I am a limited-term Assistant Professor in the Department of Statistics at Columbia University. Before joining Columbia, I completed my Ph.D. at the University of Toronto under the supervision of Professors Leonard Wong and Yuchong Zhang. My research is motivated by open problems in mathematical finance, with two broad aims: understanding optimal decision-making under uncertainty and explaining emergent behavior in markets and other complex systems. I work at the interface of decision theory, stochastic optimization, computational finance, statistics, and stochastic games, and I develop theory and algorithms for applications ranging from portfolio construction to market design. My work has been recognized by several awards, including an NSERC Postdoctoral Fellowship, an NSERC Alexander Graham Bell Canada Graduate Scholarship, and a University of Toronto Early Research Excellence Award.
A complete list of my publications and preprints is included with my CV.
PhD in Mathematical Finance, 2023
University of Toronto
MA in Applied Mathematics, 2019
York University
BA in Applied Mathematics, 2018
York University
BBA in Finance, 2017
York University