciences programmes at AUT, says Rewat Khanthaporn who came to AUT as an international student from Thailand to study a Doctor of Philosophy.

“AUT offers the full range of support research students need, including access to databases and academic journals, a well-equipped library, individual postgraduate study desks, fabulous supervision, and up-to-date software and technology. I also like that AUT provides students with both the soft and technical skills necessary for life, research and their future career.

“Studying at AUT will be the best experience of your study, and it’s a great chance to enjoy life in New Zealand; one of the most beautiful countries in the world. As an international student, I also appreciate that AUT provides academic English classes to help students improve their English skills to support their research and their studies.”

A new challenge
Doctoral study was the obvious next step in his career, says Rewat who has a background in financial mathematics and previously worked as a researcher in his native Thailand.

“I decided to pursue a PhD because I love mathematics, and completing a doctoral degree has long been one of the things I wanted to achieve in my life. Being able to do my PhD at AUT is a huge opportunity and challenge.”

Expecting to complete his PhD in 2021, Rewat already has a clear idea what he would like to do next.

“When I complete my doctoral degree, I’m hoping to find a professional job or a role as a postdoctoral researcher for a few years to gain some professional experience. Eventually, I plan to go back to my home country Thailand and look for a job related to my research expertise.”

New insights for fund managers
For his doctoral research, Rewat is building on his background in financial mathematics and is focusing on analytic methods in finance.

“For my PhD, I’m researching the application of stochastic calculus, time series analysis, the volatility model, copula function and Bayesian MCMC inference to investment portfolio risk management in financial markets.

“The findings from my research will help fund managers when it comes to asset allocation during market fluctuation and uncertainty, especially in stock exchange markets.”

Rewat’s PhD research is supervised by Dr Nuttanan Wichitaksorn and Professor Jiling Cao.

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