Curriculum Vitae

Research Interests

I am interested in machine learning and optimization broadly. Throughout my research journey, I have been particularly interested in characterizing fundamental quantities, phenomena, and general laws that arise due to scale. With a switch to quantitative research, I like to study market behaviors, applying my research leads to craft systematic forecasts, and build risk-aware portfolios. Independently, I am also interested in exploring options/volatility trading in practice.

Education

Work experience

Selected Publications

Complete list at Google Scholar, or dblp.

Research Projects

Professional services

Teaching